Augments CoinPrePostsolveMatrix with information about the problem that is only needed during presolve. More...
#include <CoinPresolveMatrix.hpp>
Public Member Functions | |
CoinPresolveMatrix (int ncols_alloc, int nrows_alloc, CoinBigIndex nelems_alloc) | |
`Native' constructor | |
CoinPresolveMatrix (int ncols0, double maxmin, ClpSimplex *si, int nrows, CoinBigIndex nelems, bool doStatus, double nonLinearVariable, double bulkRatio) | |
Clp OSI constructor. | |
void | update_model (ClpSimplex *si, int nrows0, int ncols0, CoinBigIndex nelems0) |
Update the model held by a Clp OSI. | |
CoinPresolveMatrix (int ncols0, double maxmin, OsiSolverInterface *si, int nrows, CoinBigIndex nelems, bool doStatus, double nonLinearVariable, const char *prohibited) | |
Generic OSI constructor. | |
void | update_model (OsiSolverInterface *si, int nrows0, int ncols0, CoinBigIndex nelems0) |
Update the model held by a generic OSI. | |
~CoinPresolveMatrix () | |
Destructor. | |
void | change_bias (double change_amount) |
Adjust objective function constant offset. | |
void | statistics () |
Say we want statistics - also set time. | |
double | feasibilityTolerance () |
Return feasibility tolerance. | |
void | setFeasibilityTolerance (double val) |
Set feasibility tolerance. | |
int | status () |
Returns problem status (0 = feasible, 1 = infeasible, 2 = unbounded). | |
void | setStatus (int status) |
Set problem status. | |
void | setPass (int pass=0) |
Set pass number. | |
void | setMaximumSubstitutionLevel (int level) |
Set Maximum substitution level (normally 3). | |
Functions to load the problem representation | |
void | setMatrix (const CoinPackedMatrix *mtx) |
Load the cofficient matrix. | |
int | countEmptyRows () |
Count number of empty rows. | |
void | setVariableType (int i, int variableType) |
Set variable type information for a single variable. | |
void | setVariableType (const unsigned char *variableType, int lenParam) |
Set variable type information for all variables. | |
void | setVariableType (bool allIntegers, int lenParam) |
Set the type of all variables. | |
void | setAnyInteger (bool anyInteger=true) |
Set a flag for presence (true) or absence (false) of integer variables. | |
Functions to retrieve problem information | |
const CoinBigIndex * | getRowStarts () const |
Get row start vector for row-major packed matrix. | |
const int * | getColIndicesByRow () const |
Get vector of column indices for row-major packed matrix. | |
const double * | getElementsByRow () const |
Get vector of elements for row-major packed matrix. | |
bool | isInteger (int i) const |
Check for integrality of the specified variable. | |
bool | anyInteger () const |
Check if there are any integer variables. | |
int | presolveOptions () const |
Picks up any special options. | |
void | setPresolveOptions (int value) |
Sets any special options. | |
Functions to manipulate row and column processing status | |
void | initColsToDo () |
Initialise the column ToDo lists. | |
int | stepColsToDo () |
Step column ToDo lists. | |
int | numberColsToDo () |
Return the number of columns on the colsToDo_ list. | |
bool | colChanged (int i) const |
Has column been changed? | |
void | unsetColChanged (int i) |
Mark column as not changed. | |
void | setColChanged (int i) |
Mark column as changed. | |
void | addCol (int i) |
Mark column as changed and add to list of columns to process next. | |
bool | colProhibited (int i) const |
Test if column is eligible for preprocessing. | |
bool | colProhibited2 (int i) const |
Test if column is eligible for preprocessing. | |
void | setColProhibited (int i) |
Mark column as ineligible for preprocessing. | |
bool | colUsed (int i) const |
Test if column is marked as used. | |
void | setColUsed (int i) |
Mark column as used. | |
void | unsetColUsed (int i) |
Mark column as unused. | |
void | initRowsToDo () |
Initialise the row ToDo lists. | |
int | stepRowsToDo () |
Step row ToDo lists. | |
int | numberRowsToDo () |
Return the number of rows on the rowsToDo_ list. | |
bool | rowChanged (int i) const |
Has row been changed? | |
void | unsetRowChanged (int i) |
Mark row as not changed. | |
void | setRowChanged (int i) |
Mark row as changed. | |
void | addRow (int i) |
