ClpInterior Class Reference

This solves LPs using interior point methods. More...

#include <ClpInterior.hpp>

Inheritance diagram for ClpInterior:

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List of all members.

Public Member Functions
Constructors and destructor and copy

	ClpInterior ()
	Default constructor.
	ClpInterior (const ClpInterior &)
	Copy constructor.
	ClpInterior (const ClpModel &)
	Copy constructor from model.
	ClpInterior (const ClpModel wholeModel, int numberRows, const int whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true)
	Subproblem constructor.
ClpInterior &	operator= (const ClpInterior &rhs)
	Assignment operator. This copies the data.
	~ClpInterior ()
	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	readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false)
	Read an mps file from the given filename.
void	borrowModel (ClpModel &otherModel)
	Borrow model.
void	returnModel (ClpModel &otherModel)
	Return model - updates any scalars.
Functions most useful to user

int	pdco ()
	Pdco algorithm - see ClpPdco.hpp for method.
int	pdco (ClpPdcoBase *stuff, Options &options, Info &info, Outfo &outfo)
	Pdco algorithm - see ClpPdco.hpp for method.
int	primalDual ()
	Primal-Dual Predictor-Corrector barrier.
most useful gets and sets

bool	primalFeasible () const
	If problem is primal feasible.
bool	dualFeasible () const
	If problem is dual feasible.
int	algorithm () const
	Current (or last) algorithm.
void	setAlgorithm (int value)
	Set algorithm.
double	sumDualInfeasibilities () const
	Sum of dual infeasibilities.
double	sumPrimalInfeasibilities () const
	Sum of primal infeasibilities.
double	dualObjective () const
	dualObjective.
double	primalObjective () const
	primalObjective.
double	diagonalNorm () const
	diagonalNorm
double	linearPerturbation () const
	linearPerturbation
void	setLinearPerturbation (double value)
	If problem is primal feasible.
double	diagonalPerturbation () const
	diagonalPerturbation
void	setDiagonalPerturbation (double value)
	If problem is primal feasible.
double	gamma () const
	gamma
void	setGamma (double value)
	If problem is primal feasible.
double	delta () const
	delta
void	setDelta (double value)
	If problem is primal feasible.
double	complementarityGap () const
	ComplementarityGap.
double	largestPrimalError () const
	Largest error on Ax-b.
double	largestDualError () const
	Largest error on basic duals.
int	maximumBarrierIterations () const
	Maximum iterations.
void	setMaximumBarrierIterations (int value)
	If problem is primal feasible.
void	setCholesky (ClpCholeskyBase *cholesky)
	Set cholesky (and delete present one).
int	numberFixed () const
	Return number fixed to see if worth presolving.
void	fixFixed (bool reallyFix=true)
	fix variables interior says should be.
double *	primalR () const
	Primal erturbation vector.
double *	dualR () const
	Dual erturbation vector.
public methods

double	rawObjectiveValue () const
	Raw objective value (so always minimize).
int	isColumn (int sequence) const
	Returns 1 if sequence indicates column.
int	sequenceWithin (int sequence) const
	Returns sequence number within section.
void	checkSolution ()
	Checks solution.
double	quadraticDjs (double djRegion, const double solution, double scaleFactor)
	Modifies djs to allow for quadratic.
void	setFixed (int sequence)
	To say a variable is fixed.
void	clearFixed (int sequence)
	Raw objective value (so always minimize).
bool	fixed (int sequence) const
	Raw objective value (so always minimize).
void	setFlagged (int sequence)
	To flag a variable.
void	clearFlagged (int sequence)
	Raw objective value (so always minimize).
bool	flagged (int sequence) const
	Raw objective value (so always minimize).
void	setFixedOrFree (int sequence)
	To say a variable is fixed OR free.
void	clearFixedOrFree (int sequence)
	Raw objective value (so always minimize).
bool	fixedOrFree (int sequence) const
	Raw objective value (so always minimize).
void	setLowerBound (int sequence)
	To say a variable has lower bound.
void	clearLowerBound (int sequence)
	Raw objective value (so always minimize).
bool	lowerBound (int sequence) const
	Raw objective value (so always minimize).
void	setUpperBound (int sequence)
	To say a variable has upper bound.
void	clearUpperBound (int sequence)
	Raw objective value (so always minimize).
bool	upperBound (int sequence) const
	Raw objective value (so always minimize).
void	setFakeLower (int sequence)
	To say a variable has fake lower bound.
void	clearFakeLower (int sequence)
	Raw objective value (so always minimize).
bool	fakeLower (int sequence) const
	Raw objective value (so always minimize).
void	setFakeUpper (int sequence)
	To say a variable has fake upper bound.
void	clearFakeUpper (int sequence)
	Raw objective value (so always minimize).
bool	fakeUpper (int sequence) const
	Raw objective value (so always minimize).
Protected Member Functions
protected methods

