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ClpSimplexOther.hpp
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1 /* $Id: ClpSimplexOther.hpp 2385 2019-01-06 19:43:06Z unxusr $ */
2 // Copyright (C) 2004, International Business Machines
3 // Corporation and others. All Rights Reserved.
4 // This code is licensed under the terms of the Eclipse Public License (EPL).
5 /*
6 Authors
7
8 John Forrest
9
10 */
11 #ifndef ClpSimplexOther_H
12 #define ClpSimplexOther_H
13
14 #include "ClpSimplex.hpp"
15
23 class ClpSimplexOther : public ClpSimplex {
24
25 public:
48 void dualRanging(int numberCheck, const int *which,
49 double *costIncrease, int *sequenceIncrease,
50 double *costDecrease, int *sequenceDecrease,
51 double *valueIncrease = NULL, double *valueDecrease = NULL);
66 void primalRanging(int numberCheck, const int *which,
67 double *valueIncrease, int *sequenceIncrease,
68 double *valueDecrease, int *sequenceDecrease);
82 int parametrics(double startingTheta, double &endingTheta, double reportIncrement,
83 const double *changeLowerBound, const double *changeUpperBound,
84 const double *changeLowerRhs, const double *changeUpperRhs,
85 const double *changeObjective);
89 int parametrics(const char *dataFile);
99 int parametrics(double startingTheta, double &endingTheta,
100 const double *changeLowerBound, const double *changeUpperBound,
101 const double *changeLowerRhs, const double *changeUpperRhs);
102 int parametricsObj(double startingTheta, double &endingTheta,
103 const double *changeObjective);
105 double bestPivot(bool justColumns = false);
106 typedef struct {
107 double startingTheta;
108 double endingTheta;
109 double maxTheta;
110 double acceptableMaxTheta; // if this far then within tolerances
111 double *lowerChange; // full array of lower bound changes
112 int *lowerList; // list of lower bound changes
113 double *upperChange; // full array of upper bound changes
114 int *upperList; // list of upper bound changes
115 char *markDone; // mark which ones looked at
116 int *backwardBasic; // from sequence to pivot row
117 int *lowerActive;
118 double *lowerGap;
119 double *lowerCoefficient;
120 int *upperActive;
121 double *upperGap;
122 double *upperCoefficient;
123 int unscaledChangesOffset;
124 bool firstIteration; // so can update rhs for accuracy
125 } parametricsData;
126
127 private:
136 int parametricsLoop(parametricsData &paramData, double reportIncrement,
137 const double *changeLower, const double *changeUpper,
138 const double *changeObjective, ClpDataSave &data,
139 bool canTryQuick);
140 int parametricsLoop(parametricsData &paramData,
141 ClpDataSave &data, bool canSkipFactorization = false);
142 int parametricsObjLoop(parametricsData &paramData,
143 ClpDataSave &data, bool canSkipFactorization = false);
151 void statusOfProblemInParametrics(int type, ClpDataSave &saveData);
152 void statusOfProblemInParametricsObj(int type, ClpDataSave &saveData);
163 int whileIterating(parametricsData &paramData, double reportIncrement,
164 const double *changeObjective);
169 int nextTheta(int type, double maxTheta, parametricsData &paramData,
170 const double *changeObjective);
171 int whileIteratingObj(parametricsData &paramData);
172 int nextThetaObj(double maxTheta, parametricsData &paramData);
174 void originalBound(int iSequence, double theta, const double *changeLower,
175 const double *changeUpper);
177 double computeRhsEtc(parametricsData &paramData);
179 void redoInternalArrays();
185 void checkDualRatios(CoinIndexedVector *rowArray,
186 CoinIndexedVector *columnArray,
187 double &costIncrease, int &sequenceIncrease, double &alphaIncrease,
188 double &costDecrease, int &sequenceDecrease, double &alphaDecrease);
193 void checkPrimalRatios(CoinIndexedVector *rowArray,
194 int direction);
196 double primalRanging1(int whichIn, int whichOther);
197
198 public:
213 int writeBasis(const char *filename,
214 bool writeValues = false,
215 int formatType = 0) const;
217 int readBasis(const char *filename);
223 ClpSimplex *dualOfModel(double fractionRowRanges = 1.0, double fractionColumnRanges = 1.0) const;
227 int restoreFromDual(const ClpSimplex *dualProblem,
228 bool checkAccuracy = false);
232 int setInDual(ClpSimplex *dualProblem);
236 ClpSimplex *crunch(double *rhs, int *whichRows, int *whichColumns,
237 int &nBound, bool moreBounds = false, bool tightenBounds = false);
241 void afterCrunch(const ClpSimplex &small,
242 const int *whichRows, const int *whichColumns,
243 int nBound);
247 ClpSimplex *gubVersion(int *whichRows, int *whichColumns,
248 int neededGub,
249 int factorizationFrequency = 50);
251 void setGubBasis(ClpSimplex &original, const int *whichRows,
252 const int *whichColumns);
254 void getGubBasis(ClpSimplex &original, const int *whichRows,
255 const int *whichColumns) const;
257 void cleanupAfterPostsolve();
260 int tightenIntegerBounds(double *rhsSpace);
271 int expandKnapsack(int knapsackRow, int &numberOutput,
272 double *buildObj, CoinBigIndex *buildStart,
273 int *buildRow, double *buildElement, int reConstruct = -1) const;
276 char *guess(int mode) const;
278 };
279 #endif
280
281 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
282 */
ClpSimplexOther::expandKnapsack
int expandKnapsack(int knapsackRow, int &numberOutput, double *buildObj, CoinBigIndex *buildStart, int *buildRow, double *buildElement, int reConstruct=-1) const
Expands out all possible combinations for a knapsack If buildObj NULL then just computes space needed...
