#include <ClpSimplex.hpp>
Inheritance diagram for ClpSimplex:
Functions less likely to be useful to casual user | |
| int | getSolution (const double *rowActivities, const double *columnActivities) |
| Given an existing factorization computes and checks primal and dual solutions. | |
| int | getSolution () |
| Given an existing factorization computes and checks primal and dual solutions. | |
| int | createPiecewiseLinearCosts (const int *starts, const double *lower, const double *gradient) |
| Constructs a non linear cost from list of non-linearities (columns only) First lower of each column is taken as real lower Last lower is taken as real upper and cost ignored. | |
| ClpDualRowPivot * | dualRowPivot () const |
| dual row pivot choice | |
| void | returnModel (ClpSimplex &otherModel) |
| Return model - updates any scalars. | |
| int | internalFactorize (int solveType) |
| Factorizes using current basis. | |
| ClpDataSave | saveData () |
| Save data. | |
| void | restoreData (ClpDataSave saved) |
| Restore data. | |
| void | cleanStatus () |
| Clean up status. | |
| int | factorize () |
| Factorizes using current basis. For external use. | |
| void | computeDuals (double *givenDjs) |
| Computes duals from scratch. | |
| void | computePrimals (const double *rowActivities, const double *columnActivities) |
| Computes primals from scratch. | |
| void | add (double *array, int column, double multiplier) const |
| Adds multiple of a column into an array. | |
| void | unpack (CoinIndexedVector *rowArray) const |
| Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed. | |
| void | unpack (CoinIndexedVector *rowArray, int sequence) const |
| Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed. | |
| void | unpackPacked (CoinIndexedVector *rowArray) |
| Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed. | |
| void | unpackPacked (CoinIndexedVector *rowArray, int sequence) |
| Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumns Also applies scaling if needed. | |
| void | setValuesPassAction (double incomingInfeasibility, double allowedInfeasibility) |
| For advanced use. | |
| int | housekeeping (double objectiveChange) |
| This does basis housekeeping and does values for in/out variables. | |
| void | checkPrimalSolution (const double *rowActivities=NULL, const double *columnActivies=NULL) |
| This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal). | |
| void | checkDualSolution () |
| This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual). | |
| void | checkBothSolutions () |
| This sets sum and number of infeasibilities (Dual and Primal). | |
data. Many arrays have a row part and a column part. | |
| There is a single array with both - columns then rows and then normally two arrays pointing to rows and columns. The single array is the owner of memory | |
| int | spareIntArray_ [4] |
| Spare int array for passing information [0]!=0 switches on. | |
| double | spareDoubleArray_ [4] |
| Spare double array for passing information [0]!=0 switches on. | |
| double | columnPrimalInfeasibility_ |
| Worst column primal infeasibility. | |
| double | rowPrimalInfeasibility_ |
| Worst row primal infeasibility. | |
| int | columnPrimalSequence_ |
| Sequence of worst (-1 if feasible). | |
| int | rowPrimalSequence_ |
| Sequence of worst (-1 if feasible). | |
| double | columnDualInfeasibility_ |
| Worst column dual infeasibility. | |
| double | rowDualInfeasibility_ |
| Worst row dual infeasibility. | |
| int | moreSpecialOptions_ |
| More special options - see set for details. | |
| int | baseIteration_ |
| Iteration when we entered dual or primal. | |
| double | primalToleranceToGetOptimal_ |
| Primal tolerance needed to make dual feasible (<largeTolerance). | |
| double | remainingDualInfeasibility_ |
| Remaining largest dual infeasibility. | |
| double | largeValue_ |
| Large bound value (for complementarity etc). | |
| double | largestPrimalError_ |
| Largest error on Ax-b. | |
| double | largestDualError_ |
| Largest error on basic duals. | |
| double | alphaAccuracy_ |
| For computing whether to re-factorize. | |
| double | dualBound_ |
| Dual bound. | |
| double | alpha_ |
| Alpha (pivot element). | |
| double | theta_ |
| Theta (pivot change). | |
| double | lowerIn_ |
| Lower Bound on In variable. | |
| double | valueIn_ |
| Value of In variable. | |
| double | upperIn_ |
| Upper Bound on In variable. | |
| double | dualIn_ |
| Reduced cost of In variable. | |
| double | lowerOut_ |
| Lower Bound on Out variable. | |
| double | valueOut_ |
| Value of Out variable. | |
| double | upperOut_ |
| Upper Bound on Out variable. | |
| double | dualOut_ |
| Infeasibility (dual) or ? (primal) of Out variable. | |
| double | dualTolerance_ |
| Current dual tolerance for algorithm. | |
| double | primalTolerance_ |
| Current primal tolerance for algorithm. | |
| double | sumDualInfeasibilities_ |
| Sum of dual infeasibilities. | |
| double | sumPrimalInfeasibilities_ |
| Sum of primal infeasibilities. | |
| double | infeasibilityCost_ |
| Weight assigned to being infeasible in primal. | |
| double | sumOfRelaxedDualInfeasibilities_ |
| Sum of Dual infeasibilities using tolerance based on error in duals. | |
| double | sumOfRelaxedPrimalInfeasibilities_ |
| Sum of Primal infeasibilities using tolerance based on error in primals. | |
| double | acceptablePivot_ |
| Acceptable pivot value just after factorization. | |
| double * | lower_ |
| Working copy of lower bounds (Owner of arrays below). | |
| double * | rowLowerWork_ |
| Row lower bounds - working copy. | |
| double * | columnLowerWork_ |
| Column lower bounds - working copy. | |
| double * | upper_ |
| Working copy of upper bounds (Owner of arrays below). | |
| double * | rowUpperWork_ |
| Row upper bounds - working copy. | |
| double * | columnUpperWork_ |
| Column upper bounds - working copy. | |
| double * | cost_ |
| Working copy of objective (Owner of arrays below). | |
| double * | rowObjectiveWork_ |
| Row objective - working copy. | |
| double * | objectiveWork_ |
| Column objective - working copy. | |
| CoinIndexedVector * | rowArray_ [6] |
| Useful row length arrays. | |
| CoinIndexedVector * | columnArray_ [6] |
| Useful column length arrays. | |
| int | sequenceIn_ |
| Sequence of In variable. | |
| int | directionIn_ |
| Direction of In, 1 going up, -1 going down, 0 not a clude. | |
| int | sequenceOut_ |
| Sequence of Out variable. | |
| int | directionOut_ |
| Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic. | |
| int | pivotRow_ |
| Pivot Row. | |
| int | lastGoodIteration_ |
| Last good iteration (immediately after a re-factorization). | |
| double * | dj_ |
| Working copy of reduced costs (Owner of arrays below). | |
| double * | rowReducedCost_ |
| Reduced costs of slacks not same as duals (or - duals). | |
| double * | reducedCostWork_ |
| Possible scaled reduced costs. | |
| double * | solution_ |
| Working copy of primal solution (Owner of arrays below). | |
| double * | rowActivityWork_ |
| Row activities - working copy. | |
| double * | columnActivityWork_ |
| Column activities - working copy. | |
| ClpSimplex * | auxiliaryModel_ |
| Auxiliary model. | |
| int | numberDualInfeasibilities_ |
| Number of dual infeasibilities. | |
| int | numberDualInfeasibilitiesWithoutFree_ |
| Number of dual infeasibilities (without free). | |
| int | numberPrimalInfeasibilities_ |
| Number of primal infeasibilities. | |
| int | numberRefinements_ |
| How many iterative refinements to do. | |
| ClpDualRowPivot * | dualRowPivot_ |
| dual row pivot choice | |
| ClpPrimalColumnPivot * | primalColumnPivot_ |
| primal column pivot choice | |
| int * | pivotVariable_ |
| Basic variables pivoting on which rows. | |
| ClpFactorization * | factorization_ |
| factorization | |
| double * | savedSolution_ |
| Saved version of solution. | |
| int | numberTimesOptimal_ |
| Number of times code has tentatively thought optimal. | |
| ClpDisasterHandler * | disasterArea_ |
| Disaster handler. | |
| int | changeMade_ |
| If change has been made (first attempt at stopping looping). | |
| int | algorithm_ |
| Algorithm >0 == Primal, <0 == Dual. | |
| int | forceFactorization_ |
| Now for some reliability aids This forces re-factorization early. | |
| int | perturbation_ |
| Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100. | |
| unsigned char * | saveStatus_ |
| Saved status regions. | |
| ClpNonLinearCost * | nonLinearCost_ |
| Very wasteful way of dealing with infeasibilities in primal. | |
| int | lastBadIteration_ |
| So we know when to be cautious. | |
| int | lastFlaggedIteration_ |
| So we know when to open up again. | |
| int | numberFake_ |
| Can be used for count of fake bounds (dual) or fake costs (primal). | |
| int | numberChanged_ |
| Can be used for count of changed costs (dual) or changed bounds (primal). | |
| int | progressFlag_ |
| Progress flag - at present 0 bit says artificials out, 1 free in. | |
| int | firstFree_ |
| First free/super-basic variable (-1 if none). | |
| int | numberExtraRows_ |
| Number of extra rows. | |
| int | maximumBasic_ |
| Maximum number of basic variables - can be more than number of rows if GUB. | |
| double | incomingInfeasibility_ |
| For advanced use. | |
| double | allowedInfeasibility_ |
| Spare int array for passing information [0]!=0 switches on. | |
| int | automaticScale_ |
| Automatic scaling of objective and rhs and bounds. | |
| ClpSimplex * | baseModel_ |
| A copy of model with certain state - normally without cuts. | |
| ClpSimplexProgress | progress_ |
| For dealing with all issues of cycling etc. | |
| class | OsiClpSolverInterface |
| Allow OsiClp certain perks. | |
Public Types | |
| isFree = 0x00 | |
| basic = 0x01 | |
| atUpperBound = 0x02 | |
| atLowerBound = 0x03 | |
| superBasic = 0x04 | |
| isFixed = 0x05 | |
| noFake = 0x00 | |
| bothFake = 0x01 | |
| upperFake = 0x02 | |
| lowerFake = 0x03 | |
| enum | Status { isFree = 0x00, basic = 0x01, atUpperBound = 0x02, atLowerBound = 0x03, superBasic = 0x04, isFixed = 0x05 } |
| enums for status of various sorts. More... | |
| enum | FakeBound { noFake = 0x00, bothFake = 0x01, upperFake = 0x02, lowerFake = 0x03 } |
Public Member Functions | |
Constructors and destructor and copy | |
| ClpSimplex (bool emptyMessages=false) | |
| Default constructor. | |
| ClpSimplex (const ClpSimplex &rhs, int scalingMode=-1) | |
| Copy constructor. | |
| ClpSimplex (const ClpModel &rhs, int scalingMode=-1) | |
| Copy constructor from model. | |
| ClpSimplex (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true, bool fixOthers=false) | |
| Subproblem constructor. | |
| ClpSimplex (const ClpSimplex *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true, bool fixOthers=false) | |
| Subproblem constructor. | |
| ClpSimplex (ClpSimplex *wholeModel, int numberColumns, const int *whichColumns) | |
| This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex. | |
| void | originalModel (ClpSimplex *miniModel) |
| This copies back stuff from miniModel and then deletes miniModel. | |
| void | setPersistenceFlag (int value) |
| Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 but give a bit extra if bigger needed. | |
| void | auxiliaryModel (int options) |
| If you are re-using the same matrix again and again then the setup time to do scaling may be significant. | |
| void | deleteAuxiliaryModel () |
| Switch off e.g. if people using presolve. | |
| bool | usingAuxiliaryModel () const |
| See if we have auxiliary model. | |
| void | makeBaseModel () |
| Save a copy of model with certain state - normally without cuts. | |
| void | deleteBaseModel () |
| Switch off base model. | |
| ClpSimplex * | baseModel () const |
| See if we have base model. | |
| void | setToBaseModel (ClpSimplex *model=NULL) |
| Reset to base model (just size and arrays needed) If model NULL use internal copy. | |
| ClpSimplex & | operator= (const ClpSimplex &rhs) |
| Assignment operator. This copies the data. | |
| ~ClpSimplex () | |
| Destructor. | |
| void | loadProblem (const ClpMatrixBase &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
| Loads a problem (the constraints on the rows are given by lower and upper bounds). | |
| void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
| Default constructor. | |
| void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
| Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps). | |
| void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const int *length, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
| This one is for after presolve to save memory. | |
| int | loadProblem (CoinModel &modelObject, bool keepSolution=false) |
| This loads a model from a coinModel object - returns number of errors. | |
| int | readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false) |
| Read an mps file from the given filename. | |
| int | readGMPL (const char *filename, const char *dataName, bool keepNames=false) |
| Read GMPL files from the given filenames. | |
| int | readLp (const char *filename, const double epsilon=1e-5) |
| Read file in LP format from file with name filename. | |
| void | borrowModel (ClpModel &otherModel) |
| Borrow model. | |
| void | borrowModel (ClpSimplex &otherModel) |
| Default constructor. | |
| void | passInEventHandler (const ClpEventHandler *eventHandler) |
| Pass in Event handler (cloned and deleted at end). | |
| void | getbackSolution (const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn) |
| Puts solution back into small model. | |
| int | loadNonLinear (void *info, int &numberConstraints, ClpConstraint **&constraints) |
| Load nonlinear part of problem from AMPL info Returns 0 if linear 1 if quadratic objective 2 if quadratic constraints 3 if nonlinear objective 4 if nonlinear constraints -1 on failure. | |
Functions most useful to user | |
| int | initialSolve (ClpSolve &options) |
| General solve algorithm which can do presolve. | |
| int | initialSolve () |
| Default initial solve. | |
| int | initialDualSolve () |
| Dual initial solve. | |
| int | initialPrimalSolve () |
| Primal initial solve. | |
| int | initialBarrierSolve () |
| Barrier initial solve. | |
| int | initialBarrierNoCrossSolve () |
| Barrier initial solve, not to be followed by crossover. | |
| int | dual (int ifValuesPass=0, int startFinishOptions=0) |
| Dual algorithm - see ClpSimplexDual.hpp for method. | |
| int | dualDebug (int ifValuesPass=0, int startFinishOptions=0) |
| General solve algorithm which can do presolve. | |
| int | primal (int ifValuesPass=0, int startFinishOptions=0) |
| Primal algorithm - see ClpSimplexPrimal.hpp for method. | |
| int | nonlinearSLP (int numberPasses, double deltaTolerance) |
| Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small. | |
| int | nonlinearSLP (int numberConstraints, ClpConstraint **constraints, int numberPasses, double deltaTolerance) |
| Solves problem with nonlinear constraints using SLP - may be used as crash for other algorithms when number of iterations small. | |
| int | barrier (bool crossover=true) |
| Solves using barrier (assumes you have good cholesky factor code). | |
| int | reducedGradient (int phase=0) |
| Solves non-linear using reduced gradient. | |
| int | cleanup (int cleanupScaling) |
| When scaling is on it is possible that the scaled problem is feasible but the unscaled is not. | |
| int | dualRanging (int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease, double *valueIncrease=NULL, double *valueDecrease=NULL) |
| Dual ranging. | |
| int | primalRanging (int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease) |
| Primal ranging. | |
| int | writeBasis (const char *filename, bool writeValues=false, int formatType=0) const |
| Write the basis in MPS format to the specified file. | |
| int | readBasis (const char *filename) |
| Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values. | |
| CoinWarmStartBasis * | getBasis () const |
| Returns a basis (to be deleted by user). | |
| void | setFactorization (ClpFactorization &factorization) |
| Passes in factorization. | |
| int | tightenPrimalBounds (double factor=0.0, int doTight=0, bool tightIntegers=false) |
| Tightens primal bounds to make dual faster. | |
| int | crash (double gap, int pivot) |
| Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dual preferred and all slack basis preferred 0 if basis going in was not all slack 1 if primal preferred and all slack basis preferred 2 if primal preferred and crash basis created. | |
| void | setDualRowPivotAlgorithm (ClpDualRowPivot &choice) |
| Sets row pivot choice algorithm in dual. | |
| void | setPrimalColumnPivotAlgorithm (ClpPrimalColumnPivot &choice) |
| Sets column pivot choice algorithm in primal. | |
| int | strongBranching (int numberVariables, const int *variables, double *newLower, double *newUpper, double **outputSolution, int *outputStatus, int *outputIterations, bool stopOnFirstInfeasible=true, bool alwaysFinish=false, int startFinishOptions=0) |
| For strong branching. | |
Needed for functionality of OsiSimplexInterface | |
| int | pivot () |
| Pivot in a variable and out a variable. | |
| int | primalPivotResult () |
| Pivot in a variable and choose an outgoing one. | |
| int | dualPivotResult () |
| Pivot out a variable and choose an incoing one. | |
| int | startup (int ifValuesPass, int startFinishOptions=0) |
| Common bits of coding for dual and primal. | |
| void | finish (int startFinishOptions=0) |
| Pivot in a variable and out a variable. | |
| bool | statusOfProblem (bool initial=false) |
| Factorizes and returns true if optimal. | |
| void | defaultFactorizationFrequency () |
| If user left factorization frequency then compute. | |
most useful gets and sets | |
| bool | primalFeasible () const |
| If problem is primal feasible. | |
| bool | dualFeasible () const |
| If problem is dual feasible. | |
| ClpFactorization * | factorization () const |
| factorization | |
| bool | sparseFactorization () const |
| Sparsity on or off. | |
| void | setSparseFactorization (bool value) |
| If problem is primal feasible. | |
| int | factorizationFrequency () const |
| Factorization frequency. | |
| void | setFactorizationFrequency (int value) |
| If problem is primal feasible. | |
| double | dualBound () const |
| Dual bound. | |
| void | setDualBound (double value) |
| If problem is primal feasible. | |
| double | infeasibilityCost () const |
| Infeasibility cost. | |
| void | setInfeasibilityCost (double value) |
| If problem is primal feasible. | |
| int | perturbation () const |
| Perturbation: 50 - switch on perturbation 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100 others are for playing. | |
| void | setPerturbation (int value) |
| If problem is primal feasible. | |
| int | algorithm () const |
| Current (or last) algorithm. | |
| void | setAlgorithm (int value) |
| Set algorithm. | |
| double | sumDualInfeasibilities () const |
| Sum of dual infeasibilities. | |
| void | setSumDualInfeasibilities (double value) |
| If problem is primal feasible. | |
| double | sumOfRelaxedDualInfeasibilities () const |
| Sum of relaxed dual infeasibilities. | |
| void | setSumOfRelaxedDualInfeasibilities (double value) |
| If problem is primal feasible. | |
| int | numberDualInfeasibilities () const |
| Number of dual infeasibilities. | |
| void | setNumberDualInfeasibilities (int value) |
| If problem is primal feasible. | |
| int | numberDualInfeasibilitiesWithoutFree () const |
| Number of dual infeasibilities (without free). | |
| double | sumPrimalInfeasibilities () const |
| Sum of primal infeasibilities. | |
| void | setSumPrimalInfeasibilities (double value) |
| If problem is primal feasible. | |
| double | sumOfRelaxedPrimalInfeasibilities () const |
| Sum of relaxed primal infeasibilities. | |
| void | setSumOfRelaxedPrimalInfeasibilities (double value) |
| If problem is primal feasible. | |
| int | numberPrimalInfeasibilities () const |
| Number of primal infeasibilities. | |
| void | setNumberPrimalInfeasibilities (int value) |
| If problem is primal feasible. | |
| int | saveModel (const char *fileName) |
| Save model to file, returns 0 if success. | |
| int | restoreModel (const char *fileName) |
| Restore model from file, returns 0 if success, deletes current model. | |
| void | checkSolution (int setToBounds=false) |
| Just check solution (for external use) - sets sum of infeasibilities etc. | |
| void | checkSolutionInternal () |
| Just check solution (for internal use) - sets sum of infeasibilities etc. | |
| CoinIndexedVector * | rowArray (int index) const |
| Useful row length arrays (0,1,2,3,4,5). | |
| CoinIndexedVector * | columnArray (int index) const |
| Useful column length arrays (0,1,2,3,4,5). | |
most useful gets and sets | |
| double | alphaAccuracy () const |
| Initial value for alpha accuracy calculation (-1.0 off). | |
| void | setAlphaAccuracy (double value) |
| Initial value for alpha accuracy calculation (-1.0 off). | |
| void | setDisasterHandler (ClpDisasterHandler *handler) |
| Disaster handler. | |
| double | largeValue () const |
| Large bound value (for complementarity etc). | |
| void | setLargeValue (double value) |
| Initial value for alpha accuracy calculation (-1.0 off). | |
| double | largestPrimalError () const |
| Largest error on Ax-b. | |
| double | largestDualError () const |
| Largest error on basic duals. | |
| void | setLargestPrimalError (double value) |
| Largest error on Ax-b. | |
| void | setLargestDualError (double value) |
| Largest error on basic duals. | |
| int * | pivotVariable () const |
| Basic variables pivoting on which rows. | |
| bool | automaticScaling () const |
| If automatic scaling on. | |
| void | setAutomaticScaling (bool onOff) |
| Initial value for alpha accuracy calculation (-1.0 off). | |
| double | currentDualTolerance () const |
| Current dual tolerance. | |
| void | setCurrentDualTolerance (double value) |
| Initial value for alpha accuracy calculation (-1.0 off). | |
| double | currentPrimalTolerance () const |
| Current primal tolerance. | |
| void | setCurrentPrimalTolerance (double value) |
| Initial value for alpha accuracy calculation (-1.0 off). | |
| int | numberRefinements () const |
| How many iterative refinements to do. | |
| void | setNumberRefinements (int value) |
| Initial value for alpha accuracy calculation (-1.0 off). | |
| double | alpha () const |
| Alpha (pivot element) for use by classes e.g. steepestedge. | |
| void | setAlpha (double value) |
| Initial value for alpha accuracy calculation (-1.0 off). | |
| double | dualIn () const |
| Reduced cost of last incoming for use by classes e.g. steepestedge. | |
| int | pivotRow () const |
| Pivot Row for use by classes e.g. steepestedge. | |
| void | setPivotRow (int value) |
| Initial value for alpha accuracy calculation (-1.0 off). | |
| double | valueIncomingDual () const |
| value of incoming variable (in Dual) | |
public methods | |
| double * | solutionRegion (int section) const |
| Return row or column sections - not as much needed as it once was. | |
| double * | djRegion (int section) const |
| Return row or column sections - not as much needed as it once was. | |
| double * | lowerRegion (int section) const |
| Return row or column sections - not as much needed as it once was. | |
| double * | upperRegion (int section) const |
| Return row or column sections - not as much needed as it once was. | |
| double * | costRegion (int section) const |
| Return row or column sections - not as much needed as it once was. | |
| double * | solutionRegion () const |
| Return region as single array. | |
| double * | djRegion () const |
| Return row or column sections - not as much needed as it once was. | |
| double * | lowerRegion () const |
| Return row or column sections - not as much needed as it once was. | |
| double * | upperRegion () const |
| Return row or column sections - not as much needed as it once was. | |
| double * | costRegion () const |
| Return row or column sections - not as much needed as it once was. | |
| Status | getStatus (int sequence) const |
| Return row or column sections - not as much needed as it once was. | |
| void | setStatus (int sequence, Status status) |
| Return row or column sections - not as much needed as it once was. | |
| bool | startPermanentArrays () |
| Start or reset using maximumRows_ and Columns_ - true if change. | |
| void | setInitialDenseFactorization (bool onOff) |
| Normally the first factorization does sparse coding because the factorization could be singular. | |
| bool | initialDenseFactorization () const |
| Return row or column sections - not as much needed as it once was. | |
| int | sequenceIn () const |
