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ClpSimplex Class Reference

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

#include <ClpSimplex.hpp>

Inheritance diagram for ClpSimplex:

ClpModel ClpSimplexDual ClpSimplexOther ClpSimplexPrimal ClpSimplexNonlinear List of all members.

Functions less likely to be useful to casual user

int getSolution (const double *rowActivities, const double *columnActivities)
 Given an existing factorization computes and checks primal and dual solutions.
int getSolution ()
 Given an existing factorization computes and checks primal and dual solutions.
int createPiecewiseLinearCosts (const int *starts, const double *lower, const double *gradient)
 Constructs a non linear cost from list of non-linearities (columns only) First lower of each column is taken as real lower Last lower is taken as real upper and cost ignored.
void returnModel (ClpSimplex &otherModel)
 Return model - updates any scalars.
int internalFactorize (int solveType)
 Factorizes using current basis.
ClpDataSave saveData ()
 Save data.
void restoreData (ClpDataSave saved)
 Restore data.
void cleanStatus ()
 Clean up status.
int factorize ()
 Factorizes using current basis. For external use.
void computeDuals (double *givenDjs)
 Computes duals from scratch.
void computePrimals (const double *rowActivities, const double *columnActivities)
 Computes primals from scratch.
void add (double *array, int column, double multiplier) const
 Adds multiple of a column into an array.
void unpack (CoinIndexedVector *rowArray) const
 Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed.
void unpack (CoinIndexedVector *rowArray, int sequence) const
 Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed.
void unpackPacked (CoinIndexedVector *rowArray)
 Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed.
void unpackPacked (CoinIndexedVector *rowArray, int sequence)
 Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumns Also applies scaling if needed.
void setValuesPassAction (float incomingInfeasibility, float allowedInfeasibility)
 For advanced use.
int housekeeping (double objectiveChange)
 This does basis housekeeping and does values for in/out variables.
void checkPrimalSolution (const double *rowActivities=NULL, const double *columnActivies=NULL)
 This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal).
void checkDualSolution ()
 This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual).
void checkBothSolutions ()
 This sets sum and number of infeasibilities (Dual and Primal).

most useful gets and sets

double largeValue () const
 Large bound value (for complementarity etc).
void setLargeValue (double value)
 Large bound value (for complementarity etc).
double largestPrimalError () const
 Largest error on Ax-b.
double largestDualError () const
 Largest error on basic duals.
void setLargestPrimalError (double value)
 Largest error on Ax-b.
void setLargestDualError (double value)
 Largest error on basic duals.
int * pivotVariable () const
 Basic variables pivoting on which rows.
bool automaticScaling () const
 If automatic scaling on.
void setAutomaticScaling (bool onOff)
 Large bound value (for complementarity etc).
double currentDualTolerance () const
 Current dual tolerance.
void setCurrentDualTolerance (double value)
 Large bound value (for complementarity etc).
double currentPrimalTolerance () const
 Current primal tolerance.
void setCurrentPrimalTolerance (double value)
 Large bound value (for complementarity etc).
int numberRefinements () const
 How many iterative refinements to do.
void setNumberRefinements (int value)
 Large bound value (for complementarity etc).
double alpha () const
 Alpha (pivot element) for use by classes e.g. steepestedge.
void setAlpha (double value)
 Large bound value (for complementarity etc).
double dualIn () const
 Reduced cost of last incoming for use by classes e.g. steepestedge.
int pivotRow () const
 Pivot Row for use by classes e.g. steepestedge.
void setPivotRow (int value)
 Large bound value (for complementarity etc).
double valueIncomingDual () const
 value of incoming variable (in Dual)
double columnPrimalInfeasibility () const
 Worst column primal infeasibility.
int columnPrimalSequence () const
 Sequence of worst (-1 if feasible).
double rowPrimalInfeasibility () const
 Worst row primal infeasibility.
int rowPrimalSequence () const
 Sequence of worst (-1 if feasible).
double columnDualInfeasibility () const
 Worst column dual infeasibility (note - these may not be as meaningful if the problem is primal infeasible.
int columnDualSequence () const
 Sequence of worst (-1 if feasible).
double rowDualInfeasibility () const
 Worst row dual infeasibility.
int rowDualSequence () const
 Sequence of worst (-1 if feasible).
double primalToleranceToGetOptimal () const
 Primal tolerance needed to make dual feasible (<largeTolerance).
double remainingDualInfeasibility () const
 Remaining largest dual infeasibility.
double largestSolutionError () const
 Largest difference between input primal solution and computed.

data. Many arrays have a row part and a column part.

There is a single array with both - columns then rows and then normally two arrays pointing to rows and columns.

The single array is the owner of memory

int spareIntArray_ [4]
 Spare int array for passing information [0]!=0 switches on.
double spareDoubleArray_ [4]
 Spare double array for passing information [0]!=0 switches on.
double columnPrimalInfeasibility_
 Worst column primal infeasibility.
double rowPrimalInfeasibility_
 Worst row primal infeasibility.
int columnPrimalSequence_
 Sequence of worst (-1 if feasible).
int rowPrimalSequence_
 Sequence of worst (-1 if feasible).
double columnDualInfeasibility_
 Worst column dual infeasibility.
double rowDualInfeasibility_
 Worst row dual infeasibility.
int columnDualSequence_
 Sequence of worst (-1 if feasible).
int rowDualSequence_
 Sequence of worst (-1 if feasible).
double primalToleranceToGetOptimal_
 Primal tolerance needed to make dual feasible (<largeTolerance).
double remainingDualInfeasibility_
 Remaining largest dual infeasibility.
double largeValue_
 Large bound value (for complementarity etc).
double largestPrimalError_
 Largest error on Ax-b.
double largestDualError_
 Largest error on basic duals.
double largestSolutionError_
 Largest difference between input primal solution and computed.
double dualBound_
 Dual bound.
double alpha_
 Alpha (pivot element).
double theta_
 Theta (pivot change).
double lowerIn_
 Lower Bound on In variable.
double valueIn_
 Value of In variable.
double upperIn_
 Upper Bound on In variable.
double dualIn_
 Reduced cost of In variable.
double lowerOut_
 Lower Bound on Out variable.
double valueOut_
 Value of Out variable.
double upperOut_
 Upper Bound on Out variable.
double dualOut_
 Infeasibility (dual) or ? (primal) of Out variable.
double dualTolerance_
 Current dual tolerance for algorithm.
double primalTolerance_
 Current primal tolerance for algorithm.
double sumDualInfeasibilities_
 Sum of dual infeasibilities.
double sumPrimalInfeasibilities_
 Sum of primal infeasibilities.
double infeasibilityCost_
 Weight assigned to being infeasible in primal.
double sumOfRelaxedDualInfeasibilities_
 Sum of Dual infeasibilities using tolerance based on error in duals.
double sumOfRelaxedPrimalInfeasibilities_
 Sum of Primal infeasibilities using tolerance based on error in primals.
double acceptablePivot_
 Acceptable pivot value just after factorization.
double * lower_
 Working copy of lower bounds (Owner of arrays below).
double * rowLowerWork_
 Row lower bounds - working copy.
double * columnLowerWork_
 Column lower bounds - working copy.
double * upper_
 Working copy of upper bounds (Owner of arrays below).
double * rowUpperWork_
 Row upper bounds - working copy.
double * columnUpperWork_
 Column upper bounds - working copy.
double * cost_
 Working copy of objective (Owner of arrays below).
double * rowObjectiveWork_
 Row objective - working copy.
double * objectiveWork_
 Column objective - working copy.
CoinIndexedVector * rowArray_ [6]
 Useful row length arrays.
CoinIndexedVector * columnArray_ [6]
 Useful column length arrays.
int sequenceIn_
 Sequence of In variable.
int directionIn_
 Direction of In, 1 going up, -1 going down, 0 not a clude.
int sequenceOut_
 Sequence of Out variable.
int directionOut_
 Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.
int pivotRow_
 Pivot Row.
int lastGoodIteration_
 Last good iteration (immediately after a re-factorization).
double * dj_
 Working copy of reduced costs (Owner of arrays below).
double * rowReducedCost_
 Reduced costs of slacks not same as duals (or - duals).
double * reducedCostWork_
 Possible scaled reduced costs.
double * solution_
 Working copy of primal solution (Owner of arrays below).
double * rowActivityWork_
 Row activities - working copy.
double * columnActivityWork_
 Column activities - working copy.
ClpSimplexauxiliaryModel_
 Auxiliary model.
int numberDualInfeasibilities_
 Number of dual infeasibilities.
int numberDualInfeasibilitiesWithoutFree_
 Number of dual infeasibilities (without free).
int numberPrimalInfeasibilities_
 Number of primal infeasibilities.
int numberRefinements_
 How many iterative refinements to do.
ClpDualRowPivotdualRowPivot_
 dual row pivot choice
ClpPrimalColumnPivotprimalColumnPivot_
 primal column pivot choice
int * pivotVariable_
 Basic variables pivoting on which rows.
ClpFactorizationfactorization_
 factorization
double * savedSolution_
 Saved version of solution.
int numberTimesOptimal_
 Number of times code has tentatively thought optimal.
int changeMade_
 If change has been made (first attempt at stopping looping).
int algorithm_
 Algorithm >0 == Primal, <0 == Dual.
int forceFactorization_
 Now for some reliability aids This forces re-factorization early.
int perturbation_
 Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100.
unsigned char * saveStatus_
 Saved status regions.
ClpNonLinearCostnonLinearCost_
 Very wasteful way of dealing with infeasibilities in primal.
unsigned int specialOptions_
 For advanced options See get and set for meaning.
int lastBadIteration_
 So we know when to be cautious.
int lastFlaggedIteration_
 So we know when to open up again.
int numberFake_
 Can be used for count of fake bounds (dual) or fake costs (primal).
int numberChanged_
 Can be used for count of changed costs (dual) or changed bounds (primal).
int progressFlag_
 Progress flag - at present 0 bit says artificials out, 1 free in.
int firstFree_
 First free/super-basic variable (-1 if none).
int numberExtraRows_
 Number of extra rows.
int maximumBasic_
 Maximum number of basic variables - can be more than number of rows if GUB.
float incomingInfeasibility_
 For advanced use.
float allowedInfeasibility_
 Spare int array for passing information [0]!=0 switches on.
int automaticScale_
 Automatic scaling of objective and rhs and bounds.
ClpSimplexProgressprogress_
 For dealing with all issues of cycling etc.
class OsiClpSolverInterface
 Allow OsiClp certain perks.

