38 #ifndef CLP_INHERIT_MODE
39 #define CLP_INHERIT_MODE 1
41 #ifndef ABC_CLP_DEFAULTS
42 #define ABC_CLP_DEFAULTS 0
45 #undef ABC_CLP_DEFAULTS
46 #define ABC_CLP_DEFAULTS 1
57 #include <cilk/cilk.h>
67 #define LONG_REGION_2 1
69 #define SHORT_REGION 1
75 #define SHORT_REGION 1
77 #define SHORT_REGION 2
82 #define SHORT_REGION 2
85 #define LONG_REGION_2 1
86 #define SHORT_REGION 1
154 bool dropNames =
true,
bool dropIntegers =
true,
155 bool fixOthers =
false);
165 bool dropNames =
true,
bool dropIntegers =
true,
166 bool fixOthers =
false);
180 inline void setAbcState(
int state)
188 inline void setAbcSimplex(
AbcSimplex *simplex)
190 abcSimplex_ = simplex;
195 int doAbcPrimal(
int ifValuesPass);
233 const double *collb,
const double *colub,
235 const double *rowlb,
const double *rowub,
238 const double *collb,
const double *colub,
240 const double *rowlb,
const double *rowub,
245 void loadProblem(
const int numcols,
const int numrows,
248 const double *collb,
const double *colub,
250 const double *rowlb,
const double *rowub,
253 void loadProblem(
const int numcols,
const int numrows,
255 const double *value,
const int *length,
256 const double *collb,
const double *colub,
258 const double *rowlb,
const double *rowub,
266 int readMps(
const char *filename,
267 bool keepNames =
false,
268 bool ignoreErrors =
false);
270 int readGMPL(
const char *filename,
const char *dataName,
271 bool keepNames =
false);
274 int readLp(
const char *filename,
const double epsilon = 1e-5);
279 void writeLp(
const char *filename,
280 const char *extension =
"lp",
281 double epsilon = 1e-5,
282 int numberAcross = 10,
284 double objSense = 0.0,
285 bool useRowNames =
true)
const;
340 int dual(
int ifValuesPass = 0,
int startFinishOptions = 0);
342 int dualDebug(
int ifValuesPass = 0,
int startFinishOptions = 0);
353 int primal(
int ifValuesPass = 0,
int startFinishOptions = 0);
359 int nonlinearSLP(
int numberPasses,
double deltaTolerance);
366 int numberPasses,
double deltaTolerance);
369 int barrier(
bool crossover =
true);
391 bool originalOrder =
true,
bool keepSolution =
false);
406 int cleanup(
int cleanupScaling);
439 double *costIncrease,
int *sequenceIncrease,
440 double *costDecrease,
int *sequenceDecrease,
441 double *valueIncrease = NULL,
double *valueDecrease = NULL);
457 double *valueIncrease,
int *sequenceIncrease,
458 double *valueDecrease,
int *sequenceDecrease);
472 const double *newCoefficient,
473 const unsigned char *newStatus = NULL,
474 const double *newLower = NULL,
475 const double *newUpper = NULL,
476 const double *newObjective = NULL);
484 int outDuplicateRows(
int numberLook,
int *whichRows,
bool noOverlaps =
false,
double tolerance = -1.0,
485 double cleanUp = 0.0);
524 bool writeValues =
false,
525 int formatType = 0)
const;
583 double *newLower,
double *newUpper,
584 double **outputSolution,
585 int *outputStatus,
int *outputIterations,
586 bool stopOnFirstInfeasible =
true,
587 bool alwaysFinish =
false,
588 int startFinishOptions = 0);
652 int startup(
int ifValuesPass,
int startFinishOptions = 0);
653 void finish(
int startFinishOptions = 0);
833 const double *columnActivities);
845 const double *
lower,
const double *gradient);
884 const double *columnActivities);
886 void add(
double *array,
887 int column,
double multiplier)
const;
914 #ifndef CLP_USER_DRIVEN
925 const double *columnActivies = NULL);
953 double allowedInfeasibility);
1092 #ifndef CLP_USER_DRIVEN
1101 const double *givenPrimals,
1102 bool valuesPass =
false);
1118 bool createRim(
int what,
bool makeRowCopy =
false,
int startFinishOptions = 0);
1129 void deleteRim(
int getRidOfFactorizationData = 2);
1200 unsigned char &st_byte =
status_[sequence];
1201 st_byte =
