// Copyright (C) 2002, International Business Machines // Corporation and others. All Rights Reserved. #ifndef ClpPrimalColumnSteepest_H #define ClpPrimalColumnSteepest_H #include "ClpPrimalColumnPivot.hpp" #include //############################################################################# class CoinIndexedVector; /** Primal Column Pivot Steepest Edge Algorithm Class See Forrest-Goldfarb paper for algorithm */ class ClpPrimalColumnSteepest : public ClpPrimalColumnPivot { public: ///@name Algorithmic methods //@{ /** Returns pivot column, -1 if none. The Packed CoinIndexedVector updates has cost updates - for normal LP that is just +-weight where a feasibility changed. It also has reduced cost from last iteration in pivot row Parts of operation split out into separate functions for profiling and speed */ virtual int pivotColumn(CoinIndexedVector * updates, CoinIndexedVector * spareRow1, CoinIndexedVector * spareRow2, CoinIndexedVector * spareColumn1, CoinIndexedVector * spareColumn2); /// For quadratic or funny nonlinearities int pivotColumnOldMethod(CoinIndexedVector * updates, CoinIndexedVector * spareRow1, CoinIndexedVector * spareRow2, CoinIndexedVector * spareColumn1, CoinIndexedVector * spareColumn2); /// Just update djs void justDjs(CoinIndexedVector * updates, CoinIndexedVector * spareRow1, CoinIndexedVector * spareRow2, CoinIndexedVector * spareColumn1, CoinIndexedVector * spareColumn2); /// Update djs doing partial pricing (dantzig) int partialPricing(CoinIndexedVector * updates, CoinIndexedVector * spareRow2, int numberWanted, int numberLook); /// Update djs, weights for Devex using djs void djsAndDevex(CoinIndexedVector * updates, CoinIndexedVector * spareRow1, CoinIndexedVector * spareRow2, CoinIndexedVector * spareColumn1, CoinIndexedVector * spareColumn2); /// Update djs, weights for Steepest using djs void djsAndSteepest(CoinIndexedVector * updates, CoinIndexedVector * spareRow1, CoinIndexedVector * spareRow2, CoinIndexedVector * spareColumn1, CoinIndexedVector * spareColumn2); /// Update djs, weights for Devex using pivot row void djsAndDevex2(CoinIndexedVector * updates, CoinIndexedVector * spareRow1, CoinIndexedVector * spareRow2, CoinIndexedVector * spareColumn1, CoinIndexedVector * spareColumn2); /// Update djs, weights for Steepest using pivot row void djsAndSteepest2(CoinIndexedVector * updates, CoinIndexedVector * spareRow1, CoinIndexedVector * spareRow2, CoinIndexedVector * spareColumn1, CoinIndexedVector * spareColumn2); /// Update weights for Devex void justDevex(CoinIndexedVector * updates, CoinIndexedVector * spareRow1, CoinIndexedVector * spareRow2, CoinIndexedVector * spareColumn1, CoinIndexedVector * spareColumn2); /// Update weights for Steepest void justSteepest(CoinIndexedVector * updates, CoinIndexedVector * spareRow1, CoinIndexedVector * spareRow2, CoinIndexedVector * spareColumn1, CoinIndexedVector * spareColumn2); /// Updates two arrays for steepest void transposeTimes2(const CoinIndexedVector * pi1, CoinIndexedVector * dj1, const CoinIndexedVector * pi2, CoinIndexedVector * dj2, CoinIndexedVector * spare,double scaleFactor); /// Updates weights - part 1 - also checks accuracy virtual void updateWeights(CoinIndexedVector * input); /// Checks accuracy - just for debug void checkAccuracy(int sequence,double relativeTolerance, CoinIndexedVector * rowArray1, CoinIndexedVector * rowArray2); /// Initialize weights void initializeWeights(); /// Save weights virtual void saveWeights(ClpSimplex * model,int mode); /// Gets rid of last update virtual void unrollWeights(); /// Gets rid of all arrays virtual void clearArrays(); /// Returns true if would not find any column virtual bool looksOptimal() const; /// Called when maximum pivots changes virtual void maximumPivotsChanged(); //@} /**@name gets and sets */ //@{ /// Mode inline int mode() const { return mode_;} /** Returns number of extra columns for sprint algorithm - 0 means off. Also number of iterations before recompute */ virtual int numberSprintColumns(int & numberIterations) const; /// Switch off sprint idea virtual void switchOffSprint(); //@} /** enums for persistence */ enum Persistence { normal = 0x00, // create (if necessary) and destroy keep = 0x01 // create (if necessary) and leave }; ///@name Constructors and destructors //@{ /** Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems. */ ClpPrimalColumnSteepest(int mode=3); /// Copy constructor ClpPrimalColumnSteepest(const ClpPrimalColumnSteepest &); /// Assignment operator ClpPrimalColumnSteepest & operator=(const ClpPrimalColumnSteepest& rhs); /// Destructor virtual ~ClpPrimalColumnSteepest (); /// Clone virtual ClpPrimalColumnPivot * clone(bool copyData = true) const; //@} ///@name Private functions to deal with devex /** reference would be faster using ClpSimplex's status_, but I prefer to keep modularity. */ inline bool reference(int i) const { return ((reference_[i>>5]>>(i&31))&1)!=0; } inline void setReference(int i,bool trueFalse) { unsigned int & value = reference_[i>>5]; int bit = i&31; if (trueFalse) value |= (1<=10 which does mini-sprint */ int mode_; /// Life of weights Persistence persistence_; /// Number of times switched from partial dantzig to 0/2 int numberSwitched_; // This is pivot row (or pivot sequence round re-factorization) int pivotSequence_; // This is saved pivot sequence int savedPivotSequence_; // This is saved outgoing variable int savedSequenceOut_; // Iteration when last rectified int lastRectified_; // Size of factorization at invert (used to decide algorithm) int sizeFactorization_; //@} }; #endif