- Main Page
- Namespaces
- Classes
- Files
- Directories

- Search for |

- File List
- File Members

# ClpNonLinearCost.hpp

Go to the documentation of this file.

    00001 /* $Id: ClpNonLinearCost.hpp 1665 2011-01-04 17:55:54Z lou $ */
    00002 // Copyright (C) 2002, International Business Machines
    00003 // Corporation and others.  All Rights Reserved.
    00004 // This code is licensed under the terms of the Eclipse Public License (EPL).
    00005
    00006 #ifndef ClpNonLinearCost_H
    00007 #define ClpNonLinearCost_H
    00008
    00009
    00010 #include "CoinPragma.hpp"
    00011
    00012 class ClpSimplex;
    00013 class CoinIndexedVector;
    00014
    00032 /* status has original status and current status
    00033    0 - below lower so stored is upper
    00034    1 - in range
    00035    2 - above upper so stored is lower
    00036    4 - (for current) - same as original
    00037 */
    00038 #define CLP_BELOW_LOWER 0
    00039 #define CLP_FEASIBLE 1
    00040 #define CLP_ABOVE_UPPER 2
    00041 #define CLP_SAME 4
    00042 inline int originalStatus(unsigned char status)
    00043 {
    00044      return (status & 15);
    00045 }
    00046 inline int currentStatus(unsigned char status)
    00047 {
    00048      return (status >> 4);
    00049 }
    00050 inline void setOriginalStatus(unsigned char & status, int value)
    00051 {
    00052      status = static_cast<unsigned char>(status & ~15);
    00053      status = static_cast<unsigned char>(status | value);
    00054 }
    00055 inline void setCurrentStatus(unsigned char &status, int value)
    00056 {
    00057      status = static_cast<unsigned char>(status & ~(15 << 4));
    00058      status = static_cast<unsigned char>(status | (value << 4));
    00059 }
    00060 inline void setInitialStatus(unsigned char &status)
    00061 {
    00062      status = static_cast<unsigned char>(CLP_FEASIBLE | (CLP_SAME << 4));
    00063 }
    00064 inline void setSameStatus(unsigned char &status)
    00065 {
    00066      status = static_cast<unsigned char>(status & ~(15 << 4));
    00067      status = static_cast<unsigned char>(status | (CLP_SAME << 4));
    00068 }
    00069 // Use second version to get more speed
    00070 //#define FAST_CLPNON
    00071 #ifndef FAST_CLPNON
    00072 #define CLP_METHOD1 ((method_&1)!=0)
    00073 #define CLP_METHOD2 ((method_&2)!=0)
    00074 #else
    00075 #define CLP_METHOD1 (false)
    00076 #define CLP_METHOD2 (true)
    00077 #endif
    00078 class ClpNonLinearCost  {
    00079
    00080 public:
    00081
    00082 public:
    00083
    00086
    00087      ClpNonLinearCost();
    00092      ClpNonLinearCost(ClpSimplex * model, int method = 1);
    00098      ClpNonLinearCost(ClpSimplex * model, const int * starts,
    00099                       const double * lower, const double * cost);
    00101      ~ClpNonLinearCost();
    00102      // Copy
    00103      ClpNonLinearCost(const ClpNonLinearCost&);
    00104      // Assignment
    00105      ClpNonLinearCost& operator=(const ClpNonLinearCost&);
    00107
    00108
    00115      void checkInfeasibilities(double oldTolerance = 0.0);
    00119      void checkInfeasibilities(int numberInArray, const int * index);
    00126      void checkChanged(int numberInArray, CoinIndexedVector * update);
    00133      void goThru(int numberInArray, double multiplier,
    00134                  const int * index, const double * work,
    00135                  double * rhs);
    00138      void goBack(int numberInArray, const int * index,
    00139                  double * rhs);
    00145      void goBackAll(const CoinIndexedVector * update);
    00147      void zapCosts();
    00149      void refreshCosts(const double * columnCosts);
    00151      void feasibleBounds();
    00155      double setOne(int sequence, double solutionValue);
    00158      void setOne(int sequence, double solutionValue, double lowerValue, double upperValue,
    00159                  double costValue = 0.0);
    00163      int setOneOutgoing(int sequence, double &solutionValue);
    00165      double nearest(int sequence, double solutionValue);