Mark row as changed and add to list of rows to process next. | |
bool | rowProhibited (int i) const |
Test if row is eligible for preprocessing. | |
bool | rowProhibited2 (int i) const |
Test if row is eligible for preprocessing. | |
void | setRowProhibited (int i) |
Mark row as ineligible for preprocessing. | |
bool | rowUsed (int i) const |
Test if row is marked as used. | |
void | setRowUsed (int i) |
Mark row as used. | |
void | unsetRowUsed (int i) |
Mark row as unused. | |
bool | anyProhibited () const |
Check if there are any prohibited rows or columns. | |
void | setAnyProhibited (bool val=true) |
Set a flag for presence of prohibited rows or columns. | |
Public Attributes | |
double | dobias_ |
Objective function offset introduced during presolve. | |
unsigned char * | integerType_ |
Tracks integrality of columns (1 for integer, 0 for continuous). | |
bool | anyInteger_ |
Flag to say if any variables are integer. | |
bool | tuning_ |
Print statistics for tuning. | |
double | startTime_ |
Start time of presolve. | |
double | feasibilityTolerance_ |
Bounds can be moved by this to retain feasibility. | |
int | status_ |
Output status: 0 = feasible, 1 = infeasible, 2 = unbounded. | |
int | pass_ |
Pass number. | |
int | maxSubstLevel_ |
Maximum substitution level. | |
Matrix storage management links | |
presolvehlink * | clink_ |
Linked list for the column-major representation. | |
presolvehlink * | rlink_ |
Linked list for the row-major representation. | |
Row-major representation | |
CoinBigIndex * | mrstrt_ |
Vector of row start positions in hcol, rowels_. | |
int * | hinrow_ |
Vector of row lengths. | |
double * | rowels_ |
Coefficients (positional correspondence with hcol_). | |
int * | hcol_ |
Column indices (positional correspondence with rowels_). | |
Row and column processing status | |
Information used to determine if rows or columns can be changed and if they require further processing due to changes. There are four major lists: the [row,col]ToDo list, and the [row,col]NextToDo list. In general, a transform processes entries from the ToDo list and adds entries to the NextToDo list. There are two vectors, [row,col]Changed, which track the status of individual rows and columns. | |
unsigned char * | colChanged_ |
Column change status information. | |
int * | colsToDo_ |
Input list of columns to process. | |
int | numberColsToDo_ |
Length of colsToDo_. | |
int * | nextColsToDo_ |
Output list of columns to process next. | |
int | numberNextColsToDo_ |
Length of nextColsToDo_. | |
unsigned char * | rowChanged_ |
Row change status information. | |
int * | rowsToDo_ |
Input list of rows to process. | |
int | numberRowsToDo_ |
Length of rowsToDo_. | |
int * | nextRowsToDo_ |
Output list of rows to process next. | |
int | numberNextRowsToDo_ |
Length of nextRowsToDo_. | |
int | presolveOptions_ |
Presolve options 1 set if allow duplicate column tests for integer variables 2 set to allow code to try and fix infeasibilities 4 set to inhibit x+y+z=1 mods. | |
bool | anyProhibited_ |
Friends | |
void | assignPresolveToPostsolve (CoinPresolveMatrix *&preObj) |
Initialize a CoinPostsolveMatrix object, destroying the CoinPresolveMatrix object. | |
Related Functions | |
(Note that these are not member functions.) | |
void | presolve_no_dups (const CoinPresolveMatrix *preObj, bool doCol=true, bool doRow=true) |
Check column-major and/or row-major matrices for duplicate entries in the major vectors. | |
void | presolve_links_ok (const CoinPresolveMatrix *preObj, bool doCol=true, bool doRow=false) |
Check the links which track storage order for major vectors in the bulk storage area. | |
void | presolve_no_zeros (const CoinPresolveMatrix *preObj, bool doCol=true, bool doRow=true) |
Check for explicit zeros in the column- and/or row-major matrices. | |
void | presolve_consistent (const CoinPresolveMatrix *preObj, bool chkvals=true) |
Checks for equivalence of the column- and row-major matrices. | |
void | presolve_check_sol (const CoinPresolveMatrix *preObj, int chkColSol=2, int chkRowAct=1, int chkStatus=1) |
Check primal solution and architectural variable status. |
Augments CoinPrePostsolveMatrix with information about the problem that is only needed during presolve.
