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Diffstat (limited to 'thirdparty/linux/include/coin1/ClpPresolve.hpp')
| -rw-r--r-- | thirdparty/linux/include/coin1/ClpPresolve.hpp | 299 |
1 files changed, 299 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin1/ClpPresolve.hpp b/thirdparty/linux/include/coin1/ClpPresolve.hpp new file mode 100644 index 0000000..5e28289 --- /dev/null +++ b/thirdparty/linux/include/coin1/ClpPresolve.hpp @@ -0,0 +1,299 @@ +/* $Id: ClpPresolve.hpp 2134 2015-03-22 16:40:43Z 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 ClpPresolve_H +#define ClpPresolve_H +#include "ClpSimplex.hpp" + +class CoinPresolveAction; +#include "CoinPresolveMatrix.hpp" +/** This is the Clp interface to CoinPresolve + +*/ +class ClpPresolve { +public: + /**@name Main Constructor, destructor */ + //@{ + /// Default constructor + ClpPresolve(); + + /// Virtual destructor + virtual ~ClpPresolve(); + //@} + /**@name presolve - presolves a model, transforming the model + * and saving information in the ClpPresolve object needed for postsolving. + * This underlying (protected) method is virtual; the idea is that in the future, + * one could override this method to customize how the various + * presolve techniques are applied. + + This version of presolve returns a pointer to a new presolved + model. NULL if infeasible or unbounded. + This should be paired with postsolve + below. The advantage of going back to original model is that it + will be exactly as it was i.e. 0.0 will not become 1.0e-19. + If keepIntegers is true then bounds may be tightened in + original. Bounds will be moved by up to feasibilityTolerance + to try and stay feasible. + Names will be dropped in presolved model if asked + */ + ClpSimplex * presolvedModel(ClpSimplex & si, + double feasibilityTolerance = 0.0, + bool keepIntegers = true, + int numberPasses = 5, + bool dropNames = false, + bool doRowObjective = false, + const char * prohibitedRows=NULL, + const char * prohibitedColumns=NULL); +#ifndef CLP_NO_STD + /** This version saves data in a file. The passed in model + is updated to be presolved model. + Returns non-zero if infeasible*/ + int presolvedModelToFile(ClpSimplex &si, std::string fileName, + double feasibilityTolerance = 0.0, + bool keepIntegers = true, + int numberPasses = 5, + bool dropNames = false, + bool doRowObjective = false); +#endif + /** Return pointer to presolved model, + Up to user to destroy */ + ClpSimplex * model() const; + /// Return pointer to original model + ClpSimplex * originalModel() const; + /// Set pointer to original model + void setOriginalModel(ClpSimplex * model); + + /// return pointer to original columns + const int * originalColumns() const; + /// return pointer to original rows + const int * originalRows() const; + /** "Magic" number. If this is non-zero then any elements with this value + may change and so presolve is very limited in what can be done + to the row and column. This is for non-linear problems. + */ + inline void setNonLinearValue(double value) { + nonLinearValue_ = value; + } + inline double nonLinearValue() const { + return nonLinearValue_; + } + /// Whether we want to do dual part of presolve + inline bool doDual() const { + return (presolveActions_ & 1) == 0; + } + inline void setDoDual(bool doDual) { + if (doDual) presolveActions_ &= ~1; + else presolveActions_ |= 1; + } + /// Whether we want to do singleton part of presolve + inline bool doSingleton() const { + return (presolveActions_ & 2) == 0; + } + inline void setDoSingleton(bool doSingleton) { + if (doSingleton) presolveActions_ &= ~2; + else presolveActions_ |= 2; + } + /// Whether we want to do doubleton part of presolve + inline bool doDoubleton() const { + return (presolveActions_ & 4) == 0; + } + inline void setDoDoubleton(bool doDoubleton) { + if (doDoubleton) presolveActions_ &= ~4; + else presolveActions_ |= 4; + } + /// Whether we want to do tripleton part of presolve + inline bool doTripleton() const { + return (presolveActions_ & 8) == 0; + } + inline void setDoTripleton(bool doTripleton) { + if (doTripleton) presolveActions_ &= ~8; + else presolveActions_ |= 8; + } + /// Whether we want to do tighten part of presolve + inline bool doTighten() const { + return (presolveActions_ & 16) == 0; + } + inline void setDoTighten(bool doTighten) { + if (doTighten) presolveActions_ &= ~16; + else presolveActions_ |= 16; + } + /// Whether we want to do forcing part of presolve + inline bool doForcing() const { + return (presolveActions_ & 32) == 0; + } + inline void setDoForcing(bool doForcing) { + if (doForcing) presolveActions_ &= ~32; + else presolveActions_ |= 32; + } + /// Whether we want to do impliedfree part of presolve + inline bool doImpliedFree() const { + return (presolveActions_ & 64) == 0; + } + inline void setDoImpliedFree(bool doImpliedfree) { + if (doImpliedfree) presolveActions_ &= ~64; + else presolveActions_ |= 64; + } + /// Whether we want to do dupcol part of presolve + inline bool doDupcol() const { + return (presolveActions_ & 128) == 0; + } + inline void setDoDupcol(bool doDupcol) { + if (doDupcol) presolveActions_ &= ~128; + else presolveActions_ |= 128; + } + /// Whether we want to do duprow part of presolve + inline bool