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ClpSimplex Class Reference

This solves LPs using the simplex method. More...

#include <ClpSimplex.hpp>

+ Inheritance diagram for ClpSimplex:
+ Collaboration diagram for ClpSimplex:

Public Types

enum  Status {
  isFree = 0x00, basic = 0x01, atUpperBound = 0x02, atLowerBound = 0x03,
  superBasic = 0x04, isFixed = 0x05
}
 enums for status of various sorts. More...
 
enum  FakeBound { noFake = 0x00, lowerFake = 0x01, upperFake = 0x02, bothFake = 0x03 }
 

Public Member Functions

Constructors and destructor and copy
 ClpSimplex (bool emptyMessages=false)
 Default constructor. More...
 
 ClpSimplex (const ClpSimplex &rhs, int scalingMode=-1)
 Copy constructor. More...
 
 ClpSimplex (const ClpModel &rhs, int scalingMode=-1)
 Copy constructor from model. More...
 
 ClpSimplex (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true, bool fixOthers=false)
 Subproblem constructor. More...
 
 ClpSimplex (const ClpSimplex *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true, bool fixOthers=false)
 Subproblem constructor. More...
 
 ClpSimplex (ClpSimplex *wholeModel, int numberColumns, const int *whichColumns)
 This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex. More...
 
void originalModel (ClpSimplex *miniModel)
 This copies back stuff from miniModel and then deletes miniModel. More...
 
int abcState () const
 
void setAbcState (int state)
 
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 but give a bit extra if bigger needed. More...
 
void makeBaseModel ()
 Save a copy of model with certain state - normally without cuts. More...
 
void deleteBaseModel ()
 Switch off base model. More...
 
ClpSimplexbaseModel () const
 See if we have base model. More...
 
void setToBaseModel (ClpSimplex *model=NULL)
 Reset to base model (just size and arrays needed) If model NULL use internal copy. More...
 
ClpSimplexoperator= (const ClpSimplex &rhs)
 Assignment operator. This copies the data. More...
 
 ~ClpSimplex ()
 Destructor. More...
 
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). More...
 
void loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 
void loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps). More...
 
void loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const int *length, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 This one is for after presolve to save memory. More...
 
int loadProblem (CoinModel &modelObject, bool keepSolution=false)
 This loads a model from a coinModel object - returns number of errors. More...
 
int readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false)
 Read an mps file from the given filename. More...
 
int readGMPL (const char *filename, const char *dataName, bool keepNames=false)
 Read GMPL files from the given filenames. More...
 
int readLp (const char *filename, const double epsilon=1e-5)
 Read file in LP format from file with name filename. More...
 
void borrowModel (ClpModel &otherModel)
 Borrow model. More...
 
void borrowModel (ClpSimplex &otherModel)
 
void passInEventHandler (const ClpEventHandler *eventHandler)
 Pass in Event handler (cloned and deleted at end) More...
 
void getbackSolution (const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn)
 Puts solution back into small model. More...
 
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 quadratic constraints 3 if nonlinear objective 4 if nonlinear constraints -1 on failure. More...
 
Functions most useful to user
int initialSolve (ClpSolve &options)
 General solve algorithm which can do presolve. More...
 
int initialSolve ()
 Default initial solve. More...
 
int initialDualSolve ()
 Dual initial solve. More...
 
int initialPrimalSolve ()
 Primal initial solve. More...
 
int initialBarrierSolve ()
 Barrier initial solve. More...
 
int initialBarrierNoCrossSolve ()
 Barrier initial solve, not to be followed by crossover. More...
 
int dual (int ifValuesPass=0, int startFinishOptions=0)
 Dual algorithm - see ClpSimplexDual.hpp for method. More...
 
int dualDebug (int ifValuesPass=0, int startFinishOptions=0)
 
int primal (int ifValuesPass=0, int startFinishOptions=0)
 Primal algorithm - see ClpSimplexPrimal.hpp for method. More...
 
int nonlinearSLP (int numberPasses, double deltaTolerance)
 Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small. More...
 
int nonlinearSLP (int numberConstraints, ClpConstraint **constraints, int numberPasses, double deltaTolerance)
 Solves problem with nonlinear constraints using SLP - may be used as crash for other algorithms when number of iterations small. More...
 
int barrier (bool crossover=true)
 Solves using barrier (assumes you have good cholesky factor code). More...
 
int reducedGradient (int phase=0)
 Solves non-linear using reduced gradient. More...
 
int solve (CoinStructuredModel *model)
 Solve using structure of model and maybe in parallel. More...
 
int loadProblem (CoinStructuredModel &modelObject, bool originalOrder=true, bool keepSolution=false)
 This loads a model from a CoinStructuredModel object - returns number of errors. More...
 
int cleanup (int cleanupScaling)
 When scaling is on it is possible that the scaled problem is feasible but the unscaled is not. More...
 
int dualRanging (int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease, double *valueIncrease=NULL, double *valueDecrease=NULL)
 Dual ranging. More...
 
int primalRanging (int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease)
 Primal ranging. More...
 
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. More...
 
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). More...
 
double moveTowardsPrimalFeasible ()
 Try simple crash like techniques to get closer to primal feasibility returns final sum of infeasibilities. More...
 
void removeSuperBasicSlacks (int threshold=0)
 Try simple crash like techniques to remove super basic slacks but only if > threshold. More...
 
ClpSimplexminiPresolve (char *rowType, char *columnType, void **info)
 Mini presolve (faster) Char arrays must be numberRows and numberColumns long on entry second part must be filled in as follows - 0 - possible >0 - take out and do something (depending on value - TBD) -1 row/column can't vanish but can have entries removed/changed -2 don't touch at all on exit <=0 ones will be in presolved problem struct will be created and will be long enough (information on length etc in first entry) user must delete struct. More...
 
void miniPostsolve (const ClpSimplex *presolvedModel, void *info)
 After mini presolve. More...
 
void miniSolve (char *rowType, char *columnType, int algorithm, int startUp)
 mini presolve and solve More...
 
int writeBasis (const char *filename, bool writeValues=false, int formatType=0) const
 Write the basis in MPS format to the specified file. More...
 
int readBasis (const char *filename)
 Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values. More...
 
CoinWarmStartBasisgetBasis () const
 Returns a basis (to be deleted by user) More...
 
void setFactorization (ClpFactorization &factorization)
 Passes in factorization. More...
 
ClpFactorizationswapFactorization (ClpFactorization *factorization)
 
void copyFactorization (ClpFactorization &factorization)
 Copies in factorization to existing one. More...
 
int tightenPrimalBounds (double factor=0.0, int doTight=0, bool tightIntegers=false)
 Tightens primal bounds to make dual faster. More...
 
int crash (double gap, int pivot)
 Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dual preferred and all slack basis preferred 0 if basis going in was not all slack 1 if primal preferred and all slack basis preferred 2 if primal preferred and crash basis created. More...
 
void setDualRowPivotAlgorithm (ClpDualRowPivot &choice)
 Sets row pivot choice algorithm in dual. More...
 
void setPrimalColumnPivotAlgorithm (ClpPrimalColumnPivot &choice)
 Sets column pivot choice algorithm in primal. More...
 
void markHotStart (void *&saveStuff)
 Create a hotstart point of the optimization process. More...
 
void solveFromHotStart (void *saveStuff)
 Optimize starting from the hotstart. More...
 
void unmarkHotStart (void *saveStuff)
 Delete the snapshot. More...
 
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. More...
 
int fathom (void *stuff)
 Fathom - 1 if solution. More...
 
int fathomMany (void *stuff)
 Do up to N deep - returns -1 - no solution nNodes_ valid nodes >= if solution and that node gives solution ClpNode array is 2**N long. More...
 
double doubleCheck ()
 Double checks OK. More...
 
int startFastDual2 (ClpNodeStuff *stuff)
 Starts Fast dual2. More...
 
int fastDual2 (ClpNodeStuff *stuff)
 Like Fast dual. More...
 
void stopFastDual2 (ClpNodeStuff *stuff)
 Stops Fast dual2. More...
 
ClpSimplexfastCrunch (ClpNodeStuff *stuff, int mode)
 Deals with crunch aspects mode 0 - in 1 - out with solution 2 - out without solution returns small model or NULL. More...
 
Needed for functionality of OsiSimplexInterface
int pivot ()
 Pivot in a variable and out a variable. More...
 
int primalPivotResult ()
 Pivot in a variable and choose an outgoing one. More...
 
int dualPivotResultPart1 ()
 Pivot out a variable and choose an incoing one. More...
 
int pivotResultPart2 (int algorithm, int state)
 Do actual pivot state is 0 if need tableau column, 1 if in rowArray_[1]. More...
 
int startup (int ifValuesPass, int startFinishOptions=0)
 Common bits of coding for dual and primal. More...
 
void finish (int startFinishOptions=0)
 
bool statusOfProblem (bool initial=false)
 Factorizes and returns true if optimal. More...
 
void defaultFactorizationFrequency ()
 If user left factorization frequency then compute. More...
 
void copyEnabledStuff (const ClpSimplex *rhs)
 Copy across enabled stuff from one solver to another. More...
 
most useful gets and sets
bool primalFeasible () const
 If problem is primal feasible. More...
 
bool dualFeasible () const
 If problem is dual feasible. More...
 
ClpFactorizationfactorization () const
 factorization More...
 
bool sparseFactorization () const
 Sparsity on or off. More...
 
void setSparseFactorization (bool value)
 
int factorizationFrequency () const
 Factorization frequency. More...
 
void setFactorizationFrequency (int value)
 
double dualBound () const
 Dual bound. More...
 
void setDualBound (double value)
 
double infeasibilityCost () const
 Infeasibility cost. More...
 
void setInfeasibilityCost (double value)
 
int perturbation () const
 Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - verbose above that 8,16,32 etc just for selective debug. More...
 
void setPerturbation (int value)
 
int algorithm () const
 Current (or last) algorithm. More...
 
void setAlgorithm (int value)
 Set algorithm. More...
 
bool isObjectiveLimitTestValid () const
 Return true if the objective limit test can be relied upon. More...
 
double sumDualInfeasibilities () const
 Sum of dual infeasibilities. More...
 
void setSumDualInfeasibilities (double value)
 
double sumOfRelaxedDualInfeasibilities () const
 Sum of relaxed dual infeasibilities. More...
 
void setSumOfRelaxedDualInfeasibilities (double value)
 
int numberDualInfeasibilities () const
 Number of dual infeasibilities. More...
 
void setNumberDualInfeasibilities (int value)
 
int numberDualInfeasibilitiesWithoutFree () const
 Number of dual infeasibilities (without free) More...
 
double sumPrimalInfeasibilities () const
 Sum of primal infeasibilities. More...
 
void setSumPrimalInfeasibilities (double value)
 
double sumOfRelaxedPrimalInfeasibilities () const
 Sum of relaxed primal infeasibilities. More...
 
void setSumOfRelaxedPrimalInfeasibilities (double value)
 
int numberPrimalInfeasibilities () const
 Number of primal infeasibilities. More...
 
void setNumberPrimalInfeasibilities (int value)
 
int saveModel (const char *fileName)
 Save model to file, returns 0 if success. More...
 
int restoreModel (const char *fileName)
 Restore model from file, returns 0 if success, deletes current model. More...
 
void checkSolution (int setToBounds=0)
 Just check solution (for external use) - sets sum of infeasibilities etc. More...
 
void checkSolutionInternal ()
 Just check solution (for internal use) - sets sum of infeasibilities etc. More...
 
void checkUnscaledSolution ()
 Check unscaled primal solution but allow for rounding error. More...
 
CoinIndexedVectorrowArray (int index) const
 Useful row length arrays (0,1,2,3,4,5) More...
 
CoinIndexedVectorcolumnArray (int index) const
 Useful column length arrays (0,1,2,3,4,5) More...
 
double alphaAccuracy () const
 Initial value for alpha accuracy calculation (-1.0 off) More...
 
void setAlphaAccuracy (double value)
 
void setDisasterHandler (ClpDisasterHandler *handler)
 Objective value. More...
 
ClpDisasterHandlerdisasterHandler () const
 Get disaster handler. More...
 
double largeValue () const
 Large bound value (for complementarity etc) More...
 
void setLargeValue (double value)
 
double largestPrimalError () const
 Largest error on Ax-b. More...
 
double largestDualError () const
 Largest error on basic duals. More...
 
void setLargestPrimalError (double value)
 Largest error on Ax-b. More...
 
void setLargestDualError (double value)
 Largest error on basic duals. More...
 
double zeroTolerance () const
 Get zero tolerance. More...
 
void setZeroTolerance (double value)
 Set zero tolerance. More...
 
int * pivotVariable () const
 Basic variables pivoting on which rows. More...
 
bool automaticScaling () const
 If automatic scaling on. More...
 
void setAutomaticScaling (bool onOff)
 
double currentDualTolerance () const
 Current dual tolerance. More...
 
void setCurrentDualTolerance (double value)
 
double currentPrimalTolerance () const
 Current primal tolerance. More...
 
void setCurrentPrimalTolerance (double value)
 
int numberRefinements () const
 How many iterative refinements to do. More...
 
void setNumberRefinements (int value)
 
double alpha () const
 Alpha (pivot element) for use by classes e.g. steepestedge. More...
 
void setAlpha (double value)
 
double dualIn () const
 Reduced cost of last incoming for use by classes e.g. steepestedge. More...
 
void setDualIn (double value)
 Set reduced cost of last incoming to force error. More...
 
int pivotRow () const
 Pivot Row for use by classes e.g. steepestedge. More...
 
void setPivotRow (int value)
 
double valueIncomingDual () const
 value of incoming variable (in Dual) More...
 
public methods
double * solutionRegion (int section) const
 Return row or column sections - not as much needed as it once was. More...
 
double * djRegion (int section) const
 
double * lowerRegion (int section) const
 
double * upperRegion (int section) const
 
double * costRegion (int section) const
 
double * solutionRegion () const
 Return region as single array. More...
 
double * djRegion () const
 
double * lowerRegion () const
 
double * upperRegion () const
 
double * costRegion () const
 
Status getStatus (int sequence) const
 
void setStatus (int sequence, Status newstatus)
 
bool startPermanentArrays ()
 Start or reset using maximumRows_ and Columns_ - true if change. More...
 
void setInitialDenseFactorization (bool onOff)
 Normally the first factorization does sparse coding because the factorization could be singular. More...
 
bool initialDenseFactorization () const
 
int sequenceIn () const
 Return sequence In or Out. More...
 
int sequenceOut () const
 
void setSequenceIn (int sequence)
 Set sequenceIn or Out. More...
 
void setSequenceOut (int sequence)
 
int directionIn () const
 Return direction In or Out. More...
 
int directionOut () const
 
void setDirectionIn (int direction)
 Set directionIn or Out. More...
 
void setDirectionOut (int direction)
 
double valueOut () const
 Value of Out variable. More...
 
void setValueOut (double value)
 Set value of out variable. More...
 
double dualOut () const
 Dual value of Out variable. More...
 
void setDualOut (double value)
 Set dual value of out variable. More...
 
void setLowerOut (double value)
 Set lower of out variable. More...
 
void setUpperOut (double value)
 Set upper of out variable. More...
 
void setTheta (double value)
 Set theta of out variable. More...
 
int isColumn (int sequence) const
 Returns 1 if sequence indicates column. More...
 
int sequenceWithin (int sequence) const
 Returns sequence number within section. More...
 
double solution (int sequence)
 Return row or column values. More...
 
double & solutionAddress (int sequence)
 Return address of row or column values. More...
 
double reducedCost (int sequence)
 
double & reducedCostAddress (int sequence)
 
double lower (int sequence)
 
double & lowerAddress (int sequence)
 Return address of row or column lower bound. More...
 
double upper (int sequence)
 
double & upperAddress (int sequence)
 Return address of row or column upper bound. More...
 
double cost (int sequence)
 
double & costAddress (int sequence)
 Return address of row or column cost. More...
 
double originalLower (int iSequence) const
 Return original lower bound. More...
 
double originalUpper (int iSequence) const
 Return original lower bound. More...
 
double theta () const
 Theta (pivot change) More...
 
double bestPossibleImprovement () const
 Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (dual) More...
 
