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Diffstat (limited to 'thirdparty/linux/include/coin/ClpModel.hpp')
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diff --git a/thirdparty/linux/include/coin/ClpModel.hpp b/thirdparty/linux/include/coin/ClpModel.hpp new file mode 100644 index 0000000..4a22539 --- /dev/null +++ b/thirdparty/linux/include/coin/ClpModel.hpp @@ -0,0 +1,1307 @@ +/* $Id: ClpModel.hpp 2074 2014-12-10 09:43:54Z 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 ClpModel_H +#define ClpModel_H + +#include "ClpConfig.h" + +#include <iostream> +#include <cassert> +#include <cmath> +#include <vector> +#include <string> +//#ifndef COIN_USE_CLP +//#define COIN_USE_CLP +//#endif +#include "ClpPackedMatrix.hpp" +#include "CoinMessageHandler.hpp" +#include "CoinHelperFunctions.hpp" +#include "CoinTypes.hpp" +#include "CoinFinite.hpp" +#include "ClpParameters.hpp" +#include "ClpObjective.hpp" +class ClpEventHandler; +/** This is the base class for Linear and quadratic Models + This knows nothing about the algorithm, but it seems to + have a reasonable amount of information + + I would welcome suggestions for what should be in this and + how it relates to OsiSolverInterface. Some methods look + very similar. + +*/ +class CoinBuild; +class CoinModel; +class ClpModel { + +public: + + /**@name Constructors and destructor + Note - copy methods copy ALL data so can chew up memory + until other copy is freed + */ + //@{ + /// Default constructor + ClpModel (bool emptyMessages = false ); + + /** Copy constructor. May scale depending on mode + -1 leave mode as is + 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 auto-but-as-initialSolve-in-bab + */ + ClpModel(const ClpModel & rhs, int scalingMode = -1); + /// Assignment operator. This copies the data + ClpModel & operator=(const ClpModel & rhs); + /** Subproblem constructor. A subset of whole model is created from the + row and column lists given. The new order is given by list order and + duplicates are allowed. Name and integer information can be dropped + */ + ClpModel (const ClpModel * wholeModel, + int numberRows, const int * whichRows, + int numberColumns, const int * whichColumns, + bool dropNames = true, bool dropIntegers = true); + /// Destructor + ~ClpModel ( ); + //@} + + /**@name Load model - loads some stuff and initializes others */ + //@{ + /** Loads a problem (the constraints on the + rows are given by lower and upper bounds). If a pointer is 0 then the + following values are the default: + <ul> + <li> <code>colub</code>: all columns have upper bound infinity + <li> <code>collb</code>: all columns have lower bound 0 + <li> <code>rowub</code>: all rows have upper bound infinity + <li> <code>rowlb</code>: all rows have lower bound -infinity + <li> <code>obj</code>: all variables have 0 objective coefficient + </ul> + */ + void loadProblem ( const ClpMatrixBase& matrix, + const double* collb, const double* colub, + const double* obj, + const double* rowlb, const double* rowub, + const double * rowObjective = NULL); + void loadProblem ( const CoinPackedMatrix& matrix, + const double* collb, const double* colub, + const double* obj, + const double* rowlb, const double* rowub, + const double * rowObjective = NULL); + + /** Just like the other loadProblem() method except that the matrix is + given in a standard column major ordered format (without gaps). */ + void loadProblem ( const int numcols, const int numrows, + const CoinBigIndex* start, const int* index, + const double* value, + const double* collb, const double* colub, + const double* obj, + const double* rowlb, const double* rowub, + const double * rowObjective = NULL); + /** This loads a model from a coinModel object - returns number of errors. + + modelObject not const as may be changed as part of process + If tryPlusMinusOne then will try adding as +-1 matrix + */ + int loadProblem ( CoinModel & modelObject, bool tryPlusMinusOne = false); + /// This one is for after presolve to save memory + void loadProblem ( const int numcols, const int numrows, + const CoinBigIndex* start, const int* index, + const double* value, const int * length, + const double* collb, const double* colub, + const double* obj, + const double* rowlb, const double* rowub, + const double * rowObjective = NULL); + /** Load up quadratic objective. This is stored as a CoinPackedMatrix */ + void loadQuadraticObjective(const int numberColumns, + const CoinBigIndex * start, + const int * column, const double * element); + void loadQuadraticObjective ( const CoinPackedMatrix& matrix); + /// Get rid of quadratic objective + void deleteQuadraticObjective(); + /// This just loads up a row objective + void setRowObjective(const double * rowObjective); + /// Read an mps file from the given filename + int readMps(const char *filename, + bool keepNames = false, + bool ignoreErrors = false); + /// Read GMPL files from the given filenames + int readGMPL(const char *filename, const char * dataName, + bool keepNames = false); + /// Copy in integer informations + void copyInIntegerInformation(const char * information); + /// Drop integer informations + void deleteIntegerInformation(); + /** Set the index-th variable to be a continuous variable */ + void setContinuous(int index); + /** Set the index-th variable to be an integer variable */ + void setInteger(int index); + /** Return true if the index-th variable is an integer variable */ + bool