ClpNonLinearCost Class Reference

#include <ClpNonLinearCost.hpp>

Collaboration diagram for ClpNonLinearCost:

Public Member Functions
Constructors, destructor
	ClpNonLinearCost ()
	Default constructor. More...
	ClpNonLinearCost (ClpSimplex *model, int method=1)
	Constructor from simplex. More...
	ClpNonLinearCost (ClpSimplex *model, const int *starts, const double *lower, const double *cost)
	Constructor from simplex and list of non-linearities (columns only) First lower of each column has to match real lower Last lower has to be <= upper (if == then cost ignored) This could obviously be changed to make more user friendly. More...
	~ClpNonLinearCost ()
	Destructor. More...
	ClpNonLinearCost (const ClpNonLinearCost &)
	Default constructor. More...
ClpNonLinearCost &	operator= (const ClpNonLinearCost &)
	Default constructor. More...
Actual work in primal
void	checkInfeasibilities (double oldTolerance=0.0)
	Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero. More...
void	checkInfeasibilities (int numberInArray, const int *index)
	Changes infeasible costs for each variable The indices are row indices and need converting to sequences. More...
void	checkChanged (int numberInArray, CoinIndexedVector *update)
	Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs. More...
void	goThru (int numberInArray, double multiplier, const int *index, const double *work, double *rhs)
	Goes through one bound for each variable. More...
void	goBack (int numberInArray, const int *index, double *rhs)
	Takes off last iteration (i.e. More...
void	goBackAll (const CoinIndexedVector *update)
	Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs. More...
void	zapCosts ()
	Temporary zeroing of feasible costs. More...
void	refreshCosts (const double *columnCosts)
	Refreshes costs always makes row costs zero. More...
void	feasibleBounds ()
	Puts feasible bounds into lower and upper. More...
void	refresh ()
	Refresh - assuming regions OK. More...
double	setOne (int sequence, double solutionValue)
	Sets bounds and cost for one variable Returns change in cost May need to be inline for speed. More...
void	setOne (int sequence, double solutionValue, double lowerValue, double upperValue, double costValue=0.0)
	Sets bounds and infeasible cost and true cost for one variable This is for gub and column generation etc. More...
int	setOneOutgoing (int sequence, double &solutionValue)
	Sets bounds and cost for outgoing variable may change value Returns direction. More...
double	nearest (int sequence, double solutionValue)
	Returns nearest bound. More...
double	changeInCost (int sequence, double alpha) const
	Returns change in cost - one down if alpha >0.0, up if <0.0 Value is current - new. More...
double	changeUpInCost (int sequence) const
	Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero. More...
double	changeDownInCost (int sequence) const
	Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero. More...
double	changeInCost (int sequence, double alpha, double &rhs)
	This also updates next bound. More...
double	lower (int sequence) const
	Returns current lower bound. More...
double	upper (int sequence) const
	Returns current upper bound. More...
double	cost (int sequence) const
	Returns current cost. More...
Gets and sets
int	numberInfeasibilities () const
	Number of infeasibilities. More...
double	changeInCost () const
	Change in cost. More...
double	feasibleCost () const
	Feasible cost. More...
double	feasibleReportCost () const
	Feasible cost with offset and direction (i.e. for reporting) More...
double	sumInfeasibilities () const
	Sum of infeasibilities. More...
double	largestInfeasibility () const
	Largest infeasibility. More...
double	averageTheta () const
	Average theta. More...
void	setAverageTheta (double value)
	Number of infeasibilities. More...
void	setChangeInCost (double value)
	Number of infeasibilities. More...
void	setMethod (int value)
	Number of infeasibilities. More...
bool	lookBothWays () const
	See if may want to look both ways. More...
Private functions to deal with infeasible regions
bool	infeasible (int i) const
	For debug. More...
void	setInfeasible (int i, bool trueFalse)
	For debug. More...
unsigned char *	statusArray () const
	For debug. More...
void	validate ()
	For debug. More...

Private Attributes
Data members
double	changeCost_
	Change in cost because of infeasibilities. More...
double	feasibleCost_
	Feasible cost. More...
double	infeasibilityWeight_
	Current infeasibility weight. More...
double	largestInfeasibility_
	Largest infeasibility. More...
double	sumInfeasibilities_
	Sum of infeasibilities. More...
double	averageTheta_
	Average theta - kept here as only for primal. More...
int	numberRows_
	Number of rows (mainly for checking and copy) More...
int	numberColumns_
	Number of columns (mainly for checking and copy) More...
int *	start_
	Starts for each entry (columns then rows) More...
int *	whichRange_
	Range for each entry (columns then rows) More...
int *	offset_
	Temporary range offset for each entry (columns then rows) More...
double *	lower_
	Lower bound for each range (upper bound is next lower). More...
double *	cost_
	Cost for each range. More...
ClpSimplex *	model_
	Model. More...
unsigned int *	infeasible_
	Change in cost because of infeasibilities. More...
int	numberInfeasibilities_
	Number of infeasibilities found. More...
unsigned char *	status_
	Contains status at beginning and current. More...
double *	bound_
	Bound which has been replaced in lower_ or upper_. More...
double *	cost2_
	Feasible cost array. More...
int	method_
	Method 1 old, 2 new, 3 both! More...
bool	convex_
	If all non-linear costs convex. More...
bool	bothWays_
	If we should look both ways for djs. More...

