Cbc  2.9.9
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Groups Pages
ClpSimplex.hpp
Go to the documentation of this file.
1 /* $Id: ClpSimplex.hpp 2114 2015-02-10 12:12:46Z forrest $ */
2 // Copyright (C) 2002, 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 ClpSimplex_H
12 #define ClpSimplex_H
13 
14 #include <iostream>
15 #include <cfloat>
16 #include "ClpModel.hpp"
17 #include "ClpMatrixBase.hpp"
18 #include "ClpSolve.hpp"
19 #include "ClpConfig.h"
20 class ClpDualRowPivot;
22 class ClpFactorization;
23 class CoinIndexedVector;
24 class ClpNonLinearCost;
25 class ClpNodeStuff;
28 class CoinWarmStartBasis;
29 class ClpDisasterHandler;
30 class ClpConstraint;
31 /*
32  May want to use Clp defaults so that with ABC defined but not used
33  it behaves as Clp (and ABC used will be different than if not defined)
34  */
35 #ifdef ABC_INHERIT
36 #ifndef CLP_INHERIT_MODE
37 #define CLP_INHERIT_MODE 1
38 #endif
39 #ifndef ABC_CLP_DEFAULTS
40 #define ABC_CLP_DEFAULTS 0
41 #endif
42 #else
43 #undef ABC_CLP_DEFAULTS
44 #define ABC_CLP_DEFAULTS 1
45 #endif
46 #ifdef CLP_HAS_ABC
47 #include "AbcCommon.hpp"
48 class AbcTolerancesEtc;
49 class AbcSimplex;
50 #include "CoinAbcCommon.hpp"
51 #endif
52 
70 class ClpSimplex : public ClpModel {
71  friend void ClpSimplexUnitTest(const std::string & mpsDir);
72 
73 public:
78  enum Status {
79  isFree = 0x00,
80  basic = 0x01,
81  atUpperBound = 0x02,
82  atLowerBound = 0x03,
83  superBasic = 0x04,
84  isFixed = 0x05
85  };
86  // For Dual
87  enum FakeBound {
88  noFake = 0x00,
89  lowerFake = 0x01,
90  upperFake = 0x02,
91  bothFake = 0x03
92  };
93 
96  ClpSimplex (bool emptyMessages = false );
98 
103  ClpSimplex(const ClpSimplex & rhs, int scalingMode = -1);
108  ClpSimplex(const ClpModel & rhs, int scalingMode = -1);
115  ClpSimplex (const ClpModel * wholeModel,
116  int numberRows, const int * whichRows,
117  int numberColumns, const int * whichColumns,
118  bool dropNames = true, bool dropIntegers = true,
119  bool fixOthers = false);
126  ClpSimplex (const ClpSimplex * wholeModel,
127  int numberRows, const int * whichRows,
128  int numberColumns, const int * whichColumns,
129  bool dropNames = true, bool dropIntegers = true,
130  bool fixOthers = false);
134  ClpSimplex (ClpSimplex * wholeModel,
135  int numberColumns, const int * whichColumns);
138  void originalModel(ClpSimplex * miniModel);
139  inline int abcState() const
140  { return abcState_;}
141  inline void setAbcState(int state)
142  { abcState_=state;}
143 #ifdef ABC_INHERIT
144  inline AbcSimplex * abcSimplex() const
145  { return abcSimplex_;}
146  inline void setAbcSimplex(AbcSimplex * simplex)
147  { abcSimplex_=simplex;}
149  int doAbcDual();
151  int doAbcPrimal(int ifValuesPass);
152 #endif
153 
158  void setPersistenceFlag(int value);
160  void makeBaseModel();
162  void deleteBaseModel();
164  inline ClpSimplex * baseModel() const {
165  return baseModel_;
166  }
170  void setToBaseModel(ClpSimplex * model = NULL);
172  ClpSimplex & operator=(const ClpSimplex & rhs);
174  ~ClpSimplex ( );
175  // Ones below are just ClpModel with some changes
187  void loadProblem ( const ClpMatrixBase& matrix,
188  const double* collb, const double* colub,
189  const double* obj,
190  const double* rowlb, const double* rowub,
191  const double * rowObjective = NULL);
192  void loadProblem ( const CoinPackedMatrix& matrix,
193  const double* collb, const double* colub,
194  const double* obj,
195  const double* rowlb, const double* rowub,
196  const double * rowObjective = NULL);
197 
200  void loadProblem ( const int numcols, const int numrows,
201  const CoinBigIndex* start, const int* index,
202  const double* value,
203  const double* collb, const double* colub,
204  const double* obj,
205  const double* rowlb, const double* rowub,
206  const double * rowObjective = NULL);
208  void loadProblem ( const int numcols, const int numrows,
209  const CoinBigIndex* start, const int* index,
210  const double* value, const int * length,
211  const double* collb, const double* colub,
212  const double* obj,
213  const double* rowlb, const double* rowub,
214  const double * rowObjective = NULL);
219  int loadProblem ( CoinModel & modelObject, bool keepSolution = false);
221  int readMps(const char *filename,
222  bool keepNames = false,
223  bool ignoreErrors = false);
225  int readGMPL(const char *filename, const char * dataName,
226  bool keepNames = false);
229  int readLp(const char *filename, const double epsilon = 1e-5);
234  void borrowModel(ClpModel & otherModel);
235  void borrowModel(ClpSimplex & otherModel);
239  void getbackSolution(const ClpSimplex & smallModel, const int * whichRow, const int * whichColumn);
248  int loadNonLinear(void * info, int & numberConstraints,
249  ClpConstraint ** & constraints);
250 #ifdef ABC_INHERIT
251  void loadTolerancesEtc(const AbcTolerancesEtc & data);
254  void unloadTolerancesEtc(AbcTolerancesEtc & data);
255 #endif
256 
257 
263  int initialSolve(ClpSolve & options);
265  int initialSolve();
267  int initialDualSolve();
269  int initialPrimalSolve();
271  int initialBarrierSolve();
284  int dual(int ifValuesPass = 0, int startFinishOptions = 0);
285  // If using Debug
286  int dualDebug(int ifValuesPass = 0, int startFinishOptions = 0);
297  int primal(int ifValuesPass = 0, int startFinishOptions = 0);
303  int nonlinearSLP(int numberPasses, double deltaTolerance);
309  int nonlinearSLP(int numberConstraints, ClpConstraint ** constraints,
310  int numberPasses, double deltaTolerance);
313  int barrier(bool crossover = true);
316  int reducedGradient(int phase = 0);
318  int solve(CoinStructuredModel * model);
319 #ifdef ABC_INHERIT
320 
325  AbcSimplex * dealWithAbc(int solveType,int startUp,bool interrupt=false);
326  //void dealWithAbc(int solveType,int startUp,bool interrupt=false);
327 #endif
328 
334  int loadProblem ( CoinStructuredModel & modelObject,
335  bool originalOrder = true, bool keepSolution = false);
350  int cleanup(int cleanupScaling);
371  int dualRanging(int numberCheck, const int * which,
372  double * costIncrease, int * sequenceIncrease,
373  double * costDecrease, int * sequenceDecrease,
374  double * valueIncrease = NULL, double * valueDecrease = NULL);
389  int primalRanging(int numberCheck, const int * which,
390  double * valueIncrease, int * sequenceIncrease,
391  double * valueDecrease, int * sequenceDecrease);
401  int modifyCoefficientsAndPivot(int number,
402  const int * which,
403  const CoinBigIndex * start,
404  const int * row,
405  const double * newCoefficient,
406  const unsigned char * newStatus=NULL,
407  const double * newLower=NULL,
408  const double * newUpper=NULL,
409  const double * newObjective=NULL);
417  int outDuplicateRows(int numberLook,int * whichRows, bool noOverlaps=false, double tolerance=-1.0,
418  double cleanUp=0.0);
421  double moveTowardsPrimalFeasible();
424  void removeSuperBasicSlacks(int threshold=0);
437  ClpSimplex * miniPresolve(char * rowType, char * columnType,void ** info);
439  void miniPostsolve(const ClpSimplex * presolvedModel,void * info);
441  void miniSolve(char * rowType, char *columnType,int algorithm, int startUp);
456  int writeBasis(const char *filename,
457  bool writeValues = false,
458  int formatType = 0) const;
461  int readBasis(const char *filename);