For problem manipulation, this class adds a row-major matrix representation, linked lists that allow for easy manipulation of the matrix when applying presolve transforms, and vectors to track row and column processing status (changed, needs further processing, change prohibited)
For problem representation, this class adds information about variable type (integer or continuous), an objective offset, and a feasibility tolerance.
NOTE that the anyInteger_ and anyProhibited_ flags are independent of the vectors used to track this information for individual variables (integerType_ and rowChanged_ and colChanged_, respectively).
NOTE also that at the end of presolve the column-major and row-major matrix representations are loosely packed (i.e., there may be gaps between columns in the bulk storage arrays).
Definition at line 765 of file CoinPresolveMatrix.hpp.
CoinPresolveMatrix::CoinPresolveMatrix | ( | int | ncols_alloc, | |
int | nrows_alloc, | |||
CoinBigIndex | nelems_alloc | |||
) |
`Native' constructor
This constructor creates an empty object which must then be loaded. On the other hand, it doesn't assume that the client is an OsiSolverInterface.
CoinPresolveMatrix::CoinPresolveMatrix | ( | int | ncols0, | |
double | maxmin, | |||
ClpSimplex * | si, | |||
int | nrows, | |||
CoinBigIndex | nelems, | |||
bool | doStatus, | |||
double | nonLinearVariable, | |||
double | bulkRatio | |||
) |
Clp OSI constructor.
See Clp code for the definition.
CoinPresolveMatrix::CoinPresolveMatrix | ( | int | ncols0, | |
double | maxmin, | |||
OsiSolverInterface * | si, | |||
int | nrows, | |||
CoinBigIndex | nelems, | |||
bool | doStatus, | |||
double | nonLinearVariable, | |||
const char * | prohibited | |||
) |
Generic OSI constructor.
See OSI code for the definition.
CoinPresolveMatrix::~CoinPresolveMatrix | ( | ) |
Destructor.
void CoinPresolveMatrix::update_model | ( | ClpSimplex * | si, | |
int | nrows0, | |||
int | ncols0, | |||
CoinBigIndex | nelems0 | |||
) |
Update the model held by a Clp OSI.
void CoinPresolveMatrix::update_model | ( | OsiSolverInterface * | si, | |
int | nrows0, | |||
int | ncols0, | |||
CoinBigIndex | nelems0 | |||
) |
Update the model held by a generic OSI.
void CoinPresolveMatrix::setMatrix | ( | const CoinPackedMatrix * | mtx | ) |
Load the cofficient matrix.
Load the coefficient matrix before loading the other vectors (bounds, objective, variable type) required to define the problem.
int CoinPresolveMatrix::countEmptyRows | ( | ) | [inline] |
Count number of empty rows.
Definition at line 844 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setVariableType | ( | int | i, | |
int | variableType | |||
) | [inline] |
Set variable type information for a single variable.
Set variableType
to 0 for continous, 1 for integer. Does not manipulate the anyInteger_ flag.
Definition at line 854 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setVariableType | ( | const unsigned char * | variableType, | |
int | lenParam | |||
) |
Set variable type information for all variables.
