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ClpSimplex.hpp
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1 /* $Id: ClpSimplex.hpp 2385 2019-01-06 19:43:06Z unxusr $ */
2 // Copyright (C) 2002, 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 Forrest
9
10 */
11 #ifndef ClpSimplex_H
12 #define ClpSimplex_H
13
14 #include <iostream>
15 #include <cfloat>
16 #include "ClpModel.hpp"
17 #include "ClpMatrixBase.hpp"
18 #include "ClpSolve.hpp"
19 #include "ClpConfig.h"
20 #include "CoinIndexedVector.hpp"
21 class ClpDualRowPivot;
22 class ClpPrimalColumnPivot;
23 class ClpFactorization;
24 class CoinFactorization;
25 class CoinIndexedVector;
26 class ClpNonLinearCost;
27 class ClpNodeStuff;
28 class CoinStructuredModel;
29 class OsiClpSolverInterface;
30 class CoinWarmStartBasis;
31 class ClpDisasterHandler;
32 class ClpConstraint;
33 /*
34 May want to use Clp defaults so that with ABC defined but not used
35 it behaves as Clp (and ABC used will be different than if not defined)
36 */
37 #ifdef ABC_INHERIT
38 #ifndef CLP_INHERIT_MODE
39 #define CLP_INHERIT_MODE 1
40 #endif
41 #ifndef ABC_CLP_DEFAULTS
42 #define ABC_CLP_DEFAULTS 0
43 #endif
44 #else
45 #undef ABC_CLP_DEFAULTS
46 #define ABC_CLP_DEFAULTS 1
47 #endif
48 #ifdef CLP_HAS_ABC
49 #include "AbcCommon.hpp"
50 class AbcTolerancesEtc;
51 class AbcSimplex;
52 #include "CoinAbcCommon.hpp"
53 #endif
54 #ifndef ABC_INHERIT
55 #if ABOCA_LITE
56 #ifndef FAKE_CILK
57 #include <cilk/cilk.h>
58 #else
59 #undef cilk_for
60 #undef cilk_spawn
61 #undef cilk_sync
62 #define cilk_for for
63 #define cilk_spawn
64 #define cilk_sync
65 #endif
66 #ifndef LONG_REGION_2
67 #define LONG_REGION_2 1
68 #endif
69 #define SHORT_REGION 1
70 #else
71 #define cilk_spawn
72 #define cilk_sync
73 #endif
74 #ifdef LONG_REGION_2
75 #define SHORT_REGION 1
76 #else
77 #define SHORT_REGION 2
78 #endif
79 // for now keep simple
80 #undef LONG_REGION_2
81 #undef SHORT_REGION
82 #define SHORT_REGION 2
83 #else
84 //ABC_INHERIT
85 #define LONG_REGION_2 1
86 #define SHORT_REGION 1
87 #endif
88
106 class ClpSimplex : public ClpModel {
107 friend void ClpSimplexUnitTest(const std::string &mpsDir);
108
109 public:
114 enum Status {
115 isFree = 0x00,
116 basic = 0x01,
117 atUpperBound = 0x02,
118 atLowerBound = 0x03,
119 superBasic = 0x04,
120 isFixed = 0x05
121 };
122 // For Dual
123 enum FakeBound {
124 noFake = 0x00,
125 lowerFake = 0x01,
126 upperFake = 0x02,
127 bothFake = 0x03
128 };
129
132 ClpSimplex(bool emptyMessages = false);
134
139 ClpSimplex(const ClpSimplex &rhs, int scalingMode = -1);
144 ClpSimplex(const ClpModel &rhs, int scalingMode = -1);
151 ClpSimplex(const ClpModel *wholeModel,
152 int numberRows, const int *whichRows,
153 int numberColumns, const int *whichColumns,
154 bool dropNames = true, bool dropIntegers = true,
155 bool fixOthers = false);
162 ClpSimplex(const ClpSimplex *wholeModel,
163 int numberRows, const int *whichRows,
164 int numberColumns, const int *whichColumns,
165 bool dropNames = true, bool dropIntegers = true,
166 bool fixOthers = false);
170 ClpSimplex(ClpSimplex *wholeModel,
171 int numberColumns, const int *whichColumns);
174 void originalModel(ClpSimplex *miniModel);
175 #ifdef ABC_INHERIT
176 inline int abcState() const
177 {
178 return abcState_;
179 }
180 inline void setAbcState(int state)
181 {
182 abcState_ = state;
183 }
184 inline AbcSimplex *abcSimplex() const
185 {
186 return abcSimplex_;
187 }
188 inline void setAbcSimplex(AbcSimplex *simplex)
189 {
190 abcSimplex_ = simplex;
191 }
193 int doAbcDual();
195 int doAbcPrimal(int ifValuesPass);
196 #endif
197
202 void setPersistenceFlag(int value);
204 void makeBaseModel();
206 void deleteBaseModel();
208 inline ClpSimplex *baseModel() const
209 {
210 return baseModel_;
211 }
215 void setToBaseModel(ClpSimplex *model = NULL);
217 ClpSimplex &operator=(const ClpSimplex &rhs);
219 ~ClpSimplex();
220 // Ones below are just ClpModel with some changes
232 void loadProblem(const ClpMatrixBase &matrix,
233 const double *collb, const double *colub,
234 const double *obj,
235 const double *rowlb, const double *rowub,
236 const double *rowObjective = NULL);
237 void loadProblem(const CoinPackedMatrix &matrix,
238 const double *collb, const double *colub,
239 const double *obj,
240 const double *rowlb, const double *rowub,
241 const double *rowObjective = NULL);
242
245 void loadProblem(const int numcols, const int numrows,
246 const CoinBigIndex *start, const int *index,
247 const double *value,
248 const double *collb, const double *colub,
249 const double *obj,
250 const double *rowlb, const double *rowub,
251 const double *rowObjective = NULL);
253 void loadProblem(const int numcols, const int numrows,
254 const CoinBigIndex *start, const int *index,
255 const double *value, const int *length,
256 const double *collb, const double *colub,
257 const double *obj,
258 const double *rowlb, const double *rowub,
259 const double *rowObjective = NULL);
264 int loadProblem(CoinModel &modelObject, bool keepSolution = false);
266 int readMps(const char *filename,
267 bool keepNames = false,
268 bool ignoreErrors = false);
270 int readGMPL(const char *filename, const char *dataName,
271 bool keepNames = false);
274 int readLp(const char *filename, const double epsilon = 1e-5);
279 void writeLp(const char *filename,
280 const char *extension = "lp",
281 double epsilon = 1e-5,
282 int numberAcross = 10,
283 int decimals = 5,
284 double objSense = 0.0,
285 bool useRowNames = true) const;
290 void borrowModel(ClpModel &otherModel);
291 void borrowModel(ClpSimplex &otherModel);
293 void passInEventHandler(const ClpEventHandler *eventHandler);
295 void getbackSolution(const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn);
304 int loadNonLinear(void *info, int &numberConstraints,
305 ClpConstraint **&constraints);
306 #ifdef ABC_INHERIT
307 void loadTolerancesEtc(const AbcTolerancesEtc &data);
310 void unloadTolerancesEtc(AbcTolerancesEtc &data);
311 #endif
312
313
319 int initialSolve(ClpSolve &options);
321 int initialSolve();
323 int initialDualSolve();
325 int initialPrimalSolve();
327 int initialBarrierSolve();
329 int initialBarrierNoCrossSolve();
340 int dual(int ifValuesPass = 0, int startFinishOptions = 0);
341 // If using Debug
342 int dualDebug(int ifValuesPass = 0, int startFinishOptions = 0);
353 int primal(int ifValuesPass = 0, int startFinishOptions = 0);
359 int nonlinearSLP(int numberPasses, double deltaTolerance);
365 int nonlinearSLP(int numberConstraints, ClpConstraint **constraints,
366 int numberPasses, double deltaTolerance);
369 int barrier(bool crossover = true);
372 int reducedGradient(int phase = 0);
374 int solve(CoinStructuredModel *model);
375 #ifdef ABC_INHERIT
376
381 AbcSimplex *dealWithAbc(int solveType, int startUp, bool interrupt = false);
382 //void dealWithAbc(int solveType,int startUp,bool interrupt=false);
383 #endif
384
390 int loadProblem(CoinStructuredModel &modelObject,
391 bool originalOrder = true, bool keepSolution = false);
406 int cleanup(int cleanupScaling);
417 int cleanPrimalSolution(double exactMultiple);
438 int dualRanging(int numberCheck, const int *which,
439 double *costIncrease, int *sequenceIncrease,
440 double *costDecrease, int *sequenceDecrease,
441 double *valueIncrease = NULL, double *valueDecrease = NULL);
456 int primalRanging(int numberCheck, const int *which,
457 double *valueIncrease, int *sequenceIncrease,
458 double *valueDecrease, int *sequenceDecrease);
468 int modifyCoefficientsAndPivot(int number,
469 const int *which,
470 const CoinBigIndex *start,
471 const int *row,
472 const double *newCoefficient,
473 const unsigned char *newStatus = NULL,
474 const double *newLower = NULL,
475 const double *newUpper = NULL,
476 const double *newObjective = NULL);
484 int outDuplicateRows(int numberLook, int *whichRows, bool noOverlaps = false, double tolerance = -1.0,
485 double cleanUp = 0.0);
488 double moveTowardsPrimalFeasible();
491 void removeSuperBasicSlacks(int threshold = 0);
504 ClpSimplex *miniPresolve(char *rowType, char *columnType, void **info);
506 void miniPostsolve(const ClpSimplex *presolvedModel, void *info);
508 void miniSolve(char *rowType, char *columnType, int algorithm, int startUp);
523 int writeBasis(const char *filename,
524 bool writeValues = false,
525 int formatType = 0) const;
528 int readBasis(const char *filename);
530 CoinWarmStartBasis *getBasis() const;
532 void setFactorization(ClpFactorization &factorization);
533 // Swaps factorization
534 ClpFactorization *swapFactorization(ClpFactorization *factorization);
536 void copyFactorization(ClpFactorization &factorization);
546 int tightenPrimalBounds(double factor = 0.0, int doTight = 0, bool tightIntegers = false);
563 int crash(double gap, int pivot);
565 void setDualRowPivotAlgorithm(ClpDualRowPivot &choice);
567 void setPrimalColumnPivotAlgorithm(ClpPrimalColumnPivot &choice);
569 void markHotStart(void *&saveStuff);
571 void solveFromHotStart(void *saveStuff);
573 void unmarkHotStart(void *saveStuff);
582 int strongBranching(int numberVariables, const int *variables,
583 double *newLower, double *newUpper,
584 double **outputSolution,
585 int *outputStatus, int *outputIterations,
586 bool stopOnFirstInfeasible = true,
587 bool alwaysFinish = false,
588 int startFinishOptions = 0);
590 int fathom(void *stuff);
596 int fathomMany(void *stuff);
598 double doubleCheck();
600 int startFastDual2(ClpNodeStuff *stuff);
602 int fastDual2(ClpNodeStuff *stuff);
604 void stopFastDual2(ClpNodeStuff *stuff);
611 ClpSimplex *fastCrunch(ClpNodeStuff *stuff, int mode);
613
621 int pivot();
622
628 int primalPivotResult();
629
635 int dualPivotResultPart1();
639 int pivotResultPart2(int algorithm, int state);
640
652 int startup(int ifValuesPass, int startFinishOptions = 0);
653 void finish(int startFinishOptions = 0);
654
656 bool statusOfProblem(bool initial = false);
658 void defaultFactorizationFrequency();
660 void copyEnabledStuff(const ClpSimplex *rhs);
662
665 inline bool primalFeasible() const
667 {
668 return (numberPrimalInfeasibilities_ == 0);
669 }
671 inline bool dualFeasible() const
672 {
673 return (numberDualInfeasibilities_ == 0);
674 }
676 inline ClpFactorization *factorization() const
677 {
678 return factorization_;
679 }
681 bool sparseFactorization() const;
682 void setSparseFactorization(bool value);
684 int factorizationFrequency() const;
685 void setFactorizationFrequency(int value);
687 inline double dualBound() const
688 {
689 return dualBound_;
690 }
691 void setDualBound(double value);
693 inline double infeasibilityCost() const
694 {
695 return infeasibilityCost_;
696 }
697 void setInfeasibilityCost(double value);
714 inline int perturbation() const
715 {
716 return perturbation_;
717 }
718 void setPerturbation(int value);
720 inline int algorithm() const
721 {
722 return algorithm_;
723 }
725 inline void setAlgorithm(int value)
726 {
727 algorithm_ = value;
728 }
730 bool isObjectiveLimitTestValid() const;
