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ClpFactorization.hpp
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1 /* $Id: ClpFactorization.hpp 2385 2019-01-06 19:43:06Z unxusr $ */
2 // Copyright (C) 2002, International Business Machines
3 // Corporation and others. All Rights Reserved.
4 // This code is licensed under the terms of the Eclipse Public License (EPL).
5 
6 #ifndef ClpFactorization_H
7 #define ClpFactorization_H
8 
9 #include "CoinPragma.hpp"
10 
11 #include "CoinFactorization.hpp"
12 class ClpMatrixBase;
13 class ClpSimplex;
14 class ClpNetworkBasis;
16 #ifndef CLP_MULTIPLE_FACTORIZATIONS
17 #define CLP_MULTIPLE_FACTORIZATIONS 4
18 #endif
19 #ifdef CLP_MULTIPLE_FACTORIZATIONS
21 #include "ClpSimplex.hpp"
22 #endif
23 #ifndef COIN_FAST_CODE
24 #define COIN_FAST_CODE
25 #endif
26 #ifndef CLP_FACTORIZATION_NEW_TIMING
27 #define CLP_FACTORIZATION_NEW_TIMING 1
28 #endif
29 
36  : public CoinFactorization
37 #endif
38 {
39 
40  //friend class CoinFactorization;
41 
42 public:
54  int factorize(ClpSimplex *model, int solveType, bool valuesPass);
56 
64 
70  ClpFactorization(const ClpFactorization &, int denseIfSmaller = 0);
71 #ifdef CLP_MULTIPLE_FACTORIZATIONS
72 
74 #endif
77 
78  /* **** below here is so can use networkish basis */
81 
89  int replaceColumn(const ClpSimplex *model,
90  CoinIndexedVector *regionSparse,
91  CoinIndexedVector *tableauColumn,
92  int pivotRow,
93  double pivotCheck,
94  bool checkBeforeModifying = false,
95  double acceptablePivot = 1.0e-8);
96 #if ABOCA_LITE_FACTORIZATION
97  void replaceColumn1(CoinIndexedVector *regionSparse, int pivotRow);
100  int replaceColumn2(CoinIndexedVector *regionSparse,
101  int pivotRow,
102  double pivotCheck);
103 #endif
104 
105 
113  int updateColumnFT(CoinIndexedVector *regionSparse,
114  CoinIndexedVector *regionSparse2);
117  int updateColumn(CoinIndexedVector *regionSparse,
118  CoinIndexedVector *regionSparse2,
119  bool noPermute = false) const;
125  int updateTwoColumnsFT(CoinIndexedVector *regionSparse1,
126  CoinIndexedVector *regionSparse2,
127  CoinIndexedVector *regionSparse3,
128  bool noPermuteRegion3 = false);
130  int updateColumnForDebug(CoinIndexedVector *regionSparse,
131  CoinIndexedVector *regionSparse2,
132  bool noPermute = false) const;
135  int updateColumnTranspose(CoinIndexedVector *regionSparse,
136  CoinIndexedVector *regionSparse2) const;
141  void updateTwoColumnsTranspose(CoinIndexedVector *regionSparse,
142  CoinIndexedVector *regionSparse2,
143  CoinIndexedVector *regionSparse3) const;
145 #ifdef CLP_MULTIPLE_FACTORIZATIONS
146 
148  inline int numberElements() const
150  {
153  else
155  }
157  inline int *permute() const
158  {
160  return coinFactorizationA_->permute();
161  else
162  return coinFactorizationB_->permute();
163  }
165  inline int *pivotColumn() const
166  {
169  else
170  return coinFactorizationB_->permute();
171  }
173  inline int maximumPivots() const
174  {
177  else
179  }
181  inline void maximumPivots(int value)
182  {
185  else
187  }
189  inline int pivots() const
190  {
192  return coinFactorizationA_->pivots();
193  else
194  return coinFactorizationB_->pivots();
195  }
197  inline double areaFactor() const
198  {
201  else
202  return 0.0;
203  }
205  inline void areaFactor(double value)
206  {
209  }
211  inline double zeroTolerance() const
212  {
215  else
217  }
219  inline void zeroTolerance(double value)
220  {
223  else
225  }
227  void saferTolerances(double zeroTolerance, double pivotTolerance);
229  inline int sparseThreshold() const
230  {
233  else
234  return 0;
235  }
237  inline void sparseThreshold(int value)
238  {
241  }
243  inline int status() const
244  {
246  return coinFactorizationA_->status();
247  else
248  return coinFactorizationB_->status();
249  }
251  inline void setStatus(int value)
252  {
255  else
257  }
259  inline int numberDense() const
260  {
