This solves LPs using interior point methods. More...
#include <ClpInterior.hpp>
Public Member Functions | |
Constructors and destructor and copy | |
ClpInterior () | |
Default constructor. More... | |
ClpInterior (const ClpInterior &) | |
Copy constructor. More... | |
ClpInterior (const ClpModel &) | |
Copy constructor from model. More... | |
ClpInterior (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true) | |
Subproblem constructor. More... | |
ClpInterior & | operator= (const ClpInterior &rhs) |
Assignment operator. This copies the data. More... | |
~ClpInterior () | |
Destructor. More... | |
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). More... | |
void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
Default constructor. More... | |
void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps). More... | |
void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const int *length, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
This one is for after presolve to save memory. More... | |
int | readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false) |
Read an mps file from the given filename. More... | |
void | borrowModel (ClpModel &otherModel) |
Borrow model. More... | |
void | returnModel (ClpModel &otherModel) |
Return model - updates any scalars. More... | |
Functions most useful to user | |
int | pdco () |
Pdco algorithm - see ClpPdco.hpp for method. More... | |
int | pdco (ClpPdcoBase *stuff, Options &options, Info &info, Outfo &outfo) |
Pdco algorithm - see ClpPdco.hpp for method. More... | |
int | primalDual () |
Primal-Dual Predictor-Corrector barrier. More... | |
most useful gets and sets | |
bool | primalFeasible () const |
If problem is primal feasible. More... | |
bool | dualFeasible () const |
If problem is dual feasible. More... | |
int | algorithm () const |
Current (or last) algorithm. More... | |
void | setAlgorithm (int value) |
Set algorithm. More... | |
CoinWorkDouble | sumDualInfeasibilities () const |
Sum of dual infeasibilities. More... | |
CoinWorkDouble | sumPrimalInfeasibilities () const |
Sum of primal infeasibilities. More... | |
CoinWorkDouble | dualObjective () const |
dualObjective. More... | |
CoinWorkDouble | primalObjective () const |
primalObjective. More... | |
CoinWorkDouble | diagonalNorm () const |
diagonalNorm More... | |
CoinWorkDouble | linearPerturbation () const |
linearPerturbation More... | |
void | setLinearPerturbation (CoinWorkDouble value) |
If problem is primal feasible. More... | |
CoinWorkDouble | projectionTolerance () const |
projectionTolerance More... | |
void | setProjectionTolerance (CoinWorkDouble value) |
If problem is primal feasible. More... | |
CoinWorkDouble | diagonalPerturbation () const |
diagonalPerturbation More... | |
void | setDiagonalPerturbation (CoinWorkDouble value) |
If problem is primal feasible. More... | |
CoinWorkDouble | gamma () const |
gamma More... | |
void | setGamma (CoinWorkDouble value) |
If problem is primal feasible. More... | |
CoinWorkDouble | delta () const |
delta More... | |
void | setDelta (CoinWorkDouble value) |
If problem is primal feasible. More... | |
CoinWorkDouble | complementarityGap () const |
ComplementarityGap. More... | |
CoinWorkDouble | largestPrimalError () const |
Largest error on Ax-b. More... | |
CoinWorkDouble | largestDualError () const |
Largest error on basic duals. More... | |
int | maximumBarrierIterations () const |
Maximum iterations. More... | |
void | setMaximumBarrierIterations (int value) |
If problem is primal feasible. More... | |
void | setCholesky (ClpCholeskyBase *cholesky) |
Set cholesky (and delete present one) More... | |
int | numberFixed () const |
Return number fixed to see if worth presolving. More... | |
void | fixFixed (bool reallyFix=true) |
fix variables interior says should be. More... | |
CoinWorkDouble * | primalR () const |
Primal erturbation vector. More... | |
CoinWorkDouble * | dualR () const |
Dual erturbation vector. More... | |
public methods | |
CoinWorkDouble | rawObjectiveValue () const |
Raw objective value (so always minimize) More... | |
int | isColumn (int sequence) const |
Returns 1 if sequence indicates column. More... | |
int | sequenceWithin (int sequence) const |
Returns sequence number within section. More... | |
void | checkSolution () |
Checks solution. More... | |
CoinWorkDouble | quadraticDjs (CoinWorkDouble *djRegion, const CoinWorkDouble *solution, CoinWorkDouble scaleFactor) |
Modifies djs to allow for quadratic. More... | |
void | setFixed (int sequence) |
To say a variable is fixed. More... | |
void | clearFixed (int sequence) |
Raw objective value (so always minimize) More... | |
bool | fixed (int sequence) const |
Raw objective value (so always minimize) More... | |
void | setFlagged (int sequence) |
To flag a variable. More... | |
void | clearFlagged (int sequence) |
Raw objective value (so always minimize) More... | |
bool | flagged (int sequence) const |
Raw objective value (so always minimize) More... | |
void | setFixedOrFree (int sequence) |
To say a variable is fixed OR free. More... | |
void | clearFixedOrFree (int sequence) |
Raw objective value (so always minimize) More... | |
bool | fixedOrFree (int sequence) const |
Raw objective value (so always minimize) More... | |
void | setLowerBound (int sequence) |
To say a variable has lower bound. More... | |
void | clearLowerBound (int sequence) |
Raw objective value (so always minimize) More... | |
bool | lowerBound (int sequence) const |
Raw objective value (so always minimize) More... | |
void | setUpperBound (int sequence) |
To say a variable has upper bound. More... | |
void | clearUpperBound (int sequence) |
Raw objective value (so always minimize) More... | |
bool | upperBound (int sequence) const |
Raw objective value (so always minimize) More... | |
void | setFakeLower (int sequence) |
To say a variable has fake lower bound. More... | |
void | clearFakeLower (int sequence) |
Raw objective value (so always minimize) More... | |
bool | fakeLower (int sequence) const |
Raw objective value (so always minimize) More... | |
void | setFakeUpper (int sequence) |
To say a variable has fake upper bound. More... | |
void | clearFakeUpper (int sequence) |
Raw objective value (so always minimize) More... | |
bool | fakeUpper (int sequence) const |
Raw objective value (so always minimize) More... | |