463  CoinWarmStartBasis * getBasis() const;
466  // Swaps factorization
479  int tightenPrimalBounds(double factor = 0.0, int doTight = 0, bool tightIntegers = false);
496  int crash(double gap, int pivot);
502  void markHotStart(void * & saveStuff);
504  void solveFromHotStart(void * saveStuff);
506  void unmarkHotStart(void * saveStuff);
515  int strongBranching(int numberVariables, const int * variables,
516  double * newLower, double * newUpper,
517  double ** outputSolution,
518  int * outputStatus, int * outputIterations,
519  bool stopOnFirstInfeasible = true,
520  bool alwaysFinish = false,
521  int startFinishOptions = 0);
523  int fathom(void * stuff);
529  int fathomMany(void * stuff);
531  double doubleCheck();
533  int startFastDual2(ClpNodeStuff * stuff);
535  int fastDual2(ClpNodeStuff * stuff);
537  void stopFastDual2(ClpNodeStuff * stuff);
544  ClpSimplex * fastCrunch(ClpNodeStuff * stuff, int mode);
546 
554  int pivot();
555 
561  int primalPivotResult();
562 
568  int dualPivotResultPart1();
572  int pivotResultPart2(int algorithm,int state);
573 
585  int startup(int ifValuesPass, int startFinishOptions = 0);
586  void finish(int startFinishOptions = 0);
587 
589  bool statusOfProblem(bool initial = false);
593  void copyEnabledStuff(const ClpSimplex * rhs);
595 
598  inline bool primalFeasible() const {
600  return (numberPrimalInfeasibilities_ == 0);
601  }
603  inline bool dualFeasible() const {
604  return (numberDualInfeasibilities_ == 0);
605  }
607  inline ClpFactorization * factorization() const {
608  return factorization_;
609  }
611  bool sparseFactorization() const;
612  void setSparseFactorization(bool value);
614  int factorizationFrequency() const;
615  void setFactorizationFrequency(int value);
617  inline double dualBound() const {
618  return dualBound_;
619  }
620  void setDualBound(double value);
622  inline double infeasibilityCost() const {
623  return infeasibilityCost_;
624  }
625  void setInfeasibilityCost(double value);
642  inline int perturbation() const {
643  return perturbation_;
644  }
645  void setPerturbation(int value);
647  inline int algorithm() const {
648  return algorithm_;
649  }
651  inline void setAlgorithm(int value) {
652  algorithm_ = value;
653  }
655  bool isObjectiveLimitTestValid() const ;
657  inline double sumDualInfeasibilities() const {
659  }
660  inline void setSumDualInfeasibilities(double value) {
661  sumDualInfeasibilities_ = value;
662  }
664  inline double sumOfRelaxedDualInfeasibilities() const {
666  }
667  inline void setSumOfRelaxedDualInfeasibilities(double value) {
669  }
671  inline int numberDualInfeasibilities() const {
673  }
674  inline void setNumberDualInfeasibilities(int value) {
676  }
680  }
682  inline double sumPrimalInfeasibilities() const {
684  }
685  inline void setSumPrimalInfeasibilities(double value) {
687  }
689  inline double sumOfRelaxedPrimalInfeasibilities() const {
691  }
692  inline void setSumOfRelaxedPrimalInfeasibilities(double value) {
694  }
696  inline int numberPrimalInfeasibilities() const {
698  }
699  inline void setNumberPrimalInfeasibilities(int value) {
701  }
708  int saveModel(const char * fileName);
711  int restoreModel(const char * fileName);
712 
720  void checkSolution(int setToBounds = 0);
723  void checkSolutionInternal();
725  void checkUnscaledSolution();
727  inline CoinIndexedVector * rowArray(int index) const {
728  return rowArray_[index];
729  }
731  inline CoinIndexedVector * columnArray(int index) const {
732  return columnArray_[index];
733  }
735 
736  /******************** End of most useful part **************/
742  int getSolution ( const double * rowActivities,
743  const double * columnActivities);
747  int getSolution ();
754  int createPiecewiseLinearCosts(const int * starts,
755  const double * lower, const double * gradient);
757  inline ClpDualRowPivot * dualRowPivot() const {
758  return dualRowPivot_;
759  }
762  return primalColumnPivot_;
763  }
765  inline bool goodAccuracy() const {
766  return (largestPrimalError_ < 1.0e-7 && largestDualError_ < 1.0e-7);
767  }
769  void returnModel(ClpSimplex & otherModel);
777  int internalFactorize(int solveType);
781  void restoreData(ClpDataSave saved);
783  void cleanStatus();
785  int factorize();
788  void computeDuals(double * givenDjs);
790  void computePrimals ( const double * rowActivities,
791  const double * columnActivities);
793  void add(double * array,
794  int column, double multiplier) const;
800  void unpack(CoinIndexedVector * rowArray) const ;
806  void unpack(CoinIndexedVector * rowArray, int sequence) const;
820  void unpackPacked(CoinIndexedVector * rowArray, int sequence);
821 #ifndef CLP_USER_DRIVEN
822 protected:
823 #endif
824 
828  int housekeeping(double objectiveChange);
831  void checkPrimalSolution(const double * rowActivities = NULL,
832  const double * columnActivies = NULL);
835  void checkDualSolution();
837  void checkBothSolutions();
842  double scaleObjective(double value);
844  int solveDW(CoinStructuredModel * model, ClpSolve & options);
846  int solveBenders(CoinStructuredModel * model, ClpSolve & options);
847 public:
858  void setValuesPassAction(double incomingInfeasibility,
859  double allowedInfeasibility);
862  int cleanFactorization(int ifValuesPass);
864 
866 public:
868  inline double alphaAccuracy() const {
869  return alphaAccuracy_;
870  }
871  inline void setAlphaAccuracy(double value) {
872  alphaAccuracy_ = value;
873  }
874 public:
876  //inline double objectiveValue() const {
877  //return (objectiveValue_-bestPossibleImprovement_)*optimizationDirection_ - dblParam_[ClpObjOffset];
878  //}
880  inline void setDisasterHandler(ClpDisasterHandler * handler) {
881  disasterArea_ = handler;
882  }
885  return disasterArea_;
886  }
888  inline double largeValue() const {
889  return largeValue_;
890  }
891  void setLargeValue( double value) ;
893  inline double largestPrimalError() const {
894  return largestPrimalError_;
895  }
897  inline double largestDualError() const {
898  return largestDualError_;
899  }
901  inline void setLargestPrimalError(double value) {
902  largestPrimalError_ = value;
903  }
905  inline void setLargestDualError(double value) {
906  largestDualError_ = value;
907  }
909  inline double zeroTolerance() const {
910  return zeroTolerance_;/*factorization_->zeroTolerance();*/
911  }
913  inline void setZeroTolerance( double value) {
914  zeroTolerance_ = value;
915  }
917  inline int * pivotVariable() const {
918  return pivotVariable_;
919  }
921  inline bool automaticScaling() const {
922  return automaticScale_ != 0;
923  }
924  inline void setAutomaticScaling(bool onOff) {
925  automaticScale_ = onOff ? 1 : 0;
926  }
928  inline double currentDualTolerance() const {
929  return dualTolerance_;
930  }
931  inline void setCurrentDualTolerance(double value) {
932  dualTolerance_ = value;
933  }
935  inline double currentPrimalTolerance() const {
936  return primalTolerance_;
937  }
938  inline void setCurrentPrimalTolerance(double value) {
939  primalTolerance_ = value;
940  }
942  inline int numberRefinements() const {
943  return numberRefinements_;
944  }
945  void setNumberRefinements( int value) ;
947  inline double alpha() const {
948  return alpha_;
949  }
950  inline void setAlpha(double value) {
951  alpha_ = value;
952  }
954  inline double dualIn() const {
