Clp
1.17.8
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#include <AbcSimplex.hpp>
Public Types | |
enum | Status { atLowerBound = 0x00, atUpperBound = 0x01, isFree = 0x04, superBasic = 0x05, basic = 0x06, isFixed = 0x07 } |
enums for status of various sorts. More... | |
enum | FakeBound { noFake = 0x00, lowerFake = 0x01, upperFake = 0x02, bothFake = 0x03 } |
Public Types inherited from ClpSimplex | |
enum | Status { isFree = 0x00, basic = 0x01, atUpperBound = 0x02, atLowerBound = 0x03, superBasic = 0x04, isFixed = 0x05 } |
enums for status of various sorts. More... | |
enum | FakeBound { noFake = 0x00, lowerFake = 0x01, upperFake = 0x02, bothFake = 0x03 } |
Public Member Functions | |
Constructors and destructor and copy | |
AbcSimplex (bool emptyMessages=false) | |
Default constructor. More... | |
AbcSimplex (const AbcSimplex &rhs) | |
Copy constructor. More... | |
AbcSimplex (const ClpSimplex &rhs) | |
Copy constructor from model. More... | |
AbcSimplex (const ClpSimplex *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true, bool fixOthers=false) | |
Subproblem constructor. More... | |
AbcSimplex (const AbcSimplex *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true, bool fixOthers=false) | |
Subproblem constructor. More... | |
AbcSimplex (AbcSimplex *wholeModel, int numberColumns, const int *whichColumns) | |
This constructor modifies original AbcSimplex and stores original stuff in created AbcSimplex. More... | |
void | originalModel (AbcSimplex *miniModel) |
This copies back stuff from miniModel and then deletes miniModel. More... | |
AbcSimplex (const ClpSimplex *clpSimplex) | |
This constructor copies from ClpSimplex. More... | |
void | putBackSolution (ClpSimplex *simplex) |
Put back solution into ClpSimplex. More... | |
void | makeBaseModel () |
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 but give a bit extra if bigger needed. More... | |
void | deleteBaseModel () |
Switch off base model. More... | |
AbcSimplex * | baseModel () const |
See if we have base model. More... | |
void | setToBaseModel (AbcSimplex *model=NULL) |
Reset to base model (just size and arrays needed) If model NULL use internal copy. More... | |
AbcSimplex & | operator= (const AbcSimplex &rhs) |
Assignment operator. This copies the data. More... | |
~AbcSimplex () | |
Destructor. More... | |
Functions most useful to user | |
int | dual () |
Dual algorithm - see AbcSimplexDual.hpp for method. More... | |
int | doAbcDual () |
int | primal (int ifValuesPass) |
Primal algorithm - see AbcSimplexPrimal.hpp for method. More... | |
int | doAbcPrimal (int ifValuesPass) |
CoinWarmStartBasis * | getBasis () const |
Returns a basis (to be deleted by user) More... | |
void | setFactorization (AbcSimplexFactorization &factorization) |
Passes in factorization. More... | |
AbcSimplexFactorization * | swapFactorization (AbcSimplexFactorization *factorization) |
Swaps factorization. More... | |
AbcSimplexFactorization * | getEmptyFactorization () |
Gets clean and emptyish factorization. More... | |
int | tightenPrimalBounds () |
Tightens primal bounds to make dual faster. More... | |
void | setDualRowPivotAlgorithm (AbcDualRowPivot &choice) |
Sets row pivot choice algorithm in dual. More... | |
void | setPrimalColumnPivotAlgorithm (AbcPrimalColumnPivot &choice) |
Sets column pivot choice algorithm in primal. More... | |
void | defaultFactorizationFrequency () |
If user left factorization frequency then compute. More... | |
most useful gets and sets | |
AbcSimplexFactorization * | factorization () const |
factorization More... | |
int | factorizationFrequency () const |
Factorization frequency. More... | |
void | setFactorizationFrequency (int value) |
int | maximumAbcNumberRows () const |
Maximum rows. More... | |
int | maximumNumberTotal () const |
Maximum Total. More... | |
int | maximumTotal () const |
bool | isObjectiveLimitTestValid () const |
Return true if the objective limit test can be relied upon. More... | |
int | numberTotal () const |
Number of variables (includes spare rows) More... | |
int | numberTotalWithoutFixed () const |
Number of variables without fixed to zero (includes spare rows) More... | |
CoinPartitionedVector * | usefulArray (int index) |
Useful arrays (0,1,2,3,4,5,6,7) More... | |
CoinPartitionedVector * | usefulArray (int index) const |
double | clpObjectiveValue () const |
Objective value. More... | |
int * | pivotVariable () const |
Basic variables pivoting on which rows may be same as toExternal but may be as at invert. More... | |
int | stateOfProblem () const |
State of problem. More... | |
void | setStateOfProblem (int value) |
State of problem. More... | |
double * | scaleFromExternal () const |
Points from external to internal. More... | |
double * | scaleToExternal () const |
Scale from primal internal to external (in external order) Or other way for dual. More... | |
double * | rowScale2 () const |
corresponds to rowScale etc More... | |
double * | inverseRowScale2 () const |
double * | inverseColumnScale2 () const |
double * | columnScale2 () const |
int | arrayForDualColumn () const |
double | upperTheta () const |
upper theta from dual column More... | |
int | arrayForReplaceColumn () const |
int | arrayForFlipBounds () const |
int | arrayForFlipRhs () const |
int | arrayForBtran () const |
int | arrayForFtran () const |
int | arrayForTableauRow () const |
double | valueIncomingDual () const |
value of incoming variable (in Dual) More... | |
const double * | getColSolution () const |
Get pointer to array[getNumCols()] of primal solution vector. More... | |
const double * | getRowPrice () const |
Get pointer to array[getNumRows()] of dual prices. More... | |
const double * | getReducedCost () const |
Get a pointer to array[getNumCols()] of reduced costs. More... | |
const double * | getRowActivity () const |
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector. More... | |
Functions less likely to be useful to casual user | |
int | getSolution () |
Given an existing factorization computes and checks primal and dual solutions. More... | |
void | setClpSimplexObjectiveValue () |
Sets objectiveValue_ from rawObjectiveValue_. More... | |
void | setupDualValuesPass (const double *fakeDuals, const double *fakePrimals, int type) |
Sets dual values pass djs using unscaled duals type 1 - values pass type 2 - just use as infeasibility weights type 3 - as 2 but crash. More... | |
double | minimizationObjectiveValue () const |
Gets objective value with all offsets but as for minimization. More... | |
double | currentDualTolerance () const |
Current dualTolerance (will end up as dualTolerance_) More... | |
void | setCurrentDualTolerance (double value) |
AbcNonLinearCost * | abcNonLinearCost () const |
Return pointer to details of costs. More... | |
double * | perturbationSaved () const |
Perturbation (fixed) - is just scaled random numbers. More... | |
double | acceptablePivot () const |
Acceptable pivot for this iteration. More... | |
int | ordinaryVariables () const |
Set to 1 if no free or super basic. More... | |
int | numberOrdinary () const |
Number of ordinary (lo/up) in tableau row. More... | |
void | setNumberOrdinary (int number) |
Set number of ordinary (lo/up) in tableau row. More... | |
double | currentDualBound () const |
Current dualBound (will end up as dualBound_) More... | |
AbcDualRowPivot * | dualRowPivot () const |
dual row pivot choice More... | |
AbcPrimalColumnPivot * | primalColumnPivot () const |
primal column pivot choice More... | |
AbcMatrix * | abcMatrix () const |
Abc Matrix. More... | |
int | internalFactorize (int solveType) |
Factorizes using current basis. More... | |
void | permuteIn () |
Permutes in from ClpModel data - assumes scale factors done and AbcMatrix exists but is in original order (including slacks) More... | |
void | permuteBasis () |
deals with new basis and puts in abcPivotVariable_ More... | |
void | permuteOut (int whatsWanted) |
Permutes out - bit settings same as stateOfProblem. More... | |
ClpDataSave | saveData () |
Save data. More... | |
void | restoreData (ClpDataSave saved) |
Restore data. More... | |
void | cleanStatus (bool valuesPass=false) |
Clean up status - make sure no superbasic etc. More... | |
int | computeDuals (double *givenDjs, CoinIndexedVector *array1, CoinIndexedVector *array2) |
Computes duals from scratch. More... | |
int | computePrimals (CoinIndexedVector *array1, CoinIndexedVector *array2) |
Computes primals from scratch. Returns number of refinements. More... | |
void | computeObjective () |
Computes nonbasic cost and total cost. More... | |
void | setMultipleSequenceIn (int sequenceIn[4]) |
set multiple sequence in More... | |
void | unpack (CoinIndexedVector &rowArray) const |
Unpacks one column of the matrix into indexed array Uses sequenceIn_. More... | |
void | unpack (CoinIndexedVector &rowArray, int sequence) const |
Unpacks one column of the matrix into indexed array. More... | |
int | housekeeping () |
This does basis housekeeping and does values for in/out variables. More... | |
void | checkPrimalSolution (bool justBasic) |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal) More... | |
void | checkDualSolution () |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual) More... | |
void | checkDualSolutionPlusFake () |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities AND sumFakeInfeasibilites_ (Dual) More... | |
void | checkBothSolutions () |
This sets sum and number of infeasibilities (Dual and Primal) More... | |
int | gutsOfSolution (int type) |
Computes solutions - 1 do duals, 2 do primals, 3 both (returns number of refinements) More... | |
int | gutsOfPrimalSolution (int type) |
Computes solutions - 1 do duals, 2 do primals, 3 both (returns number of refinements) More... | |
void | saveGoodStatus () |
Saves good status etc. More... | |
void | restoreGoodStatus (int type) |
Restores previous good status and says trouble. More... | |
void | refreshCosts () |
After modifying first copy refreshes second copy and marks as updated. More... | |
void | refreshLower (unsigned int type=~(ROW_LOWER_SAME|COLUMN_UPPER_SAME)) |
void | refreshUpper (unsigned int type=~(ROW_LOWER_SAME|COLUMN_LOWER_SAME)) |
void | setupPointers (int maxRows, int maxColumns) |
Sets up all extra pointers. More... | |
void | copyFromSaved (int type=31) |
Copies all saved versions to working versions and may do something for perturbation. More... | |
void | fillPerturbation (int start, int number) |
fills in perturbationSaved_ from start with 0.5+random More... | |
void | checkArrays (int ignoreEmpty=0) const |
For debug - prints summary of arrays which are out of kilter. More... | |
void | checkDjs (int type=1) const |
For debug - summarizes dj situation (1 recomputes duals first, 2 checks duals as well) More... | |
void | checkSolutionBasic () const |
For debug - checks solutionBasic. More... | |
void | checkMoveBack (bool checkDuals) |
For debug - moves solution back to external and computes stuff (always checks djs) More... | |
void | setValuesPassAction (double incomingInfeasibility, double allowedInfeasibility) |
For advanced use. More... | |
int | cleanFactorization (int ifValuesPass) |
Get a clean factorization - i.e. More... | |
void | moveStatusToClp (ClpSimplex *clpModel) |
Move status and solution to ClpSimplex. More... | |
void | moveStatusFromClp (ClpSimplex *clpModel) |
Move status and solution from ClpSimplex. More... | |
protected methods | |
int | gutsOfSolution (double *givenDuals, const double *givenPrimals, bool valuesPass=false) |
May change basis and then returns number changed. More... | |
void | gutsOfDelete (int type) |
Does most of deletion for arrays etc(0 just null arrays, 1 delete first) More... | |
void | gutsOfCopy (const AbcSimplex &rhs) |
Does most of copying. More... | |
void | gutsOfInitialize (int numberRows, int numberColumns, bool doMore) |
Initializes arrays. More... | |
void | gutsOfResize (int numberRows, int numberColumns) |
resizes arrays More... | |
void | translate (int type) |
Translates ClpModel to AbcSimplex See DO_ bits in stateOfProblem_ for type e.g. More... | |
void | moveToBasic (int which=15) |
Moves basic stuff to basic area. More... | |
public methods | |
double * | solutionRegion () const |
Return region. More... | |
double * | djRegion () const |
double * | lowerRegion () const |
double * | upperRegion () const |
double * | costRegion () const |
double * | solutionRegion (int which) const |
Return region. More... | |
double * | djRegion (int which) const |
double * | lowerRegion (int which) const |
double * | upperRegion (int which) const |
double * | costRegion (int which) const |
double * | solutionBasic () const |
Return region. More... | |
double * | djBasic () const |
double * | lowerBasic () const |
double * | upperBasic () const |
double * | costBasic () const |
double * | abcPerturbation () const |
Perturbation. More... | |
double * | fakeDjs () const |
Fake djs. More... | |
unsigned char * | internalStatus () const |
AbcSimplex::Status | getInternalStatus (int sequence) const |
AbcSimplex::Status | getInternalColumnStatus (int sequence) const |
void | setInternalStatus (int sequence, AbcSimplex::Status newstatus) |
void | setInternalColumnStatus (int sequence, AbcSimplex::Status newstatus) |
void | setInitialDenseFactorization (bool onOff) |
Normally the first factorization does sparse coding because the factorization could be singular. More... | |
bool | initialDenseFactorization () const |
int | sequenceIn () const |
Return sequence In or Out. More... | |
int | sequenceOut () const |
void | setSequenceIn (int sequence) |
Set sequenceIn or Out. More... | |
void | setSequenceOut (int sequence) |
int | isColumn (int sequence) const |
Returns 1 if sequence indicates column. More... | |
int | sequenceWithin (int sequence) const |
Returns sequence number within section. More... | |
int | lastPivotRow () const |
Current/last pivot row (set after END of choosing pivot row in dual) More... | |
int | firstFree () const |
First Free_. More... | |
int | lastFirstFree () const |
Last firstFree_. More... | |
int | freeSequenceIn () const |
Free chosen vector. More... | |
double | currentAcceptablePivot () const |
Acceptable pivot for this iteration. More... | |
int | fakeSuperBasic (int iSequence) |
Returns 1 if fake superbasic 0 if free or true superbasic -1 if was fake but has cleaned itself up (sets status) -2 if wasn't fake. More... | |
double | solution (int sequence) |
Return row or column values. More... | |
double & | solutionAddress (int sequence) |
Return address of row or column values. More... | |
double | reducedCost (int sequence) |
double & | reducedCostAddress (int sequence) |
double | lower (int sequence) |
double & | lowerAddress (int sequence) |
Return address of row or column lower bound. More... | |
double | upper (int sequence) |
double & | upperAddress (int sequence) |
Return address of row or column upper bound. More... | |
double | cost (int sequence) |
double & | costAddress (int sequence) |
Return address of row or column cost. More... | |
double | originalLower (int iSequence) const |
Return original lower bound. More... | |
double | originalUpper (int iSequence) const |
Return original lower bound. More... | |
AbcSimplexProgress * | abcProgress () |
For dealing with all issues of cycling etc. More... | |
void | clearArraysPublic (int which) |
Clears an array and says available (-1 does all) when no possibility of going parallel. More... | |
int | getAvailableArrayPublic () const |
Returns first available empty array (and sets flag) when no possibility of going parallel. More... | |
void | clearArrays (int which) |
Clears an array and says available (-1 does all) More... | |
void | clearArrays (CoinPartitionedVector *which) |
Clears an array and says available. More... | |
int | getAvailableArray () const |
Returns first available empty array (and sets flag) More... | |
void | setUsedArray (int which) const |
Say array going to be used. More... | |
void | setAvailableArray (int which) const |
Say array going available. More... | |
void | swapPrimalStuff () |
Swaps primal stuff. More... | |
void | swapDualStuff (int lastSequenceOut, int lastDirectionOut) |