Set variableType
[i] to 0 for continuous, 1 for integer. Does not manipulate the anyInteger_ flag.
void CoinPresolveMatrix::setVariableType | ( | bool | allIntegers, | |
int | lenParam | |||
) |
Set the type of all variables.
allIntegers should be true to set the type to integer, false to set the type to continuous.
void CoinPresolveMatrix::setAnyInteger | ( | bool | anyInteger = true |
) | [inline] |
Set a flag for presence (true) or absence (false) of integer variables.
Definition at line 873 of file CoinPresolveMatrix.hpp.
const CoinBigIndex* CoinPresolveMatrix::getRowStarts | ( | ) | const [inline] |
Get row start vector for row-major packed matrix.
Definition at line 882 of file CoinPresolveMatrix.hpp.
const int* CoinPresolveMatrix::getColIndicesByRow | ( | ) | const [inline] |
Get vector of column indices for row-major packed matrix.
Definition at line 885 of file CoinPresolveMatrix.hpp.
const double* CoinPresolveMatrix::getElementsByRow | ( | ) | const [inline] |
Get vector of elements for row-major packed matrix.
Definition at line 888 of file CoinPresolveMatrix.hpp.
bool CoinPresolveMatrix::isInteger | ( | int | i | ) | const [inline] |
Check for integrality of the specified variable.
Consults the integerType_ vector if present; fallback is the anyInteger_ flag.
Definition at line 896 of file CoinPresolveMatrix.hpp.
bool CoinPresolveMatrix::anyInteger | ( | ) | const [inline] |
Check if there are any integer variables.
Consults the anyInteger_ flag
Definition at line 909 of file CoinPresolveMatrix.hpp.
int CoinPresolveMatrix::presolveOptions | ( | ) | const [inline] |
Picks up any special options.
Definition at line 912 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setPresolveOptions | ( | int | value | ) | [inline] |
Sets any special options.
Definition at line 915 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::change_bias | ( | double | change_amount | ) | [inline] |
Adjust objective function constant offset.
Definition at line 936 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::statistics | ( | ) |
Say we want statistics - also set time.
double CoinPresolveMatrix::feasibilityTolerance | ( | ) | [inline] |
Return feasibility tolerance.
Definition at line 983 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setFeasibilityTolerance | ( | double | val | ) | [inline] |
Set feasibility tolerance.
Definition at line 986 of file CoinPresolveMatrix.hpp.
int CoinPresolveMatrix::status | ( | ) | [inline] |
Returns problem status (0 = feasible, 1 = infeasible, 2 = unbounded).
Definition at line 996 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setStatus | ( | int | status | ) | [inline] |
Set problem status.
Definition at line 999 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setPass | ( | int | pass = 0 |
) | [inline] |
Set pass number.
Definition at line 1009 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setMaximumSubstitutionLevel | ( | int | level | ) | [inline] |
Set Maximum substitution level (normally 3).
Definition at line 1018 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::initColsToDo | ( | ) |
Initialise the column ToDo lists.
Places all columns in the colsToDo_ list except for columns marked as prohibited (viz. colChanged_).
int CoinPresolveMatrix::stepColsToDo | ( | ) |
Step column ToDo lists.
Moves columns on the nextColsToDo_ list to the colsToDo_ list, emptying nextColsToDo_. Returns the number of columns transferred.
int CoinPresolveMatrix::numberColsToDo | ( | ) | [inline] |
Return the number of columns on the colsToDo_ list.
Definition at line 1104 of file CoinPresolveMatrix.hpp.
bool CoinPresolveMatrix::colChanged | ( | int | i | ) | const [inline] |
Has column been changed?
Definition at line 1108 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::unsetColChanged | ( | int | i | ) | [inline] |
Mark column as not changed.
Definition at line 1112 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setColChanged | ( | int | i | ) | [inline] |
Mark column as changed.
