ClpNonLinearCost Class Reference

#include <ClpNonLinearCost.hpp>

Collaboration diagram for ClpNonLinearCost:

Public Member Functions
Constructors, destructor

	ClpNonLinearCost ()
	Default constructor.
	ClpNonLinearCost (ClpSimplex *model, int method=1)
	Constructor from simplex.
	ClpNonLinearCost (ClpSimplex model, const int starts, const double lower, const double cost)
	Constructor from simplex and list of non-linearities (columns only) First lower of each column has to match real lower Last lower has to be <= upper (if == then cost ignored) This could obviously be changed to make more user friendly.
	~ClpNonLinearCost ()
	Destructor.
	ClpNonLinearCost (const ClpNonLinearCost &)
	Default constructor.
ClpNonLinearCost &	operator= (const ClpNonLinearCost &)
	Default constructor.
Actual work in primal

void	checkInfeasibilities (double oldTolerance=0.0)
	Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero but does not move those <= oldTolerance away.
void	checkInfeasibilities (int numberInArray, const int *index)
	Changes infeasible costs for each variable The indices are row indices and need converting to sequences.
void	checkChanged (int numberInArray, CoinIndexedVector *update)
	Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs.
void	goThru (int numberInArray, double multiplier, const int index, const double work, double *rhs)
	Goes through one bound for each variable.
void	goBack (int numberInArray, const int index, double rhs)
	Takes off last iteration (i.e.
void	goBackAll (const CoinIndexedVector *update)
	Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs.
void	zapCosts ()
	Temporary zeroing of feasible costs.
void	refreshCosts (const double *columnCosts)
	Refreshes costs always makes row costs zero.
void	feasibleBounds ()
	Puts feasible bounds into lower and upper.
double	setOne (int sequence, double solutionValue)
	Sets bounds and cost for one variable Returns change in cost May need to be inline for speed.
void	setOne (int sequence, double solutionValue, double lowerValue, double upperValue, double costValue=0.0)
	Sets bounds and infeasible cost and true cost for one variable This is for gub and column generation etc.
int	setOneOutgoing (int sequence, double &solutionValue)
	Sets bounds and cost for outgoing variable may change value Returns direction.
double	nearest (int sequence, double solutionValue)
	Returns nearest bound.
double	changeInCost (int sequence, double alpha) const
	Returns change in cost - one down if alpha >0.0, up if <0.0 Value is current - new.
double	changeUpInCost (int sequence) const
	Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero but does not move those <= oldTolerance away.
double	changeDownInCost (int sequence) const
	Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero but does not move those <= oldTolerance away.
double	changeInCost (int sequence, double alpha, double &rhs)
	This also updates next bound.
double	lower (int sequence) const
	Returns current lower bound.
double	upper (int sequence) const
	Returns current upper bound.
double	cost (int sequence) const
	Returns current cost.
Gets and sets

int	numberInfeasibilities () const
	Number of infeasibilities.
double	changeInCost () const
	Change in cost.
double	feasibleCost () const
	Feasible cost.
double	feasibleReportCost () const
	Feasible cost with offset and direction (i.e. for reporting).
double	sumInfeasibilities () const
	Sum of infeasibilities.
double	largestInfeasibility () const
	Largest infeasibility.
double	averageTheta () const
	Average theta.
void	setAverageTheta (double value)
	Number of infeasibilities.
void	setChangeInCost (double value)
	Number of infeasibilities.
void	setMethod (int value)
	Number of infeasibilities.
bool	lookBothWays () const
	See if may want to look both ways.
Private functions to deal with infeasible regions

bool	infeasible (int i) const
	For debug.
void	setInfeasible (int i, bool trueFalse)
	For debug.
unsigned char *	statusArray () const
	For debug.
void	validate ()
	For debug.
Private Attributes
Data members

double	changeCost_
	Change in cost because of infeasibilities.
double	feasibleCost_
	Feasible cost.
double	infeasibilityWeight_
	Current infeasibility weight.
double	largestInfeasibility_
	Largest infeasibility.
double	sumInfeasibilities_
	Sum of infeasibilities.
double	averageTheta_
	Average theta - kept here as only for primal.
int	numberRows_
	Number of rows (mainly for checking and copy).
int	numberColumns_
	Number of columns (mainly for checking and copy).
int *	start_
	Starts for each entry (columns then rows).
int *	whichRange_
	Range for each entry (columns then rows).
int *	offset_
	Temporary range offset for each entry (columns then rows).
double *	lower_
	Lower bound for each range (upper bound is next lower).
double *	cost_
	Cost for each range.
ClpSimplex *	model_
	Model.
unsigned int *	infeasible_
	Change in cost because of infeasibilities.
int	numberInfeasibilities_
	Number of infeasibilities found.
unsigned char *	status_
	Contains status at beginning and current.
double *	bound_
	Bound which has been replaced in lower_ or upper_.
double *	cost2_
	Feasible cost array.
int	method_
	Method 1 old, 2 new, 3 both!
bool	convex_
	If all non-linear costs convex.
bool	bothWays_
	If we should look both ways for djs.