263  else
264  return 0;
265  }
266 #if 1
267  inline CoinBigIndex numberElementsU() const
269  {
272  else
273  return -1;
274  }
277  {
280  else
281  return -1;
282  }
285  {
288  else
289  return 0;
290  }
291 #endif
292  bool timeToRefactorize() const;
293 #if CLP_FACTORIZATION_NEW_TIMING > 1
294  void statsRefactor(char when) const;
295 #endif
296  inline int messageLevel() const
298  {
301  else
302  return 1;
303  }
305  inline void messageLevel(int value)
306  {
309  }
311  inline void clearArrays()
312  {
315  else if (coinFactorizationB_)
317  }
319  inline int numberRows() const
320  {
323  else
325  }
327  inline int denseThreshold() const
328  {
331  else
332  return 0;
333  }
335  inline void setDenseThreshold(int value)
336  {
339  }
341  inline double pivotTolerance() const
342  {
345  else if (coinFactorizationB_)
347  return 1.0e-8;
348  }
350  inline void pivotTolerance(double value)
351  {
354  else if (coinFactorizationB_)
356  }
358  inline void relaxAccuracyCheck(double value)
359  {
362  }
368  inline int persistenceFlag() const
369  {
372  else
373  return 0;
374  }
375  inline void setPersistenceFlag(int value)
376  {
379  }
381  inline void almostDestructor()
382  {
385  else if (coinFactorizationB_)
387  }
389  inline double adjustedAreaFactor() const
390  {
393  else
394  return 0.0;
395  }
396  inline void setBiasLU(int value)
397  {
400  }
402  inline void setForrestTomlin(bool value)
403  {
406  }
408  inline void setDefaultValues()
409  {
410  if (coinFactorizationA_) {
411  // row activities have negative sign
412 #ifndef COIN_FAST_CODE
414 #endif
416  }
417  }
419  void forceOtherFactorization(int which);
421  inline int goOslThreshold() const
422  {
423  return goOslThreshold_;
424  }
426  inline void setGoOslThreshold(int value)
427  {
428  goOslThreshold_ = value;
429  }
431  inline int goDenseThreshold() const
432  {
433  return goDenseThreshold_;
434  }
436  inline void setGoDenseThreshold(int value)
437  {
438  goDenseThreshold_ = value;
439  }
441  inline int goSmallThreshold() const
442  {
443  return goSmallThreshold_;
444  }
446  inline void setGoSmallThreshold(int value)
447  {
448  goSmallThreshold_ = value;
449  }
451  void goDenseOrSmall(int numberRows);
453  void setFactorization(ClpFactorization &factorization);
455  inline int isDenseOrSmall() const
456  {
457  return coinFactorizationB_ ? 1 : 0;
458  }
461  {
462  return coinFactorizationA_;
463  }
464 #else
465  inline bool timeToRefactorize() const
466  {
467  return (pivots() * 3 > maximumPivots() * 2 && numberElementsR() * 3 > (numberElementsL() + numberElementsU()) * 2 + 1000 && !numberDense());
468  }
470  inline void setDefaultValues()
471  {
472  // row activities have negative sign
473 #ifndef COIN_FAST_CODE
474  slackValue(-1.0);
475 #endif
476  zeroTolerance(1.0e-13);
477  }
479  inline void goDense() {}
480 #endif
481 
482 
486  void goSparse();
488  void cleanUp();
490  bool needToReorder() const;
492  inline void doStatistics(bool trueFalse) const
493  {
494  doStatistics_ = trueFalse;
495  }
496 #ifndef SLIM_CLP
497  inline bool networkBasis() const
499  {
500  return (networkBasis_ != NULL);
501  }
502 #else
503  inline bool networkBasis() const
505  {
506  return false;
507  }
508 #endif
509  void getWeights(int *weights) const;
512 
514 private:
517 #ifndef SLIM_CLP
520 #endif
521 #ifdef CLP_MULTIPLE_FACTORIZATIONS
526 #ifdef CLP_REUSE_ETAS
527  ClpSimplex *model_;
529 #endif
530  int forceB_;
538 #endif
539 #ifdef CLP_FACTORIZATION_NEW_TIMING
540  mutable double shortestAverage_;
542  mutable double totalInR_;
543  mutable double totalInIncreasingU_;
544  mutable int endLengthU_;
545  mutable int lastNumberPivots_;
547 #endif
548  mutable bool doStatistics_;
551 };
552 
553 #endif
554 
555 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
556 */
int pivots() const
Returns number of pivots since factorization.
