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00001 /* $Id: ClpSimplex.hpp 1461 2009-11-06 19:06:43Z stefan $ */
00002 // Copyright (C) 2002, International Business Machines
00003 // Corporation and others.  All Rights Reserved.
00004 
00005 /* 
00006    Authors
00007  
00008    John Forrest
00009 
00010  */
00011 #ifndef ClpSimplex_H
00012 #define ClpSimplex_H
00013 
00014 #include <iostream>
00015 #include <cfloat>
00016 #include "ClpModel.hpp"
00017 #include "ClpMatrixBase.hpp"
00018 #include "ClpSolve.hpp"
00019 class ClpDualRowPivot;
00020 class ClpPrimalColumnPivot;
00021 class ClpFactorization;
00022 class CoinIndexedVector;
00023 class ClpNonLinearCost;
00024 class ClpNodeStuff;
00025 class CoinStructuredModel;
00026 class OsiClpSolverInterface;
00027 class CoinWarmStartBasis;
00028 class ClpDisasterHandler;
00029 class ClpConstraint;
00030 
00049 class ClpSimplex : public ClpModel {
00050   friend void ClpSimplexUnitTest(const std::string & mpsDir);
00051 
00052 public:
00057   enum Status {
00058     isFree = 0x00,
00059     basic = 0x01,
00060     atUpperBound = 0x02,
00061     atLowerBound = 0x03,
00062     superBasic = 0x04,
00063     isFixed = 0x05
00064   };
00065   // For Dual
00066   enum FakeBound {
00067     noFake = 0x00,
00068     lowerFake = 0x01,
00069     upperFake = 0x02,
00070     bothFake = 0x03
00071   };
00072 
00075 
00076     ClpSimplex (bool emptyMessages = false  );
00077 
00082   ClpSimplex(const ClpSimplex & rhs, int scalingMode =-1);
00087   ClpSimplex(const ClpModel & rhs, int scalingMode=-1);
00094   ClpSimplex (const ClpModel * wholeModel,
00095               int numberRows, const int * whichRows,
00096               int numberColumns, const int * whichColumns,
00097               bool dropNames=true, bool dropIntegers=true,
00098               bool fixOthers=false);
00105   ClpSimplex (const ClpSimplex * wholeModel,
00106               int numberRows, const int * whichRows,
00107               int numberColumns, const int * whichColumns,
00108               bool dropNames=true, bool dropIntegers=true,
00109               bool fixOthers=false);
00113   ClpSimplex (ClpSimplex * wholeModel,
00114               int numberColumns, const int * whichColumns);
00117   void originalModel(ClpSimplex * miniModel);
00123   void setPersistenceFlag(int value);
00125   void makeBaseModel();
00127   void deleteBaseModel();
00129   inline ClpSimplex *  baseModel() const
00130   { return baseModel_;}
00134   void setToBaseModel(ClpSimplex * model=NULL);
00136     ClpSimplex & operator=(const ClpSimplex & rhs);
00138    ~ClpSimplex (  );
00139   // Ones below are just ClpModel with some changes
00151   void loadProblem (  const ClpMatrixBase& matrix,
00152                      const double* collb, const double* colub,   
00153                      const double* obj,
00154                      const double* rowlb, const double* rowub,
00155                       const double * rowObjective=NULL);
00156   void loadProblem (  const CoinPackedMatrix& matrix,
00157                      const double* collb, const double* colub,   
00158                      const double* obj,
00159                      const double* rowlb, const double* rowub,
00160                       const double * rowObjective=NULL);
00161 
00164   void loadProblem (  const int numcols, const int numrows,
00165                      const CoinBigIndex* start, const int* index,
00166                      const double* value,
00167                      const double* collb, const double* colub,   
00168                      const double* obj,
00169                       const double* rowlb, const double* rowub,
00170                       const double * rowObjective=NULL);
00172   void loadProblem (  const int numcols, const int numrows,
00173                      const CoinBigIndex* start, const int* index,
00174                       const double* value,const int * length,
00175                      const double* collb, const double* colub,   
00176                      const double* obj,
00177                       const double* rowlb, const double* rowub,
00178                       const double * rowObjective=NULL);