void	gutsOfDelete ()
	Does most of deletion.
void	gutsOfCopy (const ClpInterior &rhs)
	Does most of copying.
bool	createWorkingData ()
	Returns true if data looks okay, false if not.
void	deleteWorkingData ()
	Does most of deletion.
bool	sanityCheck ()
	Sanity check on input rim data.
int	housekeeping ()
	This does housekeeping.
Friends
void	ClpInteriorUnitTest (const std::string &mpsDir, const std::string &netlibDir)
	A function that tests the methods in the ClpInterior class.
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
double	largestPrimalError_
	Largest error on Ax-b.
double	largestDualError_
	Largest error on basic duals.
double	sumDualInfeasibilities_
	Sum of dual infeasibilities.
double	sumPrimalInfeasibilities_
	Sum of primal infeasibilities.
double	worstComplementarity_
	Worst complementarity.
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.
ClpLsqr *	lsqrObject_
	Pointer to Lsqr object.
ClpPdcoBase *	pdcoStuff_
	Pointer to stuff.
double	mu_
	Below here is standard barrier stuff mu.
double	objectiveNorm_
	objectiveNorm.
double	rhsNorm_
	rhsNorm.
double	solutionNorm_
	solutionNorm.
double	dualObjective_
	dualObjective.
double	primalObjective_
	primalObjective.
double	diagonalNorm_
	diagonalNorm.
double	stepLength_
	stepLength
double	linearPerturbation_
	linearPerturbation
double	diagonalPerturbation_
	diagonalPerturbation
double	gamma_
	Largest error on Ax-b.
double	delta_
	Largest error on Ax-b.
double	targetGap_
	targetGap
double	projectionTolerance_
	projectionTolerance
double	maximumRHSError_
	maximumRHSError. maximum Ax
double	maximumBoundInfeasibility_
	maximumBoundInfeasibility.
double	maximumDualError_
	maximumDualError.
double	diagonalScaleFactor_
	diagonalScaleFactor.
double	scaleFactor_
	scaleFactor. For scaling objective
double	actualPrimalStep_
	actualPrimalStep
double	actualDualStep_
	actualDualStep
double	smallestInfeasibility_
	smallestInfeasibility
double	historyInfeasibility_ [LENGTH_HISTORY]
	Largest error on Ax-b.
double	complementarityGap_
	complementarityGap.
double	baseObjectiveNorm_
	baseObjectiveNorm
double	worstDirectionAccuracy_
	worstDirectionAccuracy
double	maximumRHSChange_
	maximumRHSChange
double *	errorRegion_
	errorRegion. i.e. Ax
double *	rhsFixRegion_
	rhsFixRegion.
double *	upperSlack_
	upperSlack
double *	lowerSlack_
	lowerSlack
double *	diagonal_
	diagonal
double *	solution_
	solution
double *	workArray_
	work array
double *	deltaX_
	delta X
double *	deltaY_
	delta Y
double *	deltaZ_
	deltaZ.
double *	deltaW_
	deltaW.
double *	deltaSU_
	deltaS.
double *	deltaSL_
	Largest error on Ax-b.
double *	primalR_
	Primal regularization array.
double *	dualR_
	Dual regularization array.
double *	rhsB_
	rhs B
double *	rhsU_
	rhsU.
double *	rhsL_
	rhsL.
double *	rhsZ_
	rhsZ.
double *	rhsW_
	rhsW.
double *	rhsC_
	rhs C
double *	zVec_
	zVec
double *	wVec_
	wVec
ClpCholeskyBase *	cholesky_
	cholesky.
int	numberComplementarityPairs_
	numberComplementarityPairs i.e. ones with lower and/or upper bounds (not fixed)
int	numberComplementarityItems_
	numberComplementarityItems_ i.e. number of active bounds
int	maximumBarrierIterations_
	Maximum iterations.
bool	gonePrimalFeasible_
	gonePrimalFeasible.
bool	goneDualFeasible_
	goneDualFeasible.
int	algorithm_
	Which algorithm being used.
double	xsize_
	Largest error on Ax-b.
double	zsize_
	Largest error on Ax-b.
double *	rhs_
	Rhs.
double *	x_
	Largest error on Ax-b.
double *	y_
	Largest error on Ax-b.
double *	dj_
	Largest error on Ax-b.

Detailed Description

This solves LPs using interior point methods.

It inherits from ClpModel and all its arrays are created at algorithm time.

Definition at line 71 of file ClpInterior.hpp.

Constructor & Destructor Documentation

ClpInterior::ClpInterior ( )

Default constructor.

ClpInterior::ClpInterior ( const ClpInterior & )

Copy constructor.

ClpInterior::ClpInterior ( const ClpModel & )

Copy constructor from model.

ClpInterior::ClpInterior	(	const ClpModel *	wholeModel,
		int	numberRows,
		const int *	whichRows,
		int	numberColumns,
		const int *	whichColumns,
		bool	dropNames = `true`,
		bool	dropIntegers = `true`
	)

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

ClpInterior::~ClpInterior ( )

Destructor.

Member Function Documentation

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

Assignment operator. This copies the data.

Reimplemented from ClpModel.

void ClpInterior::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 ClpInterior::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.

Reimplemented from ClpModel.

void ClpInterior::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 ClpInterior::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.

Reimplemented from ClpModel.

int ClpInterior::readMps	(	const char *	filename,
		bool	keepNames = `false`,
		bool	ignoreErrors = `false`
	)

Read an mps file from the given filename.

Reimplemented from ClpModel.

void ClpInterior::borrowModel ( ClpModel & otherModel )

Borrow model.

This is so we dont have to copy large amounts of data around. It assumes a derived class wants to overwrite an empty model with a real one - while it does an algorithm. This is same as ClpModel one.

void ClpInterior::returnModel ( ClpModel & otherModel )

Return model - updates any scalars.

int ClpInterior::pdco ( )

Pdco algorithm - see ClpPdco.hpp for method.

Reimplemented in ClpPdco.

int ClpInterior::pdco	(	ClpPdcoBase *	stuff,
		Options &	options,
		Info &	info,
		Outfo &	outfo
	)

Pdco algorithm - see ClpPdco.hpp for method.

Reimplemented in ClpPdco.

int ClpInterior::primalDual ( )

Primal-Dual Predictor-Corrector barrier.

bool ClpInterior::primalFeasible ( ) const [inline]

If problem is primal feasible.

Definition at line 164 of file ClpInterior.hpp.

bool ClpInterior::dualFeasible ( ) const [inline]

If problem is dual feasible.

Definition at line 167 of file ClpInterior.hpp.

int ClpInterior::algorithm ( ) const [inline]

Current (or last) algorithm.

Definition at line 170 of file ClpInterior.hpp.

void ClpInterior::setAlgorithm ( int value ) [inline]

Set algorithm.

Definition at line 173 of file ClpInterior.hpp.

double ClpInterior::sumDualInfeasibilities ( ) const [inline]

Sum of dual infeasibilities.

