Primal Column Pivot Steepest Edge Algorithm Class. More...

#include <ClpPrimalColumnSteepest.hpp>

Inheritance diagram for ClpPrimalColumnSteepest:

Collaboration diagram for ClpPrimalColumnSteepest:

Public Types
enum	Persistence { normal = 0x00, keep = 0x01 }
	enums for persistence More...

Public Member Functions
Algorithmic methods
virtual int	pivotColumn (CoinIndexedVector updates, CoinIndexedVector spareRow1, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector *spareColumn2)
	Returns pivot column, -1 if none. More...

int	pivotColumnOldMethod (CoinIndexedVector updates, CoinIndexedVector spareRow1, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector *spareColumn2)
	For quadratic or funny nonlinearities. More...

void	justDjs (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Just update djs. More...

int	partialPricing (CoinIndexedVector updates, CoinIndexedVector spareRow2, int numberWanted, int numberLook)
	Update djs doing partial pricing (dantzig) More...

void	djsAndDevex (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Devex using djs. More...

void	djsAndSteepest (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Steepest using djs. More...

void	djsAndDevex2 (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Devex using pivot row. More...

void	djsAndSteepest2 (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Steepest using pivot row. More...

void	justDevex (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update weights for Devex. More...

void	justSteepest (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update weights for Steepest. More...

void	transposeTimes2 (const CoinIndexedVector pi1, CoinIndexedVector dj1, const CoinIndexedVector pi2, CoinIndexedVector dj2, CoinIndexedVector *spare, double scaleFactor)
	Updates two arrays for steepest. More...

virtual void	updateWeights (CoinIndexedVector *input)
	Updates weights - part 1 - also checks accuracy. More...

void	checkAccuracy (int sequence, double relativeTolerance, CoinIndexedVector rowArray1, CoinIndexedVector rowArray2)
	Checks accuracy - just for debug. More...

void	initializeWeights ()
	Initialize weights. More...

virtual void	saveWeights (ClpSimplex *model, int mode)
	Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization) More...

virtual void	unrollWeights ()
	Gets rid of last update. More...

virtual void	clearArrays ()
	Gets rid of all arrays. More...

virtual bool	looksOptimal () const
	Returns true if would not find any column. More...

virtual void	maximumPivotsChanged ()
	Called when maximum pivots changes. More...

gets and sets
int	mode () const
	Mode. More...

virtual int	numberSprintColumns (int &numberIterations) const
	Returns number of extra columns for sprint algorithm - 0 means off. More...

virtual void	switchOffSprint ()
	Switch off sprint idea. More...

Constructors and destructors
	ClpPrimalColumnSteepest (int mode=3)
	Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. More...

	ClpPrimalColumnSteepest (const ClpPrimalColumnSteepest &rhs)
	Copy constructor. More...

ClpPrimalColumnSteepest &	operator= (const ClpPrimalColumnSteepest &rhs)
	Assignment operator. More...

virtual	~ClpPrimalColumnSteepest ()
	Destructor. More...

virtual ClpPrimalColumnPivot *	clone (bool copyData=true) const
	Clone. More...

Private functions to deal with devex
bool	reference (int i) const
	reference would be faster using ClpSimplex's status_, but I prefer to keep modularity. More...

void	setReference (int i, bool trueFalse)
	reference would be faster using ClpSimplex's status_, but I prefer to keep modularity. More...

void	setPersistence (Persistence life)
	Set/ get persistence. More...

Persistence	persistence () const
	reference would be faster using ClpSimplex's status_, but I prefer to keep modularity. More...

Public Member Functions inherited from ClpPrimalColumnPivot
virtual int	pivotRow (double &way)
	Signals pivot row choice: -2 (default) - use normal pivot row choice -1 to numberRows-1 - use this (will be checked) way should be -1 to go to lower bound, +1 to upper bound. More...

virtual void	setLooksOptimal (bool flag)
	Sets optimality flag (for advanced use) More...

	ClpPrimalColumnPivot ()
	Default Constructor. More...

	ClpPrimalColumnPivot (const ClpPrimalColumnPivot &)
	Copy constructor. More...

ClpPrimalColumnPivot &	operator= (const ClpPrimalColumnPivot &rhs)
	Assignment operator. More...

virtual	~ClpPrimalColumnPivot ()
	Destructor. More...

