ClpPrimalColumnSteepest Class Reference

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

#include <ClpPrimalColumnSteepest.hpp>

Inheritance diagram for ClpPrimalColumnSteepest:

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List of all members.

Public Types

 normal = 0x00
 keep = 0x01
enum  Persistence { normal = 0x00, keep = 0x01 }
 enums for persistence More...

Public Member Functions

Algorithmic methods
virtual int pivotColumn (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Returns pivot column, -1 if none.
int pivotColumnOldMethod (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 For quadratic or funny nonlinearities.
void justDjs (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Just update djs.
int partialPricing (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, int numberWanted, int numberLook)
 Update djs doing partial pricing (dantzig).
void djsAndDevex (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update djs, weights for Devex using djs.
void djsAndSteepest (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update djs, weights for Steepest using djs.
void djsAndDevex2 (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update djs, weights for Devex using pivot row.
void djsAndSteepest2 (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update djs, weights for Steepest using pivot row.
void justDevex (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update weights for Devex.
void justSteepest (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2)
 Update weights for Steepest.
void transposeTimes2 (const CoinIndexedVector *pi1, CoinIndexedVector *dj1, const CoinIndexedVector *pi2, CoinIndexedVector *dj2, CoinIndexedVector *spare, double scaleFactor)
 Updates two arrays for steepest.
virtual void updateWeights (CoinIndexedVector *input)
 Updates weights - part 1 - also checks accuracy.
void checkAccuracy (int sequence, double relativeTolerance, CoinIndexedVector *rowArray1, CoinIndexedVector *rowArray2)
 Checks accuracy - just for debug.
void initializeWeights ()
 Initialize weights.
virtual void saveWeights (ClpSimplex *model, int mode)
 Save weights.
virtual void unrollWeights ()
 Gets rid of last update.
virtual void clearArrays ()
 Gets rid of all arrays.
virtual bool looksOptimal () const
 Returns true if would not find any column.
virtual void maximumPivotsChanged ()
 Called when maximum pivots changes.
gets and sets
int mode () const
 Mode.
virtual int numberSprintColumns (int &numberIterations) const
 Returns number of extra columns for sprint algorithm - 0 means off.
virtual void switchOffSprint ()
 Switch off sprint idea.
Constructors and destructors
 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.
 ClpPrimalColumnSteepest (const ClpPrimalColumnSteepest &)
 Copy constructor.
ClpPrimalColumnSteepest & operator= (const ClpPrimalColumnSteepest &rhs)
 Assignment operator.
virtual ~ClpPrimalColumnSteepest ()
 Destructor.
virtual ClpPrimalColumnPivot * clone (bool copyData=true) const
 Clone.
Private functions to deal with devex
bool reference (int i) const
 reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.
void setReference (int i, bool trueFalse)
 reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.
void setPersistence (Persistence life)
 Set/ get persistence.
Persistence persistence () const
 reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.

Private Attributes

Private member data
double devex_
double * weights_
 weight array
CoinIndexedVector * infeasible_
 square of infeasibility array (just for infeasible columns)
CoinIndexedVector * alternateWeights_
 alternate weight array (so we can unroll)
double * savedWeights_
 save weight array (so we can use checkpoint)
unsigned int * reference_
int state_
 Status 0) Normal -1) Needs initialization 1) Weights are stored by sequence number.
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.
Persistence persistence_
 Life of weights.
int numberSwitched_
 Number of times switched from partial dantzig to 0/2.
int pivotSequence_
int savedPivotSequence_
int savedSequenceOut_
int lastRectified_
int sizeFactorization_

Detailed Description

Primal Column Pivot Steepest Edge Algorithm Class.

See Forrest-Goldfarb paper for algorithm

Definition at line 20 of file ClpPrimalColumnSteepest.hpp.

Member Enumeration Documentation

enum ClpPrimalColumnSteepest::Persistence

enums for persistence

Enumerator:
normal 
keep 

Definition at line 136 of file ClpPrimalColumnSteepest.hpp.

Constructor & Destructor Documentation

ClpPrimalColumnSteepest::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.

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.

ClpPrimalColumnSteepest::ClpPrimalColumnSteepest ( const ClpPrimalColumnSteepest &   ) 

Copy constructor.

virtual ClpPrimalColumnSteepest::~ClpPrimalColumnSteepest (  )  [virtual]

Destructor.

