/home/coin/SVN-release/Clp-1.5.0/Clp/src/ClpModel.hpp

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00001 // Copyright (C) 2002, International Business Machines
00002 // Corporation and others.  All Rights Reserved.
00003 #ifndef ClpModel_H
00004 #define ClpModel_H
00005 
00006 #include "ClpConfig.h"
00007 
00008 #include <iostream>
00009 #include <cassert>
00010 #include <cmath>
00011 #include <vector>
00012 #include <string>
00013 //#ifndef COIN_USE_CLP
00014 //#define COIN_USE_CLP
00015 //#endif
00016 #include "ClpPackedMatrix.hpp"
00017 #include "CoinMessageHandler.hpp"
00018 #include "ClpParameters.hpp"
00019 #include "ClpObjective.hpp"
00020 class ClpEventHandler;
00021 
00022 // Plus infinity
00023 #ifndef COIN_DBL_MAX
00024 #define COIN_DBL_MAX DBL_MAX
00025 #endif
00026 
00036 class CoinBuild;
00037 class CoinModel;
00038 class ClpModel {
00039 
00040 public:
00041 
00047 
00048     ClpModel (bool emptyMessages=false  );
00049 
00054     ClpModel(const ClpModel & rhs, int scalingMode=-1);
00056     ClpModel & operator=(const ClpModel & rhs);
00061     ClpModel (const ClpModel * wholeModel,
00062       int numberRows, const int * whichRows,
00063       int numberColumns, const int * whichColumns,
00064               bool dropNames=true, bool dropIntegers=true);
00066     ~ClpModel (  );
00068 
00082   void loadProblem (  const ClpMatrixBase& matrix,
00083                      const double* collb, const double* colub,   
00084                      const double* obj,
00085                      const double* rowlb, const double* rowub,
00086                       const double * rowObjective=NULL);
00087   void loadProblem (  const CoinPackedMatrix& matrix,
00088                      const double* collb, const double* colub,   
00089                      const double* obj,
00090                      const double* rowlb, const double* rowub,
00091                       const double * rowObjective=NULL);
00092 
00095   void loadProblem (  const int numcols, const int numrows,
00096                      const CoinBigIndex* start, const int* index,
00097                      const double* value,
00098                      const double* collb, const double* colub,   
00099                      const double* obj,
00100                       const double* rowlb, const double* rowub,
00101                       const double * rowObjective=NULL);
00107   int loadProblem (  CoinModel & modelObject,bool tryPlusMinusOne=false);
00109   void loadProblem (  const int numcols, const int numrows,
00110                      const CoinBigIndex* start, const int* index,
00111                       const double* value,const int * length,
00112                      const double* collb, const double* colub,   
00113                      const double* obj,
00114                       const double* rowlb, const double* rowub,
00115                       const double * rowObjective=NULL);
00117   void loadQuadraticObjective(const int numberColumns, 
00118                               const CoinBigIndex * start,
00119                               const int * column, const double * element);
00120   void loadQuadraticObjective (  const CoinPackedMatrix& matrix);
00122   void deleteQuadraticObjective();
00124   void setRowObjective(const double * rowObjective);
00126   int readMps(const char *filename,
00127               bool keepNames=false,
00128               bool ignoreErrors = false);
00130   int readGMPL(const char *filename,const char * dataName,
00131                bool keepNames=false);
00133   void copyInIntegerInformation(const char * information);
00135   void deleteIntegerInformation();
00137   void setContinuous(int index);
00139   void setInteger(int index);
00141   bool isInteger(int index) const;
00143   void resize (int newNumberRows, int newNumberColumns);
00145   void deleteRows(int number, const int * which);
00147   void addRow(int numberInRow, const int * columns,
00148                const double * elements, double rowLower=-COIN_DBL_MAX, 
00149               double rowUpper=COIN_DBL_MAX);
00151   void addRows(int number, const double * rowLower, 
00152                const double * rowUpper,
00153                const CoinBigIndex * rowStarts, const int * columns,
00154                const double * elements);