ClpNonLinearCostnonLinearCost () const
 Return pointer to details of costs. More...
 
int moreSpecialOptions () const
 Return more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved problem infeasible return 4 bit - keep arrays like upper_ around 8 bit - if factorization kept can still declare optimal at once 16 bit - if checking replaceColumn accuracy before updating 32 bit - say optimal if primal feasible! 64 bit - give up easily in dual (and say infeasible) 128 bit - no objective, 0-1 and in B&B 256 bit - in primal from dual or vice versa 512 bit - alternative use of solveType_ 1024 bit - don't do row copy of factorization 2048 bit - perturb in complete fathoming 4096 bit - try more for complete fathoming 8192 bit - don't even think of using primal if user asks for dual (and vv) 16384 bit - in initialSolve so be more flexible 32768 bit - don't swap algorithms from dual if small infeasibility 65536 bit - perturb in postsolve cleanup (even if < 10000 rows) 131072 bit (*3) initial stateDualColumn 524288 bit - stop when primal feasible. More...
 
void setMoreSpecialOptions (int value)
 Set more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved problem infeasible return 4 bit - keep arrays like upper_ around 8 bit - no free or superBasic variables 16 bit - if checking replaceColumn accuracy before updating 32 bit - say optimal if primal feasible! 64 bit - give up easily in dual (and say infeasible) 128 bit - no objective, 0-1 and in B&B 256 bit - in primal from dual or vice versa 512 bit - alternative use of solveType_ 1024 bit - don't do row copy of factorization 2048 bit - perturb in complete fathoming 4096 bit - try more for complete fathoming 8192 bit - don't even think of using primal if user asks for dual (and vv) 16384 bit - in initialSolve so be more flexible 32768 bit - don't swap algorithms from dual if small infeasibility 65536 bit - perturb in postsolve cleanup (even if < 10000 rows) 131072 bit (*3) initial stateDualColumn 524288 bit - stop when primal feasible 1048576 bit - don't perturb even if long time 2097152 bit - no primal in fastDual2 if feasible 4194304 bit - tolerances have been changed by code 8388608 bit - tolerances are dynamic (at first) More...
 
status methods
void setFakeBound (int sequence, FakeBound fakeBound)
 
FakeBound getFakeBound (int sequence) const
 
void setRowStatus (int sequence, Status newstatus)
 
Status getRowStatus (int sequence) const
 
void setColumnStatus (int sequence, Status newstatus)
 
Status getColumnStatus (int sequence) const
 
void setPivoted (int sequence)
 
void clearPivoted (int sequence)
 
bool pivoted (int sequence) const
 
void setFlagged (int sequence)
 To flag a variable (not inline to allow for column generation) More...
 
void clearFlagged (int sequence)
 
bool flagged (int sequence) const
 
void setActive (int iRow)
 To say row active in primal pivot row choice. More...
 
void clearActive (int iRow)
 
bool active (int iRow) const
 
void setPerturbed (int iSequence)
 To say perturbed. More...
 
void clearPerturbed (int iSequence)
 
bool perturbed (int iSequence) const
 
void createStatus ()
 Set up status array (can be used by OsiClp). More...
 
void allSlackBasis (bool resetSolution=false)
 Sets up all slack basis and resets solution to as it was after initial load or readMps. More...
 
int lastBadIteration () const
 So we know when to be cautious. More...
 
void setLastBadIteration (int value)
 Set so we know when to be cautious. More...
 
int progressFlag () const
 Progress flag - at present 0 bit says artificials out. More...
 
ClpSimplexProgressprogress ()
 For dealing with all issues of cycling etc. More...
 
int forceFactorization () const
 Force re-factorization early value. More...
 
void forceFactorization (int value)
 Force re-factorization early. More...
 
double rawObjectiveValue () const
 Raw objective value (so always minimize in primal) More...
 
void computeObjectiveValue (bool useWorkingSolution=false)
 Compute objective value from solution and put in objectiveValue_. More...
 
double computeInternalObjectiveValue ()
 Compute minimization objective value from internal solution without perturbation. More...
 
double * infeasibilityRay (bool fullRay=false) const
 Infeasibility/unbounded ray (NULL returned if none/wrong) Up to user to use delete [] on these arrays. More...
 
int numberExtraRows () const
 Number of extra rows. More...
 
int maximumBasic () const
 Maximum number of basic variables - can be more than number of rows if GUB. More...
 
int baseIteration () const
 Iteration when we entered dual or primal. More...
 
void generateCpp (FILE *fp, bool defaultFactor=false)
 Create C++ lines to get to current state. More...
 
ClpFactorizationgetEmptyFactorization ()
 Gets clean and emptyish factorization. More...
 
void setEmptyFactorization ()
 May delete or may make clean and emptyish factorization. More...
 
void moveInfo (const ClpSimplex &rhs, bool justStatus=false)
 Move status and solution across. More...
 
Basis handling
void getBInvARow (int row, double *z, double *slack=NULL)
 Get a row of the tableau (slack part in slack if not NULL) More...
 
void getBInvRow (int row, double *z)
 Get a row of the basis inverse. More...
 
void getBInvACol (int col, double *vec)
 Get a column of the tableau. More...
 
void getBInvCol (int col, double *vec)
 Get a column of the basis inverse. More...
 
void getBasics (int *index)
 Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()). More...
 
Changing bounds on variables and constraints
void setObjectiveCoefficient (int elementIndex, double elementValue)
 Set an objective function coefficient. More...
 
void setObjCoeff (int elementIndex, double elementValue)
 Set an objective function coefficient. More...
 
void setColumnLower (int elementIndex, double elementValue)
 Set a single column lower bound
Use -DBL_MAX for -infinity. More...
 
void setColumnUpper (int elementIndex, double elementValue)
 Set a single column upper bound
Use DBL_MAX for infinity. More...
 
void setColumnBounds (int elementIndex, double lower, double upper)
 Set a single column lower and upper bound. More...
 
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 setColLower() and setColUpper() over and over again. More...
 
void setColLower (int elementIndex, double elementValue)
 Set a single column lower bound
Use -DBL_MAX for -infinity. More...
 
void setColUpper (int elementIndex, double elementValue)
 Set a single column upper bound
Use DBL_MAX for infinity. More...
 
void setColBounds (int elementIndex, double newlower, double newupper)
 Set a single column lower and upper bound. More...
 
void setColSetBounds (const int *indexFirst, const int *indexLast, const double *boundList)
 Set the bounds on a number of columns simultaneously
More...
 
void setRowLower (int elementIndex, double elementValue)
 Set a single row lower bound
Use -DBL_MAX for -infinity. More...
 
void setRowUpper (int elementIndex, double elementValue)
 Set a single row upper bound
Use DBL_MAX for infinity. More...
 
void setRowBounds (int elementIndex, double lower, double upper)
 Set a single row lower and upper bound. More...
 
void setRowSetBounds (const int *indexFirst, const int *indexLast, const double *boundList)
 Set the bounds on a number of rows simultaneously
More...
 
void resize (int newNumberRows, int newNumberColumns)
 Resizes rim part of model. More...
 
- Public Member Functions inherited from ClpModel
const double * rowScale () const
 Scaling. More...
 
const double * columnScale () const
 
const double * inverseRowScale () const
 
const double * inverseColumnScale () const
 
double * mutableRowScale () const
 
double * mutableColumnScale () const
 
double * mutableInverseRowScale () const
 
double * mutableInverseColumnScale () const
 
double * swapRowScale (double *newScale)
 
void setRowScale (double *scale)
 
void setColumnScale (double *scale)
 
double objectiveScale () const
 Scaling of objective. More...
 
void setObjectiveScale (double value)
 
double rhsScale () const
 Scaling of rhs and bounds. More...
 
void setRhsScale (double value)
 
void scaling (int mode=1)
 Sets or unsets scaling, 0 -off, 1 equilibrium, 2 geometric, 3 auto, 4 auto-but-as-initialSolve-in-bab. More...
 
void unscale ()
 If we constructed a "really" scaled model then this reverses the operation. More...
 
int scalingFlag () const
 Gets scalingFlag. More...
 
double * objective () const
 Objective. More...
 
double * objective (const double *solution, double &offset, bool refresh=true) const
 
const double * getObjCoefficients () const
 
double * rowObjective () const
 Row Objective. More...
 
const double * getRowObjCoefficients () const
 
double * columnLower () const
 Column Lower. More...
 
const double * getColLower () const
 
double * columnUpper () const
 Column Upper. More...
 
const double * getColUpper () const
 
CoinPackedMatrixmatrix () const
 Matrix (if not ClpPackedmatrix be careful about memory leak. More...
 
int getNumElements () const
 Number of elements in matrix. More...
 
double getSmallElementValue () const
 Small element value - elements less than this set to zero, default is 1.0e-20. More...
 
void setSmallElementValue (double value)
 
ClpMatrixBaserowCopy () const
 Row Matrix. More...
 
void setNewRowCopy (ClpMatrixBase *newCopy)
 Set new row matrix. More...
 
ClpMatrixBaseclpMatrix () const
 Clp Matrix. More...
 
ClpPackedMatrixclpScaledMatrix () const
 Scaled ClpPackedMatrix. More...
 
void setClpScaledMatrix (ClpPackedMatrix *scaledMatrix)
 Sets pointer to scaled ClpPackedMatrix. More...
 
ClpPackedMatrixswapScaledMatrix (ClpPackedMatrix *scaledMatrix)
 Swaps pointer to scaled ClpPackedMatrix. More...
 
void replaceMatrix (ClpMatrixBase *matrix, bool deleteCurrent=false)
 Replace Clp Matrix (current is not deleted unless told to and new is used) So up to user to delete current. More...
 
void replaceMatrix (CoinPackedMatrix *newmatrix, bool deleteCurrent=false)
 Replace Clp Matrix (current is not deleted unless told to and new is used) So up to user to delete current. More...
 
double objectiveValue () const
 Objective value. More...
 
void setObjectiveValue (double value)
 
double getObjValue () const
 
char * integerInformation () const
 Integer information. More...
 
double * infeasibilityRay (bool fullRay=false) const
 Infeasibility/unbounded ray (NULL returned if none/wrong) Up to user to use delete [] on these arrays. More...
 
double * unboundedRay () const
 
double * ray () const
 For advanced users - no need to delete - sign not changed. More...
 
bool rayExists () const
 just test if infeasibility or unbounded Ray exists More...
 
void deleteRay ()
 just delete ray if exists More...
 
const double * internalRay () const
 Access internal ray storage. Users should call infeasibilityRay() or unboundedRay() instead. More...
 
bool statusExists () const
 See if status (i.e. basis) array exists (partly for OsiClp) More...
 
unsigned char * statusArray () const
 Return address of status (i.e. basis) array (char[numberRows+numberColumns]) More...
 
unsigned char * statusCopy () const
 Return copy of status (i.e. More...
 
void copyinStatus (const unsigned char *statusArray)
 Copy in status (basis) vector. More...
 
void setUserPointer (void *pointer)
 User pointer for whatever reason. More...
 
voidgetUserPointer () const
 
void setTrustedUserPointer (ClpTrustedData *pointer)
 Trusted user pointer. More...
 
ClpTrustedDatagetTrustedUserPointer () const
 
int whatsChanged () const
 What has changed in model (only for masochistic users) More...
 
void setWhatsChanged (int value)
 
int numberThreads () const
 Number of threads (not really being used) More...
 
void setNumberThreads (int value)
 
 ClpModel (bool emptyMessages=false)
 Default constructor. More...
 
 ClpModel (const ClpModel &rhs, int scalingMode=-1)
 Copy constructor. More...
 
ClpModeloperator= (const ClpModel &rhs)
 Assignment operator. This copies the data. More...
 
 ClpModel (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true)
 Subproblem constructor. More...
 
 ~ClpModel ()
 Destructor. More...
 
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). More...
 
void loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 
void loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps). More...
 
int loadProblem (CoinModel &modelObject, bool tryPlusMinusOne=false)
 This loads a model from a coinModel object - returns number of errors. More...
 
void loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const int *length, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 This one is for after presolve to save memory. More...
 
void loadQuadraticObjective (const int numberColumns, const CoinBigIndex *start, const int *column, const double *element)
 Load up quadratic objective. More...
 
void loadQuadraticObjective (const CoinPackedMatrix &matrix)
 
void deleteQuadraticObjective ()
 Get rid of quadratic objective. More...
 
void setRowObjective (const double *rowObjective)
 This just loads up a row objective. More...
 
int readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false)
 Read an mps file from the given filename. More...
 
int readGMPL (const char *filename, const char *dataName, bool keepNames=false)
 Read GMPL files from the given filenames. More...
 
void copyInIntegerInformation (const char *information)
 Copy in integer informations. More...
 
void deleteIntegerInformation ()
 Drop integer informations. More...
 
void setContinuous (int index)
 Set the index-th variable to be a continuous variable. More...
 
void setInteger (int index)
 Set the index-th variable to be an integer variable. More...
 
bool isInteger (int index) const
 Return true if the index-th variable is an integer variable. More...
 
void resize (int newNumberRows, int newNumberColumns)
 Resizes rim part of model. More...
 
void deleteRows (int number, const int *which)
 Deletes rows. More...
 
void addRow (int numberInRow, const int *columns, const double *elements, double rowLower=-COIN_DBL_MAX, double rowUpper=COIN_DBL_MAX)
 Add one row. More...
 
void addRows (int number, const double *rowLower, const double *rowUpper, const CoinBigIndex *rowStarts, const int *columns, const double *elements)
 Add rows. More...
 
void addRows (int number, const double *rowLower, const double *rowUpper, const CoinBigIndex *rowStarts, const int *rowLengths, const int *columns, const double *elements)
 Add rows. More...
 
void addRows (int number, const double *rowLower, const double *rowUpper, const CoinPackedVectorBase *const *rows)
 
int addRows (const CoinBuild &buildObject, bool tryPlusMinusOne=false, bool checkDuplicates=true)
 Add rows from a build object. More...
 
int addRows (CoinModel &modelObject, bool tryPlusMinusOne=false, bool checkDuplicates=true)
 Add rows from a model object. More...
 
void deleteColumns (int number, const int *which)
 Deletes columns. More...
 
void deleteRowsAndColumns (int numberRows, const int *whichRows, int numberColumns, const int *whichColumns)
 Deletes rows AND columns (keeps old sizes) More...
 