ClpSimplexOther::tightenIntegerBounds
int tightenIntegerBounds(double *rhsSpace)
Tightens integer bounds - returns number tightened or -1 if infeasible.
ClpSimplex.hpp
ClpSimplexOther::dualRanging
void dualRanging(int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease, double *valueIncrease=NULL, double *valueDecrease=NULL)
Dual ranging.
ClpSimplexOther::parametricsData::markDone
char * markDone
Definition: ClpSimplexOther.hpp:115
ClpSimplexOther::parametricsData::lowerList
int * lowerList
Definition: ClpSimplexOther.hpp:112
ClpSimplexOther::parametricsData::backwardBasic
int * backwardBasic
Definition: ClpSimplexOther.hpp:116
ClpSimplexOther::parametricsObj
int parametricsObj(double startingTheta, double &endingTheta, const double *changeObjective)
ClpSimplexOther::parametricsData::lowerCoefficient
double * lowerCoefficient
Definition: ClpSimplexOther.hpp:119
ClpSimplexOther::crunch
ClpSimplex * crunch(double *rhs, int *whichRows, int *whichColumns, int &nBound, bool moreBounds=false, bool tightenBounds=false)
Does very cursory presolve.
ClpSimplexOther::redoInternalArrays
void redoInternalArrays()
Redo lower_ from rowLower_ etc.
ClpSimplexOther::cleanupAfterPostsolve
void cleanupAfterPostsolve()
Quick try at cleaning up duals if postsolve gets wrong.
ClpSimplex::theta
double theta() const
Theta (pivot change)
Definition: ClpSimplex.hpp:1365
ClpSimplexOther::parametricsObjLoop
int parametricsObjLoop(parametricsData &paramData, ClpDataSave &data, bool canSkipFactorization=false)
ClpSimplexOther::parametricsData::unscaledChangesOffset
int unscaledChangesOffset
Definition: ClpSimplexOther.hpp:123
ClpSimplexOther::checkPrimalRatios
void checkPrimalRatios(CoinIndexedVector *rowArray, int direction)
Row array has pivot column This is used in primal ranging.
ClpSimplexOther::checkDualRatios
void checkDualRatios(CoinIndexedVector *rowArray, CoinIndexedVector *columnArray, double &costIncrease, int &sequenceIncrease, double &alphaIncrease, double &costDecrease, int &sequenceDecrease, double &alphaDecrease)
Row array has row part of pivot row Column array has column part.
ClpSimplexOther::guess
char * guess(int mode) const
Create a string of commands to guess at best strategy for model At present mode is ignored...
ClpSimplexOther::statusOfProblemInParametricsObj
void statusOfProblemInParametricsObj(int type, ClpDataSave &saveData)
ClpSimplexOther::setInDual
int setInDual(ClpSimplex *dualProblem)
Sets solution in dualized problem non-zero return code indicates minor problems.
ClpSimplexOther::parametrics
int parametrics(double startingTheta, double &endingTheta, double reportIncrement, const double *changeLowerBound, const double *changeUpperBound, const double *changeLowerRhs, const double *changeUpperRhs, const double *changeObjective)
Parametrics This is an initial slow version.
ClpSimplexOther::dualOfModel
ClpSimplex * dualOfModel(double fractionRowRanges=1.0, double fractionColumnRanges=1.0) const
Creates dual of a problem if looks plausible (defaults will always create model) fractionRowRanges is...
ClpSimplexOther::parametricsData::lowerActive
int * lowerActive
Definition: ClpSimplexOther.hpp:117
ClpSimplexOther::parametricsData::acceptableMaxTheta
double acceptableMaxTheta
Definition: ClpSimplexOther.hpp:110
ClpSimplexOther::readBasis
int readBasis(const char *filename)
Read a basis from the given filename.
ClpSimplexOther::parametricsData::lowerGap
double * lowerGap
Definition: ClpSimplexOther.hpp:118
ClpSimplex
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:106
CoinIndexedVector
Indexed Vector.
