Source code for cylp.py.pivots.LIFOPivot
import numpy as np
from operator import itemgetter
from random import shuffle
from math import floor
from .PivotPythonBase import PivotPythonBase
from cylp.cy.CyClpSimplex import VarStatus
[docs]class LIFOPivot(PivotPythonBase):
'''
Last-In-First-Out pivot rule implementation.
**Usage**
>>> from cylp.cy import CyClpSimplex
>>> from cylp.py.pivots import LIFOPivot
>>> from cylp.py.pivots.LIFOPivot import getMpsExample
>>> # Get the path to a sample mps file
>>> f = getMpsExample()
>>> s = CyClpSimplex()
>>> s.readMps(f) # Returns 0 if OK
0
>>> pivot = LIFOPivot(s)
>>> s.setPivotMethod(pivot)
>>> s.primal()
'optimal'
>>> round(s.objectiveValue, 5)
2520.57174
'''
def __init__(self, clpModel):
self.dim = clpModel.nRows + clpModel.nCols
self.clpModel = clpModel
#self.banList = np.zeros(self.dim, np.int)
self.banList = []
self.priorityList = range(self.dim)
def pivotColumn(self, updates, spareRow1, spareRow2, spareCol1, spareCol2):
'Finds the variable with the best reduced cost and returns its index'
self.updateReducedCosts(updates, spareRow1, spareRow2, spareCol1, spareCol2)
s = self.clpModel
rc = s.reducedCosts
dim = s.nCols + s.nRows
tol = s.dualTolerance
for i in self.priorityList:
#flagged or fixed
if s.flagged(i) or s.CLP_getVarStatus(i) == VarStatus.fixed:
continue
#TODO: can we just say dualInfeasibility = rc[i] ** 2
if s.CLP_getVarStatus(i) == VarStatus.atUpperBound: # upperbound
dualInfeasibility = rc[i]
elif (s.CLP_getVarStatus(i) == VarStatus.superBasic or
s.CLP_getVarStatus(i) == VarStatus.free): # free or superbasic
dualInfeasibility = abs(rc[i])
else: # lowerbound
dualInfeasibility = -rc[i]
if dualInfeasibility > tol:
return i
return -1
def saveWeights(self, model, mode):
self.clpModel = model
def isPivotAcceptable(self):
'''
Inserts the leaving variable index as the first element
in self.priorityList
'''
s = self.clpModel
pivotRow = s.pivotRow()
if pivotRow < 0:
return True
pivotVariable = s.getPivotVariable()
leavingVarIndex = pivotVariable[pivotRow]
self.priorityList.remove(leavingVarIndex)
self.priorityList.insert(0, leavingVarIndex)
return True
def getMpsExample():
import os
import inspect
cylpDir = os.environ['CYLP_SOURCE_DIR']
return os.path.join(cylpDir, 'cylp', 'input', 'p0033.mps')