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1 /* $Id: AbcSimplexDual.hpp 2385 2019-01-06 19:43:06Z unxusr $ */
2 // Copyright (C) 2002, International Business Machines
3 // Corporation and others, Copyright (C) 2012, FasterCoin. All Rights Reserved.
4 // This code is licensed under the terms of the Eclipse Public License (EPL).
5 /*
6  Authors
8  John Forrest
10 */
11 #ifndef AbcSimplexDual_H
12 #define AbcSimplexDual_H
14 #include "AbcSimplex.hpp"
15 #if 0
16 #undef ABC_PARALLEL
17 #define ABC_PARALLEL 2
18 #undef cilk_for
19 #undef cilk_spawn
20 #undef cilk_sync
21 #include <cilk/cilk.h>
22 #endif
23 typedef struct {
24  double theta;
25  double totalThru;
26  double useThru;
27  double bestEverPivot;
32  double thruThis;
35  int sequence;
36  int block;
49 class AbcSimplexDual : public AbcSimplex {
51 public:
143  int dual();
152  int strongBranching(int numberVariables, const int *variables,
153  double *newLower, double *newUpper,
154  double **outputSolution,
155  int *outputStatus, int *outputIterations,
156  bool stopOnFirstInfeasible = true,
157  bool alwaysFinish = false,
158  int startFinishOptions = 0);
161  int numberColumns, bool solveLp = false);
181  int whileIteratingSerial();
182 #if ABC_PARALLEL == 1
183  int whileIteratingThread();
184 #endif
185 #if ABC_PARALLEL == 2
186  int whileIteratingCilk();
187 #endif
188  void whileIterating2();
190  int whileIterating3();
191  void updatePrimalSolution();
192  int noPivotRow();
193  int noPivotColumn();
194  void dualPivotColumn();
199 #if ABC_PARALLEL == 1
200  void createDualPricingVectorThread();
202  int getTableauColumnFlipAndStartReplaceThread();
203  void getTableauColumnPart1Thread();
204 #endif
205 #if ABC_PARALLEL == 2
206  void createDualPricingVectorCilk();
208  int getTableauColumnFlipAndStartReplaceCilk();
209  void getTableauColumnPart1Cilk();
210 #endif
211  void getTableauColumnPart2();
212  int checkReplace();
213  void replaceColumnPart3();
214  void checkReplacePart1();
215  void checkReplacePart1a();
216  void checkReplacePart1b();
218  void updateDualsInDual();
222  //void updateDualsInValuesPass(CoinIndexedVector * array,
223  // double theta);
228  int flipBounds();
231  void flipBack(int number);
238  void dualColumn1(bool doAll = false);
244  double dualColumn1A();
246  double dualColumn1B();
252  void dualColumn2();
253  void dualColumn2Most(dualColumnResult &result);
254  void dualColumn2First(dualColumnResult &result);
260  void dualColumn2(dualColumnResult &result);
272  void dualPivotRow();
280  int changeBounds(int initialize, double &changeCost);
283  bool changeBound(int iSequence);
285  void originalBound(int iSequence);
288  int checkUnbounded(CoinIndexedVector &ray, double changeCost);
298  void statusOfProblemInDual(int type);
304  int whatNext();
308  bool checkCutoff(bool computeObjective);
310  int bounceTolerances(int type);
312  void perturb(double factor);
314  void perturbB(double factor, int type);
316  int makeNonFreeVariablesDualFeasible(bool changeCosts = false);
317  int fastDual(bool alwaysFinish = false);
320  int numberAtFakeBound();
326  int pivotResultPart1();
328  int nextSuperBasic();
330  void startupSolve();
332  void finishSolve();
333  void gutsOfDual();
334  //int dual2(int ifValuesPass,int startFinishOptions=0);
335  int resetFakeBounds(int type);
338 };
339 #if ABC_PARALLEL == 1
340 void *abc_parallelManager(void *simplex);
341 #endif
342 #endif
344 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
345 */
double * ray() const
For advanced users - no need to delete - sign not changed.
Definition: ClpModel.hpp:859
void perturbB(double factor, int type)
Perturbs problem B.
void dualPivotColumn()
This just implements AbcFactorization when an AbcMatrix object is passed.
void checkReplacePart1b()
void replaceColumnPart3()
void whileIterating2()
bool changeBound(int iSequence)
As changeBounds but just changes new bounds for a single variable.
void computeObjective()
Computes nonbasic cost and total cost.
void dualColumn2Most(dualColumnResult &result)
void cleanupAfterStrongBranching(AbcSimplexFactorization *factorization)
This cleans up after strong branching.
void getTableauColumnPart1Serial()
This solves LPs using the dual simplex method.
void createDualPricingVectorSerial()
Create dual pricing vector.
void checkReplacePart1()
void updateDualsInDual()
The duals are updated.
int makeNonFreeVariablesDualFeasible(bool changeCosts=false)
Make non free variables dual feasible by moving to a bound.
int numberColumns() const
Definition: ClpModel.hpp:328
int dual()
Dual algorithm.
void updatePrimalSolution()
void dualPivotRow()
Chooses dual pivot row Would be faster with separate region to scan and will have this (with square o...
void dualColumn1(bool doAll=false)
Array has tableau row (row section) Puts candidates for rows in list Returns guess at upper theta (in...
double dualColumn1B()
Do all given tableau row.
Indexed Vector.
void statusOfProblemInDual(int type)
Refactorizes if necessary Checks if finished.
void checkPossibleCleanup(CoinIndexedVector *array)
This sees what is best thing to do in branch and bound cleanup If sequenceIn_ &lt; 0 then can&#39;t do anythi...
void dualColumn2First(dualColumnResult &result)
void finishSolve()
Ending part of dual.
int resetFakeBounds(int type)
int whileIterating3()
void perturb(double factor)
Perturbs problem.
void dualColumn2()
Chooses incoming Puts flipped ones in list If necessary will modify costs.
void getTableauColumnPart2()
AbcSimplexFactorization * setupForStrongBranching(char *arrays, int numberRows, int numberColumns, bool solveLp=false)
This does first part of StrongBranching.
int numberRows() const
Number of rows.
Definition: ClpModel.hpp:315
int whileIteratingParallel(int numberIterations)
int bounceTolerances(int type)
Does something about fake tolerances.
void originalBound(int iSequence)
Restores bound to original bound.
int whatNext()
Fast iterations.
int numberAtFakeBound()
Checks number of variables at fake bounds.
AbcSimplexFactorization * factorization() const
Definition: AbcSimplex.hpp:200
int getTableauColumnFlipAndStartReplaceSerial()
void checkReplacePart1a()
int pivotResultPart1()
Pivot in a variable and choose an outgoing one.
void startupSolve()
Startup part of dual.
int whileIteratingSerial()
This has the flow between re-factorizations Broken out for clarity and will be used by strong branchi...
int flipBounds()
The duals are updated by the given arrays.
int numberIterations() const
Number of iterations.
Definition: ClpModel.hpp:374
int nextSuperBasic()
Get next free , -1 if none.
double dualColumn1A()
Array has tableau row (row section) Just does slack part Returns guess at upper theta (infinite if no...
void flipBack(int number)
Undo a flip.
bool checkCutoff(bool computeObjective)
see if cutoff reached
int changeBounds(int initialize, double &changeCost)
Checks if any fake bounds active - if so returns number and modifies updatedDualBound_ and everything...
int checkUnbounded(CoinIndexedVector &ray, double changeCost)
Checks if tentative optimal actually means unbounded in dual Returns -3 if not, 2 if is unbounded...
int fastDual(bool alwaysFinish=false)
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.