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authorharpreet2016-07-01 00:11:55 +0530
committerharpreet2016-07-01 00:11:55 +0530
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tree1b879fb0dce2406c1c49bf5bdabcedfb12ff020c /thirdparty/windows/include/coin/ClpFactorization.hpp
parent10e2e4d8b4a7592a8631ddac8e8d1664d6f0b9e3 (diff)
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+/* $Id: ClpFactorization.hpp 2078 2015-01-05 12:39:49Z 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 ClpFactorization_H
+#define ClpFactorization_H
+
+
+#include "CoinPragma.hpp"
+
+#include "CoinFactorization.hpp"
+class ClpMatrixBase;
+class ClpSimplex;
+class ClpNetworkBasis;
+class CoinOtherFactorization;
+#ifndef CLP_MULTIPLE_FACTORIZATIONS
+#define CLP_MULTIPLE_FACTORIZATIONS 4
+#endif
+#ifdef CLP_MULTIPLE_FACTORIZATIONS
+#include "CoinDenseFactorization.hpp"
+#include "ClpSimplex.hpp"
+#endif
+#ifndef COIN_FAST_CODE
+#define COIN_FAST_CODE
+#endif
+#ifndef CLP_FACTORIZATION_NEW_TIMING
+#define CLP_FACTORIZATION_NEW_TIMING 1
+#endif
+
+/** This just implements CoinFactorization when an ClpMatrixBase object
+ is passed. If a network then has a dummy CoinFactorization and
+ a genuine ClpNetworkBasis object
+*/
+class ClpFactorization
+#ifndef CLP_MULTIPLE_FACTORIZATIONS
+ : public CoinFactorization
+#endif
+{
+
+ //friend class CoinFactorization;
+
+public:
+ /**@name factorization */
+ //@{
+ /** When part of LP - given by basic variables.
+ Actually does factorization.
+ Arrays passed in have non negative value to say basic.
+ If status is okay, basic variables have pivot row - this is only needed
+ if increasingRows_ >1.
+ Allows scaling
+ If status is singular, then basic variables have pivot row
+ and ones thrown out have -1
+ returns 0 -okay, -1 singular, -2 too many in basis, -99 memory */
+ int factorize (ClpSimplex * model, int solveType, bool valuesPass);
+ //@}
+
+
+ /**@name Constructors, destructor */
+ //@{
+ /** Default constructor. */
+ ClpFactorization();
+ /** Destructor */
+ ~ClpFactorization();
+ //@}
+
+ /**@name Copy method */
+ //@{
+ /** The copy constructor from an CoinFactorization. */
+ ClpFactorization(const CoinFactorization&);
+ /** The copy constructor. */
+ ClpFactorization(const ClpFactorization&, int denseIfSmaller = 0);
+#ifdef CLP_MULTIPLE_FACTORIZATIONS
+ /** The copy constructor from an CoinOtherFactorization. */
+ ClpFactorization(const CoinOtherFactorization&);
+#endif
+ ClpFactorization& operator=(const ClpFactorization&);
+ //@}
+
+ /* **** below here is so can use networkish basis */
+ /**@name rank one updates which do exist */
+ //@{
+
+ /** Replaces one Column to basis,
+ returns 0=OK, 1=Probably OK, 2=singular, 3=no room
+ If checkBeforeModifying is true will do all accuracy checks
+ before modifying factorization. Whether to set this depends on
+ speed considerations. You could just do this on first iteration
+ after factorization and thereafter re-factorize
+ partial update already in U */
+ int replaceColumn ( const ClpSimplex * model,
+ CoinIndexedVector * regionSparse,
+ CoinIndexedVector * tableauColumn,
+ int pivotRow,
+ double pivotCheck ,
+ bool checkBeforeModifying = false,
+ double acceptablePivot = 1.0e-8);
+ //@}
+
+ /**@name various uses of factorization (return code number elements)
+ which user may want to know about */
+ //@{
+ /** Updates one column (FTRAN) from region2
+ Tries to do FT update
+ number returned is negative if no room
+ region1 starts as zero and is zero at end */
+ int updateColumnFT ( CoinIndexedVector * regionSparse,
+ CoinIndexedVector * regionSparse2);
+ /** Updates one column (FTRAN) from region2
+ region1 starts as zero and is zero at end */
+ int updateColumn ( CoinIndexedVector * regionSparse,
+ CoinIndexedVector * regionSparse2,
+ bool noPermute = false) const;
+ /** Updates one column (FTRAN) from region2
+ Tries to do FT update
+ number returned is negative if no room.
