Clp
1.17.8
|
This implements a dynamic matrix when we have a limit on the number of "interesting rows". More...
#include <ClpDynamicMatrix.hpp>
Public Types | |
enum | DynamicStatus { soloKey = 0x00, inSmall = 0x01, atUpperBound = 0x02, atLowerBound = 0x03 } |
enums for status of various sorts More... | |
Public Member Functions | |
Main functions provided | |
virtual void | partialPricing (ClpSimplex *model, double start, double end, int &bestSequence, int &numberWanted) |
Partial pricing. More... | |
virtual int | updatePivot (ClpSimplex *model, double oldInValue, double