Public Types

enum  Status {
  isFree = 0x00, basic = 0x01, atUpperBound = 0x02, atLowerBound = 0x03,
  superBasic = 0x04, isFixed = 0x05
}
 enums for status of various sorts. More...
enum  FakeBound { noFake = 0x00, bothFake = 0x01, upperFake = 0x02, lowerFake = 0x03 }

Public Member Functions

Constructors and destructor and copy
 ClpSimplex ()
 Default constructor.
 ClpSimplex (const ClpSimplex &rhs, int scalingMode=-1)
 Copy constructor.
 ClpSimplex (const ClpModel &rhs, int scalingMode=-1)
 Copy constructor from model.
 ClpSimplex (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true, bool fixOthers=false)
 Subproblem constructor.
 ClpSimplex (ClpSimplex *wholeModel, int numberColumns, const int *whichColumns)
 This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex.
void originalModel (ClpSimplex *miniModel)
 This copies back stuff from miniModel and then deletes miniModel.
void auxiliaryModel (int options)
 If you are re-using the same matrix again and again then the setup time to do scaling may be significant.
void deleteAuxiliaryModel ()
 Switch off e.g. if people using presolve.
bool usingAuxiliaryModel () const
 See if we have auxiliary model.
ClpSimplexoperator= (const ClpSimplex &rhs)
 Assignment operator. This copies the data.
 ~ClpSimplex ()
 Destructor.
void loadProblem (const ClpMatrixBase &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 Loads a problem (the constraints on the rows are given by lower and upper bounds).
void loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 Default constructor.
void loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps).
void loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const int *length, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 This one is for after presolve to save memory.
int loadProblem (CoinModel &modelObject, bool keepSolution=false)
 This loads a model from a coinModel object - returns number of errors.
int readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false)
 Read an mps file from the given filename.
int readGMPL (const char *filename, const char *dataName, bool keepNames=false)
 Read GMPL files from the given filenames.
void borrowModel (ClpModel &otherModel)
 Borrow model.
void borrowModel (ClpSimplex &otherModel)
 Default constructor.
void passInEventHandler (const ClpEventHandler *eventHandler)
 Pass in Event handler (cloned and deleted at end).
void getbackSolution (const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn)
 Puts solution back into small model.
Functions most useful to user
int initialSolve (ClpSolve &options)
 General solve algorithm which can do presolve.
int initialSolve ()
 Default initial solve.
int initialDualSolve ()
 Dual initial solve.
int initialPrimalSolve ()
 Primal initial solve.
int dual (int ifValuesPass=0, int startFinishOptions=0)
 Dual algorithm - see ClpSimplexDual.hpp for method.
int dualDebug (int ifValuesPass=0, int startFinishOptions=0)
 General solve algorithm which can do presolve.
int primal (int ifValuesPass=0, int startFinishOptions=0)
 Primal algorithm - see ClpSimplexPrimal.hpp for method.
int nonlinearSLP (int numberPasses, double deltaTolerance)
 Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small.
int barrier (bool crossover=true)
 Solves using barrier (assumes you have good cholesky factor code).
int reducedGradient (int phase=0)
 Solves non-linear using reduced gradient.
int cleanup (int cleanupScaling)
 When scaling is on it is possible that the scaled problem is feasible but the unscaled is not.
int dualRanging (int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease)
 Dual ranging.
int primalRanging (int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease)
 Primal ranging.
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, returns -1 on file error, 0 if no values, 1 if values.
CoinWarmStartBasis * getBasis () const
 Returns a basis (to be deleted by user).
void setFactorization (ClpFactorization &factorization)
 Passes in factorization.
int tightenPrimalBounds (double factor=0.0, int doTight=0)
 Tightens primal bounds to make dual faster.
int crash (double gap, int pivot)
 Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dual preferred and all slack basis preferred 0 if basis going in was not all slack 1 if primal preferred and all slack basis preferred 2 if primal preferred and crash basis created.
void setDualRowPivotAlgorithm (ClpDualRowPivot &choice)
 Sets row pivot choice algorithm in dual.
void setPrimalColumnPivotAlgorithm (ClpPrimalColumnPivot &choice)
 Sets column pivot choice algorithm in primal.
int strongBranching (int numberVariables, const int *variables, double *newLower, double *newUpper, double **outputSolution, int *outputStatus, int *outputIterations, bool stopOnFirstInfeasible=true, bool alwaysFinish=false, int startFinishOptions=0)
 For strong branching.
Needed for functionality of OsiSimplexInterface
int pivot ()
 Pivot in a variable and out a variable.
int primalPivotResult ()
 Pivot in a variable and choose an outgoing one.
int dualPivotResult ()
 Pivot out a variable and choose an incoing one.
int startup (int ifValuesPass, int startFinishOptions=0)
 Common bits of coding for dual and primal.
void finish (int startFinishOptions=0)
 Pivot in a variable and out a variable.
bool statusOfProblem (bool initial=false)
 Factorizes and returns true if optimal.
void defaultFactorizationFrequency ()
 If user left factorization frequency then compute.
most useful gets and sets
bool primalFeasible () const
 If problem is primal feasible.
bool dualFeasible () const
 If problem is dual feasible.
ClpFactorizationfactorization () const
 factorization
bool sparseFactorization () const
 Sparsity on or off.
void setSparseFactorization (bool value)
 If problem is primal feasible.
int factorizationFrequency () const
 Factorization frequency.
void setFactorizationFrequency (int value)
 If problem is primal feasible.
double dualBound () const
 Dual bound.
void setDualBound (double value)
 If problem is primal feasible.
double infeasibilityCost () const
 Infeasibility cost.
void setInfeasibilityCost (double value)
 If problem is primal feasible.
int perturbation () const
 Perturbation: 50 - switch on perturbation 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100 others are for playing.
void setPerturbation (int value)
 If problem is primal feasible.
int algorithm () const
 Current (or last) algorithm.
void setAlgorithm (int value)
 Set algorithm.
double sumDualInfeasibilities () const
 Sum of dual infeasibilities.
void setSumDualInfeasibilities (double value)
 If problem is primal feasible.
double sumOfRelaxedDualInfeasibilities () const
 Sum of relaxed dual infeasibilities.
void setSumOfRelaxedDualInfeasibilities (double value)
 If problem is primal feasible.
int numberDualInfeasibilities () const
 Number of dual infeasibilities.
void setNumberDualInfeasibilities (int value)
 If problem is primal feasible.
double sumPrimalInfeasibilities () const
 Sum of primal infeasibilities.
void setSumPrimalInfeasibilities (double value)
 If problem is primal feasible.
double sumOfRelaxedPrimalInfeasibilities () const
 Sum of relaxed primal infeasibilities.
void setSumOfRelaxedPrimalInfeasibilities (double value)
 If problem is primal feasible.
int numberPrimalInfeasibilities () const
 Number of primal infeasibilities.
void setNumberPrimalInfeasibilities (int value)
 If problem is primal feasible.
int saveModel (const char *fileName)
 Save model to file, returns 0 if success.
int restoreModel (const char *fileName)
 Restore model from file, returns 0 if success, deletes current model.
void checkSolution (int setToBounds=false)
 Just check solution (for external use) - sets sum of infeasibilities etc.
void checkSolutionInternal ()
 Just check solution (for internal use) - sets sum of infeasibilities etc.
CoinIndexedVector * rowArray (int index) const
 Useful row length arrays (0,1,2,3,4,5).
CoinIndexedVector * columnArray (int index) const
 Useful column length arrays (0,1,2,3,4,5).
public methods
double * solutionRegion (int section) const
 Return row or column sections - not as much needed as it once was.
double * djRegion (int section) const
 Return row or column sections - not as much needed as it once was.
double * lowerRegion (int section) const
 Return row or column sections - not as much needed as it once was.
double * upperRegion (int section) const
 Return row or column sections - not as much needed as it once was.
double * costRegion (int section) const
 Return row or column sections - not as much needed as it once was.
double * solutionRegion () const
 Return region as single array.
double * djRegion () const
 Return row or column sections - not as much needed as it once was.
double * lowerRegion () const
 Return row or column sections - not as much needed as it once was.
double * upperRegion () const
 Return row or column sections - not as much needed as it once was.
double * costRegion () const
 Return row or column sections - not as much needed as it once was.
Status getStatus (int sequence) const
 Return row or column sections - not as much needed as it once was.
void setStatus (int sequence, Status status)
 Return row or column sections - not as much needed as it once was.
void setInitialDenseFactorization (bool onOff)
 Normally the first factorization does sparse coding because the factorization could be singular.
bool initialDenseFactorization () const
 Return row or column sections - not as much needed as it once was.
int sequenceIn () const
 Return sequence In or Out.
int sequenceOut () const
 Return row or column sections - not as much needed as it once was.
void setSequenceIn (int sequence)
 Set sequenceIn or Out.
void setSequenceOut (int sequence)
 Return row or column sections - not as much needed as it once was.
int directionIn () const
 Return direction In or Out.
int directionOut () const
 Return row or column sections - not as much needed as it once was.
void setDirectionIn (int direction)
 Set directionIn or Out.
void setDirectionOut (int direction)
 Return row or column sections - not as much needed as it once was.
double valueOut () const
 Value of Out variable.
int isColumn (int sequence) const
 Returns 1 if sequence indicates column.
int sequenceWithin (int sequence) const
 Returns sequence number within section.
double solution (int sequence)
 Return row or column values.
double & solutionAddress (int sequence)
 Return address of row or column values.
double reducedCost (int sequence)
 Return row or column sections - not as much needed as it once was.
double & reducedCostAddress (int sequence)
 Return row or column sections - not as much needed as it once was.
double lower (int sequence)
 Return row or column sections - not as much needed as it once was.
double & lowerAddress (int sequence)
 Return address of row or column lower bound.
double upper (int sequence)
 Return row or column sections - not as much needed as it once was.
double & upperAddress (int sequence)
 Return address of row or column upper bound.
double cost (int sequence)
 Return row or column sections - not as much needed as it once was.
double & costAddress (int sequence)
 Return address of row or column cost.
double originalLower (int iSequence) const
 Return original lower bound.
double originalUpper (int iSequence) const
 Return original lower bound.
double theta () const
 Theta (pivot change).
ClpNonLinearCostnonLinearCost () const
 Return pointer to details of costs.
status methods
void setFakeBound (int sequence, FakeBound fakeBound)
FakeBound getFakeBound (int sequence) const
void setRowStatus (int sequence, Status status)
Status getRowStatus (int sequence) const
void setColumnStatus (int sequence, Status status)
Status getColumnStatus (int sequence) const
void setPivoted (int sequence)
void clearPivoted (int sequence)
bool pivoted (int sequence) const
void setFlagged (int sequence)
 To flag a variable (not inline to allow for column generation).
void clearFlagged (int sequence)
bool flagged (int sequence) const
void setActive (int iRow)
 To say row active in primal pivot row choice.
void clearActive (int iRow)
bool active (int iRow) const
void createStatus ()
 Set up status array (can be used by OsiClp).
void allSlackBasis (bool resetSolution=false)
 Sets up all slack basis and resets solution to as it was after initial load or readMps.
int lastBadIteration () const
 So we know when to be cautious.
int progressFlag () const
 Progress flag - at present 0 bit says artificials out.
void forceFactorization (int value)
 Force re-factorization early.
double rawObjectiveValue () const
 Raw objective value (so always minimize in primal).
void computeObjectiveValue ()
 Compute objective value from solution and put in objectiveValue_.
int numberExtraRows () const
 Number of extra rows.
int maximumBasic () const
 Maximum number of basic variables - can be more than number of rows if GUB.
void generateCpp (FILE *fp, bool defaultFactor=false)
 Create C++ lines to get to current state.
unsigned int specialOptions () const
void setSpecialOptions (unsigned int value)
Basis handling
void getBInvARow (int row, double *z, double *slack=NULL)
 Get a row of the tableau (slack part in slack if not NULL).
void getBInvRow (int row, double *z)
 Get a row of the basis inverse.
void getBInvACol (int col, double *vec)
 Get a column of the tableau.
void getBInvCol (int col, double *vec)
 Get a column of the basis inverse.
void getBasics (int *index)
 Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()).
Changing bounds on variables and constraints
void setObjectiveCoefficient (int elementIndex, double elementValue)
 Set an objective function coefficient.
void setObjCoeff (int elementIndex, double elementValue)
 Set an objective function coefficient.
void setColumnLower (int elementIndex, double elementValue)
 Set a single column lower bound
Use -DBL_MAX for -infinity.
void setColumnUpper (int elementIndex, double elementValue)
 Set a single column upper bound
Use DBL_MAX for infinity.
void setColumnBounds (int elementIndex, double lower, double upper)
 Set a single column lower and upper bound.
void setColumnSetBounds (const int *indexFirst, const int *indexLast, const double *boundList)
 Set the bounds on a number of columns simultaneously
The default implementation just invokes setColLower() and setColUpper() over and over again.
void setColLower (int elementIndex, double elementValue)
 Set a single column lower bound
Use -DBL_MAX for -infinity.
void setColUpper (int elementIndex, double elementValue)
 Set a single column upper bound
Use DBL_MAX for infinity.
void setColBounds (int elementIndex, double lower, double upper)
 Set a single column lower and upper bound.
void setColSetBounds (const int *indexFirst, const int *indexLast, const double *boundList)
 Set the bounds on a number of columns simultaneously
.
void setRowLower (int elementIndex, double elementValue)
 Set a single row lower bound
Use -DBL_MAX for -infinity.
void setRowUpper (int elementIndex, double elementValue)
 Set a single row upper bound
Use DBL_MAX for infinity.
void setRowBounds (int elementIndex, double lower, double upper)
 Set a single row lower and upper bound.
void setRowSetBounds (const int *indexFirst, const int *indexLast, const double *boundList)
 Set the bounds on a number of rows simultaneously
.