00156   void addRows(int number, const double * rowLower, 
00157                const double * rowUpper,
00158                const CoinBigIndex * rowStarts, const int * rowLengths,
00159                const int * columns,
00160                const double * elements);
00161 #ifndef CLP_NO_VECTOR
00162   void addRows(int number, const double * rowLower, 
00163                const double * rowUpper,
00164                const CoinPackedVectorBase * const * rows);
00165 #endif
00166 
00171   int addRows(const CoinBuild & buildObject,bool tryPlusMinusOne=false,
00172                bool checkDuplicates=true);
00181   int addRows(CoinModel & modelObject,bool tryPlusMinusOne=false,
00182               bool checkDuplicates=true);
00183 
00185   void deleteColumns(int number, const int * which);
00187   void addColumn(int numberInColumn,
00188                  const int * rows,
00189                  const double * elements,
00190                  double columnLower=0.0, 
00191                  double  columnUpper=COIN_DBL_MAX,
00192                  double  objective=0.0);
00194   void addColumns(int number, const double * columnLower, 
00195                   const double * columnUpper,
00196                   const double * objective,
00197                   const CoinBigIndex * columnStarts, const int * rows,
00198                   const double * elements);
00199   void addColumns(int number, const double * columnLower, 
00200                   const double * columnUpper,
00201                   const double * objective,
00202                   const CoinBigIndex * columnStarts, const int * columnLengths,
00203                   const int * rows,
00204                   const double * elements);
00205 #ifndef CLP_NO_VECTOR
00206   void addColumns(int number, const double * columnLower, 
00207                const double * columnUpper,
00208                   const double * objective,
00209                const CoinPackedVectorBase * const * columns);
00210 #endif
00211 
00216   int addColumns(const CoinBuild & buildObject,bool tryPlusMinusOne=false,
00217                   bool checkDuplicates=true);
00225   int addColumns(CoinModel & modelObject,bool tryPlusMinusOne=false,
00226                  bool checkDuplicates=true);
00228   inline void modifyCoefficient(int row, int column, double newElement,
00229                            bool keepZero=false)
00230         {matrix_->modifyCoefficient(row,column,newElement,keepZero);}
00232   void chgRowLower(const double * rowLower);
00234   void chgRowUpper(const double * rowUpper);
00236   void chgColumnLower(const double * columnLower);
00238   void chgColumnUpper(const double * columnUpper);
00240   void chgObjCoefficients(const double * objIn); 
00244   void borrowModel(ClpModel & otherModel);
00247   void returnModel(ClpModel & otherModel);
00248 
00250   void createEmptyMatrix();
00258   int cleanMatrix(double threshold=1.0e-20);
00259 #ifndef CLP_NO_STD
00261   void dropNames();
00263   void copyNames(std::vector<std::string> & rowNames,
00264                  std::vector<std::string> & columnNames);
00266   void copyRowNames(const std::vector<std::string> & rowNames,int first, int last);
00268   void copyColumnNames(const std::vector<std::string> & columnNames, int first, int last);
00270   void copyRowNames(const char * const * rowNames,int first, int last);
00272   void copyColumnNames(const char * const * columnNames, int first, int last);
00274   void setRowName(int rowIndex, std::string & name) ;
00276   void setColumnName(int colIndex, std::string & name) ;
00277 #endif
00278 
00280   CoinModel * createCoinModel() const;
00281 
00294     int writeMps(const char *filename, 
00295                   int formatType=0,int numberAcross=2,
00296                  double objSense=0.0) const ;
00298 
00300 
00301    inline int numberRows() const {
00302       return numberRows_;
00303    }
00304    inline int getNumRows() const {
00305       return numberRows_;
00306    }
00308    inline int getNumCols() const {
00309       return numberColumns_;
00310    }
00311    inline int numberColumns() const {
00312       return numberColumns_;
00313    }
00315    inline double primalTolerance() const {
00316       return dblParam_[ClpPrimalTolerance];
00317    }
