#include <ClpInterior.hpp>
Inheritance diagram for ClpInterior:
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 | |
double | xsize_ |
double | zsize_ |
double * | rhs_ |
Rhs. | |
double * | x_ |
double * | y_ |
double * | dj_ |
double | largestPrimalError_ |
Largest error on Ax-b. | |
double | largestDualError_ |
Largest error on basic duals. | |
double | sumDualInfeasibilities_ |
Sum of dual infeasibilities. | |
double | sumPrimalInfeasibilities_ |
Sum of primal infeasibilities. | |
double | worstComplementarity_ |
Worst complementarity. | |
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. | |
ClpLsqr * | lsqrObject_ |
Pointer to Lsqr object. | |
ClpPdcoBase * | pdcoStuff_ |
Pointer to stuff. | |
double | mu_ |
Below here is standard barrier stuff mu. | |
double | objectiveNorm_ |
objectiveNorm. | |
double | rhsNorm_ |
rhsNorm. | |
double | solutionNorm_ |
solutionNorm. | |
double | dualObjective_ |
dualObjective. | |
double | primalObjective_ |
primalObjective. | |
double | diagonalNorm_ |
diagonalNorm. | |
double | stepLength_ |
stepLength | |
double | linearPerturbation_ |
linearPerturbation | |
double | diagonalPerturbation_ |
diagonalPerturbation | |
double | gamma_ |
double | delta_ |
double | targetGap_ |
targetGap | |
double | projectionTolerance_ |
projectionTolerance | |
double | maximumRHSError_ |
maximumRHSError. maximum Ax | |
double | maximumBoundInfeasibility_ |
maximumBoundInfeasibility. | |
double | maximumDualError_ |
maximumDualError. | |
double | diagonalScaleFactor_ |
diagonalScaleFactor. | |
double | scaleFactor_ |
scaleFactor. For scaling objective | |
double | actualPrimalStep_ |
actualPrimalStep | |
double | actualDualStep_ |
actualDualStep | |
double | smallestInfeasibility_ |
smallestInfeasibility | |
double | historyInfeasibility_ [LENGTH_HISTORY] |
double | complementarityGap_ |
complementarityGap. | |
double | baseObjectiveNorm_ |
baseObjectiveNorm | |
double | worstDirectionAccuracy_ |
worstDirectionAccuracy | |
double | maximumRHSChange_ |
maximumRHSChange | |
double * | errorRegion_ |
errorRegion. i.e. Ax | |
double * | rhsFixRegion_ |
rhsFixRegion. | |
double * | upperSlack_ |
upperSlack | |
double * | lowerSlack_ |
lowerSlack | |
double * | diagonal_ |
diagonal | |
double * | solution_ |
solution | |
double * | workArray_ |
work array | |
double * | deltaX_ |
delta X | |
double * | deltaY_ |
delta Y | |
double * | deltaZ_ |
deltaZ. | |
double * | deltaW_ |
deltaW. | |
double * | deltaSU_ |
deltaS. | |
double * | deltaSL_ |
double * | primalR_ |
Primal regularization array. | |
double * | dualR_ |
Dual regularization array. | |
double * | rhsB_ |
rhs B | |
double * | rhsU_ |
rhsU. | |
double * | rhsL_ |
rhsL. | |
double * | rhsZ_ |
rhsZ. | |
double * | rhsW_ |
rhsW. | |
double * | rhsC_ |
rhs C | |
double * | zVec_ |
zVec | |
double * | wVec_ |
wVec | |
ClpCholeskyBase * | cholesky_ |
cholesky. | |
int | numberComplementarityPairs_ |
numberComplementarityPairs i.e. ones with lower and/or upper bounds (not fixed) | |
int | numberComplementarityItems_ |
numberComplementarityItems_ i.e. number of active bounds | |
int | maximumBarrierIterations_ |
Maximum iterations. | |
bool | gonePrimalFeasible_ |
gonePrimalFeasible. | |
bool | goneDualFeasible_ |
goneDualFeasible. | |
int | algorithm_ |
Which algorithm being used. | |
Public Member Functions | |
Constructors and destructor and copy | |
ClpInterior () | |
Default constructor. | |
ClpInterior (const ClpInterior &) | |
Copy constructor. | |
ClpInterior (const ClpModel &) | |
Copy constructor from model. | |
ClpInterior (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true) | |
Subproblem constructor. | |
ClpInterior & | operator= (const ClpInterior &rhs) |
Assignment operator. This copies the data. | |
~ClpInterior () | |
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 | readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false) |
Read an mps file from the given filename. | |
void | borrowModel (ClpModel &otherModel) |
Borrow model. | |
void | returnModel (ClpModel &otherModel) |
Return model - updates any scalars. | |
Functions most useful to user | |
int | pdco () |
Pdco algorithm - see ClpPdco.hpp for method. | |
int | pdco (ClpPdcoBase *stuff, Options &options, Info &info, Outfo &outfo) |
Pdco algorithm - see ClpPdco.hpp for method. | |
int | primalDual () |
Primal-Dual Predictor-Corrector barrier. | |
most useful gets and sets | |
bool | primalFeasible () const |
If problem is primal feasible. | |
bool | dualFeasible () const |
If problem is dual feasible. | |
int | algorithm () const |
Current (or last) algorithm. | |