955  return dualIn_;
956  }
958  inline void setDualIn(double value) {
959  dualIn_ = value;
960  }
962  inline int pivotRow() const {
963  return pivotRow_;
964  }
965  inline void setPivotRow(int value) {
966  pivotRow_ = value;
967  }
969  double valueIncomingDual() const;
971 
972 #ifndef CLP_USER_DRIVEN
973 protected:
974 #endif
975 
980  int gutsOfSolution ( double * givenDuals,
981  const double * givenPrimals,
982  bool valuesPass = false);
984  void gutsOfDelete(int type);
986  void gutsOfCopy(const ClpSimplex & rhs);
998  bool createRim(int what, bool makeRowCopy = false, int startFinishOptions = 0);
1000  void createRim1(bool initial);
1002  void createRim4(bool initial);
1004  void createRim5(bool initial);
1009  void deleteRim(int getRidOfFactorizationData = 2);
1011  bool sanityCheck();
1013 public:
1018  inline double * solutionRegion(int section) const {
1019  if (!section) return rowActivityWork_;
1020  else return columnActivityWork_;
1021  }
1022  inline double * djRegion(int section) const {
1023  if (!section) return rowReducedCost_;
1024  else return reducedCostWork_;
1025  }
1026  inline double * lowerRegion(int section) const {
1027  if (!section) return rowLowerWork_;
1028  else return columnLowerWork_;
1029  }
1030  inline double * upperRegion(int section) const {
1031  if (!section) return rowUpperWork_;
1032  else return columnUpperWork_;
1033  }
1034  inline double * costRegion(int section) const {
1035  if (!section) return rowObjectiveWork_;
1036  else return objectiveWork_;
1037  }
1039  inline double * solutionRegion() const {
1040  return solution_;
1041  }
1042  inline double * djRegion() const {
1043  return dj_;
1044  }
1045  inline double * lowerRegion() const {
1046  return lower_;
1047  }
1048  inline double * upperRegion() const {
1049  return upper_;
1050  }
1051  inline double * costRegion() const {
1052  return cost_;
1053  }
1054  inline Status getStatus(int sequence) const {
1055  return static_cast<Status> (status_[sequence] & 7);
1056  }
1057  inline void setStatus(int sequence, Status newstatus) {
1058  unsigned char & st_byte = status_[sequence];
1059  st_byte = static_cast<unsigned char>(st_byte & ~7);
1060  st_byte = static_cast<unsigned char>(st_byte | newstatus);
1061  }
1063  bool startPermanentArrays();
1068  void setInitialDenseFactorization(bool onOff);
1069  bool initialDenseFactorization() const;
1071  inline int sequenceIn() const {
1072  return sequenceIn_;
1073  }
1074  inline int sequenceOut() const {
1075  return sequenceOut_;
1076  }
1078  inline void setSequenceIn(int sequence) {
1079  sequenceIn_ = sequence;
1080  }
1081  inline void setSequenceOut(int sequence) {
1082  sequenceOut_ = sequence;
1083  }
1085  inline int directionIn() const {
1086  return directionIn_;
1087  }
1088  inline int directionOut() const {
1089  return directionOut_;
1090  }
1092  inline void setDirectionIn(int direction) {
1093  directionIn_ = direction;
1094  }
1095  inline void setDirectionOut(int direction) {
1096  directionOut_ = direction;
1097  }
1099  inline double valueOut() const {
1100  return valueOut_;
1101  }
1103  inline void setValueOut(double value) {
1104  valueOut_ = value;
1105  }
1107  inline double dualOut() const {
1108  return dualOut_;
1109  }
1111  inline void setDualOut(double value) {
1112  dualOut_ = value;
1113  }
1115  inline void setLowerOut(double value) {
1116  lowerOut_ = value;
1117  }
1119  inline void setUpperOut(double value) {
1120  upperOut_ = value;
1121  }
1123  inline void setTheta(double value) {
1124  theta_ = value;
1125  }
1127  inline int isColumn(int sequence) const {
1128  return sequence < numberColumns_ ? 1 : 0;
1129  }
1131  inline int sequenceWithin(int sequence) const {
1132  return sequence < numberColumns_ ? sequence : sequence - numberColumns_;
1133  }
1135  inline double solution(int sequence) {
1136  return solution_[sequence];
1137  }
1139  inline double & solutionAddress(int sequence) {
1140  return solution_[sequence];
1141  }
1142  inline double reducedCost(int sequence) {
1143  return dj_[sequence];
1144  }
1145  inline double & reducedCostAddress(int sequence) {
1146  return dj_[sequence];
1147  }
1148  inline double lower(int sequence) {
1149  return lower_[sequence];
1150  }
1152  inline double & lowerAddress(int sequence) {
1153  return lower_[sequence];
1154  }
1155  inline double upper(int sequence) {
1156  return upper_[sequence];
1157  }
1159  inline double & upperAddress(int sequence) {
1160  return upper_[sequence];
1161  }
1162  inline double cost(int sequence) {
1163  return cost_[sequence];
1164  }
1166  inline double & costAddress(int sequence) {
1167  return cost_[sequence];
1168  }
1170  inline double originalLower(int iSequence) const {
1171  if (iSequence < numberColumns_) return columnLower_[iSequence];
1172  else
1173  return rowLower_[iSequence-numberColumns_];
1174  }
1176  inline double originalUpper(int iSequence) const {
1177  if (iSequence < numberColumns_) return columnUpper_[iSequence];
1178  else
1179  return rowUpper_[iSequence-numberColumns_];
1180  }
1182  inline double theta() const {
1183  return theta_;
1184  }
1187  inline double bestPossibleImprovement() const {
1188  return bestPossibleImprovement_;
1189  }
1191  inline ClpNonLinearCost * nonLinearCost() const {
1192  return nonLinearCost_;
1193  }
1215  inline int moreSpecialOptions() const {
1216  return moreSpecialOptions_;
1217  }
1243  inline void setMoreSpecialOptions(int value) {
1244  moreSpecialOptions_ = value;
1245  }
1247 
1249  inline void setFakeBound(int sequence, FakeBound fakeBound) {
1250  unsigned char & st_byte = status_[sequence];
1251  st_byte = static_cast<unsigned char>(st_byte & ~24);
1252  st_byte = static_cast<unsigned char>(st_byte | (fakeBound << 3));
1253  }
1254  inline FakeBound getFakeBound(int sequence) const {
1255  return static_cast<FakeBound> ((status_[sequence] >> 3) & 3);
1256  }
1257  inline void setRowStatus(int sequence, Status newstatus) {
1258  unsigned char & st_byte = status_[sequence+numberColumns_];
1259  st_byte = static_cast<unsigned char>(st_byte & ~7);
1260  st_byte = static_cast<unsigned char>(st_byte | newstatus);
1261  }
1262  inline Status getRowStatus(int sequence) const {
1263  return static_cast<Status> (status_[sequence+numberColumns_] & 7);
1264  }
1265  inline void setColumnStatus(int sequence, Status newstatus) {
1266  unsigned char & st_byte = status_[sequence];
1267  st_byte = static_cast<unsigned char>(st_byte & ~7);
1268  st_byte = static_cast<unsigned char>(st_byte | newstatus);
1269  }
1270  inline Status getColumnStatus(int sequence) const {
1271  return static_cast<Status> (status_[sequence] & 7);
1272  }
1273  inline void setPivoted( int sequence) {
1274  status_[sequence] = static_cast<unsigned char>(status_[sequence] | 32);
1275  }
1276  inline void clearPivoted( int sequence) {
1277  status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~32);
1278  }
1279  inline bool pivoted(int sequence) const {
1280  return (((status_[sequence] >> 5) & 1) != 0);
1281  }
1283  void setFlagged( int sequence);
1284  inline void clearFlagged( int sequence) {
1285  status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~64);
1286  }
1287  inline bool flagged(int sequence) const {
1288  return ((status_[sequence] & 64) != 0);
1289  }