00183   int loadProblem (  CoinModel & modelObject,bool keepSolution=false);
00185   int readMps(const char *filename,
00186               bool keepNames=false,
00187               bool ignoreErrors = false);
00189   int readGMPL(const char *filename,const char * dataName,
00190                bool keepNames=false);
00193   int readLp(const char *filename, const double epsilon = 1e-5);
00198   void borrowModel(ClpModel & otherModel);
00199   void borrowModel(ClpSimplex & otherModel);
00201    void passInEventHandler(const ClpEventHandler * eventHandler);
00203   void getbackSolution(const ClpSimplex & smallModel,const int * whichRow, const int * whichColumn);
00212   int loadNonLinear(void * info, int & numberConstraints, 
00213                     ClpConstraint ** & constraints);
00215 
00221   int initialSolve(ClpSolve & options);
00223   int initialSolve();
00225   int initialDualSolve();
00227   int initialPrimalSolve();
00229   int initialBarrierSolve();
00231   int initialBarrierNoCrossSolve();
00242   int dual(int ifValuesPass=0, int startFinishOptions=0);
00243   // If using Debug
00244   int dualDebug(int ifValuesPass=0, int startFinishOptions=0);
00255   int primal(int ifValuesPass=0, int startFinishOptions=0);
00261   int nonlinearSLP(int numberPasses,double deltaTolerance);
00267   int nonlinearSLP(int numberConstraints, ClpConstraint ** constraints,
00268                    int numberPasses,double deltaTolerance);
00271   int barrier(bool crossover=true);
00274   int reducedGradient(int phase=0);
00276   int solve(CoinStructuredModel * model);
00283   int loadProblem (  CoinStructuredModel & modelObject,
00284                      bool originalOrder=true,bool keepSolution=false);
00299   int cleanup(int cleanupScaling);
00320   int dualRanging(int numberCheck,const int * which,
00321                   double * costIncrease, int * sequenceIncrease,
00322                   double * costDecrease, int * sequenceDecrease,
00323                   double * valueIncrease=NULL, double * valueDecrease=NULL);
00338   int primalRanging(int numberCheck,const int * which,
00339                   double * valueIncrease, int * sequenceIncrease,
00340                   double * valueDecrease, int * sequenceDecrease);
00355   int writeBasis(const char *filename,
00356                  bool writeValues=false,
00357                  int formatType=0) const;
00360   int readBasis(const char *filename);
00362   CoinWarmStartBasis * getBasis() const;
00364   void setFactorization( ClpFactorization & factorization);
00365   // Swaps factorization
00366   ClpFactorization * swapFactorization( ClpFactorization * factorization);
00368   void copyFactorization( ClpFactorization & factorization);
00378   int tightenPrimalBounds(double factor=0.0,int doTight=0,bool tightIntegers=false);
00395   int crash(double gap,int pivot);
00397   void setDualRowPivotAlgorithm(ClpDualRowPivot & choice);
00399   void setPrimalColumnPivotAlgorithm(ClpPrimalColumnPivot & choice);
00408   int strongBranching(int numberVariables,const int * variables,
00409                       double * newLower, double * newUpper,
00410                       double ** outputSolution,
00411                       int * outputStatus, int * outputIterations,
00412                       bool stopOnFirstInfeasible=true,
00413                       bool alwaysFinish=false,
00414                       int startFinishOptions=0);
00416   int fathom(void * stuff);
00422   int fathomMany(void * stuff);
00424   double doubleCheck();
00426   int startFastDual2(ClpNodeStuff * stuff);
00428   int fastDual2(ClpNodeStuff * stuff);
00430   void stopFastDual2(ClpNodeStuff * stuff);
00437   ClpSimplex * fastCrunch(ClpNodeStuff * stuff, int mode);
00439 
00447   int pivot();
00448 
00454   int primalPivotResult();
00455   
00462   int dualPivotResult();
00463 
00475   int startup(int ifValuesPass,int startFinishOptions=0);
00476   void finish(int startFinishOptions=0);
00477   
00479   bool statusOfProblem(bool initial=false);
00481   void defaultFactorizationFrequency();
00483 
00486 
00487   inline bool primalFeasible() const
00488          { return (numberPrimalInfeasibilities_==0);}
00490   inline bool dualFeasible() const
