Clp  1.17.8
ClpDynamicMatrix.hpp
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1 /* $Id$ */
2 // Copyright (C) 2004, 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 #ifndef ClpDynamicMatrix_H
7 #define ClpDynamicMatrix_H
8 
9 #include "CoinPragma.hpp"
10 
11 #include "ClpPackedMatrix.hpp"
12 class ClpSimplex;
20 
21 public:
24  soloKey = 0x00,
25  inSmall = 0x01,
26  atUpperBound = 0x02,
27  atLowerBound = 0x03
28  };
31  virtual void partialPricing(ClpSimplex *model, double start, double end,
33  int &bestSequence, int &numberWanted);
34 
38  virtual int updatePivot(ClpSimplex *model, double oldInValue, double oldOutValue);
42  virtual double *rhsOffset(ClpSimplex *model, bool forceRefresh = false,
43  bool check = false);
44 
49  virtual void times(double scalar,
50  const double *x, double *y) const;
52  void modifyOffset(int sequence, double amount);
54  double keyValue(int iSet) const;
63  virtual void dualExpanded(ClpSimplex *model, CoinIndexedVector *array,
64  double *other, int mode);
82  virtual int generalExpanded(ClpSimplex *model, int mode, int &number);
87  virtual int refresh(ClpSimplex *model);
91  virtual void createVariable(ClpSimplex *model, int &bestSequence);
93  virtual double reducedCost(ClpSimplex *model, int sequence) const;
95  void gubCrash();
97  void writeMps(const char *name);
99  void initialProblem();
101  int addColumn(CoinBigIndex numberEntries, const int *row, const double *element,
102  double cost, double lower, double upper, int iSet,
103  DynamicStatus status);
108  virtual void packDown(const int *, int) {}
110  inline double columnLower(int sequence) const
111  {
112  if (columnLower_)
113  return columnLower_[sequence];
114  else
115  return 0.0;
116  }
118  inline double columnUpper(int sequence) const
119  {
120  if (columnUpper_)
121  return columnUpper_[sequence];
122  else
123  return COIN_DBL_MAX;
124  }
125 
127 
139  int numberColumns, const int *starts,
140  const double *lower, const double *upper,
141  const CoinBigIndex *startColumn, const int *row,
142  const double *element, const double *cost,
143  const double *columnLower = NULL, const double *columnUpper = NULL,
144  const unsigned char *status = NULL,
145  const unsigned char *dynamicStatus = NULL);
146 
148  virtual ~ClpDynamicMatrix();
150 
156  ClpDynamicMatrix(const CoinPackedMatrix &);
157 
160  virtual ClpMatrixBase *clone() const;
162 
164  inline ClpSimplex::Status getStatus(int sequence) const
166  {
167  return static_cast< ClpSimplex::Status >(status_[sequence] & 7);
168  }
169  inline void setStatus(int sequence, ClpSimplex::Status status)
170  {
171  unsigned char &st_byte = status_[sequence];
172  st_byte = static_cast< unsigned char >(st_byte & ~7);
173  st_byte = static_cast< unsigned char >(st_byte | status);
174  }
176  inline bool flaggedSlack(int i) const
177  {
178  return (status_[i] & 8) != 0;
179  }
180  inline void setFlaggedSlack(int i)
181  {
182  status_[i] = static_cast< unsigned char >(status_[i] | 8);
183  }
184  inline void unsetFlaggedSlack(int i)
185  {
186  status_[i] = static_cast< unsigned char >(status_[i] & ~8);
187  }
189  inline int numberSets() const
190  {
191  return numberSets_;
192  }
194  inline int numberGubEntries() const
195  {
196  return startSet_[numberSets_];
197  }
199  inline int *startSets() const
200  {
201  return startSet_;
202  }
204  inline bool flagged(int i) const
205  {
206  return (dynamicStatus_[i] & 8) != 0;
207  }
208  inline void setFlagged(int i)
209  {
210  dynamicStatus_[i] = static_cast< unsigned char >(dynamicStatus_[i] | 8);
211  }
212  inline void unsetFlagged(int i)
213  {
214  dynamicStatus_[i] = static_cast< unsigned char >(dynamicStatus_[i] & ~8);
215  }
216  inline void setDynamicStatus(int sequence, DynamicStatus status)
217  {
218  unsigned char &st_byte = dynamicStatus_[sequence];
219  st_byte = static_cast< unsigned char >(st_byte & ~7);
220  st_byte = static_cast< unsigned char >(st_byte | status);
221  }
222  inline DynamicStatus getDynamicStatus(int sequence) const
223  {