1291  inline void setActive( int iRow) {
1292  status_[iRow] = static_cast<unsigned char>(status_[iRow] | 128);
1293  }
1294  inline void clearActive( int iRow) {
1295  status_[iRow] = static_cast<unsigned char>(status_[iRow] & ~128);
1296  }
1297  inline bool active(int iRow) const {
1298  return ((status_[iRow] & 128) != 0);
1299  }
1301  inline void setPerturbed( int iSequence) {
1302  status_[iSequence] = static_cast<unsigned char>(status_[iSequence] | 128);
1303  }
1304  inline void clearPerturbed( int iSequence) {
1305  status_[iSequence] = static_cast<unsigned char>(status_[iSequence] & ~128);
1306  }
1307  inline bool perturbed(int iSequence) const {
1308  return ((status_[iSequence] & 128) != 0);
1309  }
1312  void createStatus() ;
1315  void allSlackBasis(bool resetSolution = false);
1316 
1318  inline int lastBadIteration() const {
1319  return lastBadIteration_;
1320  }
1322  inline void setLastBadIteration(int value) {
1323  lastBadIteration_=value;
1324  }
1326  inline int progressFlag() const {
1327  return (progressFlag_ & 3);
1328  }
1331  { return &progress_;}
1333  inline int forceFactorization() const {
1334  return forceFactorization_ ;
1335  }
1337  inline void forceFactorization(int value) {
1338  forceFactorization_ = value;
1339  }
1341  inline double rawObjectiveValue() const {
1342  return objectiveValue_;
1343  }
1345  void computeObjectiveValue(bool useWorkingSolution = false);
1350  double * infeasibilityRay(bool fullRay=false) const;
1354  inline int numberExtraRows() const {
1355  return numberExtraRows_;
1356  }
1359  inline int maximumBasic() const {
1360  return maximumBasic_;
1361  }
1363  inline int baseIteration() const {
1364  return baseIteration_;
1365  }
1367  void generateCpp( FILE * fp, bool defaultFactor = false);
1371  void setEmptyFactorization();
1373  void moveInfo(const ClpSimplex & rhs, bool justStatus = false);
1375 
1377  // These are only to be used using startFinishOptions (ClpSimplexDual, ClpSimplexPrimal)
1378  // *** At present only without scaling
1379  // *** Slacks havve -1.0 element (so == row activity) - take care
1381  void getBInvARow(int row, double* z, double * slack = NULL);
1382 
1384  void getBInvRow(int row, double* z);
1385 
1387  void getBInvACol(int col, double* vec);
1388 
1390  void getBInvCol(int col, double* vec);
1391 
1396  void getBasics(int* index);
1397 
1399  //-------------------------------------------------------------------------
1403  void setObjectiveCoefficient( int elementIndex, double elementValue );
1405  inline void setObjCoeff( int elementIndex, double elementValue ) {
1406  setObjectiveCoefficient( elementIndex, elementValue);
1407  }
1408 
1411  void setColumnLower( int elementIndex, double elementValue );
1412 
1415  void setColumnUpper( int elementIndex, double elementValue );
1416 
1418  void setColumnBounds( int elementIndex,
1419  double lower, double upper );
1420 
1429  void setColumnSetBounds(const int* indexFirst,
1430  const int* indexLast,
1431  const double* boundList);
1432 
1435  inline void setColLower( int elementIndex, double elementValue ) {
1436  setColumnLower(elementIndex, elementValue);
1437  }
1440  inline void setColUpper( int elementIndex, double elementValue ) {
1441  setColumnUpper(elementIndex, elementValue);
1442  }
1443 
1445  inline void setColBounds( int elementIndex,
1446  double newlower, double newupper ) {
1447  setColumnBounds(elementIndex, newlower, newupper);
1448  }
1449 
1456  inline void setColSetBounds(const int* indexFirst,
1457  const int* indexLast,
1458  const double* boundList) {
1459  setColumnSetBounds(indexFirst, indexLast, boundList);
1460  }
1461 
1464  void setRowLower( int elementIndex, double elementValue );
1465 
1468  void setRowUpper( int elementIndex, double elementValue ) ;
1469 
1471  void setRowBounds( int elementIndex,
1472  double lower, double upper ) ;
1473 
1480  void setRowSetBounds(const int* indexFirst,
1481  const int* indexLast,
1482  const double* boundList);
1484  void resize (int newNumberRows, int newNumberColumns);
1485 
1487 
1489 protected:
1490 
1515  double largeValue_;
1523  double dualBound_;
1525  double alpha_;
1527  double theta_;
1529  double lowerIn_;
1531  double valueIn_;
1533  double upperIn_;
1535  double dualIn_;
1537  double lowerOut_;
1539  double valueOut_;
1541  double upperOut_;
1543  double dualOut_;
1563 #define CLP_INFEAS_SAVE 5
1566  double * lower_;
1568  double * rowLowerWork_;
1572  double * upper_;
1574  double * rowUpperWork_;
1578  double * cost_;
1582  double * objectiveWork_;
1600  double * dj_;
1606  double * solution_;
1628  double * savedSolution_;
1649  unsigned char * saveStatus_;
1697 #ifdef ABC_INHERIT
1698  AbcSimplex * abcSimplex_;
1699 #define CLP_ABC_WANTED 1
1700 #define CLP_ABC_WANTED_PARALLEL 2
1701 #define CLP_ABC_FULL_DONE 8
1702  // bits 256,512,1024 for crash
1703 #endif
1704 #define CLP_ABC_BEEN_FEASIBLE 65536
1708 public:
1710  mutable int spareIntArray_[4];
1712  mutable double spareDoubleArray_[4];
1713 protected:
1719 };
1720 //#############################################################################
1729 void
1730 ClpSimplexUnitTest(const std::string & mpsDir);
1731 
1732 // For Devex stuff
1733 #define DEVEX_TRY_NORM 1.0e-4
1734 #define DEVEX_ADD_ONE 1.0
1735 #if defined(ABC_INHERIT) || defined(CBC_THREAD) || defined(THREADS_IN_ANALYZE)
1736 // Use pthreads
1737 #include <pthread.h>
1738 typedef struct {
1739  double result;
1740  //const CoinIndexedVector * constVector; // can get rid of
1741  //CoinIndexedVector * vectors[2]; // can get rid of
1742  void * extraInfo;
1743  void * extraInfo2;
1744  int status;
1745  int stuff[4];
1746 } CoinThreadInfo;
1747 class CoinPthreadStuff {
1748 public:
1753  CoinPthreadStuff (int numberThreads=0,
1754  void * parallelManager(void * stuff)=NULL);
1756  CoinPthreadStuff & operator=(const CoinPthreadStuff & rhs);
1758  ~CoinPthreadStuff ( );
1760  inline void setStopStart(int value)
1761  { stopStart_=value;}
1762 #ifndef NUMBER_THREADS
1763 #define NUMBER_THREADS 8
1764 #endif
1765  // For waking up thread
1766  inline pthread_mutex_t * mutexPointer(int which,int thread=0)
1767  { return mutex_+which+3*thread;}
1768 #ifdef PTHREAD_BARRIER_SERIAL_THREAD
1769  inline pthread_barrier_t * barrierPointer()
1770  { return &barrier_;}
1771 #endif
1772  inline int whichLocked(int thread=0) const
1773  { return locked_[thread];}
1774  inline CoinThreadInfo * threadInfoPointer(int thread=0)
1775  { return threadInfo_+thread;}
1776  void startParallelTask(int type,int iThread,void * info=NULL);
1777  int waitParallelTask(int type, int & iThread,bool allowIdle);
1778  void waitAllTasks();
1780  int whichThread() const;
1781  void sayIdle(int iThread);
1782  //void startThreads(int numberThreads);
1783  //void stopThreads();
1784  // For waking up thread
1785  pthread_mutex_t mutex_[3*(NUMBER_THREADS+1)];
1786 #ifdef PTHREAD_BARRIER_SERIAL_THREAD
1787  pthread_barrier_t barrier_;
1788 #endif
1789  CoinThreadInfo threadInfo_[NUMBER_THREADS+1];
1790  pthread_t abcThread_[NUMBER_THREADS+1];
1791  int locked_[NUMBER_THREADS+1];
1792  int stopStart_;
1793  int numberThreads_;
1794 };
1795 void * clp_parallelManager(void * stuff);
1796 #endif
1797 #endif
double * djRegion() const
void deleteRim(int getRidOfFactorizationData=2)
releases above arrays and does solution scaling out.
