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authorharpreet2016-07-01 00:11:55 +0530
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+/* $Id: ClpMatrixBase.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 ClpMatrixBase_H
+#define ClpMatrixBase_H
+
+#include "CoinPragma.hpp"
+#include "CoinTypes.hpp"
+
+#include "CoinPackedMatrix.hpp"
+class CoinIndexedVector;
+class ClpSimplex;
+class ClpModel;
+// Compilers can produce better code if they know about __restrict
+#ifndef COIN_RESTRICT
+#ifdef COIN_USE_RESTRICT
+#define COIN_RESTRICT __restrict
+#else
+#define COIN_RESTRICT
+#endif
+#endif
+
+/** Abstract base class for Clp Matrices
+
+Since this class is abstract, no object of this type can be created.
+
+If a derived class provides all methods then all Clp algorithms
+should work. Some can be very inefficient e.g. getElements etc is
+only used for tightening bounds for dual and the copies are
+deleted. Many methods can just be dummy i.e. abort(); if not
+all features are being used. So if column generation was being done
+then it makes no sense to do steepest edge so there would be
+no point providing subsetTransposeTimes.
+*/
+
+class ClpMatrixBase {
+
+public:
+ /**@name Virtual methods that the derived classes must provide */
+ //@{
+ /// Return a complete CoinPackedMatrix
+ virtual CoinPackedMatrix * getPackedMatrix() const = 0;
+ /** Whether the packed matrix is column major ordered or not. */
+ virtual bool isColOrdered() const = 0;
+ /** Number of entries in the packed matrix. */
+ virtual CoinBigIndex getNumElements() const = 0;
+ /** Number of columns. */
+ virtual int getNumCols() const = 0;
+ /** Number of rows. */
+ virtual int getNumRows() const = 0;
+
+ /** A vector containing the elements in the packed matrix. Note that there
+ might be gaps in this list, entries that do not belong to any
+ major-dimension vector. To get the actual elements one should look at
+ this vector together with vectorStarts and vectorLengths. */
+ virtual const double * getElements() const = 0;
+ /** A vector containing the minor indices of the elements in the packed
+ matrix. Note that there might be gaps in this list, entries that do not
+ belong to any major-dimension vector. To get the actual elements one
+ should look at this vector together with vectorStarts and
+ vectorLengths. */
+ virtual const int * getIndices() const = 0;
+
+ virtual const CoinBigIndex * getVectorStarts() const = 0;
+ /** The lengths of the major-dimension vectors. */
+ virtual const int * getVectorLengths() const = 0 ;
+ /** The length of a single major-dimension vector. */
+ virtual int getVectorLength(int index) const ;
+ /** Delete the columns whose indices are listed in <code>indDel</code>. */
+ virtual void deleteCols(const int numDel, const int * indDel) = 0;
+ /** Delete the rows whose indices are listed in <code>indDel</code>. */
+ virtual void deleteRows(const int numDel, const int * indDel) = 0;
+#ifndef CLP_NO_VECTOR
+ /// Append Columns
+ virtual void appendCols(int number, const CoinPackedVectorBase * const * columns);
+ /// Append Rows
+ virtual void appendRows(int number, const CoinPackedVectorBase * const * rows);
+#endif
+ /** Modify one element of packed matrix. An element may be added.
+ This works for either ordering If the new element is zero it will be
+ deleted unless keepZero true */
+ virtual void modifyCoefficient(int row, int column, double newElement,
+ bool keepZero = false);
+ /** Append a set of rows/columns to the end of the matrix. Returns number of errors
+ i.e. if any of the new rows/columns contain an index that's larger than the
+ number of columns-1/rows-1 (if numberOther>0) or duplicates
+ If 0 then rows, 1 if columns */
+ virtual int appendMatrix(int number, int type,
+ const CoinBigIndex * starts, const int * index,
+ const double * element, int numberOther = -1);
+
+ /** Returns a new matrix in reverse order without gaps
+ Is allowed to return NULL if doesn't want to have row copy */
+ virtual ClpMatrixBase * reverseOrderedCopy() const {
+ return NULL;
+ }
+
+ /// Returns number of elements in column part of basis
+ virtual CoinBigIndex countBasis(const int * whichColumn,
+ int & numberColumnBasic) = 0;
+ /// Fills in column part of basis
+ virtual void fillBasis(ClpSimplex * model,
+ const int * whichColumn,
+ int & numberColumnBasic,
+ int * row, int * start,
+ int * rowCount, int * columnCount,
+ CoinFactorizationDouble * element) = 0;
+ /** Creates scales for column copy (rowCopy in model may be modified)
+ default does not allow scaling
+ returns non-zero if no scaling done */
+ virtual int scale(ClpModel * , const ClpSimplex * = NULL) const {
+ return 1;
+ }
+ /** Scales rowCopy if column copy scaled
+ Only called if scales already exist */
+ virtual void scaleRowCopy(ClpModel * ) const { }
+ /// Returns true if can create row copy
+ virtual bool canGetRowCopy() const {
+ return true;
+ }
+ /** Realy really scales column copy
+ Only called if scales already exist.
