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AbcSimplexDual.hpp
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1 /* $Id: AbcSimplexDual.hpp 1910 2013-01-27 02:00:13Z stefan $ */
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  Authors
7 
8  John Forrest
9 
10 */
11 #ifndef AbcSimplexDual_H
12 #define AbcSimplexDual_H
13 
14 #include "AbcSimplex.hpp"
15 #if 0
16 #undef ABC_PARALLEL
17 #define ABC_PARALLEL 2
18 #undef cilk_for
19 #undef cilk_spawn
20 #undef cilk_sync
21 #include <cilk/cilk.h>
22 #endif
23 typedef struct {
24  double theta;
25  double totalThru;
26  double useThru;
27  double bestEverPivot;
32  double thruThis;
35  int sequence;
36  int block;
49 class AbcSimplexDual : public AbcSimplex {
50 
51 public:
52 
144  int dual();
153  int strongBranching(int numberVariables, const int * variables,
154  double * newLower, double * newUpper,
155  double ** outputSolution,
156  int * outputStatus, int * outputIterations,
157  bool stopOnFirstInfeasible = true,
158  bool alwaysFinish = false,
159  int startFinishOptions = 0);
162  int numberColumns, bool solveLp = false);
166 
182  int whileIteratingSerial();
183 #if ABC_PARALLEL==1
184  int whileIteratingThread();
185 #endif
186 #if ABC_PARALLEL==2
187  int whileIteratingCilk();
188 #endif
189  void whileIterating2();
191  int whileIterating3();
192  void updatePrimalSolution();
193  int noPivotRow();
194  int noPivotColumn();
195  void dualPivotColumn();
200 #if ABC_PARALLEL==1
201  void createDualPricingVectorThread();
203  int getTableauColumnFlipAndStartReplaceThread();
204  void getTableauColumnPart1Thread();
205 #endif
206 #if ABC_PARALLEL==2
207  void createDualPricingVectorCilk();
209  int getTableauColumnFlipAndStartReplaceCilk();
210  void getTableauColumnPart1Cilk();
211 #endif
212  void getTableauColumnPart2();
213  int checkReplace();
214  void replaceColumnPart3();
215  void checkReplacePart1();
216  void checkReplacePart1a();
217  void checkReplacePart1b();
219  void updateDualsInDual();
223  //void updateDualsInValuesPass(CoinIndexedVector * array,
224  // double theta);
229  int flipBounds();
232  void flipBack(int number);
239  void dualColumn1(bool doAll=false);
245  double dualColumn1A();
247  double dualColumn1B();
253  void dualColumn2();
254  void dualColumn2Most(dualColumnResult & result);
255  void dualColumn2First(dualColumnResult & result);
261  void dualColumn2(dualColumnResult & result);
273  void dualPivotRow();
281  int changeBounds(int initialize, double & changeCost);
284  bool changeBound( int iSequence);
286  void originalBound(int iSequence);
289  int checkUnbounded(CoinIndexedVector & ray, double changeCost);
299  void statusOfProblemInDual(int type);
305  int whatNext();
309  bool checkCutoff(bool computeObjective);
311  int bounceTolerances(int type);
313  void perturb(double factor);
315  void perturbB(double factor,int type);
317  int makeNonFreeVariablesDualFeasible(bool changeCosts=false);
318  int fastDual(bool alwaysFinish = false);
321  int numberAtFakeBound();
322 
327  int pivotResultPart1();
329  int nextSuperBasic();
331  void startupSolve();
333  void finishSolve();
334  void gutsOfDual();
335  //int dual2(int ifValuesPass,int startFinishOptions=0);
336  int resetFakeBounds(int type);
337 
339 };
340 #if ABC_PARALLEL==1
341 void * abc_parallelManager(void * simplex);
342 #endif
343 #endif
double * ray() const
For advanced users - no need to delete - sign not changed.
