AbcNonLinearCost.hpp
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1 /* $Id: AbcNonLinearCost.hpp 2024 2014-03-07 17:18:15Z forrest $ */
2 // Copyright (C) 2002, International Business Machines
3 // Corporation and others, Copyright (C) 2012, FasterCoin. All Rights Reserved.
4 // This code is licensed under the terms of the Eclipse Public License (EPL).
5 
6 #ifndef AbcNonLinearCost_H
7 #define AbcNonLinearCost_H
8 
9 
10 #include "CoinPragma.hpp"
11 #include "AbcCommon.hpp"
12 
13 class AbcSimplex;
14 class CoinIndexedVector;
15 
33 /* status has original status and current status
34  0 - below lower so stored is upper
35  1 - in range
36  2 - above upper so stored is lower
37  4 - (for current) - same as original
38 */
39 #define CLP_BELOW_LOWER 0
40 #define CLP_FEASIBLE 1
41 #define CLP_ABOVE_UPPER 2
42 #define CLP_SAME 4
43 #ifndef ClpNonLinearCost_H
44 inline int originalStatus(unsigned char status)
45 {
46  return (status & 15);
47 }
48 inline int currentStatus(unsigned char status)
49 {
50  return (status >> 4);
51 }
52 inline void setOriginalStatus(unsigned char & status, int value)
53 {
54  status = static_cast<unsigned char>(status & ~15);
55  status = static_cast<unsigned char>(status | value);
56 }
57 inline void setCurrentStatus(unsigned char &status, int value)
58 {
59  status = static_cast<unsigned char>(status & ~(15 << 4));
60  status = static_cast<unsigned char>(status | (value << 4));
61 }
62 inline void setInitialStatus(unsigned char &status)
63 {
64  status = static_cast<unsigned char>(CLP_FEASIBLE | (CLP_SAME << 4));
65 }
66 inline void setSameStatus(unsigned char &status)
67 {
68  status = static_cast<unsigned char>(status & ~(15 << 4));
69  status = static_cast<unsigned char>(status | (CLP_SAME << 4));
70 }
71 #endif
73 
74 public:
75 
87  // Copy
89  // Assignment
92 
93 
100  void checkInfeasibilities(double oldTolerance = 0.0);
104  void checkInfeasibilities(int numberInArray, const int * index);
111  void checkChanged(int numberInArray, CoinIndexedVector * update);
118  void goThru(int numberInArray, double multiplier,
119  const int * index, const double * work,
120  double * rhs);
123  void goBack(int numberInArray, const int * index,
124  double * rhs);
130  void goBackAll(const CoinIndexedVector * update);
132  void zapCosts();
134  void refreshCosts(const double * columnCosts);
136  void feasibleBounds();
138  void refresh();
140  void refreshFromPerturbed(double tolerance);
144  double setOne(int sequence, double solutionValue);
148  double setOneBasic(int iRow, double solutionValue);
152  int setOneOutgoing(int sequence, double &solutionValue);
154  double nearest(int iRow, double solutionValue);
158  inline double changeInCost(int /*sequence*/, double alpha) const {
159  return (alpha > 0.0) ? infeasibilityWeight_ : -infeasibilityWeight_;
160  }
161  inline double changeUpInCost(int /*sequence*/) const {
162  return -infeasibilityWeight_;
163  }
164  inline double changeDownInCost(int /*sequence*/) const {
165  return infeasibilityWeight_;
166  }
168  inline double changeInCost(int iRow, double alpha, double &rhs) {
169  int sequence=model_->pivotVariable()[iRow];
170  double returnValue = 0.0;
171  unsigned char iStatus = status_[sequence];
172  int iWhere = currentStatus(iStatus);
173  if (iWhere == CLP_SAME)
174  iWhere = originalStatus(iStatus);
175  // rhs always increases
176  if (iWhere == CLP_FEASIBLE) {
177  if (alpha > 0.0) {
178  // going below
179  iWhere = CLP_BELOW_LOWER;
180  rhs = COIN_DBL_MAX;
181  } else {
182  // going above
183  iWhere = CLP_ABOVE_UPPER;
184  rhs = COIN_DBL_MAX;
185  }
186  } else if (iWhere == CLP_BELOW_LOWER) {
187  assert (alpha < 0);
188  // going feasible
189  iWhere = CLP_FEASIBLE;
190  rhs += bound_[sequence] - model_->upperRegion()[sequence];
191  } else {
192  assert (iWhere == CLP_ABOVE_UPPER);
193  // going feasible
194  iWhere = CLP_FEASIBLE;
195  rhs += model_->lowerRegion()[sequence] - bound_[sequence];
196  }
197  setCurrentStatus(status_[sequence], iWhere);
198  returnValue = fabs(alpha) * infeasibilityWeight_;
199  return returnValue;
200  }
202 
203 
206  inline int numberInfeasibilities() const {
208  return numberInfeasibilities_;
209  }
211  inline double changeInCost() const {
212  return changeCost_;
213  }
215  inline double feasibleCost() const {
216  return feasibleCost_;
217  }
219  double feasibleReportCost() const;
221  inline double sumInfeasibilities() const {
222  return sumInfeasibilities_;
223  }
225  inline double largestInfeasibility() const {
226  return largestInfeasibility_;
227  }
229  inline double averageTheta() const {
230  return averageTheta_;
231  }
232  inline void setAverageTheta(double value) {
233  averageTheta_ = value;
234  }
235  inline void setChangeInCost(double value) {
236  changeCost_ = value;
237  }
239  inline unsigned char * statusArray() const {
241  return status_;
242  }
243  inline int getCurrentStatus(int sequence)
244  {return (status_[sequence] >> 4);}
246  void validate();
248 
249 private:
252  double changeCost_;
272  // new stuff
274  unsigned char * status_;
276  double * bound_;
278  double * cost_;
280 };
281 
282 #endif
double infeasibilityWeight_
Current infeasibility weight.