static_cast< unsigned char >(st_byte & ~7);
1202 st_byte =
static_cast< unsigned char >(st_byte | newstatus);
1315 return dj_[sequence];
1319 return dj_[sequence];
1341 return cost_[sequence];
1346 return cost_[sequence];
1472 unsigned char &st_byte =
status_[sequence];
1473 st_byte =
static_cast< unsigned char >(st_byte & ~24);
1474 st_byte =
static_cast< unsigned char >(st_byte | (fakeBound << 3));
1483 st_byte =
static_cast< unsigned char >(st_byte & ~7);
1484 st_byte =
static_cast< unsigned char >(st_byte | newstatus);
1492 unsigned char &st_byte =
status_[sequence];
1493 st_byte =
static_cast< unsigned char >(st_byte & ~7);
1494 st_byte =
static_cast< unsigned char >(st_byte | newstatus);
1502 status_[sequence] =
static_cast< unsigned char >(
status_[sequence] | 32);
1506 status_[sequence] =
static_cast< unsigned char >(
status_[sequence] & ~32);
1510 return (((
status_[sequence] >> 5) & 1) != 0);
1516 status_[sequence] =
static_cast< unsigned char >(
status_[sequence] & ~64);
1520 return ((
status_[sequence] & 64) != 0);
1525 status_[iRow] =
static_cast< unsigned char >(
status_[iRow] | 128);
1529 status_[iRow] =
static_cast< unsigned char >(
status_[iRow] & ~128);
1533 return ((
status_[iRow] & 128) != 0);
1538 status_[iSequence] =
static_cast< unsigned char >(
status_[iSequence] | 128);
1542 status_[iSequence] =
static_cast< unsigned char >(
status_[iSequence] & ~128);
1546 return ((
status_[iSequence] & 128) != 0);
1616 void generateCpp(FILE *fp,
bool defaultFactor =
false);
1630 void getBInvARow(
int row,
double *z,
double *slack = NULL);
1680 const int *indexLast,
1681 const double *boundList);
1698 double newlower,
double newupper)
1710 const int *indexLast,
1711 const double *boundList)
1718 void setRowLower(
int elementIndex,
double elementValue);
1722 void setRowUpper(
int elementIndex,
double elementValue);
1735 const int *indexLast,
1736 const double *boundList);
1738 void resize(
int newNumberRows,
int newNumberColumns);
1818 #define CLP_INFEAS_SAVE 5
1955 #define CLP_ABC_WANTED 1
1956 #define CLP_ABC_WANTED_PARALLEL 2
1957 #define CLP_ABC_FULL_DONE 8
1960 #define CLP_ABC_BEEN_FEASIBLE 65536
1989 #define DEVEX_TRY_NORM 1.0e-4
1990 #define DEVEX_ADD_ONE 1.0
1991 #if defined(ABC_INHERIT) || defined(THREADS_IN_ANALYZE)
1993 #include <pthread.h>
2003 class CoinPthreadStuff {
2009 CoinPthreadStuff(
int numberThreads = 0,
2010 void *parallelManager(
void *stuff) = NULL);
2012 CoinPthreadStuff &operator=(
const CoinPthreadStuff &rhs);
2014 ~CoinPthreadStuff();
2016 inline void setStopStart(
int value)
2020 #ifndef NUMBER_THREADS
2021 #define NUMBER_THREADS 8
2024 inline pthread_mutex_t *mutexPointer(
int which,
int thread = 0)
2026 return mutex_ + which + 3 * thread;
2028 #ifdef PTHREAD_BARRIER_SERIAL_THREAD
2029 inline pthread_barrier_t *barrierPointer()
2034 inline int whichLocked(
int thread = 0)
const
2036 return locked_[thread];
2038 inline CoinThreadInfo *threadInfoPointer(
int thread = 0)
2040 return threadInfo_ + thread;
2042 void startParallelTask(
int type,
int iThread,
void *info = NULL);
2043 int waitParallelTask(
int type,
int &iThread,
bool allowIdle);
2044 void waitAllTasks();
2046 int whichThread()
const;
2047 void sayIdle(
int iThread);
2052 #ifdef PTHREAD_BARRIER_SERIAL_THREAD
2053 pthread_barrier_t barrier_;
2061 void *clp_parallelManager(
void *stuff);
2096 void moveAndZero(
clpTempInfo *info,
int type,
void *extra);
2098 #ifdef ABCSTATE_LITE
2099 #if ABCSTATE_LITE == 2
2102 extern int abcState_;
2108 inline void setAbcState(
int state)
2117 #ifdef CLP_USER_DRIVEN
double * djRegion() const
void deleteRim(int getRidOfFactorizationData=2)
releases above arrays and does solution scaling out.
double upperIn() const
Upper Bound on In variable.