int goOslThreshold_
Switch to osl if number rows <= this.
int updateColumn(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2, bool noPermute=false) const
Updates one column (FTRAN) from region2 region1 starts as zero and is zero at end.
void setGoOslThreshold(int value)
Set switch to osl if number rows <= this.
void setGoSmallThreshold(int value)
Set switch to small if number rows <= this.
void sparseThreshold(int value)
Set sparse threshold.
double areaFactor() const
Whether larger areas needed.
int numberDense() const
Returns number of dense rows.
int status() const
Returns status.
int denseThreshold() const
Gets dense threshold.
Abstract base class for Clp Matrices.
int updateTwoColumnsFT(CoinIndexedVector *regionSparse1, CoinIndexedVector *regionSparse2, CoinIndexedVector *regionSparse3, bool noPermuteRegion3=false)
Updates one column (FTRAN) from region2 Tries to do FT update number returned is negative if no room...
void setStatus(int value)
Sets status.
int numberElementsL() const
Returns number in L area.
int * pivotColumn() const
Returns address of pivotColumn region (also used for permuting)
double shortestAverage_
For guessing when to re-factorize.
Abstract base class which also has some scalars so can be used from Dense or Simp.
void setForrestTomlin(bool value)
int goDenseThreshold() const
Get switch to dense if number rows <= this.
int factorize(ClpSimplex *model, int solveType, bool valuesPass)
When part of LP - given by basic variables.
void setDenseThreshold(int value)
Sets dense threshold.
double pivotTolerance() const
Pivot tolerance.
void almostDestructor()
Delete all stuff (leaves as after CoinFactorization())
void relaxAccuracyCheck(double value)
Allows change of pivot accuracy check 1.0 == none >1.0 relaxed.
void forceOtherFactorization(int which)
If nonzero force use of 1,dense 2,small 3,osl.
int numberRows() const
Number of Rows after factorization.
int * permute() const
Returns address of permute region.
void setFactorization(ClpFactorization &factorization)
Sets factorization.
double areaFactor() const
Whether larger areas needed.
CoinBigIndex numberElementsR() const
Returns number in R area.
int numberElements() const
Total number of elements in factorization.
ClpNetworkBasis * networkBasis_
Pointer to network basis.
void saferTolerances(double zeroTolerance, double pivotTolerance)
Set tolerances to safer of existing and given.
int numberRows() const
Number of Rows after factorization.
void setGoDenseThreshold(int value)
Set switch to dense if number rows <= this.
void setDefaultValues()
Sets default values.
double adjustedAreaFactor() const
Returns areaFactor but adjusted for dense.
int status() const
Returns status.
This deals with Factorization and Updates for network structures.
This just implements CoinFactorization when an ClpMatrixBase object is passed.
void setBiasLU(int value)
CoinBigIndex numberElementsL() const
Returns number in L area.
CoinFactorization * coinFactorization() const
Return coinFactorizationA_.
double zeroTolerance() const
Zero tolerance.
void setPersistenceFlag(int value)
#define CLP_MULTIPLE_FACTORIZATIONS
virtual void clearArrays()
Get rid of all memory.
bool networkBasis() const
Says if a network basis.
int sparseThreshold() const
get sparse threshold
CoinBigIndex numberElementsU() const
Returns number in U area.
int sparseThreshold() const
get sparse threshold
bool doStatistics_
To switch statistics on or off.
void maximumPivots(int value)
Set maximum number of pivots between factorizations.
void setPersistenceFlag(int value)
int maximumPivots() const
Maximum number of pivots between factorizations.
