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AbcDualRowSteepest.hpp
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1 /* $Id: AbcDualRowSteepest.hpp 1910 2013-01-27 02:00:13Z stefan $ */
2 // Copyright (C) 2002, International Business Machines
3 // Corporation and others, Copyright (C) 2012, FasterCoin. All Rights Reserved.
4 // This code is licensed under the terms of the Eclipse Public License (EPL).
5
6 #ifndef AbcDualRowSteepest_H
7 #define AbcDualRowSteepest_H
8
9 #include "AbcDualRowPivot.hpp"
10 class CoinIndexedVector;
11
12
13 //#############################################################################
14
21 class AbcDualRowSteepest : public AbcDualRowPivot {
22
23 public:
24
26
27
29 virtual int pivotRow();
30
33 virtual double updateWeights(CoinIndexedVector & input,CoinIndexedVector & updatedColumn);
34 virtual double updateWeights1(CoinIndexedVector & input,CoinIndexedVector & updateColumn);
35 virtual void updateWeightsOnly(CoinIndexedVector & input);
37 virtual void updateWeights2(CoinIndexedVector & input,CoinIndexedVector & updateColumn);
38
42 virtual void updatePrimalSolution(CoinIndexedVector & input,
43 double theta);
44
45 virtual void updatePrimalSolutionAndWeights(CoinIndexedVector & weightsVector,
46 CoinIndexedVector & updateColumn,
47 double theta);
58 virtual void saveWeights(AbcSimplex * model, int mode);
60 virtual void recomputeInfeasibilities();
62 virtual void clearArrays();
64 virtual bool looksOptimal() const;
66
69 enum Persistence {
70 normal = 0x00, // create (if necessary) and destroy
71 keep = 0x01 // create (if necessary) and leave
72 };
73
75
76
83 AbcDualRowSteepest(int mode = 3);
84
86 AbcDualRowSteepest(const AbcDualRowSteepest &);
87
89 AbcDualRowSteepest & operator=(const AbcDualRowSteepest& rhs);
90
92 void fill(const AbcDualRowSteepest& rhs);
93
95 virtual ~AbcDualRowSteepest ();
96
98 virtual AbcDualRowPivot * clone(bool copyData = true) const;
99
101
103 inline int mode() const {
105 return mode_;
106 }
108 inline void setPersistence(Persistence life) {
109 persistence_ = life;
110 }
111 inline Persistence persistence() const {
112 return persistence_ ;
113 }
115 inline CoinIndexedVector * infeasible() const
116 { return infeasible_;}
118 inline CoinIndexedVector * weights() const
119 { return weights_;}
121 inline AbcSimplex * model() const
122 { return model_;}
124
125 //---------------------------------------------------------------------------
126
127 private:
130 double norm_;
132 double factorizationRatio_;
138 int state_;
141 int mode_;
143 Persistence persistence_;
145 CoinIndexedVector * weights_;
147 CoinIndexedVector * infeasible_;
149 CoinIndexedVector * savedWeights_;
151 };
152
153 // For Devex stuff
154 #undef DEVEX_TRY_NORM
155 #define DEVEX_TRY_NORM 1.0e-8
156 #define DEVEX_ADD_ONE 1.0
157 #endif
AbcDualRowSteepest::persistence_
Persistence persistence_
Life of weights.
Definition: AbcDualRowSteepest.hpp:143
AbcDualRowSteepest::updateWeights2
virtual void updateWeights2(CoinIndexedVector &input, CoinIndexedVector &updateColumn)
Actually updates weights.
AbcSimplex
Definition: AbcSimplex.hpp:62
AbcDualRowSteepest::infeasible_
CoinIndexedVector * infeasible_
square of infeasibility array (just for infeasible rows)
Definition: AbcDualRowSteepest.hpp:147
AbcDualRowSteepest::~AbcDualRowSteepest
virtual ~AbcDualRowSteepest()
Destructor.
AbcDualRowSteepest::model
AbcSimplex * model() const
Model.
Definition: AbcDualRowSteepest.hpp:121
AbcDualRowSteepest::updatePrimalSolutionAndWeights
virtual void updatePrimalSolutionAndWeights(CoinIndexedVector &weightsVector, CoinIndexedVector &updateColumn, double theta)
AbcDualRowSteepest::updatePrimalSolution
virtual void updatePrimalSolution(CoinIndexedVector &input, double theta)
Updates primal solution (and maybe list of candidates) Uses input vector which it deletes...