isInteger(int index) const; + /// Resizes rim part of model + void resize (int newNumberRows, int newNumberColumns); + /// Deletes rows + void deleteRows(int number, const int * which); + /// Add one row + void addRow(int numberInRow, const int * columns, + const double * elements, double rowLower = -COIN_DBL_MAX, + double rowUpper = COIN_DBL_MAX); + /// Add rows + void addRows(int number, const double * rowLower, + const double * rowUpper, + const CoinBigIndex * rowStarts, const int * columns, + const double * elements); + /// Add rows + void addRows(int number, const double * rowLower, + const double * rowUpper, + const CoinBigIndex * rowStarts, const int * rowLengths, + const int * columns, + const double * elements); +#ifndef CLP_NO_VECTOR + void addRows(int number, const double * rowLower, + const double * rowUpper, + const CoinPackedVectorBase * const * rows); +#endif + /** Add rows from a build object. + If tryPlusMinusOne then will try adding as +-1 matrix + if no matrix exists. + Returns number of errors e.g. duplicates + */ + int addRows(const CoinBuild & buildObject, bool tryPlusMinusOne = false, + bool checkDuplicates = true); + /** Add rows from a model object. returns + -1 if object in bad state (i.e. has column information) + otherwise number of errors. + + modelObject non const as can be regularized as part of build + If tryPlusMinusOne then will try adding as +-1 matrix + if no matrix exists. + */ + int addRows(CoinModel & modelObject, bool tryPlusMinusOne = false, + bool checkDuplicates = true); + + /// Deletes columns + void deleteColumns(int number, const int * which); + /// Deletes rows AND columns (keeps old sizes) + void deleteRowsAndColumns(int numberRows, const int * whichRows, + int numberColumns, const int * whichColumns); + /// Add one column + void addColumn(int numberInColumn, + const int * rows, + const double * elements, + double columnLower = 0.0, + double columnUpper = COIN_DBL_MAX, + double objective = 0.0); + /// Add columns + void addColumns(int number, const double * columnLower, + const double * columnUpper, + const double * objective, + const CoinBigIndex * columnStarts, const int * rows, + const double * elements); + void addColumns(int number, const double * columnLower, + const double * columnUpper, + const double * objective, + const CoinBigIndex * columnStarts, const int * columnLengths, + const int * rows, + const double * elements); +#ifndef CLP_NO_VECTOR + void addColumns(int number, const double * columnLower, + const double * columnUpper, + const double * objective, + const CoinPackedVectorBase * const * columns); +#endif + /** Add columns from a build object + If tryPlusMinusOne then will try adding as +-1 matrix + if no matrix exists. + Returns number of errors e.g. duplicates + */ + int addColumns(const CoinBuild & buildObject, bool tryPlusMinusOne = false, + bool checkDuplicates = true); + /** Add columns from a model object. returns + -1 if object in bad state (i.e. has row information) + otherwise number of errors + modelObject non const as can be regularized as part of build + If tryPlusMinusOne then will try adding as +-1 matrix + if no matrix exists. + */ + int addColumns(CoinModel & modelObject, bool tryPlusMinusOne = false, + bool checkDuplicates = true); + /// Modify one element of a matrix + inline void modifyCoefficient(int row, int column, double newElement, + bool keepZero = false) { + matrix_->modifyCoefficient(row, column, newElement, keepZero); + } + /** Change row lower bounds */ + void chgRowLower(const double * rowLower); + /** Change row upper bounds */ + void chgRowUpper(const double * rowUpper); + /** Change column lower bounds */ + void chgColumnLower(const double * columnLower); + /** Change column upper bounds */ + void chgColumnUpper(const double * columnUpper); + /** Change objective coefficients */ + void chgObjCoefficients(const double * objIn); + /** Borrow model. This is so we don't have to copy large amounts + of data around. It assumes a derived class wants to overwrite + an empty model with a real one - while it does an algorithm */ + void borrowModel(ClpModel & otherModel); + /** Return model - nulls all arrays so can be deleted safely + also updates any scalars */ + void returnModel(ClpModel & otherModel); + + /// Create empty ClpPackedMatrix + void createEmptyMatrix(); + /** Really clean up matrix (if ClpPackedMatrix). + a) eliminate all duplicate AND small elements in matrix + b) remove all gaps and set extraGap_ and extraMajor_ to 0.0 + c) reallocate arrays and make max lengths equal to lengths + d) orders elements + returns number of elements eliminated or -1 if not ClpPackedMatrix + */ + int cleanMatrix(double threshold = 1.0e-20); + /// Copy contents - resizing if necessary - otherwise re-use memory + void copy(const ClpMatrixBase * from, ClpMatrixBase * & to); +#ifndef CLP_NO_STD + /// Drops names - makes lengthnames 0 and names empty + void dropNames(); + /// Copies in names + void copyNames(const std::vector<std::string> & rowNames, + const std::vector<std::string> & columnNames); + /// Copies in Row names - modifies names first .. last-1 + void copyRowNames(const std::vector<std::string> & rowNames, int first, int last); + /// Copies in Column names - modifies names first .. last-1 + void copyColumnNames(const std::vector<std::string> & columnNames, int first, int last); + /// Copies in Row names - modifies names first .. last-1 + void copyRowNames(const