Protected Member Functions

protected methods
int gutsOfSolution (double *givenDuals, const double *givenPrimals, bool valuesPass=false)
 May change basis and then returns number changed.
void gutsOfDelete (int type)
 Does most of deletion (0 = all, 1 = most, 2 most + factorization).
void gutsOfCopy (const ClpSimplex &rhs)
 Does most of copying.
bool createRim (int what, bool makeRowCopy=false, int startFinishOptions=0)
 puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows, 2 bit does column bounds, 4 bit does objective(s).
void deleteRim (int getRidOfFactorizationData=2)
 releases above arrays and does solution scaling out.
bool sanityCheck ()
 Sanity check on input rim data (after scaling) - returns true if okay.

Friends

void ClpSimplexUnitTest (const std::string &mpsDir, const std::string &netlibDir)
 A function that tests the methods in the ClpSimplex class.

Detailed Description

This solves LPs using the simplex method.

It inherits from ClpModel and all its arrays are created at algorithm time. Originally I tried to work with model arrays but for simplicity of coding I changed to single arrays with structural variables then row variables. Some coding is still based on old style and needs cleaning up.

For a description of algorithms:

for dual see ClpSimplexDual.hpp and at top of ClpSimplexDual.cpp for primal see ClpSimplexPrimal.hpp and at top of ClpSimplexPrimal.cpp

There is an algorithm data member. + for primal variations and - for dual variations

This file also includes (at end) a very simple class ClpSimplexProgress which is where anti-looping stuff should migrate to

Definition at line 49 of file ClpSimplex.hpp.


Member Enumeration Documentation

enum ClpSimplex::Status
 

enums for status of various sorts.

First 4 match CoinWarmStartBasis, isFixed means fixed at lower bound and out of basis

Enumeration values:
isFree 
basic 
atUpperBound 
atLowerBound 
superBasic 
isFixed 

Definition at line 58 of file ClpSimplex.hpp.

Referenced by getColumnStatus(), getRowStatus(), and getStatus().

enum ClpSimplex::FakeBound
 

Enumeration values:
noFake 
bothFake 
upperFake 
lowerFake 

Definition at line 67 of file ClpSimplex.hpp.

Referenced by getFakeBound().


Constructor & Destructor Documentation

ClpSimplex::ClpSimplex  ) 
 

Default constructor.

ClpSimplex::ClpSimplex const ClpSimplex rhs,
int  scalingMode = -1
 

Copy constructor.

May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)

ClpSimplex::ClpSimplex const ClpModel rhs,
int  scalingMode = -1
 

Copy constructor from model.

May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)

ClpSimplex::ClpSimplex const ClpModel wholeModel,
int  numberRows,
const int *  whichRows,
int  numberColumns,
const int *  whichColumns,
bool  dropNames = true,
bool  dropIntegers = true,
bool  fixOthers = false
 

Subproblem constructor.

A subset of whole model is created from the row and column lists given. The new order is given by list order and duplicates are allowed. Name and integer information can be dropped Can optionally modify rhs to take into account variables NOT in list in this case duplicates are not allowed (also see getbackSolution)

ClpSimplex::ClpSimplex ClpSimplex wholeModel,
int  numberColumns,
const int *  whichColumns
 

This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex.

It is only to be used in conjunction with originalModel

ClpSimplex::~ClpSimplex  ) 
 

Destructor.


Member Function Documentation

void ClpSimplex::originalModel ClpSimplex miniModel  ) 
 

This copies back stuff from miniModel and then deletes miniModel.

Only to be used with mini constructor

void ClpSimplex::auxiliaryModel int  options  ) 
 

If you are re-using the same matrix again and again then the setup time to do scaling may be significant.

Also you may not want to initialize all values or return all values (especially if infeasible). While an auxiliary model exists it will be faster. If options -1 then model is switched off. Otherwise switched on with following options. 1 - rhs is constant 2 - bounds are constant 4 - objective is constant 8 - solution in by basis and no djs etc in 16 - no duals out (but reduced costs) 32 - no output if infeasible

void ClpSimplex::deleteAuxiliaryModel  ) 
 

Switch off e.g. if people using presolve.

bool ClpSimplex::usingAuxiliaryModel  )  const [inline]
 

See if we have auxiliary model.

Definition at line 125 of file ClpSimplex.hpp.

References auxiliaryModel_.

ClpSimplex& ClpSimplex::operator= const ClpSimplex rhs  ) 
 

Assignment operator. This copies the data.

void ClpSimplex::loadProblem const ClpMatrixBase matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub,
const double *  rowObjective = NULL
 

Loads a problem (the constraints on the rows are given by lower and upper bounds).

If a pointer is 0 then the following values are the default:

  • colub: all columns have upper bound infinity
  • collb: all columns have lower bound 0
  • rowub: all rows have upper bound infinity
  • rowlb: all rows have lower bound -infinity
  • obj: all variables have 0 objective coefficient

Reimplemented from ClpModel.

void ClpSimplex::loadProblem const CoinPackedMatrix &  matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub,
const double *  rowObjective = NULL
 

Default constructor.

Reimplemented from ClpModel.

void ClpSimplex::loadProblem const int  numcols,
const int  numrows,
const CoinBigIndex *  start,
const int *  index,
const double *  value,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub,
const double *  rowObjective = NULL
 

Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps).

Reimplemented from ClpModel.

void ClpSimplex::loadProblem const int  numcols,
const int  numrows,
const CoinBigIndex *  start,
const int *  index,
const double *  value,
const int *  length,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub,
const double *  rowObjective = NULL
 

This one is for after presolve to save memory.

Reimplemented from ClpModel.

int ClpSimplex::loadProblem CoinModel &  modelObject,
bool  keepSolution = false
 

This loads a model from a coinModel object - returns number of errors.

If keepSolution true and size is same as current then keeps current status and solution

Reimplemented from ClpModel.

int ClpSimplex::readMps const char *  filename,
bool  keepNames = false,
bool  ignoreErrors = false
 

Read an mps file from the given filename.

Reimplemented from ClpModel.

int ClpSimplex::readGMPL const char *  filename,
const char *  dataName,
bool  keepNames = false
 

Read GMPL files from the given filenames.

Reimplemented from ClpModel.

void ClpSimplex::borrowModel ClpModel otherModel  ) 
 

Borrow model.

This is so we dont have to copy large amounts of data around. It assumes a derived class wants to overwrite an empty model with a real one - while it does an algorithm. This is same as ClpModel one, but sets scaling on etc.