~ClpFactorization()
Destructor.
int denseThreshold() const
Gets dense threshold.
int messageLevel() const
Level of detail of messages.
void cleanUp()
Cleans up i.e. gets rid of network basis.
double zeroTolerance() const
Zero tolerance.
void setBiasLU(int value)
int pivots() const
Returns number of pivots since factorization.
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:106
int updateColumnTranspose(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2) const
Updates one column (BTRAN) from region2 region1 starts as zero and is zero at end.
Indexed Vector.
void goDenseOrSmall(int numberRows)
Go over to dense or small code if small enough.
void clearArrays()
Get rid of all memory.
CoinFactorization * coinFactorizationA_
Pointer to CoinFactorization.
int goSmallThreshold() const
Get switch to small if number rows <= this.
void updateTwoColumnsTranspose(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2, CoinIndexedVector *regionSparse3) const
Updates two columns (BTRAN) from regionSparse2 and 3 regionSparse starts as zero and is zero at end N...
void almostDestructor()
Delete all stuff (leaves as after CoinFactorization())
ClpFactorization()
Default constructor.
int numberRows() const
Number of Rows after factorization.
void setStatus(int value)
Sets status.
void zeroTolerance(double value)
Set zero tolerance.
int maximumPivots() const
Maximum number of pivots between factorizations.
ClpFactorization & operator=(const ClpFactorization &)
void goSparse()
makes a row copy of L for speed and to allow very sparse problems
int maximumPivots() const
Maximum number of pivots between factorizations.
double zeroTolerance() const
Zero tolerance.
double adjustedAreaFactor() const
Returns areaFactor but adjusted for dense.
void setStatus(int value)
Sets status.
int numberElementsR() const
Returns number in R area.
int status() const
Returns status.
int replaceColumn(const ClpSimplex *model, CoinIndexedVector *regionSparse, CoinIndexedVector *tableauColumn, int pivotRow, double pivotCheck, bool checkBeforeModifying=false, double acceptablePivot=1.0e-8)
Replaces one Column to basis, returns 0=OK, 1=Probably OK, 2=singular, 3=no room If checkBeforeModify...
int goSmallThreshold_
Switch to small if number rows <= this.
double slackValue() const
Whether slack value is +1 or -1.
double pivotTolerance() const
Pivot tolerance.
int goOslThreshold() const
Get switch to osl if number rows <= this.
void clearArrays()
Get rid of all memory.
int numberDense() const
Returns number of dense rows.
int goDenseThreshold_
Switch to dense if number rows <= this.
int * permute() const
Returns address of permute region.
int CoinBigIndex
void messageLevel(int value)
Set level of detail of messages.
This deals with Factorization and Updates.
int * pivotColumn() const
Returns address of pivotColumn region (also used for permuting)
void doStatistics(bool trueFalse) const
To switch statistics on or off.
bool needToReorder() const
Says whether to redo pivot order.
int isDenseOrSmall() const
Return 1 if dense code.
int numberElements() const
Total number of elements in factorization.
bool timeToRefactorize() const
void setDenseThreshold(int value)
Sets dense threshold.
int pivots() const
Returns number of pivots since factorization.
int updateColumnFT(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2)
Updates one column (FTRAN) from region2 Tries to do FT update number returned is negative if no room ...
int numberElementsU() const
Returns number in U area.
int persistenceFlag() const
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 bu...
virtual int * permute() const =0
Returns permute in.
void getWeights(int *weights) const
Fills weighted row list.
int messageLevel() const
Level of detail of messages.
int updateColumnForDebug(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2, bool noPermute=false) const
For debug (no statistics update)
double pivotTolerance() const
Pivot tolerance.
int persistenceFlag() const
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 bu...
void pivotTolerance(double value)
Set pivot tolerance.
void setForrestTomlin(bool value)
true if Forrest Tomlin update, false if PFI
int forceB_
If nonzero force use of 1,dense 2,small 3,osl.
void areaFactor(double value)
Set whether larger areas needed.
CoinOtherFactorization * coinFactorizationB_
Pointer to CoinOtherFactorization.
void relaxAccuracyCheck(double value)
Allows change of pivot accuracy check 1.0 == none >1.0 relaxed.
virtual int numberElements() const =0
Total number of elements in factorization.