ClpSimplex *	model ()
	Returns model. More...

void	setModel (ClpSimplex *newmodel)
	Sets model. More...

int	type ()
	Returns type (above 63 is extra information) More...

Private Attributes
Private member data
double	devex_
	weight array More...

double *	weights_
	weight array More...

CoinIndexedVector *	infeasible_
	square of infeasibility array (just for infeasible columns) More...

CoinIndexedVector *	alternateWeights_
	alternate weight array (so we can unroll) More...

double *	savedWeights_
	save weight array (so we can use checkpoint) More...

unsigned int *	reference_
	weight array More...

int	state_
	Status 0) Normal -1) Needs initialization 1) Weights are stored by sequence number. More...

int	mode_
	0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. More...

Persistence	persistence_
	Life of weights. More...

int	numberSwitched_
	Number of times switched from partial dantzig to 0/2. More...

int	pivotSequence_
	weight array More...

int	savedPivotSequence_
	weight array More...

int	savedSequenceOut_
	weight array More...

int	lastRectified_
	weight array More...

int	sizeFactorization_
	weight array More...

Additional Inherited Members
Protected Attributes inherited from ClpPrimalColumnPivot
ClpSimplex *	model_
	Pointer to model. More...

int	type_
	Type of column pivot algorithm. More...

bool	looksOptimal_
	Says if looks optimal (normally computed) More...

Detailed Description

Primal Column Pivot Steepest Edge Algorithm Class.

See Forrest-Goldfarb paper for algorithm

Definition at line 23 of file ClpPrimalColumnSteepest.hpp.

Member Enumeration Documentation

enum ClpPrimalColumnSteepest::Persistence

enums for persistence

Enumerator
normal
keep

Definition at line 140 of file ClpPrimalColumnSteepest.hpp.

Constructor & Destructor Documentation

ClpPrimalColumnSteepest::ClpPrimalColumnSteepest ( int mode = 3 )

Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.

By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems.

ClpPrimalColumnSteepest::ClpPrimalColumnSteepest ( const ClpPrimalColumnSteepest & rhs )

Copy constructor.

virtual ClpPrimalColumnSteepest::~ClpPrimalColumnSteepest ( )

virtual

Destructor.

Member Function Documentation

virtual int ClpPrimalColumnSteepest::pivotColumn	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow1,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

virtual

Returns pivot column, -1 if none.

The Packed CoinIndexedVector updates has cost updates - for normal LP that is just +-weight where a feasibility changed. It also has reduced cost from last iteration in pivot row Parts of operation split out into separate functions for profiling and speed

Implements ClpPrimalColumnPivot.

int ClpPrimalColumnSteepest::pivotColumnOldMethod	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow1,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

For quadratic or funny nonlinearities.

void ClpPrimalColumnSteepest::justDjs	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Just update djs.

int ClpPrimalColumnSteepest::partialPricing	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		int	numberWanted,
		int	numberLook
	)

Update djs doing partial pricing (dantzig)

void ClpPrimalColumnSteepest::djsAndDevex	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update djs, weights for Devex using djs.

void ClpPrimalColumnSteepest::djsAndSteepest	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update djs, weights for Steepest using djs.

void ClpPrimalColumnSteepest::djsAndDevex2	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update djs, weights for Devex using pivot row.

void ClpPrimalColumnSteepest::djsAndSteepest2	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update djs, weights for Steepest using pivot row.

void ClpPrimalColumnSteepest::justDevex	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update weights for Devex.

void ClpPrimalColumnSteepest::justSteepest	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update weights for Steepest.

void ClpPrimalColumnSteepest::transposeTimes2	(	const CoinIndexedVector *	pi1,
		CoinIndexedVector *	dj1,
		const CoinIndexedVector *	pi2,
		CoinIndexedVector *	dj2,
		CoinIndexedVector *	spare,
		double	scaleFactor
	)

Updates two arrays for steepest.

virtual void ClpPrimalColumnSteepest::updateWeights ( CoinIndexedVector * input )

virtual

Updates weights - part 1 - also checks accuracy.