00318    void setPrimalTolerance( double value) ;
00320    inline double dualTolerance() const  { return dblParam_[ClpDualTolerance]; }
00321    void setDualTolerance( double value) ;
00323   inline double primalObjectiveLimit() const { return dblParam_[ClpPrimalObjectiveLimit];}
00324   void setPrimalObjectiveLimit(double value);
00326   inline double dualObjectiveLimit() const { return dblParam_[ClpDualObjectiveLimit];}
00327   void setDualObjectiveLimit(double value);
00329   inline double objectiveOffset() const { return dblParam_[ClpObjOffset];}
00330   void setObjectiveOffset(double value);
00331 #ifndef CLP_NO_STD
00332   inline std::string problemName() const { return strParam_[ClpProbName]; }
00333 #endif
00335    inline int numberIterations() const  { return numberIterations_; }
00336    inline int getIterationCount() const { return numberIterations_; }
00337   inline void setNumberIterations(int numberIterations)
00338   { numberIterations_ = numberIterations;}
00340   inline int solveType() const
00341   { return solveType_;}
00342   inline void setSolveType(int type)
00343   { solveType_=type;}
00345    inline int maximumIterations() const { return intParam_[ClpMaxNumIteration]; }
00346    void setMaximumIterations(int value);
00348    inline double maximumSeconds() const { return dblParam_[ClpMaxSeconds]; }
00349    void setMaximumSeconds(double value);
00351   bool hitMaximumIterations() const;
00361    inline int status() const            { return problemStatus_; }
00362    inline int problemStatus() const            { return problemStatus_; }
00364   inline void setProblemStatus(int problemStatus)
00365   { problemStatus_ = problemStatus;}
00380    inline int secondaryStatus() const            { return secondaryStatus_; }
00381   inline void setSecondaryStatus(int status)
00382   { secondaryStatus_ = status;}
00384    inline bool isAbandoned() const             { return problemStatus_==4; }
00386    inline bool isProvenOptimal() const         { return problemStatus_==0; }
00388    inline bool isProvenPrimalInfeasible() const { return problemStatus_==1; }
00390    inline bool isProvenDualInfeasible() const  { return problemStatus_==2; }
00392    bool isPrimalObjectiveLimitReached() const ;
00394    bool isDualObjectiveLimitReached() const ;
00396    inline bool isIterationLimitReached() const { return problemStatus_==3; }
00398    inline double optimizationDirection() const {
00399       return  optimizationDirection_;
00400    }
00401    inline double getObjSense() const    { return optimizationDirection_; }
00402    void setOptimizationDirection(double value);
00404    inline double * primalRowSolution() const    { return rowActivity_; }
00405    inline const double * getRowActivity() const { return rowActivity_; }
00407    inline double * primalColumnSolution() const { return columnActivity_; }
00408    inline const double * getColSolution() const { return columnActivity_; }
00409    inline void setColSolution(const double * input)
00410    { memcpy(columnActivity_,input,numberColumns_*sizeof(double));}
00412    inline double * dualRowSolution() const      { return dual_; }
00413    inline const double * getRowPrice() const    { return dual_; }
00415    inline double * dualColumnSolution() const   { return reducedCost_; }
00416    inline const double * getReducedCost() const { return reducedCost_; }
00418    inline double* rowLower() const              { return rowLower_; }
00419    inline const double* getRowLower() const     { return rowLower_; }
00421    inline double* rowUpper() const              { return rowUpper_; }
00422    inline const double* getRowUpper() const     { return rowUpper_; }
00423     //-------------------------------------------------------------------------
00427        void setObjectiveCoefficient( int elementIndex, double elementValue );
00429        inline void setObjCoeff( int elementIndex, double elementValue )
00430        { setObjectiveCoefficient( elementIndex, elementValue);}
00431 
00434        void setColumnLower( int elementIndex, double elementValue );
00435       
00438        void setColumnUpper( int elementIndex, double elementValue );
00439 
00441       void setColumnBounds( int elementIndex,
00442         double lower, double upper );
00443 