+ Up to user to delete */
+ inline virtual ClpMatrixBase * scaledColumnCopy(ClpModel * ) const {
+ return this->clone();
+ }
+
+ /** Checks if all elements are in valid range. Can just
+ return true if you are not paranoid. For Clp I will
+ probably expect no zeros. Code can modify matrix to get rid of
+ small elements.
+ check bits (can be turned off to save time) :
+ 1 - check if matrix has gaps
+ 2 - check if zero elements
+ 4 - check and compress duplicates
+ 8 - report on large and small
+ */
+ virtual bool allElementsInRange(ClpModel * ,
+ double , double ,
+ int = 15) {
+ return true;
+ }
+ /** Set the dimensions of the matrix. In effect, append new empty
+ columns/rows to the matrix. A negative number for either dimension
+ means that that dimension doesn't change. Otherwise the new dimensions
+ MUST be at least as large as the current ones otherwise an exception
+ is thrown. */
+ virtual void setDimensions(int numrows, int numcols);
+ /** Returns largest and smallest elements of both signs.
+ Largest refers to largest absolute value.
+ If returns zeros then can't tell anything */
+ virtual void rangeOfElements(double & smallestNegative, double & largestNegative,
+ double & smallestPositive, double & largestPositive);
+
+ /** Unpacks a column into an CoinIndexedvector
+ */
+ virtual void unpack(const ClpSimplex * model, CoinIndexedVector * rowArray,
+ int column) const = 0;
+ /** Unpacks a column into an CoinIndexedvector
+ ** in packed format
+ Note that model is NOT const. Bounds and objective could
+ be modified if doing column generation (just for this variable) */
+ virtual void unpackPacked(ClpSimplex * model,
+ CoinIndexedVector * rowArray,
+ int column) const = 0;
+ /** Purely for column generation and similar ideas. Allows
+ matrix and any bounds or costs to be updated (sensibly).
+ Returns non-zero if any changes.
+ */
+ virtual int refresh(ClpSimplex * ) {
+ return 0;
+ }
+
+ // Really scale matrix
+ virtual void reallyScale(const double * rowScale, const double * columnScale);
+ /** Given positive integer weights for each row fills in sum of weights
+ for each column (and slack).
+ Returns weights vector
+ Default returns vector of ones
+ */
+ virtual CoinBigIndex * dubiousWeights(const ClpSimplex * model, int * inputWeights) const;
+ /** Adds multiple of a column into an CoinIndexedvector
+ You can use quickAdd to add to vector */
+ virtual void add(const ClpSimplex * model, CoinIndexedVector * rowArray,
+ int column, double multiplier) const = 0;
+ /** Adds multiple of a column into an array */
+ virtual void add(const ClpSimplex * model, double * array,
+ int column, double multiplier) const = 0;
+ /// Allow any parts of a created CoinPackedMatrix to be deleted
+ virtual void releasePackedMatrix() const = 0;
+ /// Says whether it can do partial pricing
+ virtual bool canDoPartialPricing() const;
+ /// Returns number of hidden rows e.g. gub
+ virtual int hiddenRows() const;
+ /// Partial pricing
+ virtual void partialPricing(ClpSimplex * model, double start, double end,
+ int & bestSequence, int & numberWanted);
+ /** expands an updated column to allow for extra rows which the main
+ solver does not know about and returns number added.
+
+ This will normally be a no-op - it is in for GUB but may get extended to
+ general non-overlapping and embedded networks.
+
+ mode 0 - extend
+ mode 1 - delete etc
+ */
+ virtual int extendUpdated(ClpSimplex * model, CoinIndexedVector * update, int mode);
+ /**
+ utility primal function for dealing with dynamic constraints
+ mode=0 - Set up before "update" and "times" for primal solution using extended rows
+ mode=1 - Cleanup primal solution after "times" using extended rows.
+ mode=2 - Check (or report on) primal infeasibilities
+ */
+ virtual void primalExpanded(ClpSimplex * model, int mode);
+ /**
+ utility dual function for dealing with dynamic constraints
+ mode=0 - Set up before "updateTranspose" and "transposeTimes" for duals using extended
+ updates array (and may use other if dual values pass)
+ mode=1 - Update dual solution after "transposeTimes" using extended rows.
+ mode=2 - Compute all djs and compute key dual infeasibilities
+ mode=3 - Report on key dual infeasibilities
+ mode=4 - Modify before updateTranspose in partial pricing
+ */
+ virtual void dualExpanded(ClpSimplex * model, CoinIndexedVector * array,
+ double * other, int mode);
+ /**
+ general utility function for dealing with dynamic constraints
+ mode=0 - Create list of non-key basics in pivotVariable_ using
+ number as numberBasic in and out
+ mode=1 - Set all key variables as basic
+ mode=2 - return number extra rows needed, number gives maximum number basic
+ mode=3 - before replaceColumn
+ mode=4 - return 1 if can do primal, 2 if dual, 3 if both
+ mode=5 - save any status stuff (when in good state)
+ mode=6 - restore status stuff
+ mode=7 - flag given variable (normally sequenceIn)
+ mode=8 - unflag all variables
+ mode=9 - synchronize costs and bounds
+ mode=10 - return 1 if there may be changing bounds on variable (column generation)
+ mode=11 - make sure set is clean (used when a variable rejected - but not flagged)
+ mode=12 - after factorize but before permute stuff
+ mode=13 - at end of simplex to delete stuff
+
+ */
+ virtual int generalExpanded(ClpSimplex * model, int mode, int & number);
+ /**
+ update information for a pivot (and effective rhs)
+ */
+ virtual int updatePivot(ClpSimplex * model, double oldInValue, double oldOutValue);
+ /** Creates a variable. This is called after partial pricing and may modify matrix.
+ May update bestSequence.
+ */
+ virtual void createVariable(ClpSimplex * model, int & bestSequence);
+ /** Just for debug if odd type matrix.
+ Returns number of primal infeasibilities. */
+ virtual int checkFeasible(ClpSimplex * model, double & sum) const ;
+ /// Returns reduced cost of a variable
+ double reducedCost(ClpSimplex * model, int sequence) const;
+ /// Correct sequence in and out to give true value (if both -1 maybe do whole matrix)
+ virtual void correctSequence(const ClpSimplex * model, int & sequenceIn, int & sequenceOut) ;
+ //@}
+
+ //---------------------------------------------------------------------------
+ /**@name Matrix times vector methods
+ They can be faster if scalar is +- 1
+ 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> */
+ virtual void times(double scalar,
+ const double * COIN_RESTRICT x, double * COIN_RESTRICT y) const = 0;
+ /** And for scaling - default aborts for when scaling not supported
+ (unless pointers NULL when as normal)
+ */
+ virtual void times(double scalar,
+ const double * COIN_RESTRICT x, double * COIN_RESTRICT y,
+ const double * COIN_RESTRICT rowScale,
+ const double * COIN_RESTRICT columnScale) 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> */
+ virtual void transposeTimes(double scalar,
+ const double * COIN_RESTRICT x, double * COIN_RESTRICT y) const = 0;
+ /** And for scaling - default aborts for when scaling not supported
+ (unless pointers NULL when as normal)
+ */
+ virtual void transposeTimes(double scalar,
+ const double * COIN_RESTRICT x, double * COIN_RESTRICT y,
+ const double * COIN_RESTRICT rowScale,
+ const double * COIN_RESTRICT columnScale,
+ double * COIN_RESTRICT spare = NULL) const;
+#if COIN_LONG_WORK
+ // For long double versions (aborts if not supported)
+ virtual void times(CoinWorkDouble scalar,
+ const CoinWorkDouble * COIN_RESTRICT x, CoinWorkDouble * COIN_RESTRICT y) const ;
+ virtual void transposeTimes(CoinWorkDouble scalar,
+ const CoinWorkDouble * COIN_RESTRICT x, CoinWorkDouble * COIN_RESTRICT y) const ;
+#endif
+ /** Return <code>x * scalar *A + y</code> in <code>z</code>.