This is a very simple class to guide algorithms.
Definition: ClpSolve.hpp:20
double lowerIn_
Lower Bound on In variable.
double alpha() const
Alpha (pivot element) for use by classes e.g. steepestedge.
Definition: ClpSimplex.hpp:947
int solveDW(CoinStructuredModel *model, ClpSolve &options)
Solve using Dantzig-Wolfe decomposition and maybe in parallel.
void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
int maximumBasic() const
Maximum number of basic variables - can be more than number of rows if GUB.
double * reducedCostWork_
Possible scaled reduced costs.
void returnModel(ClpSimplex &otherModel)
Return model - updates any scalars.
int perturbation_
Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes ...
void setColumnBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound.
int getSolution()
Given an existing factorization computes and checks primal and dual solutions.
void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use DBL_MAX for infinity.
ClpNonLinearCost * nonLinearCost_
Very wasteful way of dealing with infeasibilities in primal.
void setAlpha(double value)
Definition: ClpSimplex.hpp:950
int startup(int ifValuesPass, int startFinishOptions=0)
Common bits of coding for dual and primal.
void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound.
int moreSpecialOptions_
More special options - see set for details.
int progressFlag() const
Progress flag - at present 0 bit says artificials out.
int initialBarrierSolve()
Barrier initial solve.
bool pivoted(int sequence) const
Status
enums for status of various sorts.
Definition: ClpSimplex.hpp:78
double * rowUpper_
Row upper.
Definition: ClpModel.hpp:1138
void unpack(CoinIndexedVector *rowArray) const
Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed...
double * lower_
Working copy of lower bounds (Owner of arrays below)
int lastBadIteration_
So we know when to be cautious.
void setMoreSpecialOptions(int value)
Set more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved ...
double * infeasibilityRay(bool fullRay=false) const
Infeasibility/unbounded ray (NULL returned if none/wrong) Up to user to use delete [] on these arrays...
int modifyCoefficientsAndPivot(int number, const int *which, const CoinBigIndex *start, const int *row, const double *newCoefficient, const unsigned char *newStatus=NULL, const double *newLower=NULL, const double *newUpper=NULL, const double *newObjective=NULL)
Modifies coefficients etc and if necessary pivots in and out.
ClpSimplex & operator=(const ClpSimplex &rhs)
Assignment operator. This copies the data.
int numberDualInfeasibilities_
Number of dual infeasibilities.
double sumDualInfeasibilities() const
Sum of dual infeasibilities.
Definition: ClpSimplex.hpp:657
ClpFactorization * factorization_
factorization
void setCurrentPrimalTolerance(double value)
Definition: ClpSimplex.hpp:938
void setDualBound(double value)
Primal Column Pivot Abstract Base Class.
int directionIn() const
Return direction In or Out.
void finish(int startFinishOptions=0)
int reducedGradient(int phase=0)
Solves non-linear using reduced gradient.
double dualBound_
Dual bound.
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).
Abstract base class for Clp Matrices.
double & costAddress(int sequence)
Return address of row or column cost.
void setDirectionIn(int direction)
Set directionIn or Out.
void setAutomaticScaling(bool onOff)
Definition: ClpSimplex.hpp:924
double alphaAccuracy() const
Initial value for alpha accuracy calculation (-1.0 off)
Definition: ClpSimplex.hpp:868
void setDisasterHandler(ClpDisasterHandler *handler)
Objective value.
Definition: ClpSimplex.hpp:880
int isColumn(int sequence) const
Returns 1 if sequence indicates column.
int writeBasis(const char *filename, bool writeValues=false, int formatType=0) const
Write the basis in MPS format to the specified file.
void setCurrentDualTolerance(double value)
Definition: ClpSimplex.hpp:931
int restoreModel(const char *fileName)
Restore model from file, returns 0 if success, deletes current model.
void unmarkHotStart(void *saveStuff)
Delete the snapshot.
double * costRegion() const
void clearFlagged(int sequence)
Status getStatus(int sequence) const
double * costRegion(int section) const
double incomingInfeasibility_
For advanced use.
double averageInfeasibility_[CLP_INFEAS_SAVE]
double spareDoubleArray_[4]
Spare double array for passing information [0]!=0 switches on.
CoinIndexedVector * rowArray_[6]
Useful row length arrays.
double * upperRegion() const
int barrier(bool crossover=true)
Solves using barrier (assumes you have good cholesky factor code).
double dualOut_
Infeasibility (dual) or ? (primal) of Out variable.
double & reducedCostAddress(int sequence)
void getbackSolution(const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn)
Puts solution back into small model.
int dualPivotResultPart1()
Pivot out a variable and choose an incoing one.
int numberPrimalInfeasibilities() const
Number of primal infeasibilities.
Definition: ClpSimplex.hpp:696
double theta() const
Theta (pivot change)
double originalLower(int iSequence) const
Return original lower bound.
double valueIn_
Value of In variable.
void defaultFactorizationFrequency()
If user left factorization frequency then compute.
void moveInfo(const ClpSimplex &rhs, bool justStatus=false)
Move status and solution across.
double & upperAddress(int sequence)
Return address of row or column upper bound.
void setUpperOut(double value)
Set upper of out variable.
int dualRanging(int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease, double *valueIncrease=NULL, double *valueDecrease=NULL)
Dual ranging.
void stopFastDual2(ClpNodeStuff *stuff)
Stops Fast dual2.
int startFastDual2(ClpNodeStuff *stuff)
Starts Fast dual2.
Constraint Abstract Base Class.
double * cost_
Working copy of objective (Owner of arrays below)
int sequenceIn() const
Return sequence In or Out.
void setPrimalColumnPivotAlgorithm(ClpPrimalColumnPivot &choice)
Sets column pivot choice algorithm in primal.
double bestPossibleImprovement_
Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (...
void setColumnStatus(int sequence, Status newstatus)
void setDirectionOut(int direction)
double dualOut() const
Dual value of Out variable.
int maximumPerturbationSize_
Maximum perturbation array size (take out when code rewritten)
void setToBaseModel(ClpSimplex *model=NULL)
Reset to base model (just size and arrays needed) If model NULL use internal copy.
For saving extra information to see if looping.
Definition: ClpSolve.hpp:261
void checkSolutionInternal()
Just check solution (for internal use) - sets sum of infeasibilities etc.
int forceFactorization_
Now for some reliability aids This forces re-factorization early.
void checkUnscaledSolution()
Check unscaled primal solution but allow for rounding error.