double sumInfeasibilities() const
Sum of infeasibilities.
void checkInfeasibilities(double oldTolerance=0.0)
Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variabl...
AbcNonLinearCost()
Default constructor.
#define CLP_SAME
#define CLP_ABOVE_UPPER
void goBack(int numberInArray, const int *index, double *rhs)
Takes off last iteration (i.e.
double largestInfeasibility_
Largest infeasibility.
void refreshFromPerturbed(double tolerance)
Refresh - from original.
void checkChanged(int numberInArray, CoinIndexedVector *update)
Puts back correct infeasible costs for each variable The input indices are row indices and need conve...
AbcNonLinearCost & operator=(const AbcNonLinearCost &)
Default constructor.
void goBackAll(const CoinIndexedVector *update)
Puts back correct infeasible costs for each variable The input indices are row indices and need conve...
double nearest(int iRow, double solutionValue)
Returns nearest bound.
AbcSimplex * model_
Model.
void setCurrentStatus(unsigned char &status, int value)
void goThru(int numberInArray, double multiplier, const int *index, const double *work, double *rhs)
Goes through one bound for each variable.
double changeCost_
Change in cost because of infeasibilities.
double averageTheta_
Average theta - kept here as only for primal.
int numberColumns_
Number of columns (mainly for checking and copy)
#define CLP_FEASIBLE
double setOneBasic(int iRow, double solutionValue)
Sets bounds and cost for one variable Returns change in cost May need to be inline for speed...
int setOneOutgoing(int sequence, double &solutionValue)
Sets bounds and cost for outgoing variable may change value Returns direction.
double setOne(int sequence, double solutionValue)
Sets bounds and cost for one variable Returns change in cost May need to be inline for speed...
double feasibleCost_
Feasible cost.
int numberInfeasibilities() const
Number of infeasibilities.
double changeInCost(int iRow, double alpha, double &rhs)
This also updates next bound.
void setOriginalStatus(unsigned char &status, int value)
unsigned char * status_
Contains status at beginning and current.
double feasibleReportCost() const
Feasible cost with offset and direction (i.e. for reporting)
#define CLP_BELOW_LOWER
Trivial class to deal with non linear costs.
Indexed Vector.
double changeInCost(int, double alpha) const
Returns change in cost - one down if alpha &gt;0.0, up if &lt;0.0 Value is current - new.
double changeUpInCost(int) const
Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variabl...
int getCurrentStatus(int sequence)
For debug.
void setAverageTheta(double value)
Number of infeasibilities.
double largestInfeasibility() const
Largest infeasibility.
const double COIN_DBL_MAX
Definition: CoinFinite.hpp:18
void setInitialStatus(unsigned char &status)
int originalStatus(unsigned char status)
double changeInCost() const
Change in cost.
double feasibleCost() const
Feasible cost.
void setSameStatus(unsigned char &status)
void setChangeInCost(double value)
Number of infeasibilities.
double changeDownInCost(int) const
Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variabl...
~AbcNonLinearCost()
Destructor.
double * upperRegion() const
Return region.
Definition: AbcSimplex.hpp:527
void validate()
For debug.
int numberInfeasibilities_
Number of infeasibilities found.
void feasibleBounds()
Puts feasible bounds into lower and upper.
double * cost_
Feasible cost array.
int * pivotVariable() const
Basic variables pivoting on which rows may be same as toExternal but may be as at invert...
Definition: AbcSimplex.hpp:426
double averageTheta() const
Average theta.
void refreshCosts(const double *columnCosts)
Refreshes costs always makes row costs zero.
unsigned char * statusArray() const
For debug.
double * bound_
Bound which has been replaced in lower_ or upper_.
double * lowerRegion() const
Return region.
Definition: AbcSimplex.hpp:524
void refresh()
Refresh - assuming regions OK.
double sumInfeasibilities_
Sum of infeasibilities.
int currentStatus(unsigned char status)
int numberRows_
Number of rows (mainly for checking and copy)
void zapCosts()
Temporary zeroing of feasible costs.