224  return static_cast< DynamicStatus >(dynamicStatus_[sequence] & 7);
225  }
227  inline double objectiveOffset() const
228  {
229  return objectiveOffset_;
230  }
232  inline CoinBigIndex *startColumn() const
233  {
234  return startColumn_;
235  }
237  inline int *row() const
238  {
239  return row_;
240  }
242  inline double *element() const
243  {
244  return element_;
245  }
247  inline double *cost() const
248  {
249  return cost_;
250  }
252  inline int *id() const
253  {
254  return id_;
255  }
257  inline double *columnLower() const
258  {
259  return columnLower_;
260  }
262  inline double *columnUpper() const
263  {
264  return columnUpper_;
265  }
267  inline double *lowerSet() const
268  {
269  return lowerSet_;
270  }
272  inline double *upperSet() const
273  {
274  return upperSet_;
275  }
277  inline int numberGubColumns() const
278  {
279  return numberGubColumns_;
280  }
282  inline int firstAvailable() const
283  {
284  return firstAvailable_;
285  }
287  inline int firstDynamic() const
288  {
289  return firstDynamic_;
290  }
292  inline int lastDynamic() const
293  {
294  return lastDynamic_;
295  }
297  inline int numberStaticRows() const
298  {
299  return numberStaticRows_;
300  }
302  inline CoinBigIndex numberElements() const
303  {
304  return numberElements_;
305  }
306  inline int *keyVariable() const
307  {
308  return keyVariable_;
309  }
311  void switchOffCheck();
313  inline unsigned char *gubRowStatus() const
314  {
315  return status_;
316  }
318  inline unsigned char *dynamicStatus() const
319  {
320  return dynamicStatus_;
321  }
323  int whichSet(int sequence) const;
325 
326 protected:
345  mutable int *keyVariable_;
347  int *toIndex_;
348  // Reverse pointer from index to set
357  double *lowerSet_;
359  double *upperSet_;
361  unsigned char *status_;
375  CoinBigIndex numberElements_;
385  int noCheck_;
393  CoinBigIndex maximumElements_;
395  int *startSet_;
397  int *next_;
399  CoinBigIndex *startColumn_;
401  int *row_;
403  double *element_;
405  double *cost_;
407  int *id_;
409  unsigned char *dynamicStatus_;
411  double *columnLower_;
413  double *columnUpper_;
415 };
416 
417 #endif
418 
419 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
420 */
ClpSimplex
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:106
ClpDynamicMatrix::soloKey
@ soloKey
Definition: ClpDynamicMatrix.hpp:24
ClpDynamicMatrix
This implements a dynamic matrix when we have a limit on the number of "interesting rows".
Definition: ClpDynamicMatrix.hpp:19
ClpDynamicMatrix::firstAvailableBefore_
int firstAvailableBefore_
first free when iteration started
Definition: ClpDynamicMatrix.hpp:367
ClpDynamicMatrix::addColumn
int addColumn(CoinBigIndex numberEntries, const int *row, const double *element, double cost, double lower, double upper, int iSet, DynamicStatus status)
Adds in a column to gub structure (called from descendant) and returns sequence.
ClpDynamicMatrix::atUpperBound
@ atUpperBound
Definition: ClpDynamicMatrix.hpp:26
ClpDynamicMatrix::setFlaggedSlack
void setFlaggedSlack(int i)
Definition: ClpDynamicMatrix.hpp:180
ClpDynamicMatrix::numberPrimalInfeasibilities_
int numberPrimalInfeasibilities_
Number of primal infeasibilities.
Definition: ClpDynamicMatrix.hpp:379
ClpDynamicMatrix::~ClpDynamicMatrix
virtual ~ClpDynamicMatrix()
Destructor.
ClpDynamicMatrix::writeMps
void writeMps(const char *name)
Writes out model (without names)
ClpDynamicMatrix::id
int * id() const
ids of active columns (just index here)
Definition: ClpDynamicMatrix.hpp:252
ClpDynamicMatrix::numberDualInfeasibilities_
int numberDualInfeasibilities_
Number of dual infeasibilities.
Definition: ClpDynamicMatrix.hpp:377
ClpDynamicMatrix::columnUpper
double columnUpper(int sequence) const
Gets upper bound (to simplify coding)
Definition: ClpDynamicMatrix.hpp:118
ClpDynamicMatrix::row_
int * row_
rows
Definition: ClpDynamicMatrix.hpp:401
ClpDynamicMatrix::modifyOffset
void modifyOffset(int sequence, double amount)
Modifies rhs offset.
ClpDynamicMatrix::keyValue
double keyValue(int iSet) const
Gets key value when none in small.