Swaps dual stuff. More... | |
Changing bounds on variables and constraints | |
void | setObjectiveCoefficient (int elementIndex, double elementValue) |
Set an objective function coefficient. More... | |
void | setObjCoeff (int elementIndex, double elementValue) |
Set an objective function coefficient. More... | |
void | setColumnLower (int elementIndex, double elementValue) |
Set a single column lower bound Use -DBL_MAX for -infinity. More... | |
void | setColumnUpper (int elementIndex, double elementValue) |
Set a single column upper bound Use DBL_MAX for infinity. More... | |
void | setColumnBounds (int elementIndex, double lower, double upper) |
Set a single column lower and upper bound. More... | |
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 setColLower() and setColUpper() over and over again. More... | |
void | setColLower (int elementIndex, double elementValue) |
Set a single column lower bound Use -DBL_MAX for -infinity. More... | |
void | setColUpper (int elementIndex, double elementValue) |
Set a single column upper bound Use DBL_MAX for infinity. More... | |
void | setColBounds (int elementIndex, double newlower, double newupper) |
Set a single column lower and upper bound. More... | |
void | setColSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a number of columns simultaneously More... | |
void | setRowLower (int elementIndex, double elementValue) |
Set a single row lower bound Use -DBL_MAX for -infinity. More... | |
void | setRowUpper (int elementIndex, double elementValue) |
Set a single row upper bound Use DBL_MAX for infinity. More... | |
void | setRowBounds (int elementIndex, double lower, double upper) |
Set a single row lower and upper bound. More... | |
void | setRowSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a number of rows simultaneously More... | |
void | resize (int newNumberRows, int newNumberColumns) |
Resizes rim part of model. More... | |
Public Member Functions inherited from ClpSimplex | |
ClpSimplex (bool emptyMessages=false) | |
Default constructor. More... | |
ClpSimplex (const ClpSimplex &rhs, int scalingMode=-1) | |
Copy constructor. More... | |
ClpSimplex (const ClpModel &rhs, int scalingMode=-1) | |
Copy constructor from model. More... | |
ClpSimplex (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true, bool fixOthers=false) | |
Subproblem constructor. More... | |
ClpSimplex (const ClpSimplex *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true, bool fixOthers=false) | |
Subproblem constructor. More... | |
ClpSimplex (ClpSimplex *wholeModel, int numberColumns, const int *whichColumns) | |
This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex. More... | |
void | originalModel (ClpSimplex *miniModel) |
This copies back stuff from miniModel and then deletes miniModel. More... | |
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 but give a bit extra if bigger needed. More... | |
void | makeBaseModel () |
Save a copy of model with certain state - normally without cuts. More... | |
void | deleteBaseModel () |
Switch off base model. More... | |
ClpSimplex * | baseModel () const |
See if we have base model. More... | |
void | setToBaseModel (ClpSimplex *model=NULL) |
Reset to base model (just size and arrays needed) If model NULL use internal copy. More... | |
ClpSimplex & | operator= (const ClpSimplex &rhs) |
Assignment operator. This copies the data. More... | |
~ClpSimplex () | |
Destructor. More... | |
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). More... | |
void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps). More... | |
void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const int *length, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
This one is for after presolve to save memory. More... | |
int | loadProblem (CoinModel &modelObject, bool keepSolution=false) |
This loads a model from a coinModel object - returns number of errors. More... | |
int | readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false) |
Read an mps file from the given filename. More... | |
int | readGMPL (const char *filename, const char *dataName, bool keepNames=false) |
Read GMPL files from the given filenames. More... | |
int | readLp (const char *filename, const double epsilon=1e-5) |
Read file in LP format from file with name filename. More... | |
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. More... | |
void | borrowModel (ClpModel &otherModel) |
Borrow model. More... | |
void | borrowModel (ClpSimplex &otherModel) |
void | passInEventHandler (const ClpEventHandler *eventHandler) |
Pass in Event handler (cloned and deleted at end) More... | |
void | getbackSolution (const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn) |
Puts solution back into small model. More... | |
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 quadratic constraints 3 if nonlinear objective 4 if nonlinear constraints -1 on failure. More... | |
int | initialSolve (ClpSolve &options) |
General solve algorithm which can do presolve. More... | |
int | initialSolve () |
Default initial solve. More... | |
int | initialDualSolve () |
Dual initial solve. More... | |
int | initialPrimalSolve () |
Primal initial solve. More... | |
int | initialBarrierSolve () |
Barrier initial solve. More... | |
int | initialBarrierNoCrossSolve () |
Barrier initial solve, not to be followed by crossover. More... | |
int | dual (int ifValuesPass=0, int startFinishOptions=0) |
Dual algorithm - see ClpSimplexDual.hpp for method. More... | |
int | dualDebug (int ifValuesPass=0, int startFinishOptions=0) |
int | primal (int ifValuesPass=0, int startFinishOptions=0) |
Primal algorithm - see ClpSimplexPrimal.hpp for method. More... | |
int | nonlinearSLP (int numberPasses, double deltaTolerance) |
Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small. More... | |
int | nonlinearSLP (int numberConstraints, ClpConstraint **constraints, int numberPasses, double deltaTolerance) |
Solves problem with nonlinear constraints using SLP - may be used as crash for other algorithms when number of iterations small. More... | |
int | barrier (bool crossover=true) |
Solves using barrier (assumes you have good cholesky factor code). More... | |
int | reducedGradient (int phase=0) |
Solves non-linear using reduced gradient. More... | |
int | solve (CoinStructuredModel *model) |
Solve using structure of model and maybe in parallel. More... | |
int | loadProblem (CoinStructuredModel &modelObject, bool originalOrder=true, bool keepSolution=false) |
This loads a model from a CoinStructuredModel object - returns number of errors. More... | |
int | cleanup (int cleanupScaling) |
When scaling is on it is possible that the scaled problem is feasible but the unscaled is not. More... | |
int | cleanPrimalSolution (double exactMultiple) |
Clean primal solution If you expect solution to only have exact multiples of "exactMultiple" then this tries moving solution values to nearest multiple. More... | |
int | dualRanging (int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease, double *valueIncrease=NULL, double *valueDecrease=NULL) |
Dual ranging. More... | |
int | primalRanging (int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease) |
Primal ranging. More... | |
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. More... | |
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). More... | |
double | moveTowardsPrimalFeasible () |
Try simple crash like techniques to get closer to primal feasibility returns final sum of infeasibilities. More... | |
void | removeSuperBasicSlacks (int threshold=0) |
Try simple crash like techniques to remove super basic slacks but only if > threshold. More... | |
ClpSimplex * | miniPresolve (char *rowType, char *columnType, void **info) |
Mini presolve (faster) Char arrays must be numberRows and numberColumns long on entry second part must be filled in as follows - 0 - possible >0 - take out and do something (depending on value - TBD) -1 row/column can't vanish but can have entries removed/changed -2 don't touch at all on exit <=0 ones will be in presolved problem struct will be created and will be long enough (information on length etc in first entry) user must delete struct. More... | |
void | miniPostsolve (const ClpSimplex *presolvedModel, void *info) |
After mini presolve. More... | |
void | miniSolve (char *rowType, char *columnType, int algorithm, int startUp) |
mini presolve and solve More... | |
int | writeBasis (const char *filename, bool writeValues=false, int formatType=0) const |
Write the basis in MPS format to the specified file. More... | |
int | readBasis (const char *filename) |
Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values. More... | |
CoinWarmStartBasis * | getBasis () const |
Returns a basis (to be deleted by user) More... | |
void | setFactorization (ClpFactorization &factorization) |
Passes in factorization. More... | |
ClpFactorization * | swapFactorization (ClpFactorization *factorization) |
void | copyFactorization (ClpFactorization &factorization) |
Copies in factorization to existing one. More... | |
int | tightenPrimalBounds (double factor=0.0, int doTight=0, bool tightIntegers=false) |
Tightens primal bounds to make dual faster. More... | |
int | crash (double gap, int pivot) |
Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dual preferred and all slack basis preferred 0 if basis going in was not all slack 1 if primal preferred and all slack basis preferred 2 if primal preferred and crash basis created. More... | |
void | setDualRowPivotAlgorithm (ClpDualRowPivot &choice) |
Sets row pivot choice algorithm in dual. More... | |
void | setPrimalColumnPivotAlgorithm (ClpPrimalColumnPivot &choice) |
Sets column pivot choice algorithm in primal. More... | |
void | markHotStart (void *&saveStuff) |
Create a hotstart point of the optimization process. More... | |
void | solveFromHotStart (void *saveStuff) |
Optimize starting from the hotstart. More... | |
void | unmarkHotStart (void *saveStuff) |
Delete the snapshot. More... | |
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. More... | |
int | fathom (void *stuff) |
Fathom - 1 if solution. More... | |
int | fathomMany (void *stuff) |
Do up to N deep - returns -1 - no solution nNodes_ valid nodes >= if solution and that node gives solution ClpNode array is 2**N long. More... | |
double | doubleCheck () |
Double checks OK. More... | |
int | startFastDual2 (ClpNodeStuff *stuff) |
Starts Fast dual2. More... | |
int | fastDual2 (ClpNodeStuff *stuff) |
Like Fast dual. More... | |
void | stopFastDual2 (ClpNodeStuff *stuff) |
Stops Fast dual2. More... | |
ClpSimplex * | fastCrunch (ClpNodeStuff *stuff, int mode) |
Deals with crunch aspects mode 0 - in 1 - out with solution 2 - out without solution returns small model or NULL. More... | |
int | pivot () |
Pivot in a variable and out a variable. More... | |
int | primalPivotResult () |
Pivot in a variable and choose an outgoing one. More... | |
int | dualPivotResultPart1 () |
Pivot out a variable and choose an incoing one. More... | |
int | pivotResultPart2 (int algorithm, int state) |
Do actual pivot state is 0 if need tableau column, 1 if in rowArray_[1]. More... | |
int | startup (int ifValuesPass, int startFinishOptions=0) |
Common bits of coding for dual and primal. More... | |
void | finish (int startFinishOptions=0) |
bool | statusOfProblem (bool initial=false) |
Factorizes and returns true if optimal. More... | |
void | defaultFactorizationFrequency () |
If user left factorization frequency then compute. More... | |
void | copyEnabledStuff (const ClpSimplex *rhs) |
Copy across enabled stuff from one solver to another. More... | |
bool | primalFeasible () const |
If problem is primal feasible. More... | |
bool | dualFeasible () const |
If problem is dual feasible. More... | |
ClpFactorization * | factorization () const |
factorization More... | |
bool | sparseFactorization () const |
Sparsity on or off. More... | |
void | setSparseFactorization (bool value) |
int | factorizationFrequency () const |
Factorization frequency. More... | |
void | setFactorizationFrequency (int value) |
double | dualBound () const |
Dual bound. More... | |
void | setDualBound (double value) |
double | infeasibilityCost () const |
Infeasibility cost. More... | |
void | setInfeasibilityCost (double value) |
int | perturbation () const |
Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - verbose above that 8,16,32 etc just for selective debug. More... | |
void | setPerturbation (int value) |
int | algorithm () const |
Current (or last) algorithm. More... | |
void | setAlgorithm (int value) |
Set algorithm. More... | |
bool | isObjectiveLimitTestValid () const |
Return true if the objective limit test can be relied upon. More... | |
double | sumDualInfeasibilities () const |
Sum of dual infeasibilities. More... | |
void | setSumDualInfeasibilities (double value) |
double | sumOfRelaxedDualInfeasibilities () const |
Sum of relaxed dual infeasibilities. More... | |
void | setSumOfRelaxedDualInfeasibilities (double value) |
int | numberDualInfeasibilities () const |
Number of dual infeasibilities. More... | |
void | setNumberDualInfeasibilities (int value) |
int | numberDualInfeasibilitiesWithoutFree () const |
Number of dual infeasibilities (without free) More... | |
double | sumPrimalInfeasibilities () const |
Sum of primal infeasibilities. More... | |
void | setSumPrimalInfeasibilities (double value) |
double | sumOfRelaxedPrimalInfeasibilities () const |
Sum of relaxed primal infeasibilities. More... | |
void | setSumOfRelaxedPrimalInfeasibilities (double value) |
int | numberPrimalInfeasibilities () const |
Number of primal infeasibilities. More... | |
void | setNumberPrimalInfeasibilities (int value) |
int | saveModel (const char *fileName) |
Save model to file, returns 0 if success. More... | |
int | restoreModel (const char *fileName) |
Restore model from file, returns 0 if success, deletes current model. More... | |
void | checkSolution (int setToBounds=0) |
Just check solution (for external use) - sets sum of infeasibilities etc. More... | |
void | checkSolutionInternal () |
Just check solution (for internal use) - sets sum of infeasibilities etc. More... | |
void | checkUnscaledSolution () |
Check unscaled primal solution but allow for rounding error. More... | |
CoinIndexedVector * | rowArray (int index) const |
Useful row length arrays (0,1,2,3,4,5) More... | |
CoinIndexedVector * | columnArray (int index) const |
Useful column length arrays (0,1,2,3,4,5) More... | |
double | alphaAccuracy () const |
Initial value for alpha accuracy calculation (-1.0 off) More... | |
void | setAlphaAccuracy (double value) |
void | setDisasterHandler (ClpDisasterHandler *handler) |
Objective value. More... | |
ClpDisasterHandler * | disasterHandler () const |
Get disaster handler. More... | |
double | largeValue () const |
Large bound value (for complementarity etc) More... | |
void | setLargeValue (double value) |
double | largestPrimalError () const |
Largest error on Ax-b. More... | |
double | largestDualError () const |
Largest error on basic duals. More... | |
void | setLargestPrimalError (double value) |
Largest error on Ax-b. More... | |
void | setLargestDualError (double value) |
Largest error on basic duals. More... | |
double | zeroTolerance () const |
Get zero tolerance. More... | |
void | setZeroTolerance (double value) |
Set zero tolerance. More... | |
int * | pivotVariable () const |
Basic variables pivoting on which rows. More... | |
bool | automaticScaling () const |
If automatic scaling on. More... | |
void | setAutomaticScaling (bool onOff) |
double | currentDualTolerance () const |
Current dual tolerance. More... | |
void | setCurrentDualTolerance (double value) |
double | currentPrimalTolerance () const |
Current primal tolerance. More... | |
void | setCurrentPrimalTolerance (double value) |
int | numberRefinements () const |
How many iterative refinements to do. More... | |
void | setNumberRefinements (int value) |
double | alpha () const |
Alpha (pivot element) for use by classes e.g. steepestedge. More... | |
void | setAlpha (double value) |
double | dualIn () const |