+ Also updates region3
+ region1 starts as zero and is zero at end */
+ int updateTwoColumnsFT ( CoinIndexedVector * regionSparse1,
+ CoinIndexedVector * regionSparse2,
+ CoinIndexedVector * regionSparse3,
+ bool noPermuteRegion3 = false) ;
+ /// For debug (no statistics update)
+ int updateColumnForDebug ( CoinIndexedVector * regionSparse,
+ CoinIndexedVector * regionSparse2,
+ bool noPermute = false) const;
+ /** Updates one column (BTRAN) from region2
+ region1 starts as zero and is zero at end */
+ int updateColumnTranspose ( CoinIndexedVector * regionSparse,
+ CoinIndexedVector * regionSparse2) const;
+ //@}
+#ifdef CLP_MULTIPLE_FACTORIZATIONS
+ /**@name Lifted from CoinFactorization */
+ //@{
+ /// Total number of elements in factorization
+ inline int numberElements ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->numberElements();
+ else return coinFactorizationB_->numberElements() ;
+ }
+ /// Returns address of permute region
+ inline int *permute ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->permute();
+ else return coinFactorizationB_->permute() ;
+ }
+ /// Returns address of pivotColumn region (also used for permuting)
+ inline int *pivotColumn ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->pivotColumn();
+ else return coinFactorizationB_->permute() ;
+ }
+ /// Maximum number of pivots between factorizations
+ inline int maximumPivots ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->maximumPivots();
+ else return coinFactorizationB_->maximumPivots() ;
+ }
+ /// Set maximum number of pivots between factorizations
+ inline void maximumPivots ( int value) {
+ if (coinFactorizationA_) coinFactorizationA_->maximumPivots(value);
+ else coinFactorizationB_->maximumPivots(value);
+ }
+ /// Returns number of pivots since factorization
+ inline int pivots ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->pivots();
+ else return coinFactorizationB_->pivots() ;
+ }
+ /// Whether larger areas needed
+ inline double areaFactor ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->areaFactor();
+ else return 0.0 ;
+ }
+ /// Set whether larger areas needed
+ inline void areaFactor ( double value) {
+ if (coinFactorizationA_) coinFactorizationA_->areaFactor(value);
+ }
+ /// Zero tolerance
+ inline double zeroTolerance ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->zeroTolerance();
+ else return coinFactorizationB_->zeroTolerance() ;
+ }
+ /// Set zero tolerance
+ inline void zeroTolerance ( double value) {
+ if (coinFactorizationA_) coinFactorizationA_->zeroTolerance(value);
+ else coinFactorizationB_->zeroTolerance(value);
+ }
+ /// Set tolerances to safer of existing and given
+ void saferTolerances ( double zeroTolerance, double pivotTolerance);
+ /** get sparse threshold */
+ inline int sparseThreshold ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->sparseThreshold();
+ else return 0 ;
+ }
+ /** Set sparse threshold */
+ inline void sparseThreshold ( int value) {
+ if (coinFactorizationA_) coinFactorizationA_->sparseThreshold(value);
+ }
+ /// Returns status
+ inline int status ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->status();
+ else return coinFactorizationB_->status() ;
+ }
+ /// Sets status
+ inline void setStatus ( int value) {
+ if (coinFactorizationA_) coinFactorizationA_->setStatus(value);
+ else coinFactorizationB_->setStatus(value) ;
+ }
+ /// Returns number of dense rows
+ inline int numberDense() const {
