ClpSimplexOther Class Reference

This is for Simplex stuff which is neither dual nor primal. More...

#include <ClpSimplexOther.hpp>

Inheritance diagram for ClpSimplexOther:

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Collaboration diagram for ClpSimplexOther:

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List of all members.

Methods

void	dualRanging (int numberCheck, const int which, double costIncrease, int sequenceIncrease, double costDecrease, int sequenceDecrease, double valueIncrease=NULL, double *valueDecrease=NULL)
	Dual ranging.
void	primalRanging (int numberCheck, const int which, double valueIncrease, int sequenceIncrease, double valueDecrease, int *sequenceDecrease)
	Primal ranging.
int	parametrics (double startingTheta, double &endingTheta, double reportIncrement, const double changeLowerBound, const double changeUpperBound, const double changeLowerRhs, const double changeUpperRhs, const double *changeObjective)
	Parametrics This is an initial slow version.
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.
ClpSimplex *	dualOfModel (double fractionRowRanges=1.0, double fractionColumnRanges=1.0) const
	Creates dual of a problem if looks plausible (defaults will always create model) fractionRowRanges is fraction of rows allowed to have ranges fractionColumnRanges is fraction of columns allowed to have ranges.
int	restoreFromDual (const ClpSimplex *dualProblem)
	Restores solution from dualized problem non-zero return code indicates minor problems.
ClpSimplex *	crunch (double rhs, int whichRows, int *whichColumns, int &nBound, bool moreBounds=false, bool tightenBounds=false)
	Does very cursory presolve.
void	afterCrunch (const ClpSimplex &small, const int whichRows, const int whichColumns, int nBound)
	After very cursory presolve.
int	tightenIntegerBounds (double *rhsSpace)
	Tightens integer bounds - returns number tightened or -1 if infeasible.
int	expandKnapsack (int knapsackRow, int &numberOutput, double buildObj, CoinBigIndex buildStart, int buildRow, double buildElement, int reConstruct=-1) const
	Expands out all possible combinations for a knapsack If buildObj NULL then just computes space needed - returns number elements On entry numberOutput is maximum allowed, on exit it is number needed or -1 (as will be number elements) if maximum exceeded.
int	parametricsLoop (double startingTheta, double &endingTheta, double reportIncrement, const double changeLower, const double changeUpper, const double *changeObjective, ClpDataSave &data, bool canTryQuick)
	Parametrics - inner loop This first attempt is when reportIncrement non zero and may not report endingTheta correctly If it can not reach input endingTheta return code will be 1 for infeasible, 2 for unbounded, otherwise 0.
void	statusOfProblemInParametrics (int type, ClpDataSave &saveData)
	Refactorizes if necessary Checks if finished.
int	whileIterating (double startingTheta, double &endingTheta, double reportIncrement, const double changeLower, const double changeUpper, const double *changeObjective)
	This has the flow between re-factorizations.
int	nextTheta (int type, double maxTheta, double primalChange, double dualChange, const double changeLower, const double changeUpper, const double *changeObjective)
	Computes next theta and says if objective or bounds (0= bounds, 1 objective, -1 none).
void	checkDualRatios (CoinIndexedVector rowArray, CoinIndexedVector columnArray, double &costIncrease, int &sequenceIncrease, double &alphaIncrease, double &costDecrease, int &sequenceDecrease, double &alphaDecrease)
	Row array has row part of pivot row Column array has column part.
void	checkPrimalRatios (CoinIndexedVector *rowArray, int direction)
	Row array has pivot column This is used in primal ranging.
double	primalRanging1 (int whichIn, int whichOther)
	Returns new value of whichOther when whichIn enters basis.

Detailed Description

This is for Simplex stuff which is neither dual nor primal.

It inherits from ClpSimplex. It has no data of its own and is never created - only cast from a ClpSimplex object at algorithm time.

Definition at line 22 of file ClpSimplexOther.hpp.

Member Function Documentation

void ClpSimplexOther::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)

When here - guaranteed optimal

Reimplemented from ClpSimplex.

void ClpSimplexOther::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.

When here - guaranteed optimal

Reimplemented from ClpSimplex.

int ClpSimplexOther::parametrics	(	double	startingTheta,
		double &	endingTheta,
		double	reportIncrement,
		const double *	changeLowerBound,
		const double *	changeUpperBound,
		const double *	changeLowerRhs,
		const double *	changeUpperRhs,
		const double *	changeObjective
	)

Parametrics This is an initial slow version.