00452       void setColumnSetBounds(const int* indexFirst,
00453                                    const int* indexLast,
00454                                    const double* boundList);
00455       
00458        inline void setColLower( int elementIndex, double elementValue )
00459        { setColumnLower(elementIndex, elementValue);}
00462        inline void setColUpper( int elementIndex, double elementValue )
00463        { setColumnUpper(elementIndex, elementValue);}
00464 
00466       inline void setColBounds( int elementIndex,
00467         double lower, double upper )
00468        { setColumnBounds(elementIndex, lower, upper);}
00469 
00476       inline void setColSetBounds(const int* indexFirst,
00477                                    const int* indexLast,
00478                                    const double* boundList)
00479       { setColumnSetBounds(indexFirst, indexLast, boundList);}
00480       
00483       void setRowLower( int elementIndex, double elementValue );
00484       
00487       void setRowUpper( int elementIndex, double elementValue ) ;
00488     
00490       void setRowBounds( int elementIndex,
00491                                  double lower, double upper ) ;
00492     
00499       void setRowSetBounds(const int* indexFirst,
00500                                    const int* indexLast,
00501                                    const double* boundList);
00502     
00504 
00505    inline const double * rowScale() const {return rowScale_;}
00506    inline const double * columnScale() const {return columnScale_;}
00507    inline void setRowScale(double * scale) { delete [] (double *) rowScale_; rowScale_ = scale;}
00508    inline void setColumnScale(double * scale) { delete [] (double *) columnScale_; columnScale_ = scale;}
00510   inline double objectiveScale() const 
00511           { return objectiveScale_;} 
00512   inline void setObjectiveScale(double value)
00513           { objectiveScale_ = value;} 
00515   inline double rhsScale() const 
00516           { return rhsScale_;} 
00517   inline void setRhsScale(double value)
00518           { rhsScale_ = value;} 
00520    void scaling(int mode=1);
00523   void unscale();
00525    inline int scalingFlag() const {return scalingFlag_;}
00527    inline double * objective() const            
00528   {
00529     if (objective_) {
00530       double offset; 
00531       return objective_->gradient(NULL,NULL,offset,false);
00532     } else {
00533       return NULL;
00534     }
00535   }
00536    inline double * objective(const double * solution, double & offset,bool refresh=true) const            
00537   {
00538     offset=0.0;
00539     if (objective_) {
00540       return objective_->gradient(NULL,solution,offset,refresh);
00541     } else {
00542       return NULL;
00543     }
00544   }
00545    inline const double * getObjCoefficients() const 
00546   { 
00547     if (objective_) {
00548       double offset; 
00549       return objective_->gradient(NULL,NULL,offset,false);
00550     } else {
00551       return NULL;
00552     }
00553   }
00555    inline double * rowObjective() const         { return rowObjective_; }
00556    inline const double * getRowObjCoefficients() const {
00557       return rowObjective_;
00558    }
00560    inline double * columnLower() const          { return columnLower_; }
00561    inline const double * getColLower() const    { return columnLower_; }
00563    inline double * columnUpper() const          { return columnUpper_; }
00564    inline const double * getColUpper() const    { return columnUpper_; }
00566    inline CoinPackedMatrix * matrix() const {
00567      if ( matrix_ == NULL ) return NULL;
00568      else return matrix_->getPackedMatrix();
00569    }
00571    inline int getNumElements() const 
00572      { return matrix_->getNumElements();}
00575    inline double getSmallElementValue() const
00576   { return smallElement_;}
00577   inline void setSmallElementValue(double value)
00578   { smallElement_=value;} 
00580    inline ClpMatrixBase * rowCopy() const       { return rowCopy_; }
00582    inline ClpMatrixBase * clpMatrix() const     { return matrix_; }
00588    void replaceMatrix(ClpMatrixBase * matrix,bool deleteCurrent=false);
00594    inline void replaceMatrix(CoinPackedMatrix * matrix,
00595                              bool deleteCurrent=false)
