#include <ClpSimplex.hpp>
Inheritance diagram for ClpSimplex:
Functions less likely to be useful to casual user | |
int | getSolution (const double *rowActivities, const double *columnActivities) |
Given an existing factorization computes and checks primal and dual solutions. | |
int | getSolution () |
Given an existing factorization computes and checks primal and dual solutions. | |
int | createPiecewiseLinearCosts (const int *starts, const double *lower, const double *gradient) |
Constructs a non linear cost from list of non-linearities (columns only) First lower of each column is taken as real lower Last lower is taken as real upper and cost ignored. | |
void | returnModel (ClpSimplex &otherModel) |
Return model - updates any scalars. | |
int | internalFactorize (int solveType) |
Factorizes using current basis. | |
ClpDataSave | saveData () |
Save data. | |
void | restoreData (ClpDataSave saved) |
Restore data. | |
void | cleanStatus () |
Clean up status. | |
int | factorize () |
Factorizes using current basis. For external use. | |
void | computeDuals (double *givenDjs) |
Computes duals from scratch. | |
void | computePrimals (const double *rowActivities, const double *columnActivities) |
Computes primals from scratch. | |
void | add (double *array, int column, double multiplier) const |
Adds multiple of a column into an array. | |
void | unpack (CoinIndexedVector *rowArray) const |
Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed. | |
void | unpack (CoinIndexedVector *rowArray, int sequence) const |
Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed. | |
void | unpackPacked (CoinIndexedVector *rowArray) |
Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed. | |
void | unpackPacked (CoinIndexedVector *rowArray, int sequence) |
Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumns Also applies scaling if needed. | |
void | setValuesPassAction (float incomingInfeasibility, float allowedInfeasibility) |
For advanced use. | |
int | housekeeping (double objectiveChange) |
This does basis housekeeping and does values for in/out variables. | |
void | checkPrimalSolution (const double *rowActivities=NULL, const double *columnActivies=NULL) |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal). | |
void | checkDualSolution () |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual). | |
void | checkBothSolutions () |
This sets sum and number of infeasibilities (Dual and Primal). | |
most useful gets and sets | |
double | largeValue () const |
Large bound value (for complementarity etc). | |
void | setLargeValue (double value) |
Large bound value (for complementarity etc). | |
double | largestPrimalError () const |
Largest error on Ax-b. | |
double | largestDualError () const |
Largest error on basic duals. | |
void | setLargestPrimalError (double value) |
Largest error on Ax-b. | |
void | setLargestDualError (double value) |
Largest error on basic duals. | |
int * | pivotVariable () const |
Basic variables pivoting on which rows. | |
bool | automaticScaling () const |
If automatic scaling on. | |
void | setAutomaticScaling (bool onOff) |
Large bound value (for complementarity etc). | |
double | currentDualTolerance () const |
Current dual tolerance. | |
void | setCurrentDualTolerance (double value) |
Large bound value (for complementarity etc). | |
double | currentPrimalTolerance () const |
Current primal tolerance. | |
void | setCurrentPrimalTolerance (double value) |
Large bound value (for complementarity etc). | |
int | numberRefinements () const |
How many iterative refinements to do. | |
void | setNumberRefinements (int value) |
Large bound value (for complementarity etc). | |
double | alpha () const |
Alpha (pivot element) for use by classes e.g. steepestedge. | |
void | setAlpha (double value) |
Large bound value (for complementarity etc). | |
double | dualIn () const |
Reduced cost of last incoming for use by classes e.g. steepestedge. | |
int | pivotRow () const |
Pivot Row for use by classes e.g. steepestedge. | |
void | setPivotRow (int value) |
Large bound value (for complementarity etc). | |
double | valueIncomingDual () const |
value of incoming variable (in Dual) | |
double | columnPrimalInfeasibility () const |
Worst column primal infeasibility. | |
int | columnPrimalSequence () const |
Sequence of worst (-1 if feasible). | |
double | rowPrimalInfeasibility () const |
Worst row primal infeasibility. | |
int | rowPrimalSequence () const |
Sequence of worst (-1 if feasible). | |
double | columnDualInfeasibility () const |
Worst column dual infeasibility (note - these may not be as meaningful if the problem is primal infeasible. | |
int | columnDualSequence () const |
Sequence of worst (-1 if feasible). | |
double | rowDualInfeasibility () const |
Worst row dual infeasibility. | |
int | rowDualSequence () const |
Sequence of worst (-1 if feasible). | |
double | primalToleranceToGetOptimal () const |
Primal tolerance needed to make dual feasible (<largeTolerance). | |
double | remainingDualInfeasibility () const |
Remaining largest dual infeasibility. | |
double | largestSolutionError () const |
Largest difference between input primal solution and computed. | |
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 | |
int | spareIntArray_ [4] |
Spare int array for passing information [0]!=0 switches on. | |
double | spareDoubleArray_ [4] |
Spare double array for passing information [0]!=0 switches on. | |
double | columnPrimalInfeasibility_ |
Worst column primal infeasibility. | |
double | rowPrimalInfeasibility_ |
Worst row primal infeasibility. | |
int | columnPrimalSequence_ |
Sequence of worst (-1 if feasible). | |
int | rowPrimalSequence_ |
Sequence of worst (-1 if feasible). | |
double | columnDualInfeasibility_ |
Worst column dual infeasibility. | |
double | rowDualInfeasibility_ |
Worst row dual infeasibility. | |
int | columnDualSequence_ |
Sequence of worst (-1 if feasible). | |
int | rowDualSequence_ |
Sequence of worst (-1 if feasible). | |
double | primalToleranceToGetOptimal_ |
Primal tolerance needed to make dual feasible (<largeTolerance). | |
double | remainingDualInfeasibility_ |
Remaining largest dual infeasibility. | |
double | largeValue_ |
Large bound value (for complementarity etc). | |
double | largestPrimalError_ |
Largest error on Ax-b. | |
double | largestDualError_ |
Largest error on basic duals. | |
double | largestSolutionError_ |
Largest difference between input primal solution and computed. | |
double | dualBound_ |
Dual bound. | |
double | alpha_ |
Alpha (pivot element). | |
double | theta_ |
Theta (pivot change). | |
double | lowerIn_ |
Lower Bound on In variable. | |
double | valueIn_ |
Value of In variable. | |
double | upperIn_ |
Upper Bound on In variable. | |
double | dualIn_ |
Reduced cost of In variable. | |
double | lowerOut_ |
Lower Bound on Out variable. | |
double | valueOut_ |
Value of Out variable. | |
double | upperOut_ |
Upper Bound on Out variable. | |
double | dualOut_ |
Infeasibility (dual) or ? (primal) of Out variable. | |
double | dualTolerance_ |
Current dual tolerance for algorithm. | |
double | primalTolerance_ |
Current primal tolerance for algorithm. | |
double | sumDualInfeasibilities_ |
Sum of dual infeasibilities. | |
double | sumPrimalInfeasibilities_ |
Sum of primal infeasibilities. | |
double | infeasibilityCost_ |
Weight assigned to being infeasible in primal. | |
double | sumOfRelaxedDualInfeasibilities_ |
Sum of Dual infeasibilities using tolerance based on error in duals. | |
double | sumOfRelaxedPrimalInfeasibilities_ |
Sum of Primal infeasibilities using tolerance based on error in primals. | |
double | acceptablePivot_ |
Acceptable pivot value just after factorization. | |
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 (Owner of arrays below). | |
double * | rowObjectiveWork_ |
Row objective - working copy. | |
double * | objectiveWork_ |
Column objective - working copy. | |
CoinIndexedVector * | rowArray_ [6] |
Useful row length arrays. | |
CoinIndexedVector * | columnArray_ [6] |
Useful column length arrays. | |
int | sequenceIn_ |
Sequence of In variable. | |