Reimplemented from ClpModel.

void ClpSimplex::borrowModel ClpSimplex otherModel  ) 
 

Default constructor.

void ClpSimplex::passInEventHandler const ClpEventHandler eventHandler  ) 
 

Pass in Event handler (cloned and deleted at end).

Reimplemented from ClpModel.

void ClpSimplex::getbackSolution const ClpSimplex smallModel,
const int *  whichRow,
const int *  whichColumn
 

Puts solution back into small model.

int ClpSimplex::initialSolve ClpSolve options  ) 
 

General solve algorithm which can do presolve.

See ClpSolve.hpp for options

int ClpSimplex::initialSolve  ) 
 

Default initial solve.

int ClpSimplex::initialDualSolve  ) 
 

Dual initial solve.

int ClpSimplex::initialPrimalSolve  ) 
 

Primal initial solve.

int ClpSimplex::dual int  ifValuesPass = 0,
int  startFinishOptions = 0
 

Dual algorithm - see ClpSimplexDual.hpp for method.

ifValuesPass==2 just does values pass and then stops.

startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later

Reimplemented in ClpSimplexDual.

int ClpSimplex::dualDebug int  ifValuesPass = 0,
int  startFinishOptions = 0
 

General solve algorithm which can do presolve.

See ClpSolve.hpp for options

int ClpSimplex::primal int  ifValuesPass = 0,
int  startFinishOptions = 0
 

Primal algorithm - see ClpSimplexPrimal.hpp for method.

ifValuesPass==2 just does values pass and then stops.

startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later

Reimplemented in ClpSimplexPrimal.

int ClpSimplex::nonlinearSLP int  numberPasses,
double  deltaTolerance
 

Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small.

Also exits if all problematical variables are changing less than deltaTolerance

int ClpSimplex::barrier bool  crossover = true  ) 
 

Solves using barrier (assumes you have good cholesky factor code).

Does crossover to simplex if asked

int ClpSimplex::reducedGradient int  phase = 0  ) 
 

Solves non-linear using reduced gradient.

Phase = 0 get feasible, =1 use solution

int ClpSimplex::cleanup int  cleanupScaling  ) 
 

When scaling is on it is possible that the scaled problem is feasible but the unscaled is not.

Clp returns a secondary status code to that effect. This option allows for a cleanup. If you use it I would suggest 1. This only affects actions when scaled optimal 0 - no action 1 - clean up using dual if primal infeasibility 2 - clean up using dual if dual infeasibility 3 - clean up using dual if primal or dual infeasibility 11,12,13 - as 1,2,3 but use primal

return code as dual/primal

int ClpSimplex::dualRanging int  numberCheck,
const int *  which,
double *  costIncrease,
int *  sequenceIncrease,
double *  costDecrease,
int *  sequenceDecrease
 

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 information for variable 7.

Returns non-zero if infeasible unbounded etc

Reimplemented in ClpSimplexOther.

int ClpSimplex::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. 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 information for variable 7.

Returns non-zero if infeasible unbounded etc

Reimplemented in ClpSimplexOther.

int ClpSimplex::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 in ClpSimplexOther.

int ClpSimplex::readBasis const char *  filename  ) 
 

Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values.

Reimplemented in ClpSimplexOther.

CoinWarmStartBasis* ClpSimplex::getBasis  )  const
 

Returns a basis (to be deleted by user).

void ClpSimplex::setFactorization ClpFactorization factorization  ) 
 

Passes in factorization.

int ClpSimplex::tightenPrimalBounds double  factor = 0.0,
int  doTight = 0
 

Tightens primal bounds to make dual faster.

Unless fixed or doTight>10, bounds are slightly looser than they could be. This is to make dual go faster and is probably not needed with a presolve. Returns non-zero if problem infeasible.

Fudge for branch and bound - put bounds on columns of factor * largest value (at continuous) - should improve stability in branch and bound on infeasible branches (0.0 is off)

int ClpSimplex::crash double  gap,
int  pivot
 

Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dual preferred and all slack basis preferred 0 if basis going in was not all slack 1 if primal preferred and all slack basis preferred 2 if primal preferred and crash basis created.

if gap between bounds <="gap" variables can be flipped ( If pivot -1 then can be made super basic!)

If "pivot" is -1 No pivoting - always primal 0 No pivoting (so will just be choice of algorithm) 1 Simple pivoting e.g. gub 2 Mini iterations

void ClpSimplex::setDualRowPivotAlgorithm ClpDualRowPivot choice  ) 
 

Sets row pivot choice algorithm in dual.

void ClpSimplex::setPrimalColumnPivotAlgorithm ClpPrimalColumnPivot choice  ) 
 

Sets column pivot choice algorithm in primal.

int ClpSimplex::strongBranching int  numberVariables,
const int *  variables,
double *  newLower,
double *  newUpper,
double **  outputSolution,
int *  outputStatus,
int *  outputIterations,
bool  stopOnFirstInfeasible = true,
bool  alwaysFinish = false,
int  startFinishOptions = 0
 

For strong branching.

On input lower and upper are new bounds while on output they are change in objective function values (>1.0e50 infeasible). Return code is 0 if nothing interesting, -1 if infeasible both ways and +1 if infeasible one way (check values to see which one(s)) Solutions are filled in as well - even down, odd up - also status and number of iterations

Reimplemented in ClpSimplexDual.

int ClpSimplex::pivot  ) 
 

Pivot in a variable and out a variable.

Returns 0 if okay, 1 if inaccuracy forced re-factorization, -1 if would be singular. Also updates primal/dual infeasibilities. Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out.

int ClpSimplex::primalPivotResult  ) 
 

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_ (or NULL if no pivot) Return codes as before but -1 means no acceptable pivot

int ClpSimplex::dualPivotResult  ) 
 

Pivot out a variable and choose an incoing one.

Assumes dual feasible - will not go through a reduced cost. Returns step length in theta Returns ray in ray_ (or NULL if no pivot) Return codes as before but -1 means no acceptable pivot

int ClpSimplex::startup int  ifValuesPass,
int  startFinishOptions = 0
 

Common bits of coding for dual and primal.

Return 0 if okay, 1 if bad matrix, 2 if very bad factorization

startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later

void ClpSimplex::finish int  startFinishOptions = 0  ) 
 

Pivot in a variable and out a variable.

Returns 0 if okay, 1 if inaccuracy forced re-factorization, -1 if would be singular. Also updates primal/dual infeasibilities. Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out.

bool ClpSimplex::statusOfProblem bool  initial = false  ) 
 

Factorizes and returns true if optimal.

Used by user

void ClpSimplex::defaultFactorizationFrequency  ) 
 

If user left factorization frequency then compute.

bool ClpSimplex::primalFeasible  )  const [inline]
 

If problem is primal feasible.

Definition at line 413 of file ClpSimplex.hpp.

References numberPrimalInfeasibilities_.

bool ClpSimplex::dualFeasible  )  const [inline]
 

If problem is dual feasible.

Definition at line 416 of file ClpSimplex.hpp.

References numberDualInfeasibilities_.

ClpFactorization* ClpSimplex::factorization  )  const [inline]
 

factorization

Definition at line 419 of file ClpSimplex.hpp.

bool ClpSimplex::sparseFactorization  )  const
 

Sparsity on or off.

void ClpSimplex::setSparseFactorization bool  value  ) 
 

If problem is primal feasible.

int ClpSimplex::factorizationFrequency  )  const
 

Factorization frequency.

void ClpSimplex::setFactorizationFrequency int  value  ) 
 

If problem is primal feasible.

double ClpSimplex::dualBound  )  const [inline]
 

Dual bound.

Definition at line 428 of file ClpSimplex.hpp.

void ClpSimplex::setDualBound double  value  ) 
 

If problem is primal feasible.

double ClpSimplex::infeasibilityCost  )  const [inline]
 

Infeasibility cost.

Definition at line 432 of file ClpSimplex.hpp.

void ClpSimplex::setInfeasibilityCost double  value  ) 
 

If problem is primal feasible.

int ClpSimplex::perturbation  )  const [inline]
 

Perturbation: 50 - switch on perturbation 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100 others are for playing.

Definition at line 451 of file ClpSimplex.hpp.

void ClpSimplex::setPerturbation int  value  ) 
 

If problem is primal feasible.

int ClpSimplex::algorithm  )  const [inline]
 

Current (or last) algorithm.

Definition at line 455 of file ClpSimplex.hpp.

void ClpSimplex::setAlgorithm int  value  )  [inline]
 

Set algorithm.

Definition at line 458 of file ClpSimplex.hpp.

References algorithm_.

double ClpSimplex::sumDualInfeasibilities  )  const [inline]
 

Sum of dual infeasibilities.

Definition at line 461 of file ClpSimplex.hpp.

void ClpSimplex::setSumDualInfeasibilities double  value  )  [inline]
 

If problem is primal feasible.

Definition at line 463 of file ClpSimplex.hpp.

References sumDualInfeasibilities_.

double ClpSimplex::sumOfRelaxedDualInfeasibilities  )  const [inline]
 

Sum of relaxed dual infeasibilities.

Definition at line 466 of file ClpSimplex.hpp.

void ClpSimplex::setSumOfRelaxedDualInfeasibilities double  value  )  [inline]
 

If problem is primal feasible.

Definition at line 468 of file ClpSimplex.hpp.

References sumOfRelaxedDualInfeasibilities_.

int ClpSimplex::numberDualInfeasibilities  )  const [inline]
 

Number of dual infeasibilities.

Definition at line 471 of file ClpSimplex.hpp.

void ClpSimplex::setNumberDualInfeasibilities int  value  )  [inline]
 

If problem is primal feasible.

Definition at line 473 of file ClpSimplex.hpp.

References numberDualInfeasibilities_.

double ClpSimplex::sumPrimalInfeasibilities  )  const [inline]
 

Sum of primal infeasibilities.

Definition at line 476 of file ClpSimplex.hpp.

void ClpSimplex::setSumPrimalInfeasibilities double  value  )  [inline]
 

If problem is primal feasible.

Definition at line 478 of file ClpSimplex.hpp.

References sumPrimalInfeasibilities_.

double ClpSimplex::sumOfRelaxedPrimalInfeasibilities  )  const [inline]
 

Sum of relaxed primal infeasibilities.