void | setAlgorithm (int value) |
Set algorithm. | |
double | sumDualInfeasibilities () const |
Sum of dual infeasibilities. | |
double | sumPrimalInfeasibilities () const |
Sum of primal infeasibilities. | |
double | diagonalNorm () const |
diagonalNorm | |
double | linearPerturbation () const |
linearPerturbation | |
void | setLinearPerturbation (double value) |
If problem is primal feasible. | |
double | diagonalPerturbation () const |
diagonalPerturbation | |
void | setDiagonalPerturbation (double value) |
If problem is primal feasible. | |
double | gamma () const |
gamma | |
void | setGamma (double value) |
If problem is primal feasible. | |
double | delta () const |
delta | |
void | setDelta (double value) |
If problem is primal feasible. | |
double | complementarityGap () const |
ComplementarityGap. | |
most useful gets and sets | |
double | largestPrimalError () const |
Largest error on Ax-b. | |
double | largestDualError () const |
Largest error on basic duals. | |
int | maximumBarrierIterations () const |
Maximum iterations. | |
void | setMaximumBarrierIterations (int value) |
Largest error on Ax-b. | |
void | setCholesky (ClpCholeskyBase *cholesky) |
Set cholesky (and delete present one). | |
int | numberFixed () const |
Return number fixed to see if worth presolving. | |
void | fixFixed (bool reallyFix=true) |
fix variables interior says should be. | |
double * | primalR () const |
Primal erturbation vector. | |
double * | dualR () const |
Dual erturbation vector. | |
public methods | |
double | rawObjectiveValue () const |
Raw objective value (so always minimize). | |
int | isColumn (int sequence) const |
Returns 1 if sequence indicates column. | |
int | sequenceWithin (int sequence) const |
Returns sequence number within section. | |
void | checkSolution () |
Checks solution. | |
double | quadraticDjs (double *djRegion, const double *solution, double scaleFactor) |
Modifies djs to allow for quadratic. | |
void | setFixed (int sequence) |
To say a variable is fixed. | |
void | clearFixed (int sequence) |
Raw objective value (so always minimize). | |
bool | fixed (int sequence) const |
Raw objective value (so always minimize). | |
void | setFlagged (int sequence) |
To flag a variable. | |
void | clearFlagged (int sequence) |
Raw objective value (so always minimize). | |
bool | flagged (int sequence) const |
Raw objective value (so always minimize). | |
void | setFixedOrFree (int sequence) |
To say a variable is fixed OR free. | |
void | clearFixedOrFree (int sequence) |
Raw objective value (so always minimize). | |
bool | fixedOrFree (int sequence) const |
Raw objective value (so always minimize). | |
void | setLowerBound (int sequence) |
To say a variable has lower bound. | |
void | clearLowerBound (int sequence) |
Raw objective value (so always minimize). | |
bool | lowerBound (int sequence) const |
Raw objective value (so always minimize). | |
void | setUpperBound (int sequence) |
To say a variable has upper bound. | |
void | clearUpperBound (int sequence) |
Raw objective value (so always minimize). | |
bool | upperBound (int sequence) const |
Raw objective value (so always minimize). | |
void | setFakeLower (int sequence) |
To say a variable has fake lower bound. | |
void | clearFakeLower (int sequence) |
Raw objective value (so always minimize). | |
bool | fakeLower (int sequence) const |
Raw objective value (so always minimize). | |
void | setFakeUpper (int sequence) |
To say a variable has fake upper bound. | |
void | clearFakeUpper (int sequence) |
Raw objective value (so always minimize). | |
bool | fakeUpper (int sequence) const |
Raw objective value (so always minimize). | |
Protected Member Functions | |
protected methods | |
void | gutsOfDelete () |
Does most of deletion. | |
void | gutsOfCopy (const ClpInterior &rhs) |
Does most of copying. | |
bool | createWorkingData () |
Returns true if data looks okay, false if not. | |
void | deleteWorkingData () |
Does most of deletion. | |
bool | sanityCheck () |
Sanity check on input rim data. | |
int | housekeeping () |
This does housekeeping. | |
Friends | |
void | ClpInteriorUnitTest (const std::string &mpsDir, const std::string &netlibDir) |
A function that tests the methods in the ClpInterior class. |
It inherits from ClpModel and all its arrays are created at algorithm time.
Definition at line 70 of file ClpInterior.hpp.
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Default constructor.
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Copy constructor.
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Copy constructor from model.