732 inline double sumDualInfeasibilities() const
733 {
734 return sumDualInfeasibilities_;
735 }
736 inline void setSumDualInfeasibilities(double value)
737 {
738 sumDualInfeasibilities_ = value;
739 }
741 inline double sumOfRelaxedDualInfeasibilities() const
742 {
743 return sumOfRelaxedDualInfeasibilities_;
744 }
745 inline void setSumOfRelaxedDualInfeasibilities(double value)
746 {
747 sumOfRelaxedDualInfeasibilities_ = value;
748 }
750 inline int numberDualInfeasibilities() const
751 {
752 return numberDualInfeasibilities_;
753 }
754 inline void setNumberDualInfeasibilities(int value)
755 {
756 numberDualInfeasibilities_ = value;
757 }
759 inline int numberDualInfeasibilitiesWithoutFree() const
760 {
761 return numberDualInfeasibilitiesWithoutFree_;
762 }
764 inline double sumPrimalInfeasibilities() const
765 {
766 return sumPrimalInfeasibilities_;
767 }
768 inline void setSumPrimalInfeasibilities(double value)
769 {
770 sumPrimalInfeasibilities_ = value;
771 }
773 inline double sumOfRelaxedPrimalInfeasibilities() const
774 {
775 return sumOfRelaxedPrimalInfeasibilities_;
776 }
777 inline void setSumOfRelaxedPrimalInfeasibilities(double value)
778 {
779 sumOfRelaxedPrimalInfeasibilities_ = value;
780 }
782 inline int numberPrimalInfeasibilities() const
783 {
784 return numberPrimalInfeasibilities_;
785 }
786 inline void setNumberPrimalInfeasibilities(int value)
787 {
788 numberPrimalInfeasibilities_ = value;
789 }
796 int saveModel(const char *fileName);
799 int restoreModel(const char *fileName);
800
808 void checkSolution(int setToBounds = 0);
811 void checkSolutionInternal();
813 void checkUnscaledSolution();
815 inline CoinIndexedVector *rowArray(int index) const
816 {
817 return rowArray_[index];
818 }
820 inline CoinIndexedVector *columnArray(int index) const
821 {
822 return columnArray_[index];
823 }
825
826 /******************** End of most useful part **************/
832 int getSolution(const double *rowActivities,
833 const double *columnActivities);
837 int getSolution();
844 int createPiecewiseLinearCosts(const int *starts,
845 const double *lower, const double *gradient);
847 inline ClpDualRowPivot *dualRowPivot() const
848 {
849 return dualRowPivot_;
850 }
852 inline ClpPrimalColumnPivot *primalColumnPivot() const
853 {
854 return primalColumnPivot_;
855 }
857 inline bool goodAccuracy() const
858 {
859 return (largestPrimalError_ < 1.0e-7 && largestDualError_ < 1.0e-7);
860 }
862 void returnModel(ClpSimplex &otherModel);
870 int internalFactorize(int solveType);
872 ClpDataSave saveData();
874 void restoreData(ClpDataSave saved);
876 void cleanStatus();
878 int factorize();
881 void computeDuals(double *givenDjs);
883 void computePrimals(const double *rowActivities,
884 const double *columnActivities);
886 void add(double *array,
887 int column, double multiplier) const;
893 void unpack(CoinIndexedVector *rowArray) const;
899 void unpack(CoinIndexedVector *rowArray, int sequence) const;
906 void unpackPacked(CoinIndexedVector *rowArray);
913 void unpackPacked(CoinIndexedVector *rowArray, int sequence);
914 #ifndef CLP_USER_DRIVEN
915 protected:
916 #endif
917
921 int housekeeping(double objectiveChange);
924 void checkPrimalSolution(const double *rowActivities = NULL,
925 const double *columnActivies = NULL);
928 void checkDualSolution();
930 void checkBothSolutions();
935 double scaleObjective(double value);
937 int solveDW(CoinStructuredModel *model, ClpSolve &options);
939 int solveBenders(CoinStructuredModel *model, ClpSolve &options);
940
941 public:
952 void setValuesPassAction(double incomingInfeasibility,
953 double allowedInfeasibility);
956 int cleanFactorization(int ifValuesPass);
958
960 public:
962 inline double alphaAccuracy() const
963 {
964 return alphaAccuracy_;
965 }
966 inline void setAlphaAccuracy(double value)
967 {
968 alphaAccuracy_ = value;
969 }
970
971 public:
973 //inline double objectiveValue() const {
974 //return (objectiveValue_-bestPossibleImprovement_)*optimizationDirection_ - dblParam_[ClpObjOffset];
975 //}
977 inline void setDisasterHandler(ClpDisasterHandler *handler)
978 {
979 disasterArea_ = handler;
980 }
982 inline ClpDisasterHandler *disasterHandler() const
983 {
984 return disasterArea_;
985 }
987 inline double largeValue() const
988 {
989 return largeValue_;
990 }
991 void setLargeValue(double value);
993 inline double largestPrimalError() const
994 {
995 return largestPrimalError_;
996 }
998 inline double largestDualError() const
999 {
1000 return largestDualError_;
1001 }
1003 inline void setLargestPrimalError(double value)
1004 {
1005 largestPrimalError_ = value;
1006 }
1008 inline void setLargestDualError(double value)
1009 {
1010 largestDualError_ = value;
1011 }
1013 inline double zeroTolerance() const
1014 {
1015 return zeroTolerance_; /*factorization_->zeroTolerance();*/
1016 }
1018 inline void setZeroTolerance(double value)
1019 {
1020 zeroTolerance_ = value;
1021 }
1023 inline int *pivotVariable() const
1024 {
1025 return pivotVariable_;
1026 }
1028 inline bool automaticScaling() const
1029 {
1030 return automaticScale_ != 0;
1031 }
1032 inline void setAutomaticScaling(bool onOff)
1033 {
1034 automaticScale_ = onOff ? 1 : 0;
1035 }
1037 inline double currentDualTolerance() const
1038 {
1039 return dualTolerance_;
1040 }
1041 inline void setCurrentDualTolerance(double value)
1042 {
1043 dualTolerance_ = value;
1044 }
1046 inline double currentPrimalTolerance() const
1047 {
1048 return primalTolerance_;
1049 }
1050 inline void setCurrentPrimalTolerance(double value)
1051 {
1052 primalTolerance_ = value;
1053 }
1055 inline int numberRefinements() const
1056 {
1057 return numberRefinements_;
1058 }
1059 void setNumberRefinements(int value);
1061 inline double alpha() const
1062 {
1063 return alpha_;
1064 }
1065 inline void setAlpha(double value)
1066 {
1067 alpha_ = value;
1068 }
1070 inline double dualIn() const
1071 {
1072 return dualIn_;
1073 }
1075 inline void setDualIn(double value)
1076 {
1077 dualIn_ = value;
1078 }
1080 inline int pivotRow() const
1081 {
1082 return pivotRow_;
1083 }
1084 inline void setPivotRow(int value)
1085 {
1086 pivotRow_ = value;
1087 }
1089 double valueIncomingDual() const;
1091
1092 #ifndef CLP_USER_DRIVEN
1093 protected:
1094 #endif
1095
1100 int gutsOfSolution(double *givenDuals,
1101 const double *givenPrimals,
1102 bool valuesPass = false);
1104 void gutsOfDelete(int type);
1106 void gutsOfCopy(const ClpSimplex &rhs);
1118 bool createRim(int what, bool makeRowCopy = false, int startFinishOptions = 0);
1120 void createRim1(bool initial);
1122 void createRim4(bool initial);
1124 void createRim5(bool initial);
1129 void deleteRim(int getRidOfFactorizationData = 2);
1131 bool sanityCheck();
1133 public:
1138 inline double *solutionRegion(int section) const
1139 {
1140 if (!section)
1141 return rowActivityWork_;
1142 else
1143 return columnActivityWork_;
1144 }
1145 inline double *djRegion(int section) const
1146 {
1147 if (!section)
1148 return rowReducedCost_;
1149 else
1150 return reducedCostWork_;
1151 }
1152 inline double *lowerRegion(int section) const
1153 {
1154 if (!section)
1155 return rowLowerWork_;
1156 else
1157 return columnLowerWork_;
1158 }
1159 inline double *upperRegion(int section) const
1160 {
1161 if (!section)
1162 return rowUpperWork_;
1163 else
1164 return columnUpperWork_;
1165 }
1166 inline double *costRegion(int section) const
1167 {
1168 if (!section)
1169 return rowObjectiveWork_;
1170 else
1171 return objectiveWork_;
1172 }
1174 inline double *solutionRegion() const
1175 {
1176 return solution_;
1177 }
1178 inline double *djRegion() const
1179 {
1180 return dj_;
1181 }
1182 inline double *lowerRegion() const
1183 {
1184 return lower_;
1185 }
1186 inline double *upperRegion() const
1187 {
1188 return upper_;
1189 }
1190 inline double *costRegion() const
1191 {
1192 return cost_;
1193 }
1194 inline Status getStatus(int sequence) const
1195 {
1196 return static_cast< Status >(status_[sequence] & 7);
1197 }
1198 inline void setStatus(int sequence, Status newstatus)
1199 {
1200 unsigned char &st_byte = status_[sequence];
1201 st_byte = static_cast< unsigned char >(st_byte & ~7);
1202 st_byte = static_cast< unsigned char >(st_byte | newstatus);
1203 }
1205 bool startPermanentArrays();
1210 void setInitialDenseFactorization(bool onOff);
1211 bool initialDenseFactorization() const;
1213 inline int sequenceIn() const
1214 {
1215 return sequenceIn_;
1216 }
1217 inline int sequenceOut() const
1218 {
1219 return sequenceOut_;
1220 }
1222 inline void setSequenceIn(int sequence)
1223 {
1224 sequenceIn_ = sequence;
1225 }
1226 inline void setSequenceOut(int sequence)
1227 {
1228 sequenceOut_ = sequence;
1229 }
1231 inline int directionIn() const
1232 {
1233 return directionIn_;
1234 }
1235 inline int directionOut() const
1236 {
1237 return directionOut_;
1238 }
1240 inline void setDirectionIn(int direction)
1241 {
1242 directionIn_ = direction;
1243 }
1244 inline void setDirectionOut(int direction)
1245 {
1246 directionOut_ = direction;
1247 }
1249 inline double valueOut() const
1250 {
1251 return valueOut_;
1252 }
1254 inline double lowerOut() const
1255 {
1256 return lowerOut_;
1257 }
1259 inline double upperOut() const
1260 {
1261 return upperOut_;
1262 }
1264 inline void setValueOut(double value)
1265 {
1266 valueOut_ = value;
1267 }
1269 inline double dualOut() const
1270 {
1271 return dualOut_;
1272 }
1274 inline void setDualOut(double value)
1275 {
1276 dualOut_ = value;
1277 }
1279 inline void setLowerOut(double value)
1280 {
1281 lowerOut_ = value;
1282 }
1284 inline void setUpperOut(double value)
1285 {
1286 upperOut_ = value;
1287 }
1289 inline void setTheta(double value)
1290 {
1291 theta_ = value;
1292 }
1294 inline int isColumn(int sequence) const
1295 {
1296 return sequence < numberColumns_ ? 1 : 0;
1297 }
1299 inline int sequenceWithin(int sequence) const
1300 {
1301 return sequence < numberColumns_ ? sequence : sequence - numberColumns_;
1302 }
1304 inline double solution(int sequence)
1305 {
1306 return solution_[sequence];
1307 }
1309 inline double &solutionAddress(int sequence)
1310 {
1311 return solution_[sequence];
1312 }
1313 inline double reducedCost(int sequence)
1314 {
1315 return dj_[sequence];
1316 }
1317 inline double &reducedCostAddress(int sequence)
1318 {
1319 return dj_[sequence];
1320 }
1321 inline double lower(int sequence)
1322 {
1323 return lower_[sequence];
1324 }
1326 inline double &lowerAddress(int sequence)
1327 {
1328 return lower_[sequence];
1329 }
1330 inline double upper(int sequence)
1331 {
1332 return upper_[sequence];
1333 }
1335 inline double &upperAddress(int sequence)
1336 {
1337 return upper_[sequence];
1338 }
1339 inline double cost(int sequence)
1340 {
1341 return cost_[sequence];
1342 }
1344 inline double &costAddress(int sequence)
1345 {
1346 return cost_[sequence];
1347 }
1349 inline double originalLower(int iSequence) const
1350 {
1351 if (iSequence < numberColumns_)
1352 return columnLower_[iSequence];
1353 else
1354 return rowLower_[iSequence - numberColumns_];