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const double * | rowScale () const |
Scaling. More... | |
const double * | columnScale () const |
const double * | inverseRowScale () const |
const double * | inverseColumnScale () const |
double * | mutableRowScale () const |
double * | mutableColumnScale () const |
double * | mutableInverseRowScale () const |
double * | mutableInverseColumnScale () const |
double * | swapRowScale (double *newScale) |
void | setRowScale (double *scale) |
void | setColumnScale (double *scale) |
double | objectiveScale () const |
Scaling of objective. More... | |
void | setObjectiveScale (double value) |
double | rhsScale () const |
Scaling of rhs and bounds. More... | |
void | setRhsScale (double value) |
void | scaling (int mode=1) |
Sets or unsets scaling, 0 -off, 1 equilibrium, 2 geometric, 3 auto, 4 auto-but-as-initialSolve-in-bab. More... | |
void | unscale () |
If we constructed a "really" scaled model then this reverses the operation. More... | |
int | scalingFlag () const |
Gets scalingFlag. More... | |
double * | objective () const |
Objective. More... | |
double * | objective (const double *solution, double &offset, bool refresh=true) const |
const double * | getObjCoefficients () const |
double * | rowObjective () const |
Row Objective. More... | |
const double * | getRowObjCoefficients () const |
double * | columnLower () const |
Column Lower. More... | |
const double * | getColLower () const |
double * | columnUpper () const |
Column Upper. More... | |
const double * | getColUpper () const |
CoinPackedMatrix * | matrix () const |
Matrix (if not ClpPackedmatrix be careful about memory leak. More... | |
int | getNumElements () const |
Number of elements in matrix. More... | |
double | getSmallElementValue () const |
Small element value - elements less than this set to zero, default is 1.0e-20. More... | |
void | setSmallElementValue (double value) |
ClpMatrixBase * | rowCopy () const |
Row Matrix. More... | |
void | setNewRowCopy (ClpMatrixBase *newCopy) |
Set new row matrix. More... | |
ClpMatrixBase * | clpMatrix () const |
Clp Matrix. More... | |
ClpPackedMatrix * | clpScaledMatrix () const |
Scaled ClpPackedMatrix. More... | |
void | setClpScaledMatrix (ClpPackedMatrix *scaledMatrix) |
Sets pointer to scaled ClpPackedMatrix. More... | |
ClpPackedMatrix * | swapScaledMatrix (ClpPackedMatrix *scaledMatrix) |
Swaps pointer to scaled ClpPackedMatrix. More... | |
void | replaceMatrix (ClpMatrixBase *matrix, bool deleteCurrent=false) |
Replace Clp Matrix (current is not deleted unless told to and new is used) So up to user to delete current. More... | |
void | replaceMatrix (CoinPackedMatrix *newmatrix, bool deleteCurrent=false) |
Replace Clp Matrix (current is not deleted unless told to and new is used) So up to user to delete current. More... | |
double | objectiveValue () const |
Objective value. More... | |
void | setObjectiveValue (double value) |
double | getObjValue () const |
char * | integerInformation () const |
Integer information. More... | |
double * | infeasibilityRay (bool fullRay=false) const |
Infeasibility/unbounded ray (NULL returned if none/wrong) Up to user to use delete [] on these arrays. More... | |
double * | unboundedRay () const |
double * | ray () const |
For advanced users - no need to delete - sign not changed. More... | |
bool | rayExists () const |
just test if infeasibility or unbounded Ray exists More... | |
void | deleteRay () |
just delete ray if exists More... | |
const double * | internalRay () const |
Access internal ray storage. Users should call infeasibilityRay() or unboundedRay() instead. More... | |
bool | statusExists () const |
See if status (i.e. basis) array exists (partly for OsiClp) More... | |
unsigned char * | statusArray () const |
Return address of status (i.e. basis) array (char[numberRows+numberColumns]) More... | |
unsigned char * | statusCopy () const |
Return copy of status (i.e. More... | |
void | copyinStatus (const unsigned char *statusArray) |
Copy in status (basis) vector. More... | |
void | setUserPointer (void *pointer) |
User pointer for whatever reason. More... | |
void * | getUserPointer () const |
void | setTrustedUserPointer (ClpTrustedData *pointer) |
Trusted user pointer. More... | |
ClpTrustedData * | getTrustedUserPointer () const |
int | whatsChanged () const |
What has changed in model (only for masochistic users) More... | |
void | setWhatsChanged (int value) |
int | numberThreads () const |
Number of threads (not really being used) More... | |
void | setNumberThreads (int value) |
ClpModel (bool emptyMessages=false) | |
Default constructor. More... | |
ClpModel (const ClpModel &rhs, int scalingMode=-1) | |
Copy constructor. More... | |
ClpModel & | operator= (const ClpModel &rhs) |
Assignment operator. This copies the data. More... | |
ClpModel (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true) | |
Subproblem constructor. More... | |
~ClpModel () | |
Destructor. More... | |
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). More... | |
void | loadProblem (const CoinPackedMatrix &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). More... | |
void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps). More... | |
int | loadProblem (CoinModel &modelObject, bool tryPlusMinusOne=false) |
This loads a model from a coinModel object - returns number of errors. More... | |
void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const int *length, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
This one is for after presolve to save memory. More... | |
void | loadQuadraticObjective (const int numberColumns, const CoinBigIndex *start, const int *column, const double *element) |
Load up quadratic objective. More... | |
void | loadQuadraticObjective (const CoinPackedMatrix &matrix) |
Loads a problem (the constraints on the rows are given by lower and upper bounds). More... | |
void | deleteQuadraticObjective () |
Get rid of quadratic objective. More... | |
void | setRowObjective (const double *rowObjective) |
This just loads up a row objective. More... | |
int | readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false) |
Read an mps file from the given filename. More... | |
int | readGMPL (const char *filename, const char *dataName, bool keepNames=false) |
Read GMPL files from the given filenames. More... | |