Reduced cost of last incoming for use by classes e.g. steepestedge. More... | |
void | setDualIn (double value) |
Set reduced cost of last incoming to force error. More... | |
int | pivotRow () const |
Pivot Row for use by classes e.g. steepestedge. More... | |
void | setPivotRow (int value) |
double | valueIncomingDual () const |
value of incoming variable (in Dual) More... | |
double * | solutionRegion (int section) const |
Return row or column sections - not as much needed as it once was. More... | |
double * | djRegion (int section) const |
double * | lowerRegion (int section) const |
double * | upperRegion (int section) const |
double * | costRegion (int section) const |
double * | solutionRegion () const |
Return region as single array. More... | |
double * | djRegion () const |
double * | lowerRegion () const |
double * | upperRegion () const |
double * | costRegion () const |
Status | getStatus (int sequence) const |
void | setStatus (int sequence, Status newstatus) |
bool | startPermanentArrays () |
Start or reset using maximumRows_ and Columns_ - true if change. More... | |
void | setInitialDenseFactorization (bool onOff) |
Normally the first factorization does sparse coding because the factorization could be singular. More... | |
bool | initialDenseFactorization () const |
int | sequenceIn () const |
Return sequence In or Out. More... | |
int | sequenceOut () const |
void | setSequenceIn (int sequence) |
Set sequenceIn or Out. More... | |
void | setSequenceOut (int sequence) |
int | directionIn () const |
Return direction In or Out. More... | |
int | directionOut () const |
void | setDirectionIn (int direction) |
Set directionIn or Out. More... | |
void | setDirectionOut (int direction) |
double | valueOut () const |
Value of Out variable. More... | |
double | lowerOut () const |
Lower of out variable. More... | |
double | upperOut () const |
Upper of out variable. More... | |
void | setValueOut (double value) |
Set value of out variable. More... | |
double | dualOut () const |
Dual value of Out variable. More... | |
void | setDualOut (double value) |
Set dual value of out variable. More... | |
void | setLowerOut (double value) |
Set lower of out variable. More... | |
void | setUpperOut (double value) |
Set upper of out variable. More... | |
void | setTheta (double value) |
Set theta of out variable. More... | |
int | isColumn (int sequence) const |
Returns 1 if sequence indicates column. More... | |
int | sequenceWithin (int sequence) const |
Returns sequence number within section. More... | |
double | solution (int sequence) |
Return row or column values. More... | |
double & | solutionAddress (int sequence) |
Return address of row or column values. More... | |
double | reducedCost (int sequence) |
double & | reducedCostAddress (int sequence) |
double | lower (int sequence) |
double & | lowerAddress (int sequence) |
Return address of row or column lower bound. More... | |
double | upper (int sequence) |
double & | upperAddress (int sequence) |
Return address of row or column upper bound. More... | |
double | cost (int sequence) |
double & | costAddress (int sequence) |
Return address of row or column cost. More... | |
double | originalLower (int iSequence) const |
Return original lower bound. More... | |
double | originalUpper (int iSequence) const |
Return original lower bound. More... | |
double | theta () const |
Theta (pivot change) More... | |
double | lowerIn () const |
Lower Bound on In variable. More... | |
double | valueIn () const |
Value of In variable. More... | |
double | upperIn () const |
Upper Bound on In variable. More... | |
double | bestPossibleImprovement () const |
Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (dual) More... | |
ClpNonLinearCost * | nonLinearCost () const |
Return pointer to details of costs. More... | |
void | setNonLinearCost (ClpNonLinearCost &nonLinearCost) |
Set pointer to details of costs. More... | |
int | moreSpecialOptions () const |
Return more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved problem infeasible return 4 bit - keep arrays like upper_ around 8 bit - no free or superBasic variables 16 bit - if checking replaceColumn accuracy before updating 32 bit - say optimal if primal feasible! 64 bit - give up easily in dual (and say infeasible) 128 bit - no objective, 0-1 and in B&B 256 bit - in primal from dual or vice versa 512 bit - alternative use of solveType_ 1024 bit - don't do row copy of factorization 2048 bit - perturb in complete fathoming 4096 bit - try more for complete fathoming 8192 bit - don't even think of using primal if user asks for dual (and vv) 16384 bit - in initialSolve so be more flexible 32768 bit - don't swap algorithms from dual if small infeasibility 65536 bit - perturb in postsolve cleanup (even if < 10000 rows) 131072 bit (*3) initial stateDualColumn 524288 bit - stop when primal feasible 1048576 bit - stop when primal feasible after n-1000000 iterations 2097152 bit - no primal in fastDual2 if feasible 4194304 bit - tolerances have been changed by code 8388608 bit - tolerances are dynamic (at first) 16777216 bit - if factorization kept can still declare optimal at once. More... | |
int | vectorMode () const |
Get vector mode. More... | |
void | setMoreSpecialOptions (int value) |
Set more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved problem infeasible return 4 bit - keep arrays like upper_ around 8 bit - no free or superBasic variables 16 bit - if checking replaceColumn accuracy before updating 32 bit - say optimal if primal feasible! 64 bit - give up easily in dual (and say infeasible) 128 bit - no objective, 0-1 and in B&B 256 bit - in primal from dual or vice versa 512 bit - alternative use of solveType_ 1024 bit - don't do row copy of factorization 2048 bit - perturb in complete fathoming 4096 bit - try more for complete fathoming 8192 bit - don't even think of using primal if user asks for dual (and vv) 16384 bit - in initialSolve so be more flexible 32768 bit - don't swap algorithms from dual if small infeasibility 65536 bit - perturb in postsolve cleanup (even if < 10000 rows) 131072 bit (*3) initial stateDualColumn 524288 bit - stop when primal feasible 1048576 bit - don't perturb even if long time 2097152 bit - no primal in fastDual2 if feasible 4194304 bit - tolerances have been changed by code 8388608 bit - tolerances are dynamic (at first) 16777216 bit - if factorization kept can still declare optimal at once. More... | |
void | setVectorMode (int value) |
Set vector mode. More... | |
void | setFakeBound (int sequence, FakeBound fakeBound) |
FakeBound | getFakeBound (int sequence) const |
void | setRowStatus (int sequence, Status newstatus) |
Status | getRowStatus (int sequence) const |
void | setColumnStatus (int sequence, Status newstatus) |
Status | getColumnStatus (int sequence) const |
void | setPivoted (int sequence) |
void | clearPivoted (int sequence) |
bool | pivoted (int sequence) const |
void | setFlagged (int sequence) |
To flag a variable (not inline to allow for column generation) More... | |
void | clearFlagged (int sequence) |
bool | flagged (int sequence) const |
void | setActive (int iRow) |
To say row active in primal pivot row choice. More... | |
void | clearActive (int iRow) |
bool | active (int iRow) const |
void | setPerturbed (int iSequence) |
To say perturbed. More... | |
void | clearPerturbed (int iSequence) |
bool | perturbed (int iSequence) const |
void | createStatus () |
Set up status array (can be used by OsiClp). More... | |
void | allSlackBasis (bool resetSolution=false) |
Sets up all slack basis and resets solution to as it was after initial load or readMps. More... | |
int | lastBadIteration () const |
So we know when to be cautious. More... | |
void | setLastBadIteration (int value) |
Set so we know when to be cautious. More... | |
int | progressFlag () const |
Progress flag - at present 0 bit says artificials out. More... | |
ClpSimplexProgress * | progress () |
For dealing with all issues of cycling etc. More... | |
int | forceFactorization () const |
Force re-factorization early value. More... | |
void | forceFactorization (int value) |
Force re-factorization early. More... | |
double | rawObjectiveValue () const |
Raw objective value (so always minimize in primal) More... | |
void | computeObjectiveValue (bool useWorkingSolution=false) |
Compute objective value from solution and put in objectiveValue_. More... | |
double | computeInternalObjectiveValue () |
Compute minimization objective value from internal solution without perturbation. More... | |
double * | infeasibilityRay (bool fullRay=false) const |
Infeasibility/unbounded ray (NULL returned if none/wrong) Up to user to use delete [] on these arrays. More... | |
int | numberExtraRows () const |
Number of extra rows. More... | |
int | maximumBasic () const |
Maximum number of basic variables - can be more than number of rows if GUB. More... | |
int | baseIteration () const |
Iteration when we entered dual or primal. More... | |
void | generateCpp (FILE *fp, bool defaultFactor=false) |
Create C++ lines to get to current state. More... | |
ClpFactorization * | getEmptyFactorization () |
Gets clean and emptyish factorization. More... | |
void | setEmptyFactorization () |
May delete or may make clean and emptyish factorization. More... | |
void | moveInfo (const ClpSimplex &rhs, bool justStatus=false) |
Move status and solution across. More... | |
void | getBInvARow (int row, double *z, double *slack=NULL) |
Get a row of the tableau (slack part in slack if not NULL) More... | |
void | getBInvRow (int row, double *z) |
Get a row of the basis inverse. More... | |
void | getBInvACol (int col, double *vec) |
Get a column of the tableau. More... | |
void | getBInvCol (int col, double *vec) |
Get a column of the basis inverse. More... | |
void | getBasics (int *index) |
Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()). More... | |
void | setObjectiveCoefficient (int elementIndex, double elementValue) |
Set an objective function coefficient. More... | |
void | setObjCoeff (int elementIndex, double elementValue) |
Set an objective function coefficient. More... | |
void | setColumnLower (int elementIndex, double elementValue) |
Set a single column lower bound Use -DBL_MAX for -infinity. More... | |
void | setColumnUpper (int elementIndex, double elementValue) |
Set a single column upper bound Use DBL_MAX for infinity. More... | |
void | setColumnBounds (int elementIndex, double lower, double upper) |
Set a single column lower and upper bound. More... | |
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 setColLower() and setColUpper() over and over again. More... | |
void | setColLower (int elementIndex, double elementValue) |
Set a single column lower bound Use -DBL_MAX for -infinity. More... | |
void | setColUpper (int elementIndex, double elementValue) |
Set a single column upper bound Use DBL_MAX for infinity. More... | |
void | setColBounds (int elementIndex, double newlower, double newupper) |
Set a single column lower and upper bound. More... | |
void | setColSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a number of columns simultaneously More... | |
void | setRowLower (int elementIndex, double elementValue) |
Set a single row lower bound Use -DBL_MAX for -infinity. More... | |
void | setRowUpper (int elementIndex, double elementValue) |
Set a single row upper bound Use DBL_MAX for infinity. More... | |
void | setRowBounds (int elementIndex, double lower, double upper) |
Set a single row lower and upper bound. More... | |
void | setRowSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a number of rows simultaneously More... | |
void | resize (int newNumberRows, int newNumberColumns) |
Resizes rim part of model. More... | |
int | getSolution (const double *rowActivities, const double *columnActivities) |
Given an existing factorization computes and checks primal and dual solutions. More... | |
int | getSolution () |
Given an existing factorization computes and checks primal and dual solutions. More... | |
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 is taken as real lower Last lower is taken as real upper and cost ignored. More... | |
ClpDualRowPivot * | dualRowPivot () const |
dual row pivot choice More... | |
ClpPrimalColumnPivot * | primalColumnPivot () const |
primal column pivot choice More... | |
bool | goodAccuracy () const |
Returns true if model looks OK. More... | |
void | returnModel (ClpSimplex &otherModel) |
Return model - updates any scalars. More... | |
int | internalFactorize (int solveType) |
Factorizes using current basis. More... | |
ClpDataSave | saveData () |
Save data. More... | |
void | restoreData (ClpDataSave saved) |
Restore data. More... | |
void | cleanStatus () |
Clean up status. More... | |
int | factorize () |
Factorizes using current basis. For external use. More... | |
void | computeDuals (double *givenDjs) |
Computes duals from scratch. More... | |
void | computePrimals (const double *rowActivities, const double *columnActivities) |
Computes primals from scratch. More... | |
void | add (double *array, int column, double multiplier) const |
Adds multiple of a column into an array. More... | |
void | unpack (CoinIndexedVector *rowArray) const |
Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed. More... | |
void | unpack (CoinIndexedVector *rowArray, int sequence) const |
Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed. More... | |
void | unpackPacked (CoinIndexedVector *rowArray) |
Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed. More... | |
void | unpackPacked (CoinIndexedVector *rowArray, int sequence) |
Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumns Also applies scaling if needed. More... | |
void | setValuesPassAction (double incomingInfeasibility, double allowedInfeasibility) |
For advanced use. More... | |
int | cleanFactorization (int ifValuesPass) |
Get a clean factorization - i.e. More... | |
Public Member Functions inherited from ClpModel | |
ClpModel (bool emptyMessages=false) | |
Default constructor. More... | |
ClpModel (const ClpModel &rhs, int scalingMode=-1) | |
Copy constructor. More... | |
ClpModel & | operator= (const ClpModel &rhs) |
Assignment operator. This copies the data. More... | |
ClpModel (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true) | |
Subproblem constructor. More... | |
~ClpModel () | |
Destructor. More... | |
int | numberRows () const |
Number of rows. More... | |
int | getNumRows () const |
int | getNumCols () const |
Number of columns. More... | |
int | numberColumns () const |
double | primalTolerance () const |
Primal tolerance to use. More... | |
void | setPrimalTolerance (double value) |
double | dualTolerance () const |
Dual tolerance to use. More... | |
void | setDualTolerance (double value) |
double | primalObjectiveLimit () const |
Primal objective limit. More... | |
void | setPrimalObjectiveLimit (double value) |
double | dualObjectiveLimit () const |
Dual objective limit. More... | |
void | setDualObjectiveLimit (double value) |
double | objectiveOffset () const |
Objective offset. More... | |
void | setObjectiveOffset (double value) |
double | presolveTolerance () const |
Presolve tolerance to use. More... | |
const std::string & | problemName () const |
int | numberIterations () const |
Number of iterations. More... | |
int | getIterationCount () const |
void | setNumberIterations (int numberIterationsNew) |
int | solveType () const |
Solve type - 1 simplex, 2 simplex interface, 3 Interior. More... | |
void | setSolveType (int type) |
int | maximumIterations () const |
Maximum number of iterations. More... | |
void | setMaximumIterations (int value) |
double | maximumSeconds () const |
Maximum time in seconds (from when set called) More... | |
void | setMaximumSeconds (double value) |
void | setMaximumWallSeconds (double value) |
bool | hitMaximumIterations () const |
Returns true if hit maximum iterations (or time) More... | |
int | status () const |
Status of problem: -1 - unknown e.g. More... | |
int | problemStatus () const |
void | setProblemStatus (int problemStatusNew) |
Set problem status. More... | |
int | secondaryStatus () const |
Secondary status of problem - may get extended 0 - none 1 - primal infeasible because dual limit reached OR (probably primal infeasible but can't prove it - main status was 4) 2 - scaled problem optimal - unscaled problem has primal infeasibilities 3 - scaled problem optimal - unscaled problem has dual infeasibilities 4 - scaled problem optimal - unscaled problem has primal and dual infeasibilities 5 - giving up in primal with flagged variables 6 - failed due to empty problem check 7 - postSolve says not optimal 8 - failed due to bad element check 9 - status was 3 and stopped on time 10 - status was 3 but stopped as primal feasible 11 - status was 1/2 from presolve found infeasible or unbounded 100 up - translation of enum from ClpEventHandler. More... | |
void | setSecondaryStatus (int newstatus) |
bool | isAbandoned () const |
Are there a numerical difficulties? More... | |
bool | isProvenOptimal () const |
Is optimality proven? More... | |
bool | isProvenPrimalInfeasible () const |
Is primal infeasiblity proven? More... | |
bool | isProvenDualInfeasible () const |
Is dual infeasiblity proven? More... | |
bool | isPrimalObjectiveLimitReached () const |
Is the given primal objective limit reached? More... | |
bool | isDualObjectiveLimitReached () const |
Is the given dual objective limit reached? More... | |
bool | isIterationLimitReached () const |
Iteration limit reached? More... | |
double | optimizationDirection () const |
Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore. More... | |
double | getObjSense () const |
void | setOptimizationDirection (double value) |
double * | primalRowSolution () const |
Primal row solution. More... | |
const double * | getRowActivity () const |
double * | primalColumnSolution () const |
Primal column solution. More... | |
const double * | getColSolution () const |
void | setColSolution (const double *input) |
double * | dualRowSolution () const |
Dual row solution. More... | |
const double * | getRowPrice () const |
double * | dualColumnSolution () const |
Reduced costs. More... | |
const double * | getReducedCost () const |
double * | rowLower () const |
Row lower. More... | |
const double * | getRowLower () const |
double * | rowUpper () const |
Row upper. More... | |
const double * | getRowUpper () const |
void | setObjectiveCoefficient (int elementIndex, double elementValue) |
Set an objective function coefficient. More... | |
void | setObjCoeff (int elementIndex, double elementValue) |
Set an objective function coefficient. More... | |
void | setColumnLower (int elementIndex, double elementValue) |
Set a single column lower bound Use -DBL_MAX for -infinity. More... | |
void | setColumnUpper (int elementIndex, double elementValue) |
Set a single column upper bound Use DBL_MAX for infinity. More... | |
void | setColumnBounds (int elementIndex, double lower, double upper) |
Set a single column lower and upper bound. More... | |
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 setColLower() and setColUpper() over and over again. More... | |
void | setColLower (int elementIndex, double elementValue) |
Set a single column lower bound Use -DBL_MAX for -infinity. More... | |
void | setColUpper (int elementIndex, double elementValue) |
Set a single column upper bound Use DBL_MAX for infinity. More... | |
void | setColBounds (int elementIndex, double lower, double upper) |
Set a single column lower and upper bound. More... | |
void | setColSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a number of columns simultaneously More... | |
void | setRowLower (int elementIndex, double elementValue) |
Set a single row lower bound Use -DBL_MAX for -infinity. More... | |
void | setRowUpper (int elementIndex, double elementValue) |
Set a single row upper bound Use DBL_MAX for infinity. More... | |
void | setRowBounds (int elementIndex, double lower, double upper) |
Set a single row lower and upper bound. More... | |
void | setRowSetBounds (const int *indexFirst, const int *indexLast, const double *boundList) |
Set the bounds on a number of rows simultaneously More... | |
const double * | rowScale () const |
Scaling. More... | |
const double * | columnScale () const |
const double * | inverseRowScale () const |
const double * | inverseColumnScale () const |
double * | mutableRowScale () const |
double * | mutableColumnScale () const |
double * | mutableInverseRowScale () const |
double * | mutableInverseColumnScale () const |
double * | swapRowScale (double *newScale) |
void | setRowScale (double *scale) |
void | setColumnScale (double *scale) |
double | objectiveScale () const |
Scaling of objective. More... | |
void | setObjectiveScale (double value) |
double | rhsScale () const |
Scaling of rhs and bounds. More... | |
void | setRhsScale (double value) |
void | scaling (int mode=1) |
Sets or unsets scaling, 0 -off, 1 equilibrium, 2 geometric, 3 auto, 4 auto-but-as-initialSolve-in-bab. More... | |
void | unscale () |
If we constructed a "really" scaled model then this reverses the operation. More... | |
int | scalingFlag () const |
Gets scalingFlag. More... | |
double * | objective () const |
Objective. More... | |
double * | objective (const double *solution, double &offset, bool refresh=true) const |
const double * | getObjCoefficients () const |
double * | rowObjective () const |
Row Objective. More... | |
const double * | getRowObjCoefficients () const |
double * | columnLower () const |
Column Lower. More... | |
const double * | getColLower () const |
double * | columnUpper () const |
Column Upper. More... | |
const double * | getColUpper () const |
CoinPackedMatrix * | matrix () const |
Matrix (if not ClpPackedmatrix be careful about memory leak. More... | |
CoinBigIndex | getNumElements () const |
Number of elements in matrix. More... | |
double | getSmallElementValue () const |
Small element value - elements less than this set to zero, default is 1.0e-20. More... | |
void | setSmallElementValue (double value) |
ClpMatrixBase * | rowCopy () const |
Row Matrix. More... | |
void | setNewRowCopy (ClpMatrixBase *newCopy) |
Set new row matrix. More... | |
ClpMatrixBase * | clpMatrix () const |
Clp Matrix. More... | |
ClpPackedMatrix * | clpScaledMatrix () const |
Scaled ClpPackedMatrix. More... | |
void | setClpScaledMatrix (ClpPackedMatrix *scaledMatrix) |
Sets pointer to scaled ClpPackedMatrix. More... | |
ClpPackedMatrix * | swapScaledMatrix (ClpPackedMatrix *scaledMatrix) |
Swaps pointer to scaled ClpPackedMatrix. More... | |
void | replaceMatrix (ClpMatrixBase *matrix, bool deleteCurrent=false) |
Replace Clp Matrix (current is not deleted unless told to and new is used) So up to user to delete current. More... | |
void | replaceMatrix (CoinPackedMatrix *newmatrix, bool deleteCurrent=false) |
Replace Clp Matrix (current is not deleted unless told to and new is used) So up to user to delete current. More... | |
double | objectiveValue () const |
Objective value. More... | |
void | setObjectiveValue (double value) |
double | getObjValue () const |
char * | integerInformation () const |
Integer information. More... | |
double * | infeasibilityRay (bool fullRay=false) const |
Infeasibility/unbounded ray (NULL returned if none/wrong) Up to user to use delete [] on these arrays. More... | |
double * | unboundedRay () const |
double * | ray () const |
For advanced users - no need to delete - sign not changed. More... | |
bool | rayExists () const |
just test if infeasibility or unbounded Ray exists More... | |
void | deleteRay () |
just delete ray if exists More... | |
const double * | internalRay () const |
Access internal ray storage. Users should call infeasibilityRay() or unboundedRay() instead. More... | |
bool | statusExists () const |
See if status (i.e. basis) array exists (partly for OsiClp) More... | |
unsigned char * | statusArray () const |
Return address of status (i.e. basis) array (char[numberRows+numberColumns]) More... | |
unsigned char * | statusCopy () const |
Return copy of status (i.e. More... | |
void | copyinStatus (const unsigned char *statusArray) |
Copy in status (basis) vector. More... | |
void | setUserPointer (void *pointer) |
User pointer for whatever reason. More... | |
void * | getUserPointer () const |
void | setTrustedUserPointer (ClpTrustedData *pointer) |
Trusted user pointer. More... | |
ClpTrustedData * | getTrustedUserPointer () const |
int | whatsChanged () const |
What has changed in model (only for masochistic users) More... | |
void | setWhatsChanged (int value) |
int | numberThreads () const |
Number of threads (not really being used) More... | |
void | setNumberThreads (int value) |
void | passInMessageHandler (CoinMessageHandler *handler) |
Pass in Message handler (not deleted at end) More... | |
CoinMessageHandler * | pushMessageHandler (CoinMessageHandler *handler, bool &oldDefault) |
Pass in Message handler (not deleted at end) and return current. More... | |
void | popMessageHandler (CoinMessageHandler *oldHandler, bool oldDefault) |
back to previous message handler More... | |
void | newLanguage (CoinMessages::Language language) |
Set language. More... | |
void | setLanguage (CoinMessages::Language language) |
void | setDefaultMessageHandler () |
Overrides message handler with a default one. More... | |
CoinMessageHandler * | messageHandler () const |
Return handler. More... | |
CoinMessages | messages () const |
Return messages. More... | |
CoinMessages * | messagesPointer () |
Return pointer to messages. More... | |
CoinMessages | coinMessages () const |
Return Coin messages. More... | |
CoinMessages * | coinMessagesPointer () |
Return pointer to Coin messages. More... | |
void | setLogLevel (int value) |
Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - verbose above that 8,16,32 etc just for selective debug. More... | |
int | logLevel () const |
bool | defaultHandler () const |
Return true if default handler. More... | |
void | passInEventHandler (const ClpEventHandler *eventHandler) |
Pass in Event handler (cloned and deleted at end) More... | |
ClpEventHandler * | eventHandler () const |
Event handler. More... | |
CoinThreadRandom * | randomNumberGenerator () |
Thread specific random number generator. More... | |
CoinThreadRandom & | mutableRandomNumberGenerator () |
Thread specific random number generator. More... | |
void | setRandomSeed (int value) |
Set seed for thread specific random number generator. More... | |
int | lengthNames () const |
length of names (0 means no names0 More... | |
void | setLengthNames (int value) |
length of names (0 means no names0 More... | |
const std::vector< std::string > * | rowNames () const |
Row names. More... | |
const std::string & | rowName (int iRow) const |
std::string | getRowName (int iRow) const |
Return name or Rnnnnnnn. More... | |
const std::vector< std::string > * | columnNames () const |
Column names. More... | |
const std::string & | columnName (int iColumn) const |
std::string | getColumnName (int iColumn) const |
Return name or Cnnnnnnn. More... | |
ClpObjective * | objectiveAsObject () const |
Objective methods. More... | |
void | setObjective (ClpObjective *objective) |
void | setObjectivePointer (ClpObjective *newobjective) |
int | emptyProblem (int *infeasNumber=NULL, double *infeasSum=NULL, bool printMessage=true) |
Solve a problem with no elements - return status and dual and primal infeasibilites. More... | |
void | times (double scalar, const double *x, double *y) const |
Return y + A * x * scalar in y . More... | |
void | transposeTimes (double scalar, const double *x, double *y) const |
Return y + x * scalar * A in y . More... | |
bool | setIntParam (ClpIntParam key, int value) |
Set an integer parameter. More... | |
bool | setDblParam (ClpDblParam key, double value) |
Set an double parameter. More... | |
bool | setStrParam (ClpStrParam key, const std::string &value) |
Set an string parameter. More... | |
bool | getIntParam (ClpIntParam key, int &value) const |
bool | getDblParam (ClpDblParam key, double &value) const |
bool | getStrParam (ClpStrParam key, std::string &value) const |
void | generateCpp (FILE *fp) |
Create C++ lines to get to current state. More... | |
unsigned int | specialOptions () const |
For advanced options 1 - Don't keep changing infeasibility weight 2 - Keep nonLinearCost round solves 4 - Force outgoing variables to exact bound (primal) 8 - Safe to use dense initial factorization 16 -Just use basic variables for operation if column generation 32 -Create ray even in BAB 64 -Treat problem as feasible until last minute (i.e. More... | |
void | setSpecialOptions (unsigned int value) |
bool | inCbcBranchAndBound () const |
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). More... | |
void | loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps). More... | |
int | loadProblem (CoinModel &modelObject, bool tryPlusMinusOne=false) |
This loads a model from a coinModel object - returns number of errors. More... | |
void | loadProblem (const int numcols, const int numrows, const CoinBigIndex *start, const int *index, const double *value, const int *length, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
This one is for after presolve to save memory. More... | |
void | loadQuadraticObjective (const int numberColumns, const CoinBigIndex *start, const int *column, const double *element) |
Load up quadratic objective. More... | |
void | loadQuadraticObjective (const CoinPackedMatrix &matrix) |
void | deleteQuadraticObjective () |
Get rid of quadratic objective. More... | |
void | setRowObjective (const double *rowObjective) |
This just loads up a row objective. More... | |
int | readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false) |
Read an mps file from the given filename. More... | |
int | readGMPL (const char *filename, const char *dataName, bool keepNames=false) |
Read GMPL files from the given filenames. More... | |
void | copyInIntegerInformation (const char *information) |
Copy in integer informations. More... | |
void | deleteIntegerInformation () |
Drop integer informations. More... | |
void | setContinuous (int index) |
Set the index-th variable to be a continuous variable. More... | |
void | setInteger (int index) |
Set the index-th variable to be an integer variable. More... | |
bool | isInteger (int index) const |
Return true if the index-th variable is an integer variable. More... | |
void | resize (int newNumberRows, int newNumberColumns) |
Resizes rim part of model. More... | |
void | deleteRows (int number, const int *which) |
Deletes rows. More... | |
void | addRow (int numberInRow, const int *columns, const double *elements, double rowLower=-COIN_DBL_MAX, double rowUpper=COIN_DBL_MAX) |
Add one row. More... | |
void | addRows (int number, const double *rowLower, const double *rowUpper, const CoinBigIndex *rowStarts, const int *columns, const double *elements) |
Add rows. More... | |
void | addRows (int number, const double *rowLower, const double *rowUpper, const CoinBigIndex *rowStarts, const int *rowLengths, const int *columns, const double *elements) |
Add rows. More... | |
void | addRows (int number, const double *rowLower, const double *rowUpper, const CoinPackedVectorBase *const *rows) |
int | addRows (const CoinBuild &buildObject, bool tryPlusMinusOne=false, bool checkDuplicates=true) |
Add rows from a build object. More... | |
int | addRows (CoinModel &modelObject, bool tryPlusMinusOne=false, bool checkDuplicates=true) |
Add rows from a model object. More... | |
void | deleteColumns (int number, const int *which) |
Deletes columns. More... | |
void | deleteRowsAndColumns (int numberRows, const int *whichRows, int numberColumns, const int *whichColumns) |
Deletes rows AND columns (keeps old sizes) More... | |
void | addColumn (int numberInColumn, const int *rows, const double *elements, double columnLower=0.0, double columnUpper=COIN_DBL_MAX, double objective=0.0) |
Add one column. More... | |
void | addColumns (int number, const double *columnLower, const double *columnUpper, const double *objective, const CoinBigIndex *columnStarts, const int *rows, const double *elements) |
Add columns. More... | |
void | addColumns (int number, const double *columnLower, const double *columnUpper, const double *objective, const CoinBigIndex *columnStarts, const int *columnLengths, const int *rows, const double *elements) |
void | addColumns (int number, const double *columnLower, const double *columnUpper, const double *objective, const CoinPackedVectorBase *const *columns) |
int | addColumns (const CoinBuild &buildObject, bool tryPlusMinusOne=false, bool checkDuplicates=true) |
Add columns from a build object If tryPlusMinusOne then will try adding as +-1 matrix if no matrix exists. More... | |
int | addColumns (CoinModel &modelObject, bool tryPlusMinusOne=false, bool checkDuplicates=true) |
Add columns from a model object. More... | |
void | modifyCoefficient (int row, int column, double newElement, bool keepZero=false) |
Modify one element of a matrix. More... | |
void | chgRowLower (const double *rowLower) |
Change row lower bounds. More... | |
void | chgRowUpper (const double *rowUpper) |
Change row upper bounds. More... | |
void | chgColumnLower (const double *columnLower) |
Change column lower bounds. More... | |
void | chgColumnUpper (const double *columnUpper) |
Change column upper bounds. More... | |
void | chgObjCoefficients (const double *objIn) |
Change objective coefficients. More... | |
void | borrowModel (ClpModel &otherModel) |
Borrow model. More... | |
void | returnModel (ClpModel &otherModel) |
Return model - nulls all arrays so can be deleted safely also updates any scalars. More... | |
void | createEmptyMatrix () |
Create empty ClpPackedMatrix. More... | |
CoinBigIndex | cleanMatrix (double threshold=1.0e-20) |
Really clean up matrix (if ClpPackedMatrix). More... | |
void | copy (const ClpMatrixBase *from, ClpMatrixBase *&to) |
Copy contents - resizing if necessary - otherwise re-use memory. More... | |
void | dropNames () |
Drops names - makes lengthnames 0 and names empty. More... | |
void | copyNames (const std::vector< std::string > &rowNames, const std::vector< std::string > &columnNames) |
Copies in names. More... | |
void | copyRowNames (const std::vector< std::string > &rowNames, int first, int last) |
Copies in Row names - modifies names first .. last-1. More... | |
void | copyColumnNames (const std::vector< std::string > &columnNames, int first, int last) |
Copies in Column names - modifies names first .. last-1. More... | |
void | copyRowNames (const char *const *rowNames, int first, int last) |
Copies in Row names - modifies names first .. last-1. More... | |
void | copyColumnNames (const char *const *columnNames, int first, int last) |
Copies in Column names - modifies names first .. last-1. More... | |
void | setRowName (int rowIndex, std::string &name) |
Set name of row. More... | |
void | setColumnName (int colIndex, std::string &name) |
Set name of col. More... | |
int | findNetwork (char *rotate, double fractionNeeded=0.75) |
Find a network subset. More... | |
CoinModel * | createCoinModel () const |
This creates a coinModel object. More... | |
int | writeMps (const char *filename, int formatType=0, int numberAcross=2, double objSense=0.0) const |
Write the problem in MPS format to the specified file. More... | |
Friends | |
void | AbcSimplexUnitTest (const std::string &mpsDir) |
A function that tests the methods in the AbcSimplex class. More... | |
status methods | |
void | swap (int pivotRow, int nonBasicPosition) |
Swaps two variables. More... | |
void | setFlagged (int sequence) |
To flag a variable. More... | |
void | clearFlagged (int sequence) |
bool | flagged (int sequence) const |
void | createStatus () |
Set up status array (can be used by OsiAbc). More... | |
void | crash (int type) |
Does sort of crash. More... | |
void | putStuffInBasis (int type) |
Puts more stuff in basis 1 bit set - do even if basis exists 2 bit set - don't bother staying triangular. More... | |
void | allSlackBasis () |
Sets up all slack basis and resets solution to as it was after initial load or readMps. More... | |
void | checkConsistentPivots () const |
For debug - check pivotVariable consistent. More... | |
void | printStuff () const |
Print stuff. More... | |
int | startup (int ifValuesPass) |
Common bits of coding for dual and primal. More... | |
double | rawObjectiveValue () const |
Raw objective value (so always minimize in primal) More... | |
void | computeObjectiveValue (bool useWorkingSolution=false) |
Compute objective value from solution and put in objectiveValue_. More... | |
double | computeInternalObjectiveValue () |
Compute minimization objective value from internal solution without perturbation. More... | |
void | moveInfo (const AbcSimplex &rhs, bool justStatus=false) |
Move status and solution across. More... | |
void | swap (int pivotRow, int nonBasicPosition, Status newStatus) |
Swaps two variables and does status. More... | |
void | setFakeBound (int sequence, FakeBound fakeBound) |
FakeBound | getFakeBound (int sequence) const |
bool | atFakeBound (int sequence) const |
void | setPivoted (int sequence) |
void | clearPivoted (int sequence) |
bool | pivoted (int sequence) const |
void | setActive (int iRow) |
To say row active in primal pivot row choice. More... | |
void | clearActive (int iRow) |
bool | active (int iRow) const |
data. Many arrays have a row part and a column part. | |
There is a single array with both - columns then rows and then normally two arrays pointing to rows and columns. The single array is the owner of memory | |
double | sumNonBasicCosts_ |
Sum of nonbasic costs. More... | |
double | rawObjectiveValue_ |
Sum of costs (raw objective value) More... | |
double | objectiveOffset_ |
Objective offset (from offset_) More... | |
double | perturbationFactor_ |
Perturbation factor If <0.0 then virtual if 0.0 none if >0.0 use this as factor. More... | |
double | currentDualTolerance_ |
Current dualTolerance (will end up as dualTolerance_) More... | |
double | currentDualBound_ |
Current dualBound (will end up as dualBound_) More... | |
double | largestGap_ |
Largest gap. More... | |
double | lastDualBound_ |
Last dual bound. More... | |
double | sumFakeInfeasibilities_ |
Sum of infeasibilities when using fake perturbation tolerance. More... | |
double | lastPrimalError_ |
Last primal error. More... | |
double | lastDualError_ |
Last dual error. More... | |
double | currentAcceptablePivot_ |
Acceptable pivot for this iteration. More... | |
double | movement_ |
Movement of variable. More... | |
double | objectiveChange_ |
Objective change. More... | |
double | btranAlpha_ |
Btran alpha. More... | |
double | ftAlpha_ |
FT alpha. More... | |
double | minimumThetaMovement_ |
Minimum theta movement. More... | |
double | initialSumInfeasibilities_ |
Initial sum of infeasibilities. More... | |
int | lastFirstFree_ |
Last firstFree_. More... | |
int | freeSequenceIn_ |
Free chosen vector. More... | |
int | maximumAbcNumberRows_ |
Maximum number rows. More... | |
int | maximumAbcNumberColumns_ |
Maximum number columns. More... | |
int | maximumNumberTotal_ |
Maximum numberTotal. More... | |
int | numberFlagged_ |
Current number of variables flagged. More... | |
int | normalDualColumnIteration_ |
Iteration at which to do relaxed dualColumn. More... | |
int | stateDualColumn_ |
State of dual waffle -2 - in initial large tolerance phase -1 - in medium tolerance phase n - in correct tolerance phase and thought optimal n times. More... | |
int | numberTotal_ |
Number of variables (includes spare rows) More... | |
int | numberTotalWithoutFixed_ |
Number of variables without fixed to zero (includes spare rows) More... | |
int | startAtLowerOther_ |
Start of variables at lower bound with upper. More... | |
int | startAtUpperNoOther_ |
Start of variables at upper bound with no lower. More... | |
int | startAtUpperOther_ |
Start of variables at upper bound with lower. More... | |
int | startOther_ |
Start of superBasic, free or awkward bounds variables. More... | |
int | startFixed_ |
Start of fixed variables. More... | |
int | stateOfProblem_ |
int | numberOrdinary_ |
Number of ordinary (lo/up) in tableau row. More... | |
int | ordinaryVariables_ |
Set to 1 if no free or super basic. More... | |
int | numberFreeNonBasic_ |
Number of free nonbasic variables. More... | |
int | lastCleaned_ |
Last time cleaned up. More... | |
int | lastPivotRow_ |
Current/last pivot row (set after END of choosing pivot row in dual) More... | |
int | swappedAlgorithm_ |
Nonzero (probably 10) if swapped algorithms. More... | |
int | initialNumberInfeasibilities_ |
Initial number of infeasibilities. More... | |
double * | scaleFromExternal_ |
Points from external to internal. More... | |
double * | scaleToExternal_ |
Scale from primal internal to external (in external order) Or other way for dual. More... | |
double * | columnUseScale_ |
use this instead of columnScale More... | |
double * | inverseColumnUseScale_ |
use this instead of inverseColumnScale More... | |
double * | offset_ |
Primal offset (in external order) So internal value is (external-offset)*scaleFromExternal. More... | |
double * | offsetRhs_ |
Offset for accumulated offsets*matrix. More... | |
double * | tempArray_ |
Useful array of numberTotal length. More... | |
unsigned char * | internalStatus_ |
Working status ? may be signed ? link pi_ to an indexed array? may have saved from last factorization at end. More... | |
unsigned char * | internalStatusSaved_ |
Saved status. More... | |
double * | abcPerturbation_ |
Perturbation (fixed) - is just scaled random numbers If perturbationFactor_<0 then virtual perturbation. More... | |
double * | perturbationSaved_ |
saved perturbation More... | |
double * | perturbationBasic_ |
basic perturbation More... | |
AbcMatrix * | abcMatrix_ |
Working matrix. More... | |
double * | abcLower_ |
Working scaled copy of lower bounds has original scaled copy at end. More... | |
double * | abcUpper_ |
Working scaled copy of upper bounds has original scaled copy at end. More... | |
double * | abcCost_ |
Working scaled copy of objective ? where perturbed copy or can we always work with perturbed copy (in B&B) if we adjust increments/cutoffs ? should we save a fixed perturbation offset array has original scaled copy at end. More... | |
double * | abcSolution_ |
Working scaled primal solution may have saved from last factorization at end. More... | |
double * | abcDj_ |
Working scaled dual solution may have saved from last factorization at end. More... | |
double * | lowerSaved_ |
Saved scaled copy of lower bounds. More... | |
double * | upperSaved_ |
Saved scaled copy of upper bounds. More... | |
double * | costSaved_ |
Saved scaled copy of objective. More... | |
double * | solutionSaved_ |
Saved scaled primal solution. More... | |
double * | djSaved_ |
Saved scaled dual solution. More... | |
double * | lowerBasic_ |
Working scaled copy of basic lower bounds. More... | |
double * | upperBasic_ |
Working scaled copy of basic upper bounds. More... | |
double * | costBasic_ |
Working scaled copy of basic objective. More... | |
double * | solutionBasic_ |
Working scaled basic primal solution. More... | |
double * | djBasic_ |
Working scaled basic dual solution (want it to be zero) More... | |
AbcDualRowPivot * | abcDualRowPivot_ |
dual row pivot choice More... | |
AbcPrimalColumnPivot * | abcPrimalColumnPivot_ |
primal column pivot choice More... | |
int * | abcPivotVariable_ |
Basic variables pivoting on which rows followed by atLo/atUp then free/superbasic then fixed. More... | |
int * | reversePivotVariable_ |
Reverse abcPivotVariable_ for moving around. More... | |
AbcSimplexFactorization * | abcFactorization_ |
factorization More... | |
AbcSimplex * | abcBaseModel_ |
Saved version of solution. More... | |
ClpSimplex * | clpModel_ |
A copy of model as ClpSimplex with certain state. More... | |
AbcNonLinearCost * | abcNonLinearCost_ |
Very wasteful way of dealing with infeasibilities in primal. More... | |
CoinPartitionedVector | usefulArray_ [ABC_NUMBER_USEFUL] |
AbcSimplexProgress | abcProgress_ |
For dealing with all issues of cycling etc. More... | |
ClpDataSave | saveData_ |
For saving stuff at beginning. More... | |
double | upperTheta_ |
upper theta from dual column More... | |
int | multipleSequenceIn_ [4] |
Multiple sequence in. More... | |
int | numberFlipped_ |
int | numberDisasters_ |
int | stateOfIteration_ |
Where we are in iteration. More... | |
int | arrayForDualColumn_ |
int | arrayForReplaceColumn_ |
int | arrayForFlipBounds_ |
int | arrayForFlipRhs_ |
int | arrayForBtran_ |
int | arrayForFtran_ |
int | arrayForTableauRow_ |
Additional Inherited Members | |
Public Attributes inherited from ClpSimplex | |
int | spareIntArray_ [4] |
Spare int array for passing information [0]!=0 switches on. More... | |
double | spareDoubleArray_ [4] |
Spare double array for passing information [0]!=0 switches on. More... | |
Protected Member Functions inherited from ClpSimplex | |
int | gutsOfSolution (double *givenDuals, const double *givenPrimals, bool valuesPass=false) |
May change basis and then returns number changed. More... | |
void | gutsOfDelete (int type) |
Does most of deletion (0 = all, 1 = most, 2 most + factorization) More... | |
void | gutsOfCopy (const ClpSimplex &rhs) |
Does most of copying. More... | |
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), (2 bit does column bounds), 4 bit does objective(s). More... | |
void | createRim1 (bool initial) |
Does rows and columns. More... | |
void | createRim4 (bool initial) |
Does objective. More... | |
void | createRim5 (bool initial) |
Does rows and columns and objective. More... | |
void | deleteRim (int getRidOfFactorizationData=2) |
releases above arrays and does solution scaling out. More... | |
bool | sanityCheck () |
Sanity check on input rim data (after scaling) - returns true if okay. More... | |
int | housekeeping (double objectiveChange) |
This does basis housekeeping and does values for in/out variables. More... | |
void | checkPrimalSolution (const double *rowActivities=NULL, const double *columnActivies=NULL) |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal) More... | |
void | checkDualSolution () |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual) More... | |
void | checkBothSolutions () |
This sets sum and number of infeasibilities (Dual and Primal) More... | |
double | scaleObjective (double value) |
If input negative scales objective so maximum <= -value and returns scale factor used. More... | |
int | solveDW (CoinStructuredModel *model, ClpSolve &options) |
Solve using Dantzig-Wolfe decomposition and maybe in parallel. More... | |
int | solveBenders (CoinStructuredModel *model, ClpSolve &options) |
Solve using Benders decomposition and maybe in parallel. More... | |
Protected Member Functions inherited from ClpModel | |
void | gutsOfDelete (int type) |
Does most of deletion (0 = all, 1 = most) More... | |
void | gutsOfCopy (const ClpModel &rhs, int trueCopy=1) |
Does most of copying If trueCopy 0 then just points to arrays If -1 leaves as much as possible. More... | |
void | getRowBound (int iRow, double &lower, double &upper) const |
gets lower and upper bounds on rows More... | |
void | gutsOfLoadModel (int numberRows, int numberColumns, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL) |
puts in format I like - 4 array matrix - may make row copy More... | |
void | gutsOfScaling () |
Does much of scaling. More... | |
double | rawObjectiveValue () const |
Objective value - always minimize. More... | |
bool | permanentArrays () const |
If we are using maximumRows_ and Columns_. More... | |
void | startPermanentArrays () |
Start using maximumRows_ and Columns_. More... | |
void | stopPermanentArrays () |
Stop using maximumRows_ and Columns_. More... | |
const char *const * | rowNamesAsChar () const |
Create row names as char **. More... | |
const char *const * | columnNamesAsChar () const |
Create column names as char **. More... | |
void | deleteNamesAsChar (const char *const *names, int number) const |
Delete char * version of names. More... | |
void | onStopped () |
On stopped - sets secondary status. More... | |
Protected Attributes inherited from ClpSimplex | |
double | bestPossibleImprovement_ |
Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (dual) More... | |
double | zeroTolerance_ |
Zero tolerance. More... | |
int | columnPrimalSequence_ |
Sequence of worst (-1 if feasible) More... | |
int | rowPrimalSequence_ |
Sequence of worst (-1 if feasible) More... | |
double | bestObjectiveValue_ |
"Best" objective value More... | |
int | moreSpecialOptions_ |
More special options - see set for details. More... | |
int | baseIteration_ |
Iteration when we entered dual or primal. More... | |
int | vectorMode_ |
Vector mode - try and use vector instructions. More... | |
double | primalToleranceToGetOptimal_ |
Primal tolerance needed to make dual feasible (<largeTolerance) More... | |
double | largeValue_ |
Large bound value (for complementarity etc) More... | |
double | largestPrimalError_ |
Largest error on Ax-b. More... | |
double | largestDualError_ |
Largest error on basic duals. More... | |
double | alphaAccuracy_ |
For computing whether to re-factorize. More... | |
double | dualBound_ |
Dual bound. More... | |
double | alpha_ |
Alpha (pivot element) More... | |
double | theta_ |
Theta (pivot change) More... | |
double | lowerIn_ |
Lower Bound on In variable. More... | |
double | valueIn_ |
Value of In variable. More... | |
double | upperIn_ |
Upper Bound on In variable. More... | |
double | dualIn_ |
Reduced cost of In variable. More... | |
double | lowerOut_ |
Lower Bound on Out variable. More... | |
double | valueOut_ |
Value of Out variable. More... | |
double | upperOut_ |
Upper Bound on Out variable. More... | |
double | dualOut_ |
Infeasibility (dual) or ? (primal) of Out variable. More... | |
double | dualTolerance_ |
Current dual tolerance for algorithm. More... | |
double | primalTolerance_ |
Current primal tolerance for algorithm. More... | |
double | sumDualInfeasibilities_ |
Sum of dual infeasibilities. More... | |
double | sumPrimalInfeasibilities_ |
Sum of primal infeasibilities. More... | |
double | infeasibilityCost_ |
Weight assigned to being infeasible in primal. More... | |
double | sumOfRelaxedDualInfeasibilities_ |
Sum of Dual infeasibilities using tolerance based on error in duals. More... | |
double | sumOfRelaxedPrimalInfeasibilities_ |
Sum of Primal infeasibilities using tolerance based on error in primals. More... | |
double | acceptablePivot_ |
Acceptable pivot value just after factorization. More... | |
double | minimumPrimalTolerance_ |
Minimum primal tolerance. More... | |
double | averageInfeasibility_ [CLP_INFEAS_SAVE] |
double * | lower_ |
Working copy of lower bounds (Owner of arrays below) More... | |
double * | rowLowerWork_ |
Row lower bounds - working copy. More... | |
double * | columnLowerWork_ |
Column lower bounds - working copy. More... | |
double * | upper_ |
Working copy of upper bounds (Owner of arrays below) More... | |
double * | rowUpperWork_ |
Row upper bounds - working copy. More... | |
double * | columnUpperWork_ |
Column upper bounds - working copy. More... | |
double * | cost_ |
Working copy of objective (Owner of arrays below) More... | |
double * | rowObjectiveWork_ |
Row objective - working copy. More... | |
double * | objectiveWork_ |
Column objective - working copy. More... | |
CoinIndexedVector * | rowArray_ [6] |
Useful row length arrays. More... | |
CoinIndexedVector * | columnArray_ [6] |
Useful column length arrays. More... | |
int | sequenceIn_ |
Sequence of In variable. More... | |
int | directionIn_ |
Direction of In, 1 going up, -1 going down, 0 not a clue. More... | |
int | sequenceOut_ |
Sequence of Out variable. More... | |
int | directionOut_ |
Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic. More... | |
int | pivotRow_ |
Pivot Row. More... | |
int | lastGoodIteration_ |
Last good iteration (immediately after a re-factorization) More... | |
double * | dj_ |
Working copy of reduced costs (Owner of arrays below) More... | |
double * | rowReducedCost_ |
Reduced costs of slacks not same as duals (or - duals) More... | |
double * | reducedCostWork_ |
Possible scaled reduced costs. More... | |
double * | solution_ |
Working copy of primal solution (Owner of arrays below) More... | |
double * | rowActivityWork_ |
Row activities - working copy. More... | |
double * | columnActivityWork_ |
Column activities - working copy. More... | |
int | numberDualInfeasibilities_ |
Number of dual infeasibilities. More... | |
int | numberDualInfeasibilitiesWithoutFree_ |
Number of dual infeasibilities (without free) More... | |
int | numberPrimalInfeasibilities_ |
Number of primal infeasibilities. More... | |
int | numberRefinements_ |
How many iterative refinements to do. More... | |
ClpDualRowPivot * | dualRowPivot_ |
dual row pivot choice More... | |
ClpPrimalColumnPivot * | primalColumnPivot_ |
primal column pivot choice More... | |
int * | pivotVariable_ |
Basic variables pivoting on which rows. More... | |
ClpFactorization * | factorization_ |
factorization More... | |
double * | savedSolution_ |
Saved version of solution. More... | |
int | numberTimesOptimal_ |
Number of times code has tentatively thought optimal. More... | |
ClpDisasterHandler * | disasterArea_ |
Disaster handler. More... | |
int | changeMade_ |
If change has been made (first attempt at stopping looping) More... | |
int | algorithm_ |
Algorithm >0 == Primal, <0 == Dual. More... | |
int | forceFactorization_ |
Now for some reliability aids This forces re-factorization early. More... | |
int | perturbation_ |
Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100. More... | |
unsigned char * | saveStatus_ |
Saved status regions. More... | |
ClpNonLinearCost * | nonLinearCost_ |
Very wasteful way of dealing with infeasibilities in primal. More... | |
int | lastBadIteration_ |
So we know when to be cautious. More... | |
int | lastFlaggedIteration_ |
So we know when to open up again. More... | |
int | numberFake_ |
Can be used for count of fake bounds (dual) or fake costs (primal) More... | |
int | numberChanged_ |
Can be used for count of changed costs (dual) or changed bounds (primal) More... | |
int | progressFlag_ |
Progress flag - at present 0 bit says artificials out, 1 free in. More... | |
int | firstFree_ |
First free/super-basic variable (-1 if none) More... | |
int | numberExtraRows_ |
Number of extra rows. More... | |
int | maximumBasic_ |
Maximum number of basic variables - can be more than number of rows if GUB. More... | |
int | dontFactorizePivots_ |
If may skip final factorize then allow up to this pivots (default 20) More... | |
double | incomingInfeasibility_ |
For advanced use. More... | |
double | allowedInfeasibility_ |
int | automaticScale_ |
Automatic scaling of objective and rhs and bounds. More... | |
int | maximumPerturbationSize_ |
Maximum perturbation array size (take out when code rewritten) More... | |
double * | perturbationArray_ |
Perturbation array (maximumPerturbationSize_) More... | |
ClpSimplex * | baseModel_ |
A copy of model with certain state - normally without cuts. More... | |
ClpSimplexProgress | progress_ |
For dealing with all issues of cycling etc. More... | |
int | numberDegeneratePivots_ |
Number of degenerate pivots since last perturbed. More... | |
Protected Attributes inherited from ClpModel | |
double | optimizationDirection_ |
Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore. More... | |
double | dblParam_ [ClpLastDblParam] |
Array of double parameters. More... | |
double | objectiveValue_ |
Objective value. More... | |
double | smallElement_ |
Small element value. More... | |
double | objectiveScale_ |
Scaling of objective. More... | |
double | rhsScale_ |
Scaling of rhs and bounds. More... | |
int | numberRows_ |
Number of rows. More... | |
int | numberColumns_ |
Number of columns. More... | |
double * | rowActivity_ |
Row activities. More... | |
double * | columnActivity_ |
Column activities. More... | |
double * | dual_ |
Duals. More... | |
double * | reducedCost_ |
Reduced costs. More... | |
double * | rowLower_ |
Row lower. More... | |
double * | rowUpper_ |
Row upper. More... | |
ClpObjective * | objective_ |
Objective. More... | |
double * | rowObjective_ |
Row Objective (? sign) - may be NULL. More... | |
double * | columnLower_ |
Column Lower. More... | |
double * | columnUpper_ |
Column Upper. More... | |
ClpMatrixBase * | matrix_ |
Packed matrix. More... | |
ClpMatrixBase * | rowCopy_ |
Row copy if wanted. More... | |
ClpPackedMatrix * | scaledMatrix_ |
Scaled packed matrix. More... | |
double * | ray_ |
Infeasible/unbounded ray. More... | |
double * | rowScale_ |
Row scale factors for matrix. More... | |
double * | columnScale_ |
Column scale factors. More... | |
double * | inverseRowScale_ |
Inverse row scale factors for matrix (end of rowScale_) More... | |
double * | inverseColumnScale_ |
Inverse column scale factors for matrix (end of columnScale_) More... | |
int | scalingFlag_ |
Scale flag, 0 none, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic, 5 geometric on rows. More... | |
unsigned char * | status_ |
Status (i.e. More... | |
char * | integerType_ |
Integer information. More... | |
void * | userPointer_ |
User pointer for whatever reason. More... | |
ClpTrustedData * | trustedUserPointer_ |
Trusted user pointer e.g. for heuristics. More... | |
int | intParam_ [ClpLastIntParam] |
Array of integer parameters. More... | |
int | numberIterations_ |
Number of iterations. More... | |
int | solveType_ |
Solve type - 1 simplex, 2 simplex interface, 3 Interior. More... | |
unsigned int | whatsChanged_ |
int | problemStatus_ |
Status of problem. More... | |
int | secondaryStatus_ |
Secondary status of problem. More... | |
int | lengthNames_ |
length of names (0 means no names) More... | |
int | numberThreads_ |
Number of threads (not very operational) More... | |
unsigned int | specialOptions_ |
For advanced options See get and set for meaning. More... | |
CoinMessageHandler * | handler_ |
Message handler. More... | |
bool | defaultHandler_ |
Flag to say if default handler (so delete) More... | |
CoinThreadRandom | randomNumberGenerator_ |
Thread specific random number generator. More... | |
ClpEventHandler * | eventHandler_ |
Event handler. More... | |
std::vector< std::string > | rowNames_ |
Row names. More... | |
std::vector< std::string > | columnNames_ |
Column names. More... | |
CoinMessages | messages_ |
Messages. More... | |
CoinMessages | coinMessages_ |
Coin messages. More... | |
int | maximumColumns_ |
Maximum number of columns in model. More... | |
int | maximumRows_ |
Maximum number of rows in model. More... | |
int | maximumInternalColumns_ |
Maximum number of columns (internal arrays) in model. More... | |
int | maximumInternalRows_ |
Maximum number of rows (internal arrays) in model. More... | |
CoinPackedMatrix | baseMatrix_ |
Base packed matrix. More... | |
CoinPackedMatrix | baseRowCopy_ |
Base row copy. More... | |
double * | savedRowScale_ |
Saved row scale factors for matrix. More... | |
double * | savedColumnScale_ |
Saved column scale factors. More... | |
std::string | strParam_ [ClpLastStrParam] |
Array of string parameters. More... | |
Definition at line 62 of file AbcSimplex.hpp.
enum AbcSimplex::Status |
enums for status of various sorts.
ClpModel order (and warmstart) is isFree = 0x00, basic = 0x01, atUpperBound = 0x02, atLowerBound = 0x03, isFixed means fixed at lower bound and out of basis
Enumerator | |
---|---|
atLowerBound | |
atUpperBound | |
isFree | |
superBasic | |
basic | |
isFixed |
Definition at line 74 of file AbcSimplex.hpp.
Enumerator | |
---|---|
noFake | |
lowerFake | |
upperFake | |
bothFake |
Definition at line 83 of file AbcSimplex.hpp.
AbcSimplex::AbcSimplex | ( | bool | emptyMessages = false | ) |
Default constructor.
AbcSimplex::AbcSimplex | ( | const AbcSimplex & | rhs | ) |
Copy constructor.
AbcSimplex::AbcSimplex | ( | const ClpSimplex & | rhs | ) |
Copy constructor from model.
AbcSimplex::AbcSimplex | ( | const ClpSimplex * | wholeModel, |
int | numberRows, | ||
const int * | whichRows, | ||
int | numberColumns, | ||
const int * | whichColumns, | ||
bool | dropNames = true , |
||
bool | dropIntegers = true , |
||
bool | fixOthers = false |
||
) |
Subproblem constructor.
A subset of whole model is created from the row and column lists given. The new order is given by list order and duplicates are allowed. Name and integer information can be dropped Can optionally modify rhs to take into account variables NOT in list in this case duplicates are not allowed (also see getbackSolution)
AbcSimplex::AbcSimplex | ( | const AbcSimplex * | wholeModel, |
int | numberRows, | ||
const int * | whichRows, | ||
int | numberColumns, | ||
const int * | whichColumns, | ||
bool | dropNames = true , |
||
bool | dropIntegers = true , |
||
bool | fixOthers = false |
||
) |
Subproblem constructor.
A subset of whole model is created from the row and column lists given. The new order is given by list order and duplicates are allowed. Name and integer information can be dropped Can optionally modify rhs to take into account variables NOT in list in this case duplicates are not allowed (also see getbackSolution)
AbcSimplex::AbcSimplex | ( | AbcSimplex * | wholeModel, |
int | numberColumns, | ||
const int * | whichColumns | ||
) |
This constructor modifies original AbcSimplex and stores original stuff in created AbcSimplex.
It is only to be used in conjunction with originalModel
AbcSimplex::AbcSimplex | ( | const ClpSimplex * | clpSimplex | ) |
This constructor copies from ClpSimplex.
AbcSimplex::~AbcSimplex | ( | ) |
Destructor.
void AbcSimplex::originalModel | ( | AbcSimplex * | miniModel | ) |
This copies back stuff from miniModel and then deletes miniModel.
Only to be used with mini constructor
void AbcSimplex::putBackSolution | ( | ClpSimplex * | simplex | ) |
Put back solution into ClpSimplex.
void AbcSimplex::makeBaseModel | ( | ) |
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 but give a bit extra if bigger needed.
Save a copy of model with certain state - normally without cuts
void AbcSimplex::deleteBaseModel | ( | ) |
Switch off base model.
|
inline |
See if we have base model.
Definition at line 146 of file AbcSimplex.hpp.
void AbcSimplex::setToBaseModel | ( | AbcSimplex * | model = NULL | ) |
Reset to base model (just size and arrays needed) If model NULL use internal copy.
AbcSimplex& AbcSimplex::operator= | ( | const AbcSimplex & | rhs | ) |
Assignment operator. This copies the data.
int AbcSimplex::dual | ( | ) |
Dual algorithm - see AbcSimplexDual.hpp for method.
int AbcSimplex::doAbcDual | ( | ) |
int AbcSimplex::primal | ( | int | ifValuesPass | ) |
Primal algorithm - see AbcSimplexPrimal.hpp for method.
int AbcSimplex::doAbcPrimal | ( | int | ifValuesPass | ) |
CoinWarmStartBasis* AbcSimplex::getBasis | ( | ) | const |
Returns a basis (to be deleted by user)
void AbcSimplex::setFactorization | ( | AbcSimplexFactorization & | factorization | ) |
Passes in factorization.
AbcSimplexFactorization* AbcSimplex::swapFactorization | ( | AbcSimplexFactorization * | factorization | ) |
Swaps factorization.
AbcSimplexFactorization* AbcSimplex::getEmptyFactorization | ( | ) |
Gets clean and emptyish factorization.
int AbcSimplex::tightenPrimalBounds | ( | ) |
Tightens primal bounds to make dual faster.
Unless fixed or doTight>10, bounds are slightly looser than they could be. This is to make dual go faster and is probably not needed with a presolve. Returns non-zero if problem infeasible.
Fudge for branch and bound - put bounds on columns of factor * largest value (at continuous) - should improve stability in branch and bound on infeasible branches (0.0 is off)
void AbcSimplex::setDualRowPivotAlgorithm | ( | AbcDualRowPivot & | choice | ) |
Sets row pivot choice algorithm in dual.
void AbcSimplex::setPrimalColumnPivotAlgorithm | ( | AbcPrimalColumnPivot & | choice | ) |
Sets column pivot choice algorithm in primal.
void AbcSimplex::defaultFactorizationFrequency | ( | ) |
If user left factorization frequency then compute.
|
inline |
factorization
Definition at line 200 of file AbcSimplex.hpp.
int AbcSimplex::factorizationFrequency | ( | ) | const |
Factorization frequency.
void AbcSimplex::setFactorizationFrequency | ( | int | value | ) |
|
inline |
Maximum rows.
Definition at line 215 of file AbcSimplex.hpp.
|
inline |
Maximum Total.
Definition at line 220 of file AbcSimplex.hpp.
|
inline |
Definition at line 224 of file AbcSimplex.hpp.
bool AbcSimplex::isObjectiveLimitTestValid | ( | ) | const |
Return true if the objective limit test can be relied upon.
|
inline |
Number of variables (includes spare rows)
Definition at line 231 of file AbcSimplex.hpp.
|
inline |
Number of variables without fixed to zero (includes spare rows)
Definition at line 236 of file AbcSimplex.hpp.
|
inline |
Useful arrays (0,1,2,3,4,5,6,7)
Definition at line 241 of file AbcSimplex.hpp.
|
inline |
Definition at line 245 of file AbcSimplex.hpp.
int AbcSimplex::getSolution | ( | ) |
Given an existing factorization computes and checks primal and dual solutions.
Uses current problem arrays for bounds. Returns feasibility states
void AbcSimplex::setClpSimplexObjectiveValue | ( | ) |
Sets objectiveValue_ from rawObjectiveValue_.
void AbcSimplex::setupDualValuesPass | ( | const double * | fakeDuals, |
const double * | fakePrimals, | ||
int | type | ||
) |
Sets dual values pass djs using unscaled duals type 1 - values pass type 2 - just use as infeasibility weights type 3 - as 2 but crash.
|
inline |
Gets objective value with all offsets but as for minimization.
Definition at line 269 of file AbcSimplex.hpp.
|
inline |
Current dualTolerance (will end up as dualTolerance_)
Definition at line 274 of file AbcSimplex.hpp.
|
inline |
Definition at line 278 of file AbcSimplex.hpp.
|
inline |
Return pointer to details of costs.
Definition at line 283 of file AbcSimplex.hpp.
|
inline |
Perturbation (fixed) - is just scaled random numbers.
Definition at line 288 of file AbcSimplex.hpp.
|
inline |
Acceptable pivot for this iteration.
Definition at line 293 of file AbcSimplex.hpp.
|
inline |
Set to 1 if no free or super basic.
Definition at line 298 of file AbcSimplex.hpp.
|
inline |
Number of ordinary (lo/up) in tableau row.
Definition at line 303 of file AbcSimplex.hpp.
|
inline |
Set number of ordinary (lo/up) in tableau row.
Definition at line 308 of file AbcSimplex.hpp.
|
inline |
Current dualBound (will end up as dualBound_)
Definition at line 313 of file AbcSimplex.hpp.
|
inline |
dual row pivot choice
Definition at line 318 of file AbcSimplex.hpp.
|
inline |
primal column pivot choice
Definition at line 323 of file AbcSimplex.hpp.
|
inline |
Abc Matrix.
Definition at line 328 of file AbcSimplex.hpp.
int AbcSimplex::internalFactorize | ( | int | solveType | ) |
Factorizes using current basis.
solveType - 1 iterating, 0 initial, -1 external If 10 added then in primal values pass Return codes are as from AbcSimplexFactorization unless initial factorization when total number of singularities is returned. Special case is numberRows_+1 -> all slack basis. if initial should be before permute in pivotVariable may be same as toExternal
void AbcSimplex::permuteIn | ( | ) |
Permutes in from ClpModel data - assumes scale factors done and AbcMatrix exists but is in original order (including slacks)
But could partition into normal (i.e. reasonable lower/upper) abnormal - free, odd bounds
sets a valid pivotVariable Slacks always shifted by offset Fixed variables always shifted by offset Recode to allow row objective so can use pi from idiot etc
void AbcSimplex::permuteBasis | ( | ) |
deals with new basis and puts in abcPivotVariable_
void AbcSimplex::permuteOut | ( | int | whatsWanted | ) |
Permutes out - bit settings same as stateOfProblem.
ClpDataSave AbcSimplex::saveData | ( | ) |
Save data.
void AbcSimplex::restoreData | ( | ClpDataSave | saved | ) |
Restore data.
void AbcSimplex::cleanStatus | ( | bool | valuesPass = false | ) |
Clean up status - make sure no superbasic etc.
int AbcSimplex::computeDuals | ( | double * | givenDjs, |
CoinIndexedVector * | array1, | ||
CoinIndexedVector * | array2 | ||
) |
Computes duals from scratch.
If givenDjs then allows for nonzero basic djs. Returns number of refinements
int AbcSimplex::computePrimals | ( | CoinIndexedVector * | array1, |
CoinIndexedVector * | array2 | ||
) |
Computes primals from scratch. Returns number of refinements.
void AbcSimplex::computeObjective | ( | ) |
Computes nonbasic cost and total cost.
void AbcSimplex::setMultipleSequenceIn | ( | int | sequenceIn[4] | ) |
set multiple sequence in
|
inline |
Unpacks one column of the matrix into indexed array Uses sequenceIn_.
Definition at line 381 of file AbcSimplex.hpp.
void AbcSimplex::unpack | ( | CoinIndexedVector & | rowArray, |
int | sequence | ||
) | const |
Unpacks one column of the matrix into indexed array.
int AbcSimplex::housekeeping | ( | ) |
This does basis housekeeping and does values for in/out variables.
Can also decide to re-factorize
void AbcSimplex::checkPrimalSolution | ( | bool | justBasic | ) |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal)
void AbcSimplex::checkDualSolution | ( | ) |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual)
void AbcSimplex::checkDualSolutionPlusFake | ( | ) |
This sets largest infeasibility and most infeasible and sum and number of infeasibilities AND sumFakeInfeasibilites_ (Dual)
void AbcSimplex::checkBothSolutions | ( | ) |
This sets sum and number of infeasibilities (Dual and Primal)
int AbcSimplex::gutsOfSolution | ( | int | type | ) |
Computes solutions - 1 do duals, 2 do primals, 3 both (returns number of refinements)
int AbcSimplex::gutsOfPrimalSolution | ( | int | type | ) |
Computes solutions - 1 do duals, 2 do primals, 3 both (returns number of refinements)
void AbcSimplex::saveGoodStatus | ( | ) |
Saves good status etc.
void AbcSimplex::restoreGoodStatus | ( | int | type | ) |
Restores previous good status and says trouble.
void AbcSimplex::refreshCosts | ( | ) |
After modifying first copy refreshes second copy and marks as updated.
void AbcSimplex::refreshLower | ( | unsigned int | type = ~(ROW_LOWER_SAME|COLUMN_UPPER_SAME) | ) |
void AbcSimplex::refreshUpper | ( | unsigned int | type = ~(ROW_LOWER_SAME|COLUMN_LOWER_SAME) | ) |
void AbcSimplex::setupPointers | ( | int | maxRows, |
int | maxColumns | ||
) |
Sets up all extra pointers.
void AbcSimplex::copyFromSaved | ( | int | type = 31 | ) |
Copies all saved versions to working versions and may do something for perturbation.
void AbcSimplex::fillPerturbation | ( | int | start, |
int | number | ||
) |
fills in perturbationSaved_ from start with 0.5+random
void AbcSimplex::checkArrays | ( | int | ignoreEmpty = 0 | ) | const |
For debug - prints summary of arrays which are out of kilter.
void AbcSimplex::checkDjs | ( | int | type = 1 | ) | const |
For debug - summarizes dj situation (1 recomputes duals first, 2 checks duals as well)
void AbcSimplex::checkSolutionBasic | ( | ) | const |
For debug - checks solutionBasic.
void AbcSimplex::checkMoveBack | ( | bool | checkDuals | ) |
For debug - moves solution back to external and computes stuff (always checks djs)
void AbcSimplex::setValuesPassAction | ( | double | incomingInfeasibility, |
double | allowedInfeasibility | ||
) |
For advanced use.
When doing iterative solves things can get nasty so on values pass if incoming solution has largest infeasibility < incomingInfeasibility throw out variables from basis until largest infeasibility < allowedInfeasibility or incoming largest infeasibility. If allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis.
Defaults are 1.0,10.0
int AbcSimplex::cleanFactorization | ( | int | ifValuesPass | ) |
Get a clean factorization - i.e.
throw out singularities may do more later
void AbcSimplex::moveStatusToClp | ( | ClpSimplex * | clpModel | ) |
Move status and solution to ClpSimplex.
void AbcSimplex::moveStatusFromClp | ( | ClpSimplex * | clpModel | ) |
Move status and solution from ClpSimplex.
|
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Objective value.
Definition at line 459 of file AbcSimplex.hpp.
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Basic variables pivoting on which rows may be same as toExternal but may be as at invert.
Definition at line 465 of file AbcSimplex.hpp.
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State of problem.
Definition at line 470 of file AbcSimplex.hpp.
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State of problem.
Definition at line 475 of file AbcSimplex.hpp.
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Points from external to internal.
Points from internal to external Scale from primal external to internal (in external order) Or other way for dual
Definition at line 487 of file AbcSimplex.hpp.
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Scale from primal internal to external (in external order) Or other way for dual.
Definition at line 493 of file AbcSimplex.hpp.
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corresponds to rowScale etc
Definition at line 498 of file AbcSimplex.hpp.
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Definition at line 502 of file AbcSimplex.hpp.
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Definition at line 506 of file AbcSimplex.hpp.
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Definition at line 510 of file AbcSimplex.hpp.
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Definition at line 514 of file AbcSimplex.hpp.
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upper theta from dual column
Definition at line 519 of file AbcSimplex.hpp.
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Definition at line 523 of file AbcSimplex.hpp.
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Definition at line 527 of file AbcSimplex.hpp.
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Definition at line 531 of file AbcSimplex.hpp.
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Definition at line 535 of file AbcSimplex.hpp.
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Definition at line 539 of file AbcSimplex.hpp.
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Definition at line 543 of file AbcSimplex.hpp.
double AbcSimplex::valueIncomingDual | ( | ) | const |
value of incoming variable (in Dual)
const double* AbcSimplex::getColSolution | ( | ) | const |
Get pointer to array[getNumCols()] of primal solution vector.
const double* AbcSimplex::getRowPrice | ( | ) | const |
Get pointer to array[getNumRows()] of dual prices.
const double* AbcSimplex::getReducedCost | ( | ) | const |
Get a pointer to array[getNumCols()] of reduced costs.
const double* AbcSimplex::getRowActivity | ( | ) | const |
Get pointer to array[getNumRows()] of row activity levels (constraint matrix times the solution vector.
int AbcSimplex::gutsOfSolution | ( | double * | givenDuals, |
const double * | givenPrimals, | ||
bool | valuesPass = false |
||
) |
May change basis and then returns number changed.
Computation of solutions may be overriden by given pi and solution
void AbcSimplex::gutsOfDelete | ( | int | type | ) |
Does most of deletion for arrays etc(0 just null arrays, 1 delete first)
void AbcSimplex::gutsOfCopy | ( | const AbcSimplex & | rhs | ) |
Does most of copying.
void AbcSimplex::gutsOfInitialize | ( | int | numberRows, |
int | numberColumns, | ||
bool | doMore | ||
) |
Initializes arrays.
void AbcSimplex::gutsOfResize | ( | int | numberRows, |
int | numberColumns | ||
) |
resizes arrays
void AbcSimplex::translate | ( | int | type | ) |
Translates ClpModel to AbcSimplex See DO_ bits in stateOfProblem_ for type e.g.
DO_BASIS_AND_ORDER
void AbcSimplex::moveToBasic | ( | int | which = 15 | ) |
Moves basic stuff to basic area.
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Return region.
Definition at line 590 of file AbcSimplex.hpp.
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Definition at line 594 of file AbcSimplex.hpp.
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Definition at line 598 of file AbcSimplex.hpp.
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Definition at line 602 of file AbcSimplex.hpp.
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Definition at line 606 of file AbcSimplex.hpp.
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Return region.
Definition at line 611 of file AbcSimplex.hpp.
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Definition at line 615 of file AbcSimplex.hpp.
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Definition at line 619 of file AbcSimplex.hpp.
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Definition at line 623 of file AbcSimplex.hpp.
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Definition at line 627 of file AbcSimplex.hpp.
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Return region.
Definition at line 632 of file AbcSimplex.hpp.
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Definition at line 636 of file AbcSimplex.hpp.
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Definition at line 640 of file AbcSimplex.hpp.
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Definition at line 644 of file AbcSimplex.hpp.
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Definition at line 648 of file AbcSimplex.hpp.
|
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Perturbation.
Definition at line 653 of file AbcSimplex.hpp.
|
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Fake djs.
Definition at line 658 of file AbcSimplex.hpp.
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Definition at line 662 of file AbcSimplex.hpp.
|
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Definition at line 666 of file AbcSimplex.hpp.
|
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Definition at line 670 of file AbcSimplex.hpp.
|
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Definition at line 674 of file AbcSimplex.hpp.
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Definition at line 680 of file AbcSimplex.hpp.
void AbcSimplex::setInitialDenseFactorization | ( | bool | onOff | ) |
Normally the first factorization does sparse coding because the factorization could be singular.
This allows initial dense factorization when it is known to be safe
bool AbcSimplex::initialDenseFactorization | ( | ) | const |
|
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Return sequence In or Out.
Definition at line 693 of file AbcSimplex.hpp.
|
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Definition at line 697 of file AbcSimplex.hpp.
|
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Set sequenceIn or Out.
Definition at line 702 of file AbcSimplex.hpp.
|
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Definition at line 706 of file AbcSimplex.hpp.
|
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Returns 1 if sequence indicates column.
Definition at line 727 of file AbcSimplex.hpp.
|
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Returns sequence number within section.
Definition at line 732 of file AbcSimplex.hpp.
|
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Current/last pivot row (set after END of choosing pivot row in dual)
Definition at line 737 of file AbcSimplex.hpp.
|
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First Free_.
Definition at line 742 of file AbcSimplex.hpp.
|
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Last firstFree_.
Definition at line 747 of file AbcSimplex.hpp.
|
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Free chosen vector.
Definition at line 752 of file AbcSimplex.hpp.
|
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Acceptable pivot for this iteration.
Definition at line 757 of file AbcSimplex.hpp.
|
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Returns 1 if fake superbasic 0 if free or true superbasic -1 if was fake but has cleaned itself up (sets status) -2 if wasn't fake.
Definition at line 768 of file AbcSimplex.hpp.
|
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Return row or column values.
Definition at line 801 of file AbcSimplex.hpp.
|
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Return address of row or column values.
Definition at line 806 of file AbcSimplex.hpp.
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Definition at line 810 of file AbcSimplex.hpp.
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Definition at line 814 of file AbcSimplex.hpp.
|
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Definition at line 818 of file AbcSimplex.hpp.
|
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Return address of row or column lower bound.
Definition at line 823 of file AbcSimplex.hpp.
|
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Definition at line 827 of file AbcSimplex.hpp.
|
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Return address of row or column upper bound.
Definition at line 832 of file AbcSimplex.hpp.
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Definition at line 836 of file AbcSimplex.hpp.
|
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Return address of row or column cost.
Definition at line 841 of file AbcSimplex.hpp.
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Return original lower bound.
Definition at line 846 of file AbcSimplex.hpp.
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Return original lower bound.
Definition at line 854 of file AbcSimplex.hpp.
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For dealing with all issues of cycling etc.
Definition at line 862 of file AbcSimplex.hpp.
|
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Clears an array and says available (-1 does all) when no possibility of going parallel.
Definition at line 875 of file AbcSimplex.hpp.
|
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Returns first available empty array (and sets flag) when no possibility of going parallel.
Definition at line 881 of file AbcSimplex.hpp.
void AbcSimplex::clearArrays | ( | int | which | ) |
Clears an array and says available (-1 does all)
void AbcSimplex::clearArrays | ( | CoinPartitionedVector * | which | ) |
Clears an array and says available.
int AbcSimplex::getAvailableArray | ( | ) | const |
Returns first available empty array (and sets flag)
|
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Say array going to be used.
Definition at line 917 of file AbcSimplex.hpp.
|
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Say array going available.
Definition at line 924 of file AbcSimplex.hpp.
void AbcSimplex::swapPrimalStuff | ( | ) |
Swaps primal stuff.
void AbcSimplex::swapDualStuff | ( | int | lastSequenceOut, |
int | lastDirectionOut | ||
) |
Swaps dual stuff.
|
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Swaps two variables and does status.
|
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Definition at line 942 of file AbcSimplex.hpp.
|
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Definition at line 948 of file AbcSimplex.hpp.
|
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|
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Definition at line 953 of file AbcSimplex.hpp.
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Definition at line 957 of file AbcSimplex.hpp.
|
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Definition at line 961 of file AbcSimplex.hpp.
void AbcSimplex::swap | ( | int | pivotRow, |
int | nonBasicPosition | ||
) |
Swaps two variables.
void AbcSimplex::setFlagged | ( | int | sequence | ) |
To flag a variable.
|
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Definition at line 971 of file AbcSimplex.hpp.
|
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Definition at line 975 of file AbcSimplex.hpp.
|
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To say row active in primal pivot row choice.
Definition at line 982 of file AbcSimplex.hpp.
|
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Definition at line 986 of file AbcSimplex.hpp.
|
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Definition at line 990 of file AbcSimplex.hpp.
void AbcSimplex::createStatus | ( | ) |
Set up status array (can be used by OsiAbc).
Also can be used to set up all slack basis
void AbcSimplex::crash | ( | int | type | ) |
Does sort of crash.
void AbcSimplex::putStuffInBasis | ( | int | type | ) |
Puts more stuff in basis 1 bit set - do even if basis exists 2 bit set - don't bother staying triangular.
void AbcSimplex::allSlackBasis | ( | ) |
Sets up all slack basis and resets solution to as it was after initial load or readMps.
void AbcSimplex::checkConsistentPivots | ( | ) | const |
For debug - check pivotVariable consistent.
void AbcSimplex::printStuff | ( | ) | const |
Print stuff.
int AbcSimplex::startup | ( | int | ifValuesPass | ) |
Common bits of coding for dual and primal.
|
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Raw objective value (so always minimize in primal)
Definition at line 1017 of file AbcSimplex.hpp.
void AbcSimplex::computeObjectiveValue | ( | bool | useWorkingSolution = false | ) |
Compute objective value from solution and put in objectiveValue_.
double AbcSimplex::computeInternalObjectiveValue | ( | ) |
Compute minimization objective value from internal solution without perturbation.
void AbcSimplex::moveInfo | ( | const AbcSimplex & | rhs, |
bool | justStatus = false |
||
) |
Move status and solution across.
void AbcSimplex::setObjectiveCoefficient | ( | int | elementIndex, |
double | elementValue | ||
) |
Set an objective function coefficient.
|
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Set an objective function coefficient.
Definition at line 1064 of file AbcSimplex.hpp.
void AbcSimplex::setColumnLower | ( | int | elementIndex, |
double | elementValue | ||
) |
Set a single column lower bound
Use -DBL_MAX for -infinity.
void AbcSimplex::setColumnUpper | ( | int | elementIndex, |
double | elementValue | ||
) |
Set a single column upper bound
Use DBL_MAX for infinity.
void AbcSimplex::setColumnBounds | ( | int | elementIndex, |
double | lower, | ||
double | upper | ||
) |
Set a single column lower and upper bound.
void AbcSimplex::setColumnSetBounds | ( | const int * | indexFirst, |
const int * | indexLast, | ||
const double * | boundList | ||
) |
Set the bounds on a number of columns simultaneously
The default implementation just invokes setColLower() and setColUpper() over and over again.
indexFirst,indexLast | pointers to the beginning and after the end of the array of the indices of the variables whose either bound changes |
boundList | the new lower/upper bound pairs for the variables |
|
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Set a single column lower bound
Use -DBL_MAX for -infinity.
Definition at line 1095 of file AbcSimplex.hpp.
|
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Set a single column upper bound
Use DBL_MAX for infinity.
Definition at line 1101 of file AbcSimplex.hpp.
|
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Set a single column lower and upper bound.
Definition at line 1107 of file AbcSimplex.hpp.
|
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Set the bounds on a number of columns simultaneously
indexFirst,indexLast | pointers to the beginning and after the end of the array of the indices of the variables whose either bound changes |
boundList | the new lower/upper bound pairs for the variables |
Definition at line 1119 of file AbcSimplex.hpp.
void AbcSimplex::setRowLower | ( | int | elementIndex, |
double | elementValue | ||
) |
Set a single row lower bound
Use -DBL_MAX for -infinity.
void AbcSimplex::setRowUpper | ( | int | elementIndex, |
double | elementValue | ||
) |
Set a single row upper bound
Use DBL_MAX for infinity.
void AbcSimplex::setRowBounds | ( | int | elementIndex, |
double | lower, | ||
double | upper | ||
) |
Set a single row lower and upper bound.
void AbcSimplex::setRowSetBounds | ( | const int * | indexFirst, |
const int * | indexLast, | ||
const double * | boundList | ||
) |
Set the bounds on a number of rows simultaneously
indexFirst,indexLast | pointers to the beginning and after the end of the array of the indices of the constraints whose either bound changes |
boundList | the new lower/upper bound pairs for the constraints |
void AbcSimplex::resize | ( | int | newNumberRows, |
int | newNumberColumns | ||
) |
Resizes rim part of model.
|
friend |
A function that tests the methods in the AbcSimplex class.
The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging.
It also does some testing of AbcSimplexFactorization class
|
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Sum of nonbasic costs.
Definition at line 1161 of file AbcSimplex.hpp.
|
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Sum of costs (raw objective value)
Definition at line 1163 of file AbcSimplex.hpp.
|
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Objective offset (from offset_)
Definition at line 1165 of file AbcSimplex.hpp.
|
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Perturbation factor If <0.0 then virtual if 0.0 none if >0.0 use this as factor.
Definition at line 1170 of file AbcSimplex.hpp.
|
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Current dualTolerance (will end up as dualTolerance_)
Definition at line 1172 of file AbcSimplex.hpp.
|
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Current dualBound (will end up as dualBound_)
Definition at line 1174 of file AbcSimplex.hpp.
|
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Largest gap.
Definition at line 1176 of file AbcSimplex.hpp.
|
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Last dual bound.
Definition at line 1178 of file AbcSimplex.hpp.
|
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Sum of infeasibilities when using fake perturbation tolerance.
Definition at line 1180 of file AbcSimplex.hpp.
|
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Last primal error.
Definition at line 1182 of file AbcSimplex.hpp.
|
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Last dual error.
Definition at line 1184 of file AbcSimplex.hpp.
|
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Acceptable pivot for this iteration.
Definition at line 1186 of file AbcSimplex.hpp.
|
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Movement of variable.
Definition at line 1188 of file AbcSimplex.hpp.
|
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Objective change.
Definition at line 1190 of file AbcSimplex.hpp.
|
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Btran alpha.
Definition at line 1192 of file AbcSimplex.hpp.
|
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FT alpha.
Definition at line 1197 of file AbcSimplex.hpp.
|
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Minimum theta movement.
Definition at line 1199 of file AbcSimplex.hpp.
|
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Initial sum of infeasibilities.
Definition at line 1201 of file AbcSimplex.hpp.
int AbcSimplex::stateOfIteration_ |
Where we are in iteration.
Definition at line 1205 of file AbcSimplex.hpp.
|
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Last firstFree_.
Definition at line 1209 of file AbcSimplex.hpp.
|
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Free chosen vector.
Definition at line 1211 of file AbcSimplex.hpp.
|
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Maximum number rows.
Definition at line 1213 of file AbcSimplex.hpp.
|
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Maximum number columns.
Definition at line 1215 of file AbcSimplex.hpp.
|
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Maximum numberTotal.
Definition at line 1217 of file AbcSimplex.hpp.
|
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Current number of variables flagged.
Definition at line 1219 of file AbcSimplex.hpp.
|
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Iteration at which to do relaxed dualColumn.
Definition at line 1221 of file AbcSimplex.hpp.
|
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State of dual waffle -2 - in initial large tolerance phase -1 - in medium tolerance phase n - in correct tolerance phase and thought optimal n times.
Definition at line 1227 of file AbcSimplex.hpp.
|
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Number of variables (includes spare rows)
Definition at line 1234 of file AbcSimplex.hpp.
|
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Number of variables without fixed to zero (includes spare rows)
Definition at line 1236 of file AbcSimplex.hpp.
|
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Start of variables at lower bound with upper.
Definition at line 1240 of file AbcSimplex.hpp.
|
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Start of variables at upper bound with no lower.
Definition at line 1242 of file AbcSimplex.hpp.
|
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Start of variables at upper bound with lower.
Definition at line 1244 of file AbcSimplex.hpp.
|
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Start of superBasic, free or awkward bounds variables.
Definition at line 1246 of file AbcSimplex.hpp.
|
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Start of fixed variables.
Definition at line 1248 of file AbcSimplex.hpp.
|
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Definition at line 1286 of file AbcSimplex.hpp.
|
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Number of ordinary (lo/up) in tableau row.
Definition at line 1295 of file AbcSimplex.hpp.
|
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Set to 1 if no free or super basic.
Definition at line 1297 of file AbcSimplex.hpp.
|
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Number of free nonbasic variables.
Definition at line 1299 of file AbcSimplex.hpp.
|
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Last time cleaned up.
Definition at line 1301 of file AbcSimplex.hpp.
|
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Current/last pivot row (set after END of choosing pivot row in dual)
Definition at line 1303 of file AbcSimplex.hpp.
|
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Nonzero (probably 10) if swapped algorithms.
Definition at line 1305 of file AbcSimplex.hpp.
|
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Initial number of infeasibilities.
Definition at line 1307 of file AbcSimplex.hpp.
|
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Points from external to internal.
Points from internal to external Scale from primal external to internal (in external order) Or other way for dual
Definition at line 1314 of file AbcSimplex.hpp.
|
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Scale from primal internal to external (in external order) Or other way for dual.
Definition at line 1317 of file AbcSimplex.hpp.
|
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use this instead of columnScale
Definition at line 1319 of file AbcSimplex.hpp.
|
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use this instead of inverseColumnScale
Definition at line 1321 of file AbcSimplex.hpp.
|
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Primal offset (in external order) So internal value is (external-offset)*scaleFromExternal.
Definition at line 1325 of file AbcSimplex.hpp.
|
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Offset for accumulated offsets*matrix.
Definition at line 1327 of file AbcSimplex.hpp.
|
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Useful array of numberTotal length.
Definition at line 1329 of file AbcSimplex.hpp.
|
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Working status ? may be signed ? link pi_ to an indexed array? may have saved from last factorization at end.
Definition at line 1334 of file AbcSimplex.hpp.
|
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Saved status.
Definition at line 1336 of file AbcSimplex.hpp.
|
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Perturbation (fixed) - is just scaled random numbers If perturbationFactor_<0 then virtual perturbation.
Definition at line 1339 of file AbcSimplex.hpp.
|
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saved perturbation
Definition at line 1341 of file AbcSimplex.hpp.
|
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basic perturbation
Definition at line 1343 of file AbcSimplex.hpp.
|
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Working matrix.
Definition at line 1345 of file AbcSimplex.hpp.
|
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Working scaled copy of lower bounds has original scaled copy at end.
Definition at line 1348 of file AbcSimplex.hpp.
|
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Working scaled copy of upper bounds has original scaled copy at end.
Definition at line 1351 of file AbcSimplex.hpp.
|
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Working scaled copy of objective ? where perturbed copy or can we always work with perturbed copy (in B&B) if we adjust increments/cutoffs ? should we save a fixed perturbation offset array has original scaled copy at end.
Definition at line 1357 of file AbcSimplex.hpp.
|
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Working scaled primal solution may have saved from last factorization at end.
Definition at line 1360 of file AbcSimplex.hpp.
|
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Working scaled dual solution may have saved from last factorization at end.
Definition at line 1363 of file AbcSimplex.hpp.
|
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Saved scaled copy of lower bounds.
Definition at line 1365 of file AbcSimplex.hpp.
|
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Saved scaled copy of upper bounds.
Definition at line 1367 of file AbcSimplex.hpp.
|
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Saved scaled copy of objective.
Definition at line 1369 of file AbcSimplex.hpp.
|
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Saved scaled primal solution.
Definition at line 1371 of file AbcSimplex.hpp.
|
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Saved scaled dual solution.
Definition at line 1373 of file AbcSimplex.hpp.
|
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Working scaled copy of basic lower bounds.
Definition at line 1375 of file AbcSimplex.hpp.
|
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Working scaled copy of basic upper bounds.
Definition at line 1377 of file AbcSimplex.hpp.
|
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Working scaled copy of basic objective.
Definition at line 1379 of file AbcSimplex.hpp.
|
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Working scaled basic primal solution.
Definition at line 1381 of file AbcSimplex.hpp.
|
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Working scaled basic dual solution (want it to be zero)
Definition at line 1383 of file AbcSimplex.hpp.
|
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dual row pivot choice
Definition at line 1385 of file AbcSimplex.hpp.
|
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primal column pivot choice
Definition at line 1387 of file AbcSimplex.hpp.
|
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Basic variables pivoting on which rows followed by atLo/atUp then free/superbasic then fixed.
Definition at line 1391 of file AbcSimplex.hpp.
|
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Reverse abcPivotVariable_ for moving around.
Definition at line 1393 of file AbcSimplex.hpp.
|
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factorization
Definition at line 1395 of file AbcSimplex.hpp.
|
protected |
Saved version of solution.
A copy of model with certain state - normally without cuts
Definition at line 1407 of file AbcSimplex.hpp.
|
protected |
A copy of model as ClpSimplex with certain state.
Definition at line 1409 of file AbcSimplex.hpp.
|
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Very wasteful way of dealing with infeasibilities in primal.
However it will allow non-linearities and use of dual analysis. If it doesn't work it can easily be replaced.
Definition at line 1414 of file AbcSimplex.hpp.
|
mutableprotected |
Definition at line 1420 of file AbcSimplex.hpp.
|
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For dealing with all issues of cycling etc.
Definition at line 1422 of file AbcSimplex.hpp.
|
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For saving stuff at beginning.
Definition at line 1424 of file AbcSimplex.hpp.
|
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upper theta from dual column
Definition at line 1426 of file AbcSimplex.hpp.
|
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Multiple sequence in.
Definition at line 1428 of file AbcSimplex.hpp.
int AbcSimplex::arrayForDualColumn_ |
Definition at line 1431 of file AbcSimplex.hpp.
int AbcSimplex::arrayForReplaceColumn_ |
Definition at line 1432 of file AbcSimplex.hpp.
int AbcSimplex::arrayForFlipBounds_ |
Definition at line 1433 of file AbcSimplex.hpp.
int AbcSimplex::arrayForFlipRhs_ |
Definition at line 1434 of file AbcSimplex.hpp.
int AbcSimplex::arrayForBtran_ |
Definition at line 1435 of file AbcSimplex.hpp.
int AbcSimplex::arrayForFtran_ |
Definition at line 1436 of file AbcSimplex.hpp.
int AbcSimplex::arrayForTableauRow_ |
Definition at line 1437 of file AbcSimplex.hpp.
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protected |
Definition at line 1439 of file AbcSimplex.hpp.
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protected |
Definition at line 1440 of file AbcSimplex.hpp.