    00169      inline double changeInCost(int sequence, double alpha) const {
    00170           double returnValue = 0.0;
    00171           if (CLP_METHOD1) {
    00172                int iRange = whichRange_[sequence] + offset_[sequence];
    00173                if (alpha > 0.0)
    00174                     returnValue = cost_[iRange] - cost_[iRange-1];
    00175                else
    00176                     returnValue = cost_[iRange] - cost_[iRange+1];
    00177           }
    00178           if (CLP_METHOD2) {
    00179                returnValue = (alpha > 0.0) ? infeasibilityWeight_ : -infeasibilityWeight_;
    00180           }
    00181           return returnValue;
    00182      }
    00183      inline double changeUpInCost(int sequence) const {
    00184           double returnValue = 0.0;
    00185           if (CLP_METHOD1) {
    00186                int iRange = whichRange_[sequence] + offset_[sequence];
    00187                if (iRange + 1 != start_[sequence+1] && !infeasible(iRange + 1))
    00188                     returnValue = cost_[iRange] - cost_[iRange+1];
    00189                else
    00190                     returnValue = -1.0e100;
    00191           }
    00192           if (CLP_METHOD2) {
    00193                returnValue = -infeasibilityWeight_;
    00194           }
    00195           return returnValue;
    00196      }
    00197      inline double changeDownInCost(int sequence) const {
    00198           double returnValue = 0.0;
    00199           if (CLP_METHOD1) {
    00200                int iRange = whichRange_[sequence] + offset_[sequence];
    00201                if (iRange != start_[sequence] && !infeasible(iRange - 1))
    00202                     returnValue = cost_[iRange] - cost_[iRange-1];
    00203                else
    00204                     returnValue = 1.0e100;
    00205           }
    00206           if (CLP_METHOD2) {
    00207                returnValue = infeasibilityWeight_;
    00208           }
    00209           return returnValue;
    00210      }
    00212      inline double changeInCost(int sequence, double alpha, double &rhs) {
    00213           double returnValue = 0.0;
    00214 #ifdef NONLIN_DEBUG
    00215           double saveRhs = rhs;
    00216 #endif
    00217           if (CLP_METHOD1) {
    00218                int iRange = whichRange_[sequence] + offset_[sequence];
    00219                if (alpha > 0.0) {
    00220                     assert(iRange - 1 >= start_[sequence]);
    00221                     offset_[sequence]--;
    00222                     rhs += lower_[iRange] - lower_[iRange-1];
    00223                     returnValue = alpha * (cost_[iRange] - cost_[iRange-1]);
    00224                } else {
    00225                     assert(iRange + 1 < start_[sequence+1] - 1);
    00226                     offset_[sequence]++;
    00227                     rhs += lower_[iRange+2] - lower_[iRange+1];
    00228                     returnValue = alpha * (cost_[iRange] - cost_[iRange+1]);
    00229                }
    00230           }
    00231           if (CLP_METHOD2) {
    00232 #ifdef NONLIN_DEBUG
    00233                double saveRhs1 = rhs;
    00234                rhs = saveRhs;
    00235 #endif
    00236                unsigned char iStatus = status_[sequence];
    00237                int iWhere = currentStatus(iStatus);
    00238                if (iWhere == CLP_SAME)
    00239                     iWhere = originalStatus(iStatus);
    00240                // rhs always increases
    00241                if (iWhere == CLP_FEASIBLE) {
    00242                     if (alpha > 0.0) {
    00243                          // going below
    00244                          iWhere = CLP_BELOW_LOWER;
    00245                          rhs = COIN_DBL_MAX;
    00246                     } else {
    00247                          // going above
    00248                          iWhere = CLP_ABOVE_UPPER;
    00249                          rhs = COIN_DBL_MAX;
    00250                     }
    00251                } else if (iWhere == CLP_BELOW_LOWER) {