This is a very simple class to guide algorithms.
double lowerIn_
Lower Bound on In variable.
double alpha() const
Alpha (pivot element) for use by classes e.g. steepestedge.
int cleanPrimalSolution(double exactMultiple)
Clean primal solution If you expect solution to only have exact multiples of "exactMultiple" then thi...
void writeLp(const char *filename, const char *extension="lp", double epsilon=1e-5, int numberAcross=10, int decimals=5, double objSense=0.0, bool useRowNames=true) const
Write the problem into an Lp file of the given filename.
int solveDW(CoinStructuredModel *model, ClpSolve &options)
Solve using Dantzig-Wolfe decomposition and maybe in parallel.
void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
int numberInfeasibilities
int maximumBasic() const
Maximum number of basic variables - can be more than number of rows if GUB.
double * reducedCostWork_
Possible scaled reduced costs.
void returnModel(ClpSimplex &otherModel)
Return model - updates any scalars.
int perturbation_
Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes ...
void setColumnBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound.
int getSolution()
Given an existing factorization computes and checks primal and dual solutions.
void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use DBL_MAX for infinity.
ClpNonLinearCost * nonLinearCost_
Very wasteful way of dealing with infeasibilities in primal.
void setAlpha(double value)
int startup(int ifValuesPass, int startFinishOptions=0)
Common bits of coding for dual and primal.
const double *COIN_RESTRICT upper
void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound.
int moreSpecialOptions_
More special options - see set for details.
int progressFlag() const
Progress flag - at present 0 bit says artificials out.
int initialBarrierSolve()
Barrier initial solve.
bool pivoted(int sequence) const
const unsigned char *COIN_RESTRICT status
Status
enums for status of various sorts.
double * rowUpper_
Row upper.
void unpack(CoinIndexedVector *rowArray) const
Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed...
double * lower_
Working copy of lower bounds (Owner of arrays below)
int lastBadIteration_
So we know when to be cautious.
void setMoreSpecialOptions(int value)
Set more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved ...
double * infeasibilityRay(bool fullRay=false) const
Infeasibility/unbounded ray (NULL returned if none/wrong) Up to user to use delete [] on these arrays...
int modifyCoefficientsAndPivot(int number, const int *which, const CoinBigIndex *start, const int *row, const double *newCoefficient, const unsigned char *newStatus=NULL, const double *newLower=NULL, const double *newUpper=NULL, const double *newObjective=NULL)
Modifies coefficients etc and if necessary pivots in and out.
ClpSimplex & operator=(const ClpSimplex &rhs)
Assignment operator. This copies the data.
int numberDualInfeasibilities_
Number of dual infeasibilities.
double sumDualInfeasibilities() const
Sum of dual infeasibilities.
ClpFactorization * factorization_
factorization
void setCurrentPrimalTolerance(double value)
void setDualBound(double value)
Primal Column Pivot Abstract Base Class.
int directionIn() const
Return direction In or Out.
void finish(int startFinishOptions=0)
int reducedGradient(int phase=0)
Solves non-linear using reduced gradient.
double dualBound_
Dual bound.
void loadProblem(const ClpMatrixBase &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
Loads a problem (the constraints on the rows are given by lower and upper bounds).
Abstract base class for Clp Matrices.
double & costAddress(int sequence)
Return address of row or column cost.
void setDirectionIn(int direction)
Set directionIn or Out.
const CoinBigIndex *COIN_RESTRICT start
void setAutomaticScaling(bool onOff)
double alphaAccuracy() const
Initial value for alpha accuracy calculation (-1.0 off)
void setDisasterHandler(ClpDisasterHandler *handler)
Objective value.
int isColumn(int sequence) const
Returns 1 if sequence indicates column.
int writeBasis(const char *filename, bool writeValues=false, int formatType=0) const
Write the basis in MPS format to the specified file.
double valueIn() const
Value of In variable.
void setCurrentDualTolerance(double value)
int restoreModel(const char *fileName)
Restore model from file, returns 0 if success, deletes current model.
void unmarkHotStart(void *saveStuff)
Delete the snapshot.
double * costRegion() const
void clearFlagged(int sequence)
Status getStatus(int sequence) const
double * costRegion(int section) const
double incomingInfeasibility_
For advanced use.
double averageInfeasibility_[CLP_INFEAS_SAVE]
double spareDoubleArray_[4]
Spare double array for passing information [0]!=0 switches on.