Member Function Documentation

virtual int ClpPrimalColumnSteepest::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

Implements ClpPrimalColumnPivot.

int ClpPrimalColumnSteepest::pivotColumnOldMethod ( CoinIndexedVector *  updates,
CoinIndexedVector *  spareRow1,
CoinIndexedVector *  spareRow2,
CoinIndexedVector *  spareColumn1,
CoinIndexedVector *  spareColumn2 
)

For quadratic or funny nonlinearities.

void ClpPrimalColumnSteepest::justDjs ( CoinIndexedVector *  updates,
CoinIndexedVector *  spareRow1,
CoinIndexedVector *  spareRow2,
CoinIndexedVector *  spareColumn1,
CoinIndexedVector *  spareColumn2 
)

Just update djs.

int ClpPrimalColumnSteepest::partialPricing ( CoinIndexedVector *  updates,
CoinIndexedVector *  spareRow2,
int  numberWanted,
int  numberLook 
)

Update djs doing partial pricing (dantzig).

void ClpPrimalColumnSteepest::djsAndDevex ( CoinIndexedVector *  updates,
CoinIndexedVector *  spareRow1,
CoinIndexedVector *  spareRow2,
CoinIndexedVector *  spareColumn1,
CoinIndexedVector *  spareColumn2 
)

Update djs, weights for Devex using djs.

void ClpPrimalColumnSteepest::djsAndSteepest ( CoinIndexedVector *  updates,
CoinIndexedVector *  spareRow1,
CoinIndexedVector *  spareRow2,
CoinIndexedVector *  spareColumn1,
CoinIndexedVector *  spareColumn2 
)

Update djs, weights for Steepest using djs.

void ClpPrimalColumnSteepest::djsAndDevex2 ( CoinIndexedVector *  updates,
CoinIndexedVector *  spareRow1,
CoinIndexedVector *  spareRow2,
CoinIndexedVector *  spareColumn1,
CoinIndexedVector *  spareColumn2 
)

Update djs, weights for Devex using pivot row.

void ClpPrimalColumnSteepest::djsAndSteepest2 ( CoinIndexedVector *  updates,
CoinIndexedVector *  spareRow1,
CoinIndexedVector *  spareRow2,
CoinIndexedVector *  spareColumn1,
CoinIndexedVector *  spareColumn2 
)

Update djs, weights for Steepest using pivot row.

void ClpPrimalColumnSteepest::justDevex ( CoinIndexedVector *  updates,
CoinIndexedVector *  spareRow1,
CoinIndexedVector *  spareRow2,
CoinIndexedVector *  spareColumn1,
CoinIndexedVector *  spareColumn2 
)

Update weights for Devex.

void ClpPrimalColumnSteepest::justSteepest ( CoinIndexedVector *  updates,
CoinIndexedVector *  spareRow1,
CoinIndexedVector *  spareRow2,
CoinIndexedVector *  spareColumn1,
CoinIndexedVector *  spareColumn2 
)

Update weights for Steepest.

void ClpPrimalColumnSteepest::transposeTimes2 ( const CoinIndexedVector *  pi1,
CoinIndexedVector *  dj1,
const CoinIndexedVector *  pi2,
CoinIndexedVector *  dj2,
CoinIndexedVector *  spare,
double  scaleFactor 
)

Updates two arrays for steepest.

virtual void ClpPrimalColumnSteepest::updateWeights ( CoinIndexedVector *  input  )  [virtual]

Updates weights - part 1 - also checks accuracy.

Reimplemented from ClpPrimalColumnPivot.

void ClpPrimalColumnSteepest::checkAccuracy ( int  sequence,
double  relativeTolerance,
CoinIndexedVector *  rowArray1,
CoinIndexedVector *  rowArray2 
)

Checks accuracy - just for debug.

void ClpPrimalColumnSteepest::initializeWeights (  ) 

Initialize weights.

virtual void ClpPrimalColumnSteepest::saveWeights ( ClpSimplex *  model,
int  mode 
) [virtual]

Save weights.

Implements ClpPrimalColumnPivot.

virtual void ClpPrimalColumnSteepest::unrollWeights (  )  [virtual]

Gets rid of last update.

virtual void ClpPrimalColumnSteepest::clearArrays (  )  [virtual]

Gets rid of all arrays.