void addColumn (int numberInColumn, const int *rows, const double *elements, double columnLower=0.0, double columnUpper=COIN_DBL_MAX, double objective=0.0)
 Add one column. More...
 
void addColumns (int number, const double *columnLower, const double *columnUpper, const double *objective, const CoinBigIndex *columnStarts, const int *rows, const double *elements)
 Add columns. More...
 
void addColumns (int number, const double *columnLower, const double *columnUpper, const double *objective, const CoinBigIndex *columnStarts, const int *columnLengths, const int *rows, const double *elements)
 
void addColumns (int number, const double *columnLower, const double *columnUpper, const double *objective, const CoinPackedVectorBase *const *columns)
 
int addColumns (const CoinBuild &buildObject, bool tryPlusMinusOne=false, bool checkDuplicates=true)
 Add columns from a build object If tryPlusMinusOne then will try adding as +-1 matrix if no matrix exists. More...
 
int addColumns (CoinModel &modelObject, bool tryPlusMinusOne=false, bool checkDuplicates=true)
 Add columns from a model object. More...
 
void modifyCoefficient (int row, int column, double newElement, bool keepZero=false)
 Modify one element of a matrix. More...
 
void chgRowLower (const double *rowLower)
 Change row lower bounds. More...
 
void chgRowUpper (const double *rowUpper)
 Change row upper bounds. More...
 
void chgColumnLower (const double *columnLower)
 Change column lower bounds. More...
 
void chgColumnUpper (const double *columnUpper)
 Change column upper bounds. More...
 
void chgObjCoefficients (const double *objIn)
 Change objective coefficients. More...
 
void borrowModel (ClpModel &otherModel)
 Borrow model. More...
 
void returnModel (ClpModel &otherModel)
 Return model - nulls all arrays so can be deleted safely also updates any scalars. More...
 
void createEmptyMatrix ()
 Create empty ClpPackedMatrix. More...
 
int cleanMatrix (double threshold=1.0e-20)
 Really clean up matrix (if ClpPackedMatrix). More...
 
void copy (const ClpMatrixBase *from, ClpMatrixBase *&to)
 Copy contents - resizing if necessary - otherwise re-use memory. More...
 
void dropNames ()
 Drops names - makes lengthnames 0 and names empty. More...
 
void copyNames (const std::vector< std::string > &rowNames, const std::vector< std::string > &columnNames)
 Copies in names. More...
 
void copyRowNames (const std::vector< std::string > &rowNames, int first, int last)
 Copies in Row names - modifies names first .. last-1. More...
 
void copyColumnNames (const std::vector< std::string > &columnNames, int first, int last)
 Copies in Column names - modifies names first .. last-1. More...
 
void copyRowNames (const char *const *rowNames, int first, int last)
 Copies in Row names - modifies names first .. last-1. More...
 
void copyColumnNames (const char *const *columnNames, int first, int last)
 Copies in Column names - modifies names first .. last-1. More...
 
void setRowName (int rowIndex, std::string &name)
 Set name of row. More...
 
void setColumnName (int colIndex, std::string &name)
 Set name of col. More...
 
int findNetwork (char *rotate, double fractionNeeded=0.75)
 Find a network subset. More...
 
CoinModelcreateCoinModel () const
 This creates a coinModel object. More...
 
int writeMps (const char *filename, int formatType=0, int numberAcross=2, double objSense=0.0) const
 Write the problem in MPS format to the specified file. More...
 
int numberRows () const
 Number of rows. More...
 
int getNumRows () const
 
int getNumCols () const
 Number of columns. More...
 
int numberColumns () const
 
double primalTolerance () const
 Primal tolerance to use. More...
 
void setPrimalTolerance (double value)
 
double dualTolerance () const
 Dual tolerance to use. More...
 
void setDualTolerance (double value)
 
double primalObjectiveLimit () const
 Primal objective limit. More...
 
void setPrimalObjectiveLimit (double value)
 
double dualObjectiveLimit () const
 Dual objective limit. More...
 
void setDualObjectiveLimit (double value)
 
double objectiveOffset () const
 Objective offset. More...
 
void setObjectiveOffset (double value)
 
double presolveTolerance () const
 Presolve tolerance to use. More...
 
const std::string & problemName () const
 
int numberIterations () const
 Number of iterations. More...
 
int getIterationCount () const
 
void setNumberIterations (int numberIterationsNew)
 
int solveType () const
 Solve type - 1 simplex, 2 simplex interface, 3 Interior. More...
 
void setSolveType (int type)
 
int maximumIterations () const
 Maximum number of iterations. More...
 
void setMaximumIterations (int value)
 
double maximumSeconds () const
 Maximum time in seconds (from when set called) More...
 
void setMaximumSeconds (double value)
 
void setMaximumWallSeconds (double value)
 
bool hitMaximumIterations () const
 Returns true if hit maximum iterations (or time) More...
 
int status () const
 Status of problem: -1 - unknown e.g. More...
 
int problemStatus () const
 
void setProblemStatus (int problemStatusNew)
 Set problem status. More...
 
int secondaryStatus () const
 Secondary status of problem - may get extended 0 - none 1 - primal infeasible because dual limit reached OR (probably primal infeasible but can't prove it - main status was 4) 2 - scaled problem optimal - unscaled problem has primal infeasibilities 3 - scaled problem optimal - unscaled problem has dual infeasibilities 4 - scaled problem optimal - unscaled problem has primal and dual infeasibilities 5 - giving up in primal with flagged variables 6 - failed due to empty problem check 7 - postSolve says not optimal 8 - failed due to bad element check 9 - status was 3 and stopped on time 10 - status was 3 but stopped as primal feasible 100 up - translation of enum from ClpEventHandler. More...
 
void setSecondaryStatus (int newstatus)
 
bool isAbandoned () const
 Are there a numerical difficulties? More...
 
bool isProvenOptimal () const
 Is optimality proven? More...
 
bool isProvenPrimalInfeasible () const
 Is primal infeasiblity proven? More...
 
bool isProvenDualInfeasible () const
 Is dual infeasiblity proven? More...
 
bool isPrimalObjectiveLimitReached () const
 Is the given primal objective limit reached? More...
 
bool isDualObjectiveLimitReached () const
 Is the given dual objective limit reached? More...
 
bool isIterationLimitReached () const
 Iteration limit reached? More...
 
double optimizationDirection () const
 Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore. More...
 
double getObjSense () const
 
void setOptimizationDirection (double value)
 
double * primalRowSolution () const
 Primal row solution. More...
 
const double * getRowActivity () const
 
double * primalColumnSolution () const
 Primal column solution. More...
 
const double * getColSolution () const
 
void setColSolution (const double *input)
 
double * dualRowSolution () const
 Dual row solution. More...
 
const double * getRowPrice () const
 
double * dualColumnSolution () const
 Reduced costs. More...
 
const double * getReducedCost () const
 
double * rowLower () const
 Row lower. More...
 
const double * getRowLower () const
 
double * rowUpper () const
 Row upper. More...
 
const double * getRowUpper () const
 
void setObjectiveCoefficient (int elementIndex, double elementValue)
 Set an objective function coefficient. More...
 
void setObjCoeff (int elementIndex, double elementValue)
 Set an objective function coefficient. More...
 
void setColumnLower (int elementIndex, double elementValue)
 Set a single column lower bound
Use -DBL_MAX for -infinity. More...
 
void setColumnUpper (int elementIndex, double elementValue)
 Set a single column upper bound
Use DBL_MAX for infinity. More...
 
void setColumnBounds (int elementIndex, double lower, double upper)
 Set a single column lower and upper bound. More...
 
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 setColLower() and setColUpper() over and over again. More...
 
void setColLower (int elementIndex, double elementValue)
 Set a single column lower bound
Use -DBL_MAX for -infinity. More...
 
void setColUpper (int elementIndex, double elementValue)
 Set a single column upper bound
Use DBL_MAX for infinity. More...
 
void setColBounds (int elementIndex, double lower, double upper)
 Set a single column lower and upper bound. More...
 
void setColSetBounds (const int *indexFirst, const int *indexLast, const double *boundList)
 Set the bounds on a number of columns simultaneously
More...
 
void setRowLower (int elementIndex, double elementValue)
 Set a single row lower bound
Use -DBL_MAX for -infinity. More...
 
void setRowUpper (int elementIndex, double elementValue)
 Set a single row upper bound
Use DBL_MAX for infinity. More...
 
void setRowBounds (int elementIndex, double lower, double upper)
 Set a single row lower and upper bound. More...
 
void setRowSetBounds (const int *indexFirst, const int *indexLast, const double *boundList)
 Set the bounds on a number of rows simultaneously
More...
 
void passInMessageHandler (CoinMessageHandler *handler)
 Pass in Message handler (not deleted at end) More...
 
CoinMessageHandlerpushMessageHandler (CoinMessageHandler *handler, bool &oldDefault)
 Pass in Message handler (not deleted at end) and return current. More...
 
void popMessageHandler (CoinMessageHandler *oldHandler, bool oldDefault)
 back to previous message handler More...
 
void newLanguage (CoinMessages::Language language)
 Set language. More...
 
void setLanguage (CoinMessages::Language language)
 
void setDefaultMessageHandler ()
 Overrides message handler with a default one. More...
 
CoinMessageHandlermessageHandler () const
 Return handler. More...
 
CoinMessages messages () const
 Return messages. More...
 
CoinMessagesmessagesPointer ()
 Return pointer to messages. More...
 
CoinMessages coinMessages () const
 Return Coin messages. More...
 
CoinMessagescoinMessagesPointer ()
 Return pointer to Coin messages. More...
 
void setLogLevel (int value)
 Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - verbose above that 8,16,32 etc just for selective debug. More...
 
int logLevel () const
 
bool defaultHandler () const
 Return true if default handler. More...
 
void passInEventHandler (const ClpEventHandler *eventHandler)
 Pass in Event handler (cloned and deleted at end) More...
 
ClpEventHandlereventHandler () const
 Event handler. More...
 
CoinThreadRandomrandomNumberGenerator ()
 Thread specific random number generator. More...
 
CoinThreadRandommutableRandomNumberGenerator ()
 Thread specific random number generator. More...
 
void setRandomSeed (int value)
 Set seed for thread specific random number generator. More...
 
int lengthNames () const
 length of names (0 means no names0 More...
 
void setLengthNames (int value)
 length of names (0 means no names0 More...
 
const std::vector< std::string > * rowNames () const
 Row names. More...
 
const std::string & rowName (int iRow) const
 
std::string getRowName (int iRow) const
 Return name or Rnnnnnnn. More...
 
const std::vector< std::string > * columnNames () const
 Column names. More...
 
const std::string & columnName (int iColumn) const
 
std::string getColumnName (int iColumn) const
 Return name or Cnnnnnnn. More...
 
ClpObjectiveobjectiveAsObject () const
 Objective methods. More...
 
void setObjective (ClpObjective *objective)
 
void setObjectivePointer (ClpObjective *newobjective)
 
int emptyProblem (int *infeasNumber=NULL, double *infeasSum=NULL, bool printMessage=true)
 Solve a problem with no elements - return status and dual and primal infeasibilites. More...
 
void times (double scalar, const double *x, double *y) const
 Return y + A * x * scalar in y. More...
 
void transposeTimes (double scalar, const double *x, double *y) const
 Return y + x * scalar * A in y. More...
 
bool setIntParam (ClpIntParam key, int value)
 Set an integer parameter. More...
 
bool setDblParam (ClpDblParam key, double value)
 Set an double parameter. More...
 
bool setStrParam (ClpStrParam key, const std::string &value)
 Set an string parameter. More...
 
bool getIntParam (ClpIntParam key, int &value) const
 
bool getDblParam (ClpDblParam key, double &value) const
 
bool getStrParam (ClpStrParam key, std::string &value) const
 
void generateCpp (FILE *fp)
 Create C++ lines to get to current state. More...
 
unsigned int specialOptions () const
 For advanced options 1 - Don't keep changing infeasibility weight 2 - Keep nonLinearCost round solves 4 - Force outgoing variables to exact bound (primal) 8 - Safe to use dense initial factorization 16 -Just use basic variables for operation if column generation 32 -Create ray even in BAB 64 -Treat problem as feasible until last minute (i.e. More...
 
void setSpecialOptions (unsigned int value)
 
bool inCbcBranchAndBound () const
 

Protected Member Functions

protected methods
int gutsOfSolution (double *givenDuals, const double *givenPrimals, bool valuesPass=false)
 May change basis and then returns number changed. More...
 
void gutsOfDelete (int type)
 Does most of deletion (0 = all, 1 = most, 2 most + factorization) More...
 
void gutsOfCopy (const ClpSimplex &rhs)
 Does most of copying. More...
 
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), (2 bit does column bounds), 4 bit does objective(s). More...
 
void createRim1 (bool initial)
 Does rows and columns. More...
 
void createRim4 (bool initial)
 Does objective. More...
 
void createRim5 (bool initial)
 Does rows and columns and objective. More...
 
void deleteRim (int getRidOfFactorizationData=2)
 releases above arrays and does solution scaling out. More...
 
bool sanityCheck ()
 Sanity check on input rim data (after scaling) - returns true if okay. More...
 
- Protected Member Functions inherited from ClpModel
void gutsOfDelete (int type)
 Does most of deletion (0 = all, 1 = most) More...
 
void gutsOfCopy (const ClpModel &rhs, int trueCopy=1)
 Does most of copying If trueCopy 0 then just points to arrays If -1 leaves as much as possible. More...
 
void getRowBound (int iRow, double &lower, double &upper) const
 gets lower and upper bounds on rows More...
 
void gutsOfLoadModel (int numberRows, int numberColumns, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 puts in format I like - 4 array matrix - may make row copy More...
 
void gutsOfScaling ()
 Does much of scaling. More...
 
double rawObjectiveValue () const
 Objective value - always minimize. More...
 
bool permanentArrays () const
 If we are using maximumRows_ and Columns_. More...
 
void startPermanentArrays ()
 Start using maximumRows_ and Columns_. More...
 
void stopPermanentArrays ()
 Stop using maximumRows_ and Columns_. More...
 
const char *const * rowNamesAsChar () const
 Create row names as char **. More...
 
const char *const * columnNamesAsChar () const
 Create column names as char **. More...
 
void deleteNamesAsChar (const char *const *names, int number) const
 Delete char * version of names. More...
 
void onStopped ()
 On stopped - sets secondary status. More...
 

Friends

void ClpSimplexUnitTest (const std::string &mpsDir)
 A function that tests the methods in the ClpSimplex class. More...
 

Functions less likely to be useful to casual user

int getSolution (const double *rowActivities, const double *columnActivities)
 Given an existing factorization computes and checks primal and dual solutions. More...
 
int getSolution ()
 Given an existing factorization computes and checks primal and dual solutions. More...
 
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 is taken as real lower Last lower is taken as real upper and cost ignored. More...
 
ClpDualRowPivotdualRowPivot () const
 dual row pivot choice More...
 
ClpPrimalColumnPivotprimalColumnPivot () const
 primal column pivot choice More...
 
bool goodAccuracy () const
 Returns true if model looks OK. More...
 
void returnModel (ClpSimplex &otherModel)
 Return model - updates any scalars. More...
 
int internalFactorize (int solveType)
 Factorizes using current basis. More...
 
