Clp
1.17.8
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#include <AbcNonLinearCost.hpp>
Public Member Functions | |
Constructors, destructor | |
AbcNonLinearCost () | |
Default constructor. More... | |
AbcNonLinearCost (AbcSimplex *model) | |
Constructor from simplex. More... | |
~AbcNonLinearCost () | |
Destructor. More... | |
AbcNonLinearCost (const AbcNonLinearCost &) | |
AbcNonLinearCost & | operator= (const AbcNonLinearCost &) |
Actual work in primal | |
void | checkInfeasibilities (double oldTolerance=0.0) |
Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero. More... | |
void | checkInfeasibilities (int numberInArray, const int *index) |
Changes infeasible costs for each variable The indices are row indices and need converting to sequences. More... | |
void | checkChanged (int numberInArray, CoinIndexedVector *update) |
Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs. More... | |
void | goThru (int numberInArray, double multiplier, const int *index, const double *work, double *rhs) |
Goes through one bound for each variable. More... | |
void | goBack (int numberInArray, const int *index, double *rhs) |
Takes off last iteration (i.e. More... | |
void | goBackAll (const CoinIndexedVector *update) |
Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs. More... | |
void | zapCosts () |
Temporary zeroing of feasible costs. More... | |
void | refreshCosts (const double *columnCosts) |
Refreshes costs always makes row costs zero. More... | |
void | feasibleBounds () |
Puts feasible bounds into lower and upper. More... | |
void | refresh () |
Refresh - assuming regions OK. More... | |
void | refreshFromPerturbed (double tolerance) |
Refresh - from original. More... | |
double | setOne (int sequence, double solutionValue) |
Sets bounds and cost for one variable Returns change in cost May need to be inline for speed. More... | |
double | setOneBasic (int iRow, double solutionValue) |
Sets bounds and cost for one variable Returns change in cost May need to be inline for speed. More... | |
int | setOneOutgoing (int sequence, double &solutionValue) |
Sets bounds and cost for outgoing variable may change value Returns direction. More... | |
double | nearest (int iRow, double solutionValue) |
Returns nearest bound. More... | |
double | changeInCost (int, double alpha) const |
Returns change in cost - one down if alpha >0.0, up if <0.0 Value is current - new. More... | |
double | changeUpInCost (int) const |
double | changeDownInCost (int) const |
double | changeInCost (int iRow, double alpha, double &rhs) |
This also updates next bound. More... | |
Gets and sets | |
int | numberInfeasibilities () const |
Number of infeasibilities. More... | |
double | changeInCost () const |
Change in cost. More... | |
double | feasibleCost () const |
Feasible cost. More... | |
double | feasibleReportCost () const |
Feasible cost with offset and direction (i.e. for reporting) More... | |
double | sumInfeasibilities () const |
Sum of infeasibilities. More... | |
double | largestInfeasibility () const |
Largest infeasibility. More... | |
double | averageTheta () const |
Average theta. More... | |
void | setAverageTheta (double value) |
void | setChangeInCost (double value) |
Private functions to deal with infeasible regions | |
unsigned char * | statusArray () const |
int | getCurrentStatus (int sequence) |
void | validate () |
For debug. More... | |
Private Attributes | |
Data members | |
double | changeCost_ |
Change in cost because of infeasibilities. More... | |
double | feasibleCost_ |
Feasible cost. More... | |
double | infeasibilityWeight_ |
Current infeasibility weight. More... | |
double | largestInfeasibility_ |
Largest infeasibility. More... | |
double | sumInfeasibilities_ |
Sum of infeasibilities. More... | |
double | averageTheta_ |
Average theta - kept here as only for primal. More... | |
int | numberRows_ |
Number of rows (mainly for checking and copy) More... | |
int | numberColumns_ |
Number of columns (mainly for checking and copy) More... | |
AbcSimplex * | model_ |
Model. More... | |
int | numberInfeasibilities_ |
Number of infeasibilities found. More... | |
unsigned char * | status_ |
Contains status at beginning and current. More... | |
double * | bound_ |
Bound which has been replaced in lower_ or upper_. More... | |
double * | cost_ |
Feasible cost array. More... | |
Definition at line 71 of file AbcNonLinearCost.hpp.
AbcNonLinearCost::AbcNonLinearCost | ( | ) |
Default constructor.
AbcNonLinearCost::AbcNonLinearCost | ( | AbcSimplex * | model | ) |
Constructor from simplex.
This will just set up wasteful arrays for linear, but later may do dual analysis and even finding duplicate columns .
AbcNonLinearCost::~AbcNonLinearCost | ( | ) |
Destructor.
AbcNonLinearCost::AbcNonLinearCost | ( | const AbcNonLinearCost & | ) |
AbcNonLinearCost& AbcNonLinearCost::operator= | ( | const AbcNonLinearCost & | ) |
void AbcNonLinearCost::checkInfeasibilities | ( | double | oldTolerance = 0.0 | ) |
Changes infeasible costs and computes number and cost of infeas Puts all non-basic (non free) variables to bounds and all free variables to zero if oldTolerance is non-zero.
void AbcNonLinearCost::checkInfeasibilities | ( | int | numberInArray, |
const int * | index | ||
) |
Changes infeasible costs for each variable The indices are row indices and need converting to sequences.
void AbcNonLinearCost::checkChanged | ( | int | numberInArray, |
CoinIndexedVector * | update | ||
) |
Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs.
