Clp  1.17.6
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Groups Pages
ClpSimplexOther.hpp
Go to the documentation of this file.
1 /* $Id: ClpSimplexOther.hpp 2385 2019-01-06 19:43:06Z unxusr $ */
2 // Copyright (C) 2004, 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  Authors
7 
8  John Forrest
9 
10  */
11 #ifndef ClpSimplexOther_H
12 #define ClpSimplexOther_H
13 
14 #include "ClpSimplex.hpp"
15 
23 class ClpSimplexOther : public ClpSimplex {
24 
25 public:
48  void dualRanging(int numberCheck, const int *which,
49  double *costIncrease, int *sequenceIncrease,
50  double *costDecrease, int *sequenceDecrease,
51  double *valueIncrease = NULL, double *valueDecrease = NULL);
66  void primalRanging(int numberCheck, const int *which,
67  double *valueIncrease, int *sequenceIncrease,
68  double *valueDecrease, int *sequenceDecrease);
82  int parametrics(double startingTheta, double &endingTheta, double reportIncrement,
83  const double *changeLowerBound, const double *changeUpperBound,
84  const double *changeLowerRhs, const double *changeUpperRhs,
85  const double *changeObjective);
89  int parametrics(const char *dataFile);
99  int parametrics(double startingTheta, double &endingTheta,
100  const double *changeLowerBound, const double *changeUpperBound,
101  const double *changeLowerRhs, const double *changeUpperRhs);
102  int parametricsObj(double startingTheta, double &endingTheta,
103  const double *changeObjective);
105  double bestPivot(bool justColumns = false);
106  typedef struct {
108  double endingTheta;
109  double maxTheta;
110  double acceptableMaxTheta; // if this far then within tolerances
111  double *lowerChange; // full array of lower bound changes
112  int *lowerList; // list of lower bound changes
113  double *upperChange; // full array of upper bound changes
114  int *upperList; // list of upper bound changes
115  char *markDone; // mark which ones looked at
116  int *backwardBasic; // from sequence to pivot row
118  double *lowerGap;
121  double *upperGap;
124  bool firstIteration; // so can update rhs for accuracy
125  } parametricsData;
126 
127 private:
136  int parametricsLoop(parametricsData &paramData, double reportIncrement,
137  const double *changeLower, const double *changeUpper,
138  const double *changeObjective, ClpDataSave &data,
139  bool canTryQuick);
140  int parametricsLoop(parametricsData &paramData,
141  ClpDataSave &data, bool canSkipFactorization = false);
142  int parametricsObjLoop(parametricsData &paramData,
143  ClpDataSave &data, bool canSkipFactorization = false);
163  int whileIterating(parametricsData &paramData, double reportIncrement,
164  const double *changeObjective);
169  int nextTheta(int type, double maxTheta, parametricsData &paramData,
170  const double *changeObjective);
171  int whileIteratingObj(parametricsData &paramData);
172  int nextThetaObj(double maxTheta, parametricsData &paramData);
174  void originalBound(int iSequence, double theta, const double *changeLower,
175  const double *changeUpper);
177  double computeRhsEtc(parametricsData &paramData);
179  void redoInternalArrays();
187  double &costIncrease, int &sequenceIncrease, double &alphaIncrease,
188  double &costDecrease, int &sequenceDecrease, double &alphaDecrease);
194  int direction);
196  double primalRanging1(int whichIn, int whichOther);
197 
198 public:
213  int writeBasis(const char *filename,
214  bool writeValues = false,
215  int formatType = 0) const;
217  int readBasis(const char *filename);
223  ClpSimplex *dualOfModel(double fractionRowRanges = 1.0, double fractionColumnRanges = 1.0) const;
227  int restoreFromDual(const ClpSimplex *dualProblem,
228  bool checkAccuracy = false);
232  int setInDual(ClpSimplex *dualProblem);
236  ClpSimplex *crunch(double *rhs, int *whichRows, int *whichColumns,
237  int &nBound, bool moreBounds = false, bool tightenBounds = false);
241  void afterCrunch(const ClpSimplex &small,
242  const int *whichRows, const int *whichColumns,
243  int nBound);
247  ClpSimplex *gubVersion(int *whichRows, int *whichColumns,
248  int neededGub,
249  int factorizationFrequency = 50);
251  void setGubBasis(ClpSimplex &original, const int *whichRows,
252  const int *whichColumns);
254  void getGubBasis(ClpSimplex &original, const int *whichRows,
255  const int *whichColumns) const;
257  void cleanupAfterPostsolve();
260  int tightenIntegerBounds(double *rhsSpace);
271  int expandKnapsack(int knapsackRow, int &numberOutput,
272  double *buildObj, CoinBigIndex *buildStart,
273  int *buildRow, double *buildElement, int reConstruct = -1) const;
276  char *guess(int mode) const;
278 };
279 #endif
280 
281 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
282 */
int expandKnapsack(int knapsackRow, int &numberOutput, double *buildObj, CoinBigIndex *buildStart, int *buildRow, double *buildElement, int reConstruct=-1) const
Expands out all possible combinations for a knapsack If buildObj NULL then just computes space needed...