+ if (coinFactorizationA_) return coinFactorizationA_->numberDense();
+ else return 0 ;
+ }
+#if 1
+ /// Returns number in U area
+ inline CoinBigIndex numberElementsU ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->numberElementsU();
+ else return -1 ;
+ }
+ /// Returns number in L area
+ inline CoinBigIndex numberElementsL ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->numberElementsL();
+ else return -1 ;
+ }
+ /// Returns number in R area
+ inline CoinBigIndex numberElementsR ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->numberElementsR();
+ else return 0 ;
+ }
+#endif
+ bool timeToRefactorize() const;
+#if CLP_FACTORIZATION_NEW_TIMING>1
+ void statsRefactor(char when) const;
+#endif
+ /// Level of detail of messages
+ inline int messageLevel ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->messageLevel();
+ else return 1 ;
+ }
+ /// Set level of detail of messages
+ inline void messageLevel ( int value) {
+ if (coinFactorizationA_) coinFactorizationA_->messageLevel(value);
+ }
+ /// Get rid of all memory
+ inline void clearArrays() {
+ if (coinFactorizationA_)
+ coinFactorizationA_->clearArrays();
+ else if (coinFactorizationB_)
+ coinFactorizationB_->clearArrays();
+ }
+ /// Number of Rows after factorization
+ inline int numberRows ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->numberRows();
+ else return coinFactorizationB_->numberRows() ;
+ }
+ /// Gets dense threshold
+ inline int denseThreshold() const {
+ if (coinFactorizationA_) return coinFactorizationA_->denseThreshold();
+ else return 0 ;
+ }
+ /// Sets dense threshold
+ inline void setDenseThreshold(int value) {
+ if (coinFactorizationA_) coinFactorizationA_->setDenseThreshold(value);
+ }
+ /// Pivot tolerance
+ inline double pivotTolerance ( ) const {
+ if (coinFactorizationA_) return coinFactorizationA_->pivotTolerance();
+ else if (coinFactorizationB_) return coinFactorizationB_->pivotTolerance();
+ return 1.0e-8 ;
+ }
+ /// Set pivot tolerance
+ inline void pivotTolerance ( double value) {
+ if (coinFactorizationA_) coinFactorizationA_->pivotTolerance(value);
+ else if (coinFactorizationB_) coinFactorizationB_->pivotTolerance(value);
+ }
+ /// Allows change of pivot accuracy check 1.0 == none >1.0 relaxed
+ inline void relaxAccuracyCheck(double value) {
+ if (coinFactorizationA_) coinFactorizationA_->relaxAccuracyCheck(value);
+ }
+ /** Array persistence flag
+ If 0 then as now (delete/new)
+ 1 then only do arrays if bigger needed
+ 2 as 1 but give a bit extra if bigger needed
+ */
+ inline int persistenceFlag() const {
+ if (coinFactorizationA_) return coinFactorizationA_->persistenceFlag();
+ else return 0 ;
+ }
+ inline void setPersistenceFlag(int value) {
+ if (coinFactorizationA_) coinFactorizationA_->setPersistenceFlag(value);
+ }
+ /// Delete all stuff (leaves as after CoinFactorization())
+ inline void almostDestructor() {
+ if (coinFactorizationA_)
+ coinFactorizationA_->almostDestructor();
+ else if (coinFactorizationB_)
+ coinFactorizationB_->clearArrays();
+ }
+ /// Returns areaFactor but adjusted for dense
+ inline double adjustedAreaFactor() const {
+ if (coinFactorizationA_) return coinFactorizationA_->adjustedAreaFactor();
+ else return 0.0 ;
+ }
+ inline void setBiasLU(int value) {
+ if (coinFactorizationA_) coinFactorizationA_->setBiasLU(value);
+ }
+ /// true if Forrest Tomlin update, false if PFI
+ inline void setForrestTomlin(bool value) {
+ if (coinFactorizationA_) coinFactorizationA_->setForrestTomlin(value);
