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ClpPrimalColumnSteepest Class Reference

Primal Column Pivot Steepest Edge Algorithm Class. More...

#include <ClpPrimalColumnSteepest.hpp>

+ Inheritance diagram for ClpPrimalColumnSteepest:
+ Collaboration diagram for ClpPrimalColumnSteepest:

Public Types

enum  Persistence { normal = 0x00, keep = 0x01 }
 enums for persistence More...
 

Public Member Functions

Algorithmic methods
virtual int pivotColumn (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Returns pivot column, -1 if none. More...
 
int pivotColumnOldMethod (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 For quadratic or funny nonlinearities. More...
 
void justDjs (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Just update djs. More...
 
int partialPricing (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, int numberWanted, int numberLook)
 Update djs doing partial pricing (dantzig) More...
 
void djsAndDevex (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update djs, weights for Devex using djs. More...
 
void djsAndSteepest (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update djs, weights for Steepest using djs. More...
 
void djsAndDevex2 (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update djs, weights for Devex using pivot row. More...
 
void djsAndSteepest2 (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update djs, weights for Steepest using pivot row. More...
 
void justDevex (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update weights for Devex. More...
 
void justSteepest (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update weights for Steepest. More...
 
void transposeTimes2 (const CoinIndexedVector *pi1, CoinIndexedVector *dj1, const CoinIndexedVector *pi2, CoinIndexedVector *dj2, CoinIndexedVector *spare, double scaleFactor)
 Updates two arrays for steepest. More...
 
virtual void updateWeights (CoinIndexedVector *input)
 Updates weights - part 1 - also checks accuracy. More...
 
void checkAccuracy (int sequence, double relativeTolerance, CoinIndexedVector *rowArray1, CoinIndexedVector *rowArray2)
 Checks accuracy - just for debug. More...
 
void initializeWeights ()
 Initialize weights. More...
 
virtual void saveWeights (ClpSimplex *model, int mode)
 Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization) More...
 
virtual void unrollWeights ()
 Gets rid of last update. More...
 
virtual void clearArrays ()
 Gets rid of all arrays. More...
 
virtual bool looksOptimal () const
 Returns true if would not find any column. More...
 
virtual void maximumPivotsChanged ()
 Called when maximum pivots changes. More...
 
gets and sets
int mode () const
 Mode. More...
 
virtual int numberSprintColumns (int &numberIterations) const
 Returns number of extra columns for sprint algorithm - 0 means off. More...
 
virtual void switchOffSprint ()
 Switch off sprint idea. More...
 
Constructors and destructors
 ClpPrimalColumnSteepest (int mode=3)
 Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. More...
 
 ClpPrimalColumnSteepest (const ClpPrimalColumnSteepest &rhs)
 Copy constructor. More...
 
ClpPrimalColumnSteepestoperator= (const ClpPrimalColumnSteepest &rhs)
 Assignment operator. More...
 
virtual ~ClpPrimalColumnSteepest ()
 Destructor. More...
 
virtual ClpPrimalColumnPivotclone (bool copyData=true) const
 Clone. More...
 
Private functions to deal with devex
bool reference (int i) const
 reference would be faster using ClpSimplex's status_, but I prefer to keep modularity. More...
 
void setReference (int i, bool trueFalse)
 
void setPersistence (Persistence life)
 Set/ get persistence. More...
 
Persistence persistence () const
 
- Public Member Functions inherited from ClpPrimalColumnPivot
virtual int pivotRow (double &way)
 Signals pivot row choice: -2 (default) - use normal pivot row choice -1 to numberRows-1 - use this (will be checked) way should be -1 to go to lower bound, +1 to upper bound. More...
 
virtual void setLooksOptimal (bool flag)
 Sets optimality flag (for advanced use) More...
 
 ClpPrimalColumnPivot ()
 Default Constructor. More...
 
 ClpPrimalColumnPivot (const ClpPrimalColumnPivot &)
 Copy constructor. More...
 
ClpPrimalColumnPivotoperator= (const ClpPrimalColumnPivot &rhs)
 Assignment operator. More...
 
virtual ~ClpPrimalColumnPivot ()
 Destructor. More...
 
ClpSimplexmodel ()
 Returns model. More...
 
void setModel (ClpSimplex *newmodel)
 Sets model. More...
 
int type ()
 Returns type (above 63 is extra information) More...
 

Private Attributes

Private member data
double devex_
 
double * weights_
 weight array More...
 
CoinIndexedVectorinfeasible_
 square of infeasibility array (just for infeasible columns) More...
 
CoinIndexedVectoralternateWeights_
 alternate weight array (so we can unroll) More...
 
double * savedWeights_
 save weight array (so we can use checkpoint) More...
 
unsigned int * reference_
 
int state_
 Status 0) Normal -1) Needs initialization 1) Weights are stored by sequence number. More...
 
int mode_
 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. More...
 