ClpDynamicMatrix::numberStaticRows
int numberStaticRows() const
number of rows in original model
Definition: ClpDynamicMatrix.hpp:297
ClpDynamicMatrix::firstDynamic_
int firstDynamic_
first dynamic
Definition: ClpDynamicMatrix.hpp:369
ClpDynamicMatrix::numberGubColumns_
int numberGubColumns_
size
Definition: ClpDynamicMatrix.hpp:389
ClpDynamicMatrix::objectiveOffset
double objectiveOffset() const
Saved value of objective offset.
Definition: ClpDynamicMatrix.hpp:227
ClpDynamicMatrix::firstAvailable_
int firstAvailable_
first free
Definition: ClpDynamicMatrix.hpp:365
ClpDynamicMatrix::sumOfRelaxedPrimalInfeasibilities_
double sumOfRelaxedPrimalInfeasibilities_
Sum of Primal infeasibilities using tolerance based on error in primals.
Definition: ClpDynamicMatrix.hpp:337
ClpDynamicMatrix::unsetFlagged
void unsetFlagged(int i)
Definition: ClpDynamicMatrix.hpp:212
ClpDynamicMatrix::upperSet
double * upperSet() const
Upper bounds on sets.
Definition: ClpDynamicMatrix.hpp:272
ClpDynamicMatrix::id_
int * id_
ids of active columns (just index here)
Definition: ClpDynamicMatrix.hpp:407
ClpDynamicMatrix::columnUpper_
double * columnUpper_
Optional upper bounds on columns.
Definition: ClpDynamicMatrix.hpp:413
ClpDynamicMatrix::numberGubColumns
int numberGubColumns() const
size
Definition: ClpDynamicMatrix.hpp:277
ClpDynamicMatrix::startSets
int * startSets() const
Sets.
Definition: ClpDynamicMatrix.hpp:199
ClpPackedMatrix::times
virtual void times(double scalar, const double *x, double *y) const
Return y + A * scalar *x in y.
ClpDynamicMatrix::dynamicStatus
unsigned char * dynamicStatus() const
Status region for gub variables.
Definition: ClpDynamicMatrix.hpp:318
ClpDynamicMatrix::times
virtual void times(double scalar, const double *x, double *y) const
Return y + A * scalar *x in y.
ClpDynamicMatrix::row
int * row() const
rows
Definition: ClpDynamicMatrix.hpp:237
ClpPackedMatrix
Definition: ClpPackedMatrix.hpp:23
ClpDynamicMatrix::cost
double * cost() const
costs
Definition: ClpDynamicMatrix.hpp:247
ClpDynamicMatrix::lastDynamic_
int lastDynamic_
number of columns in dynamic model
Definition: ClpDynamicMatrix.hpp:371
ClpDynamicMatrix::getDynamicStatus
DynamicStatus getDynamicStatus(int sequence) const
Definition: ClpDynamicMatrix.hpp:222
ClpDynamicMatrix::columnLower_
double * columnLower_
Optional lower bounds on columns.
Definition: ClpDynamicMatrix.hpp:411
ClpDynamicMatrix::createVariable
virtual void createVariable(ClpSimplex *model, int &bestSequence)
Creates a variable.
ClpDynamicMatrix::model_
ClpSimplex * model_
Pointer back to model.
Definition: ClpDynamicMatrix.hpp:363
ClpDynamicMatrix::maximumElements_
CoinBigIndex maximumElements_
current maximum number of elemnts (then compress)
Definition: ClpDynamicMatrix.hpp:393
ClpDynamicMatrix::flaggedSlack
bool flaggedSlack(int i) const
Whether flagged slack.
Definition: ClpDynamicMatrix.hpp:176
ClpDynamicMatrix::noCheck_
int noCheck_
If pricing will declare victory (i.e.
Definition: ClpDynamicMatrix.hpp:385
ClpDynamicMatrix::sumOfRelaxedDualInfeasibilities_
double sumOfRelaxedDualInfeasibilities_
Sum of Dual infeasibilities using tolerance based on error in duals.
Definition: ClpDynamicMatrix.hpp:335
ClpDynamicMatrix::partialPricing
virtual void partialPricing(ClpSimplex *model, double start, double end, int &bestSequence, int &numberWanted)
Partial pricing.
ClpDynamicMatrix::cost_
double * cost_
costs
Definition: ClpDynamicMatrix.hpp:405
ClpDynamicMatrix::numberStaticRows_
int numberStaticRows_
number of rows in original model
Definition: ClpDynamicMatrix.hpp:373
ClpDynamicMatrix::switchOffCheck
void switchOffCheck()
Switches off dj checking each factorization (for BIG models)
ClpDynamicMatrix::initialProblem
void initialProblem()
Populates initial matrix from dynamic status.