Base class for Clp disaster handling.
double upperOut_
Upper Bound on Out variable.
double scaleObjective(double value)
If input negative scales objective so maximum &lt;= -value and returns scale factor used.
double upperIn_
Upper Bound on In variable.
ClpNonLinearCost * nonLinearCost() const
Return pointer to details of costs.
int primalRanging(int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease)
Primal ranging.
This is a simple minded model which is stored in a format which makes it easier to construct and modi...
Definition: CoinModel.hpp:161
void setColSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of columns simultaneously
Clp Solver Interface.
int cleanFactorization(int ifValuesPass)
Get a clean factorization - i.e.
void setAlgorithm(int value)
Set algorithm.
Definition: ClpSimplex.hpp:651
double zeroTolerance() const
Get zero tolerance.
Definition: ClpSimplex.hpp:909
bool primalFeasible() const
If problem is primal feasible.
Definition: ClpSimplex.hpp:599
double theta_
Theta (pivot change)
This just implements CoinFactorization when an ClpMatrixBase object is passed.
void setZeroTolerance(double value)
Set zero tolerance.
Definition: ClpSimplex.hpp:913
ClpSimplex * miniPresolve(char *rowType, char *columnType, void **info)
Mini presolve (faster) Char arrays must be numberRows and numberColumns long on entry second part mus...
The default COIN simplex (basis-oriented) warm start class.
double * djRegion(int section) const
int loadNonLinear(void *info, int &numberConstraints, ClpConstraint **&constraints)
Load nonlinear part of problem from AMPL info Returns 0 if linear 1 if quadratic objective 2 if quadr...
ClpEventHandler * eventHandler() const
Event handler.
Definition: ClpModel.hpp:887
int directionIn_
Direction of In, 1 going up, -1 going down, 0 not a clude.
int gutsOfSolution(double *givenDuals, const double *givenPrimals, bool valuesPass=false)
May change basis and then returns number changed.
int solveBenders(CoinStructuredModel *model, ClpSolve &options)
Solve using Benders decomposition and maybe in parallel.
void checkDualSolution()
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual) ...
void computePrimals(const double *rowActivities, const double *columnActivities)
Computes primals from scratch.
int dualDebug(int ifValuesPass=0, int startFinishOptions=0)
void resize(int newNumberRows, int newNumberColumns)
Resizes rim part of model.
int primal(int ifValuesPass=0, int startFinishOptions=0)
Primal algorithm - see ClpSimplexPrimal.hpp for method.
double currentDualTolerance() const
Current dual tolerance.
Definition: ClpSimplex.hpp:928
CoinWarmStartBasis * getBasis() const
Returns a basis (to be deleted by user)
void getBInvRow(int row, double *z)
Get a row of the basis inverse.
int initialDualSolve()
Dual initial solve.
void makeBaseModel()
Save a copy of model with certain state - normally without cuts.
void cleanStatus()
Clean up status.
int numberFake_
Can be used for count of fake bounds (dual) or fake costs (primal)
double & lowerAddress(int sequence)
Return address of row or column lower bound.
void copyEnabledStuff(const ClpSimplex *rhs)
Copy across enabled stuff from one solver to another.
int baseIteration() const
Iteration when we entered dual or primal.
double sumOfRelaxedDualInfeasibilities() const
Sum of relaxed dual infeasibilities.
Definition: ClpSimplex.hpp:664
void setNumberRefinements(int value)
int outDuplicateRows(int numberLook, int *whichRows, bool noOverlaps=false, double tolerance=-1.0, double cleanUp=0.0)
Take out duplicate rows (includes scaled rows and intersections).
int numberColumns() const
Definition: ClpModel.hpp:325
void deleteBaseModel()
Switch off base model.
double rawObjectiveValue() const
Raw objective value (so always minimize in primal)
int sequenceIn_
Sequence of In variable.
double bestObjectiveValue_
&quot;Best&quot; objective value
int numberExtraRows() const
Number of extra rows.
void allSlackBasis(bool resetSolution=false)
Sets up all slack basis and resets solution to as it was after initial load or readMps.
double computeInternalObjectiveValue()
Compute minimization objective value from internal solution without perturbation. ...
void setNumberDualInfeasibilities(int value)
Definition: ClpSimplex.hpp:674
#define NUMBER_THREADS
Definition: AbcSimplex.hpp:863
double dualBound() const
Dual bound.
Definition: ClpSimplex.hpp:617
int perturbation() const
Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - ver...
Definition: ClpSimplex.hpp:642
bool dualFeasible() const
If problem is dual feasible.
Definition: ClpSimplex.hpp:603
double currentPrimalTolerance() const
Current primal tolerance.
Definition: ClpSimplex.hpp:935
ClpPrimalColumnPivot * primalColumnPivot() const
primal column pivot choice
Definition: ClpSimplex.hpp:761
int lastFlaggedIteration_
So we know when to open up again.
void computeDuals(double *givenDjs)
Computes duals from scratch.
double infeasibilityCost() const
Infeasibility cost.
Definition: ClpSimplex.hpp:622
void forceFactorization(int value)
Force re-factorization early.
double lowerOut_
Lower Bound on Out variable.
void setSumDualInfeasibilities(double value)
Definition: ClpSimplex.hpp:660
ClpDisasterHandler * disasterArea_
Disaster handler.
void getBasics(int *index)
Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBI...
int spareIntArray_[4]
Spare int array for passing information [0]!=0 switches on.
void setLastBadIteration(int value)
Set so we know when to be cautious.
void miniSolve(char *rowType, char *columnType, int algorithm, int startUp)
mini presolve and solve
int dual(int ifValuesPass=0, int startFinishOptions=0)
Dual algorithm - see ClpSimplexDual.hpp for method.
void checkPrimalSolution(const double *rowActivities=NULL, const double *columnActivies=NULL)
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal) ...
void solveFromHotStart(void *saveStuff)
Optimize starting from the hotstart.
int pivot()
Pivot in a variable and out a variable.
void clearActive(int iRow)
void setInitialDenseFactorization(bool onOff)
Normally the first factorization does sparse coding because the factorization could be singular...
void getBInvACol(int col, double *vec)
Get a column of the tableau.
double * upper_
Working copy of upper bounds (Owner of arrays below)
CoinIndexedVector * columnArray_[6]
Useful column length arrays.
double * columnLowerWork_
Column lower bounds - working copy.
void generateCpp(FILE *fp, bool defaultFactor=false)
Create C++ lines to get to current state.
void clearPivoted(int sequence)
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:70
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 setColL...
int housekeeping(double objectiveChange)
This does basis housekeeping and does values for in/out variables.
Indexed Vector.
int numberChanged_
Can be used for count of changed costs (dual) or changed bounds (primal)
double * columnUpper_
Column Upper.
Definition: ClpModel.hpp:1146
int baseIteration_
Iteration when we entered dual or primal.
void createRim5(bool initial)
Does rows and columns and objective.
void setDualIn(double value)
Set reduced cost of last incoming to force error.
Definition: ClpSimplex.hpp:958
double sumOfRelaxedPrimalInfeasibilities() const
Sum of relaxed primal infeasibilities.
Definition: ClpSimplex.hpp:689
FakeBound getFakeBound(int sequence) const
int initialPrimalSolve()
Primal initial solve.
void restoreData(ClpDataSave saved)
Restore data.
double moveTowardsPrimalFeasible()
Try simple crash like techniques to get closer to primal feasibility returns final sum of infeasibili...
void setInfeasibilityCost(double value)
void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -DBL_MAX for -infinity.
void borrowModel(ClpModel &otherModel)
Borrow model.
int readMps(const char *filename, bool keepNames=false, bool ignoreErrors=false)
Read an mps file from the given filename.
void setSequenceOut(int sequence)
int numberRefinements_
How many iterative refinements to do.
int numberDualInfeasibilitiesWithoutFree_
Number of dual infeasibilities (without free)
double * columnActivityWork_
Column activities - working copy.
void setPivotRow(int value)
Definition: ClpSimplex.hpp:965
void setObjectiveCoefficient(int elementIndex, double elementValue)
Set an objective function coefficient.