Detailed Description

Definition at line 78 of file ClpNonLinearCost.hpp.

Constructor & Destructor Documentation

ClpNonLinearCost::ClpNonLinearCost

(

)

Default constructor.

ClpNonLinearCost::ClpNonLinearCost	(	ClpSimplex *	model,
		int	method = 1
	)

Constructor from simplex.

This will just set up wasteful arrays for linear, but later may do dual analysis and even finding duplicate columns .

ClpNonLinearCost::ClpNonLinearCost	(	ClpSimplex *	model,
		const int *	starts,
		const double *	lower,
		const double *	cost
	)

Constructor from simplex and list of non-linearities (columns only) First lower of each column has to match real lower Last lower has to be <= upper (if == then cost ignored) This could obviously be changed to make more user friendly.

ClpNonLinearCost::~ClpNonLinearCost

(

)

Destructor.

ClpNonLinearCost::ClpNonLinearCost

(

const ClpNonLinearCost &

)

Default constructor.

Member Function Documentation

ClpNonLinearCost& ClpNonLinearCost::operator=

(

const ClpNonLinearCost &

)

Default constructor.

void ClpNonLinearCost::checkInfeasibilities

(

double

oldTolerance = 0.0

)

Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero.

• but does not move those <= oldTolerance away

void ClpNonLinearCost::checkInfeasibilities	(	int	numberInArray,
		const int *	index
	)

Changes infeasible costs for each variable The indices are row indices and need converting to sequences.

void ClpNonLinearCost::checkChanged	(	int	numberInArray,
		CoinIndexedVector *	update
	)

Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs.

On input array is empty (but indices exist). On exit just changed costs will be stored as normal CoinIndexedVector

void ClpNonLinearCost::goThru	(	int	numberInArray,
		double	multiplier,
		const int *	index,
		const double *	work,
		double *	rhs
	)

Goes through one bound for each variable.

If multiplier*work[iRow]>0 goes down, otherwise up. The indices are row indices and need converting to sequences Temporary offsets may be set Rhs entries are increased

void ClpNonLinearCost::goBack	(	int	numberInArray,
		const int *	index,
		double *	rhs
	)

Takes off last iteration (i.e.

offsets closer to 0)

void ClpNonLinearCost::goBackAll

(

const CoinIndexedVector *

update

)

Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs.

At the end of this all temporary offsets are zero

void ClpNonLinearCost::zapCosts

(

)

Temporary zeroing of feasible costs.

void ClpNonLinearCost::refreshCosts

(

const double *

columnCosts

)

Refreshes costs always makes row costs zero.

void ClpNonLinearCost::feasibleBounds

(

)

Puts feasible bounds into lower and upper.

void ClpNonLinearCost::refresh

(

)

Refresh - assuming regions OK.

double ClpNonLinearCost::setOne	(	int	sequence,
		double	solutionValue
	)

Sets bounds and cost for one variable Returns change in cost May need to be inline for speed.

void ClpNonLinearCost::setOne	(	int	sequence,
		double	solutionValue,
		double	lowerValue,
		double	upperValue,
		double	costValue = 0.0
	)

Sets bounds and infeasible cost and true cost for one variable This is for gub and column generation etc.

int ClpNonLinearCost::setOneOutgoing	(	int	sequence,
		double &	solutionValue
	)

Sets bounds and cost for outgoing variable may change value Returns direction.

double ClpNonLinearCost::nearest	(	int	sequence,
		double	solutionValue
	)

Returns nearest bound.

double ClpNonLinearCost::changeInCost ( int  sequence, double  alpha  ) const

inline

Returns change in cost - one down if alpha >0.0, up if <0.0 Value is current - new.

Definition at line 171 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::changeUpInCost ( int  sequence ) const

inline

Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero.

• but does not move those <= oldTolerance away

Definition at line 185 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::changeDownInCost ( int  sequence ) const

inline

Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero.

• but does not move those <= oldTolerance away

Definition at line 199 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::changeInCost ( int  sequence, double  alpha, double &  rhs  )

inline

This also updates next bound.

Definition at line 214 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::lower ( int  sequence ) const

inline

Returns current lower bound.

Definition at line 273 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::upper ( int  sequence ) const

inline

Returns current upper bound.

Definition at line 277 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::cost ( int  sequence ) const

inline

Returns current cost.