Definition at line 481 of file ClpSimplex.hpp.

void ClpSimplex::setSumOfRelaxedPrimalInfeasibilities double  value  )  [inline]
 

If problem is primal feasible.

Definition at line 483 of file ClpSimplex.hpp.

References sumOfRelaxedPrimalInfeasibilities_.

int ClpSimplex::numberPrimalInfeasibilities  )  const [inline]
 

Number of primal infeasibilities.

Definition at line 486 of file ClpSimplex.hpp.

void ClpSimplex::setNumberPrimalInfeasibilities int  value  )  [inline]
 

If problem is primal feasible.

Definition at line 488 of file ClpSimplex.hpp.

References numberPrimalInfeasibilities_.

int ClpSimplex::saveModel const char *  fileName  ) 
 

Save model to file, returns 0 if success.

This is designed for use outside algorithms so does not save iterating arrays etc. It does not save any messaging information. Does not save scaling values. It does not know about all types of virtual functions.

int ClpSimplex::restoreModel const char *  fileName  ) 
 

Restore model from file, returns 0 if success, deletes current model.

void ClpSimplex::checkSolution int  setToBounds = false  ) 
 

Just check solution (for external use) - sets sum of infeasibilities etc.

If setToBounds 0 then primal column values not changed and used to compute primal row activity values. If 1 or 2 then status used - so all nonbasic variables set to indicated bound and if any values changed (or ==2) basic values re-computed.

void ClpSimplex::checkSolutionInternal  ) 
 

Just check solution (for internal use) - sets sum of infeasibilities etc.

CoinIndexedVector* ClpSimplex::rowArray int  index  )  const [inline]
 

Useful row length arrays (0,1,2,3,4,5).

Definition at line 513 of file ClpSimplex.hpp.

References rowArray_.

CoinIndexedVector* ClpSimplex::columnArray int  index  )  const [inline]
 

Useful column length arrays (0,1,2,3,4,5).

Definition at line 516 of file ClpSimplex.hpp.

References columnArray_.

int ClpSimplex::getSolution const double *  rowActivities,
const double *  columnActivities
 

Given an existing factorization computes and checks primal and dual solutions.

Uses input arrays for variables at bounds. Returns feasibility states

int ClpSimplex::getSolution  ) 
 

Given an existing factorization computes and checks primal and dual solutions.

Uses current problem arrays for bounds. Returns feasibility states

int ClpSimplex::createPiecewiseLinearCosts const int *  starts,
const double *  lower,
const double *  gradient
 

Constructs a non linear cost from list of non-linearities (columns only) First lower of each column is taken as real lower Last lower is taken as real upper and cost ignored.

Returns nonzero if bad data e.g. lowers not monotonic

void ClpSimplex::returnModel ClpSimplex otherModel  ) 
 

Return model - updates any scalars.

int ClpSimplex::internalFactorize int  solveType  ) 
 

Factorizes using current basis.

solveType - 1 iterating, 0 initial, -1 external If 10 added then in primal values pass Return codes are as from ClpFactorization unless initial factorization when total number of singularities is returned. Special case is numberRows_+1 -> all slack basis.

ClpDataSave ClpSimplex::saveData  ) 
 

Save data.

void ClpSimplex::restoreData ClpDataSave  saved  ) 
 

Restore data.

void ClpSimplex::cleanStatus  ) 
 

Clean up status.

int ClpSimplex::factorize  ) 
 

Factorizes using current basis. For external use.

void ClpSimplex::computeDuals double *  givenDjs  ) 
 

Computes duals from scratch.

If givenDjs then allows for nonzero basic djs

void ClpSimplex::computePrimals const double *  rowActivities,
const double *  columnActivities
 

Computes primals from scratch.

void ClpSimplex::add double *  array,
int  column,
double  multiplier
const
 

Adds multiple of a column into an array.

void ClpSimplex::unpack CoinIndexedVector *  rowArray  )  const
 

Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed.

void ClpSimplex::unpack CoinIndexedVector *  rowArray,
int  sequence
const
 

Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed.

void ClpSimplex::unpackPacked CoinIndexedVector *  rowArray  ) 
 

Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed.

void ClpSimplex::unpackPacked CoinIndexedVector *  rowArray,
int  sequence
 

Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumns Also applies scaling if needed.

int ClpSimplex::housekeeping double  objectiveChange  )  [protected]
 

This does basis housekeeping and does values for in/out variables.

Can also decide to re-factorize

void ClpSimplex::checkPrimalSolution const double *  rowActivities = NULL,
const double *  columnActivies = NULL
[protected]
 

This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal).

void ClpSimplex::checkDualSolution  )  [protected]
 

This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual).

void ClpSimplex::checkBothSolutions  )  [protected]
 

This sets sum and number of infeasibilities (Dual and Primal).

void ClpSimplex::setValuesPassAction float  incomingInfeasibility,
float  allowedInfeasibility
 

For advanced use.

When doing iterative solves things can get nasty so on values pass if incoming solution has largest infeasibility < incomingInfeasibility throw out variables from basis until largest infeasibility < allowedInfeasibility or incoming largest infeasibility. If allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis.

Defaults are 1.0,10.0

double ClpSimplex::columnPrimalInfeasibility  )  const [inline, private]
 

Worst column primal infeasibility.

Definition at line 627 of file ClpSimplex.hpp.

int ClpSimplex::columnPrimalSequence  )  const [inline, private]
 

Sequence of worst (-1 if feasible).

Definition at line 630 of file ClpSimplex.hpp.

double ClpSimplex::rowPrimalInfeasibility  )  const [inline, private]
 

Worst row primal infeasibility.

Definition at line 633 of file ClpSimplex.hpp.

int ClpSimplex::rowPrimalSequence  )  const [inline, private]
 

Sequence of worst (-1 if feasible).

Definition at line 636 of file ClpSimplex.hpp.

double ClpSimplex::columnDualInfeasibility  )  const [inline, private]
 

Worst column dual infeasibility (note - these may not be as meaningful if the problem is primal infeasible.

Definition at line 640 of file ClpSimplex.hpp.

int ClpSimplex::columnDualSequence  )  const [inline, private]
 

Sequence of worst (-1 if feasible).

Definition at line 643 of file ClpSimplex.hpp.

double ClpSimplex::rowDualInfeasibility  )  const [inline, private]
 

Worst row dual infeasibility.

Definition at line 646 of file ClpSimplex.hpp.

int ClpSimplex::rowDualSequence  )  const [inline, private]
 

Sequence of worst (-1 if feasible).

Definition at line 649 of file ClpSimplex.hpp.

double ClpSimplex::primalToleranceToGetOptimal  )  const [inline, private]
 

Primal tolerance needed to make dual feasible (<largeTolerance).

Definition at line 652 of file ClpSimplex.hpp.

double ClpSimplex::remainingDualInfeasibility  )  const [inline, private]
 

Remaining largest dual infeasibility.

Definition at line 655 of file ClpSimplex.hpp.

double ClpSimplex::largestSolutionError  )  const [inline, private]
 

Largest difference between input primal solution and computed.

Definition at line 658 of file ClpSimplex.hpp.

double ClpSimplex::largeValue  )  const [inline]
 

Large bound value (for complementarity etc).

Definition at line 662 of file ClpSimplex.hpp.

void ClpSimplex::setLargeValue double  value  ) 
 

Large bound value (for complementarity etc).

double ClpSimplex::largestPrimalError  )  const [inline]
 

Largest error on Ax-b.

Definition at line 666 of file ClpSimplex.hpp.

double ClpSimplex::largestDualError  )  const [inline]
 

Largest error on basic duals.

Definition at line 669 of file ClpSimplex.hpp.

void ClpSimplex::setLargestPrimalError double  value  )  [inline]
 

Largest error on Ax-b.

Definition at line 672 of file ClpSimplex.hpp.

References largestPrimalError_.

void ClpSimplex::setLargestDualError double  value  )  [inline]
 

Largest error on basic duals.

Definition at line 675 of file ClpSimplex.hpp.

References largestDualError_.

int* ClpSimplex::pivotVariable  )  const [inline]
 

Basic variables pivoting on which rows.

Definition at line 678 of file ClpSimplex.hpp.

bool ClpSimplex::automaticScaling  )  const [inline]
 

If automatic scaling on.

Definition at line 681 of file ClpSimplex.hpp.

References automaticScale_.

void ClpSimplex::setAutomaticScaling bool  onOff  )  [inline]
 

Large bound value (for complementarity etc).

Definition at line 683 of file ClpSimplex.hpp.

References automaticScale_.

double ClpSimplex::currentDualTolerance  )  const [inline]
 

Current dual tolerance.

Definition at line 686 of file ClpSimplex.hpp.

void ClpSimplex::setCurrentDualTolerance double  value  )  [inline]
 

Large bound value (for complementarity etc).

Definition at line 688 of file ClpSimplex.hpp.

References dualTolerance_.

double ClpSimplex::currentPrimalTolerance  )  const [inline]
 

Current primal tolerance.

Definition at line 691 of file ClpSimplex.hpp.

void ClpSimplex::setCurrentPrimalTolerance double  value  )  [inline]
 

Large bound value (for complementarity etc).

Definition at line 693 of file ClpSimplex.hpp.

References primalTolerance_.

int ClpSimplex::numberRefinements  )  const [inline]
 

How many iterative refinements to do.

Definition at line 696 of file ClpSimplex.hpp.

void ClpSimplex::setNumberRefinements int  value  ) 
 

Large bound value (for complementarity etc).

double ClpSimplex::alpha  )  const [inline]
 

Alpha (pivot element) for use by classes e.g. steepestedge.

Definition at line 700 of file ClpSimplex.hpp.

void ClpSimplex::setAlpha double  value  )  [inline]
 

Large bound value (for complementarity etc).

Definition at line 701 of file ClpSimplex.hpp.

References alpha_.

double ClpSimplex::dualIn  )  const [inline]
 

Reduced cost of last incoming for use by classes e.g. steepestedge.

Definition at line 703 of file ClpSimplex.hpp.

int ClpSimplex::pivotRow  )  const [inline]
 

Pivot Row for use by classes e.g. steepestedge.

Definition at line 705 of file ClpSimplex.hpp.

void ClpSimplex::setPivotRow int  value  )  [inline]
 

Large bound value (for complementarity etc).

