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# /home/coin/SVN-release/Blis-0.91.0/Clp/src/ClpNonLinearCost.hpp

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    00001 // Copyright (C) 2002, International Business Machines
    00002 // Corporation and others.  All Rights Reserved.
    00003 #ifndef ClpNonLinearCost_H
    00004 #define ClpNonLinearCost_H
    00005
    00006
    00007 #include "CoinPragma.hpp"
    00008
    00009 class ClpSimplex;
    00010 class CoinIndexedVector;
    00011
    00029 /* status has original status and current status
    00030    0 - below lower so stored is upper
    00031    1 - in range
    00032    2 - above upper so stored is lower
    00033    4 - (for current) - same as original
    00034 */
    00035 #define CLP_BELOW_LOWER 0
    00036 #define CLP_FEASIBLE 1
    00037 #define CLP_ABOVE_UPPER 2
    00038 #define CLP_SAME 4
    00039 inline int originalStatus(unsigned char status)
    00040 { return (status&15);}
    00041 inline int currentStatus(unsigned char status)
    00042 { return (status>>4);}
    00043 inline void setOriginalStatus(unsigned char & status,int value)
    00044 {
    00045   status = static_cast<unsigned char>(status & ~15);
    00046   status = static_cast<unsigned char>(status | value);
    00047 }
    00048 inline void setCurrentStatus(unsigned char &status,int value)
    00049 {
    00050   status = static_cast<unsigned char>(status & ~(15<<4));
    00051   status = static_cast<unsigned char>(status | (value<<4));
    00052 }
    00053 inline void setInitialStatus(unsigned char &status)
    00054 { status = static_cast<unsigned char>(CLP_FEASIBLE | (CLP_SAME<<4)); }
    00055 inline void setSameStatus(unsigned char &status)
    00056 {
    00057   status = static_cast<unsigned char>(status & ~(15<<4));
    00058   status = static_cast<unsigned char>(status | (CLP_SAME<<4));
    00059 }
    00060 // Use second version to get more speed
    00061 //#define FAST_CLPNON
    00062 #ifndef FAST_CLPNON
    00063 #define CLP_METHOD1 ((method_&1)!=0)
    00064 #define CLP_METHOD2 ((method_&2)!=0)
    00065 #else
    00066 #define CLP_METHOD1 (false)
    00067 #define CLP_METHOD2 (true)
    00068 #endif
    00069 class ClpNonLinearCost  {
    00070
    00071 public:
    00072
    00073 public:
    00074
    00077
    00078   ClpNonLinearCost();
    00083   ClpNonLinearCost(ClpSimplex * model,int method=1);
    00089   ClpNonLinearCost(ClpSimplex * model,const int * starts,
    00090                    const double * lower, const double * cost);
    00092   ~ClpNonLinearCost();
    00093   // Copy
    00094   ClpNonLinearCost(const ClpNonLinearCost&);
    00095   // Assignment
    00096   ClpNonLinearCost& operator=(const ClpNonLinearCost&);
    00098
    00099
    00106   void checkInfeasibilities(double oldTolerance=0.0);
    00110   void checkInfeasibilities(int numberInArray, const int * index);
    00117   void checkChanged(int numberInArray, CoinIndexedVector * update);
    00124   void goThru(int numberInArray, double multiplier,
    00125               const int * index, const double * work,
    00126               double * rhs);
    00129   void goBack(int numberInArray, const int * index,
    00130               double * rhs);
    00136   void goBackAll(const CoinIndexedVector * update);
    00138   void zapCosts();
    00140   void refreshCosts(const double * columnCosts);
    00142   void feasibleBounds();
    00146   double setOne(int sequence, double solutionValue);
    00149   void setOne(int sequence, double solutionValue, double lowerValue, double upperValue,
    00150               double costValue=0.0);
    00154   int setOneOutgoing(int sequence, double &solutionValue);
    00156   double nearest(int sequence, double solutionValue);
    00160   inline double changeInCost(int sequence, double alpha) const
    00161   {
    00162     double returnValue=0.0;
    00163     if (CLP_METHOD1) {
    00164       int iRange = whichRange_[sequence]+offset_[sequence];
    00165       if (alpha>0.0)
    00166         returnValue = cost_[iRange]-cost_[iRange-1];
    00167       else
    00168         returnValue = cost_[iRange]-cost_[iRange+1];
    00169     }
    00170     if (CLP_METHOD2) {
    00171       returnValue = (alpha>0.0) ? infeasibilityWeight_ : -infeasibilityWeight_;
    00172     }
    00173     return returnValue;
    00174   }
    00175   inline double changeUpInCost(int sequence) const
    00176   {
    00177     double returnValue=0.0;
    00178     if (CLP_METHOD1) {
    00179       int iRange = whichRange_[sequence]+offset_[sequence];
    00180       if (iRange+1!=start_[sequence+1]&&!infeasible(iRange+1))
    00181         returnValue = cost_[iRange]-cost_[iRange+1];
    00182       else
    00183         returnValue = -1.0e100;
    00184     }
    00185     if (CLP_METHOD2) {
    00186       returnValue = -infeasibilityWeight_;
    00187     }
    00188     return returnValue;
    00189   }
    00190   inline double changeDownInCost(int sequence) const
    00191   {
    00192     double returnValue=0.0;
    00193     if (CLP_METHOD1) {
    00194       int iRange = whichRange_[sequence]+offset_[sequence];
    00195       if (iRange!=start_[sequence]&&!infeasible(iRange-1))
    00196         returnValue = cost_[iRange]-cost_[iRange-1];
    00197       else
    00198         returnValue = 1.0e100;
    00199     }
    00200     if (CLP_METHOD2) {
    00201       returnValue = infeasibilityWeight_;
    00202     }
    00203     return returnValue;
    00204   }
    00206   inline double changeInCost(int sequence, double alpha, double &rhs)
    00207   {
    00208     double returnValue=0.0;
    00209 #ifdef NONLIN_DEBUG
    00210     double saveRhs = rhs;
    00211 #endif
    00212     if (CLP_METHOD1) {
    00213       int iRange = whichRange_[sequence]+offset_[sequence];
    00214       if (alpha>0.0) {
    00215         assert(iRange-1>=start_[sequence]);
    00216         offset_[sequence]--;
    00217         rhs += lower_[iRange]-lower_[iRange-1];
    00218         returnValue = alpha*(cost_[iRange]-cost_[iRange-1]);
    00219       } else {
    00220         assert(iRange+1<start_[sequence+1]-1);
    00221         offset_[sequence]++;
    00222         rhs += lower_[iRange+2]-lower_[iRange+1];
    00223         returnValue = alpha*(cost_[iRange]-cost_[iRange+1]);
    00224       }
    00225     }
    00226     if (CLP_METHOD2) {
    00227 #ifdef NONLIN_DEBUG
    00228       double saveRhs1=rhs;
    00229       rhs = saveRhs;
    00230 #endif
    00231       unsigned char iStatus = status_[sequence];
    00232       int iWhere = currentStatus(iStatus);
    00233       if (iWhere==CLP_SAME)
    00234         iWhere = originalStatus(iStatus);
    00235       // rhs always increases
    00236       if (iWhere==CLP_FEASIBLE) {
    00237         if (alpha>0.0) {
    00238           // going below
    00239           iWhere=CLP_BELOW_LOWER;
    00240           rhs = COIN_DBL_MAX;
    00241         } else {
    00242           // going above
    00243           iWhere=CLP_ABOVE_UPPER;
    00244           rhs = COIN_DBL_MAX;
    00245         }
    00246       } else if(iWhere==CLP_BELOW_LOWER) {
    00247         assert (alpha<0);
    00248         // going feasible
    00249         iWhere=CLP_FEASIBLE;
    00250         rhs += bound_[sequence] - model_->upperRegion()[sequence];
    00251       } else {
    00252         assert (iWhere==CLP_ABOVE_UPPER);
    00253         // going feasible
    00254         iWhere=CLP_FEASIBLE;
    00255         rhs += model_->lowerRegion()[sequence]-bound_[sequence];
    00256       }
    00257       setCurrentStatus(status_[sequence],iWhere);
    00258 #ifdef NONLIN_DEBUG
    00259       assert(saveRhs1==rhs);
    00260 #endif
    00261       returnValue = fabs(alpha)*infeasibilityWeight_;
    00262     }
    00263     return returnValue;
    00264   }
    00266   inline double lower(int sequence) const
    00267   { return lower_[whichRange_[sequence]+offset_[sequence]];}
    00269   inline double upper(int sequence) const
    00270   { return lower_[whichRange_[sequence]+offset_[sequence]+1];}
    00272   inline double cost(int sequence) const
    00273   { return cost_[whichRange_[sequence]+offset_[sequence]];}
    00275
    00276
    00279
    00280   inline int numberInfeasibilities() const
    00281   {return numberInfeasibilities_;}
    00283   inline double changeInCost() const
    00284   {return changeCost_;}
    00286   inline double feasibleCost() const
    00287   {return feasibleCost_;}
    00289   double feasibleReportCost() const;
    00291   inline double sumInfeasibilities() const
    00292   {return sumInfeasibilities_;}
    00294   inline double largestInfeasibility() const
    00295   {return largestInfeasibility_;}
    00297   inline double averageTheta() const
    00298   {return averageTheta_;}
    00299   inline void setAverageTheta(double value)
    00300   {averageTheta_=value;}
    00301   inline void setChangeInCost(double value)
    00302   {changeCost_ = value;}
    00303   inline void setMethod(int value)
    00304   {method_ = value;}
    00306   inline bool lookBothWays() const
    00307   { return bothWays_;}
    00309
    00310   inline bool infeasible(int i) const {
    00311     return ((infeasible_[i>>5]>>(i&31))&1)!=0;
    00312   }
    00313   inline void setInfeasible(int i,bool trueFalse) {
    00314     unsigned int & value = infeasible_[i>>5];
    00315     int bit = i&31;
    00316     if (trueFalse)
    00317       value |= (1<<bit);
    00318     else
    00319       value &= ~(1<<bit);
    00320   }
    00321   inline unsigned char * statusArray() const
    00322   { return status_;}
    00324   void validate();
    00326
    00327 private:
    00330
    00331   double changeCost_;
    00333   double feasibleCost_;
    00335   double infeasibilityWeight_;
    00337   double largestInfeasibility_;
    00339   double sumInfeasibilities_;
    00341   double averageTheta_;
    00343   int numberRows_;
    00345   int numberColumns_;
    00347   int * start_;
    00349   int * whichRange_;
    00351   int * offset_;
    00355   double * lower_;
    00357   double * cost_;
    00359   ClpSimplex * model_;
    00360   // Array to say which regions are infeasible
    00361   unsigned int * infeasible_;
    00363   int numberInfeasibilities_;
    00364   // new stuff
    00366   unsigned char * status_;
    00368   double * bound_;
    00370   double * cost2_;
    00372   int method_;
    00374   bool convex_;
    00376   bool bothWays_;
    00378 };
    00379
    00380 #endif