Primal Column Pivot Steepest Edge Algorithm Class. More...

#include <ClpPEPrimalColumnSteepest.hpp>

Inheritance diagram for ClpPEPrimalColumnSteepest:

Collaboration diagram for ClpPEPrimalColumnSteepest:

Public Member Functions
virtual void	saveWeights (ClpSimplex *model, int mode)
	Save weights - this may initialize weights as well This is as parent but may initialize ClpPESimplex. More...

virtual void	updateWeights (CoinIndexedVector *input)
	Updates weights - as ordinary but checks for zero moves. More...

double	psi () const

Constructors and destructors
	ClpPEPrimalColumnSteepest (double psi=0.5, int mode=3)
	Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. More...

	ClpPEPrimalColumnSteepest (const ClpPEPrimalColumnSteepest &rhs)
	Copy constructor. More...

ClpPEPrimalColumnSteepest &	operator= (const ClpPEPrimalColumnSteepest &rhs)
	Assignment operator. More...

virtual	~ClpPEPrimalColumnSteepest ()
	Destructor. More...

virtual ClpPrimalColumnPivot *	clone (bool copyData=true) const
	Clone. More...

Algorithmic methods
virtual int	pivotColumn (CoinIndexedVector updates, CoinIndexedVector spareRow1, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector *spareColumn2)
	Returns pivot column, -1 if none. More...

Public Member Functions inherited from ClpPrimalColumnSteepest
int	pivotColumnOldMethod (CoinIndexedVector updates, CoinIndexedVector spareRow1, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector *spareColumn2)
	For quadratic or funny nonlinearities. More...

void	justDjs (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Just update djs. More...

int	partialPricing (CoinIndexedVector updates, CoinIndexedVector spareRow2, int numberWanted, int numberLook)
	Update djs doing partial pricing (dantzig) More...

void	djsAndDevex (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Devex using djs. More...

void	djsAndSteepest (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Steepest using djs sets best sequence (possibly) More...

void	djsAndDevex2 (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Devex using pivot row. More...

void	djsAndSteepest2 (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Steepest using pivot row. More...

void	justDevex (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update weights for Devex. More...

void	justSteepest (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update weights for Steepest. More...

int	transposeTimes2 (const CoinIndexedVector pi1, CoinIndexedVector dj1, const CoinIndexedVector pi2, CoinIndexedVector dj2, CoinIndexedVector *spare, double scaleFactor)
	Updates two arrays for steepest. More...

void	checkAccuracy (int sequence, double relativeTolerance, CoinIndexedVector rowArray1, CoinIndexedVector rowArray2)
	Checks accuracy - just for debug. More...

void	initializeWeights ()
	Initialize weights. More...

void	redoInfeasibilities ()
	redo infeasibilities More...

virtual void	unrollWeights ()
	Gets rid of last update. More...

virtual void	clearArrays ()
	Gets rid of all arrays. More...

virtual bool	looksOptimal () const
	Returns true if would not find any column. More...

virtual void	maximumPivotsChanged ()
	Called when maximum pivots changes. More...

int	mode () const
	Mode. More...

void	setMode (int mode)
	Set mode. More...

CoinIndexedVector *	infeasible () const
	square of infeasibility array (just for infeasible columns) More...

const double *	weights () const
	Weights. More...

CoinIndexedVector *	alternateWeights () const
	alternate weight array More...

virtual int	numberSprintColumns (int &numberIterations) const
	Returns number of extra columns for sprint algorithm - 0 means off. More...

virtual void	switchOffSprint ()
	Switch off sprint idea. More...

	ClpPrimalColumnSteepest (int mode=3)
	Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. More...

	ClpPrimalColumnSteepest (const ClpPrimalColumnSteepest &rhs)
	Copy constructor. More...

ClpPrimalColumnSteepest &	operator= (const ClpPrimalColumnSteepest &rhs)
	Assignment operator. More...

virtual	~ClpPrimalColumnSteepest ()
	Destructor. More...

bool	reference (int i) const
	reference would be faster using ClpSimplex's status_, but I prefer to keep modularity. More...

void	setReference (int i, bool trueFalse)

void	setPersistence (Persistence life)
	Set/ get persistence. More...

Persistence	persistence () const

Public Member Functions inherited from ClpPrimalColumnPivot
virtual int	pivotRow (double &way)
	Signals pivot row choice: -2 (default) - use normal pivot row choice -1 to numberRows-1 - use this (will be checked) way should be -1 to go to lower bound, +1 to upper bound. More...

virtual void	setLooksOptimal (bool flag)
	Sets optimality flag (for advanced use) More...

	ClpPrimalColumnPivot ()
	Default Constructor. More...

	ClpPrimalColumnPivot (const ClpPrimalColumnPivot &)
	Copy constructor. More...

ClpPrimalColumnPivot &	operator= (const ClpPrimalColumnPivot &rhs)
	Assignment operator. More...

virtual	~ClpPrimalColumnPivot ()
	Destructor. More...

ClpSimplex *	model ()
	Returns model. More...

void	setModel (ClpSimplex *newmodel)
	Sets model. More...

int	type ()
	Returns type (above 63 is extra information) More...

Private Attributes
ClpPESimplex *	modelPE_

double	psi_

int	iCurrent_

int	iInterval_

int	coDegenCompatibles_

int	coConsecutiveCompatibles_

bool	updateCompatibles_

Additional Inherited Members
Public Types inherited from ClpPrimalColumnSteepest
enum	Persistence { normal = 0x00, keep = 0x01 }
	enums for persistence More...

Protected Attributes inherited from ClpPrimalColumnSteepest
double	devex_

double *	weights_
	weight array More...

CoinIndexedVector *	infeasible_
	square of infeasibility array (just for infeasible columns) More...

CoinIndexedVector *	alternateWeights_
	alternate weight array (so we can unroll) More...

double *	savedWeights_
	save weight array (so we can use checkpoint) More...

unsigned int *	reference_

int	state_
	Status 0) Normal -1) Needs initialization 1) Weights are stored by sequence number. More...

int	mode_
	0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. More...

int	infeasibilitiesState_

Persistence	persistence_
	Life of weights. More...

int	numberSwitched_
	Number of times switched from partial dantzig to 0/2. More...

int	pivotSequence_

int	savedPivotSequence_

int	savedSequenceOut_

int	lastRectified_

int	sizeFactorization_

Protected Attributes inherited from ClpPrimalColumnPivot
ClpSimplex *	model_
	Pointer to model. More...

int	type_
	Type of column pivot algorithm. More...

bool	looksOptimal_
	Says if looks optimal (normally computed) More...

Detailed Description

Primal Column Pivot Steepest Edge Algorithm Class.

See Forrest-Goldfarb paper for algorithm

Definition at line 29 of file ClpPEPrimalColumnSteepest.hpp.

Constructor & Destructor Documentation

ClpPEPrimalColumnSteepest::ClpPEPrimalColumnSteepest	(	double	psi = `0.5`,
		int	mode = `3`
	)

Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.

By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems.

ClpPEPrimalColumnSteepest::ClpPEPrimalColumnSteepest ( const ClpPEPrimalColumnSteepest & rhs )

Copy constructor.

virtual ClpPEPrimalColumnSteepest::~ClpPEPrimalColumnSteepest ( )

virtual

Destructor.

Member Function Documentation

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

Assignment operator.

virtual ClpPrimalColumnPivot* ClpPEPrimalColumnSteepest::clone ( bool copyData = true ) const

virtual

Clone.

Reimplemented from ClpPrimalColumnSteepest.

virtual int ClpPEPrimalColumnSteepest::pivotColumn	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow1,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

virtual

Returns pivot column, -1 if none.

The Packed CoinIndexedVector updates has cost updates - for normal LP that is just +-weight where a feasibility changed. It also has reduced cost from last iteration in pivot row Parts of operation split out into separate functions for profiling and speed

Reimplemented from ClpPrimalColumnSteepest.