    00252                     assert (alpha < 0);
    00253                     // going feasible
    00254                     iWhere = CLP_FEASIBLE;
    00255                     rhs += bound_[sequence] - model_->upperRegion()[sequence];
    00256                } else {
    00257                     assert (iWhere == CLP_ABOVE_UPPER);
    00258                     // going feasible
    00259                     iWhere = CLP_FEASIBLE;
    00260                     rhs += model_->lowerRegion()[sequence] - bound_[sequence];
    00261                }
    00262                setCurrentStatus(status_[sequence], iWhere);
    00263 #ifdef NONLIN_DEBUG
    00264                assert(saveRhs1 == rhs);
    00265 #endif
    00266                returnValue = fabs(alpha) * infeasibilityWeight_;
    00267           }
    00268           return returnValue;
    00269      }
    00271      inline double lower(int sequence) const {
    00272           return lower_[whichRange_[sequence] + offset_[sequence]];
    00273      }
    00275      inline double upper(int sequence) const {
    00276           return lower_[whichRange_[sequence] + offset_[sequence] + 1];
    00277      }
    00279      inline double cost(int sequence) const {
    00280           return cost_[whichRange_[sequence] + offset_[sequence]];
    00281      }
    00283
    00284
    00287
    00288      inline int numberInfeasibilities() const {
    00289           return numberInfeasibilities_;
    00290      }
    00292      inline double changeInCost() const {
    00293           return changeCost_;
    00294      }
    00296      inline double feasibleCost() const {
    00297           return feasibleCost_;
    00298      }
    00300      double feasibleReportCost() const;
    00302      inline double sumInfeasibilities() const {
    00303           return sumInfeasibilities_;
    00304      }
    00306      inline double largestInfeasibility() const {
    00307           return largestInfeasibility_;
    00308      }
    00310      inline double averageTheta() const {
    00311           return averageTheta_;
    00312      }
    00313      inline void setAverageTheta(double value) {
    00314           averageTheta_ = value;
    00315      }
    00316      inline void setChangeInCost(double value) {
    00317           changeCost_ = value;
    00318      }
    00319      inline void setMethod(int value) {
    00320           method_ = value;
    00321      }
    00323      inline bool lookBothWays() const {
    00324           return bothWays_;
    00325      }
    00327
    00328      inline bool infeasible(int i) const {
    00329           return ((infeasible_[i>>5] >> (i & 31)) & 1) != 0;
    00330      }
    00331      inline void setInfeasible(int i, bool trueFalse) {
    00332           unsigned int & value = infeasible_[i>>5];
    00333           int bit = i & 31;
    00334           if (trueFalse)
    00335                value |= (1 << bit);
    00336           else
    00337                value &= ~(1 << bit);
    00338      }
    00339      inline unsigned char * statusArray() const {
    00340           return status_;
    00341      }
    00343      void validate();
    00345
    00346 private:
    00349
    00350      double changeCost_;
    00352      double feasibleCost_;
    00354      double infeasibilityWeight_;
    00356      double largestInfeasibility_;
    00358      double sumInfeasibilities_;
    00360      double averageTheta_;
    00362      int numberRows_;
    00364      int numberColumns_;
    00366      int * start_;
    00368      int * whichRange_;
    00370      int * offset_;
    00374      double * lower_;
    00376      double * cost_;
    00378      ClpSimplex * model_;
    00379      // Array to say which regions are infeasible
    00380      unsigned int * infeasible_;
    00382      int numberInfeasibilities_;
    00383      // new stuff
    00385      unsigned char * status_;
    00387      double * bound_;
    00389      double * cost2_;
    00391      int method_;
    00393      bool convex_;
    00395      bool bothWays_;
    00397 };
    00398
    00399 #endif