Definition at line 706 of file ClpSimplex.hpp.

References pivotRow_.

double ClpSimplex::valueIncomingDual  )  const
 

value of incoming variable (in Dual)

int ClpSimplex::gutsOfSolution double *  givenDuals,
const double *  givenPrimals,
bool  valuesPass = false
[protected]
 

May change basis and then returns number changed.

Computation of solutions may be overriden by given pi and solution

void ClpSimplex::gutsOfDelete int  type  )  [protected]
 

Does most of deletion (0 = all, 1 = most, 2 most + factorization).

void ClpSimplex::gutsOfCopy const ClpSimplex rhs  )  [protected]
 

Does most of copying.

bool ClpSimplex::createRim int  what,
bool  makeRowCopy = false,
int  startFinishOptions = 0
[protected]
 

puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows, 2 bit does column bounds, 4 bit does objective(s).

8 bit does solution scaling in 16 bit does rowArray and columnArray indexed vectors and makes row copy if wanted, also sets columnStart_ etc Also creates scaling arrays if needed. It does scaling if needed. 16 also moves solutions etc in to work arrays On 16 returns false if problem "bad" i.e. matrix or bounds bad If startFinishOptions is -1 then called by user in getSolution so do arrays but keep pivotVariable_

void ClpSimplex::deleteRim int  getRidOfFactorizationData = 2  )  [protected]
 

releases above arrays and does solution scaling out.

May also get rid of factorization data - 0 get rid of nothing, 1 get rid of arrays, 2 also factorization

bool ClpSimplex::sanityCheck  )  [protected]
 

Sanity check on input rim data (after scaling) - returns true if okay.

double* ClpSimplex::solutionRegion int  section  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 749 of file ClpSimplex.hpp.

double* ClpSimplex::djRegion int  section  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 751 of file ClpSimplex.hpp.

double* ClpSimplex::lowerRegion int  section  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 753 of file ClpSimplex.hpp.

double* ClpSimplex::upperRegion int  section  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 755 of file ClpSimplex.hpp.

double* ClpSimplex::costRegion int  section  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 757 of file ClpSimplex.hpp.

double* ClpSimplex::solutionRegion  )  const [inline]
 

Return region as single array.

Definition at line 760 of file ClpSimplex.hpp.

double* ClpSimplex::djRegion  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 762 of file ClpSimplex.hpp.

double* ClpSimplex::lowerRegion  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 764 of file ClpSimplex.hpp.

double* ClpSimplex::upperRegion  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 766 of file ClpSimplex.hpp.

double* ClpSimplex::costRegion  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 768 of file ClpSimplex.hpp.

Status ClpSimplex::getStatus int  sequence  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 770 of file ClpSimplex.hpp.

References Status.

void ClpSimplex::setStatus int  sequence,
Status  status
[inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 772 of file ClpSimplex.hpp.

void ClpSimplex::setInitialDenseFactorization bool  onOff  ) 
 

Normally the first factorization does sparse coding because the factorization could be singular.

This allows initial dense factorization when it is known to be safe

bool ClpSimplex::initialDenseFactorization  )  const
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

int ClpSimplex::sequenceIn  )  const [inline]
 

Return sequence In or Out.

Definition at line 785 of file ClpSimplex.hpp.

int ClpSimplex::sequenceOut  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 787 of file ClpSimplex.hpp.

void ClpSimplex::setSequenceIn int  sequence  )  [inline]
 

Set sequenceIn or Out.

Definition at line 790 of file ClpSimplex.hpp.

References sequenceIn_.

void ClpSimplex::setSequenceOut int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 792 of file ClpSimplex.hpp.

References sequenceOut_.

int ClpSimplex::directionIn  )  const [inline]
 

Return direction In or Out.

Definition at line 795 of file ClpSimplex.hpp.

int ClpSimplex::directionOut  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 797 of file ClpSimplex.hpp.

void ClpSimplex::setDirectionIn int  direction  )  [inline]
 

Set directionIn or Out.

Definition at line 800 of file ClpSimplex.hpp.

References directionIn_.

void ClpSimplex::setDirectionOut int  direction  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 802 of file ClpSimplex.hpp.

References directionOut_.

double ClpSimplex::valueOut  )  const [inline]
 

Value of Out variable.

Definition at line 805 of file ClpSimplex.hpp.

int ClpSimplex::isColumn int  sequence  )  const [inline]
 

Returns 1 if sequence indicates column.

Definition at line 808 of file ClpSimplex.hpp.

int ClpSimplex::sequenceWithin int  sequence  )  const [inline]
 

Returns sequence number within section.

Definition at line 811 of file ClpSimplex.hpp.

double ClpSimplex::solution int  sequence  )  [inline]
 

Return row or column values.

Definition at line 814 of file ClpSimplex.hpp.

References solution_.

double& ClpSimplex::solutionAddress int  sequence  )  [inline]
 

Return address of row or column values.

Definition at line 817 of file ClpSimplex.hpp.

References solution_.

double ClpSimplex::reducedCost int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 819 of file ClpSimplex.hpp.

References dj_.

double& ClpSimplex::reducedCostAddress int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 821 of file ClpSimplex.hpp.

References dj_.

double ClpSimplex::lower int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 823 of file ClpSimplex.hpp.

References lower_.

double& ClpSimplex::lowerAddress int  sequence  )  [inline]
 

Return address of row or column lower bound.

Definition at line 826 of file ClpSimplex.hpp.

References lower_.

double ClpSimplex::upper int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 828 of file ClpSimplex.hpp.

References upper_.

double& ClpSimplex::upperAddress int  sequence  )  [inline]
 

Return address of row or column upper bound.

Definition at line 831 of file ClpSimplex.hpp.

References upper_.

double ClpSimplex::cost int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 833 of file ClpSimplex.hpp.

References cost_.

double& ClpSimplex::costAddress int  sequence  )  [inline]
 

Return address of row or column cost.

Definition at line 836 of file ClpSimplex.hpp.

References cost_.

double ClpSimplex::originalLower int  iSequence  )  const [inline]
 

Return original lower bound.

Definition at line 839 of file ClpSimplex.hpp.

double ClpSimplex::originalUpper int  iSequence  )  const [inline]
 

Return original lower bound.

Definition at line 843 of file ClpSimplex.hpp.

double ClpSimplex::theta  )  const [inline]
 

Theta (pivot change).

Definition at line 847 of file ClpSimplex.hpp.

ClpNonLinearCost* ClpSimplex::nonLinearCost  )  const [inline]
 

Return pointer to details of costs.

Definition at line 850 of file ClpSimplex.hpp.

void ClpSimplex::setFakeBound int  sequence,
FakeBound  fakeBound
[inline]
 

Definition at line 855 of file ClpSimplex.hpp.

FakeBound ClpSimplex::getFakeBound int  sequence  )  const [inline]
 

Definition at line 861 of file ClpSimplex.hpp.

References FakeBound.

void ClpSimplex::setRowStatus int  sequence,
Status  status
[inline]
 

Definition at line 863 of file ClpSimplex.hpp.

Status ClpSimplex::getRowStatus int  sequence  )  const [inline]
 

Definition at line 869 of file ClpSimplex.hpp.

References Status.

void ClpSimplex::setColumnStatus int  sequence,
Status  status
[inline]
 

Definition at line 871 of file ClpSimplex.hpp.

Status ClpSimplex::getColumnStatus int  sequence  )  const [inline]
 

Definition at line 877 of file ClpSimplex.hpp.

References Status.

void ClpSimplex::setPivoted int  sequence  )  [inline]
 

Definition at line 879 of file ClpSimplex.hpp.

void ClpSimplex::clearPivoted int  sequence  )  [inline]
 

Definition at line 881 of file ClpSimplex.hpp.

bool ClpSimplex::pivoted int  sequence  )  const [inline]
 

Definition at line 883 of file ClpSimplex.hpp.

void ClpSimplex::setFlagged int  sequence  ) 
 

To flag a variable (not inline to allow for column generation).

void ClpSimplex::clearFlagged int  sequence  )  [inline]
 

Definition at line 887 of file ClpSimplex.hpp.

bool ClpSimplex::flagged int  sequence  )  const [inline]
 

Definition at line 891 of file ClpSimplex.hpp.

void ClpSimplex::setActive int  iRow  )  [inline]
 

To say row active in primal pivot row choice.

Definition at line 894 of file ClpSimplex.hpp.

void ClpSimplex::clearActive int  iRow  )  [inline]
 

Definition at line 898 of file ClpSimplex.hpp.

bool ClpSimplex::active int  iRow  )  const [inline]
 

Definition at line 902 of file ClpSimplex.hpp.

void ClpSimplex::createStatus  ) 
 

Set up status array (can be used by OsiClp).

Also can be used to set up all slack basis

void ClpSimplex::allSlackBasis bool  resetSolution = false  ) 
 

Sets up all slack basis and resets solution to as it was after initial load or readMps.

int ClpSimplex::lastBadIteration  )  const [inline]
 

So we know when to be cautious.

Definition at line 912 of file ClpSimplex.hpp.

int ClpSimplex::progressFlag  )  const [inline]
 

Progress flag - at present 0 bit says artificials out.

Definition at line 915 of file ClpSimplex.hpp.

void ClpSimplex::forceFactorization int  value  )  [inline]
 

Force re-factorization early.

Definition at line 918 of file ClpSimplex.hpp.

References forceFactorization_.

double ClpSimplex::rawObjectiveValue  )  const [inline]
 

Raw objective value (so always minimize in primal).

Reimplemented from ClpModel.

Definition at line 921 of file ClpSimplex.hpp.

void ClpSimplex::computeObjectiveValue  ) 
 

Compute objective value from solution and put in objectiveValue_.

int ClpSimplex::numberExtraRows  )  const [inline]
 

Number of extra rows.

These are ones which will be dynamically created each iteration. This is for GUB but may have other uses.

Definition at line 928 of file ClpSimplex.hpp.

int ClpSimplex::maximumBasic  )  const [inline]
 

Maximum number of basic variables - can be more than number of rows if GUB.

Definition at line 932 of file ClpSimplex.hpp.

void ClpSimplex::generateCpp FILE *  fp,
bool  defaultFactor = false
 

Create C++ lines to get to current state.

unsigned int ClpSimplex::specialOptions  )  const [inline]
 

Definition at line 963 of file ClpSimplex.hpp.

void ClpSimplex::setSpecialOptions unsigned int  value  )  [inline]
 

Definition at line 965 of file ClpSimplex.hpp.

