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ClpSimplexPrimal Class Reference

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

#include <ClpSimplexPrimal.hpp>

+ Inheritance diagram for ClpSimplexPrimal:
+ Collaboration diagram for ClpSimplexPrimal:

Public Member Functions

Description of algorithm
int primal (int ifValuesPass=0, int startFinishOptions=0)
 Primal algorithm. More...
 
For advanced users
void alwaysOptimal (bool onOff)
 Do not change infeasibility cost and always say optimal. More...
 
bool alwaysOptimal () const
 
void exactOutgoing (bool onOff)
 Normally outgoing variables can go out to slightly negative values (but within tolerance) - this is to help stability and and degeneracy. More...
 
bool exactOutgoing () const
 
Functions used in primal
int whileIterating (int valuesOption)
 This has the flow between re-factorizations. More...
 
int pivotResult (int ifValuesPass=0)
 Do last half of an iteration. More...
 
int updatePrimalsInPrimal (CoinIndexedVector *rowArray, double theta, double &objectiveChange, int valuesPass)
 The primals are updated by the given array. More...
 
void primalRow (CoinIndexedVector *rowArray, CoinIndexedVector *rhsArray, CoinIndexedVector *spareArray, int valuesPass)
 Row array has pivot column This chooses pivot row. More...
 
void primalColumn (CoinIndexedVector *updateArray, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Chooses primal pivot column updateArray has cost updates (also use pivotRow_ from last iteration) Would be faster with separate region to scan and will have this (with square of infeasibility) when steepest For easy problems we can just choose one of the first columns we look at. More...
 
int checkUnbounded (CoinIndexedVector *ray, CoinIndexedVector *spare, double changeCost)
 Checks if tentative optimal actually means unbounded in primal Returns -3 if not, 2 if is unbounded. More...
 
void statusOfProblemInPrimal (int &lastCleaned, int type, ClpSimplexProgress *progress, bool doFactorization, int ifValuesPass, ClpSimplex *saveModel=NULL)
 Refactorizes if necessary Checks if finished. More...
 
void perturb (int type)
 Perturbs problem (method depends on perturbation()) More...
 
bool unPerturb ()
 Take off effect of perturbation and say whether to try dual. More...
 
int unflag ()
 Unflag all variables and return number unflagged. More...
 
int nextSuperBasic (int superBasicType, CoinIndexedVector *columnArray)
 Get next superbasic -1 if none, Normal type is 1 If type is 3 then initializes sorted list if 2 uses list. More...
 
void primalRay (CoinIndexedVector *rowArray)
 Create primal ray. More...
 
void clearAll ()
 Clears all bits and clears rowArray[1] etc. More...
 
int lexSolve ()
 Sort of lexicographic resolve. More...
 
- Public Member Functions inherited from ClpSimplex
 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...
 
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...
 
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...
 
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...
 
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...
 
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...
 
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...
 
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...
 
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...
 
- 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
 

Additional Inherited Members

- Public Types inherited from ClpSimplex
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 Attributes inherited from ClpSimplex
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...
 
- Protected Member Functions inherited from ClpSimplex
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...
 
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...
 
- 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...
 
- Protected Attributes inherited from ClpSimplex
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...
 
- 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 primal simplex method.

It inherits from ClpSimplex. It has no data of its own and is never created - only cast from a ClpSimplex object at algorithm time.

Definition at line 23 of file ClpSimplexPrimal.hpp.

Member Function Documentation

int ClpSimplexPrimal::primal ( int  ifValuesPass = 0,
int  startFinishOptions = 0 
)

Primal algorithm.

Method

It tries to be a single phase approach with a weight of 1.0 being given to getting optimal and a weight of infeasibilityCost_ being given to getting primal feasible. In this version I have tried to be clever in a stupid way. The idea of fake bounds in dual seems to work so the primal analogue would be that of getting bounds on reduced costs (by a presolve approach) and using these for being above or below feasible region. I decided to waste memory and keep these explicitly. This allows for non-linear costs! I have not tested non-linear costs but will be glad to do something if a reasonable example is provided.

The code is designed to take advantage of sparsity so arrays are seldom zeroed out from scratch or gone over in their entirety. The only exception is a full scan to find incoming variable for Dantzig row choice. For steepest edge we keep an updated list of dual infeasibilities (actually squares). On easy problems we don't need full scan - just pick first reasonable. This method has not been coded.

One problem is how to tackle degeneracy and accuracy. At present I am using the modification of costs which I put in OSL and which was extended by Gill et al. I am still not sure whether we will also need explicit perturbation.

The flow of primal is three while loops as follows:

while (not finished) {

while (not clean solution) {

Factorize and/or clean up solution by changing bounds so primal feasible. If looks finished check fake primal bounds. Repeat until status is iterating (-1) or finished (0,1,2)

}

while (status==-1) {

Iterate until no pivot in or out or time to re-factorize.

Flow is:

choose pivot column (incoming variable). if none then we are primal feasible so looks as if done but we need to break and check bounds etc.