Reimplemented from ClpPrimalColumnPivot.

void ClpPrimalColumnSteepest::checkAccuracy	(	int	sequence,
		double	relativeTolerance,
		CoinIndexedVector *	rowArray1,
		CoinIndexedVector *	rowArray2
	)

Checks accuracy - just for debug.

void ClpPrimalColumnSteepest::initializeWeights ( )

Initialize weights.

virtual void ClpPrimalColumnSteepest::saveWeights	(	ClpSimplex *	model,
		int	mode
	)

virtual

Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization)

Implements ClpPrimalColumnPivot.

virtual void ClpPrimalColumnSteepest::unrollWeights ( )

virtual

Gets rid of last update.

virtual void ClpPrimalColumnSteepest::clearArrays ( )

virtual

Gets rid of all arrays.

Reimplemented from ClpPrimalColumnPivot.

virtual bool ClpPrimalColumnSteepest::looksOptimal ( ) const

virtual

Returns true if would not find any column.

Reimplemented from ClpPrimalColumnPivot.

virtual void ClpPrimalColumnSteepest::maximumPivotsChanged ( )

virtual

Called when maximum pivots changes.

Reimplemented from ClpPrimalColumnPivot.

int ClpPrimalColumnSteepest::mode ( ) const

inline

Mode.

Definition at line 126 of file ClpPrimalColumnSteepest.hpp.

virtual int ClpPrimalColumnSteepest::numberSprintColumns ( int & numberIterations ) const

virtual

Returns number of extra columns for sprint algorithm - 0 means off.

Also number of iterations before recompute

Reimplemented from ClpPrimalColumnPivot.

virtual void ClpPrimalColumnSteepest::switchOffSprint ( )

virtual

Switch off sprint idea.

Reimplemented from ClpPrimalColumnPivot.

ClpPrimalColumnSteepest& ClpPrimalColumnSteepest::operator= ( const ClpPrimalColumnSteepest & rhs )

Assignment operator.

virtual ClpPrimalColumnPivot* ClpPrimalColumnSteepest::clone ( bool copyData = true ) const

virtual

Clone.

Implements ClpPrimalColumnPivot.

bool ClpPrimalColumnSteepest::reference ( int i ) const

inline

reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.

Definition at line 175 of file ClpPrimalColumnSteepest.hpp.

void ClpPrimalColumnSteepest::setReference	(	int	i,
		bool	trueFalse
	)

inline

reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.

Definition at line 178 of file ClpPrimalColumnSteepest.hpp.

void ClpPrimalColumnSteepest::setPersistence ( Persistence life )

inline

Set/ get persistence.

Definition at line 187 of file ClpPrimalColumnSteepest.hpp.

Persistence ClpPrimalColumnSteepest::persistence ( ) const

inline

reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.

Definition at line 190 of file ClpPrimalColumnSteepest.hpp.

Member Data Documentation

double ClpPrimalColumnSteepest::devex_

private

weight array

Definition at line 200 of file ClpPrimalColumnSteepest.hpp.

double* ClpPrimalColumnSteepest::weights_

private

weight array

Definition at line 202 of file ClpPrimalColumnSteepest.hpp.

CoinIndexedVector* ClpPrimalColumnSteepest::infeasible_

private

square of infeasibility array (just for infeasible columns)

Definition at line 204 of file ClpPrimalColumnSteepest.hpp.

CoinIndexedVector* ClpPrimalColumnSteepest::alternateWeights_

private

alternate weight array (so we can unroll)

Definition at line 206 of file ClpPrimalColumnSteepest.hpp.

double* ClpPrimalColumnSteepest::savedWeights_

private

save weight array (so we can use checkpoint)

Definition at line 208 of file ClpPrimalColumnSteepest.hpp.

unsigned int* ClpPrimalColumnSteepest::reference_

private

weight array

Definition at line 210 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::state_

private

Status 0) Normal -1) Needs initialization 1) Weights are stored by sequence number.

Definition at line 216 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::mode_

private

0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.

5 is always partial dantzig By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems.

New dubious option is >=10 which does mini-sprint

Definition at line 229 of file ClpPrimalColumnSteepest.hpp.

Persistence ClpPrimalColumnSteepest::persistence_

private

Life of weights.

Definition at line 231 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::numberSwitched_

private

Number of times switched from partial dantzig to 0/2.

Definition at line 233 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::pivotSequence_

private