int | directionIn_ |
Direction of In, 1 going up, -1 going down, 0 not a clude. | |
int | sequenceOut_ |
Sequence of Out variable. | |
int | directionOut_ |
Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic. | |
int | pivotRow_ |
Pivot Row. | |
int | lastGoodIteration_ |
Last good iteration (immediately after a re-factorization). | |
double * | dj_ |
Working copy of reduced costs (Owner of arrays below). | |
double * | rowReducedCost_ |
Reduced costs of slacks not same as duals (or - duals). | |
double * | reducedCostWork_ |
Possible scaled reduced costs. | |
double * | solution_ |
Working copy of primal solution (Owner of arrays below). | |
double * | rowActivityWork_ |
Row activities - working copy. | |
double * | columnActivityWork_ |
Column activities - working copy. | |
ClpSimplex * | auxiliaryModel_ |
Auxiliary model. | |
int | numberDualInfeasibilities_ |
Number of dual infeasibilities. | |
int | numberDualInfeasibilitiesWithoutFree_ |
Number of dual infeasibilities (without free). | |
int | numberPrimalInfeasibilities_ |
Number of primal infeasibilities. | |
int | numberRefinements_ |
How many iterative refinements to do. | |
ClpDualRowPivot * | dualRowPivot_ |
dual row pivot choice | |
ClpPrimalColumnPivot * | primalColumnPivot_ |
primal column pivot choice | |
int * | pivotVariable_ |
Basic variables pivoting on which rows. | |
ClpFactorization * | factorization_ |
factorization | |
double * | savedSolution_ |
Saved version of solution. | |
int | numberTimesOptimal_ |
Number of times code has tentatively thought optimal. | |
int | changeMade_ |
If change has been made (first attempt at stopping looping). | |
int | algorithm_ |
Algorithm >0 == Primal, <0 == Dual. | |
int | forceFactorization_ |
Now for some reliability aids This forces re-factorization early. | |
int | perturbation_ |
Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100. | |
unsigned char * | saveStatus_ |
Saved status regions. | |
ClpNonLinearCost * | nonLinearCost_ |
Very wasteful way of dealing with infeasibilities in primal. | |
unsigned int | specialOptions_ |
For advanced options See get and set for meaning. | |
int | lastBadIteration_ |
So we know when to be cautious. | |
int | lastFlaggedIteration_ |
So we know when to open up again. | |
int | numberFake_ |
Can be used for count of fake bounds (dual) or fake costs (primal). | |
int | numberChanged_ |
Can be used for count of changed costs (dual) or changed bounds (primal). | |
int | progressFlag_ |
Progress flag - at present 0 bit says artificials out, 1 free in. | |
int | firstFree_ |
First free/super-basic variable (-1 if none). | |
int | numberExtraRows_ |
Number of extra rows. | |
int | maximumBasic_ |
Maximum number of basic variables - can be more than number of rows if GUB. | |
float | incomingInfeasibility_ |
For advanced use. | |
float | allowedInfeasibility_ |
Spare int array for passing information [0]!=0 switches on. | |
int | automaticScale_ |
Automatic scaling of objective and rhs and bounds. | |
ClpSimplexProgress * | progress_ |
For dealing with all issues of cycling etc. | |
class | OsiClpSolverInterface |
Allow OsiClp certain perks. | |
Public Types | |
enum | Status { isFree = 0x00, basic = 0x01, atUpperBound = 0x02, atLowerBound = 0x03, superBasic = 0x04, isFixed = 0x05 } |
enums for status of various sorts. More... | |
enum | FakeBound { noFake = 0x00, bothFake = 0x01, upperFake = 0x02, lowerFake = 0x03 } |
Public Member Functions | |
Constructors and destructor and copy | |
ClpSimplex () | |
Default constructor. | |
ClpSimplex (const ClpSimplex &rhs, int scalingMode=-1) | |
Copy constructor. | |
ClpSimplex (const ClpModel &rhs, int scalingMode=-1) | |
Copy constructor from model. | |
ClpSimplex (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true, bool fixOthers=false) | |
Subproblem constructor. | |
ClpSimplex (ClpSimplex *wholeModel, int numberColumns, const int *whichColumns) | |
This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex. | |
void | originalModel (ClpSimplex *miniModel) |
This copies back stuff from miniModel and then deletes miniModel. | |
void | auxiliaryModel (int options) |
If you are re-using the same matrix again and again then the setup time to do scaling may be significant. | |
void | deleteAuxiliaryModel () |
Switch off e.g. if people using presolve. | |
bool | usingAuxiliaryModel () const |
See if we have auxiliary model. | |
ClpSimplex & | operator= (const ClpSimplex &rhs) |
Assignment operator. This copies the data. | |
~ClpSimplex () | |
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 | loadProblem (CoinModel &modelObject, bool keepSolution=false) |
This loads a model from a coinModel object - returns number of errors. | |
int | readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false) |
Read an mps file from the given filename. | |
int | readGMPL (const char *filename, const char *dataName, bool keepNames=false) |
Read GMPL files from the given filenames. | |
void | borrowModel (ClpModel &otherModel) |
Borrow model. | |
void | borrowModel (ClpSimplex &otherModel) |
Default constructor. | |
void | passInEventHandler (const ClpEventHandler *eventHandler) |
Pass in Event handler (cloned and deleted at end). | |
void | getbackSolution (const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn) |
Puts solution back into small model. | |
Functions most useful to user | |
int | initialSolve (ClpSolve &options) |
General solve algorithm which can do presolve. | |
int | initialSolve () |
Default initial solve. | |
int | initialDualSolve () |
Dual initial solve. | |
int | initialPrimalSolve () |
Primal initial solve. | |
int | dual (int ifValuesPass=0, int startFinishOptions=0) |
Dual algorithm - see ClpSimplexDual.hpp for method. | |
int | dualDebug (int ifValuesPass=0, int startFinishOptions=0) |
General solve algorithm which can do presolve. | |
int | primal (int ifValuesPass=0, int startFinishOptions=0) |
Primal algorithm - see ClpSimplexPrimal.hpp for method. | |
int | nonlinearSLP (int numberPasses, double deltaTolerance) |
Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small. | |
int | barrier (bool crossover=true) |
Solves using barrier (assumes you have good cholesky factor code). | |
int | reducedGradient (int phase=0) |
Solves non-linear using reduced gradient. | |
int | cleanup (int cleanupScaling) |
When scaling is on it is possible that the scaled problem is feasible but the unscaled is not. | |
int | dualRanging (int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease) |
Dual ranging. | |
int | primalRanging (int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease) |
Primal ranging. | |
int | writeBasis (const char *filename, bool writeValues=false, int formatType=0) const |
Write the basis in MPS format to the specified file. | |
int | readBasis (const char *filename) |
Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values. | |
CoinWarmStartBasis * | getBasis () const |
Returns a basis (to be deleted by user). | |
void | setFactorization (ClpFactorization &factorization) |
Passes in factorization. | |
int | tightenPrimalBounds (double factor=0.0, int doTight=0) |
Tightens primal bounds to make dual faster. | |
int | crash (double gap, int pivot) |
Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dual preferred and all slack basis preferred 0 if basis going in was not all slack 1 if primal preferred and all slack basis preferred 2 if primal preferred and crash basis created. | |
void | setDualRowPivotAlgorithm (ClpDualRowPivot &choice) |
Sets row pivot choice algorithm in dual. | |
void | setPrimalColumnPivotAlgorithm (ClpPrimalColumnPivot &choice) |
Sets column pivot choice algorithm in primal. | |
int | strongBranching (int numberVariables, const int *variables, double *newLower, double *newUpper, double **outputSolution, int *outputStatus, int *outputIterations, bool stopOnFirstInfeasible=true, bool alwaysFinish=false, int startFinishOptions=0) |
For strong branching. | |
Needed for functionality of OsiSimplexInterface | |
int | pivot () |
Pivot in a variable and out a variable. | |
int | primalPivotResult () |
Pivot in a variable and choose an outgoing one. | |