References specialOptions_.

void ClpSimplex::getBInvARow int  row,
double *  z,
double *  slack = NULL
 

Get a row of the tableau (slack part in slack if not NULL).

void ClpSimplex::getBInvRow int  row,
double *  z
 

Get a row of the basis inverse.

void ClpSimplex::getBInvACol int  col,
double *  vec
 

Get a column of the tableau.

void ClpSimplex::getBInvCol int  col,
double *  vec
 

Get a column of the basis inverse.

void ClpSimplex::getBasics int *  index  ) 
 

Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()).

void ClpSimplex::setObjectiveCoefficient int  elementIndex,
double  elementValue
 

Set an objective function coefficient.

Reimplemented from ClpModel.

Referenced by setObjCoeff().

void ClpSimplex::setObjCoeff int  elementIndex,
double  elementValue
[inline]
 

Set an objective function coefficient.

Reimplemented from ClpModel.

Definition at line 998 of file ClpSimplex.hpp.

References setObjectiveCoefficient().

void ClpSimplex::setColumnLower int  elementIndex,
double  elementValue
 

Set a single column lower bound
Use -DBL_MAX for -infinity.

Reimplemented from ClpModel.

Referenced by setColLower().

void ClpSimplex::setColumnUpper int  elementIndex,
double  elementValue
 

Set a single column upper bound
Use DBL_MAX for infinity.

Reimplemented from ClpModel.

Referenced by setColUpper().

void ClpSimplex::setColumnBounds int  elementIndex,
double  lower,
double  upper
 

Set a single column lower and upper bound.

Reimplemented from ClpModel.

Referenced by setColBounds().

void ClpSimplex::setColumnSetBounds const int *  indexFirst,
const int *  indexLast,
const double *  boundList
 

Set the bounds on a number of columns simultaneously
The default implementation just invokes setColLower() and setColUpper() over and over again.

Parameters:
indexFirst,indexLast pointers to the beginning and after the end of the array of the indices of the variables whose either bound changes
boundList the new lower/upper bound pairs for the variables

Reimplemented from ClpModel.

Referenced by setColSetBounds().

void ClpSimplex::setColLower int  elementIndex,
double  elementValue
[inline]
 

Set a single column lower bound
Use -DBL_MAX for -infinity.

Reimplemented from ClpModel.

Definition at line 1027 of file ClpSimplex.hpp.

References setColumnLower().

void ClpSimplex::setColUpper int  elementIndex,
double  elementValue
[inline]
 

Set a single column upper bound
Use DBL_MAX for infinity.

Reimplemented from ClpModel.

Definition at line 1031 of file ClpSimplex.hpp.

References setColumnUpper().

void ClpSimplex::setColBounds int  elementIndex,
double  lower,
double  upper
[inline]
 

Set a single column lower and upper bound.

Reimplemented from ClpModel.

Definition at line 1035 of file ClpSimplex.hpp.

References setColumnBounds().

void ClpSimplex::setColSetBounds const int *  indexFirst,
const int *  indexLast,
const double *  boundList
[inline]
 

Set the bounds on a number of columns simultaneously
.

Parameters:
indexFirst,indexLast pointers to the beginning and after the end of the array of the indices of the variables whose either bound changes
boundList the new lower/upper bound pairs for the variables

Reimplemented from ClpModel.

Definition at line 1045 of file ClpSimplex.hpp.

References setColumnSetBounds().

void ClpSimplex::setRowLower int  elementIndex,
double  elementValue
 

Set a single row lower bound
Use -DBL_MAX for -infinity.

Reimplemented from ClpModel.

void ClpSimplex::setRowUpper int  elementIndex,
double  elementValue
 

Set a single row upper bound
Use DBL_MAX for infinity.

Reimplemented from ClpModel.

void ClpSimplex::setRowBounds int  elementIndex,
double  lower,
double  upper
 

Set a single row lower and upper bound.

Reimplemented from ClpModel.

void ClpSimplex::setRowSetBounds const int *  indexFirst,
const int *  indexLast,
const double *  boundList
 

Set the bounds on a number of rows simultaneously
.

Parameters:
indexFirst,indexLast pointers to the beginning and after the end of the array of the indices of the constraints whose either bound changes
boundList the new lower/upper bound pairs for the constraints

Reimplemented from ClpModel.


Friends And Related Function Documentation

friend class OsiClpSolverInterface [friend]
 

Allow OsiClp certain perks.

Definition at line 1284 of file ClpSimplex.hpp.

void ClpSimplexUnitTest const std::string &  mpsDir,
const std::string &  netlibDir
[friend]
 

A function that tests the methods in the ClpSimplex class.

The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging.

It also does some testing of ClpFactorization class


Member Data Documentation

double ClpSimplex::columnPrimalInfeasibility_ [protected]
 

Worst column primal infeasibility.

Definition at line 1084 of file ClpSimplex.hpp.

double ClpSimplex::rowPrimalInfeasibility_ [protected]
 

Worst row primal infeasibility.

Definition at line 1086 of file ClpSimplex.hpp.

int ClpSimplex::columnPrimalSequence_ [protected]
 

Sequence of worst (-1 if feasible).

Definition at line 1088 of file ClpSimplex.hpp.

int ClpSimplex::rowPrimalSequence_ [protected]
 

Sequence of worst (-1 if feasible).

Definition at line 1090 of file ClpSimplex.hpp.

double ClpSimplex::columnDualInfeasibility_ [protected]
 

Worst column dual infeasibility.

Definition at line 1092 of file ClpSimplex.hpp.

double ClpSimplex::rowDualInfeasibility_ [protected]
 

Worst row dual infeasibility.

Definition at line 1094 of file ClpSimplex.hpp.

int ClpSimplex::columnDualSequence_ [protected]
 

Sequence of worst (-1 if feasible).

Definition at line 1096 of file ClpSimplex.hpp.

int ClpSimplex::rowDualSequence_ [protected]
 

Sequence of worst (-1 if feasible).

Definition at line 1098 of file ClpSimplex.hpp.

double ClpSimplex::primalToleranceToGetOptimal_ [protected]
 

Primal tolerance needed to make dual feasible (<largeTolerance).

Definition at line 1100 of file ClpSimplex.hpp.

double ClpSimplex::remainingDualInfeasibility_ [protected]
 

Remaining largest dual infeasibility.

Definition at line 1102 of file ClpSimplex.hpp.

double ClpSimplex::largeValue_ [protected]
 

Large bound value (for complementarity etc).

Definition at line 1104 of file ClpSimplex.hpp.

double ClpSimplex::largestPrimalError_ [protected]
 

Largest error on Ax-b.

Definition at line 1106 of file ClpSimplex.hpp.

Referenced by setLargestPrimalError().

double ClpSimplex::largestDualError_ [protected]
 

Largest error on basic duals.

Definition at line 1108 of file ClpSimplex.hpp.

Referenced by setLargestDualError().

double ClpSimplex::largestSolutionError_ [protected]
 

Largest difference between input primal solution and computed.

Definition at line 1110 of file ClpSimplex.hpp.

double ClpSimplex::dualBound_ [protected]
 

Dual bound.

Definition at line 1112 of file ClpSimplex.hpp.

double ClpSimplex::alpha_ [protected]
 

Alpha (pivot element).

Definition at line 1114 of file ClpSimplex.hpp.

Referenced by setAlpha().

double ClpSimplex::theta_ [protected]
 

Theta (pivot change).

Definition at line 1116 of file ClpSimplex.hpp.

double ClpSimplex::lowerIn_ [protected]
 

Lower Bound on In variable.

Definition at line 1118 of file ClpSimplex.hpp.

double ClpSimplex::valueIn_ [protected]
 

Value of In variable.

Definition at line 1120 of file ClpSimplex.hpp.

double ClpSimplex::upperIn_ [protected]
 

Upper Bound on In variable.

Definition at line 1122 of file ClpSimplex.hpp.

double ClpSimplex::dualIn_ [protected]
 

Reduced cost of In variable.

Definition at line 1124 of file ClpSimplex.hpp.

double ClpSimplex::lowerOut_ [protected]
 

Lower Bound on Out variable.

Definition at line 1126 of file ClpSimplex.hpp.

double ClpSimplex::valueOut_ [protected]
 

Value of Out variable.

Definition at line 1128 of file ClpSimplex.hpp.

double ClpSimplex::upperOut_ [protected]
 

Upper Bound on Out variable.

Definition at line 1130 of file ClpSimplex.hpp.

double ClpSimplex::dualOut_ [protected]
 

Infeasibility (dual) or ? (primal) of Out variable.

Definition at line 1132 of file ClpSimplex.hpp.

double ClpSimplex::dualTolerance_ [protected]
 

Current dual tolerance for algorithm.

Definition at line 1134 of file ClpSimplex.hpp.

Referenced by setCurrentDualTolerance().

double ClpSimplex::primalTolerance_ [protected]
 

Current primal tolerance for algorithm.

Definition at line 1136 of file ClpSimplex.hpp.

Referenced by setCurrentPrimalTolerance().

double ClpSimplex::sumDualInfeasibilities_ [protected]
 

Sum of dual infeasibilities.

Definition at line 1138 of file ClpSimplex.hpp.

Referenced by setSumDualInfeasibilities().

double ClpSimplex::sumPrimalInfeasibilities_ [protected]
 

Sum of primal infeasibilities.

Definition at line 1140 of file ClpSimplex.hpp.

Referenced by setSumPrimalInfeasibilities().

double ClpSimplex::infeasibilityCost_ [protected]
 

Weight assigned to being infeasible in primal.

Definition at line 1142 of file ClpSimplex.hpp.

double ClpSimplex::sumOfRelaxedDualInfeasibilities_ [protected]
 

Sum of Dual infeasibilities using tolerance based on error in duals.

Definition at line 1144 of file ClpSimplex.hpp.

Referenced by setSumOfRelaxedDualInfeasibilities().

double ClpSimplex::sumOfRelaxedPrimalInfeasibilities_ [protected]
 

Sum of Primal infeasibilities using tolerance based on error in primals.

Definition at line 1146 of file ClpSimplex.hpp.