CoinIndexedVector * rowArray_[6]
Useful row length arrays.
double * upperRegion() const
int barrier(bool crossover=true)
Solves using barrier (assumes you have good cholesky factor code).
double dualOut_
Infeasibility (dual) or ? (primal) of Out variable.
double & reducedCostAddress(int sequence)
void getbackSolution(const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn)
Puts solution back into small model.
int dualPivotResultPart1()
Pivot out a variable and choose an incoing one.
int numberPrimalInfeasibilities() const
Number of primal infeasibilities.
double theta() const
Theta (pivot change)
double originalLower(int iSequence) const
Return original lower bound.
double valueIn_
Value of In variable.
void defaultFactorizationFrequency()
If user left factorization frequency then compute.
void moveInfo(const ClpSimplex &rhs, bool justStatus=false)
Move status and solution across.
double & upperAddress(int sequence)
Return address of row or column upper bound.
void setUpperOut(double value)
Set upper of out variable.
int dualRanging(int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease, double *valueIncrease=NULL, double *valueDecrease=NULL)
Dual ranging.
void stopFastDual2(ClpNodeStuff *stuff)
Stops Fast dual2.
int startFastDual2(ClpNodeStuff *stuff)
Starts Fast dual2.
Constraint Abstract Base Class.
double * cost_
Working copy of objective (Owner of arrays below)
int sequenceIn() const
Return sequence In or Out.
void setPrimalColumnPivotAlgorithm(ClpPrimalColumnPivot &choice)
Sets column pivot choice algorithm in primal.
double bestPossibleImprovement_
Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (...
void setColumnStatus(int sequence, Status newstatus)
void setDirectionOut(int direction)
double dualOut() const
Dual value of Out variable.
int maximumPerturbationSize_
Maximum perturbation array size (take out when code rewritten)
void setToBaseModel(ClpSimplex *model=NULL)
Reset to base model (just size and arrays needed) If model NULL use internal copy.
For saving extra information to see if looping.
void checkSolutionInternal()
Just check solution (for internal use) - sets sum of infeasibilities etc.
int forceFactorization_
Now for some reliability aids This forces re-factorization early.
void checkUnscaledSolution()
Check unscaled primal solution but allow for rounding error.
double *COIN_RESTRICT reducedCost
Base class for Clp disaster handling.
double upperOut_
Upper Bound on Out variable.
double scaleObjective(double value)
If input negative scales objective so maximum <= -value and returns scale factor used.
void setNonLinearCost(ClpNonLinearCost &nonLinearCost)
Set pointer to details of costs.
double upperIn_
Upper Bound on In variable.
ClpNonLinearCost * nonLinearCost() const
Return pointer to details of costs.
const int *COIN_RESTRICT pivotVariable
int primalRanging(int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease)
Primal ranging.
This is a simple minded model which is stored in a format which makes it easier to construct and modi...
void setColSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of columns simultaneously
int cleanFactorization(int ifValuesPass)
Get a clean factorization - i.e.
void setAlgorithm(int value)
Set algorithm.
double zeroTolerance() const
Get zero tolerance.
bool primalFeasible() const
If problem is primal feasible.
double *COIN_RESTRICT work
double theta_
Theta (pivot change)
This just implements CoinFactorization when an ClpMatrixBase object is passed.
void setZeroTolerance(double value)
Set zero tolerance.
ClpSimplex * miniPresolve(char *rowType, char *columnType, void **info)
Mini presolve (faster) Char arrays must be numberRows and numberColumns long on entry second part mus...
The default COIN simplex (basis-oriented) warm start class.
double * djRegion(int section) const
int loadNonLinear(void *info, int &numberConstraints, ClpConstraint **&constraints)
Load nonlinear part of problem from AMPL info Returns 0 if linear 1 if quadratic objective 2 if quadr...
ClpEventHandler * eventHandler() const
Event handler.
int directionIn_
Direction of In, 1 going up, -1 going down, 0 not a clue.
int gutsOfSolution(double *givenDuals, const double *givenPrimals, bool valuesPass=false)
May change basis and then returns number changed.
int solveBenders(CoinStructuredModel *model, ClpSolve &options)
Solve using Benders decomposition and maybe in parallel.
void checkDualSolution()
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual) ...
void computePrimals(const double *rowActivities, const double *columnActivities)
Computes primals from scratch.
int dualDebug(int ifValuesPass=0, int startFinishOptions=0)
void resize(int newNumberRows, int newNumberColumns)
Resizes rim part of model.
int primal(int ifValuesPass=0, int startFinishOptions=0)
Primal algorithm - see ClpSimplexPrimal.hpp for method.
double currentDualTolerance() const
Current dual tolerance.