| Return sequence In or Out. | |
| int | sequenceOut () const |
| Return row or column sections - not as much needed as it once was. | |
| void | setSequenceIn (int sequence) |
| Set sequenceIn or Out. | |
| void | setSequenceOut (int sequence) |
| Return row or column sections - not as much needed as it once was. | |
| int | directionIn () const |
| Return direction In or Out. | |
| int | directionOut () const |
| Return row or column sections - not as much needed as it once was. | |
| void | setDirectionIn (int direction) |
| Set directionIn or Out. | |
| void | setDirectionOut (int direction) |
| Return row or column sections - not as much needed as it once was. | |
| double | valueOut () const |
| Value of Out variable. | |
| int | isColumn (int sequence) const |
| Returns 1 if sequence indicates column. | |
| int | sequenceWithin (int sequence) const |
| Returns sequence number within section. | |
| double | solution (int sequence) |
| Return row or column values. | |
| double & | solutionAddress (int sequence) |
| Return address of row or column values. | |
| double | reducedCost (int sequence) |
| Return row or column sections - not as much needed as it once was. | |
| double & | reducedCostAddress (int sequence) |
| Return row or column sections - not as much needed as it once was. | |
| double | lower (int sequence) |
| Return row or column sections - not as much needed as it once was. | |
| double & | lowerAddress (int sequence) |
| Return address of row or column lower bound. | |
| double | upper (int sequence) |
| Return row or column sections - not as much needed as it once was. | |
| double & | upperAddress (int sequence) |
| Return address of row or column upper bound. | |
| double | cost (int sequence) |
| Return row or column sections - not as much needed as it once was. | |
| double & | costAddress (int sequence) |
| Return address of row or column cost. | |
| double | originalLower (int iSequence) const |
| Return original lower bound. | |
| double | originalUpper (int iSequence) const |
| Return original lower bound. | |
| double | theta () const |
| Theta (pivot change). | |
| ClpNonLinearCost * | nonLinearCost () const |
| Return pointer to details of costs. | |
| int | moreSpecialOptions () const |
| Return more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved problem infeasible return 4 bit - keep arrays like upper_ around. | |
| void | setMoreSpecialOptions (int value) |
| Set more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved problem infeasible return 4 bit - keep arrays like upper_ around. | |
status methods | |
| void | setFakeBound (int sequence, FakeBound fakeBound) |
| FakeBound | getFakeBound (int sequence) const |
| void | setRowStatus (int sequence, Status status) |
| Status | getRowStatus (int sequence) const |
| void | setColumnStatus (int sequence, Status status) |
| Status | getColumnStatus (int sequence) const |
| void | setPivoted (int sequence) |
| void | clearPivoted (int sequence) |
| bool | pivoted (int sequence) const |
| void | setFlagged (int sequence) |
| To flag a variable (not inline to allow for column generation). | |
| void | clearFlagged (int sequence) |
| bool | flagged (int sequence) const |
| void | setActive (int iRow) |
| To say row active in primal pivot row choice. | |
| void | clearActive (int iRow) |
| bool | active (int iRow) const |
| void | createStatus () |
| Set up status array (can be used by OsiClp). | |
| void | allSlackBasis (bool resetSolution=false) |
| Sets up all slack basis and resets solution to as it was after initial load or readMps. | |
| int | lastBadIteration () const |
| So we know when to be cautious. | |
| int | progressFlag () const |
| Progress flag - at present 0 bit says artificials out. | |
| void | forceFactorization (int value) |
| Force re-factorization early. | |
| double | rawObjectiveValue () const |
| Raw objective value (so always minimize in primal). | |
| void | computeObjectiveValue (bool useWorkingSolution=false) |
| Compute objective value from solution and put in objectiveValue_. | |
| double | computeInternalObjectiveValue () |
| Compute minimization objective value from internal solution without perturbation. | |
| int | numberExtraRows () const |
| Number of extra rows. | |
| int | maximumBasic () const |
| Maximum number of basic variables - can be more than number of rows if GUB. | |
| int | baseIteration () const |
| Iteration when we entered dual or primal. | |
| void | generateCpp (FILE *fp, bool defaultFactor=false) |
| Create C++ lines to get to current state. | |
| ClpFactorization * | getEmptyFactorization () |
| Gets clean and emptyish factorization. | |
| void | setEmptyFactorization () |
| May delete or may make clean and emptyish factorization. | |
| void | moveInfo (const ClpSimplex &rhs, bool justStatus=false) |
| Move status and solution across. | |
Basis handling | |
| void | getBInvARow (int row, double *z, double *slack=NULL) |
| Get a row of the tableau (slack part in slack if not NULL). | |
| void | getBInvRow (int row, double *z) |
| Get a row of the basis inverse. | |
| void | getBInvACol (int col, double *vec) |
| Get a column of the tableau. | |
| void | getBInvCol (int col, double *vec) |
| Get a column of the basis inverse. | |
| void | getBasics (int *index) |
| Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()). | |
Changing bounds on variables and constraints | |
| void | setObjectiveCoefficient (int elementIndex, double elementValue) |
| Set an objective function coefficient. | |
| void | setObjCoeff (int elementIndex, double elementValue) |
| Set an objective function coefficient. | |
| void | setColumnLower (int elementIndex, double elementValue) |
| Set a single column lower bound Use -DBL_MAX for -infinity. | |
| void | setColumnUpper (int elementIndex, double elementValue) |
| Set a single column upper bound Use DBL_MAX for infinity. | |
| void | setColumnBounds (int elementIndex, double lower, double upper) |
| Set a single column lower and upper bound. | |
| void | setColumnSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
| Set the bounds on a number of columns simultaneously The default implementation just invokes setColLower() and setColUpper() over and over again. | |
| void | setColLower (int elementIndex, double elementValue) |
| Set a single column lower bound Use -DBL_MAX for -infinity. | |
| void | setColUpper (int elementIndex, double elementValue) |
| Set a single column upper bound Use DBL_MAX for infinity. | |
| void | setColBounds (int elementIndex, double lower, double upper) |
| Set a single column lower and upper bound. | |
| void | setColSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
| Set the bounds on a number of columns simultaneously . | |
| void | setRowLower (int elementIndex, double elementValue) |
| Set a single row lower bound Use -DBL_MAX for -infinity. | |
| void | setRowUpper (int elementIndex, double elementValue) |
| Set a single row upper bound Use DBL_MAX for infinity. | |
| void | setRowBounds (int elementIndex, double lower, double upper) |
| Set a single row lower and upper bound. | |
| void | setRowSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
| Set the bounds on a number of rows simultaneously . | |
Protected Member Functions | |
protected methods | |
| int | gutsOfSolution (double *givenDuals, const double *givenPrimals, bool valuesPass=false) |
| May change basis and then returns number changed. | |
| void | gutsOfDelete (int type) |
| Does most of deletion (0 = all, 1 = most, 2 most + factorization). | |
| void | gutsOfCopy (const ClpSimplex &rhs) |
| Does most of copying. | |
| bool | createRim (int what, bool makeRowCopy=false, int startFinishOptions=0) |
| puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows (now and columns), (2 bit does column bounds), 4 bit does objective(s). | |
| void | createRim1 (bool initial) |
| Does rows and columns. | |
| void | createRim4 (bool initial) |
| Does objective. | |
| void | createRim5 (bool initial) |
| Does rows and columns and objective. | |
| void | deleteRim (int getRidOfFactorizationData=2) |
| releases above arrays and does solution scaling out. | |
| bool | sanityCheck () |
| Sanity check on input rim data (after scaling) - returns true if okay. | |
Friends | |
| void | ClpSimplexUnitTest (const std::string &mpsDir) |
| A function that tests the methods in the ClpSimplex class. | |
It inherits from ClpModel and all its arrays are created at algorithm time. Originally I tried to work with model arrays but for simplicity of coding I changed to single arrays with structural variables then row variables. Some coding is still based on old style and needs cleaning up.
For a description of algorithms:
for dual see ClpSimplexDual.hpp and at top of ClpSimplexDual.cpp for primal see ClpSimplexPrimal.hpp and at top of ClpSimplexPrimal.cpp
There is an algorithm data member. + for primal variations and - for dual variations
Definition at line 47 of file ClpSimplex.hpp.
| enum ClpSimplex::Status |
enums for status of various sorts.
First 4 match CoinWarmStartBasis, isFixed means fixed at lower bound and out of basis
Definition at line 55 of file ClpSimplex.hpp.
| ClpSimplex::ClpSimplex | ( | bool | emptyMessages = false |
) |
Default constructor.
| ClpSimplex::ClpSimplex | ( | const ClpSimplex & | rhs, | |
| int | scalingMode = -1 | |||
| ) |
Copy constructor.
May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)
| ClpSimplex::ClpSimplex | ( | const ClpModel & | rhs, | |
| int | scalingMode = -1 | |||
| ) |
Copy constructor from model.
May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)
| ClpSimplex::ClpSimplex | ( | const ClpModel * | wholeModel, | |
| int | numberRows, | |||
| const int * | whichRows, | |||
| int | numberColumns, | |||
| const int * | whichColumns, | |||
| bool | dropNames = true, |
|||
| bool | dropIntegers = true, |
|||
| bool | fixOthers = false | |||
| ) |
Subproblem constructor.
A subset of whole model is created from the row and column lists given. The new order is given by list order and duplicates are allowed. Name and integer information can be dropped Can optionally modify rhs to take into account variables NOT in list in this case duplicates are not allowed (also see getbackSolution)
| ClpSimplex::ClpSimplex | ( | const ClpSimplex * | wholeModel, | |
| int | numberRows, | |||
| const int * | whichRows, | |||
| int | numberColumns, | |||
| const int * | whichColumns, | |||
| bool | dropNames = true, |
|||
| bool | dropIntegers = true, |
|||
| bool | fixOthers = false | |||
| ) |
Subproblem constructor.
A subset of whole model is created from the row and column lists given. The new order is given by list order and duplicates are allowed. Name and integer information can be dropped Can optionally modify rhs to take into account variables NOT in list in this case duplicates are not allowed (also see getbackSolution)
| ClpSimplex::ClpSimplex | ( | ClpSimplex * | wholeModel, | |
| int | numberColumns, | |||
| const int * | whichColumns | |||
| ) |
This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex.
It is only to be used in conjunction with originalModel
| ClpSimplex::~ClpSimplex | ( | ) |
Destructor.
| void ClpSimplex::originalModel | ( | ClpSimplex * | miniModel | ) |
This copies back stuff from miniModel and then deletes miniModel.
Only to be used with mini constructor
| void ClpSimplex::setPersistenceFlag | ( | int | value | ) |
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 but give a bit extra if bigger needed.
| void ClpSimplex::auxiliaryModel | ( | int | options | ) |
If you are re-using the same matrix again and again then the setup time to do scaling may be significant.
Also you may not want to initialize all values or return all values (especially if infeasible). While an auxiliary model exists it will be faster. If options -1 then model is switched off. Otherwise switched on with following options. 1 - rhs is constant 2 - bounds are constant 4 - objective is constant 8 - solution in by basis and no djs etc in 16 - no duals out (but reduced costs) 32 - no output if infeasible
| void ClpSimplex::deleteAuxiliaryModel | ( | ) |
Switch off e.g. if people using presolve.
| bool ClpSimplex::usingAuxiliaryModel | ( | ) | const [inline] |
See if we have auxiliary model.
Definition at line 139 of file ClpSimplex.hpp.