ClpDataSave saveData ()
 Save data. More...
 
void restoreData (ClpDataSave saved)
 Restore data. More...
 
void cleanStatus ()
 Clean up status. More...
 
int factorize ()
 Factorizes using current basis. For external use. More...
 
void computeDuals (double *givenDjs)
 Computes duals from scratch. More...
 
void computePrimals (const double *rowActivities, const double *columnActivities)
 Computes primals from scratch. More...
 
void add (double *array, int column, double multiplier) const
 Adds multiple of a column into an array. More...
 
void unpack (CoinIndexedVector *rowArray) const
 Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed. More...
 
void unpack (CoinIndexedVector *rowArray, int sequence) const
 Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed. More...
 
void unpackPacked (CoinIndexedVector *rowArray)
 Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed. More...
 
void unpackPacked (CoinIndexedVector *rowArray, int sequence)
 Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumns Also applies scaling if needed. More...
 
void setValuesPassAction (double incomingInfeasibility, double allowedInfeasibility)
 For advanced use. More...
 
int cleanFactorization (int ifValuesPass)
 Get a clean factorization - i.e. More...
 
int housekeeping (double objectiveChange)
 This does basis housekeeping and does values for in/out variables. More...
 
void checkPrimalSolution (const double *rowActivities=NULL, const double *columnActivies=NULL)
 This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal) More...
 
void checkDualSolution ()
 This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual) More...
 
void checkBothSolutions ()
 This sets sum and number of infeasibilities (Dual and Primal) More...
 
double scaleObjective (double value)
 If input negative scales objective so maximum <= -value and returns scale factor used. More...
 
int solveDW (CoinStructuredModel *model, ClpSolve &options)
 Solve using Dantzig-Wolfe decomposition and maybe in parallel. More...
 
int solveBenders (CoinStructuredModel *model, ClpSolve &options)
 Solve using Benders decomposition and maybe in parallel. More...
 

data. Many arrays have a row part and a column part.

There is a single array with both - columns then rows and then normally two arrays pointing to rows and columns.

The single array is the owner of memory

double bestPossibleImprovement_
 Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (dual) More...
 
double zeroTolerance_
 Zero tolerance. More...
 
int columnPrimalSequence_
 Sequence of worst (-1 if feasible) More...
 
int rowPrimalSequence_
 Sequence of worst (-1 if feasible) More...
 
double bestObjectiveValue_
 "Best" objective value More...
 
int moreSpecialOptions_
 More special options - see set for details. More...
 
int baseIteration_
 Iteration when we entered dual or primal. More...
 
double primalToleranceToGetOptimal_
 Primal tolerance needed to make dual feasible (<largeTolerance) More...
 
double largeValue_
 Large bound value (for complementarity etc) More...
 
double largestPrimalError_
 Largest error on Ax-b. More...
 
double largestDualError_
 Largest error on basic duals. More...
 
double alphaAccuracy_
 For computing whether to re-factorize. More...
 
double dualBound_
 Dual bound. More...
 
double alpha_
 Alpha (pivot element) More...
 
double theta_
 Theta (pivot change) More...
 
double lowerIn_
 Lower Bound on In variable. More...
 
double valueIn_
 Value of In variable. More...
 
double upperIn_
 Upper Bound on In variable. More...
 
double dualIn_
 Reduced cost of In variable. More...
 
double lowerOut_
 Lower Bound on Out variable. More...
 
double valueOut_
 Value of Out variable. More...
 
double upperOut_
 Upper Bound on Out variable. More...
 
double dualOut_
 Infeasibility (dual) or ? (primal) of Out variable. More...
 
double dualTolerance_
 Current dual tolerance for algorithm. More...
 
double primalTolerance_
 Current primal tolerance for algorithm. More...
 
double sumDualInfeasibilities_
 Sum of dual infeasibilities. More...
 
double sumPrimalInfeasibilities_
 Sum of primal infeasibilities. More...
 
double infeasibilityCost_
 Weight assigned to being infeasible in primal. More...
 
double sumOfRelaxedDualInfeasibilities_
 Sum of Dual infeasibilities using tolerance based on error in duals. More...
 
double sumOfRelaxedPrimalInfeasibilities_
 Sum of Primal infeasibilities using tolerance based on error in primals. More...
 
double acceptablePivot_
 Acceptable pivot value just after factorization. More...
 
double minimumPrimalTolerance_
 Minimum primal tolerance. More...
 
double averageInfeasibility_ [CLP_INFEAS_SAVE]
 
double * lower_
 Working copy of lower bounds (Owner of arrays below) More...
 
double * rowLowerWork_
 Row lower bounds - working copy. More...
 
double * columnLowerWork_
 Column lower bounds - working copy. More...
 
double * upper_
 Working copy of upper bounds (Owner of arrays below) More...
 
double * rowUpperWork_
 Row upper bounds - working copy. More...
 
double * columnUpperWork_
 Column upper bounds - working copy. More...
 
double * cost_
 Working copy of objective (Owner of arrays below) More...
 
double * rowObjectiveWork_
 Row objective - working copy. More...
 
double * objectiveWork_
 Column objective - working copy. More...
 
CoinIndexedVectorrowArray_ [6]
 Useful row length arrays. More...
 
CoinIndexedVectorcolumnArray_ [6]
 Useful column length arrays. More...
 
int sequenceIn_
 Sequence of In variable. More...
 
int directionIn_
 Direction of In, 1 going up, -1 going down, 0 not a clude. More...
 
int sequenceOut_
 Sequence of Out variable. More...
 
int directionOut_
 Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic. More...
 
int pivotRow_
 Pivot Row. More...
 
int lastGoodIteration_
 Last good iteration (immediately after a re-factorization) More...
 
double * dj_
 Working copy of reduced costs (Owner of arrays below) More...
 
double * rowReducedCost_
 Reduced costs of slacks not same as duals (or - duals) More...
 
double * reducedCostWork_
 Possible scaled reduced costs. More...
 
double * solution_
 Working copy of primal solution (Owner of arrays below) More...
 
double * rowActivityWork_
 Row activities - working copy. More...
 
double * columnActivityWork_
 Column activities - working copy. More...
 
int numberDualInfeasibilities_
 Number of dual infeasibilities. More...
 
int numberDualInfeasibilitiesWithoutFree_
 Number of dual infeasibilities (without free) More...
 
int numberPrimalInfeasibilities_
 Number of primal infeasibilities. More...
 
int numberRefinements_
 How many iterative refinements to do. More...
 
ClpDualRowPivotdualRowPivot_
 dual row pivot choice More...
 
ClpPrimalColumnPivotprimalColumnPivot_
 primal column pivot choice More...
 
int * pivotVariable_
 Basic variables pivoting on which rows. More...
 
ClpFactorizationfactorization_
 factorization More...
 
double * savedSolution_
 Saved version of solution. More...
 
int numberTimesOptimal_
 Number of times code has tentatively thought optimal. More...
 
ClpDisasterHandlerdisasterArea_
 Disaster handler. More...
 
int changeMade_
 If change has been made (first attempt at stopping looping) More...
 
int algorithm_
 Algorithm >0 == Primal, <0 == Dual. More...
 
int forceFactorization_
 Now for some reliability aids This forces re-factorization early. More...
 
int perturbation_
 Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100. More...
 
unsigned char * saveStatus_
 Saved status regions. More...
 
ClpNonLinearCostnonLinearCost_
 Very wasteful way of dealing with infeasibilities in primal. More...
 
int lastBadIteration_
 So we know when to be cautious. More...
 
int lastFlaggedIteration_
 So we know when to open up again. More...
 
int numberFake_
 Can be used for count of fake bounds (dual) or fake costs (primal) More...
 
int numberChanged_
 Can be used for count of changed costs (dual) or changed bounds (primal) More...
 
int progressFlag_
 Progress flag - at present 0 bit says artificials out, 1 free in. More...
 
int firstFree_
 First free/super-basic variable (-1 if none) More...
 
int numberExtraRows_
 Number of extra rows. More...
 
int maximumBasic_
 Maximum number of basic variables - can be more than number of rows if GUB. More...
 
int dontFactorizePivots_
 If may skip final factorize then allow up to this pivots (default 20) More...
 
double incomingInfeasibility_
 For advanced use. More...
 
double allowedInfeasibility_
 
int automaticScale_
 Automatic scaling of objective and rhs and bounds. More...
 
int maximumPerturbationSize_
 Maximum perturbation array size (take out when code rewritten) More...
 
double * perturbationArray_
 Perturbation array (maximumPerturbationSize_) More...
 
ClpSimplexbaseModel_
 A copy of model with certain state - normally without cuts. More...
 
ClpSimplexProgress progress_
 For dealing with all issues of cycling etc. More...
 
int abcState_
 
int numberDegeneratePivots_
 Number of degenerate pivots since last perturbed. More...
 
int spareIntArray_ [4]
 Spare int array for passing information [0]!=0 switches on. More...
 
double spareDoubleArray_ [4]
 Spare double array for passing information [0]!=0 switches on. More...
 
class OsiClpSolverInterface
 Allow OsiClp certain perks. More...
 
class OsiCLPSolverInterface
 And OsiCLP. More...
 

Additional Inherited Members

- Protected Attributes inherited from ClpModel
double optimizationDirection_
 Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore. More...
 
double dblParam_ [ClpLastDblParam]
 Array of double parameters. More...
 
double objectiveValue_
 Objective value. More...
 
double smallElement_
 Small element value. More...
 
double objectiveScale_
 Scaling of objective. More...
 
double rhsScale_
 Scaling of rhs and bounds. More...
 
int numberRows_
 Number of rows. More...
 
int numberColumns_
 Number of columns. More...
 
double * rowActivity_
 Row activities. More...
 
double * columnActivity_
 Column activities. More...
 
double * dual_
 Duals. More...
 
double * reducedCost_
 Reduced costs. More...
 
double * rowLower_
 Row lower. More...
 
double * rowUpper_
 Row upper. More...
 
ClpObjectiveobjective_
 Objective. More...
 
double * rowObjective_
 Row Objective (? sign) - may be NULL. More...
 
double * columnLower_
 Column Lower. More...
 
double * columnUpper_
 Column Upper. More...
 
ClpMatrixBasematrix_
 Packed matrix. More...
 
ClpMatrixBaserowCopy_
 Row copy if wanted. More...
 
ClpPackedMatrixscaledMatrix_
 Scaled packed matrix. More...
 
double * ray_
 Infeasible/unbounded ray. More...
 
double * rowScale_
 Row scale factors for matrix. More...
 
double * columnScale_
 Column scale factors. More...
 
double * inverseRowScale_
 Inverse row scale factors for matrix (end of rowScale_) More...
 
double * inverseColumnScale_
 Inverse column scale factors for matrix (end of columnScale_) More...
 
int scalingFlag_
 Scale flag, 0 none, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic, 5 geometric on rows. More...
 
unsigned char * status_
 Status (i.e. More...
 
char * integerType_
 Integer information. More...
 
voiduserPointer_
 User pointer for whatever reason. More...
 
ClpTrustedDatatrustedUserPointer_
 Trusted user pointer e.g. for heuristics. More...
 
int intParam_ [ClpLastIntParam]
 Array of integer parameters. More...
 
int numberIterations_
 Number of iterations. More...
 
int solveType_
 Solve type - 1 simplex, 2 simplex interface, 3 Interior. More...
 
unsigned int whatsChanged_
 
int problemStatus_
 Status of problem. More...
 
int secondaryStatus_
 Secondary status of problem. More...
 
int lengthNames_
 length of names (0 means no names) More...
 
int numberThreads_
 Number of threads (not very operational) More...
 
unsigned int specialOptions_
 For advanced options See get and set for meaning. More...
 
CoinMessageHandlerhandler_
 Message handler. More...
 
bool defaultHandler_
 Flag to say if default handler (so delete) More...
 
CoinThreadRandom randomNumberGenerator_
 Thread specific random number generator. More...
 
ClpEventHandlereventHandler_
 Event handler. More...
 
std::vector< std::string > rowNames_
 Row names. More...
 
std::vector< std::string > columnNames_
 Column names. More...
 
CoinMessages messages_
 Messages. More...
 
CoinMessages coinMessages_
 Coin messages. More...
 
int maximumColumns_
 Maximum number of columns in model. More...
 
int maximumRows_
 Maximum number of rows in model. More...
 
int maximumInternalColumns_
 Maximum number of columns (internal arrays) in model. More...
 
int maximumInternalRows_
 Maximum number of rows (internal arrays) in model. More...
 
CoinPackedMatrix baseMatrix_
 Base packed matrix. More...
 
CoinPackedMatrix baseRowCopy_
 Base row copy. More...
 
double * savedRowScale_
 Saved row scale factors for matrix. More...
 
double * savedColumnScale_
 Saved column scale factors. More...
 
std::string strParam_ [ClpLastStrParam]
 Array of string parameters. More...
 

Detailed Description

This solves LPs using the simplex method.

It inherits from ClpModel and all its arrays are created at algorithm time. Originally I tried to work with model arrays but for simplicity of coding I changed to single arrays with structural variables then row variables. Some coding is still based on old style and needs cleaning up.

For a description of algorithms:

for dual see ClpSimplexDual.hpp and at top of ClpSimplexDual.cpp for primal see ClpSimplexPrimal.hpp and at top of ClpSimplexPrimal.cpp

There is an algorithm data member. + for primal variations and - for dual variations

Definition at line 70 of file ClpSimplex.hpp.

Member Enumeration Documentation

enums for status of various sorts.

First 4 match CoinWarmStartBasis, isFixed means fixed at lower bound and out of basis

Enumerator
isFree 
basic 
atUpperBound 
atLowerBound 
superBasic 
isFixed 

Definition at line 78 of file ClpSimplex.hpp.

Enumerator
noFake 
lowerFake 
upperFake 
bothFake 

Definition at line 87 of file ClpSimplex.hpp.

Constructor & Destructor Documentation

ClpSimplex::ClpSimplex ( bool  emptyMessages = false)

Default constructor.

ClpSimplex::ClpSimplex ( const ClpSimplex rhs,
int  scalingMode = -1 
)

Copy constructor.

May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)

ClpSimplex::ClpSimplex ( const ClpModel rhs,
int  scalingMode = -1 
)

Copy constructor from model.

May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)

ClpSimplex::ClpSimplex ( const ClpModel wholeModel,
int  numberRows,
const int *  whichRows,
int  numberColumns,
const int *  whichColumns,
bool  dropNames = true,
bool  dropIntegers = true,
bool  fixOthers = false 
)

Subproblem constructor.

A subset of whole model is created from the row and column lists given. The new order is given by list order and duplicates are allowed. Name and integer information can be dropped Can optionally modify rhs to take into account variables NOT in list in this case duplicates are not allowed (also see getbackSolution)

ClpSimplex::ClpSimplex ( const ClpSimplex wholeModel,
int  numberRows,
const int *  whichRows,
int  numberColumns,
const int *  whichColumns,
bool  dropNames = true,
bool  dropIntegers = true,
bool  fixOthers = false 
)

Subproblem constructor.

A subset of whole model is created from the row and column lists given. The new order is given by list order and duplicates are allowed. Name and integer information can be dropped Can optionally modify rhs to take into account variables NOT in list in this case duplicates are not allowed (also see getbackSolution)

ClpSimplex::ClpSimplex ( ClpSimplex wholeModel,
int  numberColumns,
const int *  whichColumns 
)

This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex.