ClpDualRowPivot * dualRowPivot_
dual row pivot choice
int columnPrimalSequence_
Sequence of worst (-1 if feasible)
void unpackPacked(CoinIndexedVector *rowArray)
Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies sc...
int sequenceWithin(int sequence) const
Returns sequence number within section.
int changeMade_
If change has been made (first attempt at stopping looping)
double largestDualError_
Largest error on basic duals.
int algorithm() const
Current (or last) algorithm.
Definition: ClpSimplex.hpp:647
int * pivotVariable_
Basic variables pivoting on which rows.
unsigned char * saveStatus_
Saved status regions.
Status getColumnStatus(int sequence) const
void setPerturbation(int value)
int numberColumns_
Number of columns.
Definition: ClpModel.hpp:1126
void gutsOfCopy(const ClpSimplex &rhs)
Does most of copying.
void setValueOut(double value)
Set value of out variable.
friend void ClpSimplexUnitTest(const std::string &mpsDir)
A function that tests the methods in the ClpSimplex class.
This is a tiny class where data can be saved round calls.
Definition: ClpModel.hpp:1269
void markHotStart(void *&saveStuff)
Create a hotstart point of the optimization process.
void setLargeValue(double value)
int dontFactorizePivots_
If may skip final factorize then allow up to this pivots (default 20)
ClpSimplex(bool emptyMessages=false)
Default constructor.
void setAlphaAccuracy(double value)
Definition: ClpSimplex.hpp:871
int nonlinearSLP(int numberPasses, double deltaTolerance)
Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterati...
bool automaticScaling() const
If automatic scaling on.
Definition: ClpSimplex.hpp:921
void computeObjectiveValue(bool useWorkingSolution=false)
Compute objective value from solution and put in objectiveValue_.
Status getRowStatus(int sequence) const
CoinIndexedVector * columnArray(int index) const
Useful column length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:731
double sumPrimalInfeasibilities() const
Sum of primal infeasibilities.
Definition: ClpSimplex.hpp:682
void setPerturbed(int iSequence)
To say perturbed.
void setFactorizationFrequency(int value)
double * rowObjective() const
Row Objective.
Definition: ClpModel.hpp:676
void setAbcState(int state)
Definition: ClpSimplex.hpp:141
int numberTimesOptimal_
Number of times code has tentatively thought optimal.
void setColumnLower(int elementIndex, double elementValue)
Set a single column lower bound Use -DBL_MAX for -infinity.
int tightenPrimalBounds(double factor=0.0, int doTight=0, bool tightIntegers=false)
Tightens primal bounds to make dual faster.
double * savedSolution_
Saved version of solution.
int numberDualInfeasibilities() const
Number of dual infeasibilities.
Definition: ClpSimplex.hpp:671
int fathom(void *stuff)
Fathom - 1 if solution.
void copyFactorization(ClpFactorization &factorization)
Copies in factorization to existing one.
double primalTolerance_
Current primal tolerance for algorithm.
int numberDualInfeasibilitiesWithoutFree() const
Number of dual infeasibilities (without free)
Definition: ClpSimplex.hpp:678
int progressFlag_
Progress flag - at present 0 bit says artificials out, 1 free in.
double upper(int sequence)
bool goodAccuracy() const
Returns true if model looks OK.
Definition: ClpSimplex.hpp:765
double dualIn() const
Reduced cost of last incoming for use by classes e.g. steepestedge.
Definition: ClpSimplex.hpp:954
int algorithm_
Algorithm &gt;0 == Primal, &lt;0 == Dual.
int lastGoodIteration_
Last good iteration (immediately after a re-factorization)
double * perturbationArray_
Perturbation array (maximumPerturbationSize_)
int solveType() const
Solve type - 1 simplex, 2 simplex interface, 3 Interior.
Definition: ClpModel.hpp:373
void miniPostsolve(const ClpSimplex *presolvedModel, void *info)
After mini presolve.
double * rowReducedCost_
Reduced costs of slacks not same as duals (or - duals)
double * rowObjectiveWork_
Row objective - working copy.
int primalPivotResult()
Pivot in a variable and choose an outgoing one.
int pivotRow_
Pivot Row.
int maximumBasic_
Maximum number of basic variables - can be more than number of rows if GUB.
~ClpSimplex()
Destructor.
double largestPrimalError_
Largest error on Ax-b.
double & solutionAddress(int sequence)
Return address of row or column values.
void setFactorization(ClpFactorization &factorization)
Passes in factorization.
double largeValue() const
Large bound value (for complementarity etc)
Definition: ClpSimplex.hpp:888
void ClpSimplexUnitTest(const std::string &mpsDir)
A function that tests the methods in the ClpSimplex class.
void setSequenceIn(int sequence)
Set sequenceIn or Out.
double primalToleranceToGetOptimal_
Primal tolerance needed to make dual feasible (&lt;largeTolerance)
friend class OsiCLPSolverInterface
And OsiCLP.
bool startPermanentArrays()
Start or reset using maximumRows_ and Columns_ - true if change.
int numberDegeneratePivots_
Number of degenerate pivots since last perturbed.
double sumOfRelaxedPrimalInfeasibilities_
Sum of Primal infeasibilities using tolerance based on error in primals.
int cleanup(int cleanupScaling)
When scaling is on it is possible that the scaled problem is feasible but the unscaled is not...
int sequenceOut() const
double sumDualInfeasibilities_
Sum of dual infeasibilities.
Sparse Matrix Base Class.
double acceptablePivot_
Acceptable pivot value just after factorization.
bool statusOfProblem(bool initial=false)
Factorizes and returns true if optimal.
int initialSolve()
Default initial solve.
double sumOfRelaxedDualInfeasibilities_
Sum of Dual infeasibilities using tolerance based on error in duals.
double dualIn_
Reduced cost of In variable.
int abcState() const
Definition: ClpSimplex.hpp:139
double * rowUpperWork_
Row upper bounds - working copy.
int createPiecewiseLinearCosts(const int *starts, const double *lower, const double *gradient)
Constructs a non linear cost from list of non-linearities (columns only) First lower of each column i...
int moreSpecialOptions() const
Return more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolv...
double lower(int sequence)
double * objectiveWork_
Column objective - working copy.
int readBasis(const char *filename)
Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values...
void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -DBL_MAX for -infinity.
void setSumOfRelaxedPrimalInfeasibilities(double value)
Definition: ClpSimplex.hpp:692
int numberRows() const
Number of rows.
Definition: ClpModel.hpp:315
Base class for Clp event handling.
void add(double *array, int column, double multiplier) const
Adds multiple of a column into an array.
ClpFactorization * getEmptyFactorization()
Gets clean and emptyish factorization.
ClpDisasterHandler * disasterHandler() const
Get disaster handler.
Definition: ClpSimplex.hpp:884
void setDualOut(double value)
Set dual value of out variable.
bool flagged(int sequence) const
int CoinBigIndex
int numberRefinements() const
How many iterative refinements to do.
Definition: ClpSimplex.hpp:942
void setColBounds(int elementIndex, double newlower, double newupper)
Set a single column lower and upper bound.
ClpFactorization * swapFactorization(ClpFactorization *factorization)
void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use DBL_MAX for infinity.
int factorizationFrequency() const
Factorization frequency.
double * lowerRegion(int section) const
unsigned char * status_
Status (i.e.