+ Can use y as temporary array (will be empty at end)
+ Note - If x packed mode - then z packed mode
+ Squashes small elements and knows about ClpSimplex */
+ virtual void transposeTimes(const ClpSimplex * model, double scalar,
+ const CoinIndexedVector * x,
+ CoinIndexedVector * y,
+ CoinIndexedVector * z) const = 0;
+ /** Return <code>x *A</code> in <code>z</code> but
+ just for indices in y.
+ This is only needed for primal steepest edge.
+ Note - z always packed mode */
+ virtual void subsetTransposeTimes(const ClpSimplex * model,
+ const CoinIndexedVector * x,
+ const CoinIndexedVector * y,
+ CoinIndexedVector * z) const = 0;
+ /** Returns true if can combine transposeTimes and subsetTransposeTimes
+ and if it would be faster */
+ virtual bool canCombine(const ClpSimplex * ,
+ const CoinIndexedVector * ) const {
+ return false;
+ }
+ /// Updates two arrays for steepest and does devex weights (need not be coded)
+ virtual void transposeTimes2(const ClpSimplex * model,
+ const CoinIndexedVector * pi1, CoinIndexedVector * dj1,
+ const CoinIndexedVector * pi2,
+ CoinIndexedVector * spare,
+ double referenceIn, double devex,
+ // Array for exact devex to say what is in reference framework
+ unsigned int * reference,
+ double * weights, double scaleFactor);
+ /// Updates second array for steepest and does devex weights (need not be coded)
+ virtual void subsetTimes2(const ClpSimplex * model,
+ CoinIndexedVector * dj1,
+ const CoinIndexedVector * pi2, CoinIndexedVector * dj2,
+ double referenceIn, double devex,
+ // Array for exact devex to say what is in reference framework
+ unsigned int * reference,
+ double * weights, double scaleFactor);
+ /** Return <code>x *A</code> in <code>z</code> but
+ just for number indices in y.
+ Default cheats with fake CoinIndexedVector and
+ then calls subsetTransposeTimes */
+ virtual void listTransposeTimes(const ClpSimplex * model,
+ double * x,
+ int * y,
+ int number,
+ double * z) const;
+ //@}
+ //@{
+ ///@name Other
+ /// Clone
+ virtual ClpMatrixBase * clone() const = 0;
+ /** Subset clone (without gaps). Duplicates are allowed
+ and order is as given.
+ Derived classes need not provide this as it may not always make
+ sense */
+ virtual ClpMatrixBase * subsetClone (
+ int numberRows, const int * whichRows,
+ int numberColumns, const int * whichColumns) const;
+ /// Gets rid of any mutable by products
+ virtual void backToBasics() {}
+ /** Returns type.
+ The types which code may need to know about are:
+ 1 - ClpPackedMatrix
+ 11 - ClpNetworkMatrix
+ 12 - ClpPlusMinusOneMatrix
+ */
+ inline int type() const {
+ return type_;
+ }
+ /// Sets type
+ void setType(int newtype) {
+ type_ = newtype;
+ }
+ /// Sets up an effective RHS
+ void useEffectiveRhs(ClpSimplex * model);
+ /** Returns effective RHS offset if it is being used. This is used for long problems
+ or big gub or anywhere where going through full columns is
+ expensive. This may re-compute */
+ virtual double * rhsOffset(ClpSimplex * model, bool forceRefresh = false,
+ bool check = false);
+ /// If rhsOffset used this is iteration last refreshed
+ inline int lastRefresh() const {
+ return lastRefresh_;
+ }
+ /// If rhsOffset used this is refresh frequency (0==off)
+ inline int refreshFrequency() const {
+ return refreshFrequency_;
+ }
+ inline void setRefreshFrequency(int value) {
+ refreshFrequency_ = value;
+ }
+ /// whether to skip dual checks most of time
+ inline bool skipDualCheck() const {
+ return skipDualCheck_;
+ }
+ inline void setSkipDualCheck(bool yes) {
+ skipDualCheck_ = yes;
+ }
+ /** Partial pricing tuning parameter - minimum number of "objects" to scan.