00491          { return (numberDualInfeasibilities_==0);}
00493   inline ClpFactorization * factorization() const 
00494           { return factorization_;}
00496   bool sparseFactorization() const;
00497   void setSparseFactorization(bool value);
00499   int factorizationFrequency() const;
00500   void setFactorizationFrequency(int value);
00502   inline double dualBound() const
00503           { return dualBound_;}
00504   void setDualBound(double value);
00506   inline double infeasibilityCost() const
00507           { return infeasibilityCost_;}
00508   void setInfeasibilityCost(double value);
00525   inline int perturbation() const
00526     { return perturbation_;}
00527   void setPerturbation(int value);
00529   inline int algorithm() const 
00530   {return algorithm_; } 
00532   inline void setAlgorithm(int value)
00533   {algorithm_=value; } 
00535   bool isObjectiveLimitTestValid() const ;
00537   inline double sumDualInfeasibilities() const 
00538           { return sumDualInfeasibilities_;} 
00539   inline void setSumDualInfeasibilities(double value)
00540           { sumDualInfeasibilities_=value;} 
00542   inline double sumOfRelaxedDualInfeasibilities() const 
00543           { return sumOfRelaxedDualInfeasibilities_;} 
00544   inline void setSumOfRelaxedDualInfeasibilities(double value)
00545           { sumOfRelaxedDualInfeasibilities_=value;} 
00547   inline int numberDualInfeasibilities() const 
00548           { return numberDualInfeasibilities_;} 
00549   inline void setNumberDualInfeasibilities(int value)
00550           { numberDualInfeasibilities_=value;} 
00552   inline int numberDualInfeasibilitiesWithoutFree() const 
00553           { return numberDualInfeasibilitiesWithoutFree_;} 
00555   inline double sumPrimalInfeasibilities() const 
00556           { return sumPrimalInfeasibilities_;} 
00557   inline void setSumPrimalInfeasibilities(double value)
00558           { sumPrimalInfeasibilities_=value;} 
00560   inline double sumOfRelaxedPrimalInfeasibilities() const 
00561           { return sumOfRelaxedPrimalInfeasibilities_;} 
00562   inline void setSumOfRelaxedPrimalInfeasibilities(double value)
00563           { sumOfRelaxedPrimalInfeasibilities_=value;} 
00565   inline int numberPrimalInfeasibilities() const 
00566           { return numberPrimalInfeasibilities_;} 
00567   inline void setNumberPrimalInfeasibilities(int value)
00568           { numberPrimalInfeasibilities_=value;} 
00575   int saveModel(const char * fileName);
00578   int restoreModel(const char * fileName);
00579   
00587   void checkSolution(int setToBounds=0);
00590   void checkSolutionInternal();
00592   inline CoinIndexedVector * rowArray(int index) const
00593   { return rowArray_[index];}
00595   inline CoinIndexedVector * columnArray(int index) const
00596   { return columnArray_[index];}
00598 
00599   /******************** End of most useful part **************/
00605   int getSolution (  const double * rowActivities,
00606                      const double * columnActivities);
00610   int getSolution ();
00617   int createPiecewiseLinearCosts(const int * starts,
00618                    const double * lower, const double * gradient);
00620   ClpDualRowPivot * dualRowPivot() const
00621   { return dualRowPivot_;}
00623   inline bool goodAccuracy() const
00624   { return (largestPrimalError_<1.0e-7&&largestDualError_<1.0e-7);}
00626   void returnModel(ClpSimplex & otherModel);
00634   int internalFactorize(int solveType);
00636   ClpDataSave saveData() ;
00638   void restoreData(ClpDataSave saved);
00640   void cleanStatus();
00642   int factorize();
00645   void computeDuals(double * givenDjs);
00647   void computePrimals (  const double * rowActivities,
00648                      const double * columnActivities);
00650   void add(double * array,
00651                    int column, double multiplier) const;
00657   void unpack(CoinIndexedVector * rowArray) const ;
00663   void unpack(CoinIndexedVector * rowArray,int sequence) const;
00670   void unpackPacked(CoinIndexedVector * rowArray) ;
00677   void unpackPacked(CoinIndexedVector * rowArray,int sequence);
00678 protected:  
00683   int housekeeping(double objectiveChange);