References auxiliaryModel_.
| void ClpSimplex::makeBaseModel | ( | ) |
Save a copy of model with certain state - normally without cuts.
| void ClpSimplex::deleteBaseModel | ( | ) |
Switch off base model.
| ClpSimplex* ClpSimplex::baseModel | ( | ) | const [inline] |
| void ClpSimplex::setToBaseModel | ( | ClpSimplex * | model = NULL |
) |
Reset to base model (just size and arrays needed) If model NULL use internal copy.
| ClpSimplex& ClpSimplex::operator= | ( | const ClpSimplex & | rhs | ) |
Assignment operator. This copies the data.
| void ClpSimplex::loadProblem | ( | const ClpMatrixBase & | matrix, | |
| const double * | collb, | |||
| const double * | colub, | |||
| const double * | obj, | |||
| const double * | rowlb, | |||
| const double * | rowub, | |||
| const double * | rowObjective = NULL | |||
| ) |
Loads a problem (the constraints on the rows are given by lower and upper bounds).
If a pointer is 0 then the following values are the default:
colub: all columns have upper bound infinity collb: all columns have lower bound 0 rowub: all rows have upper bound infinity rowlb: all rows have lower bound -infinity obj: all variables have 0 objective coefficient Reimplemented from ClpModel.
| void ClpSimplex::loadProblem | ( | const CoinPackedMatrix & | matrix, | |
| const double * | collb, | |||
| const double * | colub, | |||
| const double * | obj, | |||
| const double * | rowlb, | |||
| const double * | rowub, | |||
| const double * | rowObjective = NULL | |||
| ) |
| void ClpSimplex::loadProblem | ( | const int | numcols, | |
| const int | numrows, | |||
| const CoinBigIndex * | start, | |||
| const int * | index, | |||
| const double * | value, | |||
| const double * | collb, | |||
| const double * | colub, | |||
| const double * | obj, | |||
| const double * | rowlb, | |||
| const double * | rowub, | |||
| const double * | rowObjective = NULL | |||
| ) |
Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps).
Reimplemented from ClpModel.
| void ClpSimplex::loadProblem | ( | const int | numcols, | |
| const int | numrows, | |||
| const CoinBigIndex * | start, | |||
| const int * | index, | |||
| const double * | value, | |||
| const int * | length, | |||
| const double * | collb, | |||
| const double * | colub, | |||
| const double * | obj, | |||
| const double * | rowlb, | |||
| const double * | rowub, | |||
| const double * | rowObjective = NULL | |||
| ) |
| int ClpSimplex::loadProblem | ( | CoinModel & | modelObject, | |
| bool | keepSolution = false | |||
| ) |
This loads a model from a coinModel object - returns number of errors.
If keepSolution true and size is same as current then keeps current status and solution
Reimplemented from ClpModel.
| int ClpSimplex::readMps | ( | const char * | filename, | |
| bool | keepNames = false, |
|||
| bool | ignoreErrors = false | |||
| ) |
| int ClpSimplex::readGMPL | ( | const char * | filename, | |
| const char * | dataName, | |||
| bool | keepNames = false | |||
| ) |
| int ClpSimplex::readLp | ( | const char * | filename, | |
| const double | epsilon = 1e-5 | |||
| ) |
Read file in LP format from file with name filename.
See class CoinLpIO for description of this format.
| void ClpSimplex::borrowModel | ( | ClpModel & | otherModel | ) |
| void ClpSimplex::borrowModel | ( | ClpSimplex & | otherModel | ) |
Default constructor.
| void ClpSimplex::passInEventHandler | ( | const ClpEventHandler * | eventHandler | ) |
| void ClpSimplex::getbackSolution | ( | const ClpSimplex & | smallModel, | |
| const int * | whichRow, | |||
| const int * | whichColumn | |||
| ) |
Puts solution back into small model.
| int ClpSimplex::loadNonLinear | ( | void * | info, | |
| int & | numberConstraints, | |||
| ClpConstraint **& | constraints | |||
| ) |
Load nonlinear part of problem from AMPL info Returns 0 if linear 1 if quadratic objective 2 if quadratic constraints 3 if nonlinear objective 4 if nonlinear constraints -1 on failure.
| int ClpSimplex::initialSolve | ( | ClpSolve & | options | ) |
General solve algorithm which can do presolve.
See ClpSolve.hpp for options
| int ClpSimplex::initialSolve | ( | ) |
Default initial solve.
| int ClpSimplex::initialDualSolve | ( | ) |
Dual initial solve.
| int ClpSimplex::initialPrimalSolve | ( | ) |
Primal initial solve.
| int ClpSimplex::initialBarrierSolve | ( | ) |
Barrier initial solve.
| int ClpSimplex::initialBarrierNoCrossSolve | ( | ) |
Barrier initial solve, not to be followed by crossover.
| int ClpSimplex::dual | ( | int | ifValuesPass = 0, |
|
| int | startFinishOptions = 0 | |||
| ) |
Dual algorithm - see ClpSimplexDual.hpp for method.
ifValuesPass==2 just does values pass and then stops.
startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later
Reimplemented in ClpSimplexDual.
| int ClpSimplex::dualDebug | ( | int | ifValuesPass = 0, |
|
| int | startFinishOptions = 0 | |||
| ) |
General solve algorithm which can do presolve.
See ClpSolve.hpp for options
| int ClpSimplex::primal | ( | int | ifValuesPass = 0, |
|
| int | startFinishOptions = 0 | |||
| ) |
Primal algorithm - see ClpSimplexPrimal.hpp for method.
ifValuesPass==2 just does values pass and then stops.
startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later
Reimplemented in ClpSimplexPrimal.
| int ClpSimplex::nonlinearSLP | ( | int | numberPasses, | |
| double | deltaTolerance | |||
| ) |
Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small.
Also exits if all problematical variables are changing less than deltaTolerance
| int ClpSimplex::nonlinearSLP | ( | int | numberConstraints, | |
| ClpConstraint ** | constraints, | |||
| int | numberPasses, | |||
| double | deltaTolerance | |||
| ) |
Solves problem with nonlinear constraints using SLP - may be used as crash for other algorithms when number of iterations small.
Also exits if all problematical variables are changing less than deltaTolerance
| int ClpSimplex::barrier | ( | bool | crossover = true |
) |
Solves using barrier (assumes you have good cholesky factor code).
Does crossover to simplex if asked
| int ClpSimplex::reducedGradient | ( | int | phase = 0 |
) |
Solves non-linear using reduced gradient.
Phase = 0 get feasible, =1 use solution
| int ClpSimplex::cleanup | ( | int | cleanupScaling | ) |
When scaling is on it is possible that the scaled problem is feasible but the unscaled is not.
Clp returns a secondary status code to that effect. This option allows for a cleanup. If you use it I would suggest 1. This only affects actions when scaled optimal 0 - no action 1 - clean up using dual if primal infeasibility 2 - clean up using dual if dual infeasibility 3 - clean up using dual if primal or dual infeasibility 11,12,13 - as 1,2,3 but use primal
return code as dual/primal
| int ClpSimplex::dualRanging | ( | int | numberCheck, | |
| const int * | which, | |||
| double * | costIncrease, | |||
| int * | sequenceIncrease, | |||
| double * | costDecrease, | |||
| int * | sequenceDecrease, | |||
| double * | valueIncrease = NULL, |
|||
| double * | valueDecrease = NULL | |||
| ) |
Dual ranging.
This computes increase/decrease in cost for each given variable and corresponding sequence numbers which would change basis. Sequence numbers are 0..numberColumns and numberColumns.. for artificials/slacks. For non-basic variables the information is trivial to compute and the change in cost is just minus the reduced cost and the sequence number will be that of the non-basic variables. For basic variables a ratio test is between the reduced costs for non-basic variables and the row of the tableau corresponding to the basic variable. The increase/decrease value is always >= 0.0
Up to user to provide correct length arrays where each array is of length numberCheck. which contains list of variables for which information is desired. All other arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays will be information for variable 7.
If valueIncrease/Decrease not NULL (both must be NULL or both non NULL) then these are filled with the value of variable if such a change in cost were made (the existing bounds are ignored)
Returns non-zero if infeasible unbounded etc
Reimplemented in ClpSimplexOther.
| int ClpSimplex::primalRanging | ( | int | numberCheck, | |
| const int * | which, | |||
| double * | valueIncrease, | |||
| int * | sequenceIncrease, | |||
| double * | valueDecrease, | |||
| int * | sequenceDecrease | |||
| ) |
Primal ranging.
This computes increase/decrease in value for each given variable and corresponding sequence numbers which would change basis. Sequence numbers are 0..numberColumns and numberColumns.. for artificials/slacks. This should only be used for non-basic variabls as otherwise information is pretty useless For basic variables the sequence number will be that of the basic variables.
Up to user to provide correct length arrays where each array is of length numberCheck. which contains list of variables for which information is desired. All other arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays will be information for variable 7.
Returns non-zero if infeasible unbounded etc
Reimplemented in ClpSimplexOther.
| int ClpSimplex::writeBasis | ( | const char * | filename, | |
| bool | writeValues = false, |
|||
| int | formatType = 0 | |||
| ) | const |
Write the basis in MPS format to the specified file.
If writeValues true writes values of structurals (and adds VALUES to end of NAME card)
Row and column names may be null. formatType is
Returns non-zero on I/O error
Reimplemented in ClpSimplexOther.
| int ClpSimplex::readBasis | ( | const char * | filename | ) |
Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values.
Reimplemented in ClpSimplexOther.
| CoinWarmStartBasis* ClpSimplex::getBasis | ( | ) | const |
Returns a basis (to be deleted by user).
| void ClpSimplex::setFactorization | ( | ClpFactorization & | factorization | ) |
Passes in factorization.
| int ClpSimplex::tightenPrimalBounds | ( | double | factor = 0.0, |
|
| int | doTight = 0, |
|||
| bool | tightIntegers = false | |||
| ) |
Tightens primal bounds to make dual faster.
Unless fixed or doTight>10, bounds are slightly looser than they could be. This is to make dual go faster and is probably not needed with a presolve. Returns non-zero if problem infeasible.
Fudge for branch and bound - put bounds on columns of factor * largest value (at continuous) - should improve stability in branch and bound on infeasible branches (0.0 is off)
| int ClpSimplex::crash | ( | double | gap, | |
| int | pivot | |||
| ) |
Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dual preferred and all slack basis preferred 0 if basis going in was not all slack 1 if primal preferred and all slack basis preferred 2 if primal preferred and crash basis created.
if gap between bounds <="gap" variables can be flipped ( If pivot -1 then can be made super basic!)
If "pivot" is -1 No pivoting - always primal 0 No pivoting (so will just be choice of algorithm) 1 Simple pivoting e.g. gub 2 Mini iterations
| void ClpSimplex::setDualRowPivotAlgorithm | ( | ClpDualRowPivot & | choice | ) |
Sets row pivot choice algorithm in dual.
| void ClpSimplex::setPrimalColumnPivotAlgorithm | ( | ClpPrimalColumnPivot & | choice | ) |
Sets column pivot choice algorithm in primal.
| int ClpSimplex::strongBranching | ( | int | numberVariables, | |
| const int * | variables, | |||
| double * | newLower, | |||
| double * | newUpper, | |||
| double ** | outputSolution, | |||
| int * | outputStatus, | |||
| int * | outputIterations, | |||
| bool | stopOnFirstInfeasible = true, |
|||
| bool | alwaysFinish = false, |
|||
| int | startFinishOptions = 0 | |||
| ) |
For strong branching.
On input lower and upper are new bounds while on output they are change in objective function values (>1.0e50 infeasible). Return code is 0 if nothing interesting, -1 if infeasible both ways and +1 if infeasible one way (check values to see which one(s)) Solutions are filled in as well - even down, odd up - also status and number of iterations
Reimplemented in ClpSimplexDual.
| int ClpSimplex::pivot | ( | ) |
Pivot in a variable and out a variable.
Returns 0 if okay, 1 if inaccuracy forced re-factorization, -1 if would be singular. Also updates primal/dual infeasibilities. Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out.
| int ClpSimplex::primalPivotResult | ( | ) |
Pivot in a variable and choose an outgoing one.
