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# /home/coin/SVN-release/Alps-1.2.1/Clp/src/ClpHelperFunctions.hpp

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    00001 /* $Id: ClpHelperFunctions.hpp 1525 2010-02-26 17:27:59Z mjs $ */
    00002 // Copyright (C) 2003, International Business Machines
    00003 // Corporation and others.  All Rights Reserved.
    00004 #ifndef ClpHelperFunctions_H
    00005 #define ClpHelperFunctions_H
    00006
    00015 double maximumAbsElement(const double * region, int size);
    00016 void setElements(double * region, int size, double value);
    00017 void multiplyAdd(const double * region1, int size, double multiplier1,
    00018                  double * region2, double multiplier2);
    00019 double innerProduct(const double * region1, int size, const double * region2);
    00020 void getNorms(const double * region, int size, double & norm1, double & norm2);
    00021 #if COIN_LONG_WORK
    00022 // For long double versions
    00023 CoinWorkDouble maximumAbsElement(const CoinWorkDouble * region, int size);
    00024 void setElements(CoinWorkDouble * region, int size, CoinWorkDouble value);
    00025 void multiplyAdd(const CoinWorkDouble * region1, int size, CoinWorkDouble multiplier1,
    00026                  CoinWorkDouble * region2, CoinWorkDouble multiplier2);
    00027 CoinWorkDouble innerProduct(const CoinWorkDouble * region1, int size, const CoinWorkDouble * region2);
    00028 void getNorms(const CoinWorkDouble * region, int size, CoinWorkDouble & norm1, CoinWorkDouble & norm2);
    00029 inline void
    00030 CoinMemcpyN(const double * from, const int size, CoinWorkDouble * to)
    00031 {
    00032      for (int i = 0; i < size; i++)
    00033           to[i] = from[i];
    00034 }
    00035 inline void
    00036 CoinMemcpyN(const CoinWorkDouble * from, const int size, double * to)
    00037 {
    00038      for (int i = 0; i < size; i++)
    00039           to[i] = static_cast<double>(from[i]);
    00040 }
    00041 inline CoinWorkDouble
    00042 CoinMax(const CoinWorkDouble x1, const double x2)
    00043 {
    00044      return (x1 > x2) ? x1 : x2;
    00045 }
    00046 inline CoinWorkDouble
    00047 CoinMax(double x1, const CoinWorkDouble x2)
    00048 {
    00049      return (x1 > x2) ? x1 : x2;
    00050 }
    00051 inline CoinWorkDouble
    00052 CoinMin(const CoinWorkDouble x1, const double x2)
    00053 {
    00054      return (x1 < x2) ? x1 : x2;
    00055 }
    00056 inline CoinWorkDouble
    00057 CoinMin(double x1, const CoinWorkDouble x2)
    00058 {
    00059      return (x1 < x2) ? x1 : x2;
    00060 }
    00061 inline CoinWorkDouble CoinSqrt(CoinWorkDouble x)
    00062 {
    00063      return sqrtl(x);
    00064 }
    00065 #else
    00066 inline double CoinSqrt(double x)
    00067 {
    00068      return sqrt(x);
    00069 }
    00070 #endif
    00071
    00073 #ifdef ClpPdco_H
    00074
    00075
    00076 inline double pdxxxmerit(int nlow, int nupp, int *low, int *upp, CoinDenseVector <double> &r1,
    00077                          CoinDenseVector <double> &r2, CoinDenseVector <double> &rL,
    00078                          CoinDenseVector <double> &rU, CoinDenseVector <double> &cL,
    00079                          CoinDenseVector <double> &cU )
    00080 {
    00081
    00082 // Evaluate the merit function for Newton's method.
    00083 // It is the 2-norm of the three sets of residuals.
    00084      double sum1, sum2;
    00085      CoinDenseVector <double> f(6);
    00086      f[0] = r1.twoNorm();
    00087      f[1] = r2.twoNorm();
    00088      sum1 = sum2 = 0.0;
    00089      for (int k = 0; k < nlow; k++) {
    00090           sum1 += rL[low[k]] * rL[low[k]];
    00091           sum2 += cL[low[k]] * cL[low[k]];
    00092      }
    00093      f[2] = sqrt(sum1);
    00094      f[4] = sqrt(sum2);
    00095      sum1 = sum2 = 0.0;
    00096      for (int k = 0; k < nupp; k++) {
    00097           sum1 += rL[upp[k]] * rL[upp[k]];
    00098           sum2 += cL[upp[k]] * cL[upp[k]];
    00099      }
    00100      f[3] = sqrt(sum1);
    00101      f[5] = sqrt(sum2);
    00102
    00103      return f.twoNorm();
    00104 }
    00105
    00106 //-----------------------------------------------------------------------
    00107 // End private function pdxxxmerit
    00108 //-----------------------------------------------------------------------
    00109
    00110
    00111 //function [r1,r2,rL,rU,Pinf,Dinf] =    ...
    00112 //      pdxxxresid1( Aname,fix,low,upp, ...
    00113 //                   b,bl,bu,d1,d2,grad,rL,rU,x,x1,x2,y,z1,z2 )
    00114
    00115 inline void pdxxxresid1(ClpPdco *model, const int nlow, const int nupp, const int nfix,
    00116                         int *low, int *upp, int *fix,
    00117                         CoinDenseVector <double> &b, double *bl, double *bu, double d1, double d2,
    00118                         CoinDenseVector <double> &grad, CoinDenseVector <double> &rL,
    00119                         CoinDenseVector <double> &rU, CoinDenseVector <double> &x,
    00120                         CoinDenseVector <double> &x1, CoinDenseVector <double> &x2,
    00121                         CoinDenseVector <double> &y,  CoinDenseVector <double> &z1,
    00122                         CoinDenseVector <double> &z2, CoinDenseVector <double> &r1,
    00123                         CoinDenseVector <double> &r2, double *Pinf, double *Dinf)
    00124 {
    00125
    00126 // Form residuals for the primal and dual equations.
    00127 // rL, rU are output, but we input them as full vectors
    00128 // initialized (permanently) with any relevant zeros.
    00129
    00130 // Get some element pointers for efficiency
    00131      double *x_elts  = x.getElements();
    00132      double *r2_elts = r2.getElements();
    00133
    00134      for (int k = 0; k < nfix; k++)
    00135           x_elts[fix[k]]  = 0;
    00136
    00137      r1.clear();
    00138      r2.clear();
    00139      model->matVecMult( 1, r1, x );
    00140      model->matVecMult( 2, r2, y );
    00141      for (int k = 0; k < nfix; k++)
    00142           r2_elts[fix[k]]  = 0;
    00143
    00144
    00145      r1      = b    - r1 - d2 * d2 * y;
    00146      r2      = grad - r2 - z1;              // grad includes d1*d1*x
    00147      if (nupp > 0)
    00148           r2    = r2 + z2;
    00149
    00150      for (int k = 0; k < nlow; k++)
    00151           rL[low[k]] = bl[low[k]] - x[low[k]] + x1[low[k]];
    00152      for (int k = 0; k < nupp; k++)
    00153           rU[upp[k]] = - bu[upp[k]] + x[upp[k]] + x2[upp[k]];
    00154
    00155      double normL = 0.0;
    00156      double normU = 0.0;
    00157      for (int k = 0; k < nlow; k++)
    00158           if (rL[low[k]] > normL) normL = rL[low[k]];
    00159      for (int k = 0; k < nupp; k++)
    00160           if (rU[upp[k]] > normU) normU = rU[upp[k]];
    00161
    00162      *Pinf    = CoinMax(normL, normU);
    00163      *Pinf    = CoinMax( r1.infNorm() , *Pinf );
    00164      *Dinf    = r2.infNorm();
    00165      *Pinf    = CoinMax( *Pinf, 1e-99 );
    00166      *Dinf    = CoinMax( *Dinf, 1e-99 );
    00167 }
    00168
    00169 //-----------------------------------------------------------------------
    00170 // End private function pdxxxresid1
    00171 //-----------------------------------------------------------------------
    00172
    00173
    00174 //function [cL,cU,center,Cinf,Cinf0] = ...
    00175 //      pdxxxresid2( mu,low,upp,cL,cU,x1,x2,z1,z2 )
    00176
    00177 inline void pdxxxresid2(double mu, int nlow, int nupp, int *low, int *upp,
    00178                         CoinDenseVector <double> &cL, CoinDenseVector <double> &cU,
    00179                         CoinDenseVector <double> &x1, CoinDenseVector <double> &x2,
    00180                         CoinDenseVector <double> &z1, CoinDenseVector <double> &z2,
    00181                         double *center, double *Cinf, double *Cinf0)
    00182 {
    00183
    00184 // Form residuals for the complementarity equations.
    00185 // cL, cU are output, but we input them as full vectors
    00186 // initialized (permanently) with any relevant zeros.
    00187 // Cinf  is the complementarity residual for X1 z1 = mu e, etc.
    00188 // Cinf0 is the same for mu=0 (i.e., for the original problem).
    00189
    00190      double maxXz = -1e20;
    00191      double minXz = 1e20;
    00192
    00193      double *x1_elts = x1.getElements();
    00194      double *z1_elts = z1.getElements();
    00195      double *cL_elts = cL.getElements();
    00196      for (int k = 0; k < nlow; k++) {
    00197           double x1z1    = x1_elts[low[k]] * z1_elts[low[k]];
    00198           cL_elts[low[k]] = mu - x1z1;
    00199           if (x1z1 > maxXz) maxXz = x1z1;
    00200           if (x1z1 < minXz) minXz = x1z1;
    00201      }
    00202
    00203      double *x2_elts = x2.getElements();
    00204      double *z2_elts = z2.getElements();
    00205      double *cU_elts = cU.getElements();
    00206      for (int k = 0; k < nupp; k++) {
    00207           double x2z2    = x2_elts[upp[k]] * z2_elts[upp[k]];
    00208           cU_elts[upp[k]] = mu - x2z2;
    00209           if (x2z2 > maxXz) maxXz = x2z2;
    00210           if (x2z2 < minXz) minXz = x2z2;
    00211      }
    00212
    00213      maxXz   = CoinMax( maxXz, 1e-99 );
    00214      minXz   = CoinMax( minXz, 1e-99 );
    00215      *center  = maxXz / minXz;
    00216
    00217      double normL = 0.0;
    00218      double normU = 0.0;
    00219      for (int k = 0; k < nlow; k++)
    00220           if (cL_elts[low[k]] > normL) normL = cL_elts[low[k]];
    00221      for (int k = 0; k < nupp; k++)
    00222           if (cU_elts[upp[k]] > normU) normU = cU_elts[upp[k]];
    00223      *Cinf    = CoinMax( normL, normU);
    00224      *Cinf0   = maxXz;
    00225 }
    00226 //-----------------------------------------------------------------------
    00227 // End private function pdxxxresid2
    00228 //-----------------------------------------------------------------------
    00229
    00230 inline double  pdxxxstep( CoinDenseVector <double> &x, CoinDenseVector <double> &dx )
    00231 {
    00232
    00233 // Assumes x > 0.
    00234 // Finds the maximum step such that x + step*dx >= 0.
    00235
    00236      double step     = 1e+20;
    00237
    00238      int n = x.size();
    00239      double *x_elts = x.getElements();
    00240      double *dx_elts = dx.getElements();
    00241      for (int k = 0; k < n; k++)
    00242           if (dx_elts[k] < 0)
    00243                if ((x_elts[k] / (-dx_elts[k])) < step)
    00244                     step = x_elts[k] / (-dx_elts[k]);
    00245      return step;
    00246 }
    00247 //-----------------------------------------------------------------------
    00248 // End private function pdxxxstep
    00249 //-----------------------------------------------------------------------
    00250
    00251 inline double  pdxxxstep(int nset, int *set, CoinDenseVector <double> &x, CoinDenseVector <double> &dx )
    00252 {
    00253
    00254 // Assumes x > 0.
    00255 // Finds the maximum step such that x + step*dx >= 0.
    00256
    00257      double step     = 1e+20;
    00258
    00259      int n = x.size();
    00260      double *x_elts = x.getElements();
    00261      double *dx_elts = dx.getElements();
    00262      for (int k = 0; k < n; k++)
    00263           if (dx_elts[k] < 0)
    00264                if ((x_elts[k] / (-dx_elts[k])) < step)
    00265                     step = x_elts[k] / (-dx_elts[k]);
    00266      return step;
    00267 }
    00268 //-----------------------------------------------------------------------
    00269 // End private function pdxxxstep
    00270 //-----------------------------------------------------------------------
    00271 #endif
    00272 #endif