char * const * rowNames, int first, int last); + /// Copies in Column names - modifies names first .. last-1 + void copyColumnNames(const char * const * columnNames, int first, int last); + /// Set name of row + void setRowName(int rowIndex, std::string & name) ; + /// Set name of col + void setColumnName(int colIndex, std::string & name) ; +#endif + /** Find a network subset. + rotate array should be numberRows. On output + -1 not in network + 0 in network as is + 1 in network with signs swapped + Returns number of network rows + */ + int findNetwork(char * rotate, double fractionNeeded = 0.75); + /** This creates a coinModel object + */ + CoinModel * createCoinModel() const; + + /** Write the problem in MPS format to the specified file. + + Row and column names may be null. + formatType is + <ul> + <li> 0 - normal + <li> 1 - extra accuracy + <li> 2 - IEEE hex + </ul> + + Returns non-zero on I/O error + */ + int writeMps(const char *filename, + int formatType = 0, int numberAcross = 2, + double objSense = 0.0) const ; + //@} + /**@name gets and sets */ + //@{ + /// Number of rows + inline int numberRows() const { + return numberRows_; + } + inline int getNumRows() const { + return numberRows_; + } + /// Number of columns + inline int getNumCols() const { + return numberColumns_; + } + inline int numberColumns() const { + return numberColumns_; + } + /// Primal tolerance to use + inline double primalTolerance() const { + return dblParam_[ClpPrimalTolerance]; + } + void setPrimalTolerance( double value) ; + /// Dual tolerance to use + inline double dualTolerance() const { + return dblParam_[ClpDualTolerance]; + } + void setDualTolerance( double value) ; + /// Primal objective limit + inline double primalObjectiveLimit() const { + return dblParam_[ClpPrimalObjectiveLimit]; + } + void setPrimalObjectiveLimit(double value); + /// Dual objective limit + inline double dualObjectiveLimit() const { + return dblParam_[ClpDualObjectiveLimit]; + } + void setDualObjectiveLimit(double value); + /// Objective offset + inline double objectiveOffset() const { + return dblParam_[ClpObjOffset]; + } + void setObjectiveOffset(double value); + /// Presolve tolerance to use + inline double presolveTolerance() const { + return dblParam_[ClpPresolveTolerance]; + } +#ifndef CLP_NO_STD + inline const std::string & problemName() const { + return strParam_[ClpProbName]; + } +#endif + /// Number of iterations + inline int numberIterations() const { + return numberIterations_; + } + inline int getIterationCount() const { + return numberIterations_; + } + inline void setNumberIterations(int numberIterationsNew) { + numberIterations_ = numberIterationsNew; + } + /** Solve type - 1 simplex, 2 simplex interface, 3 Interior.*/ + inline int solveType() const { + return solveType_; + } + inline void setSolveType(int type) { + solveType_ = type; + } + /// Maximum number of iterations + inline int maximumIterations() const { + return intParam_[ClpMaxNumIteration]; + } + void setMaximumIterations(int value); + /// Maximum time in seconds (from when set called) + inline double maximumSeconds() const { + return dblParam_[ClpMaxSeconds]; + } + void setMaximumSeconds(double value); + void setMaximumWallSeconds(double value); + /// Returns true if hit maximum iterations (or time) + bool hitMaximumIterations() const; + /** Status of problem: + -1 - unknown e.g. before solve or if postSolve says not optimal + 0 - optimal + 1 - primal infeasible + 2 - dual infeasible + 3 - stopped on iterations or time + 4 - stopped due to errors + 5 - stopped by event handler (virtual int ClpEventHandler::event()) + */ + inline int status() const { + return problemStatus_; + } + inline int problemStatus() const { + return problemStatus_; + } + /// Set problem status + inline void setProblemStatus(int problemStatusNew) { + problemStatus_ = problemStatusNew; + } + /** Secondary status of problem - may get extended + 0 - none + 1 - primal infeasible because dual limit reached OR (probably primal + infeasible but can't prove it - main status was 4) + 2 - scaled problem optimal - unscaled problem has primal infeasibilities + 3 - scaled problem optimal - unscaled problem has dual infeasibilities + 4 - scaled problem optimal - unscaled problem has primal and dual infeasibilities + 5 - giving up in primal with flagged variables + 6 - failed due to empty problem check + 7 - postSolve says not optimal + 8 - failed due to bad element check + 9 - status was 3 and stopped on time + 10 - status was 3 but stopped as primal feasible + 100 up - translation of enum from ClpEventHandler + */ + inline int secondaryStatus() const { + return secondaryStatus_; + } + inline void setSecondaryStatus(int newstatus) { + secondaryStatus_ = newstatus; + } + /// Are there a numerical difficulties? + inline bool isAbandoned() const { + return problemStatus_ == 4; + } + /// Is optimality proven? + inline bool isProvenOptimal() const { + return problemStatus_ == 0; + } + /// Is primal infeasiblity proven? + inline bool isProvenPrimalInfeasible() const { + return problemStatus_ == 1; + } + /// Is dual infeasiblity proven? + inline bool isProvenDualInfeasible() const { + return problemStatus_ == 2; + } + /// Is the given primal objective limit reached? + bool isPrimalObjectiveLimitReached() const ; + /// Is the given dual objective limit reached? + bool isDualObjectiveLimitReached() const ; + /// Iteration limit reached? + inline bool