Assumes primal feasible - will not go through a bound. Returns step length in theta Returns ray in ray_ (or NULL if no pivot) Return codes as before but -1 means no acceptable pivot
| int ClpSimplex::dualPivotResult | ( | ) |
Pivot out a variable and choose an incoing one.
Assumes dual feasible - will not go through a reduced cost. Returns step length in theta Returns ray in ray_ (or NULL if no pivot) Return codes as before but -1 means no acceptable pivot
| int ClpSimplex::startup | ( | int | ifValuesPass, | |
| int | startFinishOptions = 0 | |||
| ) |
Common bits of coding for dual and primal.
Return 0 if okay, 1 if bad matrix, 2 if very bad factorization
startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later
| void ClpSimplex::finish | ( | int | startFinishOptions = 0 |
) |
Pivot in a variable and out a variable.
Returns 0 if okay, 1 if inaccuracy forced re-factorization, -1 if would be singular. Also updates primal/dual infeasibilities. Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out.
| bool ClpSimplex::statusOfProblem | ( | bool | initial = false |
) |
Factorizes and returns true if optimal.
Used by user
| void ClpSimplex::defaultFactorizationFrequency | ( | ) |
If user left factorization frequency then compute.
| bool ClpSimplex::primalFeasible | ( | ) | const [inline] |
If problem is primal feasible.
Definition at line 467 of file ClpSimplex.hpp.
References numberPrimalInfeasibilities_.
| bool ClpSimplex::dualFeasible | ( | ) | const [inline] |
If problem is dual feasible.
Definition at line 470 of file ClpSimplex.hpp.
References numberDualInfeasibilities_.
| ClpFactorization* ClpSimplex::factorization | ( | ) | const [inline] |
| bool ClpSimplex::sparseFactorization | ( | ) | const |
Sparsity on or off.
| void ClpSimplex::setSparseFactorization | ( | bool | value | ) |
If problem is primal feasible.
| int ClpSimplex::factorizationFrequency | ( | ) | const |
Factorization frequency.
| void ClpSimplex::setFactorizationFrequency | ( | int | value | ) |
If problem is primal feasible.
| double ClpSimplex::dualBound | ( | ) | const [inline] |
| void ClpSimplex::setDualBound | ( | double | value | ) |
If problem is primal feasible.
| double ClpSimplex::infeasibilityCost | ( | ) | const [inline] |
| void ClpSimplex::setInfeasibilityCost | ( | double | value | ) |
If problem is primal feasible.
| int ClpSimplex::perturbation | ( | ) | const [inline] |
Perturbation: 50 - switch on perturbation 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100 others are for playing.
Definition at line 505 of file ClpSimplex.hpp.
References perturbation_.
| void ClpSimplex::setPerturbation | ( | int | value | ) |
If problem is primal feasible.
| int ClpSimplex::algorithm | ( | ) | const [inline] |
| void ClpSimplex::setAlgorithm | ( | int | value | ) | [inline] |
| double ClpSimplex::sumDualInfeasibilities | ( | ) | const [inline] |
Sum of dual infeasibilities.
Definition at line 515 of file ClpSimplex.hpp.
References sumDualInfeasibilities_.
| void ClpSimplex::setSumDualInfeasibilities | ( | double | value | ) | [inline] |
If problem is primal feasible.
Definition at line 517 of file ClpSimplex.hpp.
References sumDualInfeasibilities_.
| double ClpSimplex::sumOfRelaxedDualInfeasibilities | ( | ) | const [inline] |
Sum of relaxed dual infeasibilities.
Definition at line 520 of file ClpSimplex.hpp.
References sumOfRelaxedDualInfeasibilities_.
| void ClpSimplex::setSumOfRelaxedDualInfeasibilities | ( | double | value | ) | [inline] |
If problem is primal feasible.
Definition at line 522 of file ClpSimplex.hpp.
References sumOfRelaxedDualInfeasibilities_.
| int ClpSimplex::numberDualInfeasibilities | ( | ) | const [inline] |
Number of dual infeasibilities.
Definition at line 525 of file ClpSimplex.hpp.
References numberDualInfeasibilities_.
| void ClpSimplex::setNumberDualInfeasibilities | ( | int | value | ) | [inline] |
If problem is primal feasible.
Definition at line 527 of file ClpSimplex.hpp.
References numberDualInfeasibilities_.
| int ClpSimplex::numberDualInfeasibilitiesWithoutFree | ( | ) | const [inline] |
Number of dual infeasibilities (without free).
Definition at line 530 of file ClpSimplex.hpp.
References numberDualInfeasibilitiesWithoutFree_.
| double ClpSimplex::sumPrimalInfeasibilities | ( | ) | const [inline] |
Sum of primal infeasibilities.
Definition at line 533 of file ClpSimplex.hpp.
References sumPrimalInfeasibilities_.
| void ClpSimplex::setSumPrimalInfeasibilities | ( | double | value | ) | [inline] |
If problem is primal feasible.
Definition at line 535 of file ClpSimplex.hpp.
References sumPrimalInfeasibilities_.
| double ClpSimplex::sumOfRelaxedPrimalInfeasibilities | ( | ) | const [inline] |
Sum of relaxed primal infeasibilities.
Definition at line 538 of file ClpSimplex.hpp.
References sumOfRelaxedPrimalInfeasibilities_.
| void ClpSimplex::setSumOfRelaxedPrimalInfeasibilities | ( | double | value | ) | [inline] |
If problem is primal feasible.
Definition at line 540 of file ClpSimplex.hpp.
References sumOfRelaxedPrimalInfeasibilities_.
| int ClpSimplex::numberPrimalInfeasibilities | ( | ) | const [inline] |
Number of primal infeasibilities.
Definition at line 543 of file ClpSimplex.hpp.
References numberPrimalInfeasibilities_.
| void ClpSimplex::setNumberPrimalInfeasibilities | ( | int | value | ) | [inline] |
If problem is primal feasible.
Definition at line 545 of file ClpSimplex.hpp.
References numberPrimalInfeasibilities_.
| int ClpSimplex::saveModel | ( | const char * | fileName | ) |
Save model to file, returns 0 if success.
This is designed for use outside algorithms so does not save iterating arrays etc. It does not save any messaging information. Does not save scaling values. It does not know about all types of virtual functions.
| int ClpSimplex::restoreModel | ( | const char * | fileName | ) |
Restore model from file, returns 0 if success, deletes current model.
| void ClpSimplex::checkSolution | ( | int | setToBounds = false |
) |
Just check solution (for external use) - sets sum of infeasibilities etc.
If setToBounds 0 then primal column values not changed and used to compute primal row activity values. If 1 or 2 then status used - so all nonbasic variables set to indicated bound and if any values changed (or ==2) basic values re-computed.
| void ClpSimplex::checkSolutionInternal | ( | ) |
Just check solution (for internal use) - sets sum of infeasibilities etc.
| CoinIndexedVector* ClpSimplex::rowArray | ( | int | index | ) | const [inline] |
Useful row length arrays (0,1,2,3,4,5).
Definition at line 570 of file ClpSimplex.hpp.
References rowArray_.
| CoinIndexedVector* ClpSimplex::columnArray | ( | int | index | ) | const [inline] |
Useful column length arrays (0,1,2,3,4,5).
Definition at line 573 of file ClpSimplex.hpp.
References columnArray_.
| int ClpSimplex::getSolution | ( | const double * | rowActivities, | |
| const double * | columnActivities | |||
| ) |
Given an existing factorization computes and checks primal and dual solutions.
Uses input arrays for variables at bounds. Returns feasibility states
| int ClpSimplex::getSolution | ( | ) |
Given an existing factorization computes and checks primal and dual solutions.
Uses current problem arrays for bounds. Returns feasibility states
| int ClpSimplex::createPiecewiseLinearCosts | ( | const int * | starts, | |
| const double * | lower, | |||
| const double * | gradient | |||
| ) |
Constructs a non linear cost from list of non-linearities (columns only) First lower of each column is taken as real lower Last lower is taken as real upper and cost ignored.
Returns nonzero if bad data e.g. lowers not monotonic
| ClpDualRowPivot* ClpSimplex::dualRowPivot | ( | ) | const [inline] |
| void ClpSimplex::returnModel | ( | ClpSimplex & | otherModel | ) |
Return model - updates any scalars.
| int ClpSimplex::internalFactorize | ( | int | solveType | ) |
Factorizes using current basis.
solveType - 1 iterating, 0 initial, -1 external If 10 added then in primal values pass Return codes are as from ClpFactorization unless initial factorization when total number of singularities is returned. Special case is numberRows_+1 -> all slack basis.
| ClpDataSave ClpSimplex::saveData | ( | ) |
Save data.
| void ClpSimplex::restoreData | ( | ClpDataSave | saved | ) |
Restore data.
| void ClpSimplex::cleanStatus | ( | ) |
Clean up status.
| int ClpSimplex::factorize | ( | ) |
Factorizes using current basis. For external use.
| void ClpSimplex::computeDuals | ( | double * | givenDjs | ) |
Computes duals from scratch.
If givenDjs then allows for nonzero basic djs
| void ClpSimplex::computePrimals | ( | const double * | rowActivities, | |
| const double * | columnActivities | |||
| ) |
Computes primals from scratch.
| void ClpSimplex::add | ( | double * | array, | |
| int | column, | |||
| double | multiplier | |||
| ) | const |
Adds multiple of a column into an array.
| void ClpSimplex::unpack | ( | CoinIndexedVector * | rowArray | ) | const |
Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed.
| void ClpSimplex::unpack | ( | CoinIndexedVector * | rowArray, | |
| int | sequence | |||
| ) | const |
Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed.
| void ClpSimplex::unpackPacked | ( | CoinIndexedVector * | rowArray | ) |
Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed.
| void ClpSimplex::unpackPacked | ( | CoinIndexedVector * | rowArray, | |
| int | sequence | |||
| ) |
Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumns Also applies scaling if needed.
| int ClpSimplex::housekeeping | ( | double | objectiveChange | ) | [protected] |
This does basis housekeeping and does values for in/out variables.
Can also decide to re-factorize
| void ClpSimplex::checkPrimalSolution | ( | const double * | rowActivities = NULL, |
|
| const double * | columnActivies = NULL | |||
| ) | [protected] |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal).
| void ClpSimplex::checkDualSolution | ( | ) | [protected] |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual).
| void ClpSimplex::checkBothSolutions | ( | ) | [protected] |
This sets sum and number of infeasibilities (Dual and Primal).
| void ClpSimplex::setValuesPassAction | ( | double | incomingInfeasibility, | |
| double | allowedInfeasibility | |||
| ) |
For advanced use.
When doing iterative solves things can get nasty so on values pass if incoming solution has largest infeasibility < incomingInfeasibility throw out variables from basis until largest infeasibility < allowedInfeasibility or incoming largest infeasibility. If allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis.
Defaults are 1.0,10.0
| double ClpSimplex::alphaAccuracy | ( | ) | const [inline] |
Initial value for alpha accuracy calculation (-1.0 off).
Definition at line 686 of file ClpSimplex.hpp.
References alphaAccuracy_.
| void ClpSimplex::setAlphaAccuracy | ( | double | value | ) | [inline] |
Initial value for alpha accuracy calculation (-1.0 off).
Definition at line 688 of file ClpSimplex.hpp.
References alphaAccuracy_.
| void ClpSimplex::setDisasterHandler | ( | ClpDisasterHandler * | handler | ) | [inline] |
| double ClpSimplex::largeValue | ( | ) | const [inline] |
Large bound value (for complementarity etc).
Definition at line 695 of file ClpSimplex.hpp.
References largeValue_.
| void ClpSimplex::setLargeValue | ( | double | value | ) |
Initial value for alpha accuracy calculation (-1.0 off).
| double ClpSimplex::largestPrimalError | ( | ) | const [inline] |
Largest error on Ax-b.