1355 }
1357 inline double originalUpper(int iSequence) const
1358 {
1359 if (iSequence < numberColumns_)
1360 return columnUpper_[iSequence];
1361 else
1362 return rowUpper_[iSequence - numberColumns_];
1363 }
1365 inline double theta() const
1366 {
1367 return theta_;
1368 }
1370 inline double lowerIn() const
1371 {
1372 return lowerIn_;
1373 }
1375 inline double valueIn() const
1376 {
1377 return valueIn_;
1378 }
1380 inline double upperIn() const
1381 {
1382 return upperIn_;
1383 }
1386 inline double bestPossibleImprovement() const
1387 {
1388 return bestPossibleImprovement_;
1389 }
1391 inline ClpNonLinearCost *nonLinearCost() const
1392 {
1393 return nonLinearCost_;
1394 }
1396 void setNonLinearCost(ClpNonLinearCost &nonLinearCost);
1423 inline int moreSpecialOptions() const
1424 {
1425 return moreSpecialOptions_;
1426 }
1428 inline int vectorMode() const
1429 {
1430 return vectorMode_;
1431 }
1458 inline void setMoreSpecialOptions(int value)
1459 {
1460 moreSpecialOptions_ = value;
1461 }
1463 inline void setVectorMode(int value)
1464 {
1465 vectorMode_ = value;
1466 }
1468
1470 inline void setFakeBound(int sequence, FakeBound fakeBound)
1471 {
1472 unsigned char &st_byte = status_[sequence];
1473 st_byte = static_cast< unsigned char >(st_byte & ~24);
1474 st_byte = static_cast< unsigned char >(st_byte | (fakeBound << 3));
1475 }
1476 inline FakeBound getFakeBound(int sequence) const
1477 {
1478 return static_cast< FakeBound >((status_[sequence] >> 3) & 3);
1479 }
1480 inline void setRowStatus(int sequence, Status newstatus)
1481 {
1482 unsigned char &st_byte = status_[sequence + numberColumns_];
1483 st_byte = static_cast< unsigned char >(st_byte & ~7);
1484 st_byte = static_cast< unsigned char >(st_byte | newstatus);
1485 }
1486 inline Status getRowStatus(int sequence) const
1487 {
1488 return static_cast< Status >(status_[sequence + numberColumns_] & 7);
1489 }
1490 inline void setColumnStatus(int sequence, Status newstatus)
1491 {
1492 unsigned char &st_byte = status_[sequence];
1493 st_byte = static_cast< unsigned char >(st_byte & ~7);
1494 st_byte = static_cast< unsigned char >(st_byte | newstatus);
1495 }
1496 inline Status getColumnStatus(int sequence) const
1497 {
1498 return static_cast< Status >(status_[sequence] & 7);
1499 }
1500 inline void setPivoted(int sequence)
1501 {
1502 status_[sequence] = static_cast< unsigned char >(status_[sequence] | 32);
1503 }
1504 inline void clearPivoted(int sequence)
1505 {
1506 status_[sequence] = static_cast< unsigned char >(status_[sequence] & ~32);
1507 }
1508 inline bool pivoted(int sequence) const
1509 {
1510 return (((status_[sequence] >> 5) & 1) != 0);
1511 }
1513 void setFlagged(int sequence);
1514 inline void clearFlagged(int sequence)
1515 {
1516 status_[sequence] = static_cast< unsigned char >(status_[sequence] & ~64);
1517 }
1518 inline bool flagged(int sequence) const
1519 {
1520 return ((status_[sequence] & 64) != 0);
1521 }
1523 inline void setActive(int iRow)
1524 {
1525 status_[iRow] = static_cast< unsigned char >(status_[iRow] | 128);
1526 }
1527 inline void clearActive(int iRow)
1528 {
1529 status_[iRow] = static_cast< unsigned char >(status_[iRow] & ~128);
1530 }
1531 inline bool active(int iRow) const
1532 {
1533 return ((status_[iRow] & 128) != 0);
1534 }
1536 inline void setPerturbed(int iSequence)
1537 {
1538 status_[iSequence] = static_cast< unsigned char >(status_[iSequence] | 128);
1539 }
1540 inline void clearPerturbed(int iSequence)
1541 {
1542 status_[iSequence] = static_cast< unsigned char >(status_[iSequence] & ~128);
1543 }
1544 inline bool perturbed(int iSequence) const
1545 {
1546 return ((status_[iSequence] & 128) != 0);
1547 }
1550 void createStatus();
1553 void allSlackBasis(bool resetSolution = false);
1554
1556 inline int lastBadIteration() const
1557 {
1558 return lastBadIteration_;
1559 }
1561 inline void setLastBadIteration(int value)
1562 {
1563 lastBadIteration_ = value;
1564 }
1566 inline int progressFlag() const
1567 {
1568 return (progressFlag_ & 3);
1569 }
1571 inline ClpSimplexProgress *progress()
1572 {
1573 return &progress_;
1574 }
1576 inline int forceFactorization() const
1577 {
1578 return forceFactorization_;
1579 }
1581 inline void forceFactorization(int value)
1582 {
1583 forceFactorization_ = value;
1584 }
1586 inline double rawObjectiveValue() const
1587 {
1588 return objectiveValue_;
1589 }
1591 void computeObjectiveValue(bool useWorkingSolution = false);
1593 double computeInternalObjectiveValue();
1596 double *infeasibilityRay(bool fullRay = false) const;
1600 inline int numberExtraRows() const
1601 {
1602 return numberExtraRows_;
1603 }
1606 inline int maximumBasic() const
1607 {
1608 return maximumBasic_;
1609 }
1611 inline int baseIteration() const
1612 {
1613 return baseIteration_;
1614 }
1616 void generateCpp(FILE *fp, bool defaultFactor = false);
1618 ClpFactorization *getEmptyFactorization();
1620 void setEmptyFactorization();
1622 void moveInfo(const ClpSimplex &rhs, bool justStatus = false);
1624
1626 // These are only to be used using startFinishOptions (ClpSimplexDual, ClpSimplexPrimal)
1627 // *** At present only without scaling
1628 // *** Slacks havve -1.0 element (so == row activity) - take care
1630 void getBInvARow(int row, double *z, double *slack = NULL);
1631
1633 void getBInvRow(int row, double *z);
1634
1636 void getBInvACol(int col, double *vec);
1637
1639 void getBInvCol(int col, double *vec);
1640
1645 void getBasics(int *index);
1646
1648 //-------------------------------------------------------------------------
1652 void setObjectiveCoefficient(int elementIndex, double elementValue);
1654 inline void setObjCoeff(int elementIndex, double elementValue)
1655 {
1656 setObjectiveCoefficient(elementIndex, elementValue);
1657 }
1658
1661 void setColumnLower(int elementIndex, double elementValue);
1662
1665 void setColumnUpper(int elementIndex, double elementValue);
1666
1668 void setColumnBounds(int elementIndex,
1669 double lower, double upper);
1670
1679 void setColumnSetBounds(const int *indexFirst,
1680 const int *indexLast,
1681 const double *boundList);
1682
1685 inline void setColLower(int elementIndex, double elementValue)
1686 {
1687 setColumnLower(elementIndex, elementValue);
1688 }
1691 inline void setColUpper(int elementIndex, double elementValue)
1692 {
1693 setColumnUpper(elementIndex, elementValue);
1694 }
1695
1697 inline void setColBounds(int elementIndex,
1698 double newlower, double newupper)
1699 {
1700 setColumnBounds(elementIndex, newlower, newupper);
1701 }
1702
1709 inline void setColSetBounds(const int *indexFirst,
1710 const int *indexLast,
1711 const double *boundList)
1712 {
1713 setColumnSetBounds(indexFirst, indexLast, boundList);
1714 }
1715
1718 void setRowLower(int elementIndex, double elementValue);
1719
1722 void setRowUpper(int elementIndex, double elementValue);
1723
1725 void setRowBounds(int elementIndex,
1726 double lower, double upper);
1727
1734 void setRowSetBounds(const int *indexFirst,
1735 const int *indexLast,
1736 const double *boundList);
1738 void resize(int newNumberRows, int newNumberColumns);
1739
1741
1743 protected:
1752 double bestPossibleImprovement_;
1754 double zeroTolerance_;
1756 int columnPrimalSequence_;
1758 int rowPrimalSequence_;
1760 double bestObjectiveValue_;
1762 int moreSpecialOptions_;
1764 int baseIteration_;
1766 int vectorMode_;
1768 double primalToleranceToGetOptimal_;
1770 double largeValue_;
1772 double largestPrimalError_;
1774 double largestDualError_;
1776 double alphaAccuracy_;
1778 double dualBound_;
1780 double alpha_;
1782 double theta_;
1784 double lowerIn_;
1786 double valueIn_;
1788 double upperIn_;
1790 double dualIn_;
1792 double lowerOut_;
1794 double valueOut_;
1796 double upperOut_;
1798 double dualOut_;
1800 double dualTolerance_;
1802 double primalTolerance_;
1804 double sumDualInfeasibilities_;
1806 double sumPrimalInfeasibilities_;
1808 double infeasibilityCost_;
1810 double sumOfRelaxedDualInfeasibilities_;
1812 double sumOfRelaxedPrimalInfeasibilities_;
1814 double acceptablePivot_;
1816 double minimumPrimalTolerance_;
1818 #define CLP_INFEAS_SAVE 5
1819 double averageInfeasibility_[CLP_INFEAS_SAVE];
1821 double *lower_;
1823 double *rowLowerWork_;
1825 double *columnLowerWork_;
1827 double *upper_;
1829 double *rowUpperWork_;
1831 double *columnUpperWork_;
1833 double *cost_;
1835 double *rowObjectiveWork_;
1837 double *objectiveWork_;
1839 CoinIndexedVector *rowArray_[6];
1841 CoinIndexedVector *columnArray_[6];
1843 int sequenceIn_;
1845 int directionIn_;
1847 int sequenceOut_;
1849 int directionOut_;
1851 int pivotRow_;
1853 int lastGoodIteration_;
1855 double *dj_;
1857 double *rowReducedCost_;
1859 double *reducedCostWork_;
1861 double *solution_;
1863 double *rowActivityWork_;
1865 double *columnActivityWork_;
1867 int numberDualInfeasibilities_;
1869 int numberDualInfeasibilitiesWithoutFree_;
1871 int numberPrimalInfeasibilities_;
1873 int numberRefinements_;
1875 ClpDualRowPivot *dualRowPivot_;
1877 ClpPrimalColumnPivot *primalColumnPivot_;
1879 int *pivotVariable_;
1881 ClpFactorization *factorization_;
1883 double *savedSolution_;
1885 int numberTimesOptimal_;
1887 ClpDisasterHandler *disasterArea_;
1889 int changeMade_;
1891 int algorithm_;
1894 int forceFactorization_;
1902 int perturbation_;
1904 unsigned char *saveStatus_;
1909 ClpNonLinearCost *nonLinearCost_;
1911 int lastBadIteration_;
1913 int lastFlaggedIteration_;
1915 int numberFake_;
1917 int numberChanged_;
1919 int progressFlag_;
1921 int firstFree_;
1925 int numberExtraRows_;
1928 int maximumBasic_;
1930 int dontFactorizePivots_;
1940 double incomingInfeasibility_;
1941 double allowedInfeasibility_;
1943 int automaticScale_;
1945 int maximumPerturbationSize_;
1947 double *perturbationArray_;
1949 ClpSimplex *baseModel_;
1951 ClpSimplexProgress progress_;
1952 #ifdef ABC_INHERIT
1953 AbcSimplex *abcSimplex_;
1954 int abcState_;
1955 #define CLP_ABC_WANTED 1
1956 #define CLP_ABC_WANTED_PARALLEL 2
1957 #define CLP_ABC_FULL_DONE 8
1958 // bits 256,512,1024 for crash
1959 #endif
1960 #define CLP_ABC_BEEN_FEASIBLE 65536
1961 int numberDegeneratePivots_;
1963
1964 public:
1966 mutable int spareIntArray_[4];
1968 mutable double spareDoubleArray_[4];
1969
1970 protected:
1972 friend class OsiClpSolverInterface;
1974 friend class OsiCLPSolverInterface;
1976 };
1977 //#############################################################################
1986 void ClpSimplexUnitTest(const std::string &mpsDir);
1987
1988 // For Devex stuff
1989 #define DEVEX_TRY_NORM 1.0e-4
1990 #define DEVEX_ADD_ONE 1.0
1991 #if defined(ABC_INHERIT) || defined(CBC_THREAD) || defined(THREADS_IN_ANALYZE)
1992 // Use pthreads
1993 #include <pthread.h>
1994 typedef struct {
1995 double result;
1996 //const CoinIndexedVector * constVector; // can get rid of
1997 //CoinIndexedVector * vectors[2]; // can get rid of
1998 void *extraInfo;
1999 void *extraInfo2;
2000 int status;
2001 int stuff[4];
2002 } CoinThreadInfo;
2003 class CoinPthreadStuff {