void | copyInIntegerInformation (const char *information) |
Copy in integer informations. More... | |
void | deleteIntegerInformation () |
Drop integer informations. More... | |
void | setContinuous (int index) |
Set the index-th variable to be a continuous variable. More... | |
void | setInteger (int index) |
Set the index-th variable to be an integer variable. More... | |
bool | isInteger (int index) const |
Return true if the index-th variable is an integer variable. More... | |
void | resize (int newNumberRows, int newNumberColumns) |
Resizes rim part of model. More... | |
void | deleteRows (int number, const int *which) |
Deletes rows. More... | |
void | addRow (int numberInRow, const int *columns, const double *elements, double rowLower=-COIN_DBL_MAX, double rowUpper=COIN_DBL_MAX) |
Add one row. More... | |
void | addRows (int number, const double *rowLower, const double *rowUpper, const CoinBigIndex *rowStarts, const int *columns, const double *elements) |
Add rows. More... | |
void | addRows (int number, const double *rowLower, const double *rowUpper, const CoinBigIndex *rowStarts, const int *rowLengths, const int *columns, const double *elements) |
Add rows. More... | |
void | addRows (int number, const double *rowLower, const double *rowUpper, const CoinPackedVectorBase *const *rows) |
Loads a problem (the constraints on the rows are given by lower and upper bounds). More... | |
int | addRows (const CoinBuild &buildObject, bool tryPlusMinusOne=false, bool checkDuplicates=true) |
Add rows from a build object. More... | |
int | addRows (CoinModel &modelObject, bool tryPlusMinusOne=false, bool checkDuplicates=true) |
Add rows from a model object. More... | |
void | deleteColumns (int number, const int *which) |
Deletes columns. More... | |
void | deleteRowsAndColumns (int numberRows, const int *whichRows, int numberColumns, const int *whichColumns) |
Deletes rows AND columns (keeps old sizes) More... | |
void | addColumn (int numberInColumn, const int *rows, const double *elements, double columnLower=0.0, double columnUpper=COIN_DBL_MAX, double objective=0.0) |
Add one column. More... | |
void | addColumns (int number, const double *columnLower, const double *columnUpper, const double *objective, const CoinBigIndex *columnStarts, const int *rows, const double *elements) |
Add columns. More... | |
void | addColumns (int number, const double *columnLower, const double *columnUpper, const double *objective, const CoinBigIndex *columnStarts, const int *columnLengths, const int *rows, const double *elements) |
Loads a problem (the constraints on the rows are given by lower and upper bounds). More... | |
void | addColumns (int number, const double *columnLower, const double *columnUpper, const double *objective, const CoinPackedVectorBase *const *columns) |
Loads a problem (the constraints on the rows are given by lower and upper bounds). More... | |
int | addColumns (const CoinBuild &buildObject, bool tryPlusMinusOne=false, bool checkDuplicates=true) |
Add columns from a build object If tryPlusMinusOne then will try adding as +-1 matrix if no matrix exists. More... | |
int | addColumns (CoinModel &modelObject, bool tryPlusMinusOne=false, bool checkDuplicates=true) |
Add columns from a model object. More... | |
void | modifyCoefficient (int row, int column, double newElement, bool keepZero=false) |
Modify one element of a matrix. More... | |
void | chgRowLower (const double *rowLower) |
Change row lower bounds. More... | |
void | chgRowUpper (const double *rowUpper) |
Change row upper bounds. More... | |
void | chgColumnLower (const double *columnLower) |
Change column lower bounds. More... | |
void | chgColumnUpper (const double *columnUpper) |
Change column upper bounds. More... | |
void | chgObjCoefficients (const double *objIn) |
Change objective coefficients. More... | |
void | borrowModel (ClpModel &otherModel) |
Borrow model. More... | |
void | returnModel (ClpModel &otherModel) |
Return model - nulls all arrays so can be deleted safely also updates any scalars. More... | |
void | createEmptyMatrix () |
Create empty ClpPackedMatrix. More... | |
int | cleanMatrix (double threshold=1.0e-20) |
Really clean up matrix (if ClpPackedMatrix). More... | |
void | copy (const ClpMatrixBase *from, ClpMatrixBase *&to) |
Copy contents - resizing if necessary - otherwise re-use memory. More... | |
void | dropNames () |
Drops names - makes lengthnames 0 and names empty. More... | |
void | copyNames (const std::vector< std::string > &rowNames, const std::vector< std::string > &columnNames) |
Copies in names. More... | |
void | copyRowNames (const std::vector< std::string > &rowNames, int first, int last) |
Copies in Row names - modifies names first .. last-1. More... | |
void | copyColumnNames (const std::vector< std::string > &columnNames, int first, int last) |
Copies in Column names - modifies names first .. last-1. More... | |
void | copyRowNames (const char *const *rowNames, int first, int last) |
Copies in Row names - modifies names first .. last-1. More... | |
void | copyColumnNames (const char *const *columnNames, int first, int last) |
Copies in Column names - modifies names first .. last-1. More... | |
void | setRowName (int rowIndex, std::string &name) |
Set name of row. More... | |
void | setColumnName (int colIndex, std::string &name) |
Set name of col. More... | |
int | findNetwork (char *rotate, double fractionNeeded=0.75) |
Find a network subset. More... | |
CoinModel * | createCoinModel () const |
This creates a coinModel object. More... | |
int | writeMps (const char *filename, int formatType=0, int numberAcross=2, double objSense=0.0) const |
Write the problem in MPS format to the specified file. More... | |
int | numberRows () const |
Number of rows. More... | |
int | getNumRows () const |
Number of rows. More... | |
int | getNumCols () const |
Number of columns. More... | |
int | numberColumns () const |
Number of rows. More... | |
double | primalTolerance () const |
Primal tolerance to use. More... | |
void | setPrimalTolerance (double value) |
Number of rows. More... | |
double | dualTolerance () const |
Dual tolerance to use. More... | |
void | setDualTolerance (double value) |
Number of rows. More... | |
double | primalObjectiveLimit () const |
Primal objective limit. More... | |
void | setPrimalObjectiveLimit (double value) |