Definition at line 699 of file ClpSimplex.hpp.
References largestPrimalError_.
| double ClpSimplex::largestDualError | ( | ) | const [inline] |
Largest error on basic duals.
Definition at line 702 of file ClpSimplex.hpp.
References largestDualError_.
| void ClpSimplex::setLargestPrimalError | ( | double | value | ) | [inline] |
Largest error on Ax-b.
Definition at line 705 of file ClpSimplex.hpp.
References largestPrimalError_.
| void ClpSimplex::setLargestDualError | ( | double | value | ) | [inline] |
Largest error on basic duals.
Definition at line 708 of file ClpSimplex.hpp.
References largestDualError_.
| int* ClpSimplex::pivotVariable | ( | ) | const [inline] |
Basic variables pivoting on which rows.
Definition at line 711 of file ClpSimplex.hpp.
References pivotVariable_.
| bool ClpSimplex::automaticScaling | ( | ) | const [inline] |
| void ClpSimplex::setAutomaticScaling | ( | bool | onOff | ) | [inline] |
Initial value for alpha accuracy calculation (-1.0 off).
Definition at line 716 of file ClpSimplex.hpp.
References automaticScale_.
| double ClpSimplex::currentDualTolerance | ( | ) | const [inline] |
| void ClpSimplex::setCurrentDualTolerance | ( | double | value | ) | [inline] |
Initial value for alpha accuracy calculation (-1.0 off).
Definition at line 721 of file ClpSimplex.hpp.
References dualTolerance_.
| double ClpSimplex::currentPrimalTolerance | ( | ) | const [inline] |
Current primal tolerance.
Definition at line 724 of file ClpSimplex.hpp.
References primalTolerance_.
| void ClpSimplex::setCurrentPrimalTolerance | ( | double | value | ) | [inline] |
Initial value for alpha accuracy calculation (-1.0 off).
Definition at line 726 of file ClpSimplex.hpp.
References primalTolerance_.
| int ClpSimplex::numberRefinements | ( | ) | const [inline] |
How many iterative refinements to do.
Definition at line 729 of file ClpSimplex.hpp.
References numberRefinements_.
| void ClpSimplex::setNumberRefinements | ( | int | value | ) |
Initial value for alpha accuracy calculation (-1.0 off).
| double ClpSimplex::alpha | ( | ) | const [inline] |
Alpha (pivot element) for use by classes e.g. steepestedge.
Definition at line 733 of file ClpSimplex.hpp.
References alpha_.
| void ClpSimplex::setAlpha | ( | double | value | ) | [inline] |
Initial value for alpha accuracy calculation (-1.0 off).
Definition at line 734 of file ClpSimplex.hpp.
References alpha_.
| double ClpSimplex::dualIn | ( | ) | const [inline] |
Reduced cost of last incoming for use by classes e.g. steepestedge.
Definition at line 736 of file ClpSimplex.hpp.
References dualIn_.
| int ClpSimplex::pivotRow | ( | ) | const [inline] |
Pivot Row for use by classes e.g. steepestedge.
Definition at line 738 of file ClpSimplex.hpp.
References pivotRow_.
| void ClpSimplex::setPivotRow | ( | int | value | ) | [inline] |
Initial value for alpha accuracy calculation (-1.0 off).
Definition at line 739 of file ClpSimplex.hpp.
References pivotRow_.
| double ClpSimplex::valueIncomingDual | ( | ) | const |
value of incoming variable (in Dual)
| int ClpSimplex::gutsOfSolution | ( | double * | givenDuals, | |
| const double * | givenPrimals, | |||
| bool | valuesPass = false | |||
| ) | [protected] |
May change basis and then returns number changed.
Computation of solutions may be overriden by given pi and solution
| void ClpSimplex::gutsOfDelete | ( | int | type | ) | [protected] |
| void ClpSimplex::gutsOfCopy | ( | const ClpSimplex & | rhs | ) | [protected] |
Does most of copying.
| bool ClpSimplex::createRim | ( | int | what, | |
| bool | makeRowCopy = false, |
|||
| int | startFinishOptions = 0 | |||
| ) | [protected] |
puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows (now and columns), (2 bit does column bounds), 4 bit does objective(s).
8 bit does solution scaling in 16 bit does rowArray and columnArray indexed vectors and makes row copy if wanted, also sets columnStart_ etc Also creates scaling arrays if needed. It does scaling if needed. 16 also moves solutions etc in to work arrays On 16 returns false if problem "bad" i.e. matrix or bounds bad If startFinishOptions is -1 then called by user in getSolution so do arrays but keep pivotVariable_
| void ClpSimplex::createRim1 | ( | bool | initial | ) | [protected] |
Does rows and columns.
| void ClpSimplex::createRim4 | ( | bool | initial | ) | [protected] |
Does objective.
| void ClpSimplex::createRim5 | ( | bool | initial | ) | [protected] |
Does rows and columns and objective.
| void ClpSimplex::deleteRim | ( | int | getRidOfFactorizationData = 2 |
) | [protected] |
releases above arrays and does solution scaling out.
May also get rid of factorization data - 0 get rid of nothing, 1 get rid of arrays, 2 also factorization
| bool ClpSimplex::sanityCheck | ( | ) | [protected] |
Sanity check on input rim data (after scaling) - returns true if okay.
| double* ClpSimplex::solutionRegion | ( | int | section | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 788 of file ClpSimplex.hpp.
References columnActivityWork_, and rowActivityWork_.
| double* ClpSimplex::djRegion | ( | int | section | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 790 of file ClpSimplex.hpp.
References reducedCostWork_, and rowReducedCost_.
| double* ClpSimplex::lowerRegion | ( | int | section | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 792 of file ClpSimplex.hpp.
References columnLowerWork_, and rowLowerWork_.
Referenced by ClpNonLinearCost::changeInCost().
| double* ClpSimplex::upperRegion | ( | int | section | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 794 of file ClpSimplex.hpp.
References columnUpperWork_, and rowUpperWork_.
Referenced by ClpNonLinearCost::changeInCost().
| double* ClpSimplex::costRegion | ( | int | section | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 796 of file ClpSimplex.hpp.
References objectiveWork_, and rowObjectiveWork_.
| double* ClpSimplex::solutionRegion | ( | ) | const [inline] |
| double* ClpSimplex::djRegion | ( | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 801 of file ClpSimplex.hpp.
References dj_.
| double* ClpSimplex::lowerRegion | ( | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 803 of file ClpSimplex.hpp.
References lower_.
| double* ClpSimplex::upperRegion | ( | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 805 of file ClpSimplex.hpp.
References upper_.
| double* ClpSimplex::costRegion | ( | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 807 of file ClpSimplex.hpp.
References cost_.
| Status ClpSimplex::getStatus | ( | int | sequence | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 809 of file ClpSimplex.hpp.
References ClpModel::status_.
| void ClpSimplex::setStatus | ( | int | sequence, | |
| Status | status | |||
| ) | [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 811 of file ClpSimplex.hpp.
References ClpModel::status_.
| bool ClpSimplex::startPermanentArrays | ( | ) |
| void ClpSimplex::setInitialDenseFactorization | ( | bool | onOff | ) |
Normally the first factorization does sparse coding because the factorization could be singular.
This allows initial dense factorization when it is known to be safe
| bool ClpSimplex::initialDenseFactorization | ( | ) | const |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
| int ClpSimplex::sequenceIn | ( | ) | const [inline] |
| int ClpSimplex::sequenceOut | ( | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 828 of file ClpSimplex.hpp.
References sequenceOut_.
| void ClpSimplex::setSequenceIn | ( | int | sequence | ) | [inline] |
| void ClpSimplex::setSequenceOut | ( | int | sequence | ) | [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 833 of file ClpSimplex.hpp.
References sequenceOut_.
| int ClpSimplex::directionIn | ( | ) | const [inline] |
| int ClpSimplex::directionOut | ( | ) | const [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 838 of file ClpSimplex.hpp.
References directionOut_.
| void ClpSimplex::setDirectionIn | ( | int | direction | ) | [inline] |
| void ClpSimplex::setDirectionOut | ( | int | direction | ) | [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 843 of file ClpSimplex.hpp.
References directionOut_.
| double ClpSimplex::valueOut | ( | ) | const [inline] |
| int ClpSimplex::isColumn | ( | int | sequence | ) | const [inline] |
Returns 1 if sequence indicates column.
Definition at line 849 of file ClpSimplex.hpp.
References ClpModel::numberColumns_.
| int ClpSimplex::sequenceWithin | ( | int | sequence | ) | const [inline] |
Returns sequence number within section.
Definition at line 852 of file ClpSimplex.hpp.
References ClpModel::numberColumns_.
| double ClpSimplex::solution | ( | int | sequence | ) | [inline] |
| double& ClpSimplex::solutionAddress | ( | int | sequence | ) | [inline] |
Return address of row or column values.
Definition at line 858 of file ClpSimplex.hpp.
References solution_.
| double ClpSimplex::reducedCost | ( | int | sequence | ) | [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 860 of file ClpSimplex.hpp.
References dj_.
| double& ClpSimplex::reducedCostAddress | ( | int | sequence | ) | [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 862 of file ClpSimplex.hpp.
References dj_.
| double ClpSimplex::lower | ( | int | sequence | ) | [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 864 of file ClpSimplex.hpp.
References lower_.
| double& ClpSimplex::lowerAddress | ( | int | sequence | ) | [inline] |
Return address of row or column lower bound.
Definition at line 867 of file ClpSimplex.hpp.
References lower_.
| double ClpSimplex::upper | ( | int | sequence | ) | [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 869 of file ClpSimplex.hpp.
References upper_.
| double& ClpSimplex::upperAddress | ( | int | sequence | ) | [inline] |
Return address of row or column upper bound.
Definition at line 872 of file ClpSimplex.hpp.
References upper_.
| double ClpSimplex::cost | ( | int | sequence | ) | [inline] |
Return row or column sections - not as much needed as it once was.
These just map into single arrays
Definition at line 874 of file ClpSimplex.hpp.
References cost_.
| double& ClpSimplex::costAddress | ( | int | sequence | ) | [inline] |
Return address of row or column cost.
Definition at line 877 of file ClpSimplex.hpp.
References cost_.
| double ClpSimplex::originalLower | ( | int | iSequence | ) | const [inline] |
Return original lower bound.
Definition at line 880 of file ClpSimplex.hpp.
References ClpModel::columnLower_, ClpModel::numberColumns_, and ClpModel::rowLower_.
| double ClpSimplex::originalUpper | ( | int | iSequence | ) | const [inline] |
Return original lower bound.
Definition at line 884 of file ClpSimplex.hpp.
References ClpModel::columnUpper_, ClpModel::numberColumns_, and ClpModel::rowUpper_.
| double ClpSimplex::theta | ( | ) | const [inline] |
| ClpNonLinearCost* ClpSimplex::nonLinearCost | ( | ) | const [inline] |
Return pointer to details of costs.
Definition at line 891 of file ClpSimplex.hpp.
References nonLinearCost_.
| int ClpSimplex::moreSpecialOptions | ( | ) | const [inline] |
Return more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved problem infeasible return 4 bit - keep arrays like upper_ around.
Definition at line 898 of file ClpSimplex.hpp.
References moreSpecialOptions_.
| void ClpSimplex::setMoreSpecialOptions | ( | int | value | ) | [inline] |
Set more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved problem infeasible return 4 bit - keep arrays like upper_ around.
Definition at line 905 of file ClpSimplex.hpp.
References moreSpecialOptions_.
| void ClpSimplex::setFakeBound | ( | int | sequence, | |
| FakeBound | fakeBound | |||
| ) | [inline] |
| FakeBound ClpSimplex::getFakeBound | ( | int | sequence | ) | const [inline] |
| void ClpSimplex::setRowStatus | ( | int | sequence, | |
| Status | status | |||
| ) | [inline] |
Definition at line 918 of file ClpSimplex.hpp.