isIterationLimitReached() const { + return problemStatus_ == 3; + } + /// Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore + inline double optimizationDirection() const { + return optimizationDirection_; + } + inline double getObjSense() const { + return optimizationDirection_; + } + void setOptimizationDirection(double value); + /// Primal row solution + inline double * primalRowSolution() const { + return rowActivity_; + } + inline const double * getRowActivity() const { + return rowActivity_; + } + /// Primal column solution + inline double * primalColumnSolution() const { + return columnActivity_; + } + inline const double * getColSolution() const { + return columnActivity_; + } + inline void setColSolution(const double * input) { + memcpy(columnActivity_, input, numberColumns_ * sizeof(double)); + } + /// Dual row solution + inline double * dualRowSolution() const { + return dual_; + } + inline const double * getRowPrice() const { + return dual_; + } + /// Reduced costs + inline double * dualColumnSolution() const { + return reducedCost_; + } + inline const double * getReducedCost() const { + return reducedCost_; + } + /// Row lower + inline double* rowLower() const { + return rowLower_; + } + inline const double* getRowLower() const { + return rowLower_; + } + /// Row upper + inline double* rowUpper() const { + return rowUpper_; + } + inline const double* getRowUpper() const { + return rowUpper_; + } + //------------------------------------------------------------------------- + /**@name Changing bounds on variables and constraints */ + //@{ + /** Set an objective function coefficient */ + void setObjectiveCoefficient( int elementIndex, double elementValue ); + /** Set an objective function coefficient */ + inline void setObjCoeff( int elementIndex, double elementValue ) { + setObjectiveCoefficient( elementIndex, elementValue); + } + + /** Set a single column lower bound<br> + Use -DBL_MAX for -infinity. */ + void setColumnLower( int elementIndex, double elementValue ); + + /** Set a single column upper bound<br> + Use DBL_MAX for infinity. */ + void setColumnUpper( int elementIndex, double elementValue ); + + /** Set a single column lower and upper bound */ + void setColumnBounds( int elementIndex, + double lower, double upper ); + + /** Set the bounds on a number of columns simultaneously<br> + The default implementation just invokes setColLower() and + setColUpper() over and over again. + @param indexFirst,indexLast pointers to the beginning and after the + end of the array of the indices of the variables whose + <em>either</em> bound changes + @param boundList the new lower/upper bound pairs for the variables + */ + void setColumnSetBounds(const int* indexFirst, + const int* indexLast, + const double* boundList); + + /** Set a single column lower bound<br> + Use -DBL_MAX for -infinity. */ + inline void setColLower( int elementIndex, double elementValue ) { + setColumnLower(elementIndex, elementValue); + } + /** Set a single column upper bound<br> + Use DBL_MAX for infinity. */ + inline void setColUpper( int elementIndex, double elementValue ) { + setColumnUpper(elementIndex, elementValue); + } + + /** Set a single column lower and upper bound */ + inline void setColBounds( int elementIndex, + double lower, double upper ) { + setColumnBounds(elementIndex, lower, upper); + } + + /** Set the bounds on a number of columns simultaneously<br> + @param indexFirst,indexLast pointers to the beginning and after the + end of the array of the indices of the variables whose + <em>either</em> bound changes + @param boundList the new lower/upper bound pairs for the variables + */ + inline void setColSetBounds(const int* indexFirst, + const int* indexLast, + const double* boundList) { + setColumnSetBounds(indexFirst, indexLast, boundList); + } + + /** Set a single row lower bound<br> + Use -DBL_MAX for -infinity. */ + void setRowLower( int elementIndex, double elementValue ); + + /** Set a single row upper bound<br> + Use DBL_MAX for infinity. */ + void setRowUpper( int elementIndex, double elementValue ) ; + + /** Set a single row lower and upper bound */ + void setRowBounds( int elementIndex, + double lower, double upper ) ; + + /** Set the bounds on a number of rows simultaneously<br> + @param indexFirst,indexLast pointers to the beginning and after the + end of the array of the indices of the constraints whose + <em>either</em> bound changes + @param boundList the new lower/upper bound pairs for the constraints + */ + void setRowSetBounds(const int* indexFirst, + const int* indexLast, + const double* boundList); + + //@} + /// Scaling + inline const double * rowScale() const { + return rowScale_; + } + inline const double * columnScale() const { + return columnScale_; + } + inline const double * inverseRowScale() const { + return inverseRowScale_; + } + inline const double * inverseColumnScale() const { + return inverseColumnScale_; + } + inline double * mutableRowScale() const { + return rowScale_; + } + inline double * mutableColumnScale() const { + return columnScale_; + } + inline double * mutableInverseRowScale() const { + return inverseRowScale_; + } + inline double * mutableInverseColumnScale() const { + return inverseColumnScale_; + } + inline double * swapRowScale(double * newScale) { + double * oldScale = rowScale_; + rowScale_ = newScale; + return oldScale; + } + void setRowScale(double * scale) ; + void setColumnScale(double * scale); + /// Scaling of objective + inline double objectiveScale() const { + return objectiveScale_; + } + inline void setObjectiveScale(double value) { + objectiveScale_ = value; + } + /// Scaling of rhs and bounds + inline double rhsScale() const { + return rhsScale_; + } + inline void setRhsScale(double value) { + rhsScale_ = value; + } + /// Sets or unsets scaling, 0 -off, 1 equilibrium, 2 geometric, 3 auto, 4 auto-but-as-initialSolve-in-bab + void scaling(int mode = 1); + /** If we constructed a "really" scaled model then this reverses the operation. + Quantities may not be exactly as they were before due to rounding errors */ + void unscale(); + /// Gets scalingFlag + inline int scalingFlag() const { + return scalingFlag_; + } + /// Objective + inline double * objective() const { + if (objective_) { + double offset; + return objective_->gradient(NULL, NULL, offset, false); + } else { + return NULL; + } + } + inline double * objective(const double * solution, double & offset, bool refresh = true) const { + offset = 0.0; + if (objective_) { + return objective_->gradient(NULL, solution, offset, refresh); + } else { + return NULL; + } + } + inline const double * getObjCoefficients() const { + if (objective_) { + double offset; + return objective_->gradient(NULL, NULL, offset, false); + } else { + return NULL; + } + } + /// Row Objective + inline double * rowObjective() const { + return rowObjective_; + } + inline const double * getRowObjCoefficients() const { + return rowObjective_; + } + /// Column Lower + inline double * columnLower() const { + return columnLower_; + } + inline const double * getColLower() const { + return columnLower_; + } + /// Column Upper + inline double * columnUpper() const { + return columnUpper_; + } + inline const double * getColUpper() const { + return columnUpper_; + } + /// Matrix (if not ClpPackedmatrix be careful about memory leak + inline CoinPackedMatrix * matrix() const { + if ( matrix_ == NULL ) return NULL; + else return matrix_->getPackedMatrix(); + } + /// Number of elements in matrix + inline int getNumElements() const { + return matrix_->getNumElements(); + } + /** Small element value - elements less than this set to zero, + default is 1.0e-20 */ + inline double getSmallElementValue() const { + return smallElement_; + } + inline void setSmallElementValue(double value) { + smallElement_ = value; + } + /// Row Matrix + inline ClpMatrixBase * rowCopy() const { + return rowCopy_; + } + /// Set new row matrix + void setNewRowCopy(ClpMatrixBase * newCopy); + /// Clp Matrix + inline ClpMatrixBase * clpMatrix() const { + return matrix_; + } + /// Scaled ClpPackedMatrix + inline ClpPackedMatrix * clpScaledMatrix() const { + return scaledMatrix_; + } + /// Sets pointer to scaled ClpPackedMatrix + inline void setClpScaledMatrix(ClpPackedMatrix * scaledMatrix) { + delete scaledMatrix_; + scaledMatrix_ = scaledMatrix; + } + /// Swaps pointer to scaled ClpPackedMatrix + inline ClpPackedMatrix * swapScaledMatrix(ClpPackedMatrix * scaledMatrix) { + ClpPackedMatrix * oldMatrix = scaledMatrix_; + scaledMatrix_ = scaledMatrix; + return oldMatrix; + } + /** Replace Clp Matrix (current is not deleted unless told to + and new is used) + So up to user to delete current. This was used where + matrices were being rotated. ClpModel takes ownership. + */ + void replaceMatrix(ClpMatrixBase * matrix, bool deleteCurrent = false); + /** Replace Clp Matrix (current is not deleted unless told to + and new is used) So up to user to delete current. This was used where + matrices were being rotated. This version changes CoinPackedMatrix + to ClpPackedMatrix. ClpModel takes ownership. + */ + inline void replaceMatrix(CoinPackedMatrix * newmatrix, + bool deleteCurrent = false) { + replaceMatrix(new ClpPackedMatrix(newmatrix), deleteCurrent); + } + /// Objective value + inline double objectiveValue() const { + return objectiveValue_ * optimizationDirection_ - dblParam_[ClpObjOffset]; + } + inline void setObjectiveValue(double value) { + objectiveValue_ = (value + dblParam_[ClpObjOffset]) / optimizationDirection_; + } + inline double getObjValue() const { + return objectiveValue_ * optimizationDirection_ - dblParam_[ClpObjOffset]; + } + /// Integer information + inline char * integerInformation() const { + return integerType_; + } + /** Infeasibility/unbounded ray (NULL returned if none/wrong) + Up to user to use delete [] on these arrays. */ + double * infeasibilityRay(bool fullRay=false) const; + double * unboundedRay() const; + /// For advanced users - no need to delete - sign not changed + inline double * ray() const + { return ray_;} + /// just test if infeasibility or unbounded Ray exists + inline bool rayExists() const { + return (ray_!=NULL); + } + /// just delete ray if exists + inline void deleteRay() { + delete [] ray_; + ray_=NULL; + } + /// Access internal ray storage. Users should call infeasibilityRay() or unboundedRay() instead. + inline const double * internalRay() const { + return ray_; + } + /// See if status (i.e. basis) array exists (partly for OsiClp) + inline bool statusExists() const { + return (status_ != NULL); + } + /// Return address of status (i.e. basis) array (char[numberRows+numberColumns]) + inline unsigned char * statusArray() const { + return status_; + } + /** Return copy of status (i.e. basis) array (char[numberRows+numberColumns]), + use delete [] */ + unsigned char * statusCopy() const; + /// Copy in status (basis) vector + void copyinStatus(const unsigned char * statusArray); + + /// User pointer for whatever reason + inline void setUserPointer (void * pointer) { + userPointer_ = pointer; + } + inline void * getUserPointer () const { + return userPointer_; + } + /// Trusted user pointer + inline void setTrustedUserPointer (ClpTrustedData * pointer) { + trustedUserPointer_ = pointer; + } + inline ClpTrustedData * getTrustedUserPointer () const { + return trustedUserPointer_; + } + /// What has changed in model (only for masochistic users) + inline int whatsChanged() const { + return whatsChanged_; + } + inline void setWhatsChanged(int value) { + whatsChanged_ = value; + } + /// Number of threads (not really being used) + inline int numberThreads() const { + return numberThreads_; + } + inline void setNumberThreads(int value) { + numberThreads_ = value; + } + //@} + /**@name Message handling */ + //@{ + /// Pass in Message handler (not deleted at end) + void passInMessageHandler(CoinMessageHandler * handler); + /// Pass in Message handler (not deleted at end) and return current + CoinMessageHandler * pushMessageHandler(CoinMessageHandler * handler, + bool & oldDefault); + /// back to previous message handler + void popMessageHandler(CoinMessageHandler * oldHandler, bool oldDefault); + /// Set language + void newLanguage(CoinMessages::Language language); + inline void setLanguage(CoinMessages::Language language) { + newLanguage(language); + } + /// Overrides message handler with a default one + void setDefaultMessageHandler(); + /// Return handler + inline CoinMessageHandler * messageHandler() const { + return handler_; + } + /// Return messages + inline CoinMessages messages() const { + return messages_; + } + /// Return pointer to messages + inline CoinMessages * messagesPointer() { + return & messages_; + } + /// Return Coin messages + inline CoinMessages coinMessages() const { + return coinMessages_; + } + /// Return pointer to Coin messages + inline CoinMessages * coinMessagesPointer() { + return & coinMessages_; + } + /** Amount of print out: + 0 - none + 1 - just final + 2 - just factorizations + 3 - as 2 plus a bit more + 4 - verbose + above that 8,16,32 etc just for selective debug + */ + inline void setLogLevel(int value) { + handler_->setLogLevel(value); + } + inline int logLevel() const { + return handler_->logLevel(); + } + /// Return true if default handler + inline bool defaultHandler() const { + return defaultHandler_; + } + /// Pass in Event handler (cloned and deleted at end) + void passInEventHandler(const ClpEventHandler * eventHandler); + /// Event handler + inline ClpEventHandler * eventHandler() const { + return eventHandler_; + } + /// Thread specific random number generator + inline CoinThreadRandom * randomNumberGenerator() { + return &randomNumberGenerator_; + } + /// Thread specific random number generator + inline CoinThreadRandom & mutableRandomNumberGenerator() { + return randomNumberGenerator_; + } + /// Set seed for thread specific random number generator + inline void setRandomSeed(int value) { + randomNumberGenerator_.setSeed(value); + } + /// length of names (0 means no names0 + inline int lengthNames() const { + return lengthNames_; + } +#ifndef CLP_NO_STD + /// length of names (0 means no names0 + inline void setLengthNames(int value) { + lengthNames_ = value; + } + /// Row names + inline const std::vector<std::string> * rowNames() const { + return &rowNames_; + } + inline const std::string& rowName(int iRow) const { + return rowNames_[iRow]; + } + /// Return name or Rnnnnnnn + std::string getRowName(int iRow) const; + /// Column names + inline const std::vector<std::string> * columnNames() const { + return &columnNames_; + } + inline const std::string& columnName(int iColumn) const { + return columnNames_[iColumn]; + } + /// Return name or Cnnnnnnn + std::string getColumnName(int iColumn) const; +#endif + /// Objective methods + inline ClpObjective * objectiveAsObject() const { + return objective_; + } + void setObjective(ClpObjective * objective); + inline void setObjectivePointer(ClpObjective * newobjective) { + objective_ = newobjective; + } + /** Solve a problem with no elements - return status and + dual and primal infeasibilites */ + int emptyProblem(int * infeasNumber = NULL, double * infeasSum = NULL, bool printMessage = true); + + //@} + + /**@name Matrix times vector methods + They can be faster if scalar is +- 1 + These are covers so user need not worry about scaling + Also for simplex I am not using basic/non-basic split */ + //@{ + /** Return <code>y + A * x * scalar</code> in <code>y</code>. + @pre <code>x</code> must be of size <code>numColumns()</code> + @pre <code>y</code> must be of size <code>numRows()</code> */ + void times(double scalar, + const double * x, double * y) const; + /** Return <code>y + x * scalar * A</code> in <code>y</code>. + @pre <code>x</code> must be of size <code>numRows()</code> + @pre <code>y</code> must be of size <code>numColumns()</code> */ + void transposeTimes(double scalar, + const double * x, double * y) const ; + //@} + + + //--------------------------------------------------------------------------- + /**@name Parameter set/get methods + + The set methods return true if the parameter was set to the given value, + false otherwise. There can be various reasons for failure: the given + parameter is not applicable for the solver (e.g., refactorization + frequency for the volume algorithm), the parameter is not yet implemented + for the solver or simply the value of the parameter is out of the range + the solver accepts. If a parameter setting call returns false check the + details of your solver. + + The get methods return true if the given parameter is applicable for the + solver and is implemented. In this case the value of the parameter is + returned in the second argument. Otherwise they return false. + + ** once it has been decided where solver sits this may be redone + */ + //@{ + /// Set an integer parameter + bool setIntParam(ClpIntParam key, int value) ; + /// Set an double parameter + bool setDblParam(ClpDblParam key, double value) ; +#ifndef CLP_NO_STD + /// Set an string parameter + bool setStrParam(ClpStrParam key, const std::string & value); +#endif + // Get an integer parameter + inline bool getIntParam(ClpIntParam key, int& value) const { + if (key < ClpLastIntParam) { + value = intParam_[key]; + return true; + } else { + return false; + } + } + // Get an double parameter + inline bool getDblParam(ClpDblParam key, double& value) const { + if (key < ClpLastDblParam) { + value = dblParam_[key]; + return true; + } else { + return false; + } + } +#ifndef CLP_NO_STD + // Get a string parameter + inline bool getStrParam(ClpStrParam key, std::string& value) const { + if (key < ClpLastStrParam) { + value = strParam_[key]; + return true; + } else { + return false; + } + } +#endif + /// Create C++ lines to get to current state + void generateCpp( FILE * fp); + /** For advanced options + 1 - Don't keep changing infeasibility weight + 2 - Keep nonLinearCost round solves + 4 - Force outgoing variables to exact bound (primal) + 8 - Safe to use dense initial factorization + 16 -Just use basic variables for operation if column generation + 32 -Create ray even in BAB + 64 -Treat problem as feasible until last minute (i.e. minimize infeasibilities) + 128 - Switch off all matrix sanity checks + 256 - No row copy + 512 - If not in values pass, solution guaranteed, skip as much as possible + 1024 - In branch and bound + 2048 - Don't bother to re-factorize if < 20 iterations + 4096 - Skip some optimality checks + 8192 - Do Primal when cleaning up primal + 16384 - In fast dual (so we can switch off things) + 32768 - called from Osi + 65536 - keep arrays around as much as possible (also use maximumR/C) + 131072 - transposeTimes is -1.0 and can skip basic and fixed + 262144 - extra copy of scaled matrix + 524288 - Clp fast dual + 1048576 - don't need to finish dual (can return 3) + 2097152 - zero costs! + 4194304 - don't scale integer variables + 8388608 - Idiot when not really sure about it + NOTE - many applications can call Clp but there may be some short cuts + which are taken which are not guaranteed safe from all applications. + Vetted applications will have a bit set and the code may test this + At present I expect a few such applications - if too many I will + have to re-think. It is up to application owner to change the code + if she/he needs these short cuts. I will not debug unless in Coin + repository. See COIN_CLP_VETTED comments. + 0x01000000 is Cbc (and in branch and bound) + 0x02000000 is in a different branch and bound + */ + inline unsigned int specialOptions() const { + return specialOptions_; + } + void setSpecialOptions(unsigned int value); +#define COIN_CBC_USING_CLP 0x01000000 + inline bool inCbcBranchAndBound() const { + return (specialOptions_ & COIN_CBC_USING_CLP) != 0; + } + //@} + + /**@name private or protected methods */ + //@{ +protected: + /// Does most of deletion (0 = all, 1 = most) + void gutsOfDelete(int type); + /** Does most of copying + If trueCopy 0 then just points to arrays + If -1 leaves as much as possible */ + void gutsOfCopy(const ClpModel & rhs, int trueCopy = 1); + /// gets lower and upper bounds on rows + void getRowBound(int iRow, double& lower, double& upper) const; + /// puts in format I like - 4 array matrix - may make row copy + void gutsOfLoadModel ( int numberRows, int numberColumns, + const double* collb, const double* colub, + const double* obj, + const double* rowlb, const double* rowub, + const double * rowObjective = NULL); + /// Does much of scaling + void gutsOfScaling(); + /// Objective value - always minimize + inline double rawObjectiveValue() const { + return objectiveValue_; + } + /// If we are using maximumRows_ and Columns_ + inline bool permanentArrays() const { + return (specialOptions_ & 65536) != 0; + } + /// Start using maximumRows_ and Columns_ + void startPermanentArrays(); + /// Stop using maximumRows_ and Columns_ + void stopPermanentArrays(); + /// Create row names as char ** + const char * const * rowNamesAsChar() const; + /// Create column names as char ** + const char * const * columnNamesAsChar() const; + /// Delete char * version of names + void deleteNamesAsChar(const char * const * names, int number) const; + /// On stopped - sets secondary status + void onStopped(); + //@} + + +////////////////// data ////////////////// +protected: + + /**@name data */ + //@{ + /// Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore + double optimizationDirection_; + /// Array of double parameters + double dblParam_[ClpLastDblParam]; + /// Objective value + double objectiveValue_; + /// Small element value + double smallElement_; + /// Scaling of objective + double objectiveScale_; + /// Scaling of rhs and bounds + double