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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 |
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Destructor.
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Assignment operator. This copies the data.
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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:
Reimplemented from ClpModel. |
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Default constructor.
Reimplemented from ClpModel. |
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Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps).
Reimplemented from ClpModel. |
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This one is for after presolve to save memory.
Reimplemented from ClpModel. |
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Read an mps file from the given filename.
Reimplemented from ClpModel. |
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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. Reimplemented from ClpModel. |
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Return model - updates any scalars.
Reimplemented from ClpModel. |
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Pdco algorithm - see ClpPdco.hpp for method.
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Pdco algorithm - see ClpPdco.hpp for method.
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Primal-Dual Predictor-Corrector barrier.
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If problem is primal feasible.
Definition at line 163 of file ClpInterior.hpp. References sumPrimalInfeasibilities_. |
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If problem is dual feasible.
Definition at line 166 of file ClpInterior.hpp. References sumDualInfeasibilities_. |
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Current (or last) algorithm.
Definition at line 169 of file ClpInterior.hpp. |
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Set algorithm.
Definition at line 172 of file ClpInterior.hpp. References algorithm_. |
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Sum of dual infeasibilities.
Definition at line 175 of file ClpInterior.hpp. |
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Sum of primal infeasibilities.
Definition at line 178 of file ClpInterior.hpp. |
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diagonalNorm
Definition at line 181 of file ClpInterior.hpp. |
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linearPerturbation
Definition at line 184 of file ClpInterior.hpp. |
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If problem is primal feasible.
Definition at line 186 of file ClpInterior.hpp. References linearPerturbation_. |
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diagonalPerturbation
Definition at line 189 of file ClpInterior.hpp. |
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If problem is primal feasible.
Definition at line 191 of file ClpInterior.hpp. References diagonalPerturbation_. |
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gamma
Definition at line 194 of file ClpInterior.hpp. |
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If problem is primal feasible.
Definition at line 196 of file ClpInterior.hpp. References gamma_. |
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delta
Definition at line 199 of file ClpInterior.hpp. |
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If problem is primal feasible.
Definition at line 201 of file ClpInterior.hpp. References delta_. |
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ComplementarityGap.
Definition at line 204 of file ClpInterior.hpp. |
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Largest error on Ax-b.
Definition at line 211 of file ClpInterior.hpp. |
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Largest error on basic duals.
Definition at line 214 of file ClpInterior.hpp. |
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Maximum iterations.
Definition at line 217 of file ClpInterior.hpp. |
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Largest error on Ax-b.
Definition at line 219 of file ClpInterior.hpp. References maximumBarrierIterations_. |
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Set cholesky (and delete present one).
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Return number fixed to see if worth presolving.
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fix variables interior says should be. If reallyFix false then just set values to exact bounds |
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Primal erturbation vector.