00686   void checkPrimalSolution(const double * rowActivities=NULL,
00687                            const double * columnActivies=NULL);
00690   void checkDualSolution();
00692   void checkBothSolutions();
00697   double scaleObjective(double value);
00699   int solveDW(CoinStructuredModel * model);
00701   int solveBenders(CoinStructuredModel * model);
00702 public:
00713   void setValuesPassAction(double incomingInfeasibility,
00714                            double allowedInfeasibility);
00716 
00718 public: 
00720   inline double alphaAccuracy() const
00721           { return alphaAccuracy_;} 
00722   inline void setAlphaAccuracy(double value)
00723           { alphaAccuracy_ = value;} 
00724 public:
00726    //inline double objectiveValue() const {
00727   //return (objectiveValue_-bestPossibleImprovement_)*optimizationDirection_ - dblParam_[ClpObjOffset];
00728   //}
00730   inline void setDisasterHandler(ClpDisasterHandler * handler)
00731   { disasterArea_= handler;}
00733   inline ClpDisasterHandler * disasterHandler() const
00734   { return disasterArea_;}
00736   inline double largeValue() const 
00737           { return largeValue_;} 
00738   void setLargeValue( double value) ;
00740   inline double largestPrimalError() const
00741           { return largestPrimalError_;} 
00743   inline double largestDualError() const
00744           { return largestDualError_;} 
00746   inline void setLargestPrimalError(double value)
00747           { largestPrimalError_=value;} 
00749   inline void setLargestDualError(double value)
00750           { largestDualError_=value;} 
00752   inline double zeroTolerance() const 
00753   { return zeroTolerance_;/*factorization_->zeroTolerance();*/} 
00755   inline void setZeroTolerance( double value)
00756   { zeroTolerance_ = value;}
00758   inline int * pivotVariable() const
00759           { return pivotVariable_;}
00761   inline bool automaticScaling() const
00762   { return automaticScale_!=0;}
00763   inline void setAutomaticScaling(bool onOff)
00764   { automaticScale_ = onOff ? 1: 0;} 
00766   inline double currentDualTolerance() const 
00767           { return dualTolerance_;} 
00768   inline void setCurrentDualTolerance(double value)
00769           { dualTolerance_ = value;} 
00771   inline double currentPrimalTolerance() const 
00772           { return primalTolerance_;} 
00773   inline void setCurrentPrimalTolerance(double value)
00774           { primalTolerance_ = value;} 
00776   inline int numberRefinements() const 
00777           { return numberRefinements_;} 
00778   void setNumberRefinements( int value) ;
00780   inline double alpha() const { return alpha_;}
00781   inline void setAlpha(double value) { alpha_ = value;}
00783   inline double dualIn() const { return dualIn_;}
00785   inline int pivotRow() const{ return pivotRow_;}
00786   inline void setPivotRow(int value) { pivotRow_=value;}
00788   double valueIncomingDual() const;
00790 
00791   protected:
00797   int gutsOfSolution ( double * givenDuals,
00798                        const double * givenPrimals,
00799                        bool valuesPass=false);
00801   void gutsOfDelete(int type);
00803   void gutsOfCopy(const ClpSimplex & rhs);
00815   bool createRim(int what,bool makeRowCopy=false,int startFinishOptions=0);
00817   void createRim1(bool initial);
00819   void createRim4(bool initial);
00821   void createRim5(bool initial);
00826   void deleteRim(int getRidOfFactorizationData=2);
00828   bool sanityCheck();
00830   public:
00835   inline double * solutionRegion(int section) const
00836   { if (!section) return rowActivityWork_; else return columnActivityWork_;}
00837   inline double * djRegion(int section) const
00838   { if (!section) return rowReducedCost_; else return reducedCostWork_;}
00839   inline double * lowerRegion(int section) const
00840   { if (!section) return rowLowerWork_; else return columnLowerWork_;}
00841   inline double * upperRegion(int section) const
00842   { if (!section) return rowUpperWork_; else return columnUpperWork_;}
00843   inline double * costRegion(int section) const
00844   { if (!section) return rowObjectiveWork_; else return objectiveWork_;}