+ e.g. number of Gub sets but could be number of variables */
+ inline int minimumObjectsScan() const {
+ return minimumObjectsScan_;
+ }
+ inline void setMinimumObjectsScan(int value) {
+ minimumObjectsScan_ = value;
+ }
+ /// Partial pricing tuning parameter - minimum number of negative reduced costs to get
+ inline int minimumGoodReducedCosts() const {
+ return minimumGoodReducedCosts_;
+ }
+ inline void setMinimumGoodReducedCosts(int value) {
+ minimumGoodReducedCosts_ = value;
+ }
+ /// Current start of search space in matrix (as fraction)
+ inline double startFraction() const {
+ return startFraction_;
+ }
+ inline void setStartFraction(double value) {
+ startFraction_ = value;
+ }
+ /// Current end of search space in matrix (as fraction)
+ inline double endFraction() const {
+ return endFraction_;
+ }
+ inline void setEndFraction(double value) {
+ endFraction_ = value;
+ }
+ /// Current best reduced cost
+ inline double savedBestDj() const {
+ return savedBestDj_;
+ }
+ inline void setSavedBestDj(double value) {
+ savedBestDj_ = value;
+ }
+ /// Initial number of negative reduced costs wanted
+ inline int originalWanted() const {
+ return originalWanted_;
+ }
+ inline void setOriginalWanted(int value) {
+ originalWanted_ = value;
+ }
+ /// Current number of negative reduced costs which we still need
+ inline int currentWanted() const {
+ return currentWanted_;
+ }
+ inline void setCurrentWanted(int value) {
+ currentWanted_ = value;
+ }
+ /// Current best sequence
+ inline int savedBestSequence() const {
+ return savedBestSequence_;
+ }
+ inline void setSavedBestSequence(int value) {
+ savedBestSequence_ = value;
+ }
+ //@}
+
+
+protected:
+
+ /**@name Constructors, destructor<br>
+ <strong>NOTE</strong>: All constructors are protected. There's no need
+ to expose them, after all, this is an abstract class. */
+ //@{
+ /** Default constructor. */
+ ClpMatrixBase();
+ /** Destructor (has to be public) */
+public:
+ virtual ~ClpMatrixBase();
+protected:
+ // Copy
+ ClpMatrixBase(const ClpMatrixBase&);
+ // Assignment
+ ClpMatrixBase& operator=(const ClpMatrixBase&);
+ //@}
+
+
+protected:
+ /**@name Data members
+ The data members are protected to allow access for derived classes. */
+ //@{
+ /** Effective RHS offset if it is being used. This is used for long problems
+ or big gub or anywhere where going through full columns is
+ expensive */
+ double * rhsOffset_;
+ /// Current start of search space in matrix (as fraction)
+ double startFraction_;
+ /// Current end of search space in matrix (as fraction)
+ double endFraction_;
+ /// Best reduced cost so far
+ double savedBestDj_;
+ /// Initial number of negative reduced costs wanted
+ int originalWanted_;
+ /// Current number of negative reduced costs which we still need
+ int currentWanted_;
+ /// Saved best sequence in pricing
+ int savedBestSequence_;
+ /// type (may be useful)
+ int type_;
+ /// If rhsOffset used this is iteration last refreshed
+ int lastRefresh_;
+ /// If rhsOffset used this is refresh frequency (0==off)
+ int refreshFrequency_;
+ /// Partial pricing tuning parameter - minimum number of "objects" to scan
+ int minimumObjectsScan_;
+ /// Partial pricing tuning parameter - minimum number of negative reduced costs to get
+ int minimumGoodReducedCosts_;
+ /// True sequence in (i.e. from larger problem)
+ int trueSequenceIn_;
+ /// True sequence out (i.e. from larger problem)
+ int trueSequenceOut_;
+ /// whether to skip dual checks most of time
+ bool skipDualCheck_;
+ //@}
+};
+// bias for free variables
+#define FREE_BIAS 1.0e1
+// Acceptance criteria for free variables
+#define FREE_ACCEPT 1.0e2
+
+#endif