Definition at line 229 of file ClpInterior.hpp. |
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Dual erturbation vector.
Definition at line 232 of file ClpInterior.hpp. |
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Does most of deletion.
Reimplemented from ClpModel. |
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Does most of copying.
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Returns true if data looks okay, false if not.
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Does most of deletion.
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Sanity check on input rim data.
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This does housekeeping.
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Raw objective value (so always minimize).
Reimplemented from ClpModel. Definition at line 255 of file ClpInterior.hpp. |
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Returns 1 if sequence indicates column.
Definition at line 258 of file ClpInterior.hpp. |
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Returns sequence number within section.
Definition at line 261 of file ClpInterior.hpp. |
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Checks solution.
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Modifies djs to allow for quadratic. returns quadratic offset |
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To say a variable is fixed.
Definition at line 271 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 275 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 279 of file ClpInterior.hpp. |
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To flag a variable.
Definition at line 283 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 287 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 291 of file ClpInterior.hpp. |
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To say a variable is fixed OR free.
Definition at line 295 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 299 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 303 of file ClpInterior.hpp. |
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To say a variable has lower bound.
Definition at line 307 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 311 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 315 of file ClpInterior.hpp. |
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To say a variable has upper bound.
Definition at line 319 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 323 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 327 of file ClpInterior.hpp. |
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To say a variable has fake lower bound.
Definition at line 331 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 335 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 339 of file ClpInterior.hpp. |
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To say a variable has fake upper bound.
Definition at line 343 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 347 of file ClpInterior.hpp. |
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Raw objective value (so always minimize).
Definition at line 351 of file ClpInterior.hpp. |
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A function that tests the methods in the ClpInterior 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 |
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Largest error on Ax-b.
Definition at line 365 of file ClpInterior.hpp. |
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Largest error on basic duals.
Definition at line 367 of file ClpInterior.hpp. |
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Sum of dual infeasibilities.
Definition at line 369 of file ClpInterior.hpp. Referenced by dualFeasible(). |
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Sum of primal infeasibilities.
Definition at line 371 of file ClpInterior.hpp. Referenced by primalFeasible(). |
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Worst complementarity.
Definition at line 373 of file ClpInterior.hpp. |
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Definition at line 376 of file ClpInterior.hpp. |
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Definition at line 377 of file ClpInterior.hpp. |
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Working copy of lower bounds (Owner of arrays below).
Definition at line 380 of file ClpInterior.hpp. |
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Row lower bounds - working copy.
Definition at line 382 of file ClpInterior.hpp. |
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Column lower bounds - working copy.
Definition at line 384 of file ClpInterior.hpp. |
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Working copy of upper bounds (Owner of arrays below).
Definition at line 386 of file ClpInterior.hpp. |
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Row upper bounds - working copy.
Definition at line 388 of file ClpInterior.hpp. |
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Column upper bounds - working copy.
Definition at line 390 of file ClpInterior.hpp. |
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Working copy of objective.
Definition at line 392 of file ClpInterior.hpp. |
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Rhs.
Definition at line 395 of file ClpInterior.hpp. |
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Definition at line 396 of file ClpInterior.hpp. |
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Definition at line 397 of file ClpInterior.hpp. |
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Definition at line 398 of file ClpInterior.hpp. |
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Pointer to Lsqr object.
Definition at line 401 of file ClpInterior.hpp. |
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Pointer to stuff.
Definition at line 403 of file ClpInterior.hpp. |
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Below here is standard barrier stuff mu.
Definition at line 406 of file ClpInterior.hpp. |
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objectiveNorm.
Definition at line 408 of file ClpInterior.hpp. |
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rhsNorm.
Definition at line 410 of file ClpInterior.hpp. |
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solutionNorm.
Definition at line 412 of file ClpInterior.hpp. |
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dualObjective.
Definition at line 414 of file ClpInterior.hpp. |
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primalObjective.
Definition at line 416 of file ClpInterior.hpp. |
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diagonalNorm.