Referenced by setSumOfRelaxedPrimalInfeasibilities().

double ClpSimplex::acceptablePivot_ [protected]
 

Acceptable pivot value just after factorization.

Definition at line 1148 of file ClpSimplex.hpp.

double* ClpSimplex::lower_ [protected]
 

Working copy of lower bounds (Owner of arrays below).

Definition at line 1150 of file ClpSimplex.hpp.

Referenced by lower(), and lowerAddress().

double* ClpSimplex::rowLowerWork_ [protected]
 

Row lower bounds - working copy.

Definition at line 1152 of file ClpSimplex.hpp.

double* ClpSimplex::columnLowerWork_ [protected]
 

Column lower bounds - working copy.

Definition at line 1154 of file ClpSimplex.hpp.

double* ClpSimplex::upper_ [protected]
 

Working copy of upper bounds (Owner of arrays below).

Definition at line 1156 of file ClpSimplex.hpp.

Referenced by upper(), and upperAddress().

double* ClpSimplex::rowUpperWork_ [protected]
 

Row upper bounds - working copy.

Definition at line 1158 of file ClpSimplex.hpp.

double* ClpSimplex::columnUpperWork_ [protected]
 

Column upper bounds - working copy.

Definition at line 1160 of file ClpSimplex.hpp.

double* ClpSimplex::cost_ [protected]
 

Working copy of objective (Owner of arrays below).

Definition at line 1162 of file ClpSimplex.hpp.

Referenced by cost(), and costAddress().

double* ClpSimplex::rowObjectiveWork_ [protected]
 

Row objective - working copy.

Definition at line 1164 of file ClpSimplex.hpp.

double* ClpSimplex::objectiveWork_ [protected]
 

Column objective - working copy.

Definition at line 1166 of file ClpSimplex.hpp.

CoinIndexedVector* ClpSimplex::rowArray_[6] [protected]
 

Useful row length arrays.

Definition at line 1168 of file ClpSimplex.hpp.

Referenced by rowArray().

CoinIndexedVector* ClpSimplex::columnArray_[6] [protected]
 

Useful column length arrays.

Definition at line 1170 of file ClpSimplex.hpp.

Referenced by columnArray().

int ClpSimplex::sequenceIn_ [protected]
 

Sequence of In variable.

Definition at line 1172 of file ClpSimplex.hpp.

Referenced by setSequenceIn().

int ClpSimplex::directionIn_ [protected]
 

Direction of In, 1 going up, -1 going down, 0 not a clude.

Definition at line 1174 of file ClpSimplex.hpp.

Referenced by setDirectionIn().

int ClpSimplex::sequenceOut_ [protected]
 

Sequence of Out variable.

Definition at line 1176 of file ClpSimplex.hpp.

Referenced by setSequenceOut().

int ClpSimplex::directionOut_ [protected]
 

Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.

Definition at line 1178 of file ClpSimplex.hpp.

Referenced by setDirectionOut().

int ClpSimplex::pivotRow_ [protected]
 

Pivot Row.

Definition at line 1180 of file ClpSimplex.hpp.

Referenced by setPivotRow().

int ClpSimplex::lastGoodIteration_ [protected]
 

Last good iteration (immediately after a re-factorization).

Definition at line 1182 of file ClpSimplex.hpp.

double* ClpSimplex::dj_ [protected]
 

Working copy of reduced costs (Owner of arrays below).

Definition at line 1184 of file ClpSimplex.hpp.

Referenced by reducedCost(), and reducedCostAddress().

double* ClpSimplex::rowReducedCost_ [protected]
 

Reduced costs of slacks not same as duals (or - duals).

Definition at line 1186 of file ClpSimplex.hpp.

double* ClpSimplex::reducedCostWork_ [protected]
 

Possible scaled reduced costs.

Definition at line 1188 of file ClpSimplex.hpp.

double* ClpSimplex::solution_ [protected]
 

Working copy of primal solution (Owner of arrays below).

Definition at line 1190 of file ClpSimplex.hpp.

Referenced by solution(), and solutionAddress().

double* ClpSimplex::rowActivityWork_ [protected]
 

Row activities - working copy.

Definition at line 1192 of file ClpSimplex.hpp.

double* ClpSimplex::columnActivityWork_ [protected]
 

Column activities - working copy.

Definition at line 1194 of file ClpSimplex.hpp.

ClpSimplex* ClpSimplex::auxiliaryModel_ [protected]
 

Auxiliary model.

Definition at line 1196 of file ClpSimplex.hpp.

Referenced by usingAuxiliaryModel().

int ClpSimplex::numberDualInfeasibilities_ [protected]
 

Number of dual infeasibilities.

Definition at line 1198 of file ClpSimplex.hpp.

Referenced by dualFeasible(), and setNumberDualInfeasibilities().

int ClpSimplex::numberDualInfeasibilitiesWithoutFree_ [protected]
 

Number of dual infeasibilities (without free).

Definition at line 1200 of file ClpSimplex.hpp.

int ClpSimplex::numberPrimalInfeasibilities_ [protected]
 

Number of primal infeasibilities.

Definition at line 1202 of file ClpSimplex.hpp.

Referenced by primalFeasible(), and setNumberPrimalInfeasibilities().

int ClpSimplex::numberRefinements_ [protected]
 

How many iterative refinements to do.

Definition at line 1204 of file ClpSimplex.hpp.

ClpDualRowPivot* ClpSimplex::dualRowPivot_ [protected]
 

dual row pivot choice

Definition at line 1206 of file ClpSimplex.hpp.

ClpPrimalColumnPivot* ClpSimplex::primalColumnPivot_ [protected]
 

primal column pivot choice

Definition at line 1208 of file ClpSimplex.hpp.

int* ClpSimplex::pivotVariable_ [protected]
 

Basic variables pivoting on which rows.

Definition at line 1210 of file ClpSimplex.hpp.

ClpFactorization* ClpSimplex::factorization_ [protected]
 

factorization

Definition at line 1212 of file ClpSimplex.hpp.

double* ClpSimplex::savedSolution_ [protected]
 

Saved version of solution.

Definition at line 1214 of file ClpSimplex.hpp.

int ClpSimplex::numberTimesOptimal_ [protected]
 

Number of times code has tentatively thought optimal.

Definition at line 1216 of file ClpSimplex.hpp.

int ClpSimplex::changeMade_ [protected]
 

If change has been made (first attempt at stopping looping).

Definition at line 1218 of file ClpSimplex.hpp.

int ClpSimplex::algorithm_ [protected]
 

Algorithm >0 == Primal, <0 == Dual.

Definition at line 1220 of file ClpSimplex.hpp.

Referenced by setAlgorithm().

int ClpSimplex::forceFactorization_ [protected]
 

Now for some reliability aids This forces re-factorization early.

Definition at line 1223 of file ClpSimplex.hpp.

Referenced by forceFactorization().

int ClpSimplex::perturbation_ [protected]
 

Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100.

Definition at line 1231 of file ClpSimplex.hpp.

unsigned char* ClpSimplex::saveStatus_ [protected]
 

Saved status regions.

Definition at line 1233 of file ClpSimplex.hpp.

ClpNonLinearCost* ClpSimplex::nonLinearCost_ [protected]
 

Very wasteful way of dealing with infeasibilities in primal.

However it will allow non-linearities and use of dual analysis. If it doesn't work it can easily be replaced.

Definition at line 1238 of file ClpSimplex.hpp.

unsigned int ClpSimplex::specialOptions_ [protected]
 

For advanced options See get and set for meaning.

Definition at line 1242 of file ClpSimplex.hpp.

Referenced by setSpecialOptions().

int ClpSimplex::lastBadIteration_ [protected]
 

So we know when to be cautious.

Definition at line 1244 of file ClpSimplex.hpp.

int ClpSimplex::lastFlaggedIteration_ [protected]
 

So we know when to open up again.

Definition at line 1246 of file ClpSimplex.hpp.

int ClpSimplex::numberFake_ [protected]
 

Can be used for count of fake bounds (dual) or fake costs (primal).

Definition at line 1248 of file ClpSimplex.hpp.

int ClpSimplex::numberChanged_ [protected]
 

Can be used for count of changed costs (dual) or changed bounds (primal).

Definition at line 1250 of file ClpSimplex.hpp.

int ClpSimplex::progressFlag_ [protected]
 

Progress flag - at present 0 bit says artificials out, 1 free in.

Definition at line 1252 of file ClpSimplex.hpp.

int ClpSimplex::firstFree_ [protected]
 

First free/super-basic variable (-1 if none).

Definition at line 1254 of file ClpSimplex.hpp.

int ClpSimplex::numberExtraRows_ [protected]
 

Number of extra rows.

These are ones which will be dynamically created each iteration. This is for GUB but may have other uses.

Definition at line 1258 of file ClpSimplex.hpp.

int ClpSimplex::maximumBasic_ [protected]
 

Maximum number of basic variables - can be more than number of rows if GUB.

Definition at line 1261 of file ClpSimplex.hpp.

float ClpSimplex::incomingInfeasibility_ [protected]
 

For advanced use.

When doing iterative solves things can get nasty so on values pass if incoming solution has largest infeasibility < incomingInfeasibility throw out variables from basis until largest infeasibility < allowedInfeasibility. if allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis.

Defaults are 1.0,10.0

Definition at line 1271 of file ClpSimplex.hpp.

float ClpSimplex::allowedInfeasibility_ [protected]
 

Spare int array for passing information [0]!=0 switches on.

Definition at line 1272 of file ClpSimplex.hpp.

int ClpSimplex::automaticScale_ [protected]
 

Automatic scaling of objective and rhs and bounds.

Definition at line 1274 of file ClpSimplex.hpp.

Referenced by automaticScaling(), and setAutomaticScaling().

ClpSimplexProgress* ClpSimplex::progress_ [protected]
 

For dealing with all issues of cycling etc.

Definition at line 1276 of file ClpSimplex.hpp.

int ClpSimplex::spareIntArray_[4] [mutable]
 

Spare int array for passing information [0]!=0 switches on.

Definition at line 1279 of file ClpSimplex.hpp.

double ClpSimplex::spareDoubleArray_[4] [mutable]
 

Spare double array for passing information [0]!=0 switches on.

Definition at line 1281 of file ClpSimplex.hpp.


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