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ClpPredictorCorrector.hpp
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1 /* $Id: ClpPredictorCorrector.hpp 1665 2011-01-04 17:55:54Z lou $ */
2 // Copyright (C) 2003, International Business Machines
3 // Corporation and others. 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 ClpPredictorCorrector_H
12 #define ClpPredictorCorrector_H
13 
14 #include "ClpInterior.hpp"
15 
38 
39 public:
40 
50  int solve();
52 
55  //phase - 0 predictor
57  // 1 corrector
58  // 2 primal dual
59  CoinWorkDouble findStepLength( int phase);
61  CoinWorkDouble findDirectionVector(const int phase);
63  int createSolution();
65  //phase 0=as is , 1 = after predictor , 2 after corrector
66  CoinWorkDouble complementarityGap(int & numberComplementarityPairs, int & numberComplementarityItems,
67  const int phase);
69  //phase 0=affine , 1 = corrector , 2 = primal-dual
70  void setupForSolve(const int phase);
72  void solveSystem(CoinWorkDouble * region1, CoinWorkDouble * region2,
73  const CoinWorkDouble * region1In, const CoinWorkDouble * region2In,
74  const CoinWorkDouble * saveRegion1, const CoinWorkDouble * saveRegion2,
75  bool gentleRefine);
77  bool checkGoodMove(const bool doCorrector, CoinWorkDouble & bestNextGap,
78  bool allowIncreasingGap);
80  bool checkGoodMove2(CoinWorkDouble move, CoinWorkDouble & bestNextGap,
81  bool allowIncreasingGap);
83  //returns number fixed
84  int updateSolution(CoinWorkDouble nextGap);
88  void debugMove(int phase, CoinWorkDouble primalStep, CoinWorkDouble dualStep);
90 
91 };
92 #endif
CoinWorkDouble complementarityGap() const
ComplementarityGap.
int solve()
Primal Dual Predictor Corrector algorithm.
This solves LPs using interior point methods.
Definition: ClpInterior.hpp:72
bool checkGoodMove2(CoinWorkDouble move, CoinWorkDouble &bestNextGap, bool allowIncreasingGap)
: checks for one step size
int updateSolution(CoinWorkDouble nextGap)
updateSolution. Updates solution at end of iteration
void setupForSolve(const int phase)
setupForSolve.
void solveSystem(CoinWorkDouble *region1, CoinWorkDouble *region2, const CoinWorkDouble *region1In, const CoinWorkDouble *region2In, const CoinWorkDouble *saveRegion1, const CoinWorkDouble *saveRegion2, bool gentleRefine)
Does solve.
void debugMove(int phase, CoinWorkDouble primalStep, CoinWorkDouble dualStep)
See exactly what would happen given current deltas.
This solves LPs using the predictor-corrector method due to Mehrotra.
CoinWorkDouble findDirectionVector(const int phase)
findDirectionVector.
int createSolution()
createSolution. Creates solution from scratch (- code if no memory)
double CoinWorkDouble
Definition: CoinTypes.hpp:53
CoinWorkDouble affineProduct()
Save info on products of affine deltaT*deltaW and deltaS*deltaZ.
CoinWorkDouble findStepLength(int phase)
findStepLength.
bool checkGoodMove(const bool doCorrector, CoinWorkDouble &bestNextGap, bool allowIncreasingGap)
sees if looks plausible change in complementarity