ClpDynamicMatrix::startColumn_
CoinBigIndex * startColumn_
Starts of each column.
Definition: ClpDynamicMatrix.hpp:399
ClpDynamicMatrix::savedBestGubDual_
double savedBestGubDual_
Saved best dual on gub row in pricing.
Definition: ClpDynamicMatrix.hpp:339
ClpMatrixBase
Abstract base class for Clp Matrices.
Definition: ClpMatrixBase.hpp:38
ClpDynamicMatrix::operator=
ClpDynamicMatrix & operator=(const ClpDynamicMatrix &)
ClpDynamicMatrix::infeasibilityWeight_
double infeasibilityWeight_
Infeasibility weight when last full pass done.
Definition: ClpDynamicMatrix.hpp:387
ClpDynamicMatrix::generalExpanded
virtual int generalExpanded(ClpSimplex *model, int mode, int &number)
mode=0 - Create list of non-key basics in pivotVariable_ using number as numberBasic in and out mode=...
ClpDynamicMatrix::rhsOffset
virtual double * rhsOffset(ClpSimplex *model, bool forceRefresh=false, bool check=false)
Returns effective RHS offset if it is being used.
ClpDynamicMatrix::status_
unsigned char * status_
Status of slack on set.
Definition: ClpDynamicMatrix.hpp:361
ClpDynamicMatrix::reducedCost
virtual double reducedCost(ClpSimplex *model, int sequence) const
Returns reduced cost of a variable.
ClpDynamicMatrix::unsetFlaggedSlack
void unsetFlaggedSlack(int i)
Definition: ClpDynamicMatrix.hpp:184
ClpDynamicMatrix::firstDynamic
int firstDynamic() const
first dynamic
Definition: ClpDynamicMatrix.hpp:287
ClpDynamicMatrix::numberSets
int numberSets() const
Number of sets (dynamic rows)
Definition: ClpDynamicMatrix.hpp:189
ClpDynamicMatrix::numberActiveSets_
int numberActiveSets_
Number of active sets.
Definition: ClpDynamicMatrix.hpp:353
ClpDynamicMatrix::atLowerBound
@ atLowerBound
Definition: ClpDynamicMatrix.hpp:27
ClpDynamicMatrix::next_
int * next_
next in chain
Definition: ClpDynamicMatrix.hpp:397
ClpDynamicMatrix::numberGubEntries
int numberGubEntries() const
Number of possible gub variables.
Definition: ClpDynamicMatrix.hpp:194
ClpDynamicMatrix::sumDualInfeasibilities_
double sumDualInfeasibilities_
Sum of dual infeasibilities.
Definition: ClpDynamicMatrix.hpp:331
ClpDynamicMatrix::getStatus
ClpSimplex::Status getStatus(int sequence) const
Status of row slacks.
Definition: ClpDynamicMatrix.hpp:165
ClpDynamicMatrix::packDown
virtual void packDown(const int *, int)
If addColumn forces compression then this allows descendant to know what to do.
Definition: ClpDynamicMatrix.hpp:108
ClpDynamicMatrix::columnLower
double columnLower(int sequence) const
Gets lower bound (to simplify coding)
Definition: ClpDynamicMatrix.hpp:110
ClpDynamicMatrix::sumPrimalInfeasibilities_
double sumPrimalInfeasibilities_
Sum of primal infeasibilities.
Definition: ClpDynamicMatrix.hpp:333
ClpDynamicMatrix::inSmall
@ inSmall
Definition: ClpDynamicMatrix.hpp:25
ClpDynamicMatrix::startSet_
int * startSet_
Start of each set.
Definition: ClpDynamicMatrix.hpp:395
ClpDynamicMatrix::dynamicStatus_
unsigned char * dynamicStatus_
for status and which bound
Definition: ClpDynamicMatrix.hpp:409
ClpDynamicMatrix::firstAvailable
int firstAvailable() const
first free
Definition: ClpDynamicMatrix.hpp:282
ClpDynamicMatrix::DynamicStatus
DynamicStatus
enums for status of various sorts
Definition: ClpDynamicMatrix.hpp:23
ClpDynamicMatrix::whichSet
int whichSet(int sequence) const
Returns which set a variable is in.
ClpDynamicMatrix::numberSets_
int numberSets_
Number of sets (dynamic rows)
Definition: ClpDynamicMatrix.hpp:351
ClpDynamicMatrix::objectiveOffset_
double objectiveOffset_
Saved value of objective offset.