+ }
+ /// Sets default values
+ inline void setDefaultValues() {
+ if (coinFactorizationA_) {
+ // row activities have negative sign
+#ifndef COIN_FAST_CODE
+ coinFactorizationA_->slackValue(-1.0);
+#endif
+ coinFactorizationA_->zeroTolerance(1.0e-13);
+ }
+ }
+ /// If nonzero force use of 1,dense 2,small 3,osl
+ void forceOtherFactorization(int which);
+ /// Get switch to osl if number rows <= this
+ inline int goOslThreshold() const {
+ return goOslThreshold_;
+ }
+ /// Set switch to osl if number rows <= this
+ inline void setGoOslThreshold(int value) {
+ goOslThreshold_ = value;
+ }
+ /// Get switch to dense if number rows <= this
+ inline int goDenseThreshold() const {
+ return goDenseThreshold_;
+ }
+ /// Set switch to dense if number rows <= this
+ inline void setGoDenseThreshold(int value) {
+ goDenseThreshold_ = value;
+ }
+ /// Get switch to small if number rows <= this
+ inline int goSmallThreshold() const {
+ return goSmallThreshold_;
+ }
+ /// Set switch to small if number rows <= this
+ inline void setGoSmallThreshold(int value) {
+ goSmallThreshold_ = value;
+ }
+ /// Go over to dense or small code if small enough
+ void goDenseOrSmall(int numberRows) ;
+ /// Sets factorization
+ void setFactorization(ClpFactorization & factorization);
+ /// Return 1 if dense code
+ inline int isDenseOrSmall() const {
+ return coinFactorizationB_ ? 1 : 0;
+ }
+#else
+ inline bool timeToRefactorize() const {
+ return (pivots() * 3 > maximumPivots() * 2 &&
+ numberElementsR() * 3 > (numberElementsL() + numberElementsU()) * 2 + 1000 &&
+ !numberDense());
+ }
+ /// Sets default values
+ inline void setDefaultValues() {
+ // row activities have negative sign
+#ifndef COIN_FAST_CODE
+ slackValue(-1.0);
+#endif
+ zeroTolerance(1.0e-13);
+ }
+ /// Go over to dense code
+ inline void goDense() {}
+#endif
+ //@}
+
+ /**@name other stuff */
+ //@{
+ /** makes a row copy of L for speed and to allow very sparse problems */
+ void goSparse();
+ /// Cleans up i.e. gets rid of network basis
+ void cleanUp();
+ /// Says whether to redo pivot order
+ bool needToReorder() const;
+#ifndef SLIM_CLP
+ /// Says if a network basis
+ inline bool networkBasis() const {
+ return (networkBasis_ != NULL);
+ }
+#else
+ /// Says if a network basis
+ inline bool networkBasis() const {
+ return false;
+ }
+#endif
+ /// Fills weighted row list
+ void getWeights(int * weights) const;
+ //@}
+
+////////////////// data //////////////////
+private:
+
+ /**@name data */
+ //@{
+ /// Pointer to network basis
+#ifndef SLIM_CLP
+ ClpNetworkBasis * networkBasis_;
+#endif
+#ifdef CLP_MULTIPLE_FACTORIZATIONS
+ /// Pointer to CoinFactorization
+ CoinFactorization * coinFactorizationA_;
+ /// Pointer to CoinOtherFactorization
+ CoinOtherFactorization * coinFactorizationB_;
+#ifdef CLP_REUSE_ETAS
+ /// Pointer to model
+ ClpSimplex * model_;
+#endif
+ /// If nonzero force use of 1,dense 2,small 3,osl
+ int forceB_;
+ /// Switch to osl if number rows <= this
+ int goOslThreshold_;
+ /// Switch to small if number rows <= this
+ int goSmallThreshold_;
+ /// Switch to dense if number rows <= this
+ int goDenseThreshold_;
+#endif
+#ifdef CLP_FACTORIZATION_NEW_TIMING
+ /// For guessing when to re-factorize
+ mutable double shortestAverage_;
+ mutable double totalInR_;
+ mutable double totalInIncreasingU_;
+ mutable int endLengthU_;
+ mutable int lastNumberPivots_;
+ mutable int effectiveStartNumberU_;
+#endif
+ //@}
+};
+
+#endif