CoinWarmStartBasis * getBasis() const
Returns a basis (to be deleted by user)
void getBInvRow(int row, double *z)
Get a row of the basis inverse.
int initialDualSolve()
Dual initial solve.
void makeBaseModel()
Save a copy of model with certain state - normally without cuts.
void cleanStatus()
Clean up status.
int numberFake_
Can be used for count of fake bounds (dual) or fake costs (primal)
double & lowerAddress(int sequence)
Return address of row or column lower bound.
void copyEnabledStuff(const ClpSimplex *rhs)
Copy across enabled stuff from one solver to another.
int baseIteration() const
Iteration when we entered dual or primal.
double sumOfRelaxedDualInfeasibilities() const
Sum of relaxed dual infeasibilities.
void setNumberRefinements(int value)
int outDuplicateRows(int numberLook, int *whichRows, bool noOverlaps=false, double tolerance=-1.0, double cleanUp=0.0)
Take out duplicate rows (includes scaled rows and intersections).
int numberColumns() const
void deleteBaseModel()
Switch off base model.
double rawObjectiveValue() const
Raw objective value (so always minimize in primal)
int sequenceIn_
Sequence of In variable.
double bestObjectiveValue_
"Best" objective value
int numberExtraRows() const
Number of extra rows.
void allSlackBasis(bool resetSolution=false)
Sets up all slack basis and resets solution to as it was after initial load or readMps.
double computeInternalObjectiveValue()
Compute minimization objective value from internal solution without perturbation. ...
void setNumberDualInfeasibilities(int value)
double dualBound() const
Dual bound.
int perturbation() const
Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - ver...
bool dualFeasible() const
If problem is dual feasible.
double currentPrimalTolerance() const
Current primal tolerance.
ClpPrimalColumnPivot * primalColumnPivot() const
primal column pivot choice
int lastFlaggedIteration_
So we know when to open up again.
void computeDuals(double *givenDjs)
Computes duals from scratch.
double infeasibilityCost() const
Infeasibility cost.
void forceFactorization(int value)
Force re-factorization early.
double lowerOut_
Lower Bound on Out variable.
void setSumDualInfeasibilities(double value)
ClpDisasterHandler * disasterArea_
Disaster handler.
void getBasics(int *index)
Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBI...
int spareIntArray_[4]
Spare int array for passing information [0]!=0 switches on.
void setLastBadIteration(int value)
Set so we know when to be cautious.
void miniSolve(char *rowType, char *columnType, int algorithm, int startUp)
mini presolve and solve
int dual(int ifValuesPass=0, int startFinishOptions=0)
Dual algorithm - see ClpSimplexDual.hpp for method.
void checkPrimalSolution(const double *rowActivities=NULL, const double *columnActivies=NULL)
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal) ...
void solveFromHotStart(void *saveStuff)
Optimize starting from the hotstart.
int pivot()
Pivot in a variable and out a variable.
void clearActive(int iRow)
void setInitialDenseFactorization(bool onOff)
Normally the first factorization does sparse coding because the factorization could be singular...
void getBInvACol(int col, double *vec)
Get a column of the tableau.
double * upper_
Working copy of upper bounds (Owner of arrays below)
CoinIndexedVector * columnArray_[6]
Useful column length arrays.
double * columnLowerWork_
Column lower bounds - working copy.
void generateCpp(FILE *fp, bool defaultFactor=false)
Create C++ lines to get to current state.
void clearPivoted(int sequence)
This solves LPs using the simplex method.
void setColumnSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of columns simultaneously The default implementation just invokes setColL...
int housekeeping(double objectiveChange)
This does basis housekeeping and does values for in/out variables.
int numberChanged_
Can be used for count of changed costs (dual) or changed bounds (primal)
double * columnUpper_
Column Upper.
int baseIteration_
Iteration when we entered dual or primal.
void createRim5(bool initial)
Does rows and columns and objective.
void setDualIn(double value)
Set reduced cost of last incoming to force error.
double sumOfRelaxedPrimalInfeasibilities() const
Sum of relaxed primal infeasibilities.
FakeBound getFakeBound(int sequence) const
int initialPrimalSolve()
Primal initial solve.
void restoreData(ClpDataSave saved)
Restore data.
double moveTowardsPrimalFeasible()
Try simple crash like techniques to get closer to primal feasibility returns final sum of infeasibili...
void setInfeasibilityCost(double value)
void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -DBL_MAX for -infinity.
void borrowModel(ClpModel &otherModel)
Borrow model.
int readMps(const char *filename, bool keepNames=false, bool ignoreErrors=false)
Read an mps file from the given filename.
void setSequenceOut(int sequence)
int numberRefinements_
How many iterative refinements to do.
int numberDualInfeasibilitiesWithoutFree_
Number of dual infeasibilities (without free)
double * columnActivityWork_
Column activities - working copy.
void setPivotRow(int value)
void setObjectiveCoefficient(int elementIndex, double elementValue)
Set an objective function coefficient.
ClpDualRowPivot * dualRowPivot_
dual row pivot choice
int columnPrimalSequence_
Sequence of worst (-1 if feasible)
void unpackPacked(CoinIndexedVector *rowArray)
Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies sc...
int sequenceWithin(int sequence) const
Returns sequence number within section.
int changeMade_
If change has been made (first attempt at stopping looping)
double largestDualError_
Largest error on basic duals.
int algorithm() const
Current (or last) algorithm.
int * pivotVariable_
Basic variables pivoting on which rows.
unsigned char * saveStatus_
Saved status regions.