Definition: ClpModel.hpp:772
void perturbB(double factor, int type)
Perturbs problem B.
void dualPivotColumn()
This just implements AbcFactorization when an AbcMatrix object is passed.
void checkReplacePart1b()
void replaceColumnPart3()
void whileIterating2()
bool changeBound(int iSequence)
As changeBounds but just changes new bounds for a single variable.
void computeObjective()
Computes nonbasic cost and total cost.
void dualColumn2Most(dualColumnResult &result)
void cleanupAfterStrongBranching(AbcSimplexFactorization *factorization)
This cleans up after strong branching.
void getTableauColumnPart1Serial()
This solves LPs using the dual simplex method.
void createDualPricingVectorSerial()
Create dual pricing vector.
void checkReplacePart1()
void updateDualsInDual()
The duals are updated.
int makeNonFreeVariablesDualFeasible(bool changeCosts=false)
Make non free variables dual feasible by moving to a bound.
int numberColumns() const
Definition: ClpModel.hpp:325
int dual()
Dual algorithm.
void updatePrimalSolution()
void dualPivotRow()
Chooses dual pivot row Would be faster with separate region to scan and will have this (with square o...
void dualColumn1(bool doAll=false)
Array has tableau row (row section) Puts candidates for rows in list Returns guess at upper theta (in...
double dualColumn1B()
Do all given tableau row.
Indexed Vector.
void statusOfProblemInDual(int type)
Refactorizes if necessary Checks if finished.
void checkPossibleCleanup(CoinIndexedVector *array)
This sees what is best thing to do in branch and bound cleanup If sequenceIn_ &lt; 0 then can&#39;t do anythi...
void dualColumn2First(dualColumnResult &result)
void finishSolve()
Ending part of dual.
int resetFakeBounds(int type)
int whileIterating3()
void perturb(double factor)
Perturbs problem.
void dualColumn2()
Chooses incoming Puts flipped ones in list If necessary will modify costs.
void getTableauColumnPart2()
AbcSimplexFactorization * setupForStrongBranching(char *arrays, int numberRows, int numberColumns, bool solveLp=false)
This does first part of StrongBranching.
int numberRows() const
Number of rows.
Definition: ClpModel.hpp:315
int whileIteratingParallel(int numberIterations)
int bounceTolerances(int type)
Does something about fake tolerances.
void originalBound(int iSequence)
Restores bound to original bound.
int whatNext()
Fast iterations.
int numberAtFakeBound()
Checks number of variables at fake bounds.
AbcSimplexFactorization * factorization() const
factorization
Definition: AbcSimplex.hpp:199
int getTableauColumnFlipAndStartReplaceSerial()
void checkReplacePart1a()
int pivotResultPart1()
Pivot in a variable and choose an outgoing one.
void startupSolve()
Startup part of dual.
int whileIteratingSerial()
This has the flow between re-factorizations Broken out for clarity and will be used by strong branchi...
int flipBounds()
The duals are updated by the given arrays.
int numberIterations() const
Number of iterations.
Definition: ClpModel.hpp:363
int nextSuperBasic()
Get next free , -1 if none.
double dualColumn1A()
Array has tableau row (row section) Just does slack part Returns guess at upper theta (infinite if no...
void flipBack(int number)
Undo a flip.
bool checkCutoff(bool computeObjective)
see if cutoff reached
int changeBounds(int initialize, double &changeCost)
Checks if any fake bounds active - if so returns number and modifies updatedDualBound_ and everything...
int checkUnbounded(CoinIndexedVector &ray, double changeCost)
Checks if tentative optimal actually means unbounded in dual Returns -3 if not, 2 if is unbounded...
int fastDual(bool alwaysFinish=false)
int strongBranching(int numberVariables, const int *variables, double *newLower, double *newUpper, double **outputSolution, int *outputStatus, int *outputIterations, bool stopOnFirstInfeasible=true, bool alwaysFinish=false, int startFinishOptions=0)
For strong branching.