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Diffstat (limited to 'thirdparty/linux/include/coin1/ClpFactorization.hpp')
| -rw-r--r-- | thirdparty/linux/include/coin1/ClpFactorization.hpp | 432 |
1 files changed, 432 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin1/ClpFactorization.hpp b/thirdparty/linux/include/coin1/ClpFactorization.hpp new file mode 100644 index 0000000..dda8ff7 --- /dev/null +++ b/thirdparty/linux/include/coin1/ClpFactorization.hpp @@ -0,0 +1,432 @@ +/* $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 |