Definition at line 176 of file ClpInterior.hpp.

double ClpInterior::sumPrimalInfeasibilities ( ) const [inline]

Sum of primal infeasibilities.

Definition at line 179 of file ClpInterior.hpp.

double ClpInterior::dualObjective ( ) const [inline]

dualObjective.

Definition at line 182 of file ClpInterior.hpp.

double ClpInterior::primalObjective ( ) const [inline]

primalObjective.

Definition at line 185 of file ClpInterior.hpp.

double ClpInterior::diagonalNorm ( ) const [inline]

diagonalNorm

Definition at line 188 of file ClpInterior.hpp.

double ClpInterior::linearPerturbation ( ) const [inline]

linearPerturbation

Definition at line 191 of file ClpInterior.hpp.

void ClpInterior::setLinearPerturbation ( double value ) [inline]

If problem is primal feasible.

Definition at line 193 of file ClpInterior.hpp.

double ClpInterior::diagonalPerturbation ( ) const [inline]

diagonalPerturbation

Definition at line 196 of file ClpInterior.hpp.

void ClpInterior::setDiagonalPerturbation ( double value ) [inline]

If problem is primal feasible.

Definition at line 198 of file ClpInterior.hpp.

double ClpInterior::gamma ( ) const [inline]

gamma

Definition at line 201 of file ClpInterior.hpp.

void ClpInterior::setGamma ( double value ) [inline]

If problem is primal feasible.

Definition at line 203 of file ClpInterior.hpp.

double ClpInterior::delta ( ) const [inline]

delta

Definition at line 206 of file ClpInterior.hpp.

void ClpInterior::setDelta ( double value ) [inline]

If problem is primal feasible.

Definition at line 208 of file ClpInterior.hpp.

double ClpInterior::complementarityGap ( ) const [inline]

ComplementarityGap.

Definition at line 211 of file ClpInterior.hpp.

double ClpInterior::largestPrimalError ( ) const [inline]

Largest error on Ax-b.

Definition at line 218 of file ClpInterior.hpp.

double ClpInterior::largestDualError ( ) const [inline]

Largest error on basic duals.

Definition at line 221 of file ClpInterior.hpp.

int ClpInterior::maximumBarrierIterations ( ) const [inline]

Maximum iterations.

Definition at line 224 of file ClpInterior.hpp.

void ClpInterior::setMaximumBarrierIterations ( int value ) [inline]

If problem is primal feasible.

Definition at line 226 of file ClpInterior.hpp.

void ClpInterior::setCholesky ( ClpCholeskyBase * cholesky )

Set cholesky (and delete present one).

int ClpInterior::numberFixed ( ) const

Return number fixed to see if worth presolving.

void ClpInterior::fixFixed ( bool reallyFix = true )

fix variables interior says should be.

If reallyFix false then just set values to exact bounds

double* ClpInterior::primalR ( ) const [inline]

Primal erturbation vector.

Definition at line 236 of file ClpInterior.hpp.

double* ClpInterior::dualR ( ) const [inline]

Dual erturbation vector.

Definition at line 239 of file ClpInterior.hpp.

void ClpInterior::gutsOfDelete ( ) [protected]

Does most of deletion.

void ClpInterior::gutsOfCopy ( const ClpInterior & rhs ) [protected]

Does most of copying.

bool ClpInterior::createWorkingData ( ) [protected]

Returns true if data looks okay, false if not.

void ClpInterior::deleteWorkingData ( ) [protected]

Does most of deletion.

bool ClpInterior::sanityCheck ( ) [protected]

Sanity check on input rim data.

int ClpInterior::housekeeping ( ) [protected]

This does housekeeping.

double ClpInterior::rawObjectiveValue ( ) const [inline]

Raw objective value (so always minimize).

Reimplemented from ClpModel.

Definition at line 262 of file ClpInterior.hpp.

int ClpInterior::isColumn ( int sequence ) const [inline]

Returns 1 if sequence indicates column.

