6 #ifndef ClpNonLinearCost_H
7 #define ClpNonLinearCost_H
37 #define CLP_BELOW_LOWER 0
38 #define CLP_FEASIBLE 1
39 #define CLP_ABOVE_UPPER 2
51 status =
static_cast< unsigned char >(status & ~15);
52 status =
static_cast< unsigned char >(status | value);
56 status =
static_cast< unsigned char >(status & ~(15 << 4));
57 status =
static_cast< unsigned char >(status | (value << 4));
65 status =
static_cast< unsigned char >(status & ~(15 << 4));
66 status =
static_cast< unsigned char >(status | (
CLP_SAME << 4));
71 #define CLP_METHOD1 ((method_ & 1) != 0)
72 #define CLP_METHOD2 ((method_ & 2) != 0)
74 #define CLP_METHOD1 (false)
75 #define CLP_METHOD2 (true)
129 void goThru(
int numberInArray,
double multiplier,
130 const int *index,
const double *work,
134 void goBack(
int numberInArray,
const int *index,
155 double setOne(
int sequence,
double solutionValue);
158 void setOne(
int sequence,
double solutionValue,
double lowerValue,
double upperValue,
159 double costValue = 0.0);
165 double nearest(
int sequence,
double solutionValue);
171 double returnValue = 0.0;
175 returnValue =
cost_[iRange] -
cost_[iRange - 1];
177 returnValue = cost_[iRange] - cost_[iRange + 1];
186 double returnValue = 0.0;
190 returnValue =
cost_[iRange] -
cost_[iRange + 1];
192 returnValue = -1.0e100;
201 double returnValue = 0.0;
205 returnValue =
cost_[iRange] -
cost_[iRange - 1];
207 returnValue = 1.0e100;
217 double returnValue = 0.0;
219 double saveRhs = rhs;
224 assert(iRange - 1 >=
start_[sequence]);
227 returnValue = alpha * (
cost_[iRange] -
cost_[iRange - 1]);
229 assert(iRange + 1 <
start_[sequence + 1] - 1);
232 returnValue = alpha * (
cost_[iRange] -
cost_[iRange + 1]);
237 double saveRhs1 = rhs;
240 unsigned char iStatus =
status_[sequence];
268 assert(saveRhs1 == rhs);
275 inline double lower(
int sequence)
const
280 inline double upper(
int sequence)
const
285 inline double cost(
int sequence)
const
297 return (
status_[sequence] & 64) == 0;
357 return ((
infeasible_[i >> 5] >> (i & 31)) & 1) != 0;
366 value &= ~(1 << bit);
ClpSimplex * model_
Model.
ClpNonLinearCost()
Default constructor.
double * cost2_
Feasible cost array.
void refreshCosts(const double *columnCosts)
Refreshes costs always makes row costs zero.
double sumInfeasibilities_
Sum of infeasibilities.
~ClpNonLinearCost()
Destructor.
void setMethod(int value)
ClpNonLinearCost & operator=(const ClpNonLinearCost &)
unsigned char * status_
Contains status at beginning and current.
double * cost_
Cost for each range.
void refresh()
Refresh - assuming regions OK.
double cost(int sequence) const
Returns current cost.
int setOneOutgoing(int sequence, double &solutionValue)
Sets bounds and cost for outgoing variable may change value Returns direction.
void checkInfeasibilities(double oldTolerance=0.0)
Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variabl...
double changeCost_
Change in cost because of infeasibilities.
int numberColumns_
Number of columns (mainly for checking and copy)
double largestInfeasibility_
Largest infeasibility.
void setCurrentStatus(unsigned char &status, int value)
double largestInfeasibility() const
Largest infeasibility.
double changeInCost(int sequence, double alpha) const
Returns change in cost - one down if alpha >0.0, up if <0.0 Value is current - new.
double changeDownInCost(int sequence) const
double * lower_
Lower bound for each range (upper bound is next lower).
double changeInCost(int sequence, double alpha, double &rhs)
This also updates next bound.
double upper(int sequence) const
Returns current upper bound.
unsigned char * statusArray() const
bool changed(int sequence) const
Returns if changed from beginning of iteration.
void goThru(int numberInArray, double multiplier, const int *index, const double *work, double *rhs)
Goes through one bound for each variable.
double changeUpInCost(int sequence) const
void goBackAll(const CoinIndexedVector *update)
Puts back correct infeasible costs for each variable The input indices are row indices and need conve...
double changeInCost() const
Change in cost.
int method_
Method 1 old, 2 new, 3 both!
int * start_
Starts for each entry (columns then rows)
int numberInfeasibilities() const
Number of infeasibilities.
double averageTheta_
Average theta - kept here as only for primal.
This solves LPs using the simplex method.
bool bothWays_
If we should look both ways for djs.
void setChangeInCost(double value)
#define CLP_BELOW_LOWER
Trivial class to deal with non linear costs.
double sumInfeasibilities() const
Sum of infeasibilities.
double feasibleReportCost() const
Feasible cost with offset and direction (i.e. for reporting)
void goBack(int numberInArray, const int *index, double *rhs)
Takes off last iteration (i.e.
int currentStatus(unsigned char status)
int originalStatus(unsigned char status)
void validate()
For debug.
int fullStatus(int sequence) const
Returns full status.
int * whichRange_
Range for each entry (columns then rows)
void zapCosts()
Temporary zeroing of feasible costs.
double infeasibilityWeight_
Current infeasibility weight.
void setSameStatus(unsigned char &status)
void feasibleBounds()
Puts feasible bounds into lower and upper.
void setAverageTheta(double value)
bool infeasible(int i) const
void setOriginalStatus(unsigned char &status, int value)
double * lowerRegion(int section) const
double lower(int sequence) const
Returns current lower bound.
double nearest(int sequence, double solutionValue)
Returns nearest bound.
void setInfeasible(int i, bool trueFalse)
bool lookBothWays() const
See if may want to look both ways.
double * upperRegion(int section) const
int numberInfeasibilities_
Number of infeasibilities found.
void setInitialStatus(unsigned char &status)
const double COIN_DBL_MAX
double feasibleCost() const
Feasible cost.
double * bound_
Bound which has been replaced in lower_ or upper_.
int numberRows_
Number of rows (mainly for checking and copy)
double feasibleCost_
Feasible cost.
double averageTheta() const
Average theta.
int * offset_
Temporary range offset for each entry (columns then rows)
void checkChanged(int numberInArray, CoinIndexedVector *update)
Puts back correct infeasible costs for each variable The input indices are row indices and need conve...
unsigned int * infeasible_
bool convex_
If all non-linear costs convex.
double setOne(int sequence, double solutionValue)
Sets bounds and cost for one variable Returns change in cost May need to be inline for speed...