00846   inline double * solutionRegion() const
00847   { return solution_;}
00848   inline double * djRegion() const
00849   { return dj_;}
00850   inline double * lowerRegion() const
00851   { return lower_;}
00852   inline double * upperRegion() const
00853   { return upper_;}
00854   inline double * costRegion() const
00855   { return cost_;}
00856   inline Status getStatus(int sequence) const
00857   {return static_cast<Status> (status_[sequence]&7);}
00858   inline void setStatus(int sequence, Status newstatus)
00859   {
00860     unsigned char & st_byte = status_[sequence];
00861     st_byte = static_cast<unsigned char>(st_byte & ~7);
00862     st_byte = static_cast<unsigned char>(st_byte | newstatus);
00863   }
00865   bool startPermanentArrays();
00870   void setInitialDenseFactorization(bool onOff);
00871   bool  initialDenseFactorization() const;
00873   inline int sequenceIn() const
00874   {return sequenceIn_;}
00875   inline int sequenceOut() const
00876   {return sequenceOut_;}
00878   inline void  setSequenceIn(int sequence)
00879   { sequenceIn_=sequence;}
00880   inline void  setSequenceOut(int sequence)
00881   { sequenceOut_=sequence;}
00883   inline int directionIn() const
00884   {return directionIn_;}
00885   inline int directionOut() const
00886   {return directionOut_;}
00888   inline void  setDirectionIn(int direction)
00889   { directionIn_=direction;}
00890   inline void  setDirectionOut(int direction)
00891   { directionOut_=direction;}
00893   inline double valueOut() const
00894   { return valueOut_;}
00896   inline int isColumn(int sequence) const
00897   { return sequence<numberColumns_ ? 1 : 0;}
00899   inline int sequenceWithin(int sequence) const
00900   { return sequence<numberColumns_ ? sequence : sequence-numberColumns_;}
00902   inline double solution(int sequence)
00903   { return solution_[sequence];}
00905   inline double & solutionAddress(int sequence)
00906   { return solution_[sequence];}
00907   inline double reducedCost(int sequence)
00908    { return dj_[sequence];}
00909   inline double & reducedCostAddress(int sequence)
00910    { return dj_[sequence];}
00911   inline double lower(int sequence)
00912   { return lower_[sequence];}
00914   inline double & lowerAddress(int sequence)
00915   { return lower_[sequence];}
00916   inline double upper(int sequence)
00917   { return upper_[sequence];}
00919   inline double & upperAddress(int sequence)
00920   { return upper_[sequence];}
00921   inline double cost(int sequence)
00922   { return cost_[sequence];}
00924   inline double & costAddress(int sequence)
00925   { return cost_[sequence];}
00927   inline double originalLower(int iSequence) const
00928   { if (iSequence<numberColumns_) return columnLower_[iSequence]; else
00929     return rowLower_[iSequence-numberColumns_];}
00931   inline double originalUpper(int iSequence) const
00932   { if (iSequence<numberColumns_) return columnUpper_[iSequence]; else
00933     return rowUpper_[iSequence-numberColumns_];}
00935   inline double theta() const
00936   { return theta_;}
00939   inline double bestPossibleImprovement() const
00940   { return bestPossibleImprovement_;}
00942   inline ClpNonLinearCost * nonLinearCost() const
00943   { return nonLinearCost_;}
00955   inline int moreSpecialOptions() const
00956   { return moreSpecialOptions_;}
00968   inline void setMoreSpecialOptions(int value)
00969   { moreSpecialOptions_ = value;}
00971 
00973   inline void setFakeBound(int sequence, FakeBound fakeBound)
00974   {
00975     unsigned char & st_byte = status_[sequence];
00976     st_byte = static_cast<unsigned char>(st_byte & ~24);
00977     st_byte = static_cast<unsigned char>(st_byte | (fakeBound<<3));
00978   }
00979   inline FakeBound getFakeBound(int sequence) const
00980   {return static_cast<FakeBound> ((status_[sequence]>>3)&3);}
00981   inline void setRowStatus(int sequence, Status newstatus)
00982   {
00983     unsigned char & st_byte = status_[sequence+numberColumns_];
00984     st_byte = static_cast<unsigned char>(st_byte & ~7);
00985     st_byte = static_cast<unsigned char>(st_byte | newstatus);
00986   }
00987   inline Status getRowStatus(int sequence) const