int | dualPivotResult () |
Pivot out a variable and choose an incoing one. | |
int | startup (int ifValuesPass, int startFinishOptions=0) |
Common bits of coding for dual and primal. | |
void | finish (int startFinishOptions=0) |
Pivot in a variable and out a variable. | |
bool | statusOfProblem (bool initial=false) |
Factorizes and returns true if optimal. | |
void | defaultFactorizationFrequency () |
If user left factorization frequency then compute. | |
most useful gets and sets | |
bool | primalFeasible () const |
If problem is primal feasible. | |
bool | dualFeasible () const |
If problem is dual feasible. | |
ClpFactorization * | factorization () const |
factorization | |
bool | sparseFactorization () const |
Sparsity on or off. | |
void | setSparseFactorization (bool value) |
If problem is primal feasible. | |
int | factorizationFrequency () const |
Factorization frequency. | |
void | setFactorizationFrequency (int value) |
If problem is primal feasible. | |
double | dualBound () const |
Dual bound. | |
void | setDualBound (double value) |
If problem is primal feasible. | |
double | infeasibilityCost () const |
Infeasibility cost. | |
void | setInfeasibilityCost (double value) |
If problem is primal feasible. | |
int | perturbation () const |
Perturbation: 50 - switch on perturbation 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100 others are for playing. | |
void | setPerturbation (int value) |
If problem is primal feasible. | |
int | algorithm () const |
Current (or last) algorithm. | |
void | setAlgorithm (int value) |
Set algorithm. | |
double | sumDualInfeasibilities () const |
Sum of dual infeasibilities. | |
void | setSumDualInfeasibilities (double value) |
If problem is primal feasible. | |
double | sumOfRelaxedDualInfeasibilities () const |
Sum of relaxed dual infeasibilities. | |
void | setSumOfRelaxedDualInfeasibilities (double value) |
If problem is primal feasible. | |
int | numberDualInfeasibilities () const |
Number of dual infeasibilities. | |
void | setNumberDualInfeasibilities (int value) |
If problem is primal feasible. | |
double | sumPrimalInfeasibilities () const |
Sum of primal infeasibilities. | |
void | setSumPrimalInfeasibilities (double value) |
If problem is primal feasible. | |
double | sumOfRelaxedPrimalInfeasibilities () const |
Sum of relaxed primal infeasibilities. | |
void | setSumOfRelaxedPrimalInfeasibilities (double value) |
If problem is primal feasible. | |
int | numberPrimalInfeasibilities () const |
Number of primal infeasibilities. | |
void | setNumberPrimalInfeasibilities (int value) |
If problem is primal feasible. | |
int | saveModel (const char *fileName) |
Save model to file, returns 0 if success. | |
int | restoreModel (const char *fileName) |
Restore model from file, returns 0 if success, deletes current model. | |
void | checkSolution (int setToBounds=false) |
Just check solution (for external use) - sets sum of infeasibilities etc. | |
void | checkSolutionInternal () |
Just check solution (for internal use) - sets sum of infeasibilities etc. | |
CoinIndexedVector * | rowArray (int index) const |
Useful row length arrays (0,1,2,3,4,5). | |
CoinIndexedVector * | columnArray (int index) const |
Useful column length arrays (0,1,2,3,4,5). | |
public methods | |
double * | solutionRegion (int section) const |
Return row or column sections - not as much needed as it once was. | |
double * | djRegion (int section) const |
Return row or column sections - not as much needed as it once was. | |
double * | lowerRegion (int section) const |
Return row or column sections - not as much needed as it once was. | |
double * | upperRegion (int section) const |
Return row or column sections - not as much needed as it once was. | |
double * | costRegion (int section) const |
Return row or column sections - not as much needed as it once was. | |
double * | solutionRegion () const |
Return region as single array. | |
double * | djRegion () const |
Return row or column sections - not as much needed as it once was. | |
double * | lowerRegion () const |
Return row or column sections - not as much needed as it once was. | |
double * | upperRegion () const |
Return row or column sections - not as much needed as it once was. | |
double * | costRegion () const |
Return row or column sections - not as much needed as it once was. | |
Status | getStatus (int sequence) const |
Return row or column sections - not as much needed as it once was. | |
void | setStatus (int sequence, Status status) |
Return row or column sections - not as much needed as it once was. | |
void | setInitialDenseFactorization (bool onOff) |
Normally the first factorization does sparse coding because the factorization could be singular. | |
bool | initialDenseFactorization () const |
Return row or column sections - not as much needed as it once was. | |
int | sequenceIn () const |
Return sequence In or Out. | |
int | sequenceOut () const |
Return row or column sections - not as much needed as it once was. | |
void | setSequenceIn (int sequence) |
Set sequenceIn or Out. | |
void | setSequenceOut (int sequence) |
Return row or column sections - not as much needed as it once was. | |
int | directionIn () const |
Return direction In or Out. | |
int | directionOut () const |
Return row or column sections - not as much needed as it once was. | |
void | setDirectionIn (int direction) |
Set directionIn or Out. | |
void | setDirectionOut (int direction) |
Return row or column sections - not as much needed as it once was. | |
double | valueOut () const |
Value of Out variable. | |
int | isColumn (int sequence) const |
Returns 1 if sequence indicates column. | |
int | sequenceWithin (int sequence) const |
Returns sequence number within section. | |
double | solution (int sequence) |
Return row or column values. | |
double & | solutionAddress (int sequence) |
Return address of row or column values. | |
double | reducedCost (int sequence) |
Return row or column sections - not as much needed as it once was. | |
double & | reducedCostAddress (int sequence) |
Return row or column sections - not as much needed as it once was. | |
double | lower (int sequence) |
Return row or column sections - not as much needed as it once was. | |
double & | lowerAddress (int sequence) |
Return address of row or column lower bound. | |
double | upper (int sequence) |
Return row or column sections - not as much needed as it once was. | |
double & | upperAddress (int sequence) |
Return address of row or column upper bound. | |
double | cost (int sequence) |
Return row or column sections - not as much needed as it once was. | |
double & | costAddress (int sequence) |
Return address of row or column cost. | |
double | originalLower (int iSequence) const |
Return original lower bound. | |
double | originalUpper (int iSequence) const |
Return original lower bound. | |
double | theta () const |
Theta (pivot change). | |
ClpNonLinearCost * | nonLinearCost () const |
Return pointer to details of costs. | |
status methods | |
void | setFakeBound (int sequence, FakeBound fakeBound) |
FakeBound | getFakeBound (int sequence) const |
void | setRowStatus (int sequence, Status status) |
Status | getRowStatus (int sequence) const |
void | setColumnStatus (int sequence, Status status) |
Status | getColumnStatus (int sequence) const |
void | setPivoted (int sequence) |
void | clearPivoted (int sequence) |
bool | pivoted (int sequence) const |
void | setFlagged (int sequence) |
To flag a variable (not inline to allow for column generation). | |
void | clearFlagged (int sequence) |
bool | flagged (int sequence) const |
void | setActive (int iRow) |
To say row active in primal pivot row choice. | |
void | clearActive (int iRow) |
bool | active (int iRow) const |
void | createStatus () |
Set up status array (can be used by OsiClp). | |
void | allSlackBasis (bool resetSolution=false) |
Sets up all slack basis and resets solution to as it was after initial load or readMps. | |
int | lastBadIteration () const |
So we know when to be cautious. | |
int | progressFlag () const |
Progress flag - at present 0 bit says artificials out. | |