Persistence persistence_
 Life of weights. More...
 
int numberSwitched_
 Number of times switched from partial dantzig to 0/2. More...
 
int pivotSequence_
 
int savedPivotSequence_
 
int savedSequenceOut_
 
int lastRectified_
 
int sizeFactorization_
 

Additional Inherited Members

- Protected Attributes inherited from ClpPrimalColumnPivot
ClpSimplexmodel_
 Pointer to model. More...
 
int type_
 Type of column pivot algorithm. More...
 
bool looksOptimal_
 Says if looks optimal (normally computed) More...
 

Detailed Description

Primal Column Pivot Steepest Edge Algorithm Class.

See Forrest-Goldfarb paper for algorithm

Definition at line 23 of file ClpPrimalColumnSteepest.hpp.

Member Enumeration Documentation

enums for persistence

Enumerator
normal 
keep 

Definition at line 140 of file ClpPrimalColumnSteepest.hpp.

Constructor & Destructor Documentation

ClpPrimalColumnSteepest::ClpPrimalColumnSteepest ( int  mode = 3)

Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.

By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems.

ClpPrimalColumnSteepest::ClpPrimalColumnSteepest ( const ClpPrimalColumnSteepest rhs)

Copy constructor.

virtual ClpPrimalColumnSteepest::~ClpPrimalColumnSteepest ( )
virtual

Destructor.

Member Function Documentation

virtual int ClpPrimalColumnSteepest::pivotColumn ( CoinIndexedVector updates,
CoinIndexedVector spareRow1,
CoinIndexedVector spareRow2,
CoinIndexedVector spareColumn1,
CoinIndexedVector spareColumn2 
)
virtual

Returns pivot column, -1 if none.

The Packed CoinIndexedVector updates has cost updates - for normal LP that is just +-weight where a feasibility changed. It also has reduced cost from last iteration in pivot row Parts of operation split out into separate functions for profiling and speed

Implements ClpPrimalColumnPivot.

int ClpPrimalColumnSteepest::pivotColumnOldMethod ( CoinIndexedVector updates,
CoinIndexedVector spareRow1,
CoinIndexedVector spareRow2,
CoinIndexedVector spareColumn1,
CoinIndexedVector spareColumn2 
)

For quadratic or funny nonlinearities.

void ClpPrimalColumnSteepest::justDjs ( CoinIndexedVector updates,
CoinIndexedVector spareRow2,
CoinIndexedVector spareColumn1,
CoinIndexedVector spareColumn2 
)

Just update djs.

int ClpPrimalColumnSteepest::partialPricing ( CoinIndexedVector updates,
CoinIndexedVector spareRow2,
int  numberWanted,
int  numberLook 
)

Update djs doing partial pricing (dantzig)

void ClpPrimalColumnSteepest::djsAndDevex ( CoinIndexedVector updates,
CoinIndexedVector spareRow2,
CoinIndexedVector spareColumn1,
CoinIndexedVector spareColumn2 
)

Update djs, weights for Devex using djs.

void ClpPrimalColumnSteepest::djsAndSteepest ( CoinIndexedVector updates,
CoinIndexedVector spareRow2,
CoinIndexedVector spareColumn1,
CoinIndexedVector spareColumn2 
)

Update djs, weights for Steepest using djs.

void ClpPrimalColumnSteepest::djsAndDevex2 ( CoinIndexedVector updates,
CoinIndexedVector spareRow2,
CoinIndexedVector spareColumn1,
CoinIndexedVector spareColumn2 
)

Update djs, weights for Devex using pivot row.

void ClpPrimalColumnSteepest::djsAndSteepest2 ( CoinIndexedVector updates,
CoinIndexedVector spareRow2,
CoinIndexedVector spareColumn1,
CoinIndexedVector spareColumn2 
)

Update djs, weights for Steepest using pivot row.

void ClpPrimalColumnSteepest::justDevex ( CoinIndexedVector updates,
CoinIndexedVector spareRow2,
CoinIndexedVector spareColumn1,
CoinIndexedVector spareColumn2 
)

Update weights for Devex.

void ClpPrimalColumnSteepest::justSteepest ( CoinIndexedVector updates,
CoinIndexedVector spareRow2,
CoinIndexedVector spareColumn1,
CoinIndexedVector spareColumn2 
)

Update weights for Steepest.

void ClpPrimalColumnSteepest::transposeTimes2 ( const CoinIndexedVector pi1,
CoinIndexedVector dj1,
const CoinIndexedVector pi2,
CoinIndexedVector dj2,
CoinIndexedVector spare,
double  scaleFactor 
)

Updates two arrays for steepest.

virtual void ClpPrimalColumnSteepest::updateWeights ( CoinIndexedVector input)
virtual

Updates weights - part 1 - also checks accuracy.