Definition: ClpDynamicMatrix.hpp:355
ClpDynamicMatrix::keyVariable_
int * keyVariable_
Key variable of set (only accurate if none in small problem)
Definition: ClpDynamicMatrix.hpp:345
ClpDynamicMatrix::keyVariable
int * keyVariable() const
Definition: ClpDynamicMatrix.hpp:306
ClpDynamicMatrix::numberElements_
CoinBigIndex numberElements_
size of working matrix (max)
Definition: ClpDynamicMatrix.hpp:375
ClpDynamicMatrix::columnLower
double * columnLower() const
Optional lower bounds on columns.
Definition: ClpDynamicMatrix.hpp:257
ClpDynamicMatrix::upperSet_
double * upperSet_
Upper bounds on sets.
Definition: ClpDynamicMatrix.hpp:359
ClpDynamicMatrix::numberElements
CoinBigIndex numberElements() const
size of working matrix (max)
Definition: ClpDynamicMatrix.hpp:302
ClpDynamicMatrix::lowerSet
double * lowerSet() const
Lower bounds on sets.
Definition: ClpDynamicMatrix.hpp:267
ClpDynamicMatrix::gubCrash
void gubCrash()
Does gub crash.
ClpDynamicMatrix::refresh
virtual int refresh(ClpSimplex *model)
Purely for column generation and similar ideas.
ClpPackedMatrix.hpp
ClpDynamicMatrix::element
double * element() const
elements
Definition: ClpDynamicMatrix.hpp:242
ClpDynamicMatrix::element_
double * element_
elements
Definition: ClpDynamicMatrix.hpp:403
ClpDynamicMatrix::maximumGubColumns_
int maximumGubColumns_
current maximum number of columns (then compress)
Definition: ClpDynamicMatrix.hpp:391
ClpDynamicMatrix::setFlagged
void setFlagged(int i)
Definition: ClpDynamicMatrix.hpp:208
ClpDynamicMatrix::setStatus
void setStatus(int sequence, ClpSimplex::Status status)
Definition: ClpDynamicMatrix.hpp:169
ClpDynamicMatrix::backToPivotRow_
int * backToPivotRow_
Backward pointer to pivot row !!!
Definition: ClpDynamicMatrix.hpp:343
ClpDynamicMatrix::setDynamicStatus
void setDynamicStatus(int sequence, DynamicStatus status)
Definition: ClpDynamicMatrix.hpp:216
ClpDynamicMatrix::gubRowStatus
unsigned char * gubRowStatus() const
Status region for gub slacks.
Definition: ClpDynamicMatrix.hpp:313
ClpDynamicMatrix::columnUpper
double * columnUpper() const
Optional upper bounds on columns.
Definition: ClpDynamicMatrix.hpp:262
ClpDynamicMatrix::toIndex_
int * toIndex_
Backward pointer to extra row.
Definition: ClpDynamicMatrix.hpp:347
ClpDynamicMatrix::fromIndex_
int * fromIndex_
Definition: ClpDynamicMatrix.hpp:349
ClpDynamicMatrix::lowerSet_
double * lowerSet_
Lower bounds on sets.
Definition: ClpDynamicMatrix.hpp:357
ClpDynamicMatrix::flagged
bool flagged(int i) const
Whether flagged.
Definition: ClpDynamicMatrix.hpp:204
ClpDynamicMatrix::updatePivot
virtual int updatePivot(ClpSimplex *model, double oldInValue, double oldOutValue)
update information for a pivot (and effective rhs)
ClpDynamicMatrix::savedBestSet_
int savedBestSet_
Saved best set in pricing.
Definition: ClpDynamicMatrix.hpp:341
ClpDynamicMatrix::lastDynamic
int lastDynamic() const
number of columns in dynamic model
Definition: ClpDynamicMatrix.hpp:292
ClpDynamicMatrix::dualExpanded
virtual void dualExpanded(ClpSimplex *model, CoinIndexedVector *array, double *other, int mode)
mode=0 - Set up before "updateTranspose" and "transposeTimes" for duals using extended updates array ...
ClpDynamicMatrix::clone
virtual ClpMatrixBase * clone() const
Clone.
ClpSimplex::Status
Status
enums for status of various sorts.
Definition: ClpSimplex.hpp:114
ClpDynamicMatrix::startColumn
CoinBigIndex * startColumn() const
Starts of each column.
Definition: ClpDynamicMatrix.hpp:232
ClpDynamicMatrix::ClpDynamicMatrix
ClpDynamicMatrix()
Default constructor.