References ClpModel::numberColumns_, and ClpModel::status_.
| Status ClpSimplex::getRowStatus | ( | int | sequence | ) | const [inline] |
Definition at line 924 of file ClpSimplex.hpp.
References ClpModel::numberColumns_, and ClpModel::status_.
| void ClpSimplex::setColumnStatus | ( | int | sequence, | |
| Status | status | |||
| ) | [inline] |
| Status ClpSimplex::getColumnStatus | ( | int | sequence | ) | const [inline] |
| void ClpSimplex::setPivoted | ( | int | sequence | ) | [inline] |
| void ClpSimplex::clearPivoted | ( | int | sequence | ) | [inline] |
| bool ClpSimplex::pivoted | ( | int | sequence | ) | const [inline] |
| void ClpSimplex::setFlagged | ( | int | sequence | ) |
To flag a variable (not inline to allow for column generation).
| void ClpSimplex::clearFlagged | ( | int | sequence | ) | [inline] |
| bool ClpSimplex::flagged | ( | int | sequence | ) | const [inline] |
| void ClpSimplex::setActive | ( | int | iRow | ) | [inline] |
To say row active in primal pivot row choice.
Definition at line 949 of file ClpSimplex.hpp.
References ClpModel::status_.
| void ClpSimplex::clearActive | ( | int | iRow | ) | [inline] |
| bool ClpSimplex::active | ( | int | iRow | ) | const [inline] |
| void ClpSimplex::createStatus | ( | ) |
Set up status array (can be used by OsiClp).
Also can be used to set up all slack basis
| void ClpSimplex::allSlackBasis | ( | bool | resetSolution = false |
) |
Sets up all slack basis and resets solution to as it was after initial load or readMps.
| int ClpSimplex::lastBadIteration | ( | ) | const [inline] |
So we know when to be cautious.
Definition at line 967 of file ClpSimplex.hpp.
References lastBadIteration_.
| int ClpSimplex::progressFlag | ( | ) | const [inline] |
Progress flag - at present 0 bit says artificials out.
Definition at line 970 of file ClpSimplex.hpp.
References progressFlag_.
| void ClpSimplex::forceFactorization | ( | int | value | ) | [inline] |
Force re-factorization early.
Definition at line 973 of file ClpSimplex.hpp.
References forceFactorization_.
| double ClpSimplex::rawObjectiveValue | ( | ) | const [inline] |
Raw objective value (so always minimize in primal).
Reimplemented from ClpModel.
Definition at line 976 of file ClpSimplex.hpp.
References ClpModel::objectiveValue_.
| void ClpSimplex::computeObjectiveValue | ( | bool | useWorkingSolution = false |
) |
Compute objective value from solution and put in objectiveValue_.
| double ClpSimplex::computeInternalObjectiveValue | ( | ) |
Compute minimization objective value from internal solution without perturbation.
| int ClpSimplex::numberExtraRows | ( | ) | const [inline] |
Number of extra rows.
These are ones which will be dynamically created each iteration. This is for GUB but may have other uses.
Definition at line 985 of file ClpSimplex.hpp.
References numberExtraRows_.
| int ClpSimplex::maximumBasic | ( | ) | const [inline] |
Maximum number of basic variables - can be more than number of rows if GUB.
Definition at line 989 of file ClpSimplex.hpp.
References maximumBasic_.
| int ClpSimplex::baseIteration | ( | ) | const [inline] |
Iteration when we entered dual or primal.
Definition at line 992 of file ClpSimplex.hpp.
References baseIteration_.
| void ClpSimplex::generateCpp | ( | FILE * | fp, | |
| bool | defaultFactor = false | |||
| ) |
Create C++ lines to get to current state.
| ClpFactorization* ClpSimplex::getEmptyFactorization | ( | ) |
Gets clean and emptyish factorization.
| void ClpSimplex::setEmptyFactorization | ( | ) |
May delete or may make clean and emptyish factorization.
| void ClpSimplex::moveInfo | ( | const ClpSimplex & | rhs, | |
| bool | justStatus = false | |||
| ) |
Move status and solution across.
| void ClpSimplex::getBInvARow | ( | int | row, | |
| double * | z, | |||
| double * | slack = NULL | |||
| ) |
Get a row of the tableau (slack part in slack if not NULL).
| void ClpSimplex::getBInvRow | ( | int | row, | |
| double * | z | |||
| ) |
Get a row of the basis inverse.
| void ClpSimplex::getBInvACol | ( | int | col, | |
| double * | vec | |||
| ) |
Get a column of the tableau.
| void ClpSimplex::getBInvCol | ( | int | col, | |
| double * | vec | |||
| ) |
Get a column of the basis inverse.
| void ClpSimplex::getBasics | ( | int * | index | ) |
Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()).
| void ClpSimplex::setObjectiveCoefficient | ( | int | elementIndex, | |
| double | elementValue | |||
| ) |
| void ClpSimplex::setObjCoeff | ( | int | elementIndex, | |
| double | elementValue | |||
| ) | [inline] |
Set an objective function coefficient.
Reimplemented from ClpModel.
Definition at line 1033 of file ClpSimplex.hpp.
References setObjectiveCoefficient().
| void ClpSimplex::setColumnLower | ( | int | elementIndex, | |
| double | elementValue | |||
| ) |
Set a single column lower bound
Use -DBL_MAX for -infinity.
Reimplemented from ClpModel.
Referenced by setColLower().
| void ClpSimplex::setColumnUpper | ( | int | elementIndex, | |
| double | elementValue | |||
| ) |
Set a single column upper bound
Use DBL_MAX for infinity.
Reimplemented from ClpModel.
Referenced by setColUpper().
| void ClpSimplex::setColumnBounds | ( | int | elementIndex, | |
| double | lower, | |||
| double | upper | |||
| ) |
Set a single column lower and upper bound.
Reimplemented from ClpModel.
Referenced by setColBounds().
| void ClpSimplex::setColumnSetBounds | ( | const int * | indexFirst, | |
| const int * | indexLast, | |||
| const double * | boundList | |||
| ) |
Set the bounds on a number of columns simultaneously
The default implementation just invokes setColLower() and setColUpper() over and over again.
| indexFirst,indexLast | pointers to the beginning and after the end of the array of the indices of the variables whose either bound changes | |
| boundList | the new lower/upper bound pairs for the variables |
Reimplemented from ClpModel.
Referenced by setColSetBounds().
| void ClpSimplex::setColLower | ( | int | elementIndex, | |
| double | elementValue | |||
| ) | [inline] |
Set a single column lower bound
Use -DBL_MAX for -infinity.
Reimplemented from ClpModel.
Definition at line 1062 of file ClpSimplex.hpp.
References setColumnLower().
| void ClpSimplex::setColUpper | ( | int | elementIndex, | |
| double | elementValue | |||
| ) | [inline] |
Set a single column upper bound
Use DBL_MAX for infinity.
Reimplemented from ClpModel.
Definition at line 1066 of file ClpSimplex.hpp.
References setColumnUpper().
| void ClpSimplex::setColBounds | ( | int | elementIndex, | |
| double | lower, | |||
| double | upper | |||
| ) | [inline] |
Set a single column lower and upper bound.
Reimplemented from ClpModel.
Definition at line 1070 of file ClpSimplex.hpp.
References setColumnBounds().
| void ClpSimplex::setColSetBounds | ( | const int * | indexFirst, | |
| const int * | indexLast, | |||
| const double * | boundList | |||
| ) | [inline] |
Set the bounds on a number of columns simultaneously
.
| indexFirst,indexLast | pointers to the beginning and after the end of the array of the indices of the variables whose either bound changes | |
| boundList | the new lower/upper bound pairs for the variables |
Reimplemented from ClpModel.
Definition at line 1080 of file ClpSimplex.hpp.
References setColumnSetBounds().
| void ClpSimplex::setRowLower | ( | int | elementIndex, | |
| double | elementValue | |||
| ) |
| void ClpSimplex::setRowUpper | ( | int | elementIndex, | |
| double | elementValue | |||
| ) |
| void ClpSimplex::setRowBounds | ( | int | elementIndex, | |
| double | lower, | |||
| double | upper | |||
| ) |
| void ClpSimplex::setRowSetBounds | ( | const int * | indexFirst, | |
| const int * | indexLast, | |||
| const double * | boundList | |||
| ) |
Set the bounds on a number of rows simultaneously
.
| indexFirst,indexLast | pointers to the beginning and after the end of the array of the indices of the constraints whose either bound changes | |
| boundList | the new lower/upper bound pairs for the constraints |
Reimplemented from ClpModel.
friend class OsiClpSolverInterface [friend] |
| void ClpSimplexUnitTest | ( | const std::string & | mpsDir | ) | [friend] |
A function that tests the methods in the ClpSimplex class.
The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging.
It also does some testing of ClpFactorization class
double ClpSimplex::columnPrimalInfeasibility_ [protected] |
double ClpSimplex::rowPrimalInfeasibility_ [protected] |
int ClpSimplex::columnPrimalSequence_ [protected] |
int ClpSimplex::rowPrimalSequence_ [protected] |
double ClpSimplex::columnDualInfeasibility_ [protected] |
double ClpSimplex::rowDualInfeasibility_ [protected] |
int ClpSimplex::moreSpecialOptions_ [protected] |
More special options - see set for details.
Definition at line 1131 of file ClpSimplex.hpp.
Referenced by moreSpecialOptions(), and setMoreSpecialOptions().
int ClpSimplex::baseIteration_ [protected] |
Iteration when we entered dual or primal.
Definition at line 1133 of file ClpSimplex.hpp.
Referenced by baseIteration().
double ClpSimplex::primalToleranceToGetOptimal_ [protected] |
Primal tolerance needed to make dual feasible (<largeTolerance).
Definition at line 1135 of file ClpSimplex.hpp.
double ClpSimplex::remainingDualInfeasibility_ [protected] |
double ClpSimplex::largeValue_ [protected] |
Large bound value (for complementarity etc).
Definition at line 1139 of file ClpSimplex.hpp.
Referenced by largeValue().
double ClpSimplex::largestPrimalError_ [protected] |
Largest error on Ax-b.
Definition at line 1141 of file ClpSimplex.hpp.
Referenced by largestPrimalError(), and setLargestPrimalError().
double ClpSimplex::largestDualError_ [protected] |
Largest error on basic duals.
Definition at line 1143 of file ClpSimplex.hpp.
Referenced by largestDualError(), and setLargestDualError().
double ClpSimplex::alphaAccuracy_ [protected] |
For computing whether to re-factorize.
Definition at line 1145 of file ClpSimplex.hpp.
Referenced by alphaAccuracy(), and setAlphaAccuracy().
double ClpSimplex::dualBound_ [protected] |
double ClpSimplex::alpha_ [protected] |
Alpha (pivot element).
Definition at line 1149 of file ClpSimplex.hpp.
Referenced by alpha(), and setAlpha().
double ClpSimplex::theta_ [protected] |
double ClpSimplex::lowerIn_ [protected] |
double ClpSimplex::valueIn_ [protected] |
double ClpSimplex::upperIn_ [protected] |
double ClpSimplex::dualIn_ [protected] |
Reduced cost of In variable.
Definition at line 1159 of file ClpSimplex.hpp.
Referenced by dualIn().
double ClpSimplex::lowerOut_ [protected] |
double ClpSimplex::valueOut_ [protected] |
double ClpSimplex::upperOut_ [protected] |
double ClpSimplex::dualOut_ [protected] |
double ClpSimplex::dualTolerance_ [protected] |
Current dual tolerance for algorithm.
Definition at line 1169 of file ClpSimplex.hpp.