doDuprow() const { + return (presolveActions_ & 256) == 0; + } + inline void setDoDuprow(bool doDuprow) { + if (doDuprow) presolveActions_ &= ~256; + else presolveActions_ |= 256; + } + /// Whether we want to do dependency part of presolve + inline bool doDependency() const { + return (presolveActions_ & 32768) != 0; + } + inline void setDoDependency(bool doDependency) { + if (doDependency) presolveActions_ |= 32768; + else presolveActions_ &= ~32768; + } + /// Whether we want to do singleton column part of presolve + inline bool doSingletonColumn() const { + return (presolveActions_ & 512) == 0; + } + inline void setDoSingletonColumn(bool doSingleton) { + if (doSingleton) presolveActions_ &= ~512; + else presolveActions_ |= 512; + } + /// Whether we want to do gubrow part of presolve + inline bool doGubrow() const { + return (presolveActions_ & 1024) == 0; + } + inline void setDoGubrow(bool doGubrow) { + if (doGubrow) presolveActions_ &= ~1024; + else presolveActions_ |= 1024; + } + /// Whether we want to do twoxtwo part of presolve + inline bool doTwoxTwo() const { + return (presolveActions_ & 2048) != 0; + } + inline void setDoTwoxtwo(bool doTwoxTwo) { + if (!doTwoxTwo) presolveActions_ &= ~2048; + else presolveActions_ |= 2048; + } + /// Whether we want to allow duplicate intersections + inline bool doIntersection() const { + return (presolveActions_ & 4096) != 0; + } + inline void setDoIntersection(bool doIntersection) { + if (doIntersection) presolveActions_ &= ~4096; + else presolveActions_ |= 4096; + } + /** How much we want to zero small values from aggregation - ratio + 0 - 1.0e-12, 1 1.0e-11, 2 1.0e-10, 3 1.0e-9 */ + inline int zeroSmall() const { + return (presolveActions_&(8192|16384))>>13; + } + inline void setZeroSmall(int value) { + presolveActions_ &= ~(8192|16384); + presolveActions_ |= value<<13; + } + /// Set whole group + inline int presolveActions() const { + return presolveActions_ & 0xffff; + } + inline void setPresolveActions(int action) { + presolveActions_ = (presolveActions_ & 0xffff0000) | (action & 0xffff); + } + /// Substitution level + inline void setSubstitution(int value) { + substitution_ = value; + } + /// Asks for statistics + inline void statistics() { + presolveActions_ |= 0x80000000; + } + /// Return presolve status (0,1,2) + int presolveStatus() const; + + /**@name postsolve - postsolve the problem. If the problem + has not been solved to optimality, there are no guarantees. + If you are using an algorithm like simplex that has a concept + of "basic" rows/cols, then set updateStatus + + Note that if you modified the original problem after presolving, + then you must ``undo'' these modifications before calling postsolve. + This version updates original*/ + virtual void postsolve(bool updateStatus = true); + + /// Gets rid of presolve actions (e.g.when infeasible) + void destroyPresolve(); + + /**@name private or protected data */ +private: + /// Original model - must not be destroyed before postsolve + ClpSimplex * originalModel_; + + /// ClpPresolved model - up to user to destroy by deleteClpPresolvedModel + ClpSimplex * presolvedModel_; + /** "Magic" number. If this is non-zero then any elements with this value + may change and so presolve is very limited in what can be done + to the row and column. This is for non-linear problems. + One could also allow for cases where sign of coefficient is known. + */ + double nonLinearValue_; + /// Original column numbers + int * originalColumn_; + /// Original row numbers + int * originalRow_; + /// Row objective + double * rowObjective_; + /// The list of transformations applied. + const CoinPresolveAction *paction_; + + /// The postsolved problem will expand back to its former size + /// as postsolve transformations are applied. + /// It is efficient to allocate data structures for the final size + /// of the problem rather than expand them as needed. + /// These fields give the size of the original problem. + int ncols_; + int nrows_; + CoinBigIndex nelems_; + /// Number of major passes + int numberPasses_; + /// Substitution level + int substitution_; +#ifndef CLP_NO_STD + /// Name of saved model file + std::string saveFile_; +#endif + /** Whether we want to skip dual part of presolve etc. + 512 bit allows duplicate column processing on integer columns + and dual stuff on integers + */ + int presolveActions_; +protected: + /// If you want to apply the individual presolve routines differently, + /// or perhaps add your own to the mix, + /// define a derived class and override this method + virtual const CoinPresolveAction *presolve(CoinPresolveMatrix *prob); + + /// Postsolving is pretty generic; just apply the transformations + /// in reverse order. + /// You will probably only be interested in overriding this method + /// if you want to add code to test for consistency + /// while debugging new presolve techniques. + virtual void postsolve(CoinPostsolveMatrix &prob); + /** This is main part of Presolve */ + virtual ClpSimplex * gutsOfPresolvedModel(ClpSimplex * originalModel, + double feasibilityTolerance, + bool keepIntegers, + int numberPasses, + bool dropNames, + bool doRowObjective, + const char * prohibitedRows=NULL, + const char * prohibitedColumns=NULL); +}; +#endif |