On input array is empty (but indices exist). On exit just changed costs will be stored as normal CoinIndexedVector
void AbcNonLinearCost::goThru | ( | int | numberInArray, |
double | multiplier, | ||
const int * | index, | ||
const double * | work, | ||
double * | rhs | ||
) |
Goes through one bound for each variable.
If multiplier*work[iRow]>0 goes down, otherwise up. The indices are row indices and need converting to sequences Temporary offsets may be set Rhs entries are increased
void AbcNonLinearCost::goBack | ( | int | numberInArray, |
const int * | index, | ||
double * | rhs | ||
) |
Takes off last iteration (i.e.
offsets closer to 0)
void AbcNonLinearCost::goBackAll | ( | const CoinIndexedVector * | update | ) |
Puts back correct infeasible costs for each variable The input indices are row indices and need converting to sequences for costs.
At the end of this all temporary offsets are zero
void AbcNonLinearCost::zapCosts | ( | ) |
Temporary zeroing of feasible costs.
void AbcNonLinearCost::refreshCosts | ( | const double * | columnCosts | ) |
Refreshes costs always makes row costs zero.
void AbcNonLinearCost::feasibleBounds | ( | ) |
Puts feasible bounds into lower and upper.
void AbcNonLinearCost::refresh | ( | ) |
Refresh - assuming regions OK.
void AbcNonLinearCost::refreshFromPerturbed | ( | double | tolerance | ) |
Refresh - from original.
double AbcNonLinearCost::setOne | ( | int | sequence, |
double | solutionValue | ||
) |
Sets bounds and cost for one variable Returns change in cost May need to be inline for speed.
double AbcNonLinearCost::setOneBasic | ( | int | iRow, |
double | solutionValue | ||
) |
Sets bounds and cost for one variable Returns change in cost May need to be inline for speed.
int AbcNonLinearCost::setOneOutgoing | ( | int | sequence, |
double & | solutionValue | ||
) |
Sets bounds and cost for outgoing variable may change value Returns direction.
double AbcNonLinearCost::nearest | ( | int | iRow, |
double | solutionValue | ||
) |
Returns nearest bound.
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Returns change in cost - one down if alpha >0.0, up if <0.0 Value is current - new.
Definition at line 155 of file AbcNonLinearCost.hpp.
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Definition at line 159 of file AbcNonLinearCost.hpp.
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Definition at line 163 of file AbcNonLinearCost.hpp.
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This also updates next bound.
Definition at line 168 of file AbcNonLinearCost.hpp.
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Number of infeasibilities.
Definition at line 207 of file AbcNonLinearCost.hpp.
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Change in cost.
Definition at line 212 of file AbcNonLinearCost.hpp.
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Feasible cost.
Definition at line 217 of file AbcNonLinearCost.hpp.
double AbcNonLinearCost::feasibleReportCost | ( | ) | const |
Feasible cost with offset and direction (i.e. for reporting)
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Sum of infeasibilities.
Definition at line 224 of file AbcNonLinearCost.hpp.
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Largest infeasibility.
Definition at line 229 of file AbcNonLinearCost.hpp.
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Average theta.
Definition at line 234 of file AbcNonLinearCost.hpp.
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Definition at line 238 of file AbcNonLinearCost.hpp.
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Definition at line 242 of file AbcNonLinearCost.hpp.
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Definition at line 248 of file AbcNonLinearCost.hpp.
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Definition at line 252 of file AbcNonLinearCost.hpp.
void AbcNonLinearCost::validate | ( | ) |
For debug.
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Change in cost because of infeasibilities.
Definition at line 264 of file AbcNonLinearCost.hpp.
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Feasible cost.
Definition at line 266 of file AbcNonLinearCost.hpp.
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Current infeasibility weight.
Definition at line 268 of file AbcNonLinearCost.hpp.
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Largest infeasibility.
Definition at line 270 of file AbcNonLinearCost.hpp.
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Sum of infeasibilities.
Definition at line 272 of file AbcNonLinearCost.hpp.
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Average theta - kept here as only for primal.
Definition at line 274 of file AbcNonLinearCost.hpp.
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Number of rows (mainly for checking and copy)
Definition at line 276 of file AbcNonLinearCost.hpp.
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Number of columns (mainly for checking and copy)
Definition at line 278 of file AbcNonLinearCost.hpp.
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Model.
Definition at line 280 of file AbcNonLinearCost.hpp.
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Number of infeasibilities found.
Definition at line 282 of file AbcNonLinearCost.hpp.
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Contains status at beginning and current.
Definition at line 285 of file AbcNonLinearCost.hpp.
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Bound which has been replaced in lower_ or upper_.
Definition at line 287 of file AbcNonLinearCost.hpp.
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Feasible cost array.
Definition at line 289 of file AbcNonLinearCost.hpp.