2004 public:
2009 CoinPthreadStuff(int numberThreads = 0,
2010 void *parallelManager(void *stuff) = NULL);
2012 CoinPthreadStuff &operator=(const CoinPthreadStuff &rhs);
2014 ~CoinPthreadStuff();
2016 inline void setStopStart(int value)
2017 {
2018 stopStart_ = value;
2019 }
2020 #ifndef NUMBER_THREADS
2021 #define NUMBER_THREADS 8
2022 #endif
2023 // For waking up thread
2024 inline pthread_mutex_t *mutexPointer(int which, int thread = 0)
2025 {
2026 return mutex_ + which + 3 * thread;
2027 }
2028 #ifdef PTHREAD_BARRIER_SERIAL_THREAD
2029 inline pthread_barrier_t *barrierPointer()
2030 {
2031 return &barrier_;
2032 }
2033 #endif
2034 inline int whichLocked(int thread = 0) const
2035 {
2036 return locked_[thread];
2037 }
2038 inline CoinThreadInfo *threadInfoPointer(int thread = 0)
2039 {
2040 return threadInfo_ + thread;
2041 }
2042 void startParallelTask(int type, int iThread, void *info = NULL);
2043 int waitParallelTask(int type, int &iThread, bool allowIdle);
2044 void waitAllTasks();
2046 int whichThread() const;
2047 void sayIdle(int iThread);
2048 //void startThreads(int numberThreads);
2049 //void stopThreads();
2050 // For waking up thread
2051 pthread_mutex_t mutex_[3 * (NUMBER_THREADS + 1)];
2052 #ifdef PTHREAD_BARRIER_SERIAL_THREAD
2053 pthread_barrier_t barrier_;
2054 #endif
2055 CoinThreadInfo threadInfo_[NUMBER_THREADS + 1];
2056 pthread_t abcThread_[NUMBER_THREADS + 1];
2057 int locked_[NUMBER_THREADS + 1];
2058 int stopStart_;
2059 int numberThreads_;
2060 };
2061 void *clp_parallelManager(void *stuff);
2062 #endif
2063 typedef struct {
2064 double upperTheta;
2065 double bestPossible;
2066 double acceptablePivot;
2067 double tolerance;
2068 double dualTolerance;
2069 double theta;
2070 double primalRatio;
2071 double changeObj;
2072 const double *COIN_RESTRICT cost;
2073 double *COIN_RESTRICT solution;
2074 double *COIN_RESTRICT reducedCost;
2075 const double *COIN_RESTRICT lower;
2076 const double *COIN_RESTRICT upper;
2077 double *COIN_RESTRICT work;
2078 int *COIN_RESTRICT index;
2079 double *COIN_RESTRICT spare;
2080 const unsigned char *COIN_RESTRICT status;
2081 int *COIN_RESTRICT which;
2082 double *COIN_RESTRICT infeas;
2083 const int *COIN_RESTRICT pivotVariable;
2084 const double *COIN_RESTRICT element;
2085 const CoinBigIndex *COIN_RESTRICT start;
2086 const int *COIN_RESTRICT row;
2087 int numberAdded;
2088 int numberInfeasibilities;
2089 int numberRemaining;
2090 int startColumn;
2091 int numberToDo;
2092 int numberColumns;
2093 } clpTempInfo;
2094 #ifndef ABC_INHERIT
2095 #if ABOCA_LITE
2096 void moveAndZero(clpTempInfo *info, int type, void *extra);
2097 // 2 is owner of abcState_
2098 #ifdef ABCSTATE_LITE
2099 #if ABCSTATE_LITE == 2
2100 int abcState_ = 0;
2101 #else
2102 extern int abcState_;
2103 #endif
2104 inline int abcState()
2105 {
2106 return abcState_;
2107 }
2108 inline void setAbcState(int state)
2109 {
2110 abcState_ = state;
2111 }
2112 #endif
2113 #else
2114 #define abcState 0
2115 #endif
2116 #endif
2117 #ifdef CLP_USER_DRIVEN
2118 // expand as needed
2119 typedef struct {
2120 double alpha;
2121 double totalThru;
2122 double rhs;
2123 double value;
2124 double lower;
2125 double upper;
2126 double cost;
2127 int type;
2128 int row;
2129 int sequence;
2130 int printing;
2131 int change;
2132 } clpUserStruct;
2133 #endif
2134 #endif
2135
2136 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
2137 */
ClpSimplex::djRegion
double * djRegion() const
Definition: ClpSimplex.hpp:1178
ClpSimplex::deleteRim
void deleteRim(int getRidOfFactorizationData=2)
releases above arrays and does solution scaling out.
ClpSimplex::upperIn
double upperIn() const
Upper Bound on In variable.
Definition: ClpSimplex.hpp:1380
ClpSolve
This is a very simple class to guide algorithms.
Definition: ClpSolve.hpp:20
ClpSimplex::lowerIn_
double lowerIn_
Lower Bound on In variable.
Definition: ClpSimplex.hpp:1784
ClpSimplex::alpha
double alpha() const
Alpha (pivot element) for use by classes e.g. steepestedge.
Definition: ClpSimplex.hpp:1061
ClpSimplex::cleanPrimalSolution
int cleanPrimalSolution(double exactMultiple)
Clean primal solution If you expect solution to only have exact multiples of &quot;exactMultiple&quot; then thi...
ClpSimplex::writeLp
void writeLp(const char *filename, const char *extension="lp", double epsilon=1e-5, int numberAcross=10, int decimals=5, double objSense=0.0, bool useRowNames=true) const
Write the problem into an Lp file of the given filename.
ClpSimplex::solveDW
int solveDW(CoinStructuredModel *model, ClpSolve &options)
Solve using Dantzig-Wolfe decomposition and maybe in parallel.
ClpSimplex::setObjCoeff
void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
Definition: ClpSimplex.hpp:1654
clpTempInfo::numberInfeasibilities
int numberInfeasibilities
Definition: ClpSimplex.hpp:2088
ClpSimplex::maximumBasic
int maximumBasic() const
Maximum number of basic variables - can be more than number of rows if GUB.
Definition: ClpSimplex.hpp:1606
ClpSimplex::reducedCostWork_
double * reducedCostWork_
Possible scaled reduced costs.
Definition: ClpSimplex.hpp:1859
ClpSimplex::returnModel
void returnModel(ClpSimplex &otherModel)
Return model - updates any scalars.
ClpSimplex::perturbation_
int perturbation_
Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes ...
Definition: ClpSimplex.hpp:1902
ClpSimplex::setColumnBounds
void setColumnBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound.
ClpSimplex::getSolution
int getSolution()
Given an existing factorization computes and checks primal and dual solutions.
ClpSimplex::setRowUpper
void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use DBL_MAX for infinity.
ClpSimplex::nonLinearCost_
ClpNonLinearCost * nonLinearCost_
Very wasteful way of dealing with infeasibilities in primal.
Definition: ClpSimplex.hpp:1909
ClpSimplex::setAlpha
void setAlpha(double value)
Definition: ClpSimplex.hpp:1065
ClpSimplex::startup
int startup(int ifValuesPass, int startFinishOptions=0)
Common bits of coding for dual and primal.
clpTempInfo::startColumn
int startColumn
Definition: ClpSimplex.hpp:2090
ClpSolve.hpp
clpTempInfo::upper
const double *COIN_RESTRICT upper
Definition: ClpSimplex.hpp:2076
ClpSimplex::setRowBounds
void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound.
ClpSimplex::FakeBound
FakeBound
Definition: ClpSimplex.hpp:123
ClpSimplex::moreSpecialOptions_
int moreSpecialOptions_
More special options - see set for details.
Definition: ClpSimplex.hpp:1762
ClpSimplex::progressFlag
int progressFlag() const
Progress flag - at present 0 bit says artificials out.
Definition: ClpSimplex.hpp:1566
ClpSimplex::initialBarrierSolve
int initialBarrierSolve()
Barrier initial solve.
ClpSimplex::pivoted
bool pivoted(int sequence) const
Definition: ClpSimplex.hpp:1508
clpTempInfo::status
const unsigned char *COIN_RESTRICT status
Definition: ClpSimplex.hpp:2080
ClpSimplex::Status
Status
enums for status of various sorts.
Definition: ClpSimplex.hpp:114
ClpSimplex::atLowerBound
Definition: ClpSimplex.hpp:118
ClpModel::rowUpper_
double * rowUpper_
Row upper.
Definition: ClpModel.hpp:1266
ClpSimplex::unpack
void unpack(CoinIndexedVector *rowArray) const
Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed...
ClpSimplex::lower_
double * lower_
Working copy of lower bounds (Owner of arrays below)
Definition: ClpSimplex.hpp:1821
ClpSimplex::lastBadIteration_
int lastBadIteration_
So we know when to be cautious.
Definition: ClpSimplex.hpp:1911
clpTempInfo::numberToDo
int numberToDo
Definition: ClpSimplex.hpp:2091
ClpSimplex::setMoreSpecialOptions
void setMoreSpecialOptions(int value)
Set more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved ...
Definition: ClpSimplex.hpp:1458
ClpSimplex::infeasibilityRay
double * infeasibilityRay(bool fullRay=false) const
Infeasibility/unbounded ray (NULL returned if none/wrong) Up to user to use delete [] on these arrays...
ClpSimplex::modifyCoefficientsAndPivot
int modifyCoefficientsAndPivot(int number, const int *which, const CoinBigIndex *start, const int *row, const double *newCoefficient, const unsigned char *newStatus=NULL, const double *newLower=NULL, const double *newUpper=NULL, const double *newObjective=NULL)
Modifies coefficients etc and if necessary pivots in and out.
ClpSimplex::operator=
ClpSimplex & operator=(const ClpSimplex &rhs)
Assignment operator. This copies the data.
ClpSimplex::numberDualInfeasibilities_
int numberDualInfeasibilities_
Number of dual infeasibilities.
Definition: ClpSimplex.hpp:1867
ClpSimplex::sumDualInfeasibilities
double sumDualInfeasibilities() const
Sum of dual infeasibilities.
Definition: ClpSimplex.hpp:732
ClpSimplex::factorization_
ClpFactorization * factorization_
factorization
Definition: ClpSimplex.hpp:1881
ClpSimplex::setCurrentPrimalTolerance
void setCurrentPrimalTolerance(double value)
Definition: ClpSimplex.hpp:1050
ClpSimplex::setDualBound
void setDualBound(double value)
CoinAbcCommon.hpp
ClpPrimalColumnPivot
Primal Column Pivot Abstract Base Class.
Definition: ClpPrimalColumnPivot.hpp:25
ClpSimplex::directionIn
int directionIn() const
Return direction In or Out.
Definition: ClpSimplex.hpp:1231
ClpSimplex::finish
void finish(int startFinishOptions=0)
ClpSimplex::reducedGradient
int reducedGradient(int phase=0)
Solves non-linear using reduced gradient.
ClpSimplex::dualBound_
double dualBound_
Dual bound.
Definition: ClpSimplex.hpp:1778
ClpSimplex::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).
ClpMatrixBase
Abstract base class for Clp Matrices.
Definition: ClpMatrixBase.hpp:38
ClpSimplex::costAddress
double & costAddress(int sequence)
Return address of row or column cost.
Definition: ClpSimplex.hpp:1344
ClpModel
Definition: ClpModel.hpp:38
ClpSimplex::setDirectionIn
void setDirectionIn(int direction)
Set directionIn or Out.
Definition: ClpSimplex.hpp:1240
clpTempInfo::start
const CoinBigIndex *COIN_RESTRICT start
Definition: ClpSimplex.hpp:2085
ClpSimplex::setAutomaticScaling
void setAutomaticScaling(bool onOff)
Definition: ClpSimplex.hpp:1032
ClpSimplex::alphaAccuracy
double alphaAccuracy() const
Initial value for alpha accuracy calculation (-1.0 off)
Definition: ClpSimplex.hpp:962
ClpSimplex::setDisasterHandler
void setDisasterHandler(ClpDisasterHandler *handler)
Objective value.
Definition: ClpSimplex.hpp:977
ClpSimplex::isColumn
int isColumn(int sequence) const
Returns 1 if sequence indicates column.
Definition: ClpSimplex.hpp:1294
AbcSimplex
Definition: AbcSimplex.hpp:62
ClpSimplex::writeBasis
int writeBasis(const char *filename, bool writeValues=false, int formatType=0) const
Write the basis in MPS format to the specified file.
ClpSimplex::basic
Definition: ClpSimplex.hpp:116
ClpSimplex::valueIn
double valueIn() const
Value of In variable.
Definition: ClpSimplex.hpp:1375
ClpSimplex::setCurrentDualTolerance
void setCurrentDualTolerance(double value)
Definition: ClpSimplex.hpp:1041
ClpSimplex::restoreModel
int restoreModel(const char *fileName)
Restore model from file, returns 0 if success, deletes current model.