Number of rows. More... | |
double | dualObjectiveLimit () const |
Dual objective limit. More... | |
void | setDualObjectiveLimit (double value) |
Number of rows. More... | |
double | objectiveOffset () const |
Objective offset. More... | |
void | setObjectiveOffset (double value) |
Number of rows. More... | |
double | presolveTolerance () const |
Presolve tolerance to use. More... | |
const std::string & | problemName () const |
Number of rows. More... | |
int | numberIterations () const |
Number of iterations. More... | |
int | getIterationCount () const |
Number of rows. More... | |
void | setNumberIterations (int numberIterationsNew) |
Number of rows. More... | |
int | solveType () const |
Solve type - 1 simplex, 2 simplex interface, 3 Interior. More... | |
void | setSolveType (int type) |
Number of rows. More... | |
int | maximumIterations () const |
Maximum number of iterations. More... | |
void | setMaximumIterations (int value) |
Number of rows. More... | |
double | maximumSeconds () const |
Maximum time in seconds (from when set called) More... | |
void | setMaximumSeconds (double value) |
Number of rows. More... | |
void | setMaximumWallSeconds (double value) |
Number of rows. More... | |
bool | hitMaximumIterations () const |
Returns true if hit maximum iterations (or time) More... | |
int | status () const |
Status of problem: -1 - unknown e.g. More... | |
int | problemStatus () const |
Number of rows. More... | |
void | setProblemStatus (int problemStatusNew) |
Set problem status. More... | |
int | secondaryStatus () const |
Secondary status of problem - may get extended 0 - none 1 - primal infeasible because dual limit reached OR (probably primal infeasible but can't prove it - main status was 4) 2 - scaled problem optimal - unscaled problem has primal infeasibilities 3 - scaled problem optimal - unscaled problem has dual infeasibilities 4 - scaled problem optimal - unscaled problem has primal and dual infeasibilities 5 - giving up in primal with flagged variables 6 - failed due to empty problem check 7 - postSolve says not optimal 8 - failed due to bad element check 9 - status was 3 and stopped on time 10 - status was 3 but stopped as primal feasible 100 up - translation of enum from ClpEventHandler. More... | |
void | setSecondaryStatus (int newstatus) |
Number of rows. More... | |
bool | isAbandoned () const |
Are there a numerical difficulties? More... | |
bool | isProvenOptimal () const |
Is optimality proven? More... | |
bool | isProvenPrimalInfeasible () const |
Is primal infeasiblity proven? More... | |
bool | isProvenDualInfeasible () const |
Is dual infeasiblity proven? More... | |
bool | isPrimalObjectiveLimitReached () const |
Is the given primal objective limit reached? More... | |
bool | isDualObjectiveLimitReached () const |
Is the given dual objective limit reached? More... | |
bool | isIterationLimitReached () const |
Iteration limit reached? More... | |
double | optimizationDirection () const |
Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore. More... | |
double | getObjSense () const |
Number of rows. More... | |
void | setOptimizationDirection (double value) |
Number of rows. More... | |
double * | primalRowSolution () const |
Primal row solution. More... | |
const double * | getRowActivity () const |
Number of rows. More... | |
double * | primalColumnSolution () const |
Primal column solution. More... | |
const double * | getColSolution () const |
Number of rows. More... | |
void | setColSolution (const double *input) |
Number of rows. More... | |
double * | dualRowSolution () const |
Dual row solution. More... | |
const double * | getRowPrice () const |
Number of rows. More... | |
double * | dualColumnSolution () const |
Reduced costs. More... | |
const double * | getReducedCost () const |
Number of rows. More... | |
double * | rowLower () const |
Row lower. More... | |
const double * | getRowLower () const |
Number of rows. More... | |
double * | rowUpper () const |
Row upper. More... | |
const double * | getRowUpper () const |
Number of rows. More... | |
void | setObjectiveCoefficient (int elementIndex, double elementValue) |
Set an objective function coefficient. More... | |
void | setObjCoeff (int elementIndex, double elementValue) |
Set an objective function coefficient. More... | |
void | setColumnLower (int elementIndex, double elementValue) |
Set a single column lower bound Use -DBL_MAX for -infinity. More... | |
void | setColumnUpper (int elementIndex, double elementValue) |
Set a single column upper bound Use DBL_MAX for infinity. More... | |
void | setColumnBounds (int elementIndex, double lower, double upper) |
Set a single column lower and upper bound. More... | |
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 setColLower() and setColUpper() over and over again. More... | |
void | setColLower (int elementIndex, double elementValue) |
Set a single column lower bound Use -DBL_MAX for -infinity. More... | |
void | setColUpper (int elementIndex, double elementValue) |
Set a single column upper bound Use DBL_MAX for infinity. More... | |
void | setColBounds (int elementIndex, double lower, double upper) |
Set a single column lower and upper bound. More... | |
void | setColSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a number of columns simultaneously More... | |
void | setRowLower (int elementIndex, double elementValue) |
Set a single row lower bound Use -DBL_MAX for -infinity. More... | |
void | setRowUpper (int elementIndex, double elementValue) |
Set a single row upper bound Use DBL_MAX for infinity. More... | |
void | setRowBounds (int elementIndex, double lower, double upper) |
Set a single row lower and upper bound. More... | |
void | setRowSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a number of rows simultaneously More... | |
void | passInMessageHandler (CoinMessageHandler *handler) |
Pass in Message handler (not deleted at end) More... | |
CoinMessageHandler * | pushMessageHandler (CoinMessageHandler *handler, bool &oldDefault) |
Pass in Message handler (not deleted at end) and return current. More... | |
void | popMessageHandler (CoinMessageHandler *oldHandler, bool oldDefault) |
back to previous message handler More... | |
void | newLanguage (CoinMessages::Language language) |
Set language. More... | |
void | setLanguage (CoinMessages::Language language) |
