ClpSimplexPrimal Class Reference

This solves LPs using the primal simplex method. More...

#include <ClpSimplexPrimal.hpp>

Inheritance diagram for ClpSimplexPrimal:

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Collaboration diagram for ClpSimplexPrimal:

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List of all members.

Public Member Functions
Description of algorithm

int	primal (int ifValuesPass=0, int startFinishOptions=0)
	Primal algorithm.
For advanced users

void	alwaysOptimal (bool onOff)
	Do not change infeasibility cost and always say optimal.
bool	alwaysOptimal () const
	Do not change infeasibility cost and always say optimal.
void	exactOutgoing (bool onOff)
	Normally outgoing variables can go out to slightly negative values (but within tolerance) - this is to help stability and and degeneracy.
bool	exactOutgoing () const
	Do not change infeasibility cost and always say optimal.
Functions used in primal

int	whileIterating (int valuesOption)
	This has the flow between re-factorizations.
int	pivotResult (int ifValuesPass=0)
	Do last half of an iteration.
int	updatePrimalsInPrimal (CoinIndexedVector *rowArray, double theta, double &objectiveChange, int valuesPass)
	The primals are updated by the given array.
void	primalRow (CoinIndexedVector rowArray, CoinIndexedVector rhsArray, CoinIndexedVector spareArray, CoinIndexedVector spareArray2, int valuesPass)
	Row array has pivot column This chooses pivot row.
void	primalColumn (CoinIndexedVector updateArray, CoinIndexedVector spareRow1, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector *spareColumn2)
	Chooses primal pivot column updateArray has cost updates (also use pivotRow_ from last iteration) Would be faster with separate region to scan and will have this (with square of infeasibility) when steepest For easy problems we can just choose one of the first columns we look at.
int	checkUnbounded (CoinIndexedVector ray, CoinIndexedVector spare, double changeCost)
	Checks if tentative optimal actually means unbounded in primal Returns -3 if not, 2 if is unbounded.
void	statusOfProblemInPrimal (int &lastCleaned, int type, ClpSimplexProgress progress, bool doFactorization, int ifValuesPass, ClpSimplex saveModel=NULL)
	Refactorizes if necessary Checks if finished.
void	perturb (int type)
	Perturbs problem (method depends on perturbation()).
bool	unPerturb ()
	Take off effect of perturbation and say whether to try dual.
int	unflag ()
	Unflag all variables and return number unflagged.
int	nextSuperBasic (int superBasicType, CoinIndexedVector *columnArray)
	Get next superbasic -1 if none, Normal type is 1 If type is 3 then initializes sorted list if 2 uses list.
void	primalRay (CoinIndexedVector *rowArray)
	Create primal ray.
void	clearAll ()
	Clears all bits and clears rowArray[1] etc.

Detailed Description

This solves LPs using the primal simplex method.

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 ClpSimplexPrimal.hpp.

Member Function Documentation

int ClpSimplexPrimal::primal	(	int	ifValuesPass = `0`,
		int	startFinishOptions = `0`
	)

Primal algorithm.

Method

It tries to be a single phase approach with a weight of 1.0 being given to getting optimal and a weight of infeasibilityCost_ being given to getting primal feasible. In this version I have tried to be clever in a stupid way. The idea of fake bounds in dual seems to work so the primal analogue would be that of getting bounds on reduced costs (by a presolve approach) and using these for being above or below feasible region. I decided to waste memory and keep these explicitly. This allows for non-linear costs! I have not tested non-linear costs but will be glad to do something if a reasonable example is provided.

The code is designed to take advantage of sparsity so arrays are seldom zeroed out from scratch or gone over in their entirety. The only exception is a full scan to find incoming variable for Dantzig row choice. For steepest edge we keep an updated list of dual infeasibilities (actually squares). On easy problems we don't need full scan - just pick first reasonable. This method has not been coded.

One problem is how to tackle degeneracy and accuracy. At present I am using the modification of costs which I put in OSL and which was extended by Gill et al. I am still not sure whether we will also need explicit perturbation.

The flow of primal is three while loops as follows:

while (not finished) {

while (not clean solution) {

Factorize and/or clean up solution by changing bounds so primal feasible. If looks finished check fake primal bounds. Repeat until status is iterating (-1) or finished (0,1,2)

}

while (status==-1) {

Iterate until no pivot in or out or time to re-factorize.

Flow is:

choose pivot column (incoming variable). if none then we are primal feasible so looks as if done but we need to break and check bounds etc.

Get pivot column in tableau

Choose outgoing row. If we don't find one then we look primal unbounded so break and check bounds etc. (Also the pivot tolerance is larger after any iterations so that may be reason)

If we do find outgoing row, we may have to adjust costs to keep going forwards (anti-degeneracy). Check pivot will be stable and if unstable throw away iteration and break to re-factorize. If minor error re-factorize after iteration.

Update everything (this may involve changing bounds on variables to stay primal feasible.

}

TODO's (or maybe not)

At present we never check we are going forwards. I overdid that in OSL so will try and make a last resort.

Needs partial scan pivot in option.

May need other anti-degeneracy measures, especially if we try and use loose tolerances as a way to solve in fewer iterations.

I like idea of dynamic scaling. This gives opportunity to decouple different implications of scaling for accuracy, iteration count and feasibility tolerance.

for use of exotic parameter startFinishoptions see Clpsimplex.hpp

Reimplemented from ClpSimplex.

void ClpSimplexPrimal::alwaysOptimal ( bool onOff )

Do not change infeasibility cost and always say optimal.

bool ClpSimplexPrimal::alwaysOptimal ( ) const

Do not change infeasibility cost and always say optimal.

void ClpSimplexPrimal::exactOutgoing ( bool onOff )

Normally outgoing variables can go out to slightly negative values (but within tolerance) - this is to help stability and and degeneracy.

This can be switched off

bool ClpSimplexPrimal::exactOutgoing ( ) const

Do not change infeasibility cost and always say optimal.

int ClpSimplexPrimal::whileIterating ( int valuesOption )

This has the flow between re-factorizations.

Returns a code to say where decision to exit was made Problem status set to:

-2 re-factorize -4 Looks optimal/infeasible -5 Looks unbounded +3 max iterations

valuesOption has original value of valuesPass

int ClpSimplexPrimal::pivotResult ( int ifValuesPass = 0 )

Do last half of an iteration.

This is split out so people can force incoming variable. If solveType_ is 2 then this may re-factorize while normally it would exit to re-factorize. Return codes Reasons to come out (normal mode/user mode): -1 normal -2 factorize now - good iteration/ NA -3 slight inaccuracy - refactorize - iteration done/ same but factor done -4 inaccuracy - refactorize - no iteration/ NA -5 something flagged - go round again/ pivot not possible +2 looks unbounded +3 max iterations (iteration done)

With solveType_ ==2 this should 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_

int ClpSimplexPrimal::updatePrimalsInPrimal	(	CoinIndexedVector *	rowArray,
		double	theta,
		double &	objectiveChange,
		int	valuesPass
	)

The primals are updated by the given array.

Returns number of infeasibilities. After rowArray will have cost changes for use next iteration

void ClpSimplexPrimal::primalRow	(	CoinIndexedVector *	rowArray,
		CoinIndexedVector *	rhsArray,
		CoinIndexedVector *	spareArray,
		CoinIndexedVector *	spareArray2,
		int	valuesPass
	)

Row array has pivot column This chooses pivot row.

Rhs array is used for distance to next bound (for speed) For speed, we may need to go to a bucket approach when many variables go through bounds If valuesPass non-zero then compute dj for direction

void ClpSimplexPrimal::primalColumn	(	CoinIndexedVector *	updateArray,
		CoinIndexedVector *	spareRow1,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Chooses primal pivot column updateArray has cost updates (also use pivotRow_ from last iteration) Would be faster with separate region to scan and will have this (with square of infeasibility) when steepest For easy problems we can just choose one of the first columns we look at.

int ClpSimplexPrimal::checkUnbounded	(	CoinIndexedVector *	ray,
		CoinIndexedVector *	spare,
		double	changeCost
	)

Checks if tentative optimal actually means unbounded in primal Returns -3 if not, 2 if is unbounded.

void ClpSimplexPrimal::statusOfProblemInPrimal	(	int &	lastCleaned,
		int	type,
		ClpSimplexProgress *	progress,
		bool	doFactorization,
		int	ifValuesPass,
		ClpSimplex *	saveModel = `NULL`
	)

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 saveModel is normally NULL but may not be if doing Sprint

void ClpSimplexPrimal::perturb ( int type )

Perturbs problem (method depends on perturbation()).

bool ClpSimplexPrimal::unPerturb ( )

Take off effect of perturbation and say whether to try dual.

int ClpSimplexPrimal::unflag ( )

Unflag all variables and return number unflagged.

int ClpSimplexPrimal::nextSuperBasic	(	int	superBasicType,
		CoinIndexedVector *	columnArray
	)

Get next superbasic -1 if none, Normal type is 1 If type is 3 then initializes sorted list if 2 uses list.

void ClpSimplexPrimal::primalRay ( CoinIndexedVector * rowArray )

Create primal ray.

void ClpSimplexPrimal::clearAll ( )

Clears all bits and clears rowArray[1] etc.

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

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

ClpSimplexPrimal Class Reference

Public Member Functions

Detailed Description

Member Function Documentation