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00006 #ifndef ClpHelperFunctions_H
00007 #define ClpHelperFunctions_H
00008
00009 #include "ClpConfig.h"
00010 #ifdef HAVE_CMATH
00011 # include <cmath>
00012 #else
00013 # ifdef HAVE_MATH_H
00014 # include <math.h>
00015 # else
00016 # error "don't have header file for math"
00017 # endif
00018 #endif
00019
00028 double maximumAbsElement(const double * region, int size);
00029 void setElements(double * region, int size, double value);
00030 void multiplyAdd(const double * region1, int size, double multiplier1,
00031 double * region2, double multiplier2);
00032 double innerProduct(const double * region1, int size, const double * region2);
00033 void getNorms(const double * region, int size, double & norm1, double & norm2);
00034 #if COIN_LONG_WORK
00035
00036 CoinWorkDouble maximumAbsElement(const CoinWorkDouble * region, int size);
00037 void setElements(CoinWorkDouble * region, int size, CoinWorkDouble value);
00038 void multiplyAdd(const CoinWorkDouble * region1, int size, CoinWorkDouble multiplier1,
00039 CoinWorkDouble * region2, CoinWorkDouble multiplier2);
00040 CoinWorkDouble innerProduct(const CoinWorkDouble * region1, int size, const CoinWorkDouble * region2);
00041 void getNorms(const CoinWorkDouble * region, int size, CoinWorkDouble & norm1, CoinWorkDouble & norm2);
00042 inline void
00043 CoinMemcpyN(const double * from, const int size, CoinWorkDouble * to)
00044 {
00045 for (int i = 0; i < size; i++)
00046 to[i] = from[i];
00047 }
00048 inline void
00049 CoinMemcpyN(const CoinWorkDouble * from, const int size, double * to)
00050 {
00051 for (int i = 0; i < size; i++)
00052 to[i] = static_cast<double>(from[i]);
00053 }
00054 inline CoinWorkDouble
00055 CoinMax(const CoinWorkDouble x1, const double x2)
00056 {
00057 return (x1 > x2) ? x1 : x2;
00058 }
00059 inline CoinWorkDouble
00060 CoinMax(double x1, const CoinWorkDouble x2)
00061 {
00062 return (x1 > x2) ? x1 : x2;
00063 }
00064 inline CoinWorkDouble
00065 CoinMin(const CoinWorkDouble x1, const double x2)
00066 {
00067 return (x1 < x2) ? x1 : x2;
00068 }
00069 inline CoinWorkDouble
00070 CoinMin(double x1, const CoinWorkDouble x2)
00071 {
00072 return (x1 < x2) ? x1 : x2;
00073 }
00074 inline CoinWorkDouble CoinSqrt(CoinWorkDouble x)
00075 {
00076 return sqrtl(x);
00077 }
00078 #else
00079 inline double CoinSqrt(double x)
00080 {
00081 return sqrt(x);
00082 }
00083 #endif
00084
00086 #ifdef ClpPdco_H
00087
00088
00089 inline double pdxxxmerit(int nlow, int nupp, int *low, int *upp, CoinDenseVector <double> &r1,
00090 CoinDenseVector <double> &r2, CoinDenseVector <double> &rL,
00091 CoinDenseVector <double> &rU, CoinDenseVector <double> &cL,
00092 CoinDenseVector <double> &cU )
00093 {
00094
00095
00096
00097 double sum1, sum2;
00098 CoinDenseVector <double> f(6);
00099 f[0] = r1.twoNorm();
00100 f[1] = r2.twoNorm();
00101 sum1 = sum2 = 0.0;
00102 for (int k = 0; k < nlow; k++) {
00103 sum1 += rL[low[k]] * rL[low[k]];
00104 sum2 += cL[low[k]] * cL[low[k]];
00105 }
00106 f[2] = sqrt(sum1);
00107 f[4] = sqrt(sum2);
00108 sum1 = sum2 = 0.0;
00109 for (int k = 0; k < nupp; k++) {
00110 sum1 += rL[upp[k]] * rL[upp[k]];
00111 sum2 += cL[upp[k]] * cL[upp[k]];
00112 }
00113 f[3] = sqrt(sum1);
00114 f[5] = sqrt(sum2);
00115
00116 return f.twoNorm();
00117 }
00118
00119
00120
00121
00122
00123
00124
00125
00126
00127
00128 inline void pdxxxresid1(ClpPdco *model, const int nlow, const int nupp, const int nfix,
00129 int *low, int *upp, int *fix,
00130 CoinDenseVector <double> &b, double *bl, double *bu, double d1, double d2,
00131 CoinDenseVector <double> &grad, CoinDenseVector <double> &rL,
00132 CoinDenseVector <double> &rU, CoinDenseVector <double> &x,
00133 CoinDenseVector <double> &x1, CoinDenseVector <double> &x2,
00134 CoinDenseVector <double> &y, CoinDenseVector <double> &z1,