Pass in Message handler (not deleted at end) More... | |
void | setDefaultMessageHandler () |
Overrides message handler with a default one. More... | |
CoinMessageHandler * | messageHandler () const |
Return handler. More... | |
CoinMessages | messages () const |
Return messages. More... | |
CoinMessages * | messagesPointer () |
Return pointer to messages. More... | |
CoinMessages | coinMessages () const |
Return Coin messages. More... | |
CoinMessages * | coinMessagesPointer () |
Return pointer to Coin messages. More... | |
void | setLogLevel (int value) |
Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - verbose above that 8,16,32 etc just for selective debug. More... | |
int | logLevel () const |
Pass in Message handler (not deleted at end) More... | |
bool | defaultHandler () const |
Return true if default handler. More... | |
void | passInEventHandler (const ClpEventHandler *eventHandler) |
Pass in Event handler (cloned and deleted at end) More... | |
ClpEventHandler * | eventHandler () const |
Event handler. More... | |
CoinThreadRandom * | randomNumberGenerator () |
Thread specific random number generator. More... | |
CoinThreadRandom & | mutableRandomNumberGenerator () |
Thread specific random number generator. More... | |
void | setRandomSeed (int value) |
Set seed for thread specific random number generator. More... | |
int | lengthNames () const |
length of names (0 means no names0 More... | |
void | setLengthNames (int value) |
length of names (0 means no names0 More... | |
const std::vector< std::string > * | rowNames () const |
Row names. More... | |
const std::string & | rowName (int iRow) const |
Pass in Message handler (not deleted at end) More... | |
std::string | getRowName (int iRow) const |
Return name or Rnnnnnnn. More... | |
const std::vector< std::string > * | columnNames () const |
Column names. More... | |
const std::string & | columnName (int iColumn) const |
Pass in Message handler (not deleted at end) More... | |
std::string | getColumnName (int iColumn) const |
Return name or Cnnnnnnn. More... | |
ClpObjective * | objectiveAsObject () const |
Objective methods. More... | |
void | setObjective (ClpObjective *objective) |
Pass in Message handler (not deleted at end) More... | |
void | setObjectivePointer (ClpObjective *newobjective) |
Pass in Message handler (not deleted at end) More... | |
int | emptyProblem (int *infeasNumber=NULL, double *infeasSum=NULL, bool printMessage=true) |
Solve a problem with no elements - return status and dual and primal infeasibilites. More... | |
void | times (double scalar, const double *x, double *y) const |
Return y + A * x * scalar in y . More... | |
void | transposeTimes (double scalar, const double *x, double *y) const |
Return y + x * scalar * A in y . More... | |
bool | setIntParam (ClpIntParam key, int value) |
Set an integer parameter. More... | |
bool | setDblParam (ClpDblParam key, double value) |
Set an double parameter. More... | |
bool | setStrParam (ClpStrParam key, const std::string &value) |
Set an string parameter. More... | |
bool | getIntParam (ClpIntParam key, int &value) const |
Set an integer parameter. More... | |
bool | getDblParam (ClpDblParam key, double &value) const |
Set an integer parameter. More... | |
bool | getStrParam (ClpStrParam key, std::string &value) const |
Set an integer parameter. More... | |
void | generateCpp (FILE *fp) |
Create C++ lines to get to current state. More... | |
unsigned int | specialOptions () const |
For advanced options 1 - Don't keep changing infeasibility weight 2 - Keep nonLinearCost round solves 4 - Force outgoing variables to exact bound (primal) 8 - Safe to use dense initial factorization 16 -Just use basic variables for operation if column generation 32 -Create ray even in BAB 64 -Treat problem as feasible until last minute (i.e. More... | |
void | setSpecialOptions (unsigned int value) |
Set an integer parameter. More... | |
bool | inCbcBranchAndBound () const |
Set an integer parameter. More... | |
Protected Member Functions | |
protected methods | |
void | gutsOfDelete () |
Does most of deletion. More... | |
void | gutsOfCopy (const ClpInterior &rhs) |
Does most of copying. More... | |
bool | createWorkingData () |
Returns true if data looks okay, false if not. More... | |
void | deleteWorkingData () |
Does most of deletion. More... | |
bool | sanityCheck () |
Sanity check on input rim data. More... | |
int | housekeeping () |
This does housekeeping. More... | |
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void | gutsOfDelete (int type) |
Does most of deletion (0 = all, 1 = most) More... | |
void | gutsOfCopy (const ClpModel &rhs, int trueCopy=1) |
Does most of copying If trueCopy 0 then just points to arrays If -1 leaves as much as possible. More... | |
void | getRowBound (int iRow, double &lower, double &upper) const |
gets lower and upper bounds on rows More... | |
void | gutsOfLoadModel (int numberRows, int numberColumns, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
puts in format I like - 4 array matrix - may make row copy More... | |
void | gutsOfScaling () |
Does much of scaling. More... | |
double | rawObjectiveValue () const |
Objective value - always minimize. More... | |
bool | permanentArrays () const |
If we are using maximumRows_ and Columns_. More... | |
void | startPermanentArrays () |
Start using maximumRows_ and Columns_. More... | |
void | stopPermanentArrays () |
Stop using maximumRows_ and Columns_. More... | |
const char *const * | rowNamesAsChar () const |
Create row names as char **. More... | |
const char *const * | columnNamesAsChar () const |
Create column names as char **. More... | |
void | deleteNamesAsChar (const char *const *names, int number) const |
Delete char * version of names. More... | |
void | onStopped () |
On stopped - sets secondary status. More... | |
Friends | |
void | ClpInteriorUnitTest (const std::string &mpsDir, const std::string &netlibDir) |
A function that tests the methods in the ClpInterior class. More... | |
Additional Inherited Members | |
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double | optimizationDirection_ |
Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore. More... | |
double | dblParam_ [ClpLastDblParam] |
Array of double parameters. More... | |
double | objectiveValue_ |
Objective value. More... | |
double | smallElement_ |
