ClpSimplexNonlinear Class Reference

This solves non-linear LPs using the primal simplex method. More...

#include <ClpSimplexNonlinear.hpp>

Inheritance diagram for ClpSimplexNonlinear:

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Collaboration diagram for ClpSimplexNonlinear:

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List of all members.

Public Member Functions
Description of algorithm
int	primal ()
	Primal algorithms for reduced gradient At present we have two algorithms:.
int	primalSLP (int numberPasses, double deltaTolerance)
	Primal algorithm for quadratic Using a semi-trust region approach as for pooling problem This is in because I have it lying around.
int	primalSLP (int numberConstraints, ClpConstraint **constraints, int numberPasses, double deltaTolerance)
	Primal algorithm for nonlinear constraints Using a semi-trust region approach as for pooling problem This is in because I have it lying around.
void	directionVector (CoinIndexedVector *longArray, CoinIndexedVector *spare1, CoinIndexedVector *spare2, int mode, double &normFlagged, double &normUnflagged, int &numberNonBasic)
	Creates direction vector.
int	whileIterating (int &pivotMode)
	Main part.
int	pivotColumn (CoinIndexedVector *longArray, CoinIndexedVector *rowArray, CoinIndexedVector *columnArray, CoinIndexedVector *spare, int &pivotMode, double &solutionError, double *array1)
	longArray has direction pivotMode - 0 - use all dual infeasible variables 1 - largest dj while >= 10 trying startup phase Returns 0 - can do normal iteration (basis change) 1 - no basis change 2 - if wants singleton 3 - if time to re-factorize If sequenceIn_ >=0 then that will be incoming variable
void	statusOfProblemInPrimal (int &lastCleaned, int type, ClpSimplexProgress *progress, bool doFactorization, double &bestObjectiveWhenFlagged)
	Refactorizes if necessary Checks if finished.
int	pivotNonlinearResult ()
	Do last half of an iteration.

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Detailed Description

This solves non-linear LPs using the primal simplex method.

It inherits from ClpSimplexPrimal. It has no data of its own and is never created - only cast from a ClpSimplexPrimal object at algorithm time. If needed create new class and pass around

Definition at line 27 of file ClpSimplexNonlinear.hpp.

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Member Function Documentation

int ClpSimplexNonlinear::primal

(

)

Primal algorithms for reduced gradient At present we have two algorithms:.

A reduced gradient method.

int ClpSimplexNonlinear::primalSLP	(	int	numberPasses,
		double	deltaTolerance
	)

Primal algorithm for quadratic Using a semi-trust region approach as for pooling problem This is in because I have it lying around.

int ClpSimplexNonlinear::primalSLP	(	int	numberConstraints,
		ClpConstraint **	constraints,
		int	numberPasses,
		double	deltaTolerance
	)

Primal algorithm for nonlinear constraints Using a semi-trust region approach as for pooling problem This is in because I have it lying around.

void ClpSimplexNonlinear::directionVector	(	CoinIndexedVector *	longArray,
		CoinIndexedVector *	spare1,
		CoinIndexedVector *	spare2,
		int	mode,
		double &	normFlagged,
		double &	normUnflagged,
		int &	numberNonBasic
	)

Creates direction vector.

note longArray is long enough for rows and columns. If numberNonBasic 0 then is updated otherwise mode is ignored and those are used. Norms are only for those > 1.0e3*dualTolerance If mode is nonzero then just largest dj

int ClpSimplexNonlinear::whileIterating

(

int &

pivotMode

)

Main part.

int ClpSimplexNonlinear::pivotColumn	(	CoinIndexedVector *	longArray,
		CoinIndexedVector *	rowArray,
		CoinIndexedVector *	columnArray,
		CoinIndexedVector *	spare,
		int &	pivotMode,
		double &	solutionError,
		double *	array1
	)

longArray has direction pivotMode - 0 - use all dual infeasible variables 1 - largest dj while >= 10 trying startup phase Returns 0 - can do normal iteration (basis change) 1 - no basis change 2 - if wants singleton 3 - if time to re-factorize If sequenceIn_ >=0 then that will be incoming variable

void ClpSimplexNonlinear::statusOfProblemInPrimal	(	int &	lastCleaned,
		int	type,
		ClpSimplexProgress *	progress,
		bool	doFactorization,
		double &	bestObjectiveWhenFlagged
	)

Refactorizes if necessary Checks if finished.

Updates status. lastCleaned refers to iteration at which some objective/feasibility cleaning too place.

type - 0 initial so set up save arrays etc

• 1 normal -if good update save
• 2 restoring from saved

int ClpSimplexNonlinear::pivotNonlinearResult

(

)

Do last half of an iteration.

Return codes Reasons to come out normal mode -1 normal -2 factorize now - good iteration -3 slight inaccuracy - refactorize - iteration done -4 inaccuracy - refactorize - no iteration -5 something flagged - go round again +2 looks unbounded +3 max iterations (iteration done)

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

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