void | forceFactorization (int value) |
Force re-factorization early. | |
double | rawObjectiveValue () const |
Raw objective value (so always minimize in primal). | |
void | computeObjectiveValue () |
Compute objective value from solution and put in objectiveValue_. | |
int | numberExtraRows () const |
Number of extra rows. | |
int | maximumBasic () const |
Maximum number of basic variables - can be more than number of rows if GUB. | |
void | generateCpp (FILE *fp, bool defaultFactor=false) |
Create C++ lines to get to current state. | |
unsigned int | specialOptions () const |
void | setSpecialOptions (unsigned int value) |
Basis handling | |
void | getBInvARow (int row, double *z, double *slack=NULL) |
Get a row of the tableau (slack part in slack if not NULL). | |
void | getBInvRow (int row, double *z) |
Get a row of the basis inverse. | |
void | getBInvACol (int col, double *vec) |
Get a column of the tableau. | |
void | getBInvCol (int col, double *vec) |
Get a column of the basis inverse. | |
void | getBasics (int *index) |
Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()). | |
Changing bounds on variables and constraints | |
void | setObjectiveCoefficient (int elementIndex, double elementValue) |
Set an objective function coefficient. | |
void | setObjCoeff (int elementIndex, double elementValue) |
Set an objective function coefficient. | |
void | setColumnLower (int elementIndex, double elementValue) |
Set a single column lower bound Use -DBL_MAX for -infinity. | |
void | setColumnUpper (int elementIndex, double elementValue) |
Set a single column upper bound Use DBL_MAX for infinity. | |
void | setColumnBounds (int elementIndex, double lower, double upper) |
Set a single column lower and upper bound. | |
void | setColumnSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a number of columns simultaneously The default implementation just invokes setColLower() and setColUpper() over and over again. | |
void | setColLower (int elementIndex, double elementValue) |
Set a single column lower bound Use -DBL_MAX for -infinity. | |
void | setColUpper (int elementIndex, double elementValue) |
Set a single column upper bound Use DBL_MAX for infinity. | |
void | setColBounds (int elementIndex, double lower, double upper) |
Set a single column lower and upper bound. | |
void | setColSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a number of columns simultaneously . | |
void | setRowLower (int elementIndex, double elementValue) |
Set a single row lower bound Use -DBL_MAX for -infinity. | |
void | setRowUpper (int elementIndex, double elementValue) |
Set a single row upper bound Use DBL_MAX for infinity. | |
void | setRowBounds (int elementIndex, double lower, double upper) |
Set a single row lower and upper bound. | |
void | setRowSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a number of rows simultaneously . | |
Protected Member Functions | |
protected methods | |
int | gutsOfSolution (double *givenDuals, const double *givenPrimals, bool valuesPass=false) |
May change basis and then returns number changed. | |
void | gutsOfDelete (int type) |
Does most of deletion (0 = all, 1 = most, 2 most + factorization). | |
void | gutsOfCopy (const ClpSimplex &rhs) |
Does most of copying. | |
bool | createRim (int what, bool makeRowCopy=false, int startFinishOptions=0) |
puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows, 2 bit does column bounds, 4 bit does objective(s). | |
void | deleteRim (int getRidOfFactorizationData=2) |
releases above arrays and does solution scaling out. | |
bool | sanityCheck () |
Sanity check on input rim data (after scaling) - returns true if okay. | |
Friends | |
void | ClpSimplexUnitTest (const std::string &mpsDir, const std::string &netlibDir) |
A function that tests the methods in the ClpSimplex class. |
It inherits from ClpModel and all its arrays are created at algorithm time. Originally I tried to work with model arrays but for simplicity of coding I changed to single arrays with structural variables then row variables. Some coding is still based on old style and needs cleaning up.
For a description of algorithms:
for dual see ClpSimplexDual.hpp and at top of ClpSimplexDual.cpp for primal see ClpSimplexPrimal.hpp and at top of ClpSimplexPrimal.cpp
There is an algorithm data member. + for primal variations and - for dual variations
This file also includes (at end) a very simple class ClpSimplexProgress which is where anti-looping stuff should migrate to
Definition at line 49 of file ClpSimplex.hpp.
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enums for status of various sorts. First 4 match CoinWarmStartBasis, isFixed means fixed at lower bound and out of basis Definition at line 58 of file ClpSimplex.hpp. Referenced by getColumnStatus(), getRowStatus(), and getStatus(). |
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Definition at line 67 of file ClpSimplex.hpp. Referenced by getFakeBound(). |
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Default constructor.
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Copy constructor. May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later) |
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Copy constructor from model. May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later) |
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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 Can optionally modify rhs to take into account variables NOT in list in this case duplicates are not allowed (also see getbackSolution) |
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This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex. It is only to be used in conjunction with originalModel |
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Destructor.
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This copies back stuff from miniModel and then deletes miniModel. Only to be used with mini constructor |
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If you are re-using the same matrix again and again then the setup time to do scaling may be significant. Also you may not want to initialize all values or return all values (especially if infeasible). While an auxiliary model exists it will be faster. If options -1 then model is switched off. Otherwise switched on with following options. 1 - rhs is constant 2 - bounds are constant 4 - objective is constant 8 - solution in by basis and no djs etc in 16 - no duals out (but reduced costs) 32 - no output if infeasible |
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Switch off e.g. if people using presolve.
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See if we have auxiliary model.
Definition at line 125 of file ClpSimplex.hpp. References auxiliaryModel_. |
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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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This loads a model from a coinModel object - returns number of errors. If keepSolution true and size is same as current then keeps current status and solution Reimplemented from ClpModel. |
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Read an mps file from the given filename.
Reimplemented from ClpModel. |
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Read GMPL files from the given filenames.
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, but sets scaling on etc. Reimplemented from ClpModel. |
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Default constructor.
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Pass in Event handler (cloned and deleted at end).
Reimplemented from ClpModel. |
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Puts solution back into small model.
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General solve algorithm which can do presolve. See ClpSolve.hpp for options |
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Default initial solve.
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Dual initial solve.
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Primal initial solve.