It is only to be used in conjunction with originalModel

ClpSimplex::~ClpSimplex ( )

Destructor.

Member Function Documentation

void ClpSimplex::originalModel ( ClpSimplex miniModel)

This copies back stuff from miniModel and then deletes miniModel.

Only to be used with mini constructor

int ClpSimplex::abcState ( ) const
inline

Definition at line 139 of file ClpSimplex.hpp.

void ClpSimplex::setAbcState ( int  state)
inline

Definition at line 141 of file ClpSimplex.hpp.

void ClpSimplex::setPersistenceFlag ( int  value)

Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 but give a bit extra if bigger needed.

void ClpSimplex::makeBaseModel ( )

Save a copy of model with certain state - normally without cuts.

void ClpSimplex::deleteBaseModel ( )

Switch off base model.

ClpSimplex* ClpSimplex::baseModel ( ) const
inline

See if we have base model.

Definition at line 164 of file ClpSimplex.hpp.

void ClpSimplex::setToBaseModel ( ClpSimplex model = NULL)

Reset to base model (just size and arrays needed) If model NULL use internal copy.

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

Assignment operator. This copies the data.

void ClpSimplex::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).

If a pointer is 0 then the following values are the default:

  • colub: all columns have upper bound infinity
  • collb: all columns have lower bound 0
  • rowub: all rows have upper bound infinity
  • rowlb: all rows have lower bound -infinity
  • obj: all variables have 0 objective coefficient
void ClpSimplex::loadProblem ( const CoinPackedMatrix matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub,
const double *  rowObjective = NULL 
)
void ClpSimplex::loadProblem ( const int  numcols,
const int  numrows,
const CoinBigIndex start,
const int *  index,
const double *  value,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub,
const double *  rowObjective = NULL 
)

Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps).

void ClpSimplex::loadProblem ( const int  numcols,
const int  numrows,
const CoinBigIndex start,
const int *  index,
const double *  value,
const int *  length,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub,
const double *  rowObjective = NULL 
)

This one is for after presolve to save memory.

int ClpSimplex::loadProblem ( CoinModel modelObject,
bool  keepSolution = false 
)

This loads a model from a coinModel object - returns number of errors.

If keepSolution true and size is same as current then keeps current status and solution

int ClpSimplex::readMps ( const char *  filename,
bool  keepNames = false,
bool  ignoreErrors = false 
)

Read an mps file from the given filename.

int ClpSimplex::readGMPL ( const char *  filename,
const char *  dataName,
bool  keepNames = false 
)

Read GMPL files from the given filenames.

int ClpSimplex::readLp ( const char *  filename,
const double  epsilon = 1e-5 
)

Read file in LP format from file with name filename.

See class CoinLpIO for description of this format.

void ClpSimplex::borrowModel ( ClpModel otherModel)

Borrow model.

This is so we dont have to copy large amounts of data around. It assumes a derived class wants to overwrite an empty model with a real one - while it does an algorithm. This is same as ClpModel one, but sets scaling on etc.

void ClpSimplex::borrowModel ( ClpSimplex otherModel)
void ClpSimplex::passInEventHandler ( const ClpEventHandler eventHandler)

Pass in Event handler (cloned and deleted at end)

void ClpSimplex::getbackSolution ( const ClpSimplex smallModel,
const int *  whichRow,
const int *  whichColumn 
)

Puts solution back into small model.

int ClpSimplex::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 quadratic constraints 3 if nonlinear objective 4 if nonlinear constraints -1 on failure.

int ClpSimplex::initialSolve ( ClpSolve options)

General solve algorithm which can do presolve.

See ClpSolve.hpp for options

int ClpSimplex::initialSolve ( )

Default initial solve.

int ClpSimplex::initialDualSolve ( )

Dual initial solve.

int ClpSimplex::initialPrimalSolve ( )

Primal initial solve.

int ClpSimplex::initialBarrierSolve ( )

Barrier initial solve.

int ClpSimplex::initialBarrierNoCrossSolve ( )

Barrier initial solve, not to be followed by crossover.

int ClpSimplex::dual ( int  ifValuesPass = 0,
int  startFinishOptions = 0 
)

Dual algorithm - see ClpSimplexDual.hpp for method.

ifValuesPass==2 just does values pass and then stops.

startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later

int ClpSimplex::dualDebug ( int  ifValuesPass = 0,
int  startFinishOptions = 0 
)
int ClpSimplex::primal ( int  ifValuesPass = 0,
int  startFinishOptions = 0 
)

Primal algorithm - see ClpSimplexPrimal.hpp for method.

ifValuesPass==2 just does values pass and then stops.

startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later

int ClpSimplex::nonlinearSLP ( int  numberPasses,
double  deltaTolerance 
)

Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small.

Also exits if all problematical variables are changing less than deltaTolerance

int ClpSimplex::nonlinearSLP ( int  numberConstraints,
ClpConstraint **  constraints,
int  numberPasses,
double  deltaTolerance 
)

Solves problem with nonlinear constraints using SLP - may be used as crash for other algorithms when number of iterations small.

Also exits if all problematical variables are changing less than deltaTolerance

int ClpSimplex::barrier ( bool  crossover = true)

Solves using barrier (assumes you have good cholesky factor code).

Does crossover to simplex if asked

int ClpSimplex::reducedGradient ( int  phase = 0)

Solves non-linear using reduced gradient.

Phase = 0 get feasible, =1 use solution

int ClpSimplex::solve ( CoinStructuredModel model)

Solve using structure of model and maybe in parallel.

int ClpSimplex::loadProblem ( CoinStructuredModel modelObject,
bool  originalOrder = true,
bool  keepSolution = false 
)

This loads a model from a CoinStructuredModel object - returns number of errors.

If originalOrder then keep to order stored in blocks, otherwise first column/rows correspond to first block - etc. If keepSolution true and size is same as current then keeps current status and solution

int ClpSimplex::cleanup ( int  cleanupScaling)

When scaling is on it is possible that the scaled problem is feasible but the unscaled is not.

Clp returns a secondary status code to that effect. This option allows for a cleanup. If you use it I would suggest 1. This only affects actions when scaled optimal 0 - no action 1 - clean up using dual if primal infeasibility 2 - clean up using dual if dual infeasibility 3 - clean up using dual if primal or dual infeasibility 11,12,13 - as 1,2,3 but use primal

return code as dual/primal

int ClpSimplex::dualRanging ( int  numberCheck,
const int *  which,
double *  costIncrease,
int *  sequenceIncrease,
double *  costDecrease,
int *  sequenceDecrease,
double *  valueIncrease = NULL,
double *  valueDecrease = NULL 
)

Dual ranging.

This computes increase/decrease in cost for each given variable and corresponding sequence numbers which would change basis. Sequence numbers are 0..numberColumns and numberColumns.. for artificials/slacks. For non-basic variables the information is trivial to compute and the change in cost is just minus the reduced cost and the sequence number will be that of the non-basic variables. For basic variables a ratio test is between the reduced costs for non-basic variables and the row of the tableau corresponding to the basic variable. The increase/decrease value is always >= 0.0

Up to user to provide correct length arrays where each array is of length numberCheck. which contains list of variables for which information is desired. All other arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays will be information for variable 7.

If valueIncrease/Decrease not NULL (both must be NULL or both non NULL) then these are filled with the value of variable if such a change in cost were made (the existing bounds are ignored)

Returns non-zero if infeasible unbounded etc

int ClpSimplex::primalRanging ( int  numberCheck,
const int *  which,
double *  valueIncrease,
int *  sequenceIncrease,
double *  valueDecrease,
int *  sequenceDecrease 
)

Primal ranging.

This computes increase/decrease in value for each given variable and corresponding sequence numbers which would change basis. Sequence numbers are 0..numberColumns and numberColumns.. for artificials/slacks. This should only be used for non-basic variabls as otherwise information is pretty useless For basic variables the sequence number will be that of the basic variables.

Up to user to provide correct length arrays where each array is of length numberCheck. which contains list of variables for which information is desired. All other arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays will be information for variable 7.

Returns non-zero if infeasible unbounded etc

int ClpSimplex::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.

All at same status will be done (basis may go singular). User can tell which others have been done (i.e. if status matches). If called from outside will change status and return 0. If called from event handler returns non-zero if user has to take action. indices>=numberColumns are slacks (obviously no coefficients) status array is (char) Status enum

int ClpSimplex::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).

On exit whichRows has rows to delete - return code is number can be deleted or -1 if would be infeasible. If tolerance is -1.0 use primalTolerance for equality rows and infeasibility If cleanUp not zero then spend more time trying to leave more stable row and make row bounds exact multiple of cleanUp if close enough

double ClpSimplex::moveTowardsPrimalFeasible ( )

Try simple crash like techniques to get closer to primal feasibility returns final sum of infeasibilities.

void ClpSimplex::removeSuperBasicSlacks ( int  threshold = 0)

Try simple crash like techniques to remove super basic slacks but only if > threshold.

ClpSimplex* ClpSimplex::miniPresolve ( char *  rowType,
char *  columnType,
void **  info 
)

Mini presolve (faster) Char arrays must be numberRows and numberColumns long on entry second part must be filled in as follows - 0 - possible >0 - take out and do something (depending on value - TBD) -1 row/column can't vanish but can have entries removed/changed -2 don't touch at all on exit <=0 ones will be in presolved problem struct will be created and will be long enough (information on length etc in first entry) user must delete struct.

void ClpSimplex::miniPostsolve ( const ClpSimplex presolvedModel,
void info 
)

After mini presolve.

void ClpSimplex::miniSolve ( char *  rowType,
char *  columnType,
int  algorithm,
int  startUp 
)

mini presolve and solve

int ClpSimplex::writeBasis ( const char *  filename,
bool  writeValues = false,
int  formatType = 0 
) const

Write the basis in MPS format to the specified file.

If writeValues true writes values of structurals (and adds VALUES to end of NAME card)

Row and column names may be null. formatType is

  • 0 - normal
  • 1 - extra accuracy
  • 2 - IEEE hex (later)

Returns non-zero on I/O error

int ClpSimplex::readBasis ( const char *  filename)

Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values.

CoinWarmStartBasis* ClpSimplex::getBasis ( ) const

Returns a basis (to be deleted by user)

void ClpSimplex::setFactorization ( ClpFactorization factorization)

Passes in factorization.

ClpFactorization* ClpSimplex::swapFactorization ( ClpFactorization factorization)
void ClpSimplex::copyFactorization ( ClpFactorization factorization)

Copies in factorization to existing one.

int ClpSimplex::tightenPrimalBounds ( double  factor = 0.0,
int  doTight = 0,
bool  tightIntegers = false 
)

Tightens primal bounds to make dual faster.

Unless fixed or doTight>10, bounds are slightly looser than they could be. This is to make dual go faster and is probably not needed with a presolve. Returns non-zero if problem infeasible.

Fudge for branch and bound - put bounds on columns of factor * largest value (at continuous) - should improve stability in branch and bound on infeasible branches (0.0 is off)

int ClpSimplex::crash ( double  gap,
int  pivot 
)

Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dual preferred and all slack basis preferred 0 if basis going in was not all slack 1 if primal preferred and all slack basis preferred 2 if primal preferred and crash basis created.

if gap between bounds <="gap" variables can be flipped ( If pivot -1 then can be made super basic!)

If "pivot" is -1 No pivoting - always primal 0 No pivoting (so will just be choice of algorithm) 1 Simple pivoting e.g. gub 2 Mini iterations

void ClpSimplex::setDualRowPivotAlgorithm ( ClpDualRowPivot choice)

Sets row pivot choice algorithm in dual.

void ClpSimplex::setPrimalColumnPivotAlgorithm ( ClpPrimalColumnPivot choice)

Sets column pivot choice algorithm in primal.

void ClpSimplex::markHotStart ( void *&  saveStuff)

Create a hotstart point of the optimization process.

void ClpSimplex::solveFromHotStart ( void saveStuff)

Optimize starting from the hotstart.

void ClpSimplex::unmarkHotStart ( void saveStuff)

Delete the snapshot.

int ClpSimplex::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.

On input lower and upper are new bounds while on output they are change in objective function values (>1.0e50 infeasible). Return code is 0 if nothing interesting, -1 if infeasible both ways and +1 if infeasible one way (check values to see which one(s)) Solutions are filled in as well - even down, odd up - also status and number of iterations

int ClpSimplex::fathom ( void stuff)

Fathom - 1 if solution.

int ClpSimplex::fathomMany ( void stuff)

Do up to N deep - returns -1 - no solution nNodes_ valid nodes >= if solution and that node gives solution ClpNode array is 2**N long.

Values for N and array are in stuff (nNodes_ also in stuff)

double ClpSimplex::doubleCheck ( )

Double checks OK.

int ClpSimplex::startFastDual2 ( ClpNodeStuff stuff)

Starts Fast dual2.

int ClpSimplex::fastDual2 ( ClpNodeStuff stuff)

Like Fast dual.

void ClpSimplex::stopFastDual2 ( ClpNodeStuff stuff)

Stops Fast dual2.

ClpSimplex* ClpSimplex::fastCrunch ( ClpNodeStuff stuff,
int  mode 
)

Deals with crunch aspects mode 0 - in 1 - out with solution 2 - out without solution returns small model or NULL.

int ClpSimplex::pivot ( )

Pivot in a variable and out a variable.

Returns 0 if okay, 1 if inaccuracy forced re-factorization, -1 if would be singular. Also updates primal/dual infeasibilities. Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out.

int ClpSimplex::primalPivotResult ( )

Pivot in a variable and choose an outgoing one.

Assumes primal feasible - will not go through a bound. Returns step length in theta Returns ray in ray_ (or NULL if no pivot) Return codes as before but -1 means no acceptable pivot

int ClpSimplex::dualPivotResultPart1 ( )

Pivot out a variable and choose an incoing one.

Assumes dual feasible - will not go through a reduced cost. Returns step length in theta Return codes as before but -1 means no acceptable pivot

int ClpSimplex::pivotResultPart2 ( int  algorithm,
int  state 
)

Do actual pivot state is 0 if need tableau column, 1 if in rowArray_[1].

int ClpSimplex::startup ( int  ifValuesPass,
int  startFinishOptions = 0 
)

Common bits of coding for dual and primal.

Return 0 if okay, 1 if bad matrix, 2 if very bad factorization

startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later

void ClpSimplex::finish ( int  startFinishOptions = 0)
bool ClpSimplex::statusOfProblem ( bool  initial = false)

Factorizes and returns true if optimal.

Used by user

void ClpSimplex::defaultFactorizationFrequency ( )

If user left factorization frequency then compute.

void ClpSimplex::copyEnabledStuff ( const ClpSimplex rhs)

Copy across enabled stuff from one solver to another.

bool ClpSimplex::primalFeasible ( ) const
inline

If problem is primal feasible.

Definition at line 599 of file ClpSimplex.hpp.

bool ClpSimplex::dualFeasible ( ) const
inline

If problem is dual feasible.

Definition at line 603 of file ClpSimplex.hpp.

ClpFactorization* ClpSimplex::factorization ( ) const
inline

factorization

Definition at line 607 of file ClpSimplex.hpp.

bool ClpSimplex::sparseFactorization ( ) const

Sparsity on or off.

void ClpSimplex::setSparseFactorization ( bool  value)
int ClpSimplex::factorizationFrequency ( ) const

Factorization frequency.

void ClpSimplex::setFactorizationFrequency ( int  value)
double ClpSimplex::dualBound ( ) const
inline

Dual bound.