Get pivot column in tableau

Choose outgoing row.  If we don't find one then we look

primal unbounded so break and check bounds etc. (Also the pivot tolerance is larger after any iterations so that may be reason)

If we do find outgoing row, we may have to adjust costs to

keep going forwards (anti-degeneracy). Check pivot will be stable and if unstable throw away iteration and break to re-factorize. If minor error re-factorize after iteration.

Update everything (this may involve changing bounds on variables to stay primal feasible.

}

}

TODO's (or maybe not)

At present we never check we are going forwards. I overdid that in OSL so will try and make a last resort.

Needs partial scan pivot in option.

May need other anti-degeneracy measures, especially if we try and use loose tolerances as a way to solve in fewer iterations.

I like idea of dynamic scaling. This gives opportunity to decouple different implications of scaling for accuracy, iteration count and feasibility tolerance.

for use of exotic parameter startFinishoptions see Clpsimplex.hpp

void ClpSimplexPrimal::alwaysOptimal ( bool  onOff)

Do not change infeasibility cost and always say optimal.

bool ClpSimplexPrimal::alwaysOptimal ( ) const
void ClpSimplexPrimal::exactOutgoing ( bool  onOff)

Normally outgoing variables can go out to slightly negative values (but within tolerance) - this is to help stability and and degeneracy.

This can be switched off

bool ClpSimplexPrimal::exactOutgoing ( ) const
int ClpSimplexPrimal::whileIterating ( int  valuesOption)

This has the flow between re-factorizations.

Returns a code to say where decision to exit was made Problem status set to:

-2 re-factorize -4 Looks optimal/infeasible -5 Looks unbounded +3 max iterations

valuesOption has original value of valuesPass

int ClpSimplexPrimal::pivotResult ( int  ifValuesPass = 0)

Do last half of an iteration.

This is split out so people can force incoming variable. If solveType_ is 2 then this may re-factorize while normally it would exit to re-factorize. Return codes Reasons to come out (normal mode/user mode): -1 normal -2 factorize now - good iteration/ NA -3 slight inaccuracy - refactorize - iteration done/ same but factor done -4 inaccuracy - refactorize - no iteration/ NA -5 something flagged - go round again/ pivot not possible +2 looks unbounded +3 max iterations (iteration done)

With solveType_ ==2 this should 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_

int ClpSimplexPrimal::updatePrimalsInPrimal ( CoinIndexedVector rowArray,
double  theta,
double &  objectiveChange,
int  valuesPass 
)

The primals are updated by the given array.

Returns number of infeasibilities. After rowArray will have cost changes for use next iteration

void ClpSimplexPrimal::primalRow ( CoinIndexedVector rowArray,
CoinIndexedVector rhsArray,
CoinIndexedVector spareArray,
int  valuesPass 
)

Row array has pivot column This chooses pivot row.

Rhs array is used for distance to next bound (for speed) For speed, we may need to go to a bucket approach when many variables go through bounds If valuesPass non-zero then compute dj for direction

void ClpSimplexPrimal::primalColumn ( CoinIndexedVector updateArray,
CoinIndexedVector spareRow1,
CoinIndexedVector spareRow2,
CoinIndexedVector spareColumn1,
CoinIndexedVector spareColumn2 
)

Chooses primal pivot column updateArray has cost updates (also use pivotRow_ from last iteration) Would be faster with separate region to scan and will have this (with square of infeasibility) when steepest For easy problems we can just choose one of the first columns we look at.

int ClpSimplexPrimal::checkUnbounded ( CoinIndexedVector ray,
CoinIndexedVector spare,
double  changeCost 
)

Checks if tentative optimal actually means unbounded in primal Returns -3 if not, 2 if is unbounded.

void ClpSimplexPrimal::statusOfProblemInPrimal ( int &  lastCleaned,
int  type,
ClpSimplexProgress progress,
bool  doFactorization,
int  ifValuesPass,
ClpSimplex saveModel = NULL 
)

Refactorizes if necessary Checks if finished.

Updates status. lastCleaned refers to iteration at which some objective/feasibility cleaning too place.

type - 0 initial so set up save arrays etc

  • 1 normal -if good update save

2 restoring from saved saveModel is normally NULL but may not be if doing Sprint

void ClpSimplexPrimal::perturb ( int  type)

Perturbs problem (method depends on perturbation())

bool ClpSimplexPrimal::unPerturb ( )

Take off effect of perturbation and say whether to try dual.

int ClpSimplexPrimal::unflag ( )

Unflag all variables and return number unflagged.

int ClpSimplexPrimal::nextSuperBasic ( int  superBasicType,
CoinIndexedVector columnArray 
)

Get next superbasic -1 if none, Normal type is 1 If type is 3 then initializes sorted list if 2 uses list.

void ClpSimplexPrimal::primalRay ( CoinIndexedVector rowArray)

Create primal ray.

void ClpSimplexPrimal::clearAll ( )

Clears all bits and clears rowArray[1] etc.

int ClpSimplexPrimal::lexSolve ( )

Sort of lexicographic resolve.


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