Reimplemented from ClpPrimalColumnPivot.

virtual bool ClpPrimalColumnSteepest::looksOptimal (  )  const [virtual]

Returns true if would not find any column.

Reimplemented from ClpPrimalColumnPivot.

virtual void ClpPrimalColumnSteepest::maximumPivotsChanged (  )  [virtual]

Called when maximum pivots changes.

Reimplemented from ClpPrimalColumnPivot.

int ClpPrimalColumnSteepest::mode (  )  const [inline]

Mode.

Definition at line 123 of file ClpPrimalColumnSteepest.hpp.

References mode_.

virtual int ClpPrimalColumnSteepest::numberSprintColumns ( int &  numberIterations  )  const [virtual]

Returns number of extra columns for sprint algorithm - 0 means off.

Also number of iterations before recompute

Reimplemented from ClpPrimalColumnPivot.

virtual void ClpPrimalColumnSteepest::switchOffSprint (  )  [virtual]

Switch off sprint idea.

Reimplemented from ClpPrimalColumnPivot.

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

Assignment operator.

virtual ClpPrimalColumnPivot* ClpPrimalColumnSteepest::clone ( bool  copyData = true  )  const [virtual]

Clone.

Implements ClpPrimalColumnPivot.

bool ClpPrimalColumnSteepest::reference ( int  i  )  const [inline]

reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.

Definition at line 171 of file ClpPrimalColumnSteepest.hpp.

References reference_.

void ClpPrimalColumnSteepest::setReference ( int  i,
bool  trueFalse 
) [inline]

reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.

Definition at line 174 of file ClpPrimalColumnSteepest.hpp.

References reference_.

void ClpPrimalColumnSteepest::setPersistence ( Persistence  life  )  [inline]

Set/ get persistence.

Definition at line 183 of file ClpPrimalColumnSteepest.hpp.

References persistence_.

Persistence ClpPrimalColumnSteepest::persistence (  )  const [inline]

reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.

Definition at line 185 of file ClpPrimalColumnSteepest.hpp.

References persistence_.

Member Data Documentation

double ClpPrimalColumnSteepest::devex_ [private]

Definition at line 194 of file ClpPrimalColumnSteepest.hpp.

double* ClpPrimalColumnSteepest::weights_ [private]

weight array

Definition at line 196 of file ClpPrimalColumnSteepest.hpp.

CoinIndexedVector* ClpPrimalColumnSteepest::infeasible_ [private]

square of infeasibility array (just for infeasible columns)

Definition at line 198 of file ClpPrimalColumnSteepest.hpp.

CoinIndexedVector* ClpPrimalColumnSteepest::alternateWeights_ [private]

alternate weight array (so we can unroll)

Definition at line 200 of file ClpPrimalColumnSteepest.hpp.

double* ClpPrimalColumnSteepest::savedWeights_ [private]

save weight array (so we can use checkpoint)

Definition at line 202 of file ClpPrimalColumnSteepest.hpp.

unsigned int* ClpPrimalColumnSteepest::reference_ [private]

Definition at line 204 of file ClpPrimalColumnSteepest.hpp.

Referenced by reference(), and setReference().

int ClpPrimalColumnSteepest::state_ [private]

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

Definition at line 210 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::mode_ [private]

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.

5 is always partial dantzig 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.

New dubious option is >=10 which does mini-sprint

Definition at line 223 of file ClpPrimalColumnSteepest.hpp.

Referenced by mode().

Persistence ClpPrimalColumnSteepest::persistence_ [private]

Life of weights.

Definition at line 225 of file ClpPrimalColumnSteepest.hpp.

Referenced by persistence(), and setPersistence().

int ClpPrimalColumnSteepest::numberSwitched_ [private]

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

Definition at line 227 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::pivotSequence_ [private]

Definition at line 229 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::savedPivotSequence_ [private]

Definition at line 231 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::savedSequenceOut_ [private]

Definition at line 233 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::lastRectified_ [private]

Definition at line 235 of file ClpPrimalColumnSteepest.hpp.

int ClpPrimalColumnSteepest::sizeFactorization_ [private]

Definition at line 237 of file ClpPrimalColumnSteepest.hpp.

The documentation for this class was generated from the following file:
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