Definition at line 281 of file ClpNonLinearCost.hpp.

int ClpNonLinearCost::numberInfeasibilities ( ) const

inline

Number of infeasibilities.

Definition at line 290 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::changeInCost ( ) const

inline

Change in cost.

Definition at line 294 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::feasibleCost ( ) const

inline

Feasible cost.

Definition at line 298 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::feasibleReportCost

(

)

const

Feasible cost with offset and direction (i.e. for reporting)

double ClpNonLinearCost::sumInfeasibilities ( ) const

inline

Sum of infeasibilities.

Definition at line 304 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::largestInfeasibility ( ) const

inline

Largest infeasibility.

Definition at line 308 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::averageTheta ( ) const

inline

Average theta.

Definition at line 312 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::setAverageTheta ( double  value )

inline

Number of infeasibilities.

Definition at line 315 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::setChangeInCost ( double  value )

inline

Number of infeasibilities.

Definition at line 318 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::setMethod ( int  value )

inline

Number of infeasibilities.

Definition at line 321 of file ClpNonLinearCost.hpp.

bool ClpNonLinearCost::lookBothWays ( ) const

inline

See if may want to look both ways.

Definition at line 325 of file ClpNonLinearCost.hpp.

bool ClpNonLinearCost::infeasible ( int  i ) const

inline

For debug.

Definition at line 330 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::setInfeasible ( int  i, bool  trueFalse  )

inline

For debug.

Definition at line 333 of file ClpNonLinearCost.hpp.

unsigned char* ClpNonLinearCost::statusArray ( ) const

inline

For debug.

Definition at line 341 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::validate

(

)

For debug.

Member Data Documentation

double ClpNonLinearCost::changeCost_

private

Change in cost because of infeasibilities.

Definition at line 352 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::feasibleCost_

private

Feasible cost.

Definition at line 354 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::infeasibilityWeight_

private

Current infeasibility weight.

Definition at line 356 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::largestInfeasibility_

private

Largest infeasibility.

Definition at line 358 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::sumInfeasibilities_

private

Sum of infeasibilities.

Definition at line 360 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::averageTheta_

private

Average theta - kept here as only for primal.

Definition at line 362 of file ClpNonLinearCost.hpp.

int ClpNonLinearCost::numberRows_

private

Number of rows (mainly for checking and copy)

Definition at line 364 of file ClpNonLinearCost.hpp.

int ClpNonLinearCost::numberColumns_

private

Number of columns (mainly for checking and copy)

Definition at line 366 of file ClpNonLinearCost.hpp.

int* ClpNonLinearCost::start_

private

Starts for each entry (columns then rows)

Definition at line 368 of file ClpNonLinearCost.hpp.

int* ClpNonLinearCost::whichRange_

private

Range for each entry (columns then rows)

Definition at line 370 of file ClpNonLinearCost.hpp.

int* ClpNonLinearCost::offset_

private

Temporary range offset for each entry (columns then rows)

Definition at line 372 of file ClpNonLinearCost.hpp.

double* ClpNonLinearCost::lower_

private

Lower bound for each range (upper bound is next lower).

For various reasons there is always an infeasible range at bottom - even if lower bound is - infinity

Definition at line 376 of file ClpNonLinearCost.hpp.

double* ClpNonLinearCost::cost_

private

Cost for each range.

Definition at line 378 of file ClpNonLinearCost.hpp.

ClpSimplex* ClpNonLinearCost::model_

private

Model.

Definition at line 380 of file ClpNonLinearCost.hpp.

unsigned int* ClpNonLinearCost::infeasible_

private

Change in cost because of infeasibilities.

Definition at line 382 of file ClpNonLinearCost.hpp.

int ClpNonLinearCost::numberInfeasibilities_

private

Number of infeasibilities found.

Definition at line 384 of file ClpNonLinearCost.hpp.

unsigned char* ClpNonLinearCost::status_

private

Contains status at beginning and current.

Definition at line 387 of file ClpNonLinearCost.hpp.

double* ClpNonLinearCost::bound_

private

Bound which has been replaced in lower_ or upper_.

Definition at line 389 of file ClpNonLinearCost.hpp.

double* ClpNonLinearCost::cost2_

private

Feasible cost array.

Definition at line 391 of file ClpNonLinearCost.hpp.

int ClpNonLinearCost::method_

private

Method 1 old, 2 new, 3 both!

Definition at line 393 of file ClpNonLinearCost.hpp.

bool ClpNonLinearCost::convex_

private

If all non-linear costs convex.

Definition at line 395 of file ClpNonLinearCost.hpp.

bool ClpNonLinearCost::bothWays_

private

If we should look both ways for djs.

Definition at line 397 of file ClpNonLinearCost.hpp.

---

The documentation for this class was generated from the following file:

• /tmp/CHiPPS-Alps-1.5.6/Clp/src/ClpNonLinearCost.hpp