Definition at line 1116 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::addCol | ( | int | i | ) | [inline] |
Mark column as changed and add to list of columns to process next.
Definition at line 1120 of file CoinPresolveMatrix.hpp.
bool CoinPresolveMatrix::colProhibited | ( | int | i | ) | const [inline] |
Test if column is eligible for preprocessing.
Definition at line 1127 of file CoinPresolveMatrix.hpp.
bool CoinPresolveMatrix::colProhibited2 | ( | int | i | ) | const [inline] |
Test if column is eligible for preprocessing.
The difference between this method and colProhibited() is that this method first tests anyProhibited_ before examining the specific entry for the specified column.
Definition at line 1136 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setColProhibited | ( | int | i | ) | [inline] |
Mark column as ineligible for preprocessing.
Definition at line 1143 of file CoinPresolveMatrix.hpp.
bool CoinPresolveMatrix::colUsed | ( | int | i | ) | const [inline] |
Test if column is marked as used.
This is for doing faster lookups to see where two columns have entries in common.
Definition at line 1151 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setColUsed | ( | int | i | ) | [inline] |
Mark column as used.
Definition at line 1155 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::unsetColUsed | ( | int | i | ) | [inline] |
Mark column as unused.
Definition at line 1159 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::initRowsToDo | ( | ) |
Initialise the row ToDo lists.
Places all rows in the rowsToDo_ list except for rows marked as prohibited (viz. rowChanged_).
int CoinPresolveMatrix::stepRowsToDo | ( | ) |
Step row ToDo lists.
Moves rows on the nextRowsToDo_ list to the rowsToDo_ list, emptying nextRowsToDo_. Returns the number of rows transferred.
int CoinPresolveMatrix::numberRowsToDo | ( | ) | [inline] |
Return the number of rows on the rowsToDo_ list.
Definition at line 1178 of file CoinPresolveMatrix.hpp.
bool CoinPresolveMatrix::rowChanged | ( | int | i | ) | const [inline] |
Has row been changed?
Definition at line 1182 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::unsetRowChanged | ( | int | i | ) | [inline] |
Mark row as not changed.
Definition at line 1186 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setRowChanged | ( | int | i | ) | [inline] |
Mark row as changed.
Definition at line 1190 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::addRow | ( | int | i | ) | [inline] |
Mark row as changed and add to list of rows to process next.
Definition at line 1194 of file CoinPresolveMatrix.hpp.
bool CoinPresolveMatrix::rowProhibited | ( | int | i | ) | const [inline] |
Test if row is eligible for preprocessing.
Definition at line 1201 of file CoinPresolveMatrix.hpp.
bool CoinPresolveMatrix::rowProhibited2 | ( | int | i | ) | const [inline] |
Test if row is eligible for preprocessing.
The difference between this method and rowProhibited() is that this method first tests anyProhibited_ before examining the specific entry for the specified row.
Definition at line 1210 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setRowProhibited | ( | int | i | ) | [inline] |
Mark row as ineligible for preprocessing.
Definition at line 1217 of file CoinPresolveMatrix.hpp.
bool CoinPresolveMatrix::rowUsed | ( | int | i | ) | const [inline] |
Test if row is marked as used.
This is for doing faster lookups to see where two rows have entries in common. It can be used anywhere as long as it ends up zeroed out.
Definition at line 1225 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setRowUsed | ( | int | i | ) | [inline] |
Mark row as used.
Definition at line 1229 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::unsetRowUsed | ( | int | i | ) | [inline] |
Mark row as unused.
Definition at line 1233 of file CoinPresolveMatrix.hpp.
bool CoinPresolveMatrix::anyProhibited | ( | ) | const [inline] |
Check if there are any prohibited rows or columns.
Definition at line 1239 of file CoinPresolveMatrix.hpp.
void CoinPresolveMatrix::setAnyProhibited | ( | bool | val = true |
) | [inline] |
Set a flag for presence of prohibited rows or columns.