Detailed Description

Definition at line 60 of file ClpNonLinearCost.hpp.

Constructor & Destructor Documentation

ClpNonLinearCost::ClpNonLinearCost ( )

Default constructor.

ClpNonLinearCost::ClpNonLinearCost	(	ClpSimplex *	model,
		int	method = `1`
	)

Constructor from simplex.

This will just set up wasteful arrays for linear, but later may do dual analysis and even finding duplicate columns .

ClpNonLinearCost::ClpNonLinearCost	(	ClpSimplex *	model,
		const int *	starts,
		const double *	lower,
		const double *	cost
	)

Constructor from simplex and list of non-linearities (columns only) First lower of each column has to match real lower Last lower has to be <= upper (if == then cost ignored) This could obviously be changed to make more user friendly.

ClpNonLinearCost::~ClpNonLinearCost ( )

Destructor.

ClpNonLinearCost::ClpNonLinearCost ( const ClpNonLinearCost & )

Default constructor.

Member Function Documentation

ClpNonLinearCost& ClpNonLinearCost::operator= ( const ClpNonLinearCost & )

Default constructor.

void ClpNonLinearCost::checkInfeasibilities ( double oldTolerance = 0.0 )

Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero

but does not move those <= oldTolerance away.

void ClpNonLinearCost::checkInfeasibilities	(	int	numberInArray,
		const int *	index
	)

Changes infeasible costs for each variable The indices are row indices and need converting to sequences.

void ClpNonLinearCost::checkChanged	(	int	numberInArray,
		CoinIndexedVector *	update
	)

Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs.

On input array is empty (but indices exist). On exit just changed costs will be stored as normal CoinIndexedVector

void ClpNonLinearCost::goThru	(	int	numberInArray,
		double	multiplier,
		const int *	index,
		const double *	work,
		double *	rhs
	)

Goes through one bound for each variable.

If multiplier*work[iRow]>0 goes down, otherwise up. The indices are row indices and need converting to sequences Temporary offsets may be set Rhs entries are increased

void ClpNonLinearCost::goBack	(	int	numberInArray,
		const int *	index,
		double *	rhs
	)

Takes off last iteration (i.e.

offsets closer to 0)

void ClpNonLinearCost::goBackAll ( const CoinIndexedVector * update )

Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs.

At the end of this all temporary offsets are zero

void ClpNonLinearCost::zapCosts ( )

Temporary zeroing of feasible costs.

void ClpNonLinearCost::refreshCosts ( const double * columnCosts )

Refreshes costs always makes row costs zero.

void ClpNonLinearCost::feasibleBounds ( )

Puts feasible bounds into lower and upper.

double ClpNonLinearCost::setOne	(	int	sequence,
		double	solutionValue
	)

Sets bounds and cost for one variable Returns change in cost May need to be inline for speed.

void ClpNonLinearCost::setOne	(	int	sequence,
		double	solutionValue,
		double	lowerValue,
		double	upperValue,
		double	costValue = `0.0`
	)

Sets bounds and infeasible cost and true cost for one variable This is for gub and column generation etc.

int ClpNonLinearCost::setOneOutgoing	(	int	sequence,
		double &	solutionValue
	)

Sets bounds and cost for outgoing variable may change value Returns direction.

double ClpNonLinearCost::nearest	(	int	sequence,
		double	solutionValue
	)

Returns nearest bound.

double ClpNonLinearCost::changeInCost	(	int	sequence,
		double	alpha
	)			const `[inline]`

Returns change in cost - one down if alpha >0.0, up if <0.0 Value is current - new.

Definition at line 151 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::changeUpInCost ( int sequence ) const [inline]

Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero

but does not move those <= oldTolerance away.

Definition at line 166 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::changeDownInCost ( int sequence ) const [inline]

Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero

but does not move those <= oldTolerance away.

Definition at line 181 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::changeInCost	(	int	sequence,
		double	alpha,
		double &	rhs
	)			`[inline]`

This also updates next bound.

Definition at line 197 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::lower ( int sequence ) const [inline]

Returns current lower bound.

Definition at line 257 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::upper ( int sequence ) const [inline]

Returns current upper bound.

Definition at line 260 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::cost ( int sequence ) const [inline]

Returns current cost.

Definition at line 263 of file ClpNonLinearCost.hpp.

int ClpNonLinearCost::numberInfeasibilities ( ) const [inline]

Number of infeasibilities.

Definition at line 271 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::changeInCost ( ) const [inline]

Change in cost.

Definition at line 274 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::feasibleCost ( ) const [inline]

Feasible cost.