Small element value. More... | |
double | objectiveScale_ |
Scaling of objective. More... | |
double | rhsScale_ |
Scaling of rhs and bounds. More... | |
int | numberRows_ |
Number of rows. More... | |
int | numberColumns_ |
Number of columns. More... | |
double * | rowActivity_ |
Row activities. More... | |
double * | columnActivity_ |
Column activities. More... | |
double * | dual_ |
Duals. More... | |
double * | reducedCost_ |
Reduced costs. More... | |
double * | rowLower_ |
Row lower. More... | |
double * | rowUpper_ |
Row upper. More... | |
ClpObjective * | objective_ |
Objective. More... | |
double * | rowObjective_ |
Row Objective (? sign) - may be NULL. More... | |
double * | columnLower_ |
Column Lower. More... | |
double * | columnUpper_ |
Column Upper. More... | |
ClpMatrixBase * | matrix_ |
Packed matrix. More... | |
ClpMatrixBase * | rowCopy_ |
Row copy if wanted. More... | |
ClpPackedMatrix * | scaledMatrix_ |
Scaled packed matrix. More... | |
double * | ray_ |
Infeasible/unbounded ray. More... | |
double * | rowScale_ |
Row scale factors for matrix. More... | |
double * | columnScale_ |
Column scale factors. More... | |
double * | inverseRowScale_ |
Inverse row scale factors for matrix (end of rowScale_) More... | |
double * | inverseColumnScale_ |
Inverse column scale factors for matrix (end of columnScale_) More... | |
int | scalingFlag_ |
Scale flag, 0 none, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic, 5 geometric on rows. More... | |
unsigned char * | status_ |
Status (i.e. More... | |
char * | integerType_ |
Integer information. More... | |
void * | userPointer_ |
User pointer for whatever reason. More... | |
ClpTrustedData * | trustedUserPointer_ |
Trusted user pointer e.g. for heuristics. More... | |
int | intParam_ [ClpLastIntParam] |
Array of integer parameters. More... | |
int | numberIterations_ |
Number of iterations. More... | |
int | solveType_ |
Solve type - 1 simplex, 2 simplex interface, 3 Interior. More... | |
unsigned int | whatsChanged_ |
Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore. More... | |
int | problemStatus_ |
Status of problem. More... | |
int | secondaryStatus_ |
Secondary status of problem. More... | |
int | lengthNames_ |
length of names (0 means no names) More... | |
int | numberThreads_ |
Number of threads (not very operational) More... | |
unsigned int | specialOptions_ |
For advanced options See get and set for meaning. More... | |
CoinMessageHandler * | handler_ |
Message handler. More... | |
bool | defaultHandler_ |
Flag to say if default handler (so delete) More... | |
CoinThreadRandom | randomNumberGenerator_ |
Thread specific random number generator. More... | |
ClpEventHandler * | eventHandler_ |
Event handler. More... | |
std::vector< std::string > | rowNames_ |
Row names. More... | |
std::vector< std::string > | columnNames_ |
Column names. More... | |
CoinMessages | messages_ |
Messages. More... | |
CoinMessages | coinMessages_ |
Coin messages. More... | |
int | maximumColumns_ |
Maximum number of columns in model. More... | |
int | maximumRows_ |
Maximum number of rows in model. More... | |
int | maximumInternalColumns_ |
Maximum number of columns (internal arrays) in model. More... | |
int | maximumInternalRows_ |
Maximum number of rows (internal arrays) in model. More... | |
CoinPackedMatrix | baseMatrix_ |
Base packed matrix. More... | |
CoinPackedMatrix | baseRowCopy_ |
Base row copy. More... | |
double * | savedRowScale_ |
Saved row scale factors for matrix. More... | |
double * | savedColumnScale_ |
Saved column scale factors. More... | |
std::string | strParam_ [ClpLastStrParam] |
Array of string parameters. More... | |
This solves LPs using interior point methods.
It inherits from ClpModel and all its arrays are created at algorithm time.
Definition at line 72 of file ClpInterior.hpp.
ClpInterior::ClpInterior | ( | ) |
Default constructor.
ClpInterior::ClpInterior | ( | const ClpInterior & | ) |
Copy constructor.
ClpInterior::ClpInterior | ( | const ClpModel & | ) |
Copy constructor from model.
ClpInterior::ClpInterior | ( | const ClpModel * | wholeModel, |
int | numberRows, | ||
const int * | whichRows, | ||
int | numberColumns, | ||
const int * | whichColumns, | ||
bool | dropNames = true , |
||
bool | dropIntegers = true |
||
) |
Subproblem constructor.
A subset of whole model is created from the row and column lists given. The new order is given by list order and duplicates are allowed. Name and integer information can be dropped
ClpInterior::~ClpInterior | ( | ) |
Destructor.
ClpInterior& ClpInterior::operator= | ( | const ClpInterior & | rhs | ) |
Assignment operator. This copies the data.
void ClpInterior::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).
If a pointer is 0 then the following values are the default:
colub
: all columns have upper bound infinity collb
: all columns have lower bound 0 rowub
: all rows have upper bound infinity rowlb
: all rows have lower bound -infinity obj
: all variables have 0 objective coefficient void ClpInterior::loadProblem | ( | const CoinPackedMatrix & | matrix, |
const double * | collb, | ||
const double * | colub, | ||
const double * | obj, | ||
const double * | rowlb, | ||
const double * | rowub, | ||
const double * | rowObjective = NULL |
||
) |
Default constructor.
void ClpInterior::loadProblem | ( | const int | numcols, |
const int | numrows, | ||
const CoinBigIndex * | start, | ||
const int * | index, | ||
const double * | value, | ||
const double * | collb, | ||
const double * | colub, | ||
const double * | obj, | ||
const double * | rowlb, | ||
const double * | rowub, | ||
const double * | rowObjective = NULL |
||
) |
Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps).
void ClpInterior::loadProblem | ( | const int | numcols, |
const int | numrows, | ||
const CoinBigIndex * | start, | ||
const int * | index, | ||
const double * | value, | ||
const int * | length, | ||
const double * | collb, | ||
const double * | colub, | ||
const double * | obj, | ||
const double * | rowlb, | ||
const double * | rowub, | ||
const double * | rowObjective = NULL |
||
) |
This one is for after presolve to save memory.
int ClpInterior::readMps | ( | const char * | filename, |
bool | keepNames = false , |
||
bool | ignoreErrors = false |
||
) |
Read an mps file from the given filename.
Borrow model.