Definition at line 1242 of file CoinPresolveMatrix.hpp.
void assignPresolveToPostsolve | ( | CoinPresolveMatrix *& | preObj | ) | [friend] |
Initialize a CoinPostsolveMatrix object, destroying the CoinPresolveMatrix object.
Linked list for the column-major representation.
Definition at line 927 of file CoinPresolveMatrix.hpp.
Linked list for the row-major representation.
Definition at line 929 of file CoinPresolveMatrix.hpp.
double CoinPresolveMatrix::dobias_ |
Objective function offset introduced during presolve.
Definition at line 933 of file CoinPresolveMatrix.hpp.
Vector of row start positions in hcol, rowels_.
Definition at line 956 of file CoinPresolveMatrix.hpp.
Vector of row lengths.
Definition at line 958 of file CoinPresolveMatrix.hpp.
double* CoinPresolveMatrix::rowels_ |
Coefficients (positional correspondence with hcol_).
Definition at line 960 of file CoinPresolveMatrix.hpp.
Column indices (positional correspondence with rowels_).
Definition at line 962 of file CoinPresolveMatrix.hpp.
unsigned char* CoinPresolveMatrix::integerType_ |
Tracks integrality of columns (1 for integer, 0 for continuous).
Definition at line 966 of file CoinPresolveMatrix.hpp.
Flag to say if any variables are integer.
Note that this flag is not manipulated by the various setVariableType
routines.
Definition at line 972 of file CoinPresolveMatrix.hpp.
Print statistics for tuning.
Definition at line 974 of file CoinPresolveMatrix.hpp.
Start time of presolve.
Definition at line 978 of file CoinPresolveMatrix.hpp.
Bounds can be moved by this to retain feasibility.
Definition at line 981 of file CoinPresolveMatrix.hpp.
Output status: 0 = feasible, 1 = infeasible, 2 = unbounded.
Actually implemented as single bit flags: 1^0 = infeasible, 1^1 = unbounded.
Definition at line 994 of file CoinPresolveMatrix.hpp.
Pass number.
Used to control the execution of testRedundant (evoked by the implied_free transform).
Definition at line 1007 of file CoinPresolveMatrix.hpp.
Maximum substitution level.
Used to control the execution of subst from implied_free
Definition at line 1016 of file CoinPresolveMatrix.hpp.
unsigned char* CoinPresolveMatrix::colChanged_ |
Column change status information.
Coded using the following bits:
Definition at line 1044 of file CoinPresolveMatrix.hpp.
Input list of columns to process.
Definition at line 1046 of file CoinPresolveMatrix.hpp.
Length of colsToDo_.
Definition at line 1048 of file CoinPresolveMatrix.hpp.
Output list of columns to process next.
Definition at line 1050 of file CoinPresolveMatrix.hpp.
Length of nextColsToDo_.
Definition at line 1052 of file CoinPresolveMatrix.hpp.
unsigned char* CoinPresolveMatrix::rowChanged_ |
Row change status information.
Coded using the following bits:
Definition at line 1063 of file CoinPresolveMatrix.hpp.
Input list of rows to process.
Definition at line 1065 of file CoinPresolveMatrix.hpp.
Length of rowsToDo_.
Definition at line 1067 of file CoinPresolveMatrix.hpp.
Output list of rows to process next.
Definition at line 1069 of file CoinPresolveMatrix.hpp.
Length of nextRowsToDo_.
Definition at line 1071 of file CoinPresolveMatrix.hpp.
Presolve options 1 set if allow duplicate column tests for integer variables 2 set to allow code to try and fix infeasibilities 4 set to inhibit x+y+z=1 mods.
Definition at line 1077 of file CoinPresolveMatrix.hpp.
Flag to say if any rows or columns are marked as prohibited
Note that this flag is not manipulated by any of the various set*Prohibited
routines.
Definition at line 1083 of file CoinPresolveMatrix.hpp.