ClpSimplex::unmarkHotStart
void unmarkHotStart(void *saveStuff)
Delete the snapshot.
ClpSimplex::costRegion
double * costRegion() const
Definition: ClpSimplex.hpp:1190
ClpSimplex::clearFlagged
void clearFlagged(int sequence)
Definition: ClpSimplex.hpp:1514
ClpSimplex::getStatus
Status getStatus(int sequence) const
Definition: ClpSimplex.hpp:1194
ClpSimplex::costRegion
double * costRegion(int section) const
Definition: ClpSimplex.hpp:1166
ClpSimplex::incomingInfeasibility_
double incomingInfeasibility_
For advanced use.
Definition: ClpSimplex.hpp:1940
abcState
#define abcState
Definition: ClpSimplex.hpp:2114
ClpSimplex::averageInfeasibility_
double averageInfeasibility_[CLP_INFEAS_SAVE]
Definition: ClpSimplex.hpp:1819
ClpSimplex::spareDoubleArray_
double spareDoubleArray_[4]
Spare double array for passing information [0]!=0 switches on.
Definition: ClpSimplex.hpp:1968
ClpSimplex::rowArray_
CoinIndexedVector * rowArray_[6]
Useful row length arrays.
Definition: ClpSimplex.hpp:1839
ClpSimplex::upperRegion
double * upperRegion() const
Definition: ClpSimplex.hpp:1186
ClpSimplex::barrier
int barrier(bool crossover=true)
Solves using barrier (assumes you have good cholesky factor code).
ClpSimplex::dualOut_
double dualOut_
Infeasibility (dual) or ? (primal) of Out variable.
Definition: ClpSimplex.hpp:1798
ClpSimplex::reducedCostAddress
double & reducedCostAddress(int sequence)
Definition: ClpSimplex.hpp:1317
ClpSimplex::getbackSolution
void getbackSolution(const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn)
Puts solution back into small model.
ClpSimplex::dualPivotResultPart1
int dualPivotResultPart1()
Pivot out a variable and choose an incoing one.
ClpSimplex::numberPrimalInfeasibilities
int numberPrimalInfeasibilities() const
Number of primal infeasibilities.
Definition: ClpSimplex.hpp:782
ClpSimplex::theta
double theta() const
Theta (pivot change)
Definition: ClpSimplex.hpp:1365
ClpSimplex::originalLower
double originalLower(int iSequence) const
Return original lower bound.
Definition: ClpSimplex.hpp:1349
ClpSimplex::valueIn_
double valueIn_
Value of In variable.
Definition: ClpSimplex.hpp:1786
ClpSimplex::defaultFactorizationFrequency
void defaultFactorizationFrequency()
If user left factorization frequency then compute.
ClpSimplex::moveInfo
void moveInfo(const ClpSimplex &rhs, bool justStatus=false)
Move status and solution across.
ClpSimplex::upperAddress
double & upperAddress(int sequence)
Return address of row or column upper bound.
Definition: ClpSimplex.hpp:1335
ClpSimplex::setUpperOut
void setUpperOut(double value)
Set upper of out variable.
Definition: ClpSimplex.hpp:1284
clpTempInfo::numberRemaining
int numberRemaining
Definition: ClpSimplex.hpp:2089
ClpSimplex::dualRanging
int dualRanging(int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease, double *valueIncrease=NULL, double *valueDecrease=NULL)
Dual ranging.
ClpSimplex::stopFastDual2
void stopFastDual2(ClpNodeStuff *stuff)
Stops Fast dual2.
ClpSimplex::startFastDual2
int startFastDual2(ClpNodeStuff *stuff)
Starts Fast dual2.
ClpConstraint
Constraint Abstract Base Class.
Definition: ClpConstraint.hpp:18
ClpSimplex::cost_
double * cost_
Working copy of objective (Owner of arrays below)
Definition: ClpSimplex.hpp:1833
ClpSimplex::sequenceIn
int sequenceIn() const
Return sequence In or Out.
Definition: ClpSimplex.hpp:1213
ClpSimplex::setPrimalColumnPivotAlgorithm
void setPrimalColumnPivotAlgorithm(ClpPrimalColumnPivot &choice)
Sets column pivot choice algorithm in primal.
ClpSimplex::bestPossibleImprovement_
double bestPossibleImprovement_
Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (...
Definition: ClpSimplex.hpp:1752
ClpSimplex::setColumnStatus
void setColumnStatus(int sequence, Status newstatus)
Definition: ClpSimplex.hpp:1490
ClpSimplex::setDirectionOut
void setDirectionOut(int direction)
Definition: ClpSimplex.hpp:1244
ClpSimplex::dualOut
double dualOut() const
Dual value of Out variable.
Definition: ClpSimplex.hpp:1269
ClpSimplex::maximumPerturbationSize_
int maximumPerturbationSize_
Maximum perturbation array size (take out when code rewritten)
Definition: ClpSimplex.hpp:1945
ClpSimplex::setToBaseModel
void setToBaseModel(ClpSimplex *model=NULL)
Reset to base model (just size and arrays needed) If model NULL use internal copy.
ClpSimplexProgress
For saving extra information to see if looping.
Definition: ClpSolve.hpp:310
ClpSimplex::checkSolutionInternal
void checkSolutionInternal()
Just check solution (for internal use) - sets sum of infeasibilities etc.
ClpSimplex::forceFactorization_
int forceFactorization_
Now for some reliability aids This forces re-factorization early.
Definition: ClpSimplex.hpp:1894
ClpSimplex::checkUnscaledSolution
void checkUnscaledSolution()
Check unscaled primal solution but allow for rounding error.
clpTempInfo::reducedCost
double *COIN_RESTRICT reducedCost
Definition: ClpSimplex.hpp:2074
ClpDisasterHandler
Base class for Clp disaster handling.
Definition: ClpEventHandler.hpp:138
ClpSimplex::upperOut_
double upperOut_
Upper Bound on Out variable.
Definition: ClpSimplex.hpp:1796
ClpSimplex::scaleObjective
double scaleObjective(double value)
If input negative scales objective so maximum &lt;= -value and returns scale factor used.
ClpSimplex::setNonLinearCost
void setNonLinearCost(ClpNonLinearCost &nonLinearCost)
Set pointer to details of costs.
ClpSimplex::upperIn_
double upperIn_
Upper Bound on In variable.
Definition: ClpSimplex.hpp:1788
clpTempInfo::changeObj
double changeObj
Definition: ClpSimplex.hpp:2071
ClpSimplex::nonLinearCost
ClpNonLinearCost * nonLinearCost() const
Return pointer to details of costs.
Definition: ClpSimplex.hpp:1391
clpTempInfo::pivotVariable
const int *COIN_RESTRICT pivotVariable
Definition: ClpSimplex.hpp:2083
ClpSimplex::primalRanging
int primalRanging(int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease)
Primal ranging.
CoinModel
This is a simple minded model which is stored in a format which makes it easier to construct and modi...
Definition: CoinModel.hpp:181
ClpSimplex::setColSetBounds
void setColSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of columns simultaneously
Definition: ClpSimplex.hpp:1709
OsiClpSolverInterface
Clp Solver Interface.
Definition: OsiClpSolverInterface.hpp:37
ClpSimplex::cleanFactorization
int cleanFactorization(int ifValuesPass)
Get a clean factorization - i.e.
ClpSimplex::setAlgorithm
void setAlgorithm(int value)
Set algorithm.
Definition: ClpSimplex.hpp:725
ClpSimplex::zeroTolerance
double zeroTolerance() const
Get zero tolerance.
Definition: ClpSimplex.hpp:1013
ClpSimplex::primalFeasible
bool primalFeasible() const
If problem is primal feasible.
Definition: ClpSimplex.hpp:666
clpTempInfo::work
double *COIN_RESTRICT work
Definition: ClpSimplex.hpp:2077
ClpSimplex::theta_
double theta_
Theta (pivot change)
Definition: ClpSimplex.hpp:1782
ClpNonLinearCost
Definition: ClpNonLinearCost.hpp:77
ClpFactorization
This just implements CoinFactorization when an ClpMatrixBase object is passed.
Definition: ClpFactorization.hpp:34
ClpSimplex::setZeroTolerance
void setZeroTolerance(double value)
Set zero tolerance.
Definition: ClpSimplex.hpp:1018
ClpSimplex::miniPresolve
ClpSimplex * miniPresolve(char *rowType, char *columnType, void **info)
Mini presolve (faster) Char arrays must be numberRows and numberColumns long on entry second part mus...
ClpSimplex::atUpperBound
Definition: ClpSimplex.hpp:117
CoinWarmStartBasis
The default COIN simplex (basis-oriented) warm start class.
Definition: CoinWarmStartBasis.hpp:40
ClpSimplex::djRegion
double * djRegion(int section) const
Definition: ClpSimplex.hpp:1145
ClpSimplex::loadNonLinear
int loadNonLinear(void *info, int &numberConstraints, ClpConstraint **&constraints)
Load nonlinear part of problem from AMPL info Returns 0 if linear 1 if quadratic objective 2 if quadr...
ClpModel::eventHandler
ClpEventHandler * eventHandler() const
Event handler.
Definition: ClpModel.hpp:998
ClpSimplex::directionIn_
int directionIn_
Direction of In, 1 going up, -1 going down, 0 not a clue.
Definition: ClpSimplex.hpp:1845
ClpSimplex::gutsOfSolution
int gutsOfSolution(double *givenDuals, const double *givenPrimals, bool valuesPass=false)
May change basis and then returns number changed.
ClpSimplex::solveBenders
int solveBenders(CoinStructuredModel *model, ClpSolve &options)
Solve using Benders decomposition and maybe in parallel.
ClpSimplex::checkDualSolution
void checkDualSolution()
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual) ...
ClpSimplex::computePrimals
void computePrimals(const double *rowActivities, const double *columnActivities)
Computes primals from scratch.
ClpSimplex::dualDebug
int dualDebug(int ifValuesPass=0, int startFinishOptions=0)
ClpSimplex::resize
void resize(int newNumberRows, int newNumberColumns)
Resizes rim part of model.
ClpSimplex::primal
int primal(int ifValuesPass=0, int startFinishOptions=0)
Primal algorithm - see ClpSimplexPrimal.hpp for method.
ClpSimplex::currentDualTolerance
double currentDualTolerance() const
Current dual tolerance.
Definition: ClpSimplex.hpp:1037
ClpSimplex::getBasis
CoinWarmStartBasis * getBasis() const
Returns a basis (to be deleted by user)
ClpSimplex::getBInvRow
void getBInvRow(int row, double *z)
Get a row of the basis inverse.
ClpMatrixBase.hpp
ClpSimplex::initialDualSolve
int initialDualSolve()
Dual initial solve.
ClpSimplex::makeBaseModel
void makeBaseModel()
Save a copy of model with certain state - normally without cuts.
ClpSimplex::cleanStatus
void cleanStatus()
Clean up status.
ClpSimplex::numberFake_
int numberFake_
Can be used for count of fake bounds (dual) or fake costs (primal)
Definition: ClpSimplex.hpp:1915
AbcTolerancesEtc
Definition: CoinAbcCommon.hpp:254
ClpSimplex::lowerAddress
double & lowerAddress(int sequence)
Return address of row or column lower bound.
Definition: ClpSimplex.hpp:1326
ClpSimplex::copyEnabledStuff
void copyEnabledStuff(const ClpSimplex *rhs)
Copy across enabled stuff from one solver to another.
ClpSimplex::baseIteration
int baseIteration() const
Iteration when we entered dual or primal.
Definition: ClpSimplex.hpp:1611
ClpSimplex::sumOfRelaxedDualInfeasibilities
double sumOfRelaxedDualInfeasibilities() const
Sum of relaxed dual infeasibilities.
Definition: ClpSimplex.hpp:741
ClpSimplex::setNumberRefinements
void setNumberRefinements(int value)
ClpSimplex::outDuplicateRows
int outDuplicateRows(int numberLook, int *whichRows, bool noOverlaps=false, double tolerance=-1.0, double cleanUp=0.0)
Take out duplicate rows (includes scaled rows and intersections).
ClpSimplex::upperFake
Definition: ClpSimplex.hpp:126
ClpModel::numberColumns
int numberColumns() const
Definition: ClpModel.hpp:328
ClpSimplex::deleteBaseModel
void deleteBaseModel()
Switch off base model.
ClpSimplex::rawObjectiveValue
double rawObjectiveValue() const
Raw objective value (so always minimize in primal)
Definition: ClpSimplex.hpp:1586
ClpSimplex::superBasic
Definition: ClpSimplex.hpp:119
ClpSimplex::sequenceIn_
int sequenceIn_
Sequence of In variable.