Reimplemented from ClpPrimalColumnPivot.

void ClpPrimalColumnSteepest::checkAccuracy ( int  sequence,
double  relativeTolerance,
CoinIndexedVector rowArray1,
CoinIndexedVector rowArray2 
)

Checks accuracy - just for debug.

void ClpPrimalColumnSteepest::initializeWeights ( )

Initialize weights.

virtual void ClpPrimalColumnSteepest::saveWeights ( ClpSimplex model,
int  mode 
)
virtual

Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization)

Implements ClpPrimalColumnPivot.

virtual void ClpPrimalColumnSteepest::unrollWeights ( )
virtual

Gets rid of last update.

virtual void ClpPrimalColumnSteepest::clearArrays ( )
virtual

Gets rid of all arrays.

Reimplemented from ClpPrimalColumnPivot.

virtual bool ClpPrimalColumnSteepest::looksOptimal ( ) const
virtual

Returns true if would not find any column.

Reimplemented from ClpPrimalColumnPivot.

virtual void ClpPrimalColumnSteepest::maximumPivotsChanged ( )
virtual

Called when maximum pivots changes.

Reimplemented from ClpPrimalColumnPivot.

int ClpPrimalColumnSteepest::mode ( ) const
inline

Mode.

Definition at line 126 of file ClpPrimalColumnSteepest.hpp.

virtual int ClpPrimalColumnSteepest::numberSprintColumns ( int &  numberIterations) const
virtual

Returns number of extra columns for sprint algorithm - 0 means off.

Also number of iterations before recompute

Reimplemented from ClpPrimalColumnPivot.

virtual void ClpPrimalColumnSteepest::switchOffSprint ( )
virtual

Switch off sprint idea.

Reimplemented from ClpPrimalColumnPivot.

ClpPrimalColumnSteepest& ClpPrimalColumnSteepest::operator= ( const ClpPrimalColumnSteepest rhs)

Assignment operator.

virtual ClpPrimalColumnPivot* ClpPrimalColumnSteepest::clone ( bool  copyData = true) const
virtual

Clone.

Implements ClpPrimalColumnPivot.

bool ClpPrimalColumnSteepest::reference ( int  i) const
inline

reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.

Definition at line 175 of file ClpPrimalColumnSteepest.hpp.

void ClpPrimalColumnSteepest::setReference ( int  i,
bool  trueFalse 
)
inline

Definition at line 178 of file ClpPrimalColumnSteepest.hpp.

void ClpPrimalColumnSteepest::setPersistence ( Persistence  life)
inline

Set/ get persistence.

Definition at line 187 of file ClpPrimalColumnSteepest.hpp.

Persistence ClpPrimalColumnSteepest::persistence ( ) const
inline

Definition at line 190 of file ClpPrimalColumnSteepest.hpp.

Member Data Documentation

double ClpPrimalColumnSteepest::devex_
private

Definition at line 200 of file ClpPrimalColumnSteepest.hpp.

double* ClpPrimalColumnSteepest::weights_
private

weight array

Definition at line 202 of file ClpPrimalColumnSteepest.hpp.

CoinIndexedVector* ClpPrimalColumnSteepest::infeasible_
private

square of infeasibility array (just for infeasible columns)

Definition at line 204 of file ClpPrimalColumnSteepest.hpp.

CoinIndexedVector* ClpPrimalColumnSteepest::alternateWeights_
private

alternate weight array (so we can unroll)

Definition at line 206 of file ClpPrimalColumnSteepest.hpp.

double* ClpPrimalColumnSteepest::savedWeights_
private

save weight array (so we can use checkpoint)

Definition at line 208 of file ClpPrimalColumnSteepest.hpp.

unsigned int* ClpPrimalColumnSteepest::reference_
private

Definition at line 210 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::state_
private

Status 0) Normal -1) Needs initialization 1) Weights are stored by sequence number.

Definition at line 216 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::mode_
private

0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.

5 is always partial dantzig By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems.

New dubious option is >=10 which does mini-sprint

Definition at line 229 of file ClpPrimalColumnSteepest.hpp.

Persistence ClpPrimalColumnSteepest::persistence_
private

Life of weights.

Definition at line 231 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::numberSwitched_
private

Number of times switched from partial dantzig to 0/2.

Definition at line 233 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::pivotSequence_
private

Definition at line 235 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::savedPivotSequence_
private

Definition at line 237 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::savedSequenceOut_
private

Definition at line 239 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::lastRectified_
private

Definition at line 241 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::sizeFactorization_
private

Definition at line 243 of file ClpPrimalColumnSteepest.hpp.


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