rhsScale_; + /// Number of rows + int numberRows_; + /// Number of columns + int numberColumns_; + /// Row activities + double * rowActivity_; + /// Column activities + double * columnActivity_; + /// Duals + double * dual_; + /// Reduced costs + double * reducedCost_; + /// Row lower + double* rowLower_; + /// Row upper + double* rowUpper_; + /// Objective + ClpObjective * objective_; + /// Row Objective (? sign) - may be NULL + double * rowObjective_; + /// Column Lower + double * columnLower_; + /// Column Upper + double * columnUpper_; + /// Packed matrix + ClpMatrixBase * matrix_; + /// Row copy if wanted + ClpMatrixBase * rowCopy_; + /// Scaled packed matrix + ClpPackedMatrix * scaledMatrix_; + /// Infeasible/unbounded ray + double * ray_; + /// Row scale factors for matrix + double * rowScale_; + /// Column scale factors + double * columnScale_; + /// Inverse row scale factors for matrix (end of rowScale_) + double * inverseRowScale_; + /// Inverse column scale factors for matrix (end of columnScale_) + double * inverseColumnScale_; + /** Scale flag, 0 none, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic, + 5 geometric on rows */ + int scalingFlag_; + /** Status (i.e. basis) Region. I know that not all algorithms need a status + array, but it made sense for things like crossover and put + all permanent stuff in one place. No assumption is made + about what is in status array (although it might be good to reserve + bottom 3 bits (i.e. 0-7 numeric) for classic status). This + is number of columns + number of rows long (in that order). + */ + unsigned char * status_; + /// Integer information + char * integerType_; + /// User pointer for whatever reason + void * userPointer_; + /// Trusted user pointer e.g. for heuristics + ClpTrustedData * trustedUserPointer_; + /// Array of integer parameters + int intParam_[ClpLastIntParam]; + /// Number of iterations + int numberIterations_; + /** Solve type - 1 simplex, 2 simplex interface, 3 Interior.*/ + int solveType_; + /** Whats changed since last solve. This is a work in progress + It is designed so careful people can make go faster. + It is only used when startFinishOptions used in dual or primal. + Bit 1 - number of rows/columns has not changed (so work arrays valid) + 2 - matrix has not changed + 4 - if matrix has changed only by adding rows + 8 - if matrix has changed only by adding columns + 16 - row lbs not changed + 32 - row ubs not changed + 64 - column objective not changed + 128 - column lbs not changed + 256 - column ubs not changed + 512 - basis not changed (up to user to set this to 0) + top bits may be used internally + shift by 65336 is 3 all same, 1 all except col bounds + */ +#define ROW_COLUMN_COUNTS_SAME 1 +#define MATRIX_SAME 2 +#define MATRIX_JUST_ROWS_ADDED 4 +#define MATRIX_JUST_COLUMNS_ADDED 8 +#define ROW_LOWER_SAME 16 +#define ROW_UPPER_SAME 32 +#define OBJECTIVE_SAME 64 +#define COLUMN_LOWER_SAME 128 +#define COLUMN_UPPER_SAME 256 +#define BASIS_SAME 512 +#define ALL_SAME 65339 +#define ALL_SAME_EXCEPT_COLUMN_BOUNDS 65337 + unsigned int whatsChanged_; + /// Status of problem + int problemStatus_; + /// Secondary status of problem + int secondaryStatus_; + /// length of names (0 means no names) + int lengthNames_; + /// Number of threads (not very operational) + int numberThreads_; + /** For advanced options + See get and set for meaning + */ + unsigned int specialOptions_; + /// Message handler + CoinMessageHandler * handler_; + /// Flag to say if default handler (so delete) + bool defaultHandler_; + /// Thread specific random number generator + CoinThreadRandom randomNumberGenerator_; + /// Event handler + ClpEventHandler * eventHandler_; +#ifndef CLP_NO_STD + /// Row names + std::vector<std::string> rowNames_; + /// Column names + std::vector<std::string> columnNames_; +#endif + /// Messages + CoinMessages messages_; + /// Coin messages + CoinMessages coinMessages_; + /// Maximum number of columns in model + int maximumColumns_; + /// Maximum number of rows in model + int maximumRows_; + /// Maximum number of columns (internal arrays) in model + int maximumInternalColumns_; + /// Maximum number of rows (internal arrays) in model + int maximumInternalRows_; + /// Base packed matrix + CoinPackedMatrix baseMatrix_; + /// Base row copy + CoinPackedMatrix baseRowCopy_; + /// Saved row scale factors for matrix + double * savedRowScale_; + /// Saved column scale factors + double * savedColumnScale_; +#ifndef CLP_NO_STD + /// Array of string parameters + std::string strParam_[ClpLastStrParam]; +#endif + //@} +}; +/** This is a tiny class where data can be saved round calls. + */ +class ClpDataSave { + +public: + /**@name Constructors and destructor + */ + //@{ + /// Default constructor + ClpDataSave ( ); + + /// Copy constructor. + ClpDataSave(const ClpDataSave &); + /// Assignment operator. This copies the data + ClpDataSave & operator=(const ClpDataSave & rhs); + /// Destructor + ~ClpDataSave ( ); + + //@} + +////////////////// data ////////////////// +public: + + /**@name data - with same names as in other classes*/ + //@{ + double dualBound_; + double infeasibilityCost_; + double pivotTolerance_; + double zeroFactorizationTolerance_; + double zeroSimplexTolerance_; + double acceptablePivot_; + double objectiveScale_; + int sparseThreshold_; + int perturbation_; + int forceFactorization_; + int scalingFlag_; + unsigned int specialOptions_; + //@} +}; + +#endif |