Definition: ClpSimplex.hpp:1843
ClpConfig.h
CoinStructuredModel
Definition: CoinStructuredModel.hpp:37
COIN_RESTRICT
#define COIN_RESTRICT
Definition: ClpMatrixBase.hpp:21
ClpSimplex::bestObjectiveValue_
double bestObjectiveValue_
&quot;Best&quot; objective value
Definition: ClpSimplex.hpp:1760
ClpSimplex::numberExtraRows
int numberExtraRows() const
Number of extra rows.
Definition: ClpSimplex.hpp:1600
ClpSimplex::allSlackBasis
void allSlackBasis(bool resetSolution=false)
Sets up all slack basis and resets solution to as it was after initial load or readMps.
ClpSimplex::computeInternalObjectiveValue
double computeInternalObjectiveValue()
Compute minimization objective value from internal solution without perturbation. ...
ClpSimplex::setNumberDualInfeasibilities
void setNumberDualInfeasibilities(int value)
Definition: ClpSimplex.hpp:754
ClpSimplex::noFake
Definition: ClpSimplex.hpp:124
NUMBER_THREADS
#define NUMBER_THREADS
Definition: AbcSimplex.hpp:1028
ClpSimplex::dualBound
double dualBound() const
Dual bound.
Definition: ClpSimplex.hpp:687
ClpSimplex::perturbation
int perturbation() const
Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - ver...
Definition: ClpSimplex.hpp:714
ClpSimplex::dualFeasible
bool dualFeasible() const
If problem is dual feasible.
Definition: ClpSimplex.hpp:671
clpTempInfo::numberAdded
int numberAdded
Definition: ClpSimplex.hpp:2087
ClpSimplex::currentPrimalTolerance
double currentPrimalTolerance() const
Current primal tolerance.
Definition: ClpSimplex.hpp:1046
ClpSimplex::primalColumnPivot
ClpPrimalColumnPivot * primalColumnPivot() const
primal column pivot choice
Definition: ClpSimplex.hpp:852
ClpSimplex::lastFlaggedIteration_
int lastFlaggedIteration_
So we know when to open up again.
Definition: ClpSimplex.hpp:1913
ClpSimplex::computeDuals
void computeDuals(double *givenDjs)
Computes duals from scratch.
ClpSimplex::infeasibilityCost
double infeasibilityCost() const
Infeasibility cost.
Definition: ClpSimplex.hpp:693
ClpSimplex::forceFactorization
void forceFactorization(int value)
Force re-factorization early.
Definition: ClpSimplex.hpp:1581
ClpSimplex::lowerOut_
double lowerOut_
Lower Bound on Out variable.
Definition: ClpSimplex.hpp:1792
ClpSimplex::setSumDualInfeasibilities
void setSumDualInfeasibilities(double value)
Definition: ClpSimplex.hpp:736
ClpSimplex::disasterArea_
ClpDisasterHandler * disasterArea_
Disaster handler.
Definition: ClpSimplex.hpp:1887
ClpSimplex::getBasics
void getBasics(int *index)
Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBI...
ClpSimplex::spareIntArray_
int spareIntArray_[4]
Spare int array for passing information [0]!=0 switches on.
Definition: ClpSimplex.hpp:1966
ClpSimplex::setLastBadIteration
void setLastBadIteration(int value)
Set so we know when to be cautious.
Definition: ClpSimplex.hpp:1561
clpTempInfo::upperTheta
double upperTheta
Definition: ClpSimplex.hpp:2064
ClpSimplex::miniSolve
void miniSolve(char *rowType, char *columnType, int algorithm, int startUp)
mini presolve and solve
ClpSimplex::dual
int dual(int ifValuesPass=0, int startFinishOptions=0)
Dual algorithm - see ClpSimplexDual.hpp for method.
ClpSimplex::checkPrimalSolution
void checkPrimalSolution(const double *rowActivities=NULL, const double *columnActivies=NULL)
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal) ...
ClpSimplex::solveFromHotStart
void solveFromHotStart(void *saveStuff)
Optimize starting from the hotstart.
ClpSimplex::pivot
int pivot()
Pivot in a variable and out a variable.
ClpSimplex::clearActive
void clearActive(int iRow)
Definition: ClpSimplex.hpp:1527
ClpSimplex::setInitialDenseFactorization
void setInitialDenseFactorization(bool onOff)
Normally the first factorization does sparse coding because the factorization could be singular...
ClpSimplex::getBInvACol
void getBInvACol(int col, double *vec)
Get a column of the tableau.
ClpSimplex::upper_
double * upper_
Working copy of upper bounds (Owner of arrays below)
Definition: ClpSimplex.hpp:1827
AbcCommon.hpp
ClpSimplex::columnArray_
CoinIndexedVector * columnArray_[6]
Useful column length arrays.
Definition: ClpSimplex.hpp:1841
ClpSimplex::columnLowerWork_
double * columnLowerWork_
Column lower bounds - working copy.
Definition: ClpSimplex.hpp:1825
ClpSimplex::generateCpp
void generateCpp(FILE *fp, bool defaultFactor=false)
Create C++ lines to get to current state.
ClpSimplex::clearPivoted
void clearPivoted(int sequence)
Definition: ClpSimplex.hpp:1504
ClpSimplex
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:106
ClpSimplex::setColumnSetBounds
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 setColL...
clpTempInfo::which
int *COIN_RESTRICT which
Definition: ClpSimplex.hpp:2081
ClpSimplex::housekeeping
int housekeeping(double objectiveChange)
This does basis housekeeping and does values for in/out variables.
CoinIndexedVector
Indexed Vector.
Definition: CoinIndexedVector.hpp:104
ClpSimplex::numberChanged_
int numberChanged_
Can be used for count of changed costs (dual) or changed bounds (primal)
Definition: ClpSimplex.hpp:1917
ClpModel::columnUpper_
double * columnUpper_
Column Upper.
Definition: ClpModel.hpp:1274
ClpSimplex::baseIteration_
int baseIteration_
Iteration when we entered dual or primal.
Definition: ClpSimplex.hpp:1764
ClpSimplex::createRim5
void createRim5(bool initial)
Does rows and columns and objective.
ClpSimplex::setDualIn
void setDualIn(double value)
Set reduced cost of last incoming to force error.
Definition: ClpSimplex.hpp:1075
ClpSimplex::sumOfRelaxedPrimalInfeasibilities
double sumOfRelaxedPrimalInfeasibilities() const
Sum of relaxed primal infeasibilities.
Definition: ClpSimplex.hpp:773
ClpSimplex::getFakeBound
FakeBound getFakeBound(int sequence) const
Definition: ClpSimplex.hpp:1476
ClpSimplex::initialPrimalSolve
int initialPrimalSolve()
Primal initial solve.
ClpSimplex::restoreData
void restoreData(ClpDataSave saved)
Restore data.
ClpSimplex::moveTowardsPrimalFeasible
double moveTowardsPrimalFeasible()
Try simple crash like techniques to get closer to primal feasibility returns final sum of infeasibili...
ClpSimplex::setInfeasibilityCost
void setInfeasibilityCost(double value)
ClpSimplex::setColLower
void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -DBL_MAX for -infinity.
Definition: ClpSimplex.hpp:1685
ClpSimplex::bothFake
Definition: ClpSimplex.hpp:127
ClpSimplex::borrowModel
void borrowModel(ClpModel &otherModel)
Borrow model.
ClpSimplex::readMps
int readMps(const char *filename, bool keepNames=false, bool ignoreErrors=false)
Read an mps file from the given filename.
ClpSimplex::setSequenceOut
void setSequenceOut(int sequence)
Definition: ClpSimplex.hpp:1226
ClpSimplex::numberRefinements_
int numberRefinements_
How many iterative refinements to do.
Definition: ClpSimplex.hpp:1873
ClpSimplex::numberDualInfeasibilitiesWithoutFree_
int numberDualInfeasibilitiesWithoutFree_
Number of dual infeasibilities (without free)
Definition: ClpSimplex.hpp:1869
ClpSimplex::columnActivityWork_
double * columnActivityWork_
Column activities - working copy.
Definition: ClpSimplex.hpp:1865
ClpSimplex::setPivotRow
void setPivotRow(int value)
Definition: ClpSimplex.hpp:1084
ClpSimplex::setObjectiveCoefficient
void setObjectiveCoefficient(int elementIndex, double elementValue)
Set an objective function coefficient.
ClpSimplex::dualRowPivot_
ClpDualRowPivot * dualRowPivot_
dual row pivot choice
Definition: ClpSimplex.hpp:1875
clpTempInfo::acceptablePivot
double acceptablePivot
Definition: ClpSimplex.hpp:2066
ClpSimplex::columnPrimalSequence_
int columnPrimalSequence_
Sequence of worst (-1 if feasible)
Definition: ClpSimplex.hpp:1756
ClpSimplex::unpackPacked
void unpackPacked(CoinIndexedVector *rowArray)
Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies sc...
ClpSimplex::sequenceWithin
int sequenceWithin(int sequence) const
Returns sequence number within section.
Definition: ClpSimplex.hpp:1299
ClpSimplex::changeMade_
int changeMade_
If change has been made (first attempt at stopping looping)
Definition: ClpSimplex.hpp:1889
ClpSimplex::largestDualError_
double largestDualError_
Largest error on basic duals.
Definition: ClpSimplex.hpp:1774
ClpSimplex::algorithm
int algorithm() const
Current (or last) algorithm.
Definition: ClpSimplex.hpp:720
ClpSimplex::pivotVariable_
int * pivotVariable_
Basic variables pivoting on which rows.
Definition: ClpSimplex.hpp:1879
ClpSimplex::saveStatus_
unsigned char * saveStatus_
Saved status regions.
Definition: ClpSimplex.hpp:1904
ClpSimplex::getColumnStatus
Status getColumnStatus(int sequence) const
Definition: ClpSimplex.hpp:1496
ClpSimplex::setPerturbation
void setPerturbation(int value)
ClpModel::numberColumns_
int numberColumns_
Number of columns.
Definition: ClpModel.hpp:1254
ClpSimplex::gutsOfCopy
void gutsOfCopy(const ClpSimplex &rhs)
Does most of copying.
ClpSimplex::setValueOut
void setValueOut(double value)
Set value of out variable.
Definition: ClpSimplex.hpp:1264
ClpSimplex::ClpSimplexUnitTest
friend void ClpSimplexUnitTest(const std::string &mpsDir)
A function that tests the methods in the ClpSimplex class.
ClpDataSave
This is a tiny class where data can be saved round calls.
Definition: ClpModel.hpp:1397
ClpSimplex::markHotStart
void markHotStart(void *&saveStuff)
Create a hotstart point of the optimization process.
ClpSimplex::setLargeValue
void setLargeValue(double value)
ClpSimplex::dontFactorizePivots_
int dontFactorizePivots_
If may skip final factorize then allow up to this pivots (default 20)
Definition: ClpSimplex.hpp:1930
ClpSimplex::ClpSimplex
ClpSimplex(bool emptyMessages=false)
Default constructor.
ClpSimplex::setAlphaAccuracy
void setAlphaAccuracy(double value)
Definition: ClpSimplex.hpp:966
ClpSimplex::nonlinearSLP
int nonlinearSLP(int numberPasses, double deltaTolerance)
Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterati...
ClpSimplex::automaticScaling
bool automaticScaling() const
If automatic scaling on.
Definition: ClpSimplex.hpp:1028
ClpSimplex::computeObjectiveValue
void computeObjectiveValue(bool useWorkingSolution=false)
Compute objective value from solution and put in objectiveValue_.
ClpSimplex::getRowStatus
Status getRowStatus(int sequence) const
Definition: ClpSimplex.hpp:1486
clpTempInfo::cost
const double *COIN_RESTRICT cost
Definition: ClpSimplex.hpp:2072
ClpSimplex::columnArray
CoinIndexedVector * columnArray(int index) const
Useful column length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:820
ClpSimplex::sumPrimalInfeasibilities
double sumPrimalInfeasibilities() const
Sum of primal infeasibilities.
Definition: ClpSimplex.hpp:764
ClpSimplex::setPerturbed
void setPerturbed(int iSequence)
To say perturbed.
Definition: ClpSimplex.hpp:1536
ClpSimplex::setFactorizationFrequency
void setFactorizationFrequency(int value)
ClpModel::rowObjective
double * rowObjective() const
Row Objective.
Definition: ClpModel.hpp:741
ClpSimplex::numberTimesOptimal_
int numberTimesOptimal_
Number of times code has tentatively thought optimal.
Definition: ClpSimplex.hpp:1885
ClpSimplex::setColumnLower
void setColumnLower(int elementIndex, double elementValue)
Set a single column lower bound Use -DBL_MAX for -infinity.
ClpSimplex::tightenPrimalBounds
int tightenPrimalBounds(double factor=0.0, int doTight=0, bool tightIntegers=false)
Tightens primal bounds to make dual faster.