00988   {return static_cast<Status> (status_[sequence+numberColumns_]&7);}
00989   inline void setColumnStatus(int sequence, Status newstatus)
00990   {
00991     unsigned char & st_byte = status_[sequence];
00992     st_byte = static_cast<unsigned char>(st_byte & ~7);
00993     st_byte = static_cast<unsigned char>(st_byte | newstatus);
00994   }
00995   inline Status getColumnStatus(int sequence) const
00996   {return static_cast<Status> (status_[sequence]&7);}
00997   inline void setPivoted( int sequence)
00998   { status_[sequence] = static_cast<unsigned char>(status_[sequence] | 32);}
00999   inline void clearPivoted( int sequence)
01000   { status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~32);}
01001   inline bool pivoted(int sequence) const
01002   {return (((status_[sequence]>>5)&1)!=0);}
01004   void setFlagged( int sequence);
01005   inline void clearFlagged( int sequence)
01006   {
01007     status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~64);
01008   }
01009   inline bool flagged(int sequence) const
01010   {return ((status_[sequence]&64)!=0);}
01012   inline void setActive( int iRow)
01013   {
01014     status_[iRow] = static_cast<unsigned char>(status_[iRow] | 128);
01015   }
01016   inline void clearActive( int iRow)
01017   {
01018     status_[iRow] = static_cast<unsigned char>(status_[iRow] & ~128);
01019   }
01020   inline bool active(int iRow) const
01021   {return ((status_[iRow]&128)!=0);}
01024   void createStatus() ;
01027   void allSlackBasis(bool resetSolution=false);
01028     
01030   inline int lastBadIteration() const
01031   {return lastBadIteration_;}
01033   inline int progressFlag() const
01034   {return (progressFlag_&3);}
01036   inline void forceFactorization(int value)
01037   { forceFactorization_ = value;}
01039   inline double rawObjectiveValue() const
01040   { return objectiveValue_;}
01042   void computeObjectiveValue(bool useWorkingSolution=false);
01044   double computeInternalObjectiveValue();
01048   inline int numberExtraRows() const
01049   { return numberExtraRows_;}
01052   inline int maximumBasic() const
01053   { return maximumBasic_;}
01055   inline int baseIteration() const
01056   { return baseIteration_;}
01058   void generateCpp( FILE * fp,bool defaultFactor=false);
01060   ClpFactorization * getEmptyFactorization();
01062   void setEmptyFactorization();
01064   void moveInfo(const ClpSimplex & rhs, bool justStatus=false);
01066 
01068   // These are only to be used using startFinishOptions (ClpSimplexDual, ClpSimplexPrimal)
01069   // *** At present only without scaling
01070   // *** Slacks havve -1.0 element (so == row activity) - take care
01072   void getBInvARow(int row, double* z, double * slack=NULL);
01073   
01075   void getBInvRow(int row, double* z);
01076   
01078   void getBInvACol(int col, double* vec);
01079   
01081   void getBInvCol(int col, double* vec);
01082   
01087   void getBasics(int* index);
01088   
01090     //-------------------------------------------------------------------------
01094        void setObjectiveCoefficient( int elementIndex, double elementValue );
01096        inline void setObjCoeff( int elementIndex, double elementValue )
01097        { setObjectiveCoefficient( elementIndex, elementValue);}
01098 
01101        void setColumnLower( int elementIndex, double elementValue );
01102       
01105        void setColumnUpper( int elementIndex, double elementValue );
01106 
01108       void setColumnBounds( int elementIndex,
01109         double lower, double upper );
01110 
01119       void setColumnSetBounds(const int* indexFirst,
01120                                    const int* indexLast,
01121                                    const double* boundList);
01122       
01125        inline void setColLower( int elementIndex, double elementValue )
01126        { setColumnLower(elementIndex, elementValue);}
01129        inline void setColUpper( int elementIndex, double elementValue )
01130        { setColumnUpper(elementIndex, elementValue);}
01131 
01133       inline void setColBounds( int elementIndex,
01134         double newlower, double newupper )
01135        { setColumnBounds(elementIndex, newlower, newupper);}
01136 