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Dual algorithm - see ClpSimplexDual.hpp for method. ifValuesPass==2 just does values pass and then stops. startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later Reimplemented in ClpSimplexDual. |
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General solve algorithm which can do presolve. See ClpSolve.hpp for options |
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Primal algorithm - see ClpSimplexPrimal.hpp for method. ifValuesPass==2 just does values pass and then stops. startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later Reimplemented in ClpSimplexPrimal. |
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Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small. Also exits if all problematical variables are changing less than deltaTolerance |
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Solves using barrier (assumes you have good cholesky factor code). Does crossover to simplex if asked |
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Solves non-linear using reduced gradient. Phase = 0 get feasible, =1 use solution |
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When scaling is on it is possible that the scaled problem is feasible but the unscaled is not. Clp returns a secondary status code to that effect. This option allows for a cleanup. If you use it I would suggest 1. This only affects actions when scaled optimal 0 - no action 1 - clean up using dual if primal infeasibility 2 - clean up using dual if dual infeasibility 3 - clean up using dual if primal or dual infeasibility 11,12,13 - as 1,2,3 but use primal return code as dual/primal |
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Dual ranging. This computes increase/decrease in cost for each given variable and corresponding sequence numbers which would change basis. Sequence numbers are 0..numberColumns and numberColumns.. for artificials/slacks. For non-basic variables the information is trivial to compute and the change in cost is just minus the reduced cost and the sequence number will be that of the non-basic variables. For basic variables a ratio test is between the reduced costs for non-basic variables and the row of the tableau corresponding to the basic variable. The increase/decrease value is always >= 0.0 Up to user to provide correct length arrays where each array is of length numberCheck. which contains list of variables for which information is desired. All other arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays will information for variable 7. Returns non-zero if infeasible unbounded etc Reimplemented in ClpSimplexOther. |
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Primal ranging. This computes increase/decrease in value for each given variable and corresponding sequence numbers which would change basis. Sequence numbers are 0..numberColumns and numberColumns.. for artificials/slacks. For basic variables the sequence number will be that of the basic variables. Up to user to provide correct length arrays where each array is of length numberCheck. which contains list of variables for which information is desired. All other arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays will information for variable 7. Returns non-zero if infeasible unbounded etc Reimplemented in ClpSimplexOther. |
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Write the basis in MPS format to the specified file. If writeValues true writes values of structurals (and adds VALUES to end of NAME card) Row and column names may be null. formatType is
Returns non-zero on I/O error Reimplemented in ClpSimplexOther. |
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Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values.
Reimplemented in ClpSimplexOther. |
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Returns a basis (to be deleted by user).
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Passes in factorization.
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Tightens primal bounds to make dual faster. Unless fixed or doTight>10, bounds are slightly looser than they could be. This is to make dual go faster and is probably not needed with a presolve. Returns non-zero if problem infeasible. Fudge for branch and bound - put bounds on columns of factor * largest value (at continuous) - should improve stability in branch and bound on infeasible branches (0.0 is off) |
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Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dual preferred and all slack basis preferred 0 if basis going in was not all slack 1 if primal preferred and all slack basis preferred 2 if primal preferred and crash basis created. if gap between bounds <="gap" variables can be flipped ( If pivot -1 then can be made super basic!) If "pivot" is -1 No pivoting - always primal 0 No pivoting (so will just be choice of algorithm) 1 Simple pivoting e.g. gub 2 Mini iterations |
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Sets row pivot choice algorithm in dual.
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Sets column pivot choice algorithm in primal.
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For strong branching. On input lower and upper are new bounds while on output they are change in objective function values (>1.0e50 infeasible). Return code is 0 if nothing interesting, -1 if infeasible both ways and +1 if infeasible one way (check values to see which one(s)) Solutions are filled in as well - even down, odd up - also status and number of iterations Reimplemented in ClpSimplexDual. |
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Pivot in a variable and out a variable. Returns 0 if okay, 1 if inaccuracy forced re-factorization, -1 if would be singular. Also updates primal/dual infeasibilities. Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out. |
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Pivot in a variable and choose an outgoing one. Assumes primal feasible - will not go through a bound. Returns step length in theta Returns ray in ray_ (or NULL if no pivot) Return codes as before but -1 means no acceptable pivot |
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Pivot out a variable and choose an incoing one. Assumes dual feasible - will not go through a reduced cost. Returns step length in theta Returns ray in ray_ (or NULL if no pivot) Return codes as before but -1 means no acceptable pivot |
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Common bits of coding for dual and primal. Return 0 if okay, 1 if bad matrix, 2 if very bad factorization startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later |
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Pivot in a variable and out a variable. Returns 0 if okay, 1 if inaccuracy forced re-factorization, -1 if would be singular. Also updates primal/dual infeasibilities. Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out. |
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Factorizes and returns true if optimal. Used by user |
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If user left factorization frequency then compute.
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If problem is primal feasible.
Definition at line 413 of file ClpSimplex.hpp. References numberPrimalInfeasibilities_. |
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If problem is dual feasible.
Definition at line 416 of file ClpSimplex.hpp. References numberDualInfeasibilities_. |
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factorization
Definition at line 419 of file ClpSimplex.hpp. |
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Sparsity on or off.
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If problem is primal feasible.
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Factorization frequency.
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If problem is primal feasible.
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Dual bound.
Definition at line 428 of file ClpSimplex.hpp. |
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If problem is primal feasible.
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Infeasibility cost.
Definition at line 432 of file ClpSimplex.hpp. |
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If problem is primal feasible.
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Perturbation: 50 - switch on perturbation 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100 others are for playing.
Definition at line 451 of file ClpSimplex.hpp. |
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If problem is primal feasible.
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Current (or last) algorithm.
Definition at line 455 of file ClpSimplex.hpp. |
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Set algorithm.
Definition at line 458 of file ClpSimplex.hpp. References algorithm_. |
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Sum of dual infeasibilities.
Definition at line 461 of file ClpSimplex.hpp. |
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If problem is primal feasible.
Definition at line 463 of file ClpSimplex.hpp. References sumDualInfeasibilities_. |
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Sum of relaxed dual infeasibilities.
Definition at line 466 of file ClpSimplex.hpp. |
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If problem is primal feasible.
Definition at line 468 of file ClpSimplex.hpp. References sumOfRelaxedDualInfeasibilities_. |
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Number of dual infeasibilities.
Definition at line 471 of file ClpSimplex.hpp. |
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If problem is primal feasible.
Definition at line 473 of file ClpSimplex.hpp. References numberDualInfeasibilities_. |
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Sum of primal infeasibilities.
Definition at line 476 of file ClpSimplex.hpp. |
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If problem is primal feasible.
Definition at line 478 of file ClpSimplex.hpp. References sumPrimalInfeasibilities_. |
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Sum of relaxed primal infeasibilities.
Definition at line 481 of file ClpSimplex.hpp. |
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If problem is primal feasible.
Definition at line 483 of file ClpSimplex.hpp. References sumOfRelaxedPrimalInfeasibilities_. |
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Number of primal infeasibilities.
Definition at line 486 of file ClpSimplex.hpp. |
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If problem is primal feasible.
Definition at line 488 of file ClpSimplex.hpp. References numberPrimalInfeasibilities_. |
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Save model to file, returns 0 if success. This is designed for use outside algorithms so does not save iterating arrays etc. It does not save any messaging information. Does not save scaling values. It does not know about all types of virtual functions. |
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Restore model from file, returns 0 if success, deletes current model.
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Just check solution (for external use) - sets sum of infeasibilities etc. If setToBounds 0 then primal column values not changed and used to compute primal row activity values. If 1 or 2 then status used - so all nonbasic variables set to indicated bound and if any values changed (or ==2) basic values re-computed. |
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Just check solution (for internal use) - sets sum of infeasibilities etc.
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Useful row length arrays (0,1,2,3,4,5).
Definition at line 513 of file ClpSimplex.hpp. References rowArray_. |
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Useful column length arrays (0,1,2,3,4,5).
Definition at line 516 of file ClpSimplex.hpp. References columnArray_. |
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Given an existing factorization computes and checks primal and dual solutions. Uses input arrays for variables at bounds. Returns feasibility states |
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Given an existing factorization computes and checks primal and dual solutions. Uses current problem arrays for bounds. Returns feasibility states |
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Constructs a non linear cost from list of non-linearities (columns only) First lower of each column is taken as real lower Last lower is taken as real upper and cost ignored. Returns nonzero if bad data e.g. lowers not monotonic |
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Return model - updates any scalars.
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Factorizes using current basis. solveType - 1 iterating, 0 initial, -1 external If 10 added then in primal values pass Return codes are as from ClpFactorization unless initial factorization when total number of singularities is returned. Special case is numberRows_+1 -> all slack basis. |
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Save data.
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Restore data.
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Clean up status.
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Factorizes using current basis. For external use.
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Computes duals from scratch. If givenDjs then allows for nonzero basic djs |
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Computes primals from scratch.
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Adds multiple of a column into an array.
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Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed.
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Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed.
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Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed.
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Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumns Also applies scaling if needed.
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This does basis housekeeping and does values for in/out variables. Can also decide to re-factorize |
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This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal).
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This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual).
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This sets sum and number of infeasibilities (Dual and Primal).
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For advanced use. When doing iterative solves things can get nasty so on values pass if incoming solution has largest infeasibility < incomingInfeasibility throw out variables from basis until largest infeasibility < allowedInfeasibility or incoming largest infeasibility. If allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis. Defaults are 1.0,10.0 |
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Worst column primal infeasibility.
Definition at line 627 of file ClpSimplex.hpp. |
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Sequence of worst (-1 if feasible).
Definition at line 630 of file ClpSimplex.hpp. |
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Worst row primal infeasibility.
Definition at line 633 of file ClpSimplex.hpp. |
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Sequence of worst (-1 if feasible).
Definition at line 636 of file ClpSimplex.hpp. |
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Worst column dual infeasibility (note - these may not be as meaningful if the problem is primal infeasible.
Definition at line 640 of file ClpSimplex.hpp. |
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Sequence of worst (-1 if feasible).
Definition at line 643 of file ClpSimplex.hpp. |
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Worst row dual infeasibility.
Definition at line 646 of file ClpSimplex.hpp. |
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Sequence of worst (-1 if feasible).
Definition at line 649 of file ClpSimplex.hpp. |
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Primal tolerance needed to make dual feasible (<largeTolerance).
Definition at line 652 of file ClpSimplex.hpp. |
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Remaining largest dual infeasibility.
Definition at line 655 of file ClpSimplex.hpp. |
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Largest difference between input primal solution and computed.
Definition at line 658 of file ClpSimplex.hpp. |
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Large bound value (for complementarity etc).
Definition at line 662 of file ClpSimplex.hpp. |
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Large bound value (for complementarity etc).
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Largest error on Ax-b.
Definition at line 666 of file ClpSimplex.hpp. |
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Largest error on basic duals.
Definition at line 669 of file ClpSimplex.hpp. |
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Largest error on Ax-b.
Definition at line 672 of file ClpSimplex.hpp. References largestPrimalError_. |
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Largest error on basic duals.
Definition at line 675 of file ClpSimplex.hpp. References largestDualError_. |
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Basic variables pivoting on which rows.
Definition at line 678 of file ClpSimplex.hpp. |
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If automatic scaling on.
Definition at line 681 of file ClpSimplex.hpp. References automaticScale_. |
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Large bound value (for complementarity etc).
Definition at line 683 of file ClpSimplex.hpp. References automaticScale_. |
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Current dual tolerance.
Definition at line 686 of file ClpSimplex.hpp. |
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Large bound value (for complementarity etc).
Definition at line 688 of file ClpSimplex.hpp. References dualTolerance_. |
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Current primal tolerance.
Definition at line 691 of file ClpSimplex.hpp. |
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Large bound value (for complementarity etc).
Definition at line 693 of file ClpSimplex.hpp. References primalTolerance_. |
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How many iterative refinements to do.
Definition at line 696 of file ClpSimplex.hpp. |
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Large bound value (for complementarity etc).
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Alpha (pivot element) for use by classes e.g. steepestedge.
Definition at line 700 of file ClpSimplex.hpp. |
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Large bound value (for complementarity etc).
Definition at line 701 of file ClpSimplex.hpp. References alpha_. |
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Reduced cost of last incoming for use by classes e.g. steepestedge.
Definition at line 703 of file ClpSimplex.hpp. |
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Pivot Row for use by classes e.g. steepestedge.
Definition at line 705 of file ClpSimplex.hpp. |
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Large bound value (for complementarity etc).
Definition at line 706 of file ClpSimplex.hpp. References pivotRow_. |
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value of incoming variable (in Dual)
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May change basis and then returns number changed. Computation of solutions may be overriden by given pi and solution |
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Does most of deletion (0 = all, 1 = most, 2 most + factorization).
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Does most of copying.
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puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows, 2 bit does column bounds, 4 bit does objective(s). 8 bit does solution scaling in 16 bit does rowArray and columnArray indexed vectors and makes row copy if wanted, also sets columnStart_ etc Also creates scaling arrays if needed. It does scaling if needed. 16 also moves solutions etc in to work arrays On 16 returns false if problem "bad" i.e. matrix or bounds bad If startFinishOptions is -1 then called by user in getSolution so do arrays but keep pivotVariable_ |
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releases above arrays and does solution scaling out. May also get rid of factorization data - 0 get rid of nothing, 1 get rid of arrays, 2 also factorization |
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Sanity check on input rim data (after scaling) - returns true if okay.
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 749 of file ClpSimplex.hpp. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 751 of file ClpSimplex.hpp. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 753 of file ClpSimplex.hpp. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 755 of file ClpSimplex.hpp. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 757 of file ClpSimplex.hpp. |
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Return region as single array.
Definition at line 760 of file ClpSimplex.hpp. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 762 of file ClpSimplex.hpp. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 764 of file ClpSimplex.hpp. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 766 of file ClpSimplex.hpp. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 768 of file ClpSimplex.hpp. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 770 of file ClpSimplex.hpp. References Status. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 772 of file ClpSimplex.hpp. |
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Normally the first factorization does sparse coding because the factorization could be singular. This allows initial dense factorization when it is known to be safe |
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Return row or column sections - not as much needed as it once was. These just map into single arrays |
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Return sequence In or Out.
Definition at line 785 of file ClpSimplex.hpp. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 787 of file ClpSimplex.hpp. |
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Set sequenceIn or Out.
Definition at line 790 of file ClpSimplex.hpp. References sequenceIn_. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 792 of file ClpSimplex.hpp. References sequenceOut_. |
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Return direction In or Out.
Definition at line 795 of file ClpSimplex.hpp. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 797 of file ClpSimplex.hpp. |
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Set directionIn or Out.
Definition at line 800 of file ClpSimplex.hpp. References directionIn_. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 802 of file ClpSimplex.hpp. References directionOut_. |
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Value of Out variable.
Definition at line 805 of file ClpSimplex.hpp. |
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Returns 1 if sequence indicates column.
Definition at line 808 of file ClpSimplex.hpp. |
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Returns sequence number within section.
Definition at line 811 of file ClpSimplex.hpp. |
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Return row or column values.
Definition at line 814 of file ClpSimplex.hpp. References solution_. |
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Return address of row or column values.
Definition at line 817 of file ClpSimplex.hpp. References solution_. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 819 of file ClpSimplex.hpp. References dj_. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 821 of file ClpSimplex.hpp. References dj_. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 823 of file ClpSimplex.hpp. References lower_. |
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Return address of row or column lower bound.
Definition at line 826 of file ClpSimplex.hpp. References lower_. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 828 of file ClpSimplex.hpp. References upper_. |
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Return address of row or column upper bound.