Referenced by currentDualTolerance(), and setCurrentDualTolerance().
double ClpSimplex::primalTolerance_ [protected] |
Current primal tolerance for algorithm.
Definition at line 1171 of file ClpSimplex.hpp.
Referenced by currentPrimalTolerance(), and setCurrentPrimalTolerance().
double ClpSimplex::sumDualInfeasibilities_ [protected] |
Sum of dual infeasibilities.
Definition at line 1173 of file ClpSimplex.hpp.
Referenced by setSumDualInfeasibilities(), and sumDualInfeasibilities().
double ClpSimplex::sumPrimalInfeasibilities_ [protected] |
Sum of primal infeasibilities.
Definition at line 1175 of file ClpSimplex.hpp.
Referenced by setSumPrimalInfeasibilities(), and sumPrimalInfeasibilities().
double ClpSimplex::infeasibilityCost_ [protected] |
Weight assigned to being infeasible in primal.
Definition at line 1177 of file ClpSimplex.hpp.
Referenced by infeasibilityCost().
double ClpSimplex::sumOfRelaxedDualInfeasibilities_ [protected] |
Sum of Dual infeasibilities using tolerance based on error in duals.
Definition at line 1179 of file ClpSimplex.hpp.
Referenced by setSumOfRelaxedDualInfeasibilities(), and sumOfRelaxedDualInfeasibilities().
double ClpSimplex::sumOfRelaxedPrimalInfeasibilities_ [protected] |
Sum of Primal infeasibilities using tolerance based on error in primals.
Definition at line 1181 of file ClpSimplex.hpp.
Referenced by setSumOfRelaxedPrimalInfeasibilities(), and sumOfRelaxedPrimalInfeasibilities().
double ClpSimplex::acceptablePivot_ [protected] |
double* ClpSimplex::lower_ [protected] |
Working copy of lower bounds (Owner of arrays below).
Definition at line 1185 of file ClpSimplex.hpp.
Referenced by lower(), lowerAddress(), and lowerRegion().
double* ClpSimplex::rowLowerWork_ [protected] |
Row lower bounds - working copy.
Definition at line 1187 of file ClpSimplex.hpp.
Referenced by lowerRegion().
double* ClpSimplex::columnLowerWork_ [protected] |
Column lower bounds - working copy.
Definition at line 1189 of file ClpSimplex.hpp.
Referenced by lowerRegion().
double* ClpSimplex::upper_ [protected] |
Working copy of upper bounds (Owner of arrays below).
Definition at line 1191 of file ClpSimplex.hpp.
Referenced by upper(), upperAddress(), and upperRegion().
double* ClpSimplex::rowUpperWork_ [protected] |
Row upper bounds - working copy.
Definition at line 1193 of file ClpSimplex.hpp.
Referenced by upperRegion().
double* ClpSimplex::columnUpperWork_ [protected] |
Column upper bounds - working copy.
Definition at line 1195 of file ClpSimplex.hpp.
Referenced by upperRegion().
double* ClpSimplex::cost_ [protected] |
Working copy of objective (Owner of arrays below).
Definition at line 1197 of file ClpSimplex.hpp.
Referenced by cost(), costAddress(), and costRegion().
double* ClpSimplex::rowObjectiveWork_ [protected] |
Row objective - working copy.
Definition at line 1199 of file ClpSimplex.hpp.
Referenced by costRegion().
double* ClpSimplex::objectiveWork_ [protected] |
Column objective - working copy.
Definition at line 1201 of file ClpSimplex.hpp.
Referenced by costRegion().
CoinIndexedVector* ClpSimplex::rowArray_[6] [protected] |
CoinIndexedVector* ClpSimplex::columnArray_[6] [protected] |
Useful column length arrays.
Definition at line 1205 of file ClpSimplex.hpp.
Referenced by columnArray().
int ClpSimplex::sequenceIn_ [protected] |
Sequence of In variable.
Definition at line 1207 of file ClpSimplex.hpp.
Referenced by sequenceIn(), and setSequenceIn().
int ClpSimplex::directionIn_ [protected] |
Direction of In, 1 going up, -1 going down, 0 not a clude.
Definition at line 1209 of file ClpSimplex.hpp.
Referenced by directionIn(), and setDirectionIn().
int ClpSimplex::sequenceOut_ [protected] |
Sequence of Out variable.
Definition at line 1211 of file ClpSimplex.hpp.
Referenced by sequenceOut(), and setSequenceOut().
int ClpSimplex::directionOut_ [protected] |
Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.
Definition at line 1213 of file ClpSimplex.hpp.
Referenced by directionOut(), and setDirectionOut().
int ClpSimplex::pivotRow_ [protected] |
Pivot Row.
Definition at line 1215 of file ClpSimplex.hpp.
Referenced by pivotRow(), and setPivotRow().
int ClpSimplex::lastGoodIteration_ [protected] |
Last good iteration (immediately after a re-factorization).
Definition at line 1217 of file ClpSimplex.hpp.
double* ClpSimplex::dj_ [protected] |
Working copy of reduced costs (Owner of arrays below).
Definition at line 1219 of file ClpSimplex.hpp.
Referenced by djRegion(), reducedCost(), and reducedCostAddress().
double* ClpSimplex::rowReducedCost_ [protected] |
Reduced costs of slacks not same as duals (or - duals).
Definition at line 1221 of file ClpSimplex.hpp.
Referenced by djRegion().
double* ClpSimplex::reducedCostWork_ [protected] |
Possible scaled reduced costs.
Definition at line 1223 of file ClpSimplex.hpp.
Referenced by djRegion().
double* ClpSimplex::solution_ [protected] |
Working copy of primal solution (Owner of arrays below).
Definition at line 1225 of file ClpSimplex.hpp.
Referenced by solution(), solutionAddress(), and solutionRegion().
double* ClpSimplex::rowActivityWork_ [protected] |
Row activities - working copy.
Definition at line 1227 of file ClpSimplex.hpp.
Referenced by solutionRegion().
double* ClpSimplex::columnActivityWork_ [protected] |
Column activities - working copy.
Definition at line 1229 of file ClpSimplex.hpp.
Referenced by solutionRegion().
ClpSimplex* ClpSimplex::auxiliaryModel_ [protected] |
Auxiliary model.
Definition at line 1231 of file ClpSimplex.hpp.
Referenced by usingAuxiliaryModel().
int ClpSimplex::numberDualInfeasibilities_ [protected] |
Number of dual infeasibilities.
Definition at line 1233 of file ClpSimplex.hpp.
Referenced by dualFeasible(), numberDualInfeasibilities(), and setNumberDualInfeasibilities().
int ClpSimplex::numberDualInfeasibilitiesWithoutFree_ [protected] |
Number of dual infeasibilities (without free).
Definition at line 1235 of file ClpSimplex.hpp.
Referenced by numberDualInfeasibilitiesWithoutFree().
int ClpSimplex::numberPrimalInfeasibilities_ [protected] |
Number of primal infeasibilities.
Definition at line 1237 of file ClpSimplex.hpp.
Referenced by numberPrimalInfeasibilities(), primalFeasible(), and setNumberPrimalInfeasibilities().
int ClpSimplex::numberRefinements_ [protected] |
How many iterative refinements to do.
Definition at line 1239 of file ClpSimplex.hpp.
Referenced by numberRefinements().
ClpDualRowPivot* ClpSimplex::dualRowPivot_ [protected] |
ClpPrimalColumnPivot* ClpSimplex::primalColumnPivot_ [protected] |
int* ClpSimplex::pivotVariable_ [protected] |
Basic variables pivoting on which rows.
Definition at line 1245 of file ClpSimplex.hpp.
Referenced by pivotVariable().
ClpFactorization* ClpSimplex::factorization_ [protected] |
double* ClpSimplex::savedSolution_ [protected] |
int ClpSimplex::numberTimesOptimal_ [protected] |
Number of times code has tentatively thought optimal.
Definition at line 1251 of file ClpSimplex.hpp.
ClpDisasterHandler* ClpSimplex::disasterArea_ [protected] |
Disaster handler.
Definition at line 1253 of file ClpSimplex.hpp.
Referenced by setDisasterHandler().
int ClpSimplex::changeMade_ [protected] |
If change has been made (first attempt at stopping looping).
Definition at line 1255 of file ClpSimplex.hpp.
int ClpSimplex::algorithm_ [protected] |
Algorithm >0 == Primal, <0 == Dual.
Definition at line 1257 of file ClpSimplex.hpp.
Referenced by algorithm(), and setAlgorithm().
int ClpSimplex::forceFactorization_ [protected] |
Now for some reliability aids This forces re-factorization early.
Definition at line 1260 of file ClpSimplex.hpp.
Referenced by forceFactorization().
int ClpSimplex::perturbation_ [protected] |
Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100.
Definition at line 1268 of file ClpSimplex.hpp.
Referenced by perturbation().
unsigned char* ClpSimplex::saveStatus_ [protected] |
ClpNonLinearCost* ClpSimplex::nonLinearCost_ [protected] |
Very wasteful way of dealing with infeasibilities in primal.
However it will allow non-linearities and use of dual analysis. If it doesn't work it can easily be replaced.
Definition at line 1275 of file ClpSimplex.hpp.
Referenced by nonLinearCost().
int ClpSimplex::lastBadIteration_ [protected] |
So we know when to be cautious.
Definition at line 1277 of file ClpSimplex.hpp.
Referenced by lastBadIteration().
int ClpSimplex::lastFlaggedIteration_ [protected] |
int ClpSimplex::numberFake_ [protected] |
Can be used for count of fake bounds (dual) or fake costs (primal).
Definition at line 1281 of file ClpSimplex.hpp.
int ClpSimplex::numberChanged_ [protected] |
Can be used for count of changed costs (dual) or changed bounds (primal).
Definition at line 1283 of file ClpSimplex.hpp.
int ClpSimplex::progressFlag_ [protected] |
Progress flag - at present 0 bit says artificials out, 1 free in.
Definition at line 1285 of file ClpSimplex.hpp.
Referenced by progressFlag().
int ClpSimplex::firstFree_ [protected] |
int ClpSimplex::numberExtraRows_ [protected] |
Number of extra rows.
These are ones which will be dynamically created each iteration. This is for GUB but may have other uses.
Definition at line 1291 of file ClpSimplex.hpp.
Referenced by numberExtraRows().
int ClpSimplex::maximumBasic_ [protected] |
Maximum number of basic variables - can be more than number of rows if GUB.
Definition at line 1294 of file ClpSimplex.hpp.
Referenced by maximumBasic().
double ClpSimplex::incomingInfeasibility_ [protected] |
For advanced use.
When doing iterative solves things can get nasty so on values pass if incoming solution has largest infeasibility < incomingInfeasibility throw out variables from basis until largest infeasibility < allowedInfeasibility. if allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis.
Defaults are 1.0,10.0
Definition at line 1304 of file ClpSimplex.hpp.
double ClpSimplex::allowedInfeasibility_ [protected] |
Spare int array for passing information [0]!=0 switches on.
Definition at line 1305 of file ClpSimplex.hpp.
int ClpSimplex::automaticScale_ [protected] |
Automatic scaling of objective and rhs and bounds.
Definition at line 1307 of file ClpSimplex.hpp.
Referenced by automaticScaling(), and setAutomaticScaling().
ClpSimplex* ClpSimplex::baseModel_ [protected] |
A copy of model with certain state - normally without cuts.
Definition at line 1309 of file ClpSimplex.hpp.
Referenced by baseModel().
ClpSimplexProgress ClpSimplex::progress_ [protected] |
int ClpSimplex::spareIntArray_[4] [mutable] |
Spare int array for passing information [0]!=0 switches on.
Definition at line 1314 of file ClpSimplex.hpp.
double ClpSimplex::spareDoubleArray_[4] [mutable] |
Spare double array for passing information [0]!=0 switches on.
Definition at line 1316 of file ClpSimplex.hpp.
1.4.7