01143       inline void setColSetBounds(const int* indexFirst,
01144                                    const int* indexLast,
01145                                    const double* boundList)
01146       { setColumnSetBounds(indexFirst, indexLast, boundList);}
01147       
01150       void setRowLower( int elementIndex, double elementValue );
01151       
01154       void setRowUpper( int elementIndex, double elementValue ) ;
01155     
01157       void setRowBounds( int elementIndex,
01158                                  double lower, double upper ) ;
01159     
01166       void setRowSetBounds(const int* indexFirst,
01167                                    const int* indexLast,
01168                                    const double* boundList);
01170   void resize (int newNumberRows, int newNumberColumns);
01171     
01173 
01175 protected:
01176 
01185   double bestPossibleImprovement_;
01187   double zeroTolerance_;
01189   int columnPrimalSequence_;
01191   int rowPrimalSequence_;
01193   double bestObjectiveValue_;
01195   int moreSpecialOptions_;
01197   int baseIteration_;
01199   double primalToleranceToGetOptimal_;
01201   double largeValue_;
01203   double largestPrimalError_;
01205   double largestDualError_;
01207   double alphaAccuracy_;
01209   double dualBound_;
01211   double alpha_;
01213   double theta_;
01215   double lowerIn_;
01217   double valueIn_;
01219   double upperIn_;
01221   double dualIn_;
01223   double lowerOut_;
01225   double valueOut_;
01227   double upperOut_;
01229   double dualOut_;
01231   double dualTolerance_;
01233   double primalTolerance_;
01235   double sumDualInfeasibilities_;
01237   double sumPrimalInfeasibilities_;
01239   double infeasibilityCost_;
01241   double sumOfRelaxedDualInfeasibilities_;
01243   double sumOfRelaxedPrimalInfeasibilities_;
01245   double acceptablePivot_;
01247   double * lower_;
01249   double * rowLowerWork_;
01251   double * columnLowerWork_;
01253   double * upper_;
01255   double * rowUpperWork_;
01257   double * columnUpperWork_;
01259   double * cost_;
01261   double * rowObjectiveWork_;
01263   double * objectiveWork_;
01265   CoinIndexedVector * rowArray_[6];
01267   CoinIndexedVector * columnArray_[6];
01269   int sequenceIn_;
01271   int directionIn_;
01273   int sequenceOut_;
01275   int directionOut_;
01277   int pivotRow_;
01279   int lastGoodIteration_;
01281   double * dj_;
01283   double * rowReducedCost_;
01285   double * reducedCostWork_;
01287   double * solution_;
01289   double * rowActivityWork_;
01291   double * columnActivityWork_;
01293   int numberDualInfeasibilities_;
01295   int numberDualInfeasibilitiesWithoutFree_;
01297   int numberPrimalInfeasibilities_;
01299   int numberRefinements_;
01301   ClpDualRowPivot * dualRowPivot_;
01303   ClpPrimalColumnPivot * primalColumnPivot_;
01305   int * pivotVariable_;
01307   ClpFactorization * factorization_;
01309   double * savedSolution_;
01311   int numberTimesOptimal_;
01313   ClpDisasterHandler * disasterArea_;
01315   int changeMade_;
01317   int algorithm_;
01320   int forceFactorization_;
01328   int perturbation_;
01330   unsigned char * saveStatus_;
01335   ClpNonLinearCost * nonLinearCost_;
01337   int lastBadIteration_;
01339   int lastFlaggedIteration_;
01341   int numberFake_;
01343   int numberChanged_;
01345   int progressFlag_;
01347   int firstFree_;
01351   int numberExtraRows_;
01354   int maximumBasic_;
01356   int dontFactorizePivots_;
01366   double incomingInfeasibility_;
01367   double allowedInfeasibility_;
01369   int automaticScale_;
01371   int maximumPerturbationSize_;
01373   double * perturbationArray_;
01375   ClpSimplex * baseModel_;
01377   ClpSimplexProgress progress_;
01378 public:
01380   mutable int spareIntArray_[4];
01382   mutable double spareDoubleArray_[4];
01383 protected:
01385   friend class OsiClpSolverInterface;
01387 };
01388 //#############################################################################
01397 void
01398 ClpSimplexUnitTest(const std::string & mpsDir);
01399 
01400 // For Devex stuff
01401 #define DEVEX_TRY_NORM 1.0e-4
01402 #define DEVEX_ADD_ONE 1.0
01403 #endif

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