// Copyright (C) 2004, International Business Machines // Corporation and others. All Rights Reserved. /* Authors John Forrest */ #ifndef ClpSimplexNonlinear_H #define ClpSimplexNonlinear_H class ClpNonlinearInfo; class ClpQuadraticObjective; class ClpConstraint; #include "ClpSimplexPrimal.hpp" /** This solves non-linear LPs using the primal simplex method It inherits from ClpSimplexPrimal. It has no data of its own and is never created - only cast from a ClpSimplexPrimal object at algorithm time. If needed create new class and pass around */ class ClpSimplexNonlinear : public ClpSimplexPrimal { public: /**@name Description of algorithm */ //@{ /** Primal algorithms for reduced gradient At present we have two algorithms: */ /// A reduced gradient method. int primal(); /** Primal algorithm for quadratic Using a semi-trust region approach as for pooling problem This is in because I have it lying around */ int primalSLP(int numberPasses, double deltaTolerance); /** Primal algorithm for nonlinear constraints Using a semi-trust region approach as for pooling problem This is in because I have it lying around */ int primalSLP(int numberConstraints, ClpConstraint ** constraints, int numberPasses, double deltaTolerance); /** Creates direction vector. note longArray is long enough for rows and columns. If numberNonBasic 0 then is updated otherwise mode is ignored and those are used. Norms are only for those > 1.0e3*dualTolerance If mode is nonzero then just largest dj */ void directionVector (CoinIndexedVector * longArray, CoinIndexedVector * spare1, CoinIndexedVector * spare2, int mode, double & normFlagged,double & normUnflagged, int & numberNonBasic); /// Main part. int whileIterating (int & pivotMode); /** longArray has direction pivotMode - 0 - use all dual infeasible variables 1 - largest dj while >= 10 trying startup phase Returns 0 - can do normal iteration (basis change) 1 - no basis change 2 - if wants singleton 3 - if time to re-factorize If sequenceIn_ >=0 then that will be incoming variable */ int pivotColumn(CoinIndexedVector * longArray, CoinIndexedVector * rowArray, CoinIndexedVector * columnArray, CoinIndexedVector * spare, int & pivotMode, double & solutionError, double * array1); /** Refactorizes if necessary Checks if finished. Updates status. lastCleaned refers to iteration at which some objective/feasibility cleaning too place. type - 0 initial so set up save arrays etc - 1 normal -if good update save - 2 restoring from saved */ void statusOfProblemInPrimal(int & lastCleaned, int type, ClpSimplexProgress * progress, bool doFactorization, double & bestObjectiveWhenFlagged); /** Do last half of an iteration. Return codes Reasons to come out normal mode -1 normal -2 factorize now - good iteration -3 slight inaccuracy - refactorize - iteration done -4 inaccuracy - refactorize - no iteration -5 something flagged - go round again +2 looks unbounded +3 max iterations (iteration done) */ int pivotNonlinearResult(); //@} }; #endif