Status getColumnStatus(int sequence) const
void setPerturbation(int value)
int numberColumns_
Number of columns.
void gutsOfCopy(const ClpSimplex &rhs)
Does most of copying.
void setValueOut(double value)
Set value of out variable.
friend void ClpSimplexUnitTest(const std::string &mpsDir)
A function that tests the methods in the ClpSimplex class.
This is a tiny class where data can be saved round calls.
void markHotStart(void *&saveStuff)
Create a hotstart point of the optimization process.
void setLargeValue(double value)
int dontFactorizePivots_
If may skip final factorize then allow up to this pivots (default 20)
ClpSimplex(bool emptyMessages=false)
Default constructor.
void setAlphaAccuracy(double value)
int nonlinearSLP(int numberPasses, double deltaTolerance)
Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterati...
bool automaticScaling() const
If automatic scaling on.
void computeObjectiveValue(bool useWorkingSolution=false)
Compute objective value from solution and put in objectiveValue_.
Status getRowStatus(int sequence) const
const double *COIN_RESTRICT cost
CoinIndexedVector * columnArray(int index) const
Useful column length arrays (0,1,2,3,4,5)
double sumPrimalInfeasibilities() const
Sum of primal infeasibilities.
void setPerturbed(int iSequence)
To say perturbed.
void setFactorizationFrequency(int value)
double * rowObjective() const
Row Objective.
int numberTimesOptimal_
Number of times code has tentatively thought optimal.
void setColumnLower(int elementIndex, double elementValue)
Set a single column lower bound Use -DBL_MAX for -infinity.
int tightenPrimalBounds(double factor=0.0, int doTight=0, bool tightIntegers=false)
Tightens primal bounds to make dual faster.
double * savedSolution_
Saved version of solution.
int numberDualInfeasibilities() const
Number of dual infeasibilities.
int fathom(void *stuff)
Fathom - 1 if solution.
void copyFactorization(ClpFactorization &factorization)
Copies in factorization to existing one.
double primalTolerance_
Current primal tolerance for algorithm.
int numberDualInfeasibilitiesWithoutFree() const
Number of dual infeasibilities (without free)
int progressFlag_
Progress flag - at present 0 bit says artificials out, 1 free in.
double *COIN_RESTRICT spare
double upper(int sequence)
bool goodAccuracy() const
Returns true if model looks OK.
double dualIn() const
Reduced cost of last incoming for use by classes e.g. steepestedge.
int algorithm_
Algorithm >0 == Primal, <0 == Dual.
int lastGoodIteration_
Last good iteration (immediately after a re-factorization)
double * perturbationArray_
Perturbation array (maximumPerturbationSize_)
int solveType() const
Solve type - 1 simplex, 2 simplex interface, 3 Interior.
void miniPostsolve(const ClpSimplex *presolvedModel, void *info)
After mini presolve.
double * rowReducedCost_
Reduced costs of slacks not same as duals (or - duals)
double * rowObjectiveWork_
Row objective - working copy.
int primalPivotResult()
Pivot in a variable and choose an outgoing one.
int maximumBasic_
Maximum number of basic variables - can be more than number of rows if GUB.
double largestPrimalError_
Largest error on Ax-b.
double & solutionAddress(int sequence)
Return address of row or column values.
void setFactorization(ClpFactorization &factorization)
Passes in factorization.
double largeValue() const
Large bound value (for complementarity etc)
void ClpSimplexUnitTest(const std::string &mpsDir)
A function that tests the methods in the ClpSimplex class.
void setSequenceIn(int sequence)
Set sequenceIn or Out.
double primalToleranceToGetOptimal_
Primal tolerance needed to make dual feasible (<largeTolerance)
friend class OsiCLPSolverInterface
And OsiCLP.
bool startPermanentArrays()
Start or reset using maximumRows_ and Columns_ - true if change.
int numberDegeneratePivots_
Number of degenerate pivots since last perturbed.
double sumOfRelaxedPrimalInfeasibilities_
Sum of Primal infeasibilities using tolerance based on error in primals.
int cleanup(int cleanupScaling)
When scaling is on it is possible that the scaled problem is feasible but the unscaled is not...
double sumDualInfeasibilities_
Sum of dual infeasibilities.