AbcDualRowSteepest::mode
int mode() const
Mode.
Definition: AbcDualRowSteepest.hpp:104
AbcDualRowSteepest::Persistence
Persistence
enums for persistence
Definition: AbcDualRowSteepest.hpp:69
AbcDualRowSteepest::keep
Definition: AbcDualRowSteepest.hpp:71
AbcDualRowSteepest::looksOptimal
virtual bool looksOptimal() const
Returns true if would not find any row.
AbcDualRowSteepest
Dual Row Pivot Steepest Edge Algorithm Class.
Definition: AbcDualRowSteepest.hpp:21
AbcDualRowSteepest::pivotRow
virtual int pivotRow()
Returns pivot row, -1 if none.
AbcDualRowSteepest::norm_
double norm_
Definition: AbcDualRowSteepest.hpp:130
AbcDualRowSteepest::state_
int state_
Status 0) Normal -1) Needs initialization 1) Weights are stored by sequence number.
Definition: AbcDualRowSteepest.hpp:138
AbcDualRowSteepest::operator=
AbcDualRowSteepest & operator=(const AbcDualRowSteepest &rhs)
Assignment operator.
AbcDualRowSteepest::recomputeInfeasibilities
virtual void recomputeInfeasibilities()
Recompute infeasibilities.
AbcDualRowSteepest::setPersistence
void setPersistence(Persistence life)
Set/ get persistence.
Definition: AbcDualRowSteepest.hpp:108
AbcDualRowPivot
Dual Row Pivot Abstract Base Class.
Definition: AbcDualRowPivot.hpp:23
CoinIndexedVector
Indexed Vector.
Definition: CoinIndexedVector.hpp:104
AbcDualRowSteepest::infeasible
CoinIndexedVector * infeasible() const
Infeasible vector.
Definition: AbcDualRowSteepest.hpp:115
AbcDualRowPivot::model_
AbcSimplex * model_
Pointer to model.
Definition: AbcDualRowPivot.hpp:119
AbcDualRowSteepest::clearArrays
virtual void clearArrays()
Gets rid of all arrays.
AbcDualRowSteepest::clone
virtual AbcDualRowPivot * clone(bool copyData=true) const
Clone.
AbcDualRowSteepest::updateWeights
virtual double updateWeights(CoinIndexedVector &input, CoinIndexedVector &updatedColumn)
Updates weights and returns pivot alpha.
AbcDualRowSteepest::saveWeights
virtual void saveWeights(AbcSimplex *model, int mode)
Saves any weights round factorization as pivot rows may change Save model May also recompute infeasib...
AbcDualRowSteepest::savedWeights_
CoinIndexedVector * savedWeights_
save weight array (so we can use checkpoint)
Definition: AbcDualRowSteepest.hpp:149
AbcDualRowSteepest::weights_
CoinIndexedVector * weights_
weight array
Definition: AbcDualRowSteepest.hpp:145
AbcDualRowSteepest::persistence
Persistence persistence() const
Definition: AbcDualRowSteepest.hpp:111
AbcDualRowSteepest::normal
Definition: AbcDualRowSteepest.hpp:70
AbcDualRowSteepest::AbcDualRowSteepest
AbcDualRowSteepest(int mode=3)
Default Constructor 0 is uninitialized, 1 full, 2 is partial uninitialized, 3 starts as 2 but may swi...
AbcDualRowSteepest::mode_
int mode_
If 0 then we are using uninitialized weights, 1 then full, if 2 then uninitialized partial...
Definition: AbcDualRowSteepest.hpp:141
AbcDualRowSteepest::weights
CoinIndexedVector * weights() const
Weights vector.
Definition: AbcDualRowSteepest.hpp:118
AbcDualRowSteepest::updateWeightsOnly
virtual void updateWeightsOnly(CoinIndexedVector &input)
AbcDualRowSteepest::updateWeights1
virtual double updateWeights1(CoinIndexedVector &input, CoinIndexedVector &updateColumn)
Does most of work for weights and returns pivot alpha.
AbcDualRowSteepest::factorizationRatio_
double factorizationRatio_
Ratio of size of factorization to number of rows.
Definition: AbcDualRowSteepest.hpp:132
AbcDualRowPivot.hpp
AbcDualRowSteepest::fill
void fill(const AbcDualRowSteepest &rhs)
Fill most values.