1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
|
/* $Id: ClpObjective.hpp 1825 2011-11-20 16:02:57Z 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 ClpObjective_H
#define ClpObjective_H
//#############################################################################
class ClpSimplex;
class ClpModel;
/** Objective Abstract Base Class
Abstract Base Class for describing an objective function
*/
class ClpObjective {
public:
///@name Stuff
//@{
/** Returns gradient. If Linear then solution may be NULL,
also returns an offset (to be added to current one)
If refresh is false then uses last solution
Uses model for scaling
includeLinear 0 - no, 1 as is, 2 as feasible
*/
virtual double * gradient(const ClpSimplex * model,
const double * solution,
double & offset, bool refresh,
int includeLinear = 2) = 0;
/** Returns reduced gradient.Returns an offset (to be added to current one).
*/
virtual double reducedGradient(ClpSimplex * model, double * region,
bool useFeasibleCosts) = 0;
/** Returns step length which gives minimum of objective for
solution + theta * change vector up to maximum theta.
arrays are numberColumns+numberRows
Also sets current objective, predicted and at maximumTheta
*/
virtual double stepLength(ClpSimplex * model,
const double * solution,
const double * change,
double maximumTheta,
double & currentObj,
double & predictedObj,
double & thetaObj) = 0;
/// Return objective value (without any ClpModel offset) (model may be NULL)
virtual double objectiveValue(const ClpSimplex * model, const double * solution) const = 0;
/// Resize objective
virtual void resize(int newNumberColumns) = 0;
/// Delete columns in objective
virtual void deleteSome(int numberToDelete, const int * which) = 0;
/// Scale objective
virtual void reallyScale(const double * columnScale) = 0;
/** Given a zeroed array sets nonlinear columns to 1.
Returns number of nonlinear columns
*/
virtual int markNonlinear(char * which);
/// Say we have new primal solution - so may need to recompute
virtual void newXValues() {}
//@}
///@name Constructors and destructors
//@{
/// Default Constructor
ClpObjective();
/// Copy constructor
ClpObjective(const ClpObjective &);
/// Assignment operator
ClpObjective & operator=(const ClpObjective& rhs);
/// Destructor
virtual ~ClpObjective ();
/// Clone
virtual ClpObjective * clone() const = 0;
/** Subset clone. Duplicates are allowed
and order is as given.
Derived classes need not provide this as it may not always make
sense */
virtual ClpObjective * subsetClone (int numberColumns,
const int * whichColumns) const;
//@}
///@name Other
//@{
/// Returns type (above 63 is extra information)
inline int type() const {
return type_;
}
/// Sets type (above 63 is extra information)
inline void setType(int value) {
type_ = value;
}
/// Whether activated
inline int activated() const {
return activated_;
}
/// Set whether activated
inline void setActivated(int value) {
activated_ = value;
}
/// Objective offset
inline double nonlinearOffset () const {
return offset_;
}
//@}
//---------------------------------------------------------------------------
protected:
///@name Protected member data
//@{
/// Value of non-linear part of objective
double offset_;
/// Type of objective - linear is 1
int type_;
/// Whether activated
int activated_;
//@}
};
#endif
|
