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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 &)
 
ClpNonLinearCostoperator= (const ClpNonLinearCost &)
 
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
 
double changeDownInCost (int sequence) const
 
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)
 
void setChangeInCost (double value)
 
void setMethod (int value)
 
bool lookBothWays () const
 See if may want to look both ways. More...
 
Private functions to deal with infeasible regions
bool infeasible (int i) const
 
void setInfeasible (int i, bool trueFalse)
 
unsigned char * statusArray () const
 
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...
 
ClpSimplexmodel_
 Model. More...
 
unsigned int * infeasible_
 
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 )

Member Function Documentation

ClpNonLinearCost& ClpNonLinearCost::operator= ( const ClpNonLinearCost )
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

Definition at line 185 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::changeDownInCost ( int  sequence) const
inline

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

Definition at line 315 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::setChangeInCost ( double  value)
inline

Definition at line 318 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::setMethod ( int  value)
inline

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

Definition at line 330 of file ClpNonLinearCost.hpp.

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

Definition at line 333 of file ClpNonLinearCost.hpp.

unsigned char* ClpNonLinearCost::statusArray ( ) const
inline

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

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: