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ClpInterior.hpp
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1 /* $Id: ClpInterior.hpp 1665 2011-01-04 17:55:54Z lou $ */
2 // Copyright (C) 2003, International Business Machines
3 // Corporation and others. All Rights Reserved.
4 // This code is licensed under the terms of the Eclipse Public License (EPL).
5 /*
6 Authors
7
8 John Tomlin (pdco)
9 John Forrest (standard predictor-corrector)
10
11 Note JJF has added arrays - this takes more memory but makes
12 flow easier to understand and hopefully easier to extend
13
14 */
15 #ifndef ClpInterior_H
16 #define ClpInterior_H
17
18 #include <iostream>
19 #include <cfloat>
20 #include "ClpModel.hpp"
21 #include "ClpMatrixBase.hpp"
22 #include "ClpSolve.hpp"
23 #include "CoinDenseVector.hpp"
24 class ClpLsqr;
25 class ClpPdcoBase;
27 typedef struct {
28 double atolmin;
29 double r3norm;
30 double LSdamp;
31 double* deltay;
32 } Info;
34
35 typedef struct {
36 double atolold;
37 double atolnew;
38 double r3ratio;
39 int istop;
40 int itncg;
41 } Outfo;
43
44 typedef struct {
45 double gamma;
46 double delta;
47 int MaxIter;
48 double FeaTol;
49 double OptTol;
50 double StepTol;
51 double x0min;
52 double z0min;
53 double mu0;
54 int LSmethod; // 1=Cholesky 2=QR 3=LSQR
55 int LSproblem; // See below
56 int LSQRMaxIter;
57 double LSQRatol1; // Initial atol
58 double LSQRatol2; // Smallest atol (unless atol1 is smaller)
59 double LSQRconlim;
60 int wait;
61 } Options;
62 class Lsqr;
63 class ClpCholeskyBase;
64 // ***** END
72 class ClpInterior : public ClpModel {
73 friend void ClpInteriorUnitTest(const std::string & mpsDir,
74 const std::string & netlibDir);
75
76 public:
77
80 ClpInterior ( );
82
84 ClpInterior(const ClpInterior &);
86 ClpInterior(const ClpModel &);
91 ClpInterior (const ClpModel * wholeModel,
92 int numberRows, const int * whichRows,
93 int numberColumns, const int * whichColumns,
94 bool dropNames = true, bool dropIntegers = true);
96 ClpInterior & operator=(const ClpInterior & rhs);
98 ~ClpInterior ( );
99 // Ones below are just ClpModel with some changes
111 void loadProblem ( const ClpMatrixBase& matrix,
112 const double* collb, const double* colub,
113 const double* obj,
114 const double* rowlb, const double* rowub,
115 const double * rowObjective = NULL);
116 void loadProblem ( const CoinPackedMatrix& matrix,
117 const double* collb, const double* colub,
118 const double* obj,
119 const double* rowlb, const double* rowub,
120 const double * rowObjective = NULL);
121
124 void loadProblem ( const int numcols, const int numrows,
125 const CoinBigIndex* start, const int* index,
126 const double* value,
127 const double* collb, const double* colub,
128 const double* obj,
129 const double* rowlb, const double* rowub,
130 const double * rowObjective = NULL);
132 void loadProblem ( const int numcols, const int numrows,
133 const CoinBigIndex* start, const int* index,
134 const double* value, const int * length,
135 const double* collb, const double* colub,
136 const double* obj,
137 const double* rowlb, const double* rowub,
138 const double * rowObjective = NULL);
140 int readMps(const char *filename,
141 bool keepNames = false,
142 bool ignoreErrors = false);
147 void borrowModel(ClpModel & otherModel);
149 void returnModel(ClpModel & otherModel);
151
155 int pdco();
156 // ** Temporary version
157 int pdco( ClpPdcoBase * stuff, Options &options, Info &info, Outfo &outfo);
159 int primalDual();
161
164 inline bool primalFeasible() const {
166 return (sumPrimalInfeasibilities_ <= 1.0e-5);
167 }
169 inline bool dualFeasible() const {
170 return (sumDualInfeasibilities_ <= 1.0e-5);
171 }
173 inline int algorithm() const {
174 return algorithm_;
175 }
177 inline void setAlgorithm(int value) {
178 algorithm_ = value;
179 }
181 inline CoinWorkDouble sumDualInfeasibilities() const {
182 return sumDualInfeasibilities_;
183 }
185 inline CoinWorkDouble sumPrimalInfeasibilities() const {
186 return sumPrimalInfeasibilities_;
187 }
189 inline CoinWorkDouble dualObjective() const {
190 return dualObjective_;
191 }
193 inline CoinWorkDouble primalObjective() const {
194 return primalObjective_;
195 }
197 inline CoinWorkDouble diagonalNorm() const {
198 return diagonalNorm_;
199 }
201 inline CoinWorkDouble linearPerturbation() const {
202 return linearPerturbation_;
203 }
204 inline void setLinearPerturbation(CoinWorkDouble value) {
205 linearPerturbation_ = value;
206 }
208 inline CoinWorkDouble projectionTolerance() const {
209 return projectionTolerance_;
210 }
211 inline void setProjectionTolerance(CoinWorkDouble value) {
212 projectionTolerance_ = value;
213 }
215 inline CoinWorkDouble diagonalPerturbation() const {
216 return diagonalPerturbation_;
217 }
218 inline void setDiagonalPerturbation(CoinWorkDouble value) {
219 diagonalPerturbation_ = value;
220 }
222 inline CoinWorkDouble gamma() const {
223 return gamma_;
224 }
225 inline void setGamma(CoinWorkDouble value) {
226 gamma_ = value;
227 }
229 inline CoinWorkDouble delta() const {
230 return delta_;
231 }
232 inline void setDelta(CoinWorkDouble value) {
233 delta_ = value;
234 }
236 inline CoinWorkDouble complementarityGap() const {
237 return complementarityGap_;
238 }
240
243 inline CoinWorkDouble largestPrimalError() const {
245 return largestPrimalError_;
246 }
248 inline CoinWorkDouble largestDualError() const {
249 return largestDualError_;
250 }
252 inline int maximumBarrierIterations() const {
253 return maximumBarrierIterations_;
254 }
255 inline void setMaximumBarrierIterations(int value) {
256 maximumBarrierIterations_ = value;
257 }
259 void setCholesky(ClpCholeskyBase * cholesky);
261 int numberFixed() const;
264 void fixFixed(bool reallyFix = true);
266 inline CoinWorkDouble * primalR() const {
267 return primalR_;
268 }
270 inline CoinWorkDouble * dualR() const {
271 return dualR_;
272 }
274
275 protected:
278 void gutsOfDelete();
281 void gutsOfCopy(const ClpInterior & rhs);
283 bool createWorkingData();
284 void deleteWorkingData();
286 bool sanityCheck();
288 int housekeeping();
290 public:
293 inline CoinWorkDouble rawObjectiveValue() const {
295 return objectiveValue_;
296 }
298 inline int isColumn(int sequence) const {
299 return sequence < numberColumns_ ? 1 : 0;
300 }
302 inline int sequenceWithin(int sequence) const {
303 return sequence < numberColumns_ ? sequence : sequence - numberColumns_;
304 }
306 void checkSolution();
309 CoinWorkDouble quadraticDjs(CoinWorkDouble * djRegion, const CoinWorkDouble * solution,
310 CoinWorkDouble scaleFactor);
311
313 inline void setFixed( int sequence) {
314 status_[sequence] = static_cast<unsigned char>(status_[sequence] | 1) ;
315 }
316 inline void clearFixed( int sequence) {
317 status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~1) ;
318 }
319 inline bool fixed(int sequence) const {
320 return ((status_[sequence] & 1) != 0);
321 }
322
324 inline void setFlagged( int sequence) {
325 status_[sequence] = static_cast<unsigned char>(status_[sequence] | 2) ;
326 }
327 inline void clearFlagged( int sequence) {
328 status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~2) ;
329 }
330 inline bool flagged(int sequence) const {
331 return ((status_[sequence] & 2) != 0);
332 }
333
335 inline void setFixedOrFree( int sequence) {
336 status_[sequence] = static_cast<unsigned char>(status_[sequence] | 4) ;
337 }
338 inline void clearFixedOrFree( int sequence) {
339 status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~4) ;
340 }
341 inline bool fixedOrFree(int sequence) const {
342 return ((status_[sequence] & 4) != 0);
343 }
344
346 inline void setLowerBound( int sequence) {
347 status_[sequence] = static_cast<unsigned char>(status_[sequence] | 8) ;
348 }
349 inline void clearLowerBound( int sequence) {
350 status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~8) ;
351 }
352 inline bool lowerBound(int sequence) const {
353 return ((status_[sequence] & 8) != 0);
354 }
355
357 inline void setUpperBound( int sequence) {
358 status_[sequence] = static_cast<unsigned char>(status_[sequence] | 16) ;
359 }
360 inline void clearUpperBound( int sequence) {
361 status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~16) ;
362 }
363 inline bool upperBound(int sequence) const {
364 return ((status_[sequence] & 16) != 0);
365 }
366
368 inline void setFakeLower( int sequence) {
369 status_[sequence] = static_cast<unsigned char>(status_[sequence] | 32) ;
370 }
371 inline void clearFakeLower( int sequence) {
372 status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~32) ;
373 }
374 inline bool fakeLower(int sequence) const {
375 return ((status_[sequence] & 32) != 0);
376 }
377
379 inline void setFakeUpper( int sequence) {
380 status_[sequence] = static_cast<unsigned char>(status_[sequence] | 64) ;
381 }
382 inline void clearFakeUpper( int sequence) {
383 status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~64) ;
384 }
385 inline bool fakeUpper(int sequence) const {
386 return ((status_[sequence] & 64) != 0);
387 }
389
391 protected:
392
399 CoinWorkDouble largestPrimalError_;
402 CoinWorkDouble largestDualError_;
404 CoinWorkDouble sumDualInfeasibilities_;
406 CoinWorkDouble sumPrimalInfeasibilities_;
408 CoinWorkDouble worstComplementarity_;
410 public:
411 CoinWorkDouble xsize_;
412 CoinWorkDouble zsize_;
413 protected:
415 CoinWorkDouble * lower_;
417 CoinWorkDouble * rowLowerWork_;
419 CoinWorkDouble * columnLowerWork_;
421 CoinWorkDouble * upper_;
423 CoinWorkDouble * rowUpperWork_;
425 CoinWorkDouble * columnUpperWork_;
427 CoinWorkDouble * cost_;
428 public:
430 CoinWorkDouble * rhs_;
431 CoinWorkDouble * x_;
432 CoinWorkDouble * y_;
433 CoinWorkDouble * dj_;
434 protected:
436 ClpLsqr * lsqrObject_;
438 ClpPdcoBase * pdcoStuff_;
441 CoinWorkDouble mu_;
443 CoinWorkDouble objectiveNorm_;
445 CoinWorkDouble rhsNorm_;
447 CoinWorkDouble solutionNorm_;
449 CoinWorkDouble dualObjective_;
451 CoinWorkDouble primalObjective_;
453 CoinWorkDouble diagonalNorm_;
455 CoinWorkDouble stepLength_;
457 CoinWorkDouble linearPerturbation_;
459 CoinWorkDouble diagonalPerturbation_;
460 // gamma from Saunders and Tomlin regularized
461 CoinWorkDouble gamma_;
462 // delta from Saunders and Tomlin regularized
463 CoinWorkDouble delta_;
465 CoinWorkDouble targetGap_;
467 CoinWorkDouble projectionTolerance_;
469 CoinWorkDouble maximumRHSError_;
471 CoinWorkDouble maximumBoundInfeasibility_;
473 CoinWorkDouble maximumDualError_;
475 CoinWorkDouble diagonalScaleFactor_;
477 CoinWorkDouble scaleFactor_;
479 CoinWorkDouble actualPrimalStep_;
481 CoinWorkDouble actualDualStep_;
483 CoinWorkDouble smallestInfeasibility_;
485 #define LENGTH_HISTORY 5
486 CoinWorkDouble historyInfeasibility_[LENGTH_HISTORY];
488 CoinWorkDouble complementarityGap_;
490 CoinWorkDouble baseObjectiveNorm_;
492 CoinWorkDouble worstDirectionAccuracy_;
494 CoinWorkDouble maximumRHSChange_;
496 CoinWorkDouble * errorRegion_;
498 CoinWorkDouble * rhsFixRegion_;
500 CoinWorkDouble * upperSlack_;
502 CoinWorkDouble * lowerSlack_;
504 CoinWorkDouble * diagonal_;
506 CoinWorkDouble * solution_;
508 CoinWorkDouble * workArray_;
510 CoinWorkDouble * deltaX_;
512 CoinWorkDouble * deltaY_;
514 CoinWorkDouble * deltaZ_;
516 CoinWorkDouble * deltaW_;
518 CoinWorkDouble * deltaSU_;
519 CoinWorkDouble * deltaSL_;
521 CoinWorkDouble * primalR_;
523 CoinWorkDouble * dualR_;
525 CoinWorkDouble * rhsB_;
527 CoinWorkDouble * rhsU_;
529 CoinWorkDouble * rhsL_;
531 CoinWorkDouble * rhsZ_;
533 CoinWorkDouble * rhsW_;
535 CoinWorkDouble * rhsC_;
537 CoinWorkDouble * zVec_;
539 CoinWorkDouble * wVec_;
541 ClpCholeskyBase * cholesky_;
543 int numberComplementarityPairs_;
545 int numberComplementarityItems_;
547 int maximumBarrierIterations_;
549 bool gonePrimalFeasible_;
551 bool goneDualFeasible_;
553 int algorithm_;
555 };
556 //#############################################################################
565 void
566 ClpInteriorUnitTest(const std::string & mpsDir,
567 const std::string & netlibDir);
568
569
570 #endif
ClpInterior::zsize_
CoinWorkDouble zsize_
Definition: ClpInterior.hpp:412
ClpInterior::algorithm
int algorithm() const
Current (or last) algorithm.
Definition: ClpInterior.hpp:173
ClpInterior::goneDualFeasible_
bool goneDualFeasible_
goneDualFeasible.
Definition: ClpInterior.hpp:551
ClpInterior::clearUpperBound
void clearUpperBound(int sequence)
Definition: ClpInterior.hpp:360
ClpInterior::flagged
bool flagged(int sequence) const
Definition: ClpInterior.hpp:330
ClpInterior::diagonalNorm_
CoinWorkDouble diagonalNorm_
diagonalNorm.
Definition: ClpInterior.hpp:453
ClpInterior::maximumBoundInfeasibility_
CoinWorkDouble maximumBoundInfeasibility_
maximumBoundInfeasibility.
Definition: ClpInterior.hpp:471
ClpInterior::ClpInteriorUnitTest
friend void ClpInteriorUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the ClpInterior class.
ClpInterior::complementarityGap
CoinWorkDouble complementarityGap() const
ComplementarityGap.
Definition: ClpInterior.hpp:236
Info::atolmin
double atolmin
Definition: ClpInterior.hpp:28
ClpInterior::gamma
CoinWorkDouble gamma() const
gamma
Definition: ClpInterior.hpp:222
ClpSolve.hpp
ClpInterior::smallestInfeasibility_
CoinWorkDouble smallestInfeasibility_
smallestInfeasibility
Definition: ClpInterior.hpp:483
Outfo::itncg
int itncg
Definition: ClpInterior.hpp:40
ClpInteriorUnitTest
void ClpInteriorUnitTest(const std::string &mpsDir, const std::string &netlibDir)
A function that tests the methods in the ClpInterior class.
ClpInterior::setDelta
void setDelta(CoinWorkDouble value)
Definition: ClpInterior.hpp:232
ClpInterior::columnLowerWork_
CoinWorkDouble * columnLowerWork_
Column lower bounds - working copy.
Definition: ClpInterior.hpp:419
ClpInterior::worstComplementarity_
CoinWorkDouble worstComplementarity_
Worst complementarity.
Definition: ClpInterior.hpp:408
ClpInterior::setFixedOrFree
void setFixedOrFree(int sequence)
To say a variable is fixed OR free.
Definition: ClpInterior.hpp:335
ClpInterior::numberComplementarityItems_
int numberComplementarityItems_
numberComplementarityItems_ i.e. number of active bounds
Definition: ClpInterior.hpp:545
ClpMatrixBase
Abstract base class for Clp Matrices.
Definition: ClpMatrixBase.hpp:38
ClpModel
Definition: ClpModel.hpp:38
ClpInterior::rhsL_
CoinWorkDouble * rhsL_
rhsL.
Definition: ClpInterior.hpp:529
ClpInterior::solution_
CoinWorkDouble * solution_
solution
Definition: ClpInterior.hpp:506
ClpInterior
This solves LPs using interior point methods.
Definition: ClpInterior.hpp:72
ClpInterior::rawObjectiveValue
CoinWorkDouble rawObjectiveValue() const
Raw objective value (so always minimize)
Definition: ClpInterior.hpp:294
ClpInterior::setUpperBound
void setUpperBound(int sequence)
To say a variable has upper bound.
Definition: ClpInterior.hpp:357
CoinDenseVector.hpp
ClpInterior::primalObjective
CoinWorkDouble primalObjective() const
primalObjective.
Definition: ClpInterior.hpp:193
ClpInterior::historyInfeasibility_
CoinWorkDouble historyInfeasibility_[LENGTH_HISTORY]
Definition: ClpInterior.hpp:486
ClpInterior::lower_
CoinWorkDouble * lower_
Working copy of lower bounds (Owner of arrays below)
Definition: ClpInterior.hpp:415
ClpInterior::solutionNorm_
CoinWorkDouble solutionNorm_
solutionNorm.
Definition: ClpInterior.hpp:447
ClpInterior::fakeLower
bool fakeLower(int sequence) const
Definition: ClpInterior.hpp:374
ClpInterior::deleteWorkingData
void deleteWorkingData()
ClpLsqr
This class implements LSQR.
Definition: ClpLsqr.hpp:76
Info::LSdamp
double LSdamp
Definition: ClpInterior.hpp:30
ClpInterior::linearPerturbation
CoinWorkDouble linearPerturbation() const
linearPerturbation
Definition: ClpInterior.hpp:201
ClpInterior::primalR
CoinWorkDouble * primalR() const
Primal erturbation vector.
Definition: ClpInterior.hpp:266
ClpInterior::diagonalPerturbation_
CoinWorkDouble diagonalPerturbation_
diagonalPerturbation
Definition: ClpInterior.hpp:459
Info::r3norm
double r3norm
Definition: ClpInterior.hpp:29
ClpInterior::clearFixedOrFree
void clearFixedOrFree(int sequence)
Definition: ClpInterior.hpp:338
ClpInterior::deltaSU_
CoinWorkDouble * deltaSU_
deltaS.
Definition: ClpInterior.hpp:518
ClpInterior::sumPrimalInfeasibilities
CoinWorkDouble sumPrimalInfeasibilities() const
Sum of primal infeasibilities.
Definition: ClpInterior.hpp:185
ClpInterior::lowerBound
bool lowerBound(int sequence) const
Definition: ClpInterior.hpp:352
Outfo
******** DATA to be moved into protected section of ClpInterior
Definition: ClpInterior.hpp:35
ClpInterior::rhsC_
CoinWorkDouble * rhsC_
rhs C
Definition: ClpInterior.hpp:535
ClpInterior::largestPrimalError
CoinWorkDouble largestPrimalError() const
Largest error on Ax-b.
Definition: ClpInterior.hpp:244
ClpInterior::gonePrimalFeasible_
bool gonePrimalFeasible_
gonePrimalFeasible.
Definition: ClpInterior.hpp:549
ClpInterior::~ClpInterior
~ClpInterior()
Destructor.
Info::deltay
double * deltay
Definition: ClpInterior.hpp:31
ClpInterior::targetGap_
CoinWorkDouble targetGap_
targetGap
Definition: ClpInterior.hpp:465
ClpInterior::setFixed
void setFixed(int sequence)
To say a variable is fixed.
Definition: ClpInterior.hpp:313
ClpInterior::errorRegion_
CoinWorkDouble * errorRegion_
errorRegion. i.e. Ax
Definition: ClpInterior.hpp:496
ClpInterior::objectiveNorm_
CoinWorkDouble objectiveNorm_
objectiveNorm.
Definition: ClpInterior.hpp:443
ClpInterior::delta_
CoinWorkDouble delta_
Definition: ClpInterior.hpp:463
ClpInterior::algorithm_
int algorithm_
Which algorithm being used.
Definition: ClpInterior.hpp:553
ClpMatrixBase.hpp
ClpInterior::fakeUpper
bool fakeUpper(int sequence) const
Definition: ClpInterior.hpp:385
ClpInterior::xsize_
CoinWorkDouble xsize_
Definition: ClpInterior.hpp:411
ClpInterior::deltaY_
CoinWorkDouble * deltaY_
delta Y
Definition: ClpInterior.hpp:512
Options::wait
int wait
Definition: ClpInterior.hpp:60
ClpInterior::maximumBarrierIterations_
int maximumBarrierIterations_
Maximum iterations.
Definition: ClpInterior.hpp:547
Options::LSQRconlim
double LSQRconlim
Definition: ClpInterior.hpp:59
ClpInterior::setGamma
void setGamma(CoinWorkDouble value)
Definition: ClpInterior.hpp:225
ClpInterior::upperSlack_
CoinWorkDouble * upperSlack_
upperSlack
Definition: ClpInterior.hpp:500
ClpInterior::isColumn
int isColumn(int sequence) const
Returns 1 if sequence indicates column.
Definition: ClpInterior.hpp:298
ClpModel::numberColumns
int numberColumns() const
Definition: ClpModel.hpp:325
ClpInterior::clearFakeUpper
void clearFakeUpper(int sequence)
Definition: ClpInterior.hpp:382
ClpCholeskyBase
Base class for Clp Cholesky factorization Will do better factorization.
Definition: ClpCholeskyBase.hpp:53
ClpInterior::baseObjectiveNorm_
CoinWorkDouble baseObjectiveNorm_
baseObjectiveNorm
Definition: ClpInterior.hpp:490
Options::mu0
double mu0
Definition: ClpInterior.hpp:53
ClpInterior::rhsFixRegion_
CoinWorkDouble * rhsFixRegion_
rhsFixRegion.
Definition: ClpInterior.hpp:498
ClpInterior::clearLowerBound
void clearLowerBound(int sequence)
Definition: ClpInterior.hpp:349
ClpInterior::rhsZ_
CoinWorkDouble * rhsZ_
rhsZ.
Definition: ClpInterior.hpp:531
LENGTH_HISTORY
#define LENGTH_HISTORY
historyInfeasibility.
Definition: ClpInterior.hpp:485
ClpInterior::delta
CoinWorkDouble delta() const
delta
Definition: ClpInterior.hpp:229
ClpInterior::setFakeLower
void setFakeLower(int sequence)
To say a variable has fake lower bound.
Definition: ClpInterior.hpp:368
ClpInterior::clearFixed
void clearFixed(int sequence)
Definition: ClpInterior.hpp:316
Options::LSQRMaxIter
int LSQRMaxIter
Definition: ClpInterior.hpp:56
ClpInterior::setLinearPerturbation
void setLinearPerturbation(CoinWorkDouble value)
Definition: ClpInterior.hpp:204
Info
******** DATA to be moved into protected section of ClpInterior
Definition: ClpInterior.hpp:27
ClpInterior::rhsW_
CoinWorkDouble * rhsW_
rhsW.
Definition: ClpInterior.hpp:533
ClpInterior::projectionTolerance_
CoinWorkDouble projectionTolerance_
projectionTolerance
Definition: ClpInterior.hpp:467
ClpInterior::zVec_
CoinWorkDouble * zVec_
zVec
Definition: ClpInterior.hpp:537
ClpInterior::numberComplementarityPairs_
int numberComplementarityPairs_
numberComplementarityPairs i.e. ones with lower and/or upper bounds (not fixed)
Definition: ClpInterior.hpp:543
ClpInterior::sequenceWithin
int sequenceWithin(int sequence) const
Returns sequence number within section.
Definition: ClpInterior.hpp:302
ClpInterior::primalDual
int primalDual()
Primal-Dual Predictor-Corrector barrier.
ClpInterior::deltaSL_
CoinWorkDouble * deltaSL_
Definition: ClpInterior.hpp:519
ClpInterior::workArray_
CoinWorkDouble * workArray_
work array
Definition: ClpInterior.hpp:508
ClpInterior::x_
CoinWorkDouble * x_
Definition: ClpInterior.hpp:431
ClpInterior::sumPrimalInfeasibilities_
CoinWorkDouble sumPrimalInfeasibilities_
Sum of primal infeasibilities.
Definition: ClpInterior.hpp:406
ClpInterior::diagonalNorm
CoinWorkDouble diagonalNorm() const
diagonalNorm
Definition: ClpInterior.hpp:197
ClpInterior::gutsOfCopy
void gutsOfCopy(const ClpInterior &rhs)
Does most of copying.
ClpInterior::ClpInterior
ClpInterior()
Default constructor.
Options::z0min
double z0min
Definition: ClpInterior.hpp:52
ClpInterior::complementarityGap_
CoinWorkDouble complementarityGap_
complementarityGap.
Definition: ClpInterior.hpp:488
ClpInterior::setFakeUpper
void setFakeUpper(int sequence)
To say a variable has fake upper bound.
Definition: ClpInterior.hpp:379
Outfo::istop
int istop
Definition: ClpInterior.hpp:39
ClpInterior::maximumRHSError_
CoinWorkDouble maximumRHSError_
maximumRHSError. maximum Ax
Definition: ClpInterior.hpp:469
ClpInterior::maximumDualError_
CoinWorkDouble maximumDualError_
maximumDualError.
Definition: ClpInterior.hpp:473
ClpInterior::diagonal_
CoinWorkDouble * diagonal_
diagonal
Definition: ClpInterior.hpp:504
Options::gamma
double gamma
Definition: ClpInterior.hpp:45
ClpInterior::primalObjective_
CoinWorkDouble primalObjective_
primalObjective.
Definition: ClpInterior.hpp:451
ClpPdcoBase
Abstract base class for tailoring everything for Pcdo.
Definition: ClpPdcoBase.hpp:25
ClpInterior::dualR
CoinWorkDouble * dualR() const
Dual erturbation vector.
Definition: ClpInterior.hpp:270
ClpModel::numberColumns_
int numberColumns_
Number of columns.
Definition: ClpModel.hpp:1126
ClpInterior::operator=
ClpInterior & operator=(const ClpInterior &rhs)
Assignment operator. This copies the data.
ClpInterior::setAlgorithm
void setAlgorithm(int value)
Set algorithm.
Definition: ClpInterior.hpp:177
ClpInterior::checkSolution
void checkSolution()
Checks solution.
Options::LSQRatol2
double LSQRatol2
Definition: ClpInterior.hpp:58
ClpInterior::columnUpperWork_
CoinWorkDouble * columnUpperWork_
Column upper bounds - working copy.
Definition: ClpInterior.hpp:425
ClpInterior::quadraticDjs
CoinWorkDouble quadraticDjs(CoinWorkDouble *djRegion, const CoinWorkDouble *solution, CoinWorkDouble scaleFactor)
Modifies djs to allow for quadratic.
Outfo::atolnew
double atolnew
Definition: ClpInterior.hpp:37
ClpInterior::readMps
int readMps(const char *filename, bool keepNames=false, bool ignoreErrors=false)
Read an mps file from the given filename.
ClpModel::rowObjective
double * rowObjective() const
Row Objective.
Definition: ClpModel.hpp:676
ClpInterior::largestDualError
CoinWorkDouble largestDualError() const
Largest error on basic duals.
Definition: ClpInterior.hpp:248
ClpInterior::upper_
CoinWorkDouble * upper_
Working copy of upper bounds (Owner of arrays below)
Definition: ClpInterior.hpp:421
ClpInterior::setMaximumBarrierIterations
void setMaximumBarrierIterations(int value)
Definition: ClpInterior.hpp:255
ClpInterior::setProjectionTolerance
void setProjectionTolerance(CoinWorkDouble value)
Definition: ClpInterior.hpp:211
ClpInterior::rowUpperWork_
CoinWorkDouble * rowUpperWork_
Row upper bounds - working copy.
Definition: ClpInterior.hpp:423
ClpInterior::deltaW_
CoinWorkDouble * deltaW_
deltaW.
Definition: ClpInterior.hpp:516
Options::delta
double delta
Definition: ClpInterior.hpp:46
ClpInterior::clearFlagged
void clearFlagged(int sequence)
Definition: ClpInterior.hpp:327
ClpInterior::actualPrimalStep_
CoinWorkDouble actualPrimalStep_
actualPrimalStep
Definition: ClpInterior.hpp:479
ClpInterior::sumDualInfeasibilities
CoinWorkDouble sumDualInfeasibilities() const
Sum of dual infeasibilities.
Definition: ClpInterior.hpp:181
ClpInterior::lsqrObject_
ClpLsqr * lsqrObject_
Pointer to Lsqr object.
Definition: ClpInterior.hpp:436
ClpInterior::pdco
int pdco()
Pdco algorithm - see ClpPdco.hpp for method.
Options::MaxIter
int MaxIter
Definition: ClpInterior.hpp:47
CoinPackedMatrix
Sparse Matrix Base Class.
Definition: CoinPackedMatrix.hpp:79
ClpInterior::dualR_
CoinWorkDouble * dualR_
Dual regularization array.
Definition: ClpInterior.hpp:523
ClpInterior::dualObjective
CoinWorkDouble dualObjective() const
dualObjective.
Definition: ClpInterior.hpp:189
Outfo::r3ratio
double r3ratio
Definition: ClpInterior.hpp:38
ClpInterior::pdcoStuff_
ClpPdcoBase * pdcoStuff_
Pointer to stuff.
Definition: ClpInterior.hpp:438
ClpInterior::dualFeasible
bool dualFeasible() const
If problem is dual feasible.
Definition: ClpInterior.hpp:169
ClpInterior::maximumRHSChange_
CoinWorkDouble maximumRHSChange_
maximumRHSChange
Definition: ClpInterior.hpp:494
ClpInterior::rhsNorm_
CoinWorkDouble rhsNorm_
rhsNorm.
Definition: ClpInterior.hpp:445
ClpInterior::sumDualInfeasibilities_
CoinWorkDouble sumDualInfeasibilities_
Sum of dual infeasibilities.
Definition: ClpInterior.hpp:404
ClpInterior::fixed
bool fixed(int sequence) const
Definition: ClpInterior.hpp:319
ClpInterior::fixedOrFree
bool fixedOrFree(int sequence) const
Definition: ClpInterior.hpp:341
ClpModel::numberRows
int numberRows() const
Number of rows.
Definition: ClpModel.hpp:315
ClpInterior::setLowerBound
void setLowerBound(int sequence)
To say a variable has lower bound.
Definition: ClpInterior.hpp:346
ClpInterior::housekeeping
int housekeeping()
This does housekeeping.
ClpInterior::y_
CoinWorkDouble * y_
Definition: ClpInterior.hpp:432
ClpInterior::upperBound
bool upperBound(int sequence) const
Definition: ClpInterior.hpp:363
ClpInterior::scaleFactor_
CoinWorkDouble scaleFactor_
scaleFactor. For scaling objective
Definition: ClpInterior.hpp:477
ClpInterior::deltaX_
CoinWorkDouble * deltaX_
delta X
Definition: ClpInterior.hpp:510
CoinBigIndex
int CoinBigIndex
Definition: Coin_C_defines.h:105
ClpInterior::stepLength_
CoinWorkDouble stepLength_
stepLength
Definition: ClpInterior.hpp:455
Options::StepTol
double StepTol
Definition: ClpInterior.hpp:50
Options::LSQRatol1
double LSQRatol1
Definition: ClpInterior.hpp:57
ClpInterior::sanityCheck
bool sanityCheck()
Sanity check on input rim data.
Options::FeaTol
double FeaTol
Definition: ClpInterior.hpp:48
ClpInterior::lowerSlack_
CoinWorkDouble * lowerSlack_
lowerSlack
Definition: ClpInterior.hpp:502
ClpModel::status_
unsigned char * status_
Status (i.e.
Definition: ClpModel.hpp:1173
Options::x0min
double x0min
Definition: ClpInterior.hpp:51
Outfo::atolold
double atolold
Definition: ClpInterior.hpp:36
ClpInterior::primalFeasible
bool primalFeasible() const
If problem is primal feasible.
Definition: ClpInterior.hpp:165
ClpInterior::fixFixed
void fixFixed(bool reallyFix=true)
fix variables interior says should be.
ClpInterior::diagonalPerturbation
CoinWorkDouble diagonalPerturbation() const
diagonalPerturbation
Definition: ClpInterior.hpp:215
ClpInterior::setCholesky
void setCholesky(ClpCholeskyBase *cholesky)
Set cholesky (and delete present one)
Options::LSmethod
int LSmethod
Definition: ClpInterior.hpp:54
ClpInterior::cost_
CoinWorkDouble * cost_
Working copy of objective.
Definition: ClpInterior.hpp:427
ClpInterior::wVec_
CoinWorkDouble * wVec_
wVec
Definition: ClpInterior.hpp:539
ClpInterior::returnModel
void returnModel(ClpModel &otherModel)
Return model - updates any scalars.
ClpInterior::maximumBarrierIterations
int maximumBarrierIterations() const
Maximum iterations.
Definition: ClpInterior.hpp:252
ClpInterior::largestPrimalError_
CoinWorkDouble largestPrimalError_
Largest error on Ax-b.
Definition: ClpInterior.hpp:400
ClpInterior::numberFixed
int numberFixed() const
Return number fixed to see if worth presolving.
ClpInterior::rhs_
CoinWorkDouble * rhs_
Rhs.
Definition: ClpInterior.hpp:430
ClpInterior::createWorkingData
bool createWorkingData()
Returns true if data looks okay, false if not.
ClpModel.hpp
CoinWorkDouble
double CoinWorkDouble
Definition: CoinTypes.hpp:53
ClpInterior::rowLowerWork_
CoinWorkDouble * rowLowerWork_
Row lower bounds - working copy.
Definition: ClpInterior.hpp:417
ClpInterior::dj_
CoinWorkDouble * dj_
Definition: ClpInterior.hpp:433
ClpInterior::actualDualStep_
CoinWorkDouble actualDualStep_
actualDualStep
Definition: ClpInterior.hpp:481
ClpInterior::rhsU_
CoinWorkDouble * rhsU_
rhsU.
Definition: ClpInterior.hpp:527
ClpInterior::borrowModel
void borrowModel(ClpModel &otherModel)
Borrow model.
ClpInterior::linearPerturbation_
CoinWorkDouble linearPerturbation_
linearPerturbation
Definition: ClpInterior.hpp:457
ClpInterior::worstDirectionAccuracy_
CoinWorkDouble worstDirectionAccuracy_
worstDirectionAccuracy
Definition: ClpInterior.hpp:492
ClpInterior::cholesky_
ClpCholeskyBase * cholesky_
cholesky.
Definition: ClpInterior.hpp:541
Options::OptTol
double OptTol
Definition: ClpInterior.hpp:49
ClpInterior::dualObjective_
CoinWorkDouble dualObjective_
dualObjective.
Definition: ClpInterior.hpp:449
ClpModel::dropNames
void dropNames()
Drops names - makes lengthnames 0 and names empty.
ClpInterior::primalR_
CoinWorkDouble * primalR_
Primal regularization array.
Definition: ClpInterior.hpp:521
ClpModel::objectiveValue_
double objectiveValue_
Objective value.
Definition: ClpModel.hpp:1116
ClpInterior::projectionTolerance
CoinWorkDouble projectionTolerance() const
projectionTolerance
Definition: ClpInterior.hpp:208
ClpInterior::rhsB_
CoinWorkDouble * rhsB_
rhs B
Definition: ClpInterior.hpp:525
ClpInterior::setFlagged
void setFlagged(int sequence)
To flag a variable.
Definition: ClpInterior.hpp:324
ClpInterior::deltaZ_
CoinWorkDouble * deltaZ_
deltaZ.
Definition: ClpInterior.hpp:514
ClpModel::matrix
CoinPackedMatrix * matrix() const
Matrix (if not ClpPackedmatrix be careful about memory leak.
Definition: ClpModel.hpp:697
ClpInterior::diagonalScaleFactor_
CoinWorkDouble diagonalScaleFactor_
diagonalScaleFactor.
Definition: ClpInterior.hpp:475
ClpInterior::gamma_
CoinWorkDouble gamma_
Definition: ClpInterior.hpp:461
ClpInterior::loadProblem
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).
Options
******** DATA to be moved into protected section of ClpInterior
Definition: ClpInterior.hpp:44
Options::LSproblem
int LSproblem
Definition: ClpInterior.hpp:55
ClpInterior::mu_
CoinWorkDouble mu_
Below here is standard barrier stuff mu.
Definition: ClpInterior.hpp:441
ClpInterior::gutsOfDelete
void gutsOfDelete()
Does most of deletion.
ClpInterior::largestDualError_
CoinWorkDouble largestDualError_
Largest error on basic duals.
Definition: ClpInterior.hpp:402
ClpInterior::clearFakeLower
void clearFakeLower(int sequence)
Definition: ClpInterior.hpp:371
ClpInterior::setDiagonalPerturbation
void setDiagonalPerturbation(CoinWorkDouble value)
Definition: ClpInterior.hpp:218