00596   { replaceMatrix(new ClpPackedMatrix(matrix),deleteCurrent);}
00598    inline double objectiveValue() const {
00599       return objectiveValue_*optimizationDirection_ - dblParam_[ClpObjOffset];
00600    }
00601   inline void setObjectiveValue(double value) {
00602     objectiveValue_ = (value+ dblParam_[ClpObjOffset])/optimizationDirection_;
00603    }
00604    inline double getObjValue() const {
00605       return objectiveValue_*optimizationDirection_ - dblParam_[ClpObjOffset];
00606    }
00608    inline char * integerInformation() const     { return integerType_; }
00611    double * infeasibilityRay() const;
00612    double * unboundedRay() const;
00614   inline bool statusExists() const
00615   { return (status_!=NULL);}
00617   inline unsigned char *  statusArray() const
00618   { return status_;}
00621   unsigned char *  statusCopy() const;
00623   void copyinStatus(const unsigned char * statusArray);
00624 
00626   inline void setUserPointer (void * pointer)
00627   { userPointer_=pointer;}
00628   inline void * getUserPointer () const
00629   { return userPointer_;}
00631   inline int whatsChanged() const 
00632           { return whatsChanged_;} 
00633   inline void setWhatsChanged(int value)
00634           { whatsChanged_ = value;} 
00636   inline int numberThreads() const 
00637           { return numberThreads_;} 
00638   inline void setNumberThreads(int value)
00639           { numberThreads_ = value;} 
00641 
00643 
00644    void passInMessageHandler(CoinMessageHandler * handler);
00646   CoinMessageHandler * pushMessageHandler(CoinMessageHandler * handler,
00647                                           bool & oldDefault);
00649   void popMessageHandler(CoinMessageHandler * oldHandler,bool oldDefault);
00651    void newLanguage(CoinMessages::Language language);
00652    inline void setLanguage(CoinMessages::Language language) { newLanguage(language); }
00654    inline CoinMessageHandler * messageHandler() const       { return handler_; }
00656    inline CoinMessages messages() const                     { return messages_; }
00658    inline CoinMessages * messagesPointer()                  { return & messages_; }
00660    inline CoinMessages coinMessages() const                  { return coinMessages_; }
00662    inline CoinMessages * coinMessagesPointer()                  { return & coinMessages_; }
00671    inline void setLogLevel(int value)    { handler_->setLogLevel(value); }
00672    inline int logLevel() const           { return handler_->logLevel(); }
00674    inline bool defaultHandler() const
00675    { return defaultHandler_;}
00677    void passInEventHandler(const ClpEventHandler * eventHandler);
00679    inline ClpEventHandler * eventHandler() const
00680   { return eventHandler_;}
00682    inline int lengthNames() const { return lengthNames_; }
00683 #ifndef CLP_NO_STD
00685    inline void setLengthNames(int value) { lengthNames_=value; }
00687    inline const std::vector<std::string> * rowNames() const {
00688       return &rowNames_;
00689    }
00690    inline const std::string& rowName(int iRow) const {
00691       return rowNames_[iRow];
00692    }
00694    std::string getRowName(int iRow) const;
00696    inline const std::vector<std::string> * columnNames() const {
00697       return &columnNames_;
00698    }
00699    inline const std::string& columnName(int iColumn) const {
00700       return columnNames_[iColumn];
00701    }
00703    std::string getColumnName(int iColumn) const;
00704 #endif
00706   inline ClpObjective * objectiveAsObject() const
00707   { return objective_;}
00708   void setObjective(ClpObjective * objective);
00709   inline void setObjectivePointer(ClpObjective * objective)
00710   { objective_ = objective;}
00713   int emptyProblem(int * infeasNumber=NULL, double * infeasSum=NULL,bool printMessage=true);
00714   
00716 
00725    void times(double scalar,
00726                        const double * x, double * y) const;
00730     void transposeTimes(double scalar,
00731                                 const double * x, double * y) const ;
00733 
00734 
00735   //---------------------------------------------------------------------------
00753 
00754     bool setIntParam(ClpIntParam key, int value) ;
00756     bool setDblParam(ClpDblParam key, double value) ;