int tightenIntegerBounds(double *rhsSpace)
Tightens integer bounds - returns number tightened or -1 if infeasible.
void dualRanging(int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease, double *valueIncrease=NULL, double *valueDecrease=NULL)
Dual ranging.
int parametricsObj(double startingTheta, double &endingTheta, const double *changeObjective)
ClpSimplex * crunch(double *rhs, int *whichRows, int *whichColumns, int &nBound, bool moreBounds=false, bool tightenBounds=false)
Does very cursory presolve.
void redoInternalArrays()
Redo lower_ from rowLower_ etc.
void cleanupAfterPostsolve()
Quick try at cleaning up duals if postsolve gets wrong.
double theta() const
Theta (pivot change)
int parametricsObjLoop(parametricsData &paramData, ClpDataSave &data, bool canSkipFactorization=false)
void checkPrimalRatios(CoinIndexedVector *rowArray, int direction)
Row array has pivot column This is used in primal ranging.
void checkDualRatios(CoinIndexedVector *rowArray, CoinIndexedVector *columnArray, double &costIncrease, int &sequenceIncrease, double &alphaIncrease, double &costDecrease, int &sequenceDecrease, double &alphaDecrease)
Row array has row part of pivot row Column array has column part.
char * guess(int mode) const
Create a string of commands to guess at best strategy for model At present mode is ignored...
void statusOfProblemInParametricsObj(int type, ClpDataSave &saveData)
int setInDual(ClpSimplex *dualProblem)
Sets solution in dualized problem non-zero return code indicates minor problems.
int parametrics(double startingTheta, double &endingTheta, double reportIncrement, const double *changeLowerBound, const double *changeUpperBound, const double *changeLowerRhs, const double *changeUpperRhs, const double *changeObjective)
Parametrics This is an initial slow version.
ClpSimplex * dualOfModel(double fractionRowRanges=1.0, double fractionColumnRanges=1.0) const
Creates dual of a problem if looks plausible (defaults will always create model) fractionRowRanges is...
int readBasis(const char *filename)
Read a basis from the given filename.
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:106
Indexed Vector.
int whileIterating(parametricsData &paramData, double reportIncrement, const double *changeObjective)
This has the flow between re-factorizations.
int parametricsLoop(parametricsData &paramData, double reportIncrement, const double *changeLower, const double *changeUpper, const double *changeObjective, ClpDataSave &data, bool canTryQuick)
Parametrics - inner loop This first attempt is when reportIncrement non zero and may not report endin...
void originalBound(int iSequence, double theta, const double *changeLower, const double *changeUpper)
Restores bound to original bound.
double computeRhsEtc(parametricsData &paramData)
Compute new rowLower_ etc (return negative if infeasible - otherwise largest change) ...
This is for Simplex stuff which is neither dual nor primal.
This is a tiny class where data can be saved round calls.
Definition: ClpModel.hpp:1401
CoinIndexedVector * columnArray(int index) const
Useful column length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:820
int nextThetaObj(double maxTheta, parametricsData &paramData)
double primalRanging1(int whichIn, int whichOther)
Returns new value of whichOther when whichIn enters basis.
void afterCrunch(const ClpSimplex &small, const int *whichRows, const int *whichColumns, int nBound)
After very cursory presolve.
int restoreFromDual(const ClpSimplex *dualProblem, bool checkAccuracy=false)
Restores solution from dualized problem non-zero return code indicates minor problems.
int writeBasis(const char *filename, bool writeValues=false, int formatType=0) const
Write the basis in MPS format to the specified file.
int nextTheta(int type, double maxTheta, parametricsData &paramData, const double *changeObjective)
Computes next theta and says if objective or bounds (0= bounds, 1 objective, -1 none).
int CoinBigIndex
int factorizationFrequency() const
Factorization frequency.
int whileIteratingObj(parametricsData &paramData)
void primalRanging(int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease)
Primal ranging.
void statusOfProblemInParametrics(int type, ClpDataSave &saveData)
Refactorizes if necessary Checks if finished.
void setGubBasis(ClpSimplex &original, const int *whichRows, const int *whichColumns)
Sets basis from original.
CoinIndexedVector * rowArray(int index) const
Useful row length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:815
double bestPivot(bool justColumns=false)
Finds best possible pivot.
ClpDataSave saveData()
Save data.
ClpSimplex * gubVersion(int *whichRows, int *whichColumns, int neededGub, int factorizationFrequency=50)
Returns gub version of model or NULL whichRows has to be numberRows whichColumns has to be numberRows...
void getGubBasis(ClpSimplex &original, const int *whichRows, const int *whichColumns) const
Restores basis to original.