Definition: ClpModel.hpp:1173
int internalFactorize(int solveType)
Factorizes using current basis.
double originalUpper(int iSequence) const
Return original lower bound.
int saveModel(const char *fileName)
Save model to file, returns 0 if success.
double valueOut_
Value of Out variable.
void getBInvCol(int col, double *vec)
Get a column of the basis inverse.
double reducedCost(int sequence)
double * solutionRegion(int section) const
Return row or column sections - not as much needed as it once was.
void gutsOfDelete(int type)
Does most of deletion (0 = all, 1 = most, 2 most + factorization)
ClpFactorization * factorization() const
factorization
Definition: ClpSimplex.hpp:607
double dualTolerance_
Current dual tolerance for algorithm.
void setLowerOut(double value)
Set lower of out variable.
int sequenceOut_
Sequence of Out variable.
void setLargestPrimalError(double value)
Largest error on Ax-b.
Definition: ClpSimplex.hpp:901
void setFakeBound(int sequence, FakeBound fakeBound)
void getBInvARow(int row, double *z, double *slack=NULL)
Get a row of the tableau (slack part in slack if not NULL)
void removeSuperBasicSlacks(int threshold=0)
Try simple crash like techniques to remove super basic slacks but only if &gt; threshold.
int readLp(const char *filename, const double epsilon=1e-5)
Read file in LP format from file with name filename.
void setTheta(double value)
Set theta of out variable.
double cost(int sequence)
bool perturbed(int iSequence) const
void createRim4(bool initial)
Does objective.
ClpSimplexProgress * progress()
For dealing with all issues of cycling etc.
double largeValue_
Large bound value (for complementarity etc)
double * solutionRegion() const
Return region as single array.
int pivotResultPart2(int algorithm, int state)
Do actual pivot state is 0 if need tableau column, 1 if in rowArray_[1].
void setRowSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of rows simultaneously
void originalModel(ClpSimplex *miniModel)
This copies back stuff from miniModel and then deletes miniModel.
ClpSimplex * fastCrunch(ClpNodeStuff *stuff, int mode)
Deals with crunch aspects mode 0 - in 1 - out with solution 2 - out without solution returns small mo...
int directionOut() const
double infeasibilityCost_
Weight assigned to being infeasible in primal.
ClpSimplex * baseModel_
A copy of model with certain state - normally without cuts.
double * rowLower_
Row lower.
Definition: ClpModel.hpp:1136
int initialBarrierNoCrossSolve()
Barrier initial solve, not to be followed by crossover.
double * upperRegion(int section) const
int pivotRow() const
Pivot Row for use by classes e.g. steepestedge.
Definition: ClpSimplex.hpp:962
int * pivotVariable() const
Basic variables pivoting on which rows.
Definition: ClpSimplex.hpp:917
double solution(int sequence)
Return row or column values.
void checkBothSolutions()
This sets sum and number of infeasibilities (Dual and Primal)
int forceFactorization() const
Force re-factorization early value.
double * columnUpperWork_
Column upper bounds - working copy.
double zeroTolerance_
Zero tolerance.
void setFlagged(int sequence)
To flag a variable (not inline to allow for column generation)
double valueIncomingDual() const
value of incoming variable (in Dual)
void setSumOfRelaxedDualInfeasibilities(double value)
Definition: ClpSimplex.hpp:667
ClpPrimalColumnPivot * primalColumnPivot_
primal column pivot choice
void createStatus()
Set up status array (can be used by OsiClp).
double alpha_
Alpha (pivot element)
void clearPerturbed(int iSequence)
int directionOut_
Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.
ClpDualRowPivot * dualRowPivot() const
dual row pivot choice
Definition: ClpSimplex.hpp:757
int numberExtraRows_
Number of extra rows.
CoinIndexedVector * rowArray(int index) const
Useful row length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:727
double * rowLowerWork_
Row lower bounds - working copy.
int readGMPL(const char *filename, const char *dataName, bool keepNames=false)
Read GMPL files from the given filenames.
void setNumberPrimalInfeasibilities(int value)
Definition: ClpSimplex.hpp:699
void setSumPrimalInfeasibilities(double value)
Definition: ClpSimplex.hpp:685
void createRim1(bool initial)
Does rows and columns.
ClpDataSave saveData()
Save data.
int numberPrimalInfeasibilities_
Number of primal infeasibilities.
void setStatus(int sequence, Status newstatus)
void setEmptyFactorization()
May delete or may make clean and emptyish factorization.
double largestPrimalError() const
Largest error on Ax-b.
Definition: ClpSimplex.hpp:893
bool createRim(int what, bool makeRowCopy=false, int startFinishOptions=0)
puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows (now and columns)...
void dropNames()
Drops names - makes lengthnames 0 and names empty.
void setRowStatus(int sequence, Status newstatus)
void setPivoted(int sequence)
int fastDual2(ClpNodeStuff *stuff)
Like Fast dual.
double objectiveValue_
Objective value.
Definition: ClpModel.hpp:1116
ClpSimplexProgress progress_
For dealing with all issues of cycling etc.
bool active(int iRow) const
void setPersistenceFlag(int value)
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 bu...
double sumPrimalInfeasibilities_
Sum of primal infeasibilities.
bool initialDenseFactorization() const
void setDualRowPivotAlgorithm(ClpDualRowPivot &choice)
Sets row pivot choice algorithm in dual.
int lastBadIteration() const
So we know when to be cautious.
int fathomMany(void *stuff)
Do up to N deep - returns -1 - no solution nNodes_ valid nodes &gt;= if solution and that node gives sol...
void passInEventHandler(const ClpEventHandler *eventHandler)
Pass in Event handler (cloned and deleted at end)
Dual Row Pivot Abstract Base Class.
double allowedInfeasibility_
double * rowActivityWork_
Row activities - working copy.
CoinPackedMatrix * matrix() const
Matrix (if not ClpPackedmatrix be careful about memory leak.
Definition: ClpModel.hpp:697
void setSparseFactorization(bool value)
double valueOut() const
Value of Out variable.
int crash(double gap, int pivot)
Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dua...
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.
void setActive(int iRow)
To say row active in primal pivot row choice.
double minimumPrimalTolerance_
Minimum primal tolerance.
double * columnLower_
Column Lower.
Definition: ClpModel.hpp:1144
double alphaAccuracy_
For computing whether to re-factorize.
double largestDualError() const
Largest error on basic duals.
Definition: ClpSimplex.hpp:897
int solve(CoinStructuredModel *model)
Solve using structure of model and maybe in parallel.
double * dj_
Working copy of reduced costs (Owner of arrays below)
double * solution_
Working copy of primal solution (Owner of arrays below)
void setLargestDualError(double value)
Largest error on basic duals.
Definition: ClpSimplex.hpp:905
#define CLP_INFEAS_SAVE
Last few infeasibilities.
double * lowerRegion() const
int automaticScale_
Automatic scaling of objective and rhs and bounds.
double bestPossibleImprovement() const
Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (...
bool sanityCheck()
Sanity check on input rim data (after scaling) - returns true if okay.
void setValuesPassAction(double incomingInfeasibility, double allowedInfeasibility)
For advanced use.
void checkSolution(int setToBounds=0)
Just check solution (for external use) - sets sum of infeasibilities etc.
double doubleCheck()
Double checks OK.
int firstFree_
First free/super-basic variable (-1 if none)
int factorize()
Factorizes using current basis. For external use.
bool sparseFactorization() const
Sparsity on or off.
void setColumnUpper(int elementIndex, double elementValue)
Set a single column upper bound Use DBL_MAX for infinity.
bool isObjectiveLimitTestValid() const
Return true if the objective limit test can be relied upon.
ClpSimplex * baseModel() const
See if we have base model.
Definition: ClpSimplex.hpp:164
int rowPrimalSequence_
Sequence of worst (-1 if feasible)