Definition at line 418 of file ClpInterior.hpp. |
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stepLength
Definition at line 420 of file ClpInterior.hpp. |
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linearPerturbation
Definition at line 422 of file ClpInterior.hpp. Referenced by setLinearPerturbation(). |
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diagonalPerturbation
Definition at line 424 of file ClpInterior.hpp. Referenced by setDiagonalPerturbation(). |
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Definition at line 426 of file ClpInterior.hpp. Referenced by setGamma(). |
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Definition at line 428 of file ClpInterior.hpp. Referenced by setDelta(). |
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targetGap
Definition at line 430 of file ClpInterior.hpp. |
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projectionTolerance
Definition at line 432 of file ClpInterior.hpp. |
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maximumRHSError. maximum Ax
Definition at line 434 of file ClpInterior.hpp. |
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maximumBoundInfeasibility.
Definition at line 436 of file ClpInterior.hpp. |
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maximumDualError.
Definition at line 438 of file ClpInterior.hpp. |
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diagonalScaleFactor.
Definition at line 440 of file ClpInterior.hpp. |
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scaleFactor. For scaling objective
Definition at line 442 of file ClpInterior.hpp. |
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actualPrimalStep
Definition at line 444 of file ClpInterior.hpp. |
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actualDualStep
Definition at line 446 of file ClpInterior.hpp. |
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smallestInfeasibility
Definition at line 448 of file ClpInterior.hpp. |
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Definition at line 451 of file ClpInterior.hpp. |
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complementarityGap.
Definition at line 453 of file ClpInterior.hpp. |
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baseObjectiveNorm
Definition at line 455 of file ClpInterior.hpp. |
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worstDirectionAccuracy
Definition at line 457 of file ClpInterior.hpp. |
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maximumRHSChange
Definition at line 459 of file ClpInterior.hpp. |
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errorRegion. i.e. Ax
Definition at line 461 of file ClpInterior.hpp. |
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rhsFixRegion.
Definition at line 463 of file ClpInterior.hpp. |
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upperSlack
Definition at line 465 of file ClpInterior.hpp. |
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lowerSlack
Definition at line 467 of file ClpInterior.hpp. |
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diagonal
Definition at line 469 of file ClpInterior.hpp. |
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solution
Definition at line 471 of file ClpInterior.hpp. |
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work array
Definition at line 473 of file ClpInterior.hpp. |
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delta X
Definition at line 475 of file ClpInterior.hpp. |
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delta Y
Definition at line 477 of file ClpInterior.hpp. |
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deltaZ.
Definition at line 479 of file ClpInterior.hpp. |
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deltaW.
Definition at line 481 of file ClpInterior.hpp. |
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deltaS.
Definition at line 483 of file ClpInterior.hpp. |
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Definition at line 484 of file ClpInterior.hpp. |
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Primal regularization array.
Definition at line 486 of file ClpInterior.hpp. |
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Dual regularization array.
Definition at line 488 of file ClpInterior.hpp. |
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rhs B
Definition at line 490 of file ClpInterior.hpp. |
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rhsU.
Definition at line 492 of file ClpInterior.hpp. |
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rhsL.
Definition at line 494 of file ClpInterior.hpp. |
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rhsZ.
Definition at line 496 of file ClpInterior.hpp. |
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rhsW.
Definition at line 498 of file ClpInterior.hpp. |
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rhs C
Definition at line 500 of file ClpInterior.hpp. |
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zVec
Definition at line 502 of file ClpInterior.hpp. |
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wVec
Definition at line 504 of file ClpInterior.hpp. |
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cholesky.
Definition at line 506 of file ClpInterior.hpp. |
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numberComplementarityPairs i.e. ones with lower and/or upper bounds (not fixed)
Definition at line 508 of file ClpInterior.hpp. |
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numberComplementarityItems_ i.e. number of active bounds
Definition at line 510 of file ClpInterior.hpp. |
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Maximum iterations.
Definition at line 512 of file ClpInterior.hpp. Referenced by setMaximumBarrierIterations(). |
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gonePrimalFeasible.
Definition at line 514 of file ClpInterior.hpp. |
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goneDualFeasible.
Definition at line 516 of file ClpInterior.hpp. |
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Which algorithm being used.
Definition at line 518 of file ClpInterior.hpp. Referenced by setAlgorithm(). |