00135 CoinDenseVector <double> &z2, CoinDenseVector <double> &r1,
00136 CoinDenseVector <double> &r2, double *Pinf, double *Dinf)
00137 {
00138
00139
00140
00141
00142
00143
00144 double *x_elts = x.getElements();
00145 double *r2_elts = r2.getElements();
00146
00147 for (int k = 0; k < nfix; k++)
00148 x_elts[fix[k]] = 0;
00149
00150 r1.clear();
00151 r2.clear();
00152 model->matVecMult( 1, r1, x );
00153 model->matVecMult( 2, r2, y );
00154 for (int k = 0; k < nfix; k++)
00155 r2_elts[fix[k]] = 0;
00156
00157
00158 r1 = b - r1 - d2 * d2 * y;
00159 r2 = grad - r2 - z1;
00160 if (nupp > 0)
00161 r2 = r2 + z2;
00162
00163 for (int k = 0; k < nlow; k++)
00164 rL[low[k]] = bl[low[k]] - x[low[k]] + x1[low[k]];
00165 for (int k = 0; k < nupp; k++)
00166 rU[upp[k]] = - bu[upp[k]] + x[upp[k]] + x2[upp[k]];
00167
00168 double normL = 0.0;
00169 double normU = 0.0;
00170 for (int k = 0; k < nlow; k++)
00171 if (rL[low[k]] > normL) normL = rL[low[k]];
00172 for (int k = 0; k < nupp; k++)
00173 if (rU[upp[k]] > normU) normU = rU[upp[k]];
00174
00175 *Pinf = CoinMax(normL, normU);
00176 *Pinf = CoinMax( r1.infNorm() , *Pinf );
00177 *Dinf = r2.infNorm();
00178 *Pinf = CoinMax( *Pinf, 1e-99 );
00179 *Dinf = CoinMax( *Dinf, 1e-99 );
00180 }
00181
00182
00183
00184
00185
00186
00187
00188
00189
00190 inline void pdxxxresid2(double mu, int nlow, int nupp, int *low, int *upp,
00191 CoinDenseVector <double> &cL, CoinDenseVector <double> &cU,
00192 CoinDenseVector <double> &x1, CoinDenseVector <double> &x2,
00193 CoinDenseVector <double> &z1, CoinDenseVector <double> &z2,
00194 double *center, double *Cinf, double *Cinf0)
00195 {
00196
00197
00198
00199
00200
00201
00202
00203 double maxXz = -1e20;
00204 double minXz = 1e20;
00205
00206 double *x1_elts = x1.getElements();
00207 double *z1_elts = z1.getElements();
00208 double *cL_elts = cL.getElements();
00209 for (int k = 0; k < nlow; k++) {
00210 double x1z1 = x1_elts[low[k]] * z1_elts[low[k]];
00211 cL_elts[low[k]] = mu - x1z1;
00212 if (x1z1 > maxXz) maxXz = x1z1;
00213 if (x1z1 < minXz) minXz = x1z1;
00214 }
00215
00216 double *x2_elts = x2.getElements();
00217 double *z2_elts = z2.getElements();
00218 double *cU_elts = cU.getElements();
00219 for (int k = 0; k < nupp; k++) {
00220 double x2z2 = x2_elts[upp[k]] * z2_elts[upp[k]];
00221 cU_elts[upp[k]] = mu - x2z2;
00222 if (x2z2 > maxXz) maxXz = x2z2;
00223 if (x2z2 < minXz) minXz = x2z2;
00224 }
00225
00226 maxXz = CoinMax( maxXz, 1e-99 );
00227 minXz = CoinMax( minXz, 1e-99 );
00228 *center = maxXz / minXz;
00229
00230 double normL = 0.0;
00231 double normU = 0.0;
00232 for (int k = 0; k < nlow; k++)
00233 if (cL_elts[low[k]] > normL) normL = cL_elts[low[k]];
00234 for (int k = 0; k < nupp; k++)
00235 if (cU_elts[upp[k]] > normU) normU = cU_elts[upp[k]];
00236 *Cinf = CoinMax( normL, normU);
00237 *Cinf0 = maxXz;
00238 }
00239
00240
00241
00242
00243 inline double pdxxxstep( CoinDenseVector <double> &x, CoinDenseVector <double> &dx )
00244 {
00245
00246
00247
00248
00249 double step = 1e+20;
00250
00251 int n = x.size();
00252 double *x_elts = x.getElements();
00253 double *dx_elts = dx.getElements();
00254 for (int k = 0; k < n; k++)
00255 if (dx_elts[k] < 0)
00256 if ((x_elts[k] / (-dx_elts[k])) < step)
00257 step = x_elts[k] / (-dx_elts[k]);
00258 return step;
00259 }
00260
00261
00262
00263
00264 inline double pdxxxstep(int nset, int *set, CoinDenseVector <double> &x, CoinDenseVector <double> &dx )
00265 {
00266
00267
00268
00269
00270 double step = 1e+20;
00271
00272 int n = x.size();
00273 double *x_elts = x.getElements();
00274 double *dx_elts = dx.getElements();
00275 for (int k = 0; k < n; k++)
00276 if (dx_elts[k] < 0)
00277 if ((x_elts[k] / (-dx_elts[k])) < step)
00278 step = x_elts[k] / (-dx_elts[k]);
00279 return step;
00280 }
00281
00282
00283
00284 #endif
00285 #endif