Definition: CoinIndexedVector.hpp:104
ClpSimplexOther::whileIterating
int whileIterating(parametricsData &paramData, double reportIncrement, const double *changeObjective)
This has the flow between re-factorizations.
ClpSimplexOther::parametricsLoop
int parametricsLoop(parametricsData &paramData, double reportIncrement, const double *changeLower, const double *changeUpper, const double *changeObjective, ClpDataSave &data, bool canTryQuick)
Parametrics - inner loop This first attempt is when reportIncrement non zero and may not report endin...
ClpSimplexOther::parametricsData
Definition: ClpSimplexOther.hpp:106
ClpSimplexOther::originalBound
void originalBound(int iSequence, double theta, const double *changeLower, const double *changeUpper)
Restores bound to original bound.
ClpSimplexOther::computeRhsEtc
double computeRhsEtc(parametricsData &paramData)
Compute new rowLower_ etc (return negative if infeasible - otherwise largest change) ...
ClpSimplexOther
This is for Simplex stuff which is neither dual nor primal.
Definition: ClpSimplexOther.hpp:23
ClpDataSave
This is a tiny class where data can be saved round calls.
Definition: ClpModel.hpp:1401
ClpSimplex::columnArray
CoinIndexedVector * columnArray(int index) const
Useful column length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:820
ClpSimplexOther::nextThetaObj
int nextThetaObj(double maxTheta, parametricsData &paramData)
ClpSimplexOther::primalRanging1
double primalRanging1(int whichIn, int whichOther)
Returns new value of whichOther when whichIn enters basis.
ClpSimplexOther::parametricsData::upperActive
int * upperActive
Definition: ClpSimplexOther.hpp:120
ClpSimplexOther::parametricsData::startingTheta
double startingTheta
Definition: ClpSimplexOther.hpp:107
ClpSimplexOther::afterCrunch
void afterCrunch(const ClpSimplex &small, const int *whichRows, const int *whichColumns, int nBound)
After very cursory presolve.
ClpSimplexOther::restoreFromDual
int restoreFromDual(const ClpSimplex *dualProblem, bool checkAccuracy=false)
Restores solution from dualized problem non-zero return code indicates minor problems.
ClpSimplexOther::parametricsData::upperList
int * upperList
Definition: ClpSimplexOther.hpp:114
ClpSimplexOther::writeBasis
int writeBasis(const char *filename, bool writeValues=false, int formatType=0) const
Write the basis in MPS format to the specified file.
ClpSimplexOther::nextTheta
int nextTheta(int type, double maxTheta, parametricsData &paramData, const double *changeObjective)
Computes next theta and says if objective or bounds (0= bounds, 1 objective, -1 none).
ClpSimplexOther::parametricsData::upperCoefficient
double * upperCoefficient
Definition: ClpSimplexOther.hpp:122
CoinBigIndex
int CoinBigIndex
Definition: Coin_C_defines.h:136
ClpSimplex::factorizationFrequency
int factorizationFrequency() const
Factorization frequency.
ClpSimplexOther::whileIteratingObj
int whileIteratingObj(parametricsData &paramData)
ClpSimplexOther::parametricsData::maxTheta
double maxTheta
Definition: ClpSimplexOther.hpp:109
ClpSimplexOther::parametricsData::firstIteration
bool firstIteration
Definition: ClpSimplexOther.hpp:124
ClpSimplexOther::parametricsData::upperChange
double * upperChange
Definition: ClpSimplexOther.hpp:113
ClpSimplexOther::primalRanging
void primalRanging(int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease)
Primal ranging.
ClpSimplexOther::statusOfProblemInParametrics
void statusOfProblemInParametrics(int type, ClpDataSave &saveData)
Refactorizes if necessary Checks if finished.
ClpSimplexOther::parametricsData::upperGap
double * upperGap
Definition: ClpSimplexOther.hpp:121
ClpSimplexOther::setGubBasis
void setGubBasis(ClpSimplex &original, const int *whichRows, const int *whichColumns)
Sets basis from original.
ClpSimplex::rowArray
CoinIndexedVector * rowArray(int index) const
Useful row length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:815
ClpSimplexOther::bestPivot
double bestPivot(bool justColumns=false)
Finds best possible pivot.
ClpSimplex::saveData
ClpDataSave saveData()
Save data.
ClpSimplexOther::gubVersion
ClpSimplex * gubVersion(int *whichRows, int *whichColumns, int neededGub, int factorizationFrequency=50)
Returns gub version of model or NULL whichRows has to be numberRows whichColumns has to be numberRows...
ClpSimplexOther::parametricsData::lowerChange
double * lowerChange
Definition: ClpSimplexOther.hpp:111
ClpSimplexOther::getGubBasis
void getGubBasis(ClpSimplex &original, const int *whichRows, const int *whichColumns) const
Restores basis to original.
ClpSimplexOther::parametricsData::endingTheta
double endingTheta
Definition: ClpSimplexOther.hpp:108