Definition at line 265 of file ClpInterior.hpp.

int ClpInterior::sequenceWithin ( int sequence ) const [inline]

Returns sequence number within section.

Definition at line 268 of file ClpInterior.hpp.

void ClpInterior::checkSolution ( )

Checks solution.

double ClpInterior::quadraticDjs	(	double *	djRegion,
		const double *	solution,
		double	scaleFactor
	)

Modifies djs to allow for quadratic.

returns quadratic offset

void ClpInterior::setFixed ( int sequence ) [inline]

To say a variable is fixed.

Definition at line 278 of file ClpInterior.hpp.

void ClpInterior::clearFixed ( int sequence ) [inline]

Raw objective value (so always minimize).

Definition at line 282 of file ClpInterior.hpp.

bool ClpInterior::fixed ( int sequence ) const [inline]

Raw objective value (so always minimize).

Definition at line 286 of file ClpInterior.hpp.

void ClpInterior::setFlagged ( int sequence ) [inline]

To flag a variable.

Definition at line 290 of file ClpInterior.hpp.

void ClpInterior::clearFlagged ( int sequence ) [inline]

Raw objective value (so always minimize).

Definition at line 294 of file ClpInterior.hpp.

bool ClpInterior::flagged ( int sequence ) const [inline]

Raw objective value (so always minimize).

Definition at line 298 of file ClpInterior.hpp.

void ClpInterior::setFixedOrFree ( int sequence ) [inline]

To say a variable is fixed OR free.

Definition at line 302 of file ClpInterior.hpp.

void ClpInterior::clearFixedOrFree ( int sequence ) [inline]

Raw objective value (so always minimize).

Definition at line 306 of file ClpInterior.hpp.

bool ClpInterior::fixedOrFree ( int sequence ) const [inline]

Raw objective value (so always minimize).

Definition at line 310 of file ClpInterior.hpp.

void ClpInterior::setLowerBound ( int sequence ) [inline]

To say a variable has lower bound.

Definition at line 314 of file ClpInterior.hpp.

void ClpInterior::clearLowerBound ( int sequence ) [inline]

Raw objective value (so always minimize).

Definition at line 318 of file ClpInterior.hpp.

bool ClpInterior::lowerBound ( int sequence ) const [inline]

Raw objective value (so always minimize).

Definition at line 322 of file ClpInterior.hpp.

void ClpInterior::setUpperBound ( int sequence ) [inline]

To say a variable has upper bound.

Definition at line 326 of file ClpInterior.hpp.

void ClpInterior::clearUpperBound ( int sequence ) [inline]

Raw objective value (so always minimize).

Definition at line 330 of file ClpInterior.hpp.

bool ClpInterior::upperBound ( int sequence ) const [inline]

Raw objective value (so always minimize).

Definition at line 334 of file ClpInterior.hpp.

void ClpInterior::setFakeLower ( int sequence ) [inline]

To say a variable has fake lower bound.

Definition at line 338 of file ClpInterior.hpp.

void ClpInterior::clearFakeLower ( int sequence ) [inline]

Raw objective value (so always minimize).

Definition at line 342 of file ClpInterior.hpp.

bool ClpInterior::fakeLower ( int sequence ) const [inline]

Raw objective value (so always minimize).

Definition at line 346 of file ClpInterior.hpp.

void ClpInterior::setFakeUpper ( int sequence ) [inline]

To say a variable has fake upper bound.

Definition at line 350 of file ClpInterior.hpp.

void ClpInterior::clearFakeUpper ( int sequence ) [inline]

Raw objective value (so always minimize).

Definition at line 354 of file ClpInterior.hpp.

bool ClpInterior::fakeUpper ( int sequence ) const [inline]

Raw objective value (so always minimize).

Definition at line 358 of file ClpInterior.hpp.

Friends And Related Function Documentation

void ClpInteriorUnitTest	(	const std::string &	mpsDir,
		const std::string &	netlibDir
	)			`[friend]`

A function that tests the methods in the ClpInterior 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