Definition at line 617 of file ClpSimplex.hpp.

void ClpSimplex::setDualBound ( double  value)
double ClpSimplex::infeasibilityCost ( ) const
inline

Infeasibility cost.

Definition at line 622 of file ClpSimplex.hpp.

void ClpSimplex::setInfeasibilityCost ( double  value)
int ClpSimplex::perturbation ( ) const
inline

Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - verbose above that 8,16,32 etc just for selective debug.

Perturbation: 50 - switch on perturbation 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100 others are for playing

Definition at line 642 of file ClpSimplex.hpp.

void ClpSimplex::setPerturbation ( int  value)
int ClpSimplex::algorithm ( ) const
inline

Current (or last) algorithm.

Definition at line 647 of file ClpSimplex.hpp.

void ClpSimplex::setAlgorithm ( int  value)
inline

Set algorithm.

Definition at line 651 of file ClpSimplex.hpp.

bool ClpSimplex::isObjectiveLimitTestValid ( ) const

Return true if the objective limit test can be relied upon.

double ClpSimplex::sumDualInfeasibilities ( ) const
inline

Sum of dual infeasibilities.

Definition at line 657 of file ClpSimplex.hpp.

void ClpSimplex::setSumDualInfeasibilities ( double  value)
inline

Definition at line 660 of file ClpSimplex.hpp.

double ClpSimplex::sumOfRelaxedDualInfeasibilities ( ) const
inline

Sum of relaxed dual infeasibilities.

Definition at line 664 of file ClpSimplex.hpp.

void ClpSimplex::setSumOfRelaxedDualInfeasibilities ( double  value)
inline

Definition at line 667 of file ClpSimplex.hpp.

int ClpSimplex::numberDualInfeasibilities ( ) const
inline

Number of dual infeasibilities.

Definition at line 671 of file ClpSimplex.hpp.

void ClpSimplex::setNumberDualInfeasibilities ( int  value)
inline

Definition at line 674 of file ClpSimplex.hpp.

int ClpSimplex::numberDualInfeasibilitiesWithoutFree ( ) const
inline

Number of dual infeasibilities (without free)

Definition at line 678 of file ClpSimplex.hpp.

double ClpSimplex::sumPrimalInfeasibilities ( ) const
inline

Sum of primal infeasibilities.

Definition at line 682 of file ClpSimplex.hpp.

void ClpSimplex::setSumPrimalInfeasibilities ( double  value)
inline

Definition at line 685 of file ClpSimplex.hpp.

double ClpSimplex::sumOfRelaxedPrimalInfeasibilities ( ) const
inline

Sum of relaxed primal infeasibilities.

Definition at line 689 of file ClpSimplex.hpp.

void ClpSimplex::setSumOfRelaxedPrimalInfeasibilities ( double  value)
inline

Definition at line 692 of file ClpSimplex.hpp.

int ClpSimplex::numberPrimalInfeasibilities ( ) const
inline

Number of primal infeasibilities.

Definition at line 696 of file ClpSimplex.hpp.

void ClpSimplex::setNumberPrimalInfeasibilities ( int  value)
inline

Definition at line 699 of file ClpSimplex.hpp.

int ClpSimplex::saveModel ( const char *  fileName)

Save model to file, returns 0 if success.

This is designed for use outside algorithms so does not save iterating arrays etc. It does not save any messaging information. Does not save scaling values. It does not know about all types of virtual functions.

int ClpSimplex::restoreModel ( const char *  fileName)

Restore model from file, returns 0 if success, deletes current model.

void ClpSimplex::checkSolution ( int  setToBounds = 0)

Just check solution (for external use) - sets sum of infeasibilities etc.

If setToBounds 0 then primal column values not changed and used to compute primal row activity values. If 1 or 2 then status used - so all nonbasic variables set to indicated bound and if any values changed (or ==2) basic values re-computed.

void ClpSimplex::checkSolutionInternal ( )

Just check solution (for internal use) - sets sum of infeasibilities etc.

void ClpSimplex::checkUnscaledSolution ( )

Check unscaled primal solution but allow for rounding error.

CoinIndexedVector* ClpSimplex::rowArray ( int  index) const
inline

Useful row length arrays (0,1,2,3,4,5)

Definition at line 727 of file ClpSimplex.hpp.

CoinIndexedVector* ClpSimplex::columnArray ( int  index) const
inline

Useful column length arrays (0,1,2,3,4,5)

Definition at line 731 of file ClpSimplex.hpp.

int ClpSimplex::getSolution ( const double *  rowActivities,
const double *  columnActivities 
)

Given an existing factorization computes and checks primal and dual solutions.

Uses input arrays for variables at bounds. Returns feasibility states

int ClpSimplex::getSolution ( )

Given an existing factorization computes and checks primal and dual solutions.

Uses current problem arrays for bounds. Returns feasibility states

int ClpSimplex::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 is taken as real lower Last lower is taken as real upper and cost ignored.

Returns nonzero if bad data e.g. lowers not monotonic

ClpDualRowPivot* ClpSimplex::dualRowPivot ( ) const
inline

dual row pivot choice

Definition at line 757 of file ClpSimplex.hpp.

ClpPrimalColumnPivot* ClpSimplex::primalColumnPivot ( ) const
inline

primal column pivot choice

Definition at line 761 of file ClpSimplex.hpp.

bool ClpSimplex::goodAccuracy ( ) const
inline

Returns true if model looks OK.

Definition at line 765 of file ClpSimplex.hpp.

void ClpSimplex::returnModel ( ClpSimplex otherModel)

Return model - updates any scalars.

int ClpSimplex::internalFactorize ( int  solveType)

Factorizes using current basis.

solveType - 1 iterating, 0 initial, -1 external If 10 added then in primal values pass Return codes are as from ClpFactorization unless initial factorization when total number of singularities is returned. Special case is numberRows_+1 -> all slack basis.

ClpDataSave ClpSimplex::saveData ( )

Save data.

void ClpSimplex::restoreData ( ClpDataSave  saved)

Restore data.

void ClpSimplex::cleanStatus ( )

Clean up status.

int ClpSimplex::factorize ( )

Factorizes using current basis. For external use.

void ClpSimplex::computeDuals ( double *  givenDjs)

Computes duals from scratch.

If givenDjs then allows for nonzero basic djs

void ClpSimplex::computePrimals ( const double *  rowActivities,
const double *  columnActivities 
)

Computes primals from scratch.

void ClpSimplex::add ( double *  array,
int  column,
double  multiplier 
) const

Adds multiple of a column into an array.

void ClpSimplex::unpack ( CoinIndexedVector rowArray) const

Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed.

void ClpSimplex::unpack ( CoinIndexedVector rowArray,
int  sequence 
) const

Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed.

void ClpSimplex::unpackPacked ( CoinIndexedVector rowArray)

Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed.

void ClpSimplex::unpackPacked ( CoinIndexedVector rowArray,
int  sequence 
)

Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumns Also applies scaling if needed.

int ClpSimplex::housekeeping ( double  objectiveChange)
protected

This does basis housekeeping and does values for in/out variables.

Can also decide to re-factorize

void ClpSimplex::checkPrimalSolution ( const double *  rowActivities = NULL,
const double *  columnActivies = NULL 
)
protected

This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal)

void ClpSimplex::checkDualSolution ( )
protected

This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual)

void ClpSimplex::checkBothSolutions ( )
protected

This sets sum and number of infeasibilities (Dual and Primal)

double ClpSimplex::scaleObjective ( double  value)
protected

If input negative scales objective so maximum <= -value and returns scale factor used.

If positive unscales and also redoes dual stuff

int ClpSimplex::solveDW ( CoinStructuredModel model,
ClpSolve options 
)
protected

Solve using Dantzig-Wolfe decomposition and maybe in parallel.

int ClpSimplex::solveBenders ( CoinStructuredModel model,
ClpSolve options 
)
protected

Solve using Benders decomposition and maybe in parallel.

void ClpSimplex::setValuesPassAction ( double  incomingInfeasibility,
double  allowedInfeasibility 
)

For advanced use.

When doing iterative solves things can get nasty so on values pass if incoming solution has largest infeasibility < incomingInfeasibility throw out variables from basis until largest infeasibility < allowedInfeasibility or incoming largest infeasibility. If allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis.

Defaults are 1.0,10.0

int ClpSimplex::cleanFactorization ( int  ifValuesPass)

Get a clean factorization - i.e.

throw out singularities may do more later

double ClpSimplex::alphaAccuracy ( ) const
inline

Initial value for alpha accuracy calculation (-1.0 off)

Definition at line 868 of file ClpSimplex.hpp.

void ClpSimplex::setAlphaAccuracy ( double  value)
inline

Definition at line 871 of file ClpSimplex.hpp.

void ClpSimplex::setDisasterHandler ( ClpDisasterHandler handler)
inline

Objective value.

Set disaster handler

Definition at line 880 of file ClpSimplex.hpp.

ClpDisasterHandler* ClpSimplex::disasterHandler ( ) const
inline

Get disaster handler.

Definition at line 884 of file ClpSimplex.hpp.

double ClpSimplex::largeValue ( ) const
inline

Large bound value (for complementarity etc)

Definition at line 888 of file ClpSimplex.hpp.

void ClpSimplex::setLargeValue ( double  value)
double ClpSimplex::largestPrimalError ( ) const
inline

Largest error on Ax-b.

Definition at line 893 of file ClpSimplex.hpp.

double ClpSimplex::largestDualError ( ) const
inline

Largest error on basic duals.

Definition at line 897 of file ClpSimplex.hpp.

void ClpSimplex::setLargestPrimalError ( double  value)
inline

Largest error on Ax-b.

Definition at line 901 of file ClpSimplex.hpp.

void ClpSimplex::setLargestDualError ( double  value)
inline

Largest error on basic duals.

Definition at line 905 of file ClpSimplex.hpp.

double ClpSimplex::zeroTolerance ( ) const
inline

Get zero tolerance.

Definition at line 909 of file ClpSimplex.hpp.

void ClpSimplex::setZeroTolerance ( double  value)
inline

Set zero tolerance.

Definition at line 913 of file ClpSimplex.hpp.

int* ClpSimplex::pivotVariable ( ) const
inline

Basic variables pivoting on which rows.

Definition at line 917 of file ClpSimplex.hpp.

bool ClpSimplex::automaticScaling ( ) const
inline

If automatic scaling on.

Definition at line 921 of file ClpSimplex.hpp.

void ClpSimplex::setAutomaticScaling ( bool  onOff)
inline

Definition at line 924 of file ClpSimplex.hpp.

double ClpSimplex::currentDualTolerance ( ) const
inline

Current dual tolerance.

Definition at line 928 of file ClpSimplex.hpp.

void ClpSimplex::setCurrentDualTolerance ( double  value)
inline

Definition at line 931 of file ClpSimplex.hpp.

double ClpSimplex::currentPrimalTolerance ( ) const
inline

Current primal tolerance.

Definition at line 935 of file ClpSimplex.hpp.

void ClpSimplex::setCurrentPrimalTolerance ( double  value)
inline

Definition at line 938 of file ClpSimplex.hpp.

int ClpSimplex::numberRefinements ( ) const
inline

How many iterative refinements to do.

Definition at line 942 of file ClpSimplex.hpp.

void ClpSimplex::setNumberRefinements ( int  value)
double ClpSimplex::alpha ( ) const
inline

Alpha (pivot element) for use by classes e.g. steepestedge.

Definition at line 947 of file ClpSimplex.hpp.

void ClpSimplex::setAlpha ( double  value)
inline

Definition at line 950 of file ClpSimplex.hpp.

double ClpSimplex::dualIn ( ) const
inline

Reduced cost of last incoming for use by classes e.g. steepestedge.

Definition at line 954 of file ClpSimplex.hpp.

void ClpSimplex::setDualIn ( double  value)
inline

Set reduced cost of last incoming to force error.

Definition at line 958 of file ClpSimplex.hpp.

int ClpSimplex::pivotRow ( ) const
inline

Pivot Row for use by classes e.g. steepestedge.

Definition at line 962 of file ClpSimplex.hpp.

void ClpSimplex::setPivotRow ( int  value)
inline

Definition at line 965 of file ClpSimplex.hpp.

double ClpSimplex::valueIncomingDual ( ) const

value of incoming variable (in Dual)

int ClpSimplex::gutsOfSolution ( double *  givenDuals,
const double *  givenPrimals,
bool  valuesPass = false 
)
protected

May change basis and then returns number changed.

Computation of solutions may be overriden by given pi and solution

void ClpSimplex::gutsOfDelete ( int  type)
protected

Does most of deletion (0 = all, 1 = most, 2 most + factorization)

void ClpSimplex::gutsOfCopy ( const ClpSimplex rhs)
protected

Does most of copying.

bool ClpSimplex::createRim ( int  what,
bool  makeRowCopy = false,
int  startFinishOptions = 0 
)
protected

puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows (now and columns), (2 bit does column bounds), 4 bit does objective(s).

8 bit does solution scaling in 16 bit does rowArray and columnArray indexed vectors and makes row copy if wanted, also sets columnStart_ etc Also creates scaling arrays if needed. It does scaling if needed. 16 also moves solutions etc in to work arrays On 16 returns false if problem "bad" i.e. matrix or bounds bad If startFinishOptions is -1 then called by user in getSolution so do arrays but keep pivotVariable_

void ClpSimplex::createRim1 ( bool  initial)
protected

Does rows and columns.

void ClpSimplex::createRim4 ( bool  initial)
protected

Does objective.

void ClpSimplex::createRim5 ( bool  initial)
protected

Does rows and columns and objective.

void ClpSimplex::deleteRim ( int  getRidOfFactorizationData = 2)
protected

releases above arrays and does solution scaling out.

May also get rid of factorization data - 0 get rid of nothing, 1 get rid of arrays, 2 also factorization

bool ClpSimplex::sanityCheck ( )
protected

Sanity check on input rim data (after scaling) - returns true if okay.

double* ClpSimplex::solutionRegion ( int  section) const
inline

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 1018 of file ClpSimplex.hpp.

double* ClpSimplex::djRegion ( int  section) const
inline

Definition at line 1022 of file ClpSimplex.hpp.

double* ClpSimplex::lowerRegion ( int  section) const
inline

Definition at line 1026 of file ClpSimplex.hpp.

double* ClpSimplex::upperRegion ( int  section) const
inline

Definition at line 1030 of file ClpSimplex.hpp.

double* ClpSimplex::costRegion ( int  section) const
inline

Definition at line 1034 of file ClpSimplex.hpp.

double* ClpSimplex::solutionRegion ( ) const
inline

Return region as single array.

Definition at line 1039 of file ClpSimplex.hpp.

double* ClpSimplex::djRegion ( ) const
inline

Definition at line 1042 of file ClpSimplex.hpp.

double* ClpSimplex::lowerRegion ( ) const
inline

Definition at line 1045 of file ClpSimplex.hpp.

double* ClpSimplex::upperRegion ( ) const
inline

Definition at line 1048 of file ClpSimplex.hpp.

double* ClpSimplex::costRegion ( ) const
inline

Definition at line 1051 of file ClpSimplex.hpp.