This is so we dont have to copy large amounts of data around. It assumes a derived class wants to overwrite an empty model with a real one - while it does an algorithm. This is same as ClpModel one.
int ClpInterior::pdco | ( | ) |
Pdco algorithm - see ClpPdco.hpp for method.
int ClpInterior::pdco | ( | ClpPdcoBase * | stuff, |
Options & | options, | ||
Info & | info, | ||
Outfo & | outfo | ||
) |
Pdco algorithm - see ClpPdco.hpp for method.
int ClpInterior::primalDual | ( | ) |
Primal-Dual Predictor-Corrector barrier.
|
inline |
If problem is primal feasible.
Definition at line 165 of file ClpInterior.hpp.
|
inline |
If problem is dual feasible.
Definition at line 169 of file ClpInterior.hpp.
|
inline |
Current (or last) algorithm.
Definition at line 173 of file ClpInterior.hpp.
|
inline |
Set algorithm.
Definition at line 177 of file ClpInterior.hpp.
|
inline |
Sum of dual infeasibilities.
Definition at line 181 of file ClpInterior.hpp.
|
inline |
Sum of primal infeasibilities.
Definition at line 185 of file ClpInterior.hpp.
|
inline |
dualObjective.
Definition at line 189 of file ClpInterior.hpp.
|
inline |
primalObjective.
Definition at line 193 of file ClpInterior.hpp.
|
inline |
diagonalNorm
Definition at line 197 of file ClpInterior.hpp.
|
inline |
linearPerturbation
Definition at line 201 of file ClpInterior.hpp.
|
inline |
If problem is primal feasible.
Definition at line 204 of file ClpInterior.hpp.
|
inline |
projectionTolerance
Definition at line 208 of file ClpInterior.hpp.
|
inline |
If problem is primal feasible.
Definition at line 211 of file ClpInterior.hpp.
|
inline |
diagonalPerturbation
Definition at line 215 of file ClpInterior.hpp.
|
inline |
If problem is primal feasible.
Definition at line 218 of file ClpInterior.hpp.
|
inline |
gamma
Definition at line 222 of file ClpInterior.hpp.
|
inline |
If problem is primal feasible.
Definition at line 225 of file ClpInterior.hpp.
|
inline |
delta
Definition at line 229 of file ClpInterior.hpp.
|
inline |
If problem is primal feasible.
Definition at line 232 of file ClpInterior.hpp.
|
inline |
ComplementarityGap.
Definition at line 236 of file ClpInterior.hpp.
|
inline |
Largest error on Ax-b.
Definition at line 244 of file ClpInterior.hpp.
|
inline |
Largest error on basic duals.
Definition at line 248 of file ClpInterior.hpp.
|
inline |
Maximum iterations.
Definition at line 252 of file ClpInterior.hpp.
|
inline |
If problem is primal feasible.
Definition at line 255 of file ClpInterior.hpp.
void ClpInterior::setCholesky | ( | ClpCholeskyBase * | cholesky | ) |
Set cholesky (and delete present one)
int ClpInterior::numberFixed | ( | ) | const |
Return number fixed to see if worth presolving.
void ClpInterior::fixFixed | ( | bool | reallyFix = true | ) |
fix variables interior says should be.
If reallyFix false then just set values to exact bounds
|
inline |
Primal erturbation vector.
Definition at line 266 of file ClpInterior.hpp.
|
inline |
Dual erturbation vector.
Definition at line 270 of file ClpInterior.hpp.
|
protected |
Does most of deletion.
|
protected |
Does most of copying.
|
protected |
Returns true if data looks okay, false if not.
|
protected |
Does most of deletion.
|
protected |
Sanity check on input rim data.
|
protected |
This does housekeeping.
|
inline |
Raw objective value (so always minimize)
Definition at line 294 of file ClpInterior.hpp.
|
inline |
Returns 1 if sequence indicates column.
Definition at line 298 of file ClpInterior.hpp.
|
inline |
Returns sequence number within section.
Definition at line 302 of file ClpInterior.hpp.
void ClpInterior::checkSolution | ( | ) |
Checks solution.
CoinWorkDouble ClpInterior::quadraticDjs | ( | CoinWorkDouble * | djRegion, |
const CoinWorkDouble * | solution, | ||
CoinWorkDouble | scaleFactor | ||
) |
Modifies djs to allow for quadratic.
returns quadratic offset
|
inline |
To say a variable is fixed.
Definition at line 313 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 316 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 319 of file ClpInterior.hpp.
|
inline |
To flag a variable.
Definition at line 324 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 327 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 330 of file ClpInterior.hpp.
|
inline |
To say a variable is fixed OR free.
Definition at line 335 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 338 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 341 of file ClpInterior.hpp.
|
inline |
To say a variable has lower bound.
Definition at line 346 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 349 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 352 of file ClpInterior.hpp.
|
inline |
To say a variable has upper bound.
Definition at line 357 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 360 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 363 of file ClpInterior.hpp.
|
inline |
To say a variable has fake lower bound.
Definition at line 368 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 371 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 374 of file ClpInterior.hpp.
|
inline |
To say a variable has fake upper bound.
Definition at line 379 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 382 of file ClpInterior.hpp.
|
inline |
Raw objective value (so always minimize)
Definition at line 385 of file ClpInterior.hpp.
|
friend |
A function that tests the methods in the ClpInterior class.
The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging.
It also does some testing of ClpFactorization class
|
protected |
Largest error on Ax-b.
Definition at line 400 of file ClpInterior.hpp.
|
protected |
Largest error on basic duals.
Definition at line 402 of file ClpInterior.hpp.
|
protected |
Sum of dual infeasibilities.
Definition at line 404 of file ClpInterior.hpp.
|
protected |
Sum of primal infeasibilities.
Definition at line 406 of file ClpInterior.hpp.
|
protected |
Worst complementarity.
Definition at line 408 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::xsize_ |
Largest error on Ax-b.
Definition at line 411 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::zsize_ |
Largest error on Ax-b.
Definition at line 412 of file ClpInterior.hpp.
|
protected |
Working copy of lower bounds (Owner of arrays below)
Definition at line 415 of file ClpInterior.hpp.
|
protected |
Row lower bounds - working copy.