The code uses current bounds + theta * change (if change array not NULL) and similarly for objective. It starts at startingTheta and returns ending theta in endingTheta. If reportIncrement 0.0 it will report on any movement If reportIncrement >0.0 it will report at startingTheta+k*reportIncrement. If it can not reach input endingTheta return code will be 1 for infeasible, 2 for unbounded, if error on ranges -1, otherwise 0. Normal report is just theta and objective but if event handler exists it may do more On exit endingTheta is maximum reached (can be used for next startingTheta)

int ClpSimplexOther::parametricsLoop	(	double	startingTheta,
		double &	endingTheta,
		double	reportIncrement,
		const double *	changeLower,
		const double *	changeUpper,
		const double *	changeObjective,
		ClpDataSave &	data,
		bool	canTryQuick
	)			`[private]`

Parametrics - inner loop This first attempt is when reportIncrement non zero and may not report endingTheta correctly If it can not reach input endingTheta return code will be 1 for infeasible, 2 for unbounded, otherwise 0.

Normal report is just theta and objective but if event handler exists it may do more

void ClpSimplexOther::statusOfProblemInParametrics	(	int	type,
		ClpDataSave &	saveData
	)			`[private]`

Refactorizes if necessary Checks if finished.

Updates status.

type - 0 initial so set up save arrays etc

1 normal -if good update save
2 restoring from saved

int ClpSimplexOther::whileIterating	(	double	startingTheta,
		double &	endingTheta,
		double	reportIncrement,
		const double *	changeLower,
		const double *	changeUpper,
		const double *	changeObjective
	)			`[private]`

This has the flow between re-factorizations.

Reasons to come out: -1 iterations etc -2 inaccuracy -3 slight inaccuracy (and done iterations) +0 looks optimal (might be unbounded - but we will investigate) +1 looks infeasible +3 max iterations

int ClpSimplexOther::nextTheta	(	int	type,
		double	maxTheta,
		double *	primalChange,
		double *	dualChange,
		const double *	changeLower,
		const double *	changeUpper,
		const double *	changeObjective
	)			`[private]`

Computes next theta and says if objective or bounds (0= bounds, 1 objective, -1 none).

theta is in theta_. type 1 bounds, 2 objective, 3 both.

void ClpSimplexOther::checkDualRatios	(	CoinIndexedVector *	rowArray,
		CoinIndexedVector *	columnArray,
		double &	costIncrease,
		int &	sequenceIncrease,
		double &	alphaIncrease,
		double &	costDecrease,
		int &	sequenceDecrease,
		double &	alphaDecrease
	)			`[private]`

Row array has row part of pivot row Column array has column part.

This is used in dual ranging

void ClpSimplexOther::checkPrimalRatios	(	CoinIndexedVector *	rowArray,
		int	direction
	)			`[private]`

Row array has pivot column This is used in primal ranging.

double ClpSimplexOther::primalRanging1	(	int	whichIn,
		int	whichOther
	)			`[private]`

Returns new value of whichOther when whichIn enters basis.

int ClpSimplexOther::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

0 - normal
1 - extra accuracy
2 - IEEE hex (later)

Returns non-zero on I/O error

Reimplemented from ClpSimplex.

int ClpSimplexOther::readBasis ( const char * filename )

Read a basis from the given filename.

Reimplemented from ClpSimplex.

ClpSimplex* ClpSimplexOther::dualOfModel	(	double	fractionRowRanges = `1.0`,
		double	fractionColumnRanges = `1.0`
	)			const

Creates dual of a problem if looks plausible (defaults will always create model) fractionRowRanges is fraction of rows allowed to have ranges fractionColumnRanges is fraction of columns allowed to have ranges.

int ClpSimplexOther::restoreFromDual ( const ClpSimplex * dualProblem )

Restores solution from dualized problem non-zero return code indicates minor problems.

ClpSimplex* ClpSimplexOther::crunch	(	double *	rhs,
		int *	whichRows,
		int *	whichColumns,
		int &	nBound,
		bool	moreBounds = `false`,
		bool	tightenBounds = `false`
	)

Does very cursory presolve.

rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns.

void ClpSimplexOther::afterCrunch	(	const ClpSimplex &	small,
		const int *	whichRows,
		const int *	whichColumns,
		int	nBound
	)

After very cursory presolve.

rhs is numberRows, whichRows is 3*numberRows and whichColumns is 2*numberColumns.

int ClpSimplexOther::tightenIntegerBounds ( double * rhsSpace )

Tightens integer bounds - returns number tightened or -1 if infeasible.

int ClpSimplexOther::expandKnapsack	(	int	knapsackRow,
		int &	numberOutput,
		double *	buildObj,
		CoinBigIndex *	buildStart,
		int *	buildRow,
		double *	buildElement,
		int	reConstruct = `-1`
	)			const

Expands out all possible combinations for a knapsack If buildObj NULL then just computes space needed - returns number elements On entry numberOutput is maximum allowed, on exit it is number needed or -1 (as will be number elements) if maximum exceeded.

numberOutput will have at least space to return values which reconstruct input. Rows returned will be original rows but no entries will be returned for any rows all of whose entries are in knapsack. So up to user to allow for this. If reConstruct >=0 then returns number of entrie which make up item "reConstruct" in expanded knapsack. Values in buildRow and buildElement;

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

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

ClpSimplexOther Class Reference

Methods

Detailed Description

Member Function Documentation