Status ClpSimplex::getStatus ( int  sequence) const
inline

Definition at line 1054 of file ClpSimplex.hpp.

void ClpSimplex::setStatus ( int  sequence,
Status  newstatus 
)
inline

Definition at line 1057 of file ClpSimplex.hpp.

bool ClpSimplex::startPermanentArrays ( )

Start or reset using maximumRows_ and Columns_ - true if change.

void ClpSimplex::setInitialDenseFactorization ( bool  onOff)

Normally the first factorization does sparse coding because the factorization could be singular.

This allows initial dense factorization when it is known to be safe

bool ClpSimplex::initialDenseFactorization ( ) const
int ClpSimplex::sequenceIn ( ) const
inline

Return sequence In or Out.

Definition at line 1071 of file ClpSimplex.hpp.

int ClpSimplex::sequenceOut ( ) const
inline

Definition at line 1074 of file ClpSimplex.hpp.

void ClpSimplex::setSequenceIn ( int  sequence)
inline

Set sequenceIn or Out.

Definition at line 1078 of file ClpSimplex.hpp.

void ClpSimplex::setSequenceOut ( int  sequence)
inline

Definition at line 1081 of file ClpSimplex.hpp.

int ClpSimplex::directionIn ( ) const
inline

Return direction In or Out.

Definition at line 1085 of file ClpSimplex.hpp.

int ClpSimplex::directionOut ( ) const
inline

Definition at line 1088 of file ClpSimplex.hpp.

void ClpSimplex::setDirectionIn ( int  direction)
inline

Set directionIn or Out.

Definition at line 1092 of file ClpSimplex.hpp.

void ClpSimplex::setDirectionOut ( int  direction)
inline

Definition at line 1095 of file ClpSimplex.hpp.

double ClpSimplex::valueOut ( ) const
inline

Value of Out variable.

Definition at line 1099 of file ClpSimplex.hpp.

void ClpSimplex::setValueOut ( double  value)
inline

Set value of out variable.

Definition at line 1103 of file ClpSimplex.hpp.

double ClpSimplex::dualOut ( ) const
inline

Dual value of Out variable.

Definition at line 1107 of file ClpSimplex.hpp.

void ClpSimplex::setDualOut ( double  value)
inline

Set dual value of out variable.

Definition at line 1111 of file ClpSimplex.hpp.

void ClpSimplex::setLowerOut ( double  value)
inline

Set lower of out variable.

Definition at line 1115 of file ClpSimplex.hpp.

void ClpSimplex::setUpperOut ( double  value)
inline

Set upper of out variable.

Definition at line 1119 of file ClpSimplex.hpp.

void ClpSimplex::setTheta ( double  value)
inline

Set theta of out variable.

Definition at line 1123 of file ClpSimplex.hpp.

int ClpSimplex::isColumn ( int  sequence) const
inline

Returns 1 if sequence indicates column.

Definition at line 1127 of file ClpSimplex.hpp.

int ClpSimplex::sequenceWithin ( int  sequence) const
inline

Returns sequence number within section.

Definition at line 1131 of file ClpSimplex.hpp.

double ClpSimplex::solution ( int  sequence)
inline

Return row or column values.

Definition at line 1135 of file ClpSimplex.hpp.

double& ClpSimplex::solutionAddress ( int  sequence)
inline

Return address of row or column values.

Definition at line 1139 of file ClpSimplex.hpp.

double ClpSimplex::reducedCost ( int  sequence)
inline

Definition at line 1142 of file ClpSimplex.hpp.

double& ClpSimplex::reducedCostAddress ( int  sequence)
inline

Definition at line 1145 of file ClpSimplex.hpp.

double ClpSimplex::lower ( int  sequence)
inline

Definition at line 1148 of file ClpSimplex.hpp.

double& ClpSimplex::lowerAddress ( int  sequence)
inline

Return address of row or column lower bound.

Definition at line 1152 of file ClpSimplex.hpp.

double ClpSimplex::upper ( int  sequence)
inline

Definition at line 1155 of file ClpSimplex.hpp.

double& ClpSimplex::upperAddress ( int  sequence)
inline

Return address of row or column upper bound.

Definition at line 1159 of file ClpSimplex.hpp.

double ClpSimplex::cost ( int  sequence)
inline

Definition at line 1162 of file ClpSimplex.hpp.

double& ClpSimplex::costAddress ( int  sequence)
inline

Return address of row or column cost.

Definition at line 1166 of file ClpSimplex.hpp.

double ClpSimplex::originalLower ( int  iSequence) const
inline

Return original lower bound.

Definition at line 1170 of file ClpSimplex.hpp.

double ClpSimplex::originalUpper ( int  iSequence) const
inline

Return original lower bound.

Definition at line 1176 of file ClpSimplex.hpp.

double ClpSimplex::theta ( ) const
inline

Theta (pivot change)

Definition at line 1182 of file ClpSimplex.hpp.

double ClpSimplex::bestPossibleImprovement ( ) const
inline

Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (dual)

Definition at line 1187 of file ClpSimplex.hpp.

ClpNonLinearCost* ClpSimplex::nonLinearCost ( ) const
inline

Return pointer to details of costs.

Definition at line 1191 of file ClpSimplex.hpp.

int ClpSimplex::moreSpecialOptions ( ) const
inline

Return more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved problem infeasible return 4 bit - keep arrays like upper_ around 8 bit - if factorization kept can still declare optimal at once 16 bit - if checking replaceColumn accuracy before updating 32 bit - say optimal if primal feasible! 64 bit - give up easily in dual (and say infeasible) 128 bit - no objective, 0-1 and in B&B 256 bit - in primal from dual or vice versa 512 bit - alternative use of solveType_ 1024 bit - don't do row copy of factorization 2048 bit - perturb in complete fathoming 4096 bit - try more for complete fathoming 8192 bit - don't even think of using primal if user asks for dual (and vv) 16384 bit - in initialSolve so be more flexible 32768 bit - don't swap algorithms from dual if small infeasibility 65536 bit - perturb in postsolve cleanup (even if < 10000 rows) 131072 bit (*3) initial stateDualColumn 524288 bit - stop when primal feasible.

Definition at line 1215 of file ClpSimplex.hpp.

void ClpSimplex::setMoreSpecialOptions ( int  value)
inline

Set more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved problem infeasible return 4 bit - keep arrays like upper_ around 8 bit - no free or superBasic variables 16 bit - if checking replaceColumn accuracy before updating 32 bit - say optimal if primal feasible! 64 bit - give up easily in dual (and say infeasible) 128 bit - no objective, 0-1 and in B&B 256 bit - in primal from dual or vice versa 512 bit - alternative use of solveType_ 1024 bit - don't do row copy of factorization 2048 bit - perturb in complete fathoming 4096 bit - try more for complete fathoming 8192 bit - don't even think of using primal if user asks for dual (and vv) 16384 bit - in initialSolve so be more flexible 32768 bit - don't swap algorithms from dual if small infeasibility 65536 bit - perturb in postsolve cleanup (even if < 10000 rows) 131072 bit (*3) initial stateDualColumn 524288 bit - stop when primal feasible 1048576 bit - don't perturb even if long time 2097152 bit - no primal in fastDual2 if feasible 4194304 bit - tolerances have been changed by code 8388608 bit - tolerances are dynamic (at first)

Definition at line 1243 of file ClpSimplex.hpp.

void ClpSimplex::setFakeBound ( int  sequence,
FakeBound  fakeBound 
)
inline

Definition at line 1249 of file ClpSimplex.hpp.

FakeBound ClpSimplex::getFakeBound ( int  sequence) const
inline

Definition at line 1254 of file ClpSimplex.hpp.

void ClpSimplex::setRowStatus ( int  sequence,
Status  newstatus 
)
inline

Definition at line 1257 of file ClpSimplex.hpp.

Status ClpSimplex::getRowStatus ( int  sequence) const
inline

Definition at line 1262 of file ClpSimplex.hpp.

void ClpSimplex::setColumnStatus ( int  sequence,
Status  newstatus 
)
inline

Definition at line 1265 of file ClpSimplex.hpp.

Status ClpSimplex::getColumnStatus ( int  sequence) const
inline

Definition at line 1270 of file ClpSimplex.hpp.

void ClpSimplex::setPivoted ( int  sequence)
inline

Definition at line 1273 of file ClpSimplex.hpp.

void ClpSimplex::clearPivoted ( int  sequence)
inline

Definition at line 1276 of file ClpSimplex.hpp.

bool ClpSimplex::pivoted ( int  sequence) const
inline

Definition at line 1279 of file ClpSimplex.hpp.

void ClpSimplex::setFlagged ( int  sequence)

To flag a variable (not inline to allow for column generation)

void ClpSimplex::clearFlagged ( int  sequence)
inline

Definition at line 1284 of file ClpSimplex.hpp.

bool ClpSimplex::flagged ( int  sequence) const
inline

Definition at line 1287 of file ClpSimplex.hpp.

void ClpSimplex::setActive ( int  iRow)
inline

To say row active in primal pivot row choice.

Definition at line 1291 of file ClpSimplex.hpp.

void ClpSimplex::clearActive ( int  iRow)
inline

Definition at line 1294 of file ClpSimplex.hpp.

bool ClpSimplex::active ( int  iRow) const
inline

Definition at line 1297 of file ClpSimplex.hpp.

void ClpSimplex::setPerturbed ( int  iSequence)
inline

To say perturbed.

Definition at line 1301 of file ClpSimplex.hpp.

void ClpSimplex::clearPerturbed ( int  iSequence)
inline

Definition at line 1304 of file ClpSimplex.hpp.

bool ClpSimplex::perturbed ( int  iSequence) const
inline

Definition at line 1307 of file ClpSimplex.hpp.

void ClpSimplex::createStatus ( )

Set up status array (can be used by OsiClp).

Also can be used to set up all slack basis

void ClpSimplex::allSlackBasis ( bool  resetSolution = false)

Sets up all slack basis and resets solution to as it was after initial load or readMps.

int ClpSimplex::lastBadIteration ( ) const
inline

So we know when to be cautious.

Definition at line 1318 of file ClpSimplex.hpp.

void ClpSimplex::setLastBadIteration ( int  value)
inline

Set so we know when to be cautious.

Definition at line 1322 of file ClpSimplex.hpp.

int ClpSimplex::progressFlag ( ) const
inline

Progress flag - at present 0 bit says artificials out.

Definition at line 1326 of file ClpSimplex.hpp.

ClpSimplexProgress* ClpSimplex::progress ( )
inline

For dealing with all issues of cycling etc.

Definition at line 1330 of file ClpSimplex.hpp.

int ClpSimplex::forceFactorization ( ) const
inline

Force re-factorization early value.

Definition at line 1333 of file ClpSimplex.hpp.

void ClpSimplex::forceFactorization ( int  value)
inline

Force re-factorization early.

Definition at line 1337 of file ClpSimplex.hpp.

double ClpSimplex::rawObjectiveValue ( ) const
inline

Raw objective value (so always minimize in primal)

Definition at line 1341 of file ClpSimplex.hpp.

void ClpSimplex::computeObjectiveValue ( bool  useWorkingSolution = false)

Compute objective value from solution and put in objectiveValue_.

double ClpSimplex::computeInternalObjectiveValue ( )

Compute minimization objective value from internal solution without perturbation.

double* ClpSimplex::infeasibilityRay ( bool  fullRay = false) const

Infeasibility/unbounded ray (NULL returned if none/wrong) Up to user to use delete [] on these arrays.

int ClpSimplex::numberExtraRows ( ) const
inline

Number of extra rows.

These are ones which will be dynamically created each iteration. This is for GUB but may have other uses.

Definition at line 1354 of file ClpSimplex.hpp.

int ClpSimplex::maximumBasic ( ) const
inline

Maximum number of basic variables - can be more than number of rows if GUB.

Definition at line 1359 of file ClpSimplex.hpp.

int ClpSimplex::baseIteration ( ) const
inline

Iteration when we entered dual or primal.

Definition at line 1363 of file ClpSimplex.hpp.

void ClpSimplex::generateCpp ( FILE *  fp,
bool  defaultFactor = false 
)

Create C++ lines to get to current state.

ClpFactorization* ClpSimplex::getEmptyFactorization ( )

Gets clean and emptyish factorization.

void ClpSimplex::setEmptyFactorization ( )

May delete or may make clean and emptyish factorization.

void ClpSimplex::moveInfo ( const ClpSimplex rhs,
bool  justStatus = false 
)

Move status and solution across.

void ClpSimplex::getBInvARow ( int  row,
double *  z,
double *  slack = NULL 
)

Get a row of the tableau (slack part in slack if not NULL)

void ClpSimplex::getBInvRow ( int  row,
double *  z 
)

Get a row of the basis inverse.

void ClpSimplex::getBInvACol ( int  col,
double *  vec 
)

Get a column of the tableau.

void ClpSimplex::getBInvCol ( int  col,
double *  vec 
)

Get a column of the basis inverse.

void ClpSimplex::getBasics ( int *  index)

Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()).

void ClpSimplex::setObjectiveCoefficient ( int  elementIndex,
double  elementValue 
)

Set an objective function coefficient.

void ClpSimplex::setObjCoeff ( int  elementIndex,
double  elementValue 
)
inline

Set an objective function coefficient.

Definition at line 1405 of file ClpSimplex.hpp.

void ClpSimplex::setColumnLower ( int  elementIndex,
double  elementValue 
)

Set a single column lower bound
Use -DBL_MAX for -infinity.

void ClpSimplex::setColumnUpper ( int  elementIndex,
double  elementValue 
)

Set a single column upper bound
Use DBL_MAX for infinity.

void ClpSimplex::setColumnBounds ( int  elementIndex,
double  lower,
double  upper 
)

Set a single column lower and upper bound.

void ClpSimplex::setColumnSetBounds ( const int *  indexFirst,
const int *  indexLast,
const double *  boundList 
)

Set the bounds on a number of columns simultaneously
The default implementation just invokes setColLower() and setColUpper() over and over again.

Parameters
indexFirst,indexLastpointers to the beginning and after the end of the array of the indices of the variables whose either bound changes
boundListthe new lower/upper bound pairs for the variables
void ClpSimplex::setColLower ( int  elementIndex,
double  elementValue 
)
inline

Set a single column lower bound
Use -DBL_MAX for -infinity.

Definition at line 1435 of file ClpSimplex.hpp.

void ClpSimplex::setColUpper ( int  elementIndex,
double  elementValue 
)
inline

Set a single column upper bound
Use DBL_MAX for infinity.

Definition at line 1440 of file ClpSimplex.hpp.

void ClpSimplex::setColBounds ( int  elementIndex,
double  newlower,
double  newupper 
)
inline

Set a single column lower and upper bound.

Definition at line 1445 of file ClpSimplex.hpp.

void ClpSimplex::setColSetBounds ( const int *  indexFirst,
const int *  indexLast,
const double *  boundList 
)
inline

Set the bounds on a number of columns simultaneously

Parameters
indexFirst,indexLastpointers to the beginning and after the end of the array of the indices of the variables whose either bound changes
boundListthe new lower/upper bound pairs for the variables

Definition at line 1456 of file ClpSimplex.hpp.

void ClpSimplex::setRowLower ( int  elementIndex,
double  elementValue 
)

Set a single row lower bound
Use -DBL_MAX for -infinity.

void ClpSimplex::setRowUpper ( int  elementIndex,
double  elementValue 
)

Set a single row upper bound
Use DBL_MAX for infinity.

void ClpSimplex::setRowBounds ( int  elementIndex,
double  lower,
double  upper 
)

Set a single row lower and upper bound.

void ClpSimplex::setRowSetBounds ( const int *  indexFirst,
const int *  indexLast,
const double *  boundList 
)

Set the bounds on a number of rows simultaneously

Parameters
indexFirst,indexLastpointers to the beginning and after the end of the array of the indices of the constraints whose either bound changes
boundListthe new lower/upper bound pairs for the constraints
void ClpSimplex::resize ( int  newNumberRows,
int  newNumberColumns 
)

Resizes rim part of model.

Friends And Related Function Documentation

friend class OsiClpSolverInterface
friend

Allow OsiClp certain perks.

Definition at line 1715 of file ClpSimplex.hpp.

friend class OsiCLPSolverInterface
friend

And OsiCLP.

Definition at line 1717 of file ClpSimplex.hpp.

void ClpSimplexUnitTest ( const std::string &  mpsDir)
friend

A function that tests the methods in the ClpSimplex class.

The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging.

It also does some testing of ClpFactorization class

Member Data Documentation

double ClpSimplex::bestPossibleImprovement_
protected

Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (dual)

Definition at line 1499 of file ClpSimplex.hpp.

double ClpSimplex::zeroTolerance_
protected

Zero tolerance.

Definition at line 1501 of file ClpSimplex.hpp.

int ClpSimplex::columnPrimalSequence_
protected

Sequence of worst (-1 if feasible)

Definition at line 1503 of file ClpSimplex.hpp.

int ClpSimplex::rowPrimalSequence_
protected

Sequence of worst (-1 if feasible)

Definition at line 1505 of file ClpSimplex.hpp.

double ClpSimplex::bestObjectiveValue_
protected

"Best" objective value

Definition at line 1507 of file ClpSimplex.hpp.

int ClpSimplex::moreSpecialOptions_
protected

More special options - see set for details.

Definition at line 1509 of file ClpSimplex.hpp.

int ClpSimplex::baseIteration_
protected

Iteration when we entered dual or primal.

Definition at line 1511 of file ClpSimplex.hpp.

double ClpSimplex::primalToleranceToGetOptimal_
protected

Primal tolerance needed to make dual feasible (<largeTolerance)

Definition at line 1513 of file ClpSimplex.hpp.

double ClpSimplex::largeValue_
protected

Large bound value (for complementarity etc)

Definition at line 1515 of file ClpSimplex.hpp.

double ClpSimplex::largestPrimalError_
protected

Largest error on Ax-b.

Definition at line 1517 of file ClpSimplex.hpp.

double ClpSimplex::largestDualError_
protected

Largest error on basic duals.

Definition at line 1519 of file ClpSimplex.hpp.

double ClpSimplex::alphaAccuracy_
protected

For computing whether to re-factorize.

Definition at line 1521 of file ClpSimplex.hpp.

double ClpSimplex::dualBound_
protected

Dual bound.

Definition at line 1523 of file ClpSimplex.hpp.

double ClpSimplex::alpha_
protected

Alpha (pivot element)

Definition at line 1525 of file ClpSimplex.hpp.

double ClpSimplex::theta_
protected

Theta (pivot change)

Definition at line 1527 of file ClpSimplex.hpp.

double ClpSimplex::lowerIn_
protected

Lower Bound on In variable.

Definition at line 1529 of file ClpSimplex.hpp.

double ClpSimplex::valueIn_
protected

Value of In variable.

Definition at line 1531 of file ClpSimplex.hpp.

double ClpSimplex::upperIn_
protected

Upper Bound on In variable.

Definition at line 1533 of file ClpSimplex.hpp.

double ClpSimplex::dualIn_
protected

Reduced cost of In variable.

Definition at line 1535 of file ClpSimplex.hpp.

double ClpSimplex::lowerOut_
protected

Lower Bound on Out variable.

Definition at line 1537 of file ClpSimplex.hpp.

double ClpSimplex::valueOut_
protected

Value of Out variable.

Definition at line 1539 of file ClpSimplex.hpp.

double ClpSimplex::upperOut_
protected

Upper Bound on Out variable.

Definition at line 1541 of file ClpSimplex.hpp.

double ClpSimplex::dualOut_
protected

Infeasibility (dual) or ? (primal) of Out variable.

Definition at line 1543 of file ClpSimplex.hpp.

double ClpSimplex::dualTolerance_
protected

Current dual tolerance for algorithm.

Definition at line 1545 of file ClpSimplex.hpp.

double ClpSimplex::primalTolerance_
protected

Current primal tolerance for algorithm.

Definition at line 1547 of file ClpSimplex.hpp.

double ClpSimplex::sumDualInfeasibilities_
protected

Sum of dual infeasibilities.

Definition at line 1549 of file ClpSimplex.hpp.

double ClpSimplex::sumPrimalInfeasibilities_
protected

Sum of primal infeasibilities.

Definition at line 1551 of file ClpSimplex.hpp.

double ClpSimplex::infeasibilityCost_
protected

Weight assigned to being infeasible in primal.

Definition at line 1553 of file ClpSimplex.hpp.

double ClpSimplex::sumOfRelaxedDualInfeasibilities_
protected

Sum of Dual infeasibilities using tolerance based on error in duals.

Definition at line 1555 of file ClpSimplex.hpp.

double ClpSimplex::sumOfRelaxedPrimalInfeasibilities_
protected

Sum of Primal infeasibilities using tolerance based on error in primals.

Definition at line 1557 of file ClpSimplex.hpp.

double ClpSimplex::acceptablePivot_
protected

Acceptable pivot value just after factorization.

Definition at line 1559 of file ClpSimplex.hpp.

double ClpSimplex::minimumPrimalTolerance_
protected

Minimum primal tolerance.

Definition at line 1561 of file ClpSimplex.hpp.

double ClpSimplex::averageInfeasibility_[CLP_INFEAS_SAVE]
protected

Definition at line 1564 of file ClpSimplex.hpp.

double* ClpSimplex::lower_
protected

Working copy of lower bounds (Owner of arrays below)

Definition at line 1566 of file ClpSimplex.hpp.

double* ClpSimplex::rowLowerWork_
protected

Row lower bounds - working copy.

Definition at line 1568 of file ClpSimplex.hpp.

double* ClpSimplex::columnLowerWork_
protected

Column lower bounds - working copy.

Definition at line 1570 of file ClpSimplex.hpp.

double* ClpSimplex::upper_
protected

Working copy of upper bounds (Owner of arrays below)

Definition at line 1572 of file ClpSimplex.hpp.

double* ClpSimplex::rowUpperWork_
protected

Row upper bounds - working copy.

Definition at line 1574 of file ClpSimplex.hpp.

double* ClpSimplex::columnUpperWork_
protected

Column upper bounds - working copy.

Definition at line 1576 of file ClpSimplex.hpp.

double* ClpSimplex::cost_
protected

Working copy of objective (Owner of arrays below)

Definition at line 1578 of file ClpSimplex.hpp.

double* ClpSimplex::rowObjectiveWork_
protected

Row objective - working copy.

Definition at line 1580 of file ClpSimplex.hpp.

double* ClpSimplex::objectiveWork_
protected

Column objective - working copy.

Definition at line 1582 of file ClpSimplex.hpp.

CoinIndexedVector* ClpSimplex::rowArray_[6]
protected

Useful row length arrays.

Definition at line 1584 of file ClpSimplex.hpp.

CoinIndexedVector* ClpSimplex::columnArray_[6]
protected

Useful column length arrays.

Definition at line 1586 of file ClpSimplex.hpp.

int ClpSimplex::sequenceIn_
protected

Sequence of In variable.

Definition at line 1588 of file ClpSimplex.hpp.

int ClpSimplex::directionIn_
protected

Direction of In, 1 going up, -1 going down, 0 not a clude.

Definition at line 1590 of file ClpSimplex.hpp.

int ClpSimplex::sequenceOut_
protected

Sequence of Out variable.

Definition at line 1592 of file ClpSimplex.hpp.

int ClpSimplex::directionOut_
protected

Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.

Definition at line 1594 of file ClpSimplex.hpp.

int ClpSimplex::pivotRow_
protected

Pivot Row.

Definition at line 1596 of file ClpSimplex.hpp.

int ClpSimplex::lastGoodIteration_
protected

Last good iteration (immediately after a re-factorization)

Definition at line 1598 of file ClpSimplex.hpp.

double* ClpSimplex::dj_
protected

Working copy of reduced costs (Owner of arrays below)

Definition at line 1600 of file ClpSimplex.hpp.

double* ClpSimplex::rowReducedCost_
protected

Reduced costs of slacks not same as duals (or - duals)

Definition at line 1602 of file ClpSimplex.hpp.

double* ClpSimplex::reducedCostWork_
protected

Possible scaled reduced costs.

Definition at line 1604 of file ClpSimplex.hpp.

double* ClpSimplex::solution_
protected

Working copy of primal solution (Owner of arrays below)

Definition at line 1606 of file ClpSimplex.hpp.

double* ClpSimplex::rowActivityWork_
protected

Row activities - working copy.

Definition at line 1608 of file ClpSimplex.hpp.

double* ClpSimplex::columnActivityWork_
protected

Column activities - working copy.

Definition at line 1610 of file ClpSimplex.hpp.

int ClpSimplex::numberDualInfeasibilities_
protected

Number of dual infeasibilities.

Definition at line 1612 of file ClpSimplex.hpp.

int ClpSimplex::numberDualInfeasibilitiesWithoutFree_
protected

Number of dual infeasibilities (without free)

Definition at line 1614 of file ClpSimplex.hpp.

int ClpSimplex::numberPrimalInfeasibilities_
protected

Number of primal infeasibilities.

Definition at line 1616 of file ClpSimplex.hpp.

int ClpSimplex::numberRefinements_
protected

How many iterative refinements to do.

Definition at line 1618 of file ClpSimplex.hpp.

ClpDualRowPivot* ClpSimplex::dualRowPivot_
protected

dual row pivot choice

Definition at line 1620 of file ClpSimplex.hpp.

ClpPrimalColumnPivot* ClpSimplex::primalColumnPivot_
protected

primal column pivot choice

Definition at line 1622 of file ClpSimplex.hpp.

int* ClpSimplex::pivotVariable_
protected

Basic variables pivoting on which rows.

Definition at line 1624 of file ClpSimplex.hpp.

ClpFactorization* ClpSimplex::factorization_
protected

factorization

Definition at line 1626 of file ClpSimplex.hpp.

double* ClpSimplex::savedSolution_
protected

Saved version of solution.

Definition at line 1628 of file ClpSimplex.hpp.

int ClpSimplex::numberTimesOptimal_
protected

Number of times code has tentatively thought optimal.

Definition at line 1630 of file ClpSimplex.hpp.

ClpDisasterHandler* ClpSimplex::disasterArea_
protected

Disaster handler.

Definition at line 1632 of file ClpSimplex.hpp.

int ClpSimplex::changeMade_
protected

If change has been made (first attempt at stopping looping)

Definition at line 1634 of file ClpSimplex.hpp.

int ClpSimplex::algorithm_
protected

Algorithm >0 == Primal, <0 == Dual.

Definition at line 1636 of file ClpSimplex.hpp.

int ClpSimplex::forceFactorization_
protected

Now for some reliability aids This forces re-factorization early.

Definition at line 1639 of file ClpSimplex.hpp.

int ClpSimplex::perturbation_
protected

Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100.

Definition at line 1647 of file ClpSimplex.hpp.

unsigned char* ClpSimplex::saveStatus_
protected

Saved status regions.

Definition at line 1649 of file ClpSimplex.hpp.

ClpNonLinearCost* ClpSimplex::nonLinearCost_
protected

Very wasteful way of dealing with infeasibilities in primal.

However it will allow non-linearities and use of dual analysis. If it doesn't work it can easily be replaced.

Definition at line 1654 of file ClpSimplex.hpp.

int ClpSimplex::lastBadIteration_
protected

So we know when to be cautious.

Definition at line 1656 of file ClpSimplex.hpp.

int ClpSimplex::lastFlaggedIteration_
protected

So we know when to open up again.

Definition at line 1658 of file ClpSimplex.hpp.

int ClpSimplex::numberFake_
protected

Can be used for count of fake bounds (dual) or fake costs (primal)

Definition at line 1660 of file ClpSimplex.hpp.

int ClpSimplex::numberChanged_
protected

Can be used for count of changed costs (dual) or changed bounds (primal)

Definition at line 1662 of file ClpSimplex.hpp.

int ClpSimplex::progressFlag_
protected

Progress flag - at present 0 bit says artificials out, 1 free in.

Definition at line 1664 of file ClpSimplex.hpp.

int ClpSimplex::firstFree_
protected

First free/super-basic variable (-1 if none)

Definition at line 1666 of file ClpSimplex.hpp.

int ClpSimplex::numberExtraRows_
protected

Number of extra rows.

These are ones which will be dynamically created each iteration. This is for GUB but may have other uses.

Definition at line 1670 of file ClpSimplex.hpp.

int ClpSimplex::maximumBasic_
protected

Maximum number of basic variables - can be more than number of rows if GUB.

Definition at line 1673 of file ClpSimplex.hpp.

int ClpSimplex::dontFactorizePivots_
protected

If may skip final factorize then allow up to this pivots (default 20)

Definition at line 1675 of file ClpSimplex.hpp.

double ClpSimplex::incomingInfeasibility_
protected

For advanced use.

When doing iterative solves things can get nasty so on values pass if incoming solution has largest infeasibility < incomingInfeasibility throw out variables from basis until largest infeasibility < allowedInfeasibility. if allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis.

Defaults are 1.0,10.0

Definition at line 1685 of file ClpSimplex.hpp.

double ClpSimplex::allowedInfeasibility_
protected

Definition at line 1686 of file ClpSimplex.hpp.

int ClpSimplex::automaticScale_
protected

Automatic scaling of objective and rhs and bounds.

Definition at line 1688 of file ClpSimplex.hpp.

int ClpSimplex::maximumPerturbationSize_
protected

Maximum perturbation array size (take out when code rewritten)

Definition at line 1690 of file ClpSimplex.hpp.

double* ClpSimplex::perturbationArray_
protected

Perturbation array (maximumPerturbationSize_)

Definition at line 1692 of file ClpSimplex.hpp.

ClpSimplex* ClpSimplex::baseModel_
protected

A copy of model with certain state - normally without cuts.

Definition at line 1694 of file ClpSimplex.hpp.

ClpSimplexProgress ClpSimplex::progress_
protected

For dealing with all issues of cycling etc.

Definition at line 1696 of file ClpSimplex.hpp.

int ClpSimplex::abcState_
protected

Definition at line 1705 of file ClpSimplex.hpp.

int ClpSimplex::numberDegeneratePivots_
protected

Number of degenerate pivots since last perturbed.

Definition at line 1707 of file ClpSimplex.hpp.

int ClpSimplex::spareIntArray_[4]
mutable

Spare int array for passing information [0]!=0 switches on.

Definition at line 1710 of file ClpSimplex.hpp.

double ClpSimplex::spareDoubleArray_[4]
mutable

Spare double array for passing information [0]!=0 switches on.

Definition at line 1712 of file ClpSimplex.hpp.


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