Definition at line 831 of file ClpSimplex.hpp. References upper_. |
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Return row or column sections - not as much needed as it once was. These just map into single arrays Definition at line 833 of file ClpSimplex.hpp. References cost_. |
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Return address of row or column cost.
Definition at line 836 of file ClpSimplex.hpp. References cost_. |
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Return original lower bound.
Definition at line 839 of file ClpSimplex.hpp. |
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Return original lower bound.
Definition at line 843 of file ClpSimplex.hpp. |
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Theta (pivot change).
Definition at line 847 of file ClpSimplex.hpp. |
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Return pointer to details of costs.
Definition at line 850 of file ClpSimplex.hpp. |
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Definition at line 855 of file ClpSimplex.hpp. |
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Definition at line 861 of file ClpSimplex.hpp. References FakeBound. |
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Definition at line 863 of file ClpSimplex.hpp. |
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Definition at line 869 of file ClpSimplex.hpp. References Status. |
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Definition at line 871 of file ClpSimplex.hpp. |
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Definition at line 877 of file ClpSimplex.hpp. References Status. |
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Definition at line 879 of file ClpSimplex.hpp. |
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Definition at line 881 of file ClpSimplex.hpp. |
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Definition at line 883 of file ClpSimplex.hpp. |
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To flag a variable (not inline to allow for column generation).
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Definition at line 887 of file ClpSimplex.hpp. |
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Definition at line 891 of file ClpSimplex.hpp. |
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To say row active in primal pivot row choice.
Definition at line 894 of file ClpSimplex.hpp. |
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Definition at line 898 of file ClpSimplex.hpp. |
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Definition at line 902 of file ClpSimplex.hpp. |
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Set up status array (can be used by OsiClp). Also can be used to set up all slack basis |
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Sets up all slack basis and resets solution to as it was after initial load or readMps.
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So we know when to be cautious.
Definition at line 912 of file ClpSimplex.hpp. |
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Progress flag - at present 0 bit says artificials out.
Definition at line 915 of file ClpSimplex.hpp. |
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Force re-factorization early.
Definition at line 918 of file ClpSimplex.hpp. References forceFactorization_. |
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Raw objective value (so always minimize in primal).
Reimplemented from ClpModel. Definition at line 921 of file ClpSimplex.hpp. |
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Compute objective value from solution and put in objectiveValue_.
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Number of extra rows. These are ones which will be dynamically created each iteration. This is for GUB but may have other uses. Definition at line 928 of file ClpSimplex.hpp. |
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Maximum number of basic variables - can be more than number of rows if GUB.
Definition at line 932 of file ClpSimplex.hpp. |
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Create C++ lines to get to current state.
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Definition at line 963 of file ClpSimplex.hpp. |
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Definition at line 965 of file ClpSimplex.hpp. References specialOptions_. |
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Get a row of the tableau (slack part in slack if not NULL).
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Get a row of the basis inverse.
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Get a column of the tableau.
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Get a column of the basis inverse.
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Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()).
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Set an objective function coefficient.
Reimplemented from ClpModel. Referenced by setObjCoeff(). |
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Set an objective function coefficient.
Reimplemented from ClpModel. Definition at line 998 of file ClpSimplex.hpp. References setObjectiveCoefficient(). |
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Set a single column lower bound
Reimplemented from ClpModel. Referenced by setColLower(). |
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Set a single column upper bound
Reimplemented from ClpModel. Referenced by setColUpper(). |
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Set a single column lower and upper bound.
Reimplemented from ClpModel. Referenced by setColBounds(). |
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Set the bounds on a number of columns simultaneously
Reimplemented from ClpModel. Referenced by setColSetBounds(). |
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Set a single column lower bound
Reimplemented from ClpModel. Definition at line 1027 of file ClpSimplex.hpp. References setColumnLower(). |
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Set a single column upper bound
Reimplemented from ClpModel. Definition at line 1031 of file ClpSimplex.hpp. References setColumnUpper(). |
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Set a single column lower and upper bound.
Reimplemented from ClpModel. Definition at line 1035 of file ClpSimplex.hpp. References setColumnBounds(). |
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Set the bounds on a number of columns simultaneously
Reimplemented from ClpModel. Definition at line 1045 of file ClpSimplex.hpp. References setColumnSetBounds(). |
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Set a single row lower bound
Reimplemented from ClpModel. |
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Set a single row upper bound
Reimplemented from ClpModel. |
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Set a single row lower and upper bound.
Reimplemented from ClpModel. |
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Set the bounds on a number of rows simultaneously
Reimplemented from ClpModel. |
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Allow OsiClp certain perks.
Definition at line 1284 of file ClpSimplex.hpp. |
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A function that tests the methods in the ClpSimplex 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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Worst column primal infeasibility.
Definition at line 1084 of file ClpSimplex.hpp. |
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Worst row primal infeasibility.
Definition at line 1086 of file ClpSimplex.hpp. |
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Sequence of worst (-1 if feasible).
Definition at line 1088 of file ClpSimplex.hpp. |
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Sequence of worst (-1 if feasible).
Definition at line 1090 of file ClpSimplex.hpp. |
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Worst column dual infeasibility.
Definition at line 1092 of file ClpSimplex.hpp. |
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Worst row dual infeasibility.
Definition at line 1094 of file ClpSimplex.hpp. |
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Sequence of worst (-1 if feasible).
Definition at line 1096 of file ClpSimplex.hpp. |
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Sequence of worst (-1 if feasible).
Definition at line 1098 of file ClpSimplex.hpp. |
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Primal tolerance needed to make dual feasible (<largeTolerance).
Definition at line 1100 of file ClpSimplex.hpp. |
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Remaining largest dual infeasibility.
Definition at line 1102 of file ClpSimplex.hpp. |
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Large bound value (for complementarity etc).
Definition at line 1104 of file ClpSimplex.hpp. |
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Largest error on Ax-b.
Definition at line 1106 of file ClpSimplex.hpp. Referenced by setLargestPrimalError(). |
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Largest error on basic duals.
Definition at line 1108 of file ClpSimplex.hpp. Referenced by setLargestDualError(). |
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Largest difference between input primal solution and computed.
Definition at line 1110 of file ClpSimplex.hpp. |
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Dual bound.
Definition at line 1112 of file ClpSimplex.hpp. |
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Alpha (pivot element).
Definition at line 1114 of file ClpSimplex.hpp. Referenced by setAlpha(). |
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Theta (pivot change).
Definition at line 1116 of file ClpSimplex.hpp. |
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Lower Bound on In variable.
Definition at line 1118 of file ClpSimplex.hpp. |
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Value of In variable.
Definition at line 1120 of file ClpSimplex.hpp. |
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Upper Bound on In variable.
Definition at line 1122 of file ClpSimplex.hpp. |
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Reduced cost of In variable.
Definition at line 1124 of file ClpSimplex.hpp. |
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Lower Bound on Out variable.
Definition at line 1126 of file ClpSimplex.hpp. |
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Value of Out variable.
Definition at line 1128 of file ClpSimplex.hpp. |
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Upper Bound on Out variable.
Definition at line 1130 of file ClpSimplex.hpp. |
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Infeasibility (dual) or ? (primal) of Out variable.
Definition at line 1132 of file ClpSimplex.hpp. |
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Current dual tolerance for algorithm.
Definition at line 1134 of file ClpSimplex.hpp. Referenced by setCurrentDualTolerance(). |
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Current primal tolerance for algorithm.
Definition at line 1136 of file ClpSimplex.hpp. Referenced by setCurrentPrimalTolerance(). |
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Sum of dual infeasibilities.
Definition at line 1138 of file ClpSimplex.hpp. Referenced by setSumDualInfeasibilities(). |
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Sum of primal infeasibilities.
Definition at line 1140 of file ClpSimplex.hpp. Referenced by setSumPrimalInfeasibilities(). |
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Weight assigned to being infeasible in primal.
Definition at line 1142 of file ClpSimplex.hpp. |
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Sum of Dual infeasibilities using tolerance based on error in duals.
Definition at line 1144 of file ClpSimplex.hpp. Referenced by setSumOfRelaxedDualInfeasibilities(). |
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Sum of Primal infeasibilities using tolerance based on error in primals.
Definition at line 1146 of file ClpSimplex.hpp. Referenced by setSumOfRelaxedPrimalInfeasibilities(). |
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Acceptable pivot value just after factorization.
Definition at line 1148 of file ClpSimplex.hpp. |
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Working copy of lower bounds (Owner of arrays below).
Definition at line 1150 of file ClpSimplex.hpp. Referenced by lower(), and lowerAddress(). |
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Row lower bounds - working copy.
Definition at line 1152 of file ClpSimplex.hpp. |
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Column lower bounds - working copy.
Definition at line 1154 of file ClpSimplex.hpp. |
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Working copy of upper bounds (Owner of arrays below).
Definition at line 1156 of file ClpSimplex.hpp. Referenced by upper(), and upperAddress(). |
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Row upper bounds - working copy.
Definition at line 1158 of file ClpSimplex.hpp. |
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Column upper bounds - working copy.
Definition at line 1160 of file ClpSimplex.hpp. |
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Working copy of objective (Owner of arrays below).
Definition at line 1162 of file ClpSimplex.hpp. Referenced by cost(), and costAddress(). |
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Row objective - working copy.
Definition at line 1164 of file ClpSimplex.hpp. |
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Column objective - working copy.
Definition at line 1166 of file ClpSimplex.hpp. |
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Useful row length arrays.
Definition at line 1168 of file ClpSimplex.hpp. Referenced by rowArray(). |
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Useful column length arrays.
Definition at line 1170 of file ClpSimplex.hpp. Referenced by columnArray(). |
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Sequence of In variable.
Definition at line 1172 of file ClpSimplex.hpp. Referenced by setSequenceIn(). |
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Direction of In, 1 going up, -1 going down, 0 not a clude.
Definition at line 1174 of file ClpSimplex.hpp. Referenced by setDirectionIn(). |
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Sequence of Out variable.
Definition at line 1176 of file ClpSimplex.hpp. Referenced by setSequenceOut(). |
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Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.
Definition at line 1178 of file ClpSimplex.hpp. Referenced by setDirectionOut(). |
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Pivot Row.
Definition at line 1180 of file ClpSimplex.hpp. Referenced by setPivotRow(). |
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Last good iteration (immediately after a re-factorization).
Definition at line 1182 of file ClpSimplex.hpp. |
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Working copy of reduced costs (Owner of arrays below).
Definition at line 1184 of file ClpSimplex.hpp. Referenced by reducedCost(), and reducedCostAddress(). |
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Reduced costs of slacks not same as duals (or - duals).
Definition at line 1186 of file ClpSimplex.hpp. |
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Possible scaled reduced costs.
Definition at line 1188 of file ClpSimplex.hpp. |
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Working copy of primal solution (Owner of arrays below).
Definition at line 1190 of file ClpSimplex.hpp. Referenced by solution(), and solutionAddress(). |
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Row activities - working copy.
Definition at line 1192 of file ClpSimplex.hpp. |
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Column activities - working copy.
Definition at line 1194 of file ClpSimplex.hpp. |
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Auxiliary model.
Definition at line 1196 of file ClpSimplex.hpp. Referenced by usingAuxiliaryModel(). |
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Number of dual infeasibilities.
Definition at line 1198 of file ClpSimplex.hpp. Referenced by dualFeasible(), and setNumberDualInfeasibilities(). |
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Number of dual infeasibilities (without free).
Definition at line 1200 of file ClpSimplex.hpp. |
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Number of primal infeasibilities.
Definition at line 1202 of file ClpSimplex.hpp. Referenced by primalFeasible(), and setNumberPrimalInfeasibilities(). |
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How many iterative refinements to do.
Definition at line 1204 of file ClpSimplex.hpp. |
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dual row pivot choice
Definition at line 1206 of file ClpSimplex.hpp. |
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primal column pivot choice
Definition at line 1208 of file ClpSimplex.hpp. |
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Basic variables pivoting on which rows.
Definition at line 1210 of file ClpSimplex.hpp. |
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factorization
Definition at line 1212 of file ClpSimplex.hpp. |
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Saved version of solution.
Definition at line 1214 of file ClpSimplex.hpp. |
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Number of times code has tentatively thought optimal.
Definition at line 1216 of file ClpSimplex.hpp. |
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If change has been made (first attempt at stopping looping).
Definition at line 1218 of file ClpSimplex.hpp. |
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Algorithm >0 == Primal, <0 == Dual.
Definition at line 1220 of file ClpSimplex.hpp. Referenced by setAlgorithm(). |
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Now for some reliability aids This forces re-factorization early.
Definition at line 1223 of file ClpSimplex.hpp. Referenced by forceFactorization(). |
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Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100.
Definition at line 1231 of file ClpSimplex.hpp. |
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Saved status regions.
Definition at line 1233 of file ClpSimplex.hpp. |
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Very wasteful way of dealing with infeasibilities in primal. However it will allow non-linearities and use of dual analysis. If it doesn't work it can easily be replaced. Definition at line 1238 of file ClpSimplex.hpp. |
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For advanced options See get and set for meaning.
Definition at line 1242 of file ClpSimplex.hpp. Referenced by setSpecialOptions(). |
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So we know when to be cautious.
Definition at line 1244 of file ClpSimplex.hpp. |
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So we know when to open up again.
Definition at line 1246 of file ClpSimplex.hpp. |
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Can be used for count of fake bounds (dual) or fake costs (primal).
Definition at line 1248 of file ClpSimplex.hpp. |
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Can be used for count of changed costs (dual) or changed bounds (primal).
Definition at line 1250 of file ClpSimplex.hpp. |
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Progress flag - at present 0 bit says artificials out, 1 free in.
Definition at line 1252 of file ClpSimplex.hpp. |
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First free/super-basic variable (-1 if none).
Definition at line 1254 of file ClpSimplex.hpp. |
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Number of extra rows. These are ones which will be dynamically created each iteration. This is for GUB but may have other uses. Definition at line 1258 of file ClpSimplex.hpp. |
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Maximum number of basic variables - can be more than number of rows if GUB.
Definition at line 1261 of file ClpSimplex.hpp. |
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For advanced use. When doing iterative solves things can get nasty so on values pass if incoming solution has largest infeasibility < incomingInfeasibility throw out variables from basis until largest infeasibility < allowedInfeasibility. if allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis. Defaults are 1.0,10.0 Definition at line 1271 of file ClpSimplex.hpp. |
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Spare int array for passing information [0]!=0 switches on.
Definition at line 1272 of file ClpSimplex.hpp. |
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Automatic scaling of objective and rhs and bounds.
Definition at line 1274 of file ClpSimplex.hpp. Referenced by automaticScaling(), and setAutomaticScaling(). |
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For dealing with all issues of cycling etc.
Definition at line 1276 of file ClpSimplex.hpp. |
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Spare int array for passing information [0]!=0 switches on.
Definition at line 1279 of file ClpSimplex.hpp. |
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Spare double array for passing information [0]!=0 switches on.
Definition at line 1281 of file ClpSimplex.hpp. |