ClpSimplex::savedSolution_
double * savedSolution_
Saved version of solution.
Definition: ClpSimplex.hpp:1883
ClpSimplex::numberDualInfeasibilities
int numberDualInfeasibilities() const
Number of dual infeasibilities.
Definition: ClpSimplex.hpp:750
ClpSimplex::fathom
int fathom(void *stuff)
Fathom - 1 if solution.
ClpSimplex::copyFactorization
void copyFactorization(ClpFactorization &factorization)
Copies in factorization to existing one.
ClpSimplex::primalTolerance_
double primalTolerance_
Current primal tolerance for algorithm.
Definition: ClpSimplex.hpp:1802
ClpSimplex::numberDualInfeasibilitiesWithoutFree
int numberDualInfeasibilitiesWithoutFree() const
Number of dual infeasibilities (without free)
Definition: ClpSimplex.hpp:759
ClpSimplex::progressFlag_
int progressFlag_
Progress flag - at present 0 bit says artificials out, 1 free in.
Definition: ClpSimplex.hpp:1919
clpTempInfo::spare
double *COIN_RESTRICT spare
Definition: ClpSimplex.hpp:2079
ClpSimplex::upper
double upper(int sequence)
Definition: ClpSimplex.hpp:1330
ClpSimplex::goodAccuracy
bool goodAccuracy() const
Returns true if model looks OK.
Definition: ClpSimplex.hpp:857
ClpSimplex::dualIn
double dualIn() const
Reduced cost of last incoming for use by classes e.g. steepestedge.
Definition: ClpSimplex.hpp:1070
ClpSimplex::algorithm_
int algorithm_
Algorithm &gt;0 == Primal, &lt;0 == Dual.
Definition: ClpSimplex.hpp:1891
ClpSimplex::lastGoodIteration_
int lastGoodIteration_
Last good iteration (immediately after a re-factorization)
Definition: ClpSimplex.hpp:1853
ClpSimplex::perturbationArray_
double * perturbationArray_
Perturbation array (maximumPerturbationSize_)
Definition: ClpSimplex.hpp:1947
ClpModel::solveType
int solveType() const
Solve type - 1 simplex, 2 simplex interface, 3 Interior.
Definition: ClpModel.hpp:387
ClpSimplex::miniPostsolve
void miniPostsolve(const ClpSimplex *presolvedModel, void *info)
After mini presolve.
ClpSimplex::rowReducedCost_
double * rowReducedCost_
Reduced costs of slacks not same as duals (or - duals)
Definition: ClpSimplex.hpp:1857
ClpSimplex::rowObjectiveWork_
double * rowObjectiveWork_
Row objective - working copy.
Definition: ClpSimplex.hpp:1835
ClpSimplex::primalPivotResult
int primalPivotResult()
Pivot in a variable and choose an outgoing one.
ClpSimplex::pivotRow_
int pivotRow_
Pivot Row.
Definition: ClpSimplex.hpp:1851
ClpSimplex::maximumBasic_
int maximumBasic_
Maximum number of basic variables - can be more than number of rows if GUB.
Definition: ClpSimplex.hpp:1928
ClpSimplex::~ClpSimplex
~ClpSimplex()
Destructor.
ClpSimplex::largestPrimalError_
double largestPrimalError_
Largest error on Ax-b.
Definition: ClpSimplex.hpp:1772
ClpSimplex::solutionAddress
double & solutionAddress(int sequence)
Return address of row or column values.
Definition: ClpSimplex.hpp:1309
ClpSimplex::setFactorization
void setFactorization(ClpFactorization &factorization)
Passes in factorization.
ClpSimplex::largeValue
double largeValue() const
Large bound value (for complementarity etc)
Definition: ClpSimplex.hpp:987
ClpSimplexUnitTest
void ClpSimplexUnitTest(const std::string &mpsDir)
A function that tests the methods in the ClpSimplex class.
ClpSimplex::setSequenceIn
void setSequenceIn(int sequence)
Set sequenceIn or Out.
Definition: ClpSimplex.hpp:1222
ClpSimplex::primalToleranceToGetOptimal_
double primalToleranceToGetOptimal_
Primal tolerance needed to make dual feasible (&lt;largeTolerance)
Definition: ClpSimplex.hpp:1768
ClpSimplex::OsiCLPSolverInterface
friend class OsiCLPSolverInterface
And OsiCLP.
Definition: ClpSimplex.hpp:1974
ClpSimplex::startPermanentArrays
bool startPermanentArrays()
Start or reset using maximumRows_ and Columns_ - true if change.
ClpSimplex::numberDegeneratePivots_
int numberDegeneratePivots_
Number of degenerate pivots since last perturbed.
Definition: ClpSimplex.hpp:1962
ClpSimplex::sumOfRelaxedPrimalInfeasibilities_
double sumOfRelaxedPrimalInfeasibilities_
Sum of Primal infeasibilities using tolerance based on error in primals.
Definition: ClpSimplex.hpp:1812
ClpSimplex::cleanup
int cleanup(int cleanupScaling)
When scaling is on it is possible that the scaled problem is feasible but the unscaled is not...
ClpSimplex::sequenceOut
int sequenceOut() const
Definition: ClpSimplex.hpp:1217
ClpSimplex::sumDualInfeasibilities_
double sumDualInfeasibilities_
Sum of dual infeasibilities.
Definition: ClpSimplex.hpp:1804
CoinPackedMatrix
Sparse Matrix Base Class.
Definition: CoinPackedMatrix.hpp:79
clpTempInfo::dualTolerance
double dualTolerance
Definition: ClpSimplex.hpp:2068
ClpSimplex::acceptablePivot_
double acceptablePivot_
Acceptable pivot value just after factorization.
Definition: ClpSimplex.hpp:1814
ClpSimplex::statusOfProblem
bool statusOfProblem(bool initial=false)
Factorizes and returns true if optimal.
ClpSimplex::initialSolve
int initialSolve()
Default initial solve.
ClpSimplex::sumOfRelaxedDualInfeasibilities_
double sumOfRelaxedDualInfeasibilities_
Sum of Dual infeasibilities using tolerance based on error in duals.
Definition: ClpSimplex.hpp:1810
ClpSimplex::dualIn_
double dualIn_
Reduced cost of In variable.
Definition: ClpSimplex.hpp:1790
ClpSimplex::rowUpperWork_
double * rowUpperWork_
Row upper bounds - working copy.
Definition: ClpSimplex.hpp:1829
ClpSimplex::createPiecewiseLinearCosts
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 i...
ClpSimplex::moreSpecialOptions
int moreSpecialOptions() const
Return more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolv...
Definition: ClpSimplex.hpp:1423
ClpSimplex::lower
double lower(int sequence)
Definition: ClpSimplex.hpp:1321
ClpSimplex::objectiveWork_
double * objectiveWork_
Column objective - working copy.
Definition: ClpSimplex.hpp:1837
ClpSimplex::readBasis
int readBasis(const char *filename)
Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values...
ClpSimplex::setRowLower
void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -DBL_MAX for -infinity.
ClpSimplex::setSumOfRelaxedPrimalInfeasibilities
void setSumOfRelaxedPrimalInfeasibilities(double value)
Definition: ClpSimplex.hpp:777
ClpModel::numberRows
int numberRows() const
Number of rows.
Definition: ClpModel.hpp:315
ClpEventHandler
Base class for Clp event handling.
Definition: ClpEventHandler.hpp:27
ClpSimplex::add
void add(double *array, int column, double multiplier) const
Adds multiple of a column into an array.
ClpSimplex::getEmptyFactorization
ClpFactorization * getEmptyFactorization()
Gets clean and emptyish factorization.
ClpSimplex::disasterHandler
ClpDisasterHandler * disasterHandler() const
Get disaster handler.
Definition: ClpSimplex.hpp:982
ClpSimplex::setDualOut
void setDualOut(double value)
Set dual value of out variable.
Definition: ClpSimplex.hpp:1274
ClpSimplex::flagged
bool flagged(int sequence) const
Definition: ClpSimplex.hpp:1518
CoinBigIndex
int CoinBigIndex
Definition: Coin_C_defines.h:136
ClpSimplex::numberRefinements
int numberRefinements() const
How many iterative refinements to do.
Definition: ClpSimplex.hpp:1055
ClpSimplex::setColBounds
void setColBounds(int elementIndex, double newlower, double newupper)
Set a single column lower and upper bound.
Definition: ClpSimplex.hpp:1697
clpTempInfo::primalRatio
double primalRatio
Definition: ClpSimplex.hpp:2070
ClpSimplex::swapFactorization
ClpFactorization * swapFactorization(ClpFactorization *factorization)
ClpSimplex::setColUpper
void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use DBL_MAX for infinity.
Definition: ClpSimplex.hpp:1691
ClpSimplex::factorizationFrequency
int factorizationFrequency() const
Factorization frequency.
ClpSimplex::lowerRegion
double * lowerRegion(int section) const
Definition: ClpSimplex.hpp:1152
ClpModel::status_
unsigned char * status_
Status (i.e.
Definition: ClpModel.hpp:1301
ClpSimplex::internalFactorize
int internalFactorize(int solveType)
Factorizes using current basis.
ClpSimplex::originalUpper
double originalUpper(int iSequence) const
Return original lower bound.
Definition: ClpSimplex.hpp:1357
ClpSimplex::saveModel
int saveModel(const char *fileName)
Save model to file, returns 0 if success.
ClpSimplex::valueOut_
double valueOut_
Value of Out variable.
Definition: ClpSimplex.hpp:1794
ClpSimplex::isFixed
Definition: ClpSimplex.hpp:120
ClpSimplex::getBInvCol
void getBInvCol(int col, double *vec)
Get a column of the basis inverse.
ClpSimplex::reducedCost
double reducedCost(int sequence)
Definition: ClpSimplex.hpp:1313
ClpSimplex::solutionRegion
double * solutionRegion(int section) const
Return row or column sections - not as much needed as it once was.
Definition: ClpSimplex.hpp:1138
ClpSimplex::gutsOfDelete
void gutsOfDelete(int type)
Does most of deletion (0 = all, 1 = most, 2 most + factorization)
ClpSimplex::factorization
ClpFactorization * factorization() const
factorization
Definition: ClpSimplex.hpp:676
CoinFactorization
This deals with Factorization and Updates.
Definition: CoinFactorization.hpp:50
ClpSimplex::vectorMode_
int vectorMode_
Vector mode - try and use vector instructions.
Definition: ClpSimplex.hpp:1766
ClpSimplex::dualTolerance_
double dualTolerance_
Current dual tolerance for algorithm.
Definition: ClpSimplex.hpp:1800
ClpSimplex::setLowerOut
void setLowerOut(double value)
Set lower of out variable.
Definition: ClpSimplex.hpp:1279
ClpSimplex::sequenceOut_
int sequenceOut_
Sequence of Out variable.
Definition: ClpSimplex.hpp:1847
ClpSimplex::setLargestPrimalError
void setLargestPrimalError(double value)
Largest error on Ax-b.
Definition: ClpSimplex.hpp:1003
clpTempInfo::numberColumns
int numberColumns
Definition: ClpSimplex.hpp:2092
clpTempInfo::index
int *COIN_RESTRICT index
Definition: ClpSimplex.hpp:2078
ClpSimplex::setFakeBound
void setFakeBound(int sequence, FakeBound fakeBound)
Definition: ClpSimplex.hpp:1470
ClpSimplex::getBInvARow
void getBInvARow(int row, double *z, double *slack=NULL)
Get a row of the tableau (slack part in slack if not NULL)
ClpSimplex::removeSuperBasicSlacks
void removeSuperBasicSlacks(int threshold=0)
Try simple crash like techniques to remove super basic slacks but only if &gt; threshold.
ClpSimplex::readLp
int readLp(const char *filename, const double epsilon=1e-5)
Read file in LP format from file with name filename.
ClpSimplex::upperOut
double upperOut() const
Upper of out variable.
Definition: ClpSimplex.hpp:1259
ClpSimplex::setTheta
void setTheta(double value)
Set theta of out variable.
Definition: ClpSimplex.hpp:1289
ClpSimplex::cost
double cost(int sequence)
Definition: ClpSimplex.hpp:1339
clpTempInfo::row
const int *COIN_RESTRICT row
Definition: ClpSimplex.hpp:2086
ClpSimplex::perturbed
bool perturbed(int iSequence) const
Definition: ClpSimplex.hpp:1544
ClpSimplex::createRim4
void createRim4(bool initial)
Does objective.
ClpSimplex::progress
ClpSimplexProgress * progress()
For dealing with all issues of cycling etc.
Definition: ClpSimplex.hpp:1571
ClpSimplex::largeValue_
double largeValue_
Large bound value (for complementarity etc)
Definition: ClpSimplex.hpp:1770
ClpSimplex::solutionRegion
double * solutionRegion() const
Return region as single array.