00757 #ifndef CLP_NO_STD
00759     bool setStrParam(ClpStrParam key, const std::string & value);
00760 #endif
00761     // Get an integer parameter
00762     inline bool getIntParam(ClpIntParam key, int& value) const {
00763       if (key<ClpLastIntParam) {
00764         value = intParam_[key];
00765         return true;
00766       } else {
00767         return false;
00768       }
00769     }
00770     // Get an double parameter
00771     inline bool getDblParam(ClpDblParam key, double& value) const {
00772       if (key<ClpLastDblParam) {
00773         value = dblParam_[key];
00774         return true;
00775       } else {
00776         return false;
00777       }
00778     }
00779 #ifndef CLP_NO_STD
00780     // Get a string parameter
00781     inline bool getStrParam(ClpStrParam key, std::string& value) const {
00782       if (key<ClpLastStrParam) {
00783         value = strParam_[key];
00784         return true;
00785       } else {
00786         return false;
00787       }
00788     }
00789 #endif
00791     void generateCpp( FILE * fp);
00792 
00821 #define COIN_CBC_USING_CLP 0x01000000
00822   inline unsigned int specialOptions() const
00823   { return specialOptions_;}
00824   void setSpecialOptions(unsigned int value);
00826 
00829 protected:
00831   void gutsOfDelete();
00834   void gutsOfCopy(const ClpModel & rhs, bool trueCopy=true);
00836   void getRowBound(int iRow, double& lower, double& upper) const;
00838   void gutsOfLoadModel ( int numberRows, int numberColumns,
00839                      const double* collb, const double* colub,   
00840                      const double* obj,
00841                      const double* rowlb, const double* rowub,
00842                       const double * rowObjective=NULL);
00844   void gutsOfScaling();
00846    inline double rawObjectiveValue() const {
00847       return objectiveValue_;
00848    }
00850   const char * const * rowNamesAsChar() const;
00852   const char * const * columnNamesAsChar() const;
00854   void deleteNamesAsChar(const char * const * names,int number) const;
00856   void onStopped();
00858 
00859 
00861 protected:
00862 
00865 
00866   double optimizationDirection_;
00868   double dblParam_[ClpLastDblParam];
00870   double objectiveValue_;
00872   double smallElement_;
00874   double objectiveScale_;
00876   double rhsScale_;
00878   int numberRows_;
00880   int numberColumns_;
00882   double * rowActivity_;
00884   double * columnActivity_;
00886   double * dual_;
00888   double * reducedCost_;
00890   double* rowLower_;
00892   double* rowUpper_;
00894   ClpObjective * objective_;
00896   double * rowObjective_;
00898   double * columnLower_;
00900   double * columnUpper_;
00902   ClpMatrixBase * matrix_;
00904   ClpMatrixBase * rowCopy_;
00906   double * ray_;
00908   double * rowScale_;
00910   double * columnScale_;
00912   int scalingFlag_;
00920   unsigned char * status_;
00922   char * integerType_;
00924   void * userPointer_;
00926   int intParam_[ClpLastIntParam];
00928   int numberIterations_;
00930   int solveType_;
00946   unsigned int whatsChanged_;
00948   int problemStatus_;
00950   int secondaryStatus_;
00952   int lengthNames_;
00954   int numberThreads_;
00958   unsigned int specialOptions_;
00960   CoinMessageHandler * handler_;
00962   bool defaultHandler_;
00964   ClpEventHandler * eventHandler_;
00965 #ifndef CLP_NO_STD
00967   std::vector<std::string> rowNames_;
00969   std::vector<std::string> columnNames_;
00970 #endif
00972   CoinMessages messages_;
00974   CoinMessages coinMessages_;
00975 #ifndef CLP_NO_STD
00977   std::string strParam_[ClpLastStrParam];
00978 #endif
00979 
00980 };
00983 class ClpDataSave {
00984 
00985 public:
00989 
00990     ClpDataSave (  );
00991 
00993     ClpDataSave(const ClpDataSave &);
00995     ClpDataSave & operator=(const ClpDataSave & rhs);
00997     ~ClpDataSave (  );
00998 
01000 
01002 public:
01003 
01006   double dualBound_;
01007   double infeasibilityCost_;
01008   double pivotTolerance_;
01009   double acceptablePivot_;
01010   double objectiveScale_;
01011   int sparseThreshold_;
01012   int perturbation_;
01013   int forceFactorization_;
01014   int scalingFlag_;
01016 };
01017 
01018 #endif

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