Definition at line 277 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::feasibleReportCost ( ) const

Feasible cost with offset and direction (i.e. for reporting).

double ClpNonLinearCost::sumInfeasibilities ( ) const [inline]

Sum of infeasibilities.

Definition at line 282 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::largestInfeasibility ( ) const [inline]

Largest infeasibility.

Definition at line 285 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::averageTheta ( ) const [inline]

Average theta.

Definition at line 288 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::setAverageTheta ( double value ) [inline]

Number of infeasibilities.

Definition at line 290 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::setChangeInCost ( double value ) [inline]

Number of infeasibilities.

Definition at line 292 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::setMethod ( int value ) [inline]

Number of infeasibilities.

Definition at line 294 of file ClpNonLinearCost.hpp.

bool ClpNonLinearCost::lookBothWays ( ) const [inline]

See if may want to look both ways.

Definition at line 297 of file ClpNonLinearCost.hpp.

bool ClpNonLinearCost::infeasible ( int i ) const [inline]

For debug.

Definition at line 301 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::setInfeasible	(	int	i,
		bool	trueFalse
	)			`[inline]`

For debug.

Definition at line 304 of file ClpNonLinearCost.hpp.

unsigned char* ClpNonLinearCost::statusArray ( ) const [inline]

For debug.

Definition at line 312 of file ClpNonLinearCost.hpp.

void ClpNonLinearCost::validate ( )

For debug.

Member Data Documentation

double ClpNonLinearCost::changeCost_ [private]

Change in cost because of infeasibilities.

Definition at line 322 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::feasibleCost_ [private]

Feasible cost.

Definition at line 324 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::infeasibilityWeight_ [private]

Current infeasibility weight.

Definition at line 326 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::largestInfeasibility_ [private]

Largest infeasibility.

Definition at line 328 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::sumInfeasibilities_ [private]

Sum of infeasibilities.

Definition at line 330 of file ClpNonLinearCost.hpp.

double ClpNonLinearCost::averageTheta_ [private]

Average theta - kept here as only for primal.

Definition at line 332 of file ClpNonLinearCost.hpp.

int ClpNonLinearCost::numberRows_ [private]

Number of rows (mainly for checking and copy).

Definition at line 334 of file ClpNonLinearCost.hpp.

int ClpNonLinearCost::numberColumns_ [private]

Number of columns (mainly for checking and copy).

Definition at line 336 of file ClpNonLinearCost.hpp.

int* ClpNonLinearCost::start_ [private]

Starts for each entry (columns then rows).

Definition at line 338 of file ClpNonLinearCost.hpp.

int* ClpNonLinearCost::whichRange_ [private]

Range for each entry (columns then rows).

Definition at line 340 of file ClpNonLinearCost.hpp.

int* ClpNonLinearCost::offset_ [private]

Temporary range offset for each entry (columns then rows).

Definition at line 342 of file ClpNonLinearCost.hpp.

double* ClpNonLinearCost::lower_ [private]

Lower bound for each range (upper bound is next lower).

For various reasons there is always an infeasible range at bottom - even if lower bound is - infinity

Definition at line 346 of file ClpNonLinearCost.hpp.

double* ClpNonLinearCost::cost_ [private]

Cost for each range.

Definition at line 348 of file ClpNonLinearCost.hpp.

ClpSimplex* ClpNonLinearCost::model_ [private]

Model.

Definition at line 350 of file ClpNonLinearCost.hpp.

unsigned int* ClpNonLinearCost::infeasible_ [private]

Change in cost because of infeasibilities.

Definition at line 352 of file ClpNonLinearCost.hpp.

int ClpNonLinearCost::numberInfeasibilities_ [private]

Number of infeasibilities found.

Definition at line 354 of file ClpNonLinearCost.hpp.

unsigned char* ClpNonLinearCost::status_ [private]

Contains status at beginning and current.

Definition at line 357 of file ClpNonLinearCost.hpp.

double* ClpNonLinearCost::bound_ [private]

Bound which has been replaced in lower_ or upper_.

Definition at line 359 of file ClpNonLinearCost.hpp.

double* ClpNonLinearCost::cost2_ [private]

Feasible cost array.

Definition at line 361 of file ClpNonLinearCost.hpp.

int ClpNonLinearCost::method_ [private]

Method 1 old, 2 new, 3 both!

Definition at line 363 of file ClpNonLinearCost.hpp.

bool ClpNonLinearCost::convex_ [private]

If all non-linear costs convex.

Definition at line 365 of file ClpNonLinearCost.hpp.

bool ClpNonLinearCost::bothWays_ [private]

If we should look both ways for djs.

Definition at line 367 of file ClpNonLinearCost.hpp.

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

/home/coin/svn-release/OptimizationSuite-1.1.0/Clp/src/ClpNonLinearCost.hpp

ClpNonLinearCost Class Reference

Public Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation