Primal Column Pivot Steepest Edge Algorithm Class. More...

#include <AbcPrimalColumnSteepest.hpp>

Inheritance diagram for AbcPrimalColumnSteepest:

Collaboration diagram for AbcPrimalColumnSteepest:

Public Member Functions
Algorithmic methods
virtual int	pivotColumn (CoinPartitionedVector updates, CoinPartitionedVector spareRow2, CoinPartitionedVector *spareColumn1)
	Returns pivot column, -1 if none. More...

void	justDjs (CoinIndexedVector updates, CoinIndexedVector spareColumn1)
	Just update djs. More...

int	partialPricing (CoinIndexedVector *updates, int numberWanted, int numberLook)
	Update djs doing partial pricing (dantzig) More...

void	djsAndDevex (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector *spareColumn1)
	Update djs, weights for Devex using djs. More...

void	djsAndDevex2 (CoinIndexedVector updates, CoinIndexedVector spareColumn1)
	Update djs, weights for Devex using pivot row. More...

void	justDevex (CoinIndexedVector updates, CoinIndexedVector spareColumn1)
	Update weights for Devex. More...

int	doSteepestWork (CoinPartitionedVector updates, CoinPartitionedVector spareRow2, CoinPartitionedVector *spareColumn1, int type)
	Does steepest work type - 0 - just djs 1 - just steepest 2 - both using scaleFactor 3 - both using extra array. More...

virtual void	updateWeights (CoinIndexedVector *input)
	Updates weights - part 1 - also checks accuracy. More...

void	checkAccuracy (int sequence, double relativeTolerance, CoinIndexedVector *rowArray1)
	Checks accuracy - just for debug. More...

void	initializeWeights ()
	Initialize weights. More...

virtual void	saveWeights (AbcSimplex *model, int mode)
	Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization) More...

virtual void	unrollWeights ()
	Gets rid of last update. More...

virtual void	clearArrays ()
	Gets rid of all arrays. More...

virtual bool	looksOptimal () const
	Returns true if would not find any column. More...

virtual void	maximumPivotsChanged ()
	Called when maximum pivots changes. More...

Constructors and destructors
	AbcPrimalColumnSteepest (int mode=3)
	Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. More...

	AbcPrimalColumnSteepest (const AbcPrimalColumnSteepest &rhs)
	Copy constructor. More...

AbcPrimalColumnSteepest &	operator= (const AbcPrimalColumnSteepest &rhs)
	Assignment operator. More...

virtual	~AbcPrimalColumnSteepest ()
	Destructor. More...

virtual AbcPrimalColumnPivot *	clone (bool copyData=true) const
	Clone. More...

Private functions to deal with devex
bool	reference (int i) const
	reference would be faster using AbcSimplex's status_, but I prefer to keep modularity. More...

void	setReference (int i, bool trueFalse)

void	setPersistence (Persistence life)
	Set/ get persistence. More...

Persistence	persistence () const

Public Member Functions inherited from AbcPrimalColumnPivot
virtual int	pivotRow (double &way)
	Signals pivot row choice: -2 (default) - use normal pivot row choice -1 to numberRows-1 - use this (will be checked) way should be -1 to go to lower bound, +1 to upper bound. More...

virtual void	setLooksOptimal (bool flag)
	Sets optimality flag (for advanced use) More...

	AbcPrimalColumnPivot ()
	Default Constructor. More...

	AbcPrimalColumnPivot (const AbcPrimalColumnPivot &)
	Copy constructor. More...

AbcPrimalColumnPivot &	operator= (const AbcPrimalColumnPivot &rhs)
	Assignment operator. More...

virtual	~AbcPrimalColumnPivot ()
	Destructor. More...

AbcSimplex *	model ()
	Returns model. More...

void	setModel (AbcSimplex *newmodel)
	Sets model. More...

int	type ()
	Returns type (above 63 is extra information) More...

virtual int	numberSprintColumns (int &numberIterations) const
	Returns number of extra columns for sprint algorithm - 0 means off. More...

virtual void	switchOffSprint ()
	Switch off sprint idea. More...

Private Attributes
Private member data
double	devex_

double *	weights_
	weight array More...

CoinIndexedVector *	infeasible_
	square of infeasibility array (just for infeasible columns) More...

CoinIndexedVector *	alternateWeights_
	alternate weight array (so we can unroll) More...

double *	savedWeights_
	save weight array (so we can use checkpoint) More...

unsigned int *	reference_

int	state_
	Status 0) Normal -1) Needs initialization 1) Weights are stored by sequence number. More...

int	mode_
	0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. More...

Persistence	persistence_
	Life of weights. More...

int	numberSwitched_
	Number of times switched from partial dantzig to 0/2. More...

int	pivotSequence_

int	savedPivotSequence_

int	savedSequenceOut_

int	lastRectified_

int	sizeFactorization_

gets and sets
enum	Persistence { normal = 0x00, keep = 0x01 }
	enums for persistence More...

int	mode () const
	Mode. More...

Additional Inherited Members
Protected Attributes inherited from AbcPrimalColumnPivot
AbcSimplex *	model_
	Pointer to model. More...

int	type_
	Type of column pivot algorithm. More...

bool	looksOptimal_
	Says if looks optimal (normally computed) More...

Detailed Description

Primal Column Pivot Steepest Edge Algorithm Class.

See Forrest-Goldfarb paper for algorithm

Definition at line 21 of file AbcPrimalColumnSteepest.hpp.

Member Enumeration Documentation

◆ Persistence

enum AbcPrimalColumnSteepest::Persistence

enums for persistence

Enumerator
normal
keep

Definition at line 106 of file AbcPrimalColumnSteepest.hpp.

Constructor & Destructor Documentation

◆ AbcPrimalColumnSteepest() [1/2]

AbcPrimalColumnSteepest::AbcPrimalColumnSteepest ( int mode = 3 )

Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.

By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems.

◆ AbcPrimalColumnSteepest() [2/2]

AbcPrimalColumnSteepest::AbcPrimalColumnSteepest ( const AbcPrimalColumnSteepest & rhs )

Copy constructor.

◆ ~AbcPrimalColumnSteepest()

virtual AbcPrimalColumnSteepest::~AbcPrimalColumnSteepest ( )

virtual

Destructor.

Member Function Documentation

◆ pivotColumn()

virtual int AbcPrimalColumnSteepest::pivotColumn	(	CoinPartitionedVector *	updates,
		CoinPartitionedVector *	spareRow2,
		CoinPartitionedVector *	spareColumn1
	)

virtual

Returns pivot column, -1 if none.

The Packed CoinIndexedVector updates has cost updates - for normal LP that is just +-weight where a feasibility changed. It also has reduced cost from last iteration in pivot row Parts of operation split out into separate functions for profiling and speed

Implements AbcPrimalColumnPivot.

◆ justDjs()

void AbcPrimalColumnSteepest::justDjs	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareColumn1
	)

Just update djs.

◆ partialPricing()

int AbcPrimalColumnSteepest::partialPricing	(	CoinIndexedVector *	updates,
		int	numberWanted,
		int	numberLook
	)

Update djs doing partial pricing (dantzig)

◆ djsAndDevex()

void AbcPrimalColumnSteepest::djsAndDevex	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1
	)

Update djs, weights for Devex using djs.

◆ djsAndDevex2()

void AbcPrimalColumnSteepest::djsAndDevex2	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareColumn1
	)

Update djs, weights for Devex using pivot row.

◆ justDevex()

void AbcPrimalColumnSteepest::justDevex	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareColumn1
	)

Update weights for Devex.

◆ doSteepestWork()

int AbcPrimalColumnSteepest::doSteepestWork	(	CoinPartitionedVector *	updates,
		CoinPartitionedVector *	spareRow2,
		CoinPartitionedVector *	spareColumn1,
		int	type
	)

Does steepest work type - 0 - just djs 1 - just steepest 2 - both using scaleFactor 3 - both using extra array.

◆ updateWeights()

virtual void AbcPrimalColumnSteepest::updateWeights ( CoinIndexedVector * input )

virtual

Updates weights - part 1 - also checks accuracy.

Reimplemented from AbcPrimalColumnPivot.

◆ checkAccuracy()

void AbcPrimalColumnSteepest::checkAccuracy	(	int	sequence,
		double	relativeTolerance,
		CoinIndexedVector *	rowArray1
	)

Checks accuracy - just for debug.

◆ initializeWeights()

void AbcPrimalColumnSteepest::initializeWeights ( )

Initialize weights.

◆ saveWeights()

virtual void AbcPrimalColumnSteepest::saveWeights	(	AbcSimplex *	model,
		int	mode
	)

virtual

Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization)

Implements AbcPrimalColumnPivot.

◆ unrollWeights()

virtual void AbcPrimalColumnSteepest::unrollWeights ( )

virtual

Gets rid of last update.

◆ clearArrays()

virtual void AbcPrimalColumnSteepest::clearArrays ( )

virtual

Gets rid of all arrays.

Reimplemented from AbcPrimalColumnPivot.

◆ looksOptimal()

virtual bool AbcPrimalColumnSteepest::looksOptimal ( ) const

virtual

Returns true if would not find any column.

Reimplemented from AbcPrimalColumnPivot.

◆ maximumPivotsChanged()

virtual void AbcPrimalColumnSteepest::maximumPivotsChanged ( )

virtual

Called when maximum pivots changes.

Reimplemented from AbcPrimalColumnPivot.

◆ mode()

int AbcPrimalColumnSteepest::mode ( ) const

inline

Mode.

Definition at line 98 of file AbcPrimalColumnSteepest.hpp.

◆ operator=()

AbcPrimalColumnSteepest& AbcPrimalColumnSteepest::operator= ( const AbcPrimalColumnSteepest & rhs )

Assignment operator.

◆ clone()

virtual AbcPrimalColumnPivot* AbcPrimalColumnSteepest::clone ( bool copyData = true ) const

virtual

Clone.

Implements AbcPrimalColumnPivot.

◆ reference()

bool AbcPrimalColumnSteepest::reference ( int i ) const

inline

reference would be faster using AbcSimplex's status_, but I prefer to keep modularity.

Definition at line 141 of file AbcPrimalColumnSteepest.hpp.

◆ setReference()

void AbcPrimalColumnSteepest::setReference	(	int	i,
		bool	trueFalse
	)

inline

Definition at line 145 of file AbcPrimalColumnSteepest.hpp.

◆ setPersistence()

void AbcPrimalColumnSteepest::setPersistence ( Persistence life )

inline

Set/ get persistence.

Definition at line 155 of file AbcPrimalColumnSteepest.hpp.

◆ persistence()

Persistence AbcPrimalColumnSteepest::persistence ( ) const

inline

Definition at line 159 of file AbcPrimalColumnSteepest.hpp.

Member Data Documentation

◆ devex_

double AbcPrimalColumnSteepest::devex_

private

Definition at line 170 of file AbcPrimalColumnSteepest.hpp.

◆ weights_

double* AbcPrimalColumnSteepest::weights_

private

weight array

Definition at line 172 of file AbcPrimalColumnSteepest.hpp.

◆ infeasible_

CoinIndexedVector* AbcPrimalColumnSteepest::infeasible_

private

square of infeasibility array (just for infeasible columns)

Definition at line 174 of file AbcPrimalColumnSteepest.hpp.

◆ alternateWeights_

CoinIndexedVector* AbcPrimalColumnSteepest::alternateWeights_

private

alternate weight array (so we can unroll)

Definition at line 176 of file AbcPrimalColumnSteepest.hpp.

◆ savedWeights_

double* AbcPrimalColumnSteepest::savedWeights_

private

save weight array (so we can use checkpoint)

Definition at line 178 of file AbcPrimalColumnSteepest.hpp.

◆ reference_

unsigned int* AbcPrimalColumnSteepest::reference_

private

Definition at line 180 of file AbcPrimalColumnSteepest.hpp.

◆ state_

int AbcPrimalColumnSteepest::state_

private

Status 0) Normal -1) Needs initialization 1) Weights are stored by sequence number.

Definition at line 186 of file AbcPrimalColumnSteepest.hpp.

◆ mode_

int AbcPrimalColumnSteepest::mode_

private

0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.

5 is always partial dantzig By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems.

New dubious option is >=10 which does mini-sprint

Definition at line 199 of file AbcPrimalColumnSteepest.hpp.

◆ persistence_

Persistence AbcPrimalColumnSteepest::persistence_

private

Life of weights.

Definition at line 201 of file AbcPrimalColumnSteepest.hpp.

◆ numberSwitched_

int AbcPrimalColumnSteepest::numberSwitched_

private

Number of times switched from partial dantzig to 0/2.

Definition at line 203 of file AbcPrimalColumnSteepest.hpp.

◆ pivotSequence_

int AbcPrimalColumnSteepest::pivotSequence_

private

Definition at line 205 of file AbcPrimalColumnSteepest.hpp.

◆ savedPivotSequence_

int AbcPrimalColumnSteepest::savedPivotSequence_

private

Definition at line 207 of file AbcPrimalColumnSteepest.hpp.

◆ savedSequenceOut_

int AbcPrimalColumnSteepest::savedSequenceOut_

private

Definition at line 209 of file AbcPrimalColumnSteepest.hpp.

◆ lastRectified_

int AbcPrimalColumnSteepest::lastRectified_

private

Definition at line 211 of file AbcPrimalColumnSteepest.hpp.

◆ sizeFactorization_

int AbcPrimalColumnSteepest::sizeFactorization_

private

Definition at line 213 of file AbcPrimalColumnSteepest.hpp.

The documentation for this class was generated from the following file:

/home/ted/tmp/tmp/Clp/Clp/src/AbcPrimalColumnSteepest.hpp

Public Member Functions

Private Attributes

gets and sets

Additional Inherited Members

Detailed Description

Member Enumeration Documentation

◆ Persistence

Constructor & Destructor Documentation

◆ AbcPrimalColumnSteepest() [1/2]

◆ AbcPrimalColumnSteepest() [2/2]

◆ ~AbcPrimalColumnSteepest()

Member Function Documentation

◆ pivotColumn()

◆ justDjs()

◆ partialPricing()

◆ djsAndDevex()

◆ djsAndDevex2()

◆ justDevex()

◆ doSteepestWork()

◆ updateWeights()

◆ checkAccuracy()

◆ initializeWeights()

◆ saveWeights()

◆ unrollWeights()

◆ clearArrays()

◆ looksOptimal()

◆ maximumPivotsChanged()

◆ mode()

◆ operator=()

◆ clone()

◆ reference()

◆ setReference()

◆ setPersistence()

◆ persistence()

Member Data Documentation

◆ devex_

◆ weights_

◆ infeasible_

◆ alternateWeights_

◆ savedWeights_

◆ reference_

◆ state_

◆ mode_

◆ persistence_

◆ numberSwitched_

◆ pivotSequence_

◆ savedPivotSequence_

◆ savedSequenceOut_

◆ lastRectified_

◆ sizeFactorization_