Sparse Matrix Base Class.
double acceptablePivot_
Acceptable pivot value just after factorization.
bool statusOfProblem(bool initial=false)
Factorizes and returns true if optimal.
int initialSolve()
Default initial solve.
double sumOfRelaxedDualInfeasibilities_
Sum of Dual infeasibilities using tolerance based on error in duals.
double dualIn_
Reduced cost of In variable.
double * rowUpperWork_
Row upper bounds - working copy.
int createPiecewiseLinearCosts(const int *starts, const double *lower, const double *gradient)
Constructs a non linear cost from list of non-linearities (columns only) First lower of each column i...
int moreSpecialOptions() const
Return more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolv...
double lower(int sequence)
double * objectiveWork_
Column objective - working copy.
int readBasis(const char *filename)
Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values...
void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -DBL_MAX for -infinity.
void setSumOfRelaxedPrimalInfeasibilities(double value)
int numberRows() const
Number of rows.
Base class for Clp event handling.
void add(double *array, int column, double multiplier) const
Adds multiple of a column into an array.
ClpFactorization * getEmptyFactorization()
Gets clean and emptyish factorization.
ClpDisasterHandler * disasterHandler() const
Get disaster handler.
void setDualOut(double value)
Set dual value of out variable.
bool flagged(int sequence) const
int numberRefinements() const
How many iterative refinements to do.
void setColBounds(int elementIndex, double newlower, double newupper)
Set a single column lower and upper bound.
ClpFactorization * swapFactorization(ClpFactorization *factorization)
void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use DBL_MAX for infinity.
int factorizationFrequency() const
Factorization frequency.
double * lowerRegion(int section) const
unsigned char * status_
Status (i.e.
int internalFactorize(int solveType)
Factorizes using current basis.
double originalUpper(int iSequence) const
Return original lower bound.
int saveModel(const char *fileName)
Save model to file, returns 0 if success.
double valueOut_
Value of Out variable.
void getBInvCol(int col, double *vec)
Get a column of the basis inverse.
double reducedCost(int sequence)
double * solutionRegion(int section) const
Return row or column sections - not as much needed as it once was.
void gutsOfDelete(int type)
Does most of deletion (0 = all, 1 = most, 2 most + factorization)
ClpFactorization * factorization() const
factorization
This deals with Factorization and Updates.
int vectorMode_
Vector mode - try and use vector instructions.
double dualTolerance_
Current dual tolerance for algorithm.
void setLowerOut(double value)
Set lower of out variable.
int sequenceOut_
Sequence of Out variable.
void setLargestPrimalError(double value)
Largest error on Ax-b.
void setFakeBound(int sequence, FakeBound fakeBound)
void getBInvARow(int row, double *z, double *slack=NULL)
Get a row of the tableau (slack part in slack if not NULL)
void removeSuperBasicSlacks(int threshold=0)
Try simple crash like techniques to remove super basic slacks but only if > threshold.
int readLp(const char *filename, const double epsilon=1e-5)
Read file in LP format from file with name filename.
double upperOut() const
Upper of out variable.
void setTheta(double value)
Set theta of out variable.
double cost(int sequence)
const int *COIN_RESTRICT row
bool perturbed(int iSequence) const
void createRim4(bool initial)
Does objective.
ClpSimplexProgress * progress()
For dealing with all issues of cycling etc.
double largeValue_
Large bound value (for complementarity etc)
double * solutionRegion() const
Return region as single array.
int pivotResultPart2(int algorithm, int state)
Do actual pivot state is 0 if need tableau column, 1 if in rowArray_[1].
void setRowSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of rows simultaneously
void originalModel(ClpSimplex *miniModel)
This copies back stuff from miniModel and then deletes miniModel.
ClpSimplex * fastCrunch(ClpNodeStuff *stuff, int mode)
Deals with crunch aspects mode 0 - in 1 - out with solution 2 - out without solution returns small mo...
double infeasibilityCost_
Weight assigned to being infeasible in primal.
ClpSimplex * baseModel_
A copy of model with certain state - normally without cuts.
double * rowLower_
Row lower.
int initialBarrierNoCrossSolve()
Barrier initial solve, not to be followed by crossover.
double * upperRegion(int section) const
int pivotRow() const
Pivot Row for use by classes e.g. steepestedge.
int * pivotVariable() const
Basic variables pivoting on which rows.
double solution(int sequence)
Return row or column values.
void checkBothSolutions()
This sets sum and number of infeasibilities (Dual and Primal)
int forceFactorization() const
Force re-factorization early value.
double * columnUpperWork_
Column upper bounds - working copy.
double zeroTolerance_
Zero tolerance.
void setFlagged(int sequence)
To flag a variable (not inline to allow for column generation)
double valueIncomingDual() const
value of incoming variable (in Dual)
void setSumOfRelaxedDualInfeasibilities(double value)
ClpPrimalColumnPivot * primalColumnPivot_
primal column pivot choice
void createStatus()
Set up status array (can be used by OsiClp).
double alpha_
Alpha (pivot element)
void clearPerturbed(int iSequence)
int directionOut_
Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.