Definition: ClpSimplex.hpp:1174
ClpSimplex::pivotResultPart2
int pivotResultPart2(int algorithm, int state)
Do actual pivot state is 0 if need tableau column, 1 if in rowArray_[1].
ClpSimplex::setRowSetBounds
void setRowSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of rows simultaneously
ClpSimplex::originalModel
void originalModel(ClpSimplex *miniModel)
This copies back stuff from miniModel and then deletes miniModel.
ClpSimplex::fastCrunch
ClpSimplex * fastCrunch(ClpNodeStuff *stuff, int mode)
Deals with crunch aspects mode 0 - in 1 - out with solution 2 - out without solution returns small mo...
ClpModel.hpp
ClpNodeStuff
Definition: ClpNode.hpp:188
ClpSimplex::directionOut
int directionOut() const
Definition: ClpSimplex.hpp:1235
ClpSimplex::infeasibilityCost_
double infeasibilityCost_
Weight assigned to being infeasible in primal.
Definition: ClpSimplex.hpp:1808
ClpSimplex::baseModel_
ClpSimplex * baseModel_
A copy of model with certain state - normally without cuts.
Definition: ClpSimplex.hpp:1949
ClpModel::rowLower_
double * rowLower_
Row lower.
Definition: ClpModel.hpp:1264
ClpSimplex::initialBarrierNoCrossSolve
int initialBarrierNoCrossSolve()
Barrier initial solve, not to be followed by crossover.
ClpSimplex::upperRegion
double * upperRegion(int section) const
Definition: ClpSimplex.hpp:1159
ClpSimplex::pivotRow
int pivotRow() const
Pivot Row for use by classes e.g. steepestedge.
Definition: ClpSimplex.hpp:1080
CoinIndexedVector.hpp
ClpSimplex::pivotVariable
int * pivotVariable() const
Basic variables pivoting on which rows.
Definition: ClpSimplex.hpp:1023
ClpSimplex::solution
double solution(int sequence)
Return row or column values.
Definition: ClpSimplex.hpp:1304
ClpSimplex::checkBothSolutions
void checkBothSolutions()
This sets sum and number of infeasibilities (Dual and Primal)
ClpSimplex::forceFactorization
int forceFactorization() const
Force re-factorization early value.
Definition: ClpSimplex.hpp:1576
ClpSimplex::columnUpperWork_
double * columnUpperWork_
Column upper bounds - working copy.
Definition: ClpSimplex.hpp:1831
ClpSimplex::zeroTolerance_
double zeroTolerance_
Zero tolerance.
Definition: ClpSimplex.hpp:1754
ClpSimplex::setFlagged
void setFlagged(int sequence)
To flag a variable (not inline to allow for column generation)
ClpSimplex::valueIncomingDual
double valueIncomingDual() const
value of incoming variable (in Dual)
ClpSimplex::setSumOfRelaxedDualInfeasibilities
void setSumOfRelaxedDualInfeasibilities(double value)
Definition: ClpSimplex.hpp:745
ClpSimplex::primalColumnPivot_
ClpPrimalColumnPivot * primalColumnPivot_
primal column pivot choice
Definition: ClpSimplex.hpp:1877
ClpSimplex::createStatus
void createStatus()
Set up status array (can be used by OsiClp).
ClpSimplex::alpha_
double alpha_
Alpha (pivot element)
Definition: ClpSimplex.hpp:1780
ClpSimplex::clearPerturbed
void clearPerturbed(int iSequence)
Definition: ClpSimplex.hpp:1540
ClpSimplex::directionOut_
int directionOut_
Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.
Definition: ClpSimplex.hpp:1849
ClpSimplex::dualRowPivot
ClpDualRowPivot * dualRowPivot() const
dual row pivot choice
Definition: ClpSimplex.hpp:847
ClpSimplex::numberExtraRows_
int numberExtraRows_
Number of extra rows.
Definition: ClpSimplex.hpp:1925
ClpSimplex::rowArray
CoinIndexedVector * rowArray(int index) const
Useful row length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:815
ClpSimplex::rowLowerWork_
double * rowLowerWork_
Row lower bounds - working copy.
Definition: ClpSimplex.hpp:1823
ClpSimplex::readGMPL
int readGMPL(const char *filename, const char *dataName, bool keepNames=false)
Read GMPL files from the given filenames.
ClpSimplex::setNumberPrimalInfeasibilities
void setNumberPrimalInfeasibilities(int value)
Definition: ClpSimplex.hpp:786
ClpSimplex::setSumPrimalInfeasibilities
void setSumPrimalInfeasibilities(double value)
Definition: ClpSimplex.hpp:768
ClpSimplex::createRim1
void createRim1(bool initial)
Does rows and columns.
ClpSimplex::saveData
ClpDataSave saveData()
Save data.
ClpSimplex::numberPrimalInfeasibilities_
int numberPrimalInfeasibilities_
Number of primal infeasibilities.
Definition: ClpSimplex.hpp:1871
ClpSimplex::setStatus
void setStatus(int sequence, Status newstatus)
Definition: ClpSimplex.hpp:1198
ClpSimplex::setEmptyFactorization
void setEmptyFactorization()
May delete or may make clean and emptyish factorization.
clpTempInfo::solution
double *COIN_RESTRICT solution
Definition: ClpSimplex.hpp:2073
ClpSimplex::largestPrimalError
double largestPrimalError() const
Largest error on Ax-b.
Definition: ClpSimplex.hpp:993
clpTempInfo::tolerance
double tolerance
Definition: ClpSimplex.hpp:2067
ClpSimplex::createRim
bool createRim(int what, bool makeRowCopy=false, int startFinishOptions=0)
puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows (now and columns)...
ClpModel::dropNames
void dropNames()
Drops names - makes lengthnames 0 and names empty.
ClpSimplex::setRowStatus
void setRowStatus(int sequence, Status newstatus)
Definition: ClpSimplex.hpp:1480
ClpSimplex::vectorMode
int vectorMode() const
Get vector mode.
Definition: ClpSimplex.hpp:1428
ClpSimplex::setPivoted
void setPivoted(int sequence)
Definition: ClpSimplex.hpp:1500
ClpSimplex::fastDual2
int fastDual2(ClpNodeStuff *stuff)
Like Fast dual.
ClpModel::objectiveValue_
double objectiveValue_
Objective value.
Definition: ClpModel.hpp:1244
clpTempInfo::bestPossible
double bestPossible
Definition: ClpSimplex.hpp:2065
ClpSimplex::progress_
ClpSimplexProgress progress_
For dealing with all issues of cycling etc.
Definition: ClpSimplex.hpp:1951
ClpSimplex::lowerIn
double lowerIn() const
Lower Bound on In variable.
Definition: ClpSimplex.hpp:1370
ClpSimplex::active
bool active(int iRow) const
Definition: ClpSimplex.hpp:1531
ClpSimplex::setPersistenceFlag
void setPersistenceFlag(int value)
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 bu...
ClpSimplex::isFree
Definition: ClpSimplex.hpp:115
ClpSimplex::sumPrimalInfeasibilities_
double sumPrimalInfeasibilities_
Sum of primal infeasibilities.
Definition: ClpSimplex.hpp:1806
ClpSimplex::initialDenseFactorization
bool initialDenseFactorization() const
ClpSimplex::setVectorMode
void setVectorMode(int value)
Set vector mode.
Definition: ClpSimplex.hpp:1463
ClpSimplex::setDualRowPivotAlgorithm
void setDualRowPivotAlgorithm(ClpDualRowPivot &choice)
Sets row pivot choice algorithm in dual.
clpTempInfo::element
const double *COIN_RESTRICT element
Definition: ClpSimplex.hpp:2084
clpTempInfo::infeas
double *COIN_RESTRICT infeas
Definition: ClpSimplex.hpp:2082
ClpSimplex::lastBadIteration
int lastBadIteration() const
So we know when to be cautious.
Definition: ClpSimplex.hpp:1556
ClpSimplex::fathomMany
int fathomMany(void *stuff)
Do up to N deep - returns -1 - no solution nNodes_ valid nodes &gt;= if solution and that node gives sol...
ClpSimplex::passInEventHandler
void passInEventHandler(const ClpEventHandler *eventHandler)
Pass in Event handler (cloned and deleted at end)
ClpDualRowPivot
Dual Row Pivot Abstract Base Class.
Definition: ClpDualRowPivot.hpp:22
ClpSimplex::allowedInfeasibility_
double allowedInfeasibility_
Definition: ClpSimplex.hpp:1941
ClpSimplex::rowActivityWork_
double * rowActivityWork_
Row activities - working copy.
Definition: ClpSimplex.hpp:1863
ClpModel::matrix
CoinPackedMatrix * matrix() const
Matrix (if not ClpPackedmatrix be careful about memory leak.
Definition: ClpModel.hpp:768
ClpSimplex::setSparseFactorization
void setSparseFactorization(bool value)
ClpSimplex::valueOut
double valueOut() const
Value of Out variable.
Definition: ClpSimplex.hpp:1249
ClpSimplex::crash
int crash(double gap, int pivot)
Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dua...
ClpSimplex::strongBranching
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.
ClpSimplex::setActive
void setActive(int iRow)
To say row active in primal pivot row choice.
Definition: ClpSimplex.hpp:1523
ClpSimplex::minimumPrimalTolerance_
double minimumPrimalTolerance_
Minimum primal tolerance.
Definition: ClpSimplex.hpp:1816
ClpModel::columnLower_
double * columnLower_
Column Lower.
Definition: ClpModel.hpp:1272
ClpSimplex::alphaAccuracy_
double alphaAccuracy_
For computing whether to re-factorize.
Definition: ClpSimplex.hpp:1776
ClpSimplex::largestDualError
double largestDualError() const
Largest error on basic duals.
Definition: ClpSimplex.hpp:998
ClpSimplex::solve
int solve(CoinStructuredModel *model)
Solve using structure of model and maybe in parallel.
ClpSimplex::dj_
double * dj_
Working copy of reduced costs (Owner of arrays below)
Definition: ClpSimplex.hpp:1855
ClpSimplex::solution_
double * solution_
Working copy of primal solution (Owner of arrays below)
Definition: ClpSimplex.hpp:1861
ClpSimplex::setLargestDualError
void setLargestDualError(double value)
Largest error on basic duals.
Definition: ClpSimplex.hpp:1008
CLP_INFEAS_SAVE
#define CLP_INFEAS_SAVE
Last few infeasibilities.
Definition: ClpSimplex.hpp:1818
ClpSimplex::lowerRegion
double * lowerRegion() const
Definition: ClpSimplex.hpp:1182
clpTempInfo::lower
const double *COIN_RESTRICT lower
Definition: ClpSimplex.hpp:2075
clpTempInfo::theta
double theta
Definition: ClpSimplex.hpp:2069
ClpSimplex::automaticScale_
int automaticScale_
Automatic scaling of objective and rhs and bounds.
Definition: ClpSimplex.hpp:1943
ClpSimplex::bestPossibleImprovement
double bestPossibleImprovement() const
Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (...
Definition: ClpSimplex.hpp:1386
ClpSimplex::sanityCheck
bool sanityCheck()
Sanity check on input rim data (after scaling) - returns true if okay.
ClpSimplex::setValuesPassAction
void setValuesPassAction(double incomingInfeasibility, double allowedInfeasibility)
For advanced use.
ClpSimplex::lowerFake
Definition: ClpSimplex.hpp:125
ClpSimplex::checkSolution
void checkSolution(int setToBounds=0)
Just check solution (for external use) - sets sum of infeasibilities etc.
ClpSimplex::doubleCheck
double doubleCheck()
Double checks OK.
ClpSimplex::firstFree_
int firstFree_
First free/super-basic variable (-1 if none)
Definition: ClpSimplex.hpp:1921
ClpSimplex::factorize
int factorize()
Factorizes using current basis. For external use.
clpTempInfo
Definition: ClpSimplex.hpp:2063
ClpSimplex::sparseFactorization
bool sparseFactorization() const
Sparsity on or off.
ClpSimplex::lowerOut
double lowerOut() const
Lower of out variable.
Definition: ClpSimplex.hpp:1254
ClpSimplex::setColumnUpper
void setColumnUpper(int elementIndex, double elementValue)
Set a single column upper bound Use DBL_MAX for infinity.
ClpSimplex::isObjectiveLimitTestValid
bool isObjectiveLimitTestValid() const
Return true if the objective limit test can be relied upon.
ClpSimplex::baseModel
ClpSimplex * baseModel() const
See if we have base model.
Definition: ClpSimplex.hpp:208
ClpSimplex::rowPrimalSequence_
int rowPrimalSequence_
Sequence of worst (-1 if feasible)
Definition: ClpSimplex.hpp:1758