Definition at line 417 of file ClpInterior.hpp.
|
protected |
Column lower bounds - working copy.
Definition at line 419 of file ClpInterior.hpp.
|
protected |
Working copy of upper bounds (Owner of arrays below)
Definition at line 421 of file ClpInterior.hpp.
|
protected |
Row upper bounds - working copy.
Definition at line 423 of file ClpInterior.hpp.
|
protected |
Column upper bounds - working copy.
Definition at line 425 of file ClpInterior.hpp.
|
protected |
Working copy of objective.
Definition at line 427 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::rhs_ |
Rhs.
Definition at line 430 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::x_ |
Largest error on Ax-b.
Definition at line 431 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::y_ |
Largest error on Ax-b.
Definition at line 432 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::dj_ |
Largest error on Ax-b.
Definition at line 433 of file ClpInterior.hpp.
|
protected |
Pointer to Lsqr object.
Definition at line 436 of file ClpInterior.hpp.
|
protected |
Pointer to stuff.
Definition at line 438 of file ClpInterior.hpp.
|
protected |
Below here is standard barrier stuff mu.
Definition at line 441 of file ClpInterior.hpp.
|
protected |
objectiveNorm.
Definition at line 443 of file ClpInterior.hpp.
|
protected |
rhsNorm.
Definition at line 445 of file ClpInterior.hpp.
|
protected |
solutionNorm.
Definition at line 447 of file ClpInterior.hpp.
|
protected |
dualObjective.
Definition at line 449 of file ClpInterior.hpp.
|
protected |
primalObjective.
Definition at line 451 of file ClpInterior.hpp.
|
protected |
diagonalNorm.
Definition at line 453 of file ClpInterior.hpp.
|
protected |
stepLength
Definition at line 455 of file ClpInterior.hpp.
|
protected |
linearPerturbation
Definition at line 457 of file ClpInterior.hpp.
|
protected |
diagonalPerturbation
Definition at line 459 of file ClpInterior.hpp.
|
protected |
Largest error on Ax-b.
Definition at line 461 of file ClpInterior.hpp.
|
protected |
Largest error on Ax-b.
Definition at line 463 of file ClpInterior.hpp.
|
protected |
targetGap
Definition at line 465 of file ClpInterior.hpp.
|
protected |
projectionTolerance
Definition at line 467 of file ClpInterior.hpp.
|
protected |
maximumRHSError. maximum Ax
Definition at line 469 of file ClpInterior.hpp.
|
protected |
maximumBoundInfeasibility.
Definition at line 471 of file ClpInterior.hpp.
|
protected |
maximumDualError.
Definition at line 473 of file ClpInterior.hpp.
|
protected |
diagonalScaleFactor.
Definition at line 475 of file ClpInterior.hpp.
|
protected |
scaleFactor. For scaling objective
Definition at line 477 of file ClpInterior.hpp.
|
protected |
actualPrimalStep
Definition at line 479 of file ClpInterior.hpp.
|
protected |
actualDualStep
Definition at line 481 of file ClpInterior.hpp.
|
protected |
smallestInfeasibility
Definition at line 483 of file ClpInterior.hpp.
|
protected |
Largest error on Ax-b.
Definition at line 486 of file ClpInterior.hpp.
|
protected |
complementarityGap.
Definition at line 488 of file ClpInterior.hpp.
|
protected |
baseObjectiveNorm
Definition at line 490 of file ClpInterior.hpp.
|
protected |
worstDirectionAccuracy
Definition at line 492 of file ClpInterior.hpp.
|
protected |
maximumRHSChange
Definition at line 494 of file ClpInterior.hpp.
|
protected |
errorRegion. i.e. Ax
Definition at line 496 of file ClpInterior.hpp.
|
protected |
rhsFixRegion.
Definition at line 498 of file ClpInterior.hpp.
|
protected |
upperSlack
Definition at line 500 of file ClpInterior.hpp.
|
protected |
lowerSlack
Definition at line 502 of file ClpInterior.hpp.
|
protected |
diagonal
Definition at line 504 of file ClpInterior.hpp.
|
protected |
solution
Definition at line 506 of file ClpInterior.hpp.
|
protected |
work array
Definition at line 508 of file ClpInterior.hpp.
|
protected |
delta X
Definition at line 510 of file ClpInterior.hpp.
|
protected |
delta Y
Definition at line 512 of file ClpInterior.hpp.
|
protected |
deltaZ.
Definition at line 514 of file ClpInterior.hpp.
|
protected |
deltaW.
Definition at line 516 of file ClpInterior.hpp.
|
protected |
deltaS.
Definition at line 518 of file ClpInterior.hpp.
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Largest error on Ax-b.
Definition at line 519 of file ClpInterior.hpp.
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Primal regularization array.
Definition at line 521 of file ClpInterior.hpp.
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Dual regularization array.
Definition at line 523 of file ClpInterior.hpp.
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rhs B
Definition at line 525 of file ClpInterior.hpp.
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rhsU.
Definition at line 527 of file ClpInterior.hpp.
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rhsL.
Definition at line 529 of file ClpInterior.hpp.
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rhsZ.
Definition at line 531 of file ClpInterior.hpp.
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rhsW.
Definition at line 533 of file ClpInterior.hpp.
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rhs C
Definition at line 535 of file ClpInterior.hpp.
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zVec
Definition at line 537 of file ClpInterior.hpp.
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wVec
Definition at line 539 of file ClpInterior.hpp.
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cholesky.
Definition at line 541 of file ClpInterior.hpp.
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numberComplementarityPairs i.e. ones with lower and/or upper bounds (not fixed)
Definition at line 543 of file ClpInterior.hpp.
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numberComplementarityItems_ i.e. number of active bounds
Definition at line 545 of file ClpInterior.hpp.
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Maximum iterations.
Definition at line 547 of file ClpInterior.hpp.
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gonePrimalFeasible.
Definition at line 549 of file ClpInterior.hpp.
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goneDualFeasible.
Definition at line 551 of file ClpInterior.hpp.
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Which algorithm being used.
Definition at line 553 of file ClpInterior.hpp.