ClpDualRowPivot * dualRowPivot() const
dual row pivot choice
int numberExtraRows_
Number of extra rows.
CoinIndexedVector * rowArray(int index) const
Useful row length arrays (0,1,2,3,4,5)
double * rowLowerWork_
Row lower bounds - working copy.
int readGMPL(const char *filename, const char *dataName, bool keepNames=false)
Read GMPL files from the given filenames.
void setNumberPrimalInfeasibilities(int value)
void setSumPrimalInfeasibilities(double value)
void createRim1(bool initial)
Does rows and columns.
ClpDataSave saveData()
Save data.
int numberPrimalInfeasibilities_
Number of primal infeasibilities.
void setStatus(int sequence, Status newstatus)
void setEmptyFactorization()
May delete or may make clean and emptyish factorization.
double *COIN_RESTRICT solution
double largestPrimalError() const
Largest error on Ax-b.
bool createRim(int what, bool makeRowCopy=false, int startFinishOptions=0)
puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows (now and columns)...
void dropNames()
Drops names - makes lengthnames 0 and names empty.
void setRowStatus(int sequence, Status newstatus)
int vectorMode() const
Get vector mode.
void setPivoted(int sequence)
int fastDual2(ClpNodeStuff *stuff)
Like Fast dual.
double objectiveValue_
Objective value.
ClpSimplexProgress progress_
For dealing with all issues of cycling etc.
double lowerIn() const
Lower Bound on In variable.
bool active(int iRow) const
void setPersistenceFlag(int value)
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 bu...
double sumPrimalInfeasibilities_
Sum of primal infeasibilities.
bool initialDenseFactorization() const
void setVectorMode(int value)
Set vector mode.
void setDualRowPivotAlgorithm(ClpDualRowPivot &choice)
Sets row pivot choice algorithm in dual.
const double *COIN_RESTRICT element
double *COIN_RESTRICT infeas
int lastBadIteration() const
So we know when to be cautious.
int fathomMany(void *stuff)
Do up to N deep - returns -1 - no solution nNodes_ valid nodes >= if solution and that node gives sol...
void passInEventHandler(const ClpEventHandler *eventHandler)
Pass in Event handler (cloned and deleted at end)
Dual Row Pivot Abstract Base Class.
double allowedInfeasibility_
double * rowActivityWork_
Row activities - working copy.
CoinPackedMatrix * matrix() const
Matrix (if not ClpPackedmatrix be careful about memory leak.
void setSparseFactorization(bool value)
double valueOut() const
Value of Out variable.
int crash(double gap, int pivot)
Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dua...
int strongBranching(int numberVariables, const int *variables, double *newLower, double *newUpper, double **outputSolution, int *outputStatus, int *outputIterations, bool stopOnFirstInfeasible=true, bool alwaysFinish=false, int startFinishOptions=0)
For strong branching.
void setActive(int iRow)
To say row active in primal pivot row choice.
double minimumPrimalTolerance_
Minimum primal tolerance.
double * columnLower_
Column Lower.
double alphaAccuracy_
For computing whether to re-factorize.
double largestDualError() const
Largest error on basic duals.
int solve(CoinStructuredModel *model)
Solve using structure of model and maybe in parallel.
double * dj_
Working copy of reduced costs (Owner of arrays below)
double * solution_
Working copy of primal solution (Owner of arrays below)
void setLargestDualError(double value)
Largest error on basic duals.
#define CLP_INFEAS_SAVE
Last few infeasibilities.
double * lowerRegion() const
const double *COIN_RESTRICT lower
int automaticScale_
Automatic scaling of objective and rhs and bounds.
double bestPossibleImprovement() const
Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (...
bool sanityCheck()
Sanity check on input rim data (after scaling) - returns true if okay.
void setValuesPassAction(double incomingInfeasibility, double allowedInfeasibility)
For advanced use.
void checkSolution(int setToBounds=0)
Just check solution (for external use) - sets sum of infeasibilities etc.
double doubleCheck()
Double checks OK.
int firstFree_
First free/super-basic variable (-1 if none)
int factorize()
Factorizes using current basis. For external use.
bool sparseFactorization() const
Sparsity on or off.
double lowerOut() const
Lower of out variable.
void setColumnUpper(int elementIndex, double elementValue)
Set a single column upper bound Use DBL_MAX for infinity.
bool isObjectiveLimitTestValid() const
Return true if the objective limit test can be relied upon.
ClpSimplex * baseModel() const
See if we have base model.
int rowPrimalSequence_
Sequence of worst (-1 if feasible)