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ClpPESimplex.hpp
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1 // Copyright (C) 2002, International Business Machines
2 // Corporation and others. All Rights Reserved.
3 /*
4  Authors
5 
6  Jeremy Omer
7 
8  Last update: june 10, 2014
9 
10  */
11 
12 #ifndef ClpPESimplex_H
13 #define ClpPESimplex_H
14 
15 #include "ClpSimplex.hpp"
16 #include "CoinIndexedVector.hpp"
17 #include "ClpPackedMatrix.hpp"
18 #include "CoinTime.hpp"
19 
20 #include <iostream>
21 #include <fstream>
22 
23 // #define PE_DEBUG 0
24 
28 double PEdot(CoinIndexedVector &v1, const double *v2);
29 
33 
35 void PEtransposeTimesSubsetAll(ClpSimplex *model, int number, const int *which,
36  const double *COIN_RESTRICT x, double *COIN_RESTRICT y,
37  const double *COIN_RESTRICT rowScale,
38  const double *COIN_RESTRICT columnScale);
39 
42 class ClpPESimplex {
43 
44 public:
46  ClpPESimplex(ClpSimplex *model);
47 
49  ~ClpPESimplex();
50 
52 public:
53  inline int coPrimalDegenerates() { return coPrimalDegenerates_; }
54  inline int coDualDegenerates() { return coDualDegenerates_; }
55  inline int coCompatibleCols() { return coCompatibleCols_; }
56  inline int coCompatibleRows() { return coCompatibleRows_; }
57 
58  inline bool isCompatibleCol(int sequence) { return isCompatibleCol_[sequence]; }
59  inline bool isCompatibleRow(int row)
60  {
61  assert(row >= 0 && row < numberRows_);
62  return isCompatibleRow_[row];
63  }
64 
65  inline ClpSimplex *clpModel() { return model_; }
66  // check seems to be same model - returns false if size changed
67  bool checkSize();
69 public:
72 
74  void updateDualDegenerates();
75 
78  void identifyCompatibleCols(int number, const int *which,
79  CoinIndexedVector *spareRow2,
80  CoinIndexedVector *wPrimal);
81 
84  CoinIndexedVector *wDual);
85 
87  void updateCompatibleRows(int sequence);
88 
90 public:
91 #if PE_DEBUG >= 1
92 
93  void printPrimalDegenerates();
94 
96  void printCompatibleCols();
97 
99  bool checkCompatibilityCol(int sequence, CoinIndexedVector *spareRow2);
100 #endif
101 
103  bool checkCompatibilityRow(int pivotRow);
104 
106  inline double lastObjectiveValue() { return lastObjectiveValue_; }
110  inline void isLastPivotCompatible(bool yesOrNo) { isLastPivotCompatible_ = yesOrNo; }
111 
113  inline void startTimer() { timeTmp_ = CoinCpuTime(); }
115  void printTimer(std::ostream &out);
116  inline double timeMultRandom() { return timeMultRandom_; }
117  inline double timeLinearSystem() { return timeLinearSystem_; }
118  inline double timeCompatibility() { return timeCompatibility_; }
119 
122  inline int coDegeneratePivots() { return coDegeneratePivots_; }
126  void updateDualDegeneratesAvg(int coPivots);
127  inline double coDualDegeneratesAvg() { return coDualDegeneratesAvg_; }
128  void updatePrimalDegeneratesAvg(int coPivots);
130  inline double coCompatibleRowsAvg() { return coCompatibleRowsAvg_; }
131  void updateCompatibleRowsAvg(int coPivots);
132  inline double coCompatibleColsAvg() { return coCompatibleColsAvg_; }
133  void updateCompatibleColsAvg(int coPivots);
134  inline int coCompatiblePivots() { return coCompatiblePivots_; }
138 
139  /* Get and update the number of compatible pivots that were done because of the priority factor */
140  inline void addPriorityPivot() { coPriorityPivots_++; }
141  inline int coPriorityPivots() { return coPriorityPivots_; }
142  inline int doStatistics() const
143  {
144  return doStatistics_;
145  }
146  inline void setDoStatistics(int value)
147  {
148  doStatistics_ = value;
149  }
150 
151 protected:
157 
163 
169 
175 
176 private:
179 
183 
187 
191  // now passed in CoinIndexedVector *wPrimal_;
192  // now passed in CoinIndexedVector *wDual_;
193 
196  // not usedCoinIndexedVector *tempColumn_;
197  double *tempRandom_;
198 
210 
215 
219 
225  double timeTmp_;
226 };
227 
228 #endif
229 
230 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
231 */
int coPrimalDegenerates()
BASIC GET METHODS.
int coCompatibleRowsAvg_
double coDualDegeneratesAvg()
int coPriorityPivots_
number of compatible pivots that were done because of the priority factor
bool * isCompatibleCol_
bool isCompatibleCol(int sequence)
double dualTolerance() const
Dual tolerance to use.
Definition: ClpModel.hpp:343
double timeCompatibility()
double timeMultRandom()
double * compatibilityRow_
double coCompatibleRowsAvg()
double coCompatibleColsAvg()
double objectiveValue() const
Objective value.
Definition: ClpModel.hpp:841
int * dualDegenerates_
void addPriorityPivot()
double timeLinearSystem_
bool isLastPivotCompatible()
int coDualDegeneratesAvg_
int * primalDegenerates_
int coIdentifyCompatibles_
int coCompatiblePivots()
void updateDualDegeneratesAvg(int coPivots)
static double CoinCpuTime()
Definition: CoinTime.hpp:106
void identifyCompatibleRows(CoinIndexedVector *spare, CoinIndexedVector *wDual)
Identify the dual compatible rows.
void isLastPivotCompatible(bool yesOrNo)
int doStatistics_
Do statistics.
#define COIN_RESTRICT
bool isCompatibleRow(int row)
~ClpPESimplex()
Destructor.
int coDegeneratePivotsConsecutive_
int coDegenerateCompatiblePivots()
bool checkCompatibilityRow(int pivotRow)
DEBUG AND DISPLAY METHODS.
double timeCompatibility_
Timer attribute recording the additional time spent in identifying compatible variables.
void updateDualDegenerates()
Updates the set of dual degenerate variables.
double PEdot(CoinIndexedVector &v1, const double *v2)
SHARED METHODS FOR USEFUL ALGEBRAIC OPERATIONS.
void updateCompatibleRowsAvg(int coPivots)
double timeLinearSystem()
void addDegeneratePivot()
Update and return the number of degenerate pivots and variables.
ClpPESimplex(ClpSimplex *model)
Constructor.
int numberRows_
size of the original model
bool isDegeneratePivot()
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:106
bool isLastPivotCompatible_
Indexed Vector.
int coDualDegenerates_
Indices of the non basic variables with a zero reduced cost during the last update (ndual-degenerate ...
int coPrimalDegeneratesAvg_
number of degenerate pivots and variables
void updateCompatibleColsAvg(int coPivots)
int coDualDegenerates()
ClpSimplex * model_
pointer to the original model that shall be solved
bool checkSize()
double lastObjectiveValue()
Tracking the degenerate iterations after compatible pivots.
int coDegenerateCompatiblePivots_
void addDegeneratePivotConsecutive()
void printTimer(std::ostream &out)
double coPrimalDegeneratesAvg()
int coCompatibleCols()
int doStatistics() const
double lastObjectiveValue_
tracking the degenerate iterations after compatible pivots
void startTimer()
Start and stop the timer, and print the total recorded time.
void identifyCompatibleCols(int number, const int *which, CoinIndexedVector *spareRow2, CoinIndexedVector *wPrimal)
Identify the primal compatible columns The input argument is a temporary array that is needed for the...
double * compatibilityCol_
double epsCompatibility_
int coUpdateDegenerates_
bool * isPrimalDegenerate_
int coCompatibleRows()
int coDegeneratePivots()
void addCompatiblePivot()
double epsDegeneracy_
tolerance used for the tests of degeneracy and compatibility (resp.)
void updateCompatibleRows(int sequence)
Update the dual compatible rows.
int coPrimalDegenerates_
Indices of the variables that were not at one of their bounds during the last update (non primal dege...
int coCompatibleColsAvg_
void updateLastObjectiveValue()
void updatePrimalDegenerates()
PUBLIC METHODS RELATED TO COMPATIBILITY.
int coPriorityPivots()
void addDegenerateCompatiblePivot()
bool * isDualDegenerate_
int coCompatibleRows_
Table of booleans indicating whether each constraint is dual compatible (true) or not (false) ...
void PEtransposeTimesSubsetAll(ClpSimplex *model, int number, const int *which, const double *COIN_RESTRICT x, double *COIN_RESTRICT y, const double *COIN_RESTRICT rowScale, const double *COIN_RESTRICT columnScale)
compute the product x^T*[A I] for the indices &quot;which&quot; of [A I]
void updatePrimalDegeneratesAvg(int coPivots)
int coCompatibleCols_
Table of booleans indicating whether each variable is primal compatible (true) or not (false) ...
double timeMultRandom_
int coDegeneratePivotsConsecutive()
void setDoStatistics(int value)
ClpSimplex * clpModel()
BASE CLASS FOR THE IMPROVED SIMPLEX.
double * tempRandom_
w vectors that are used to identify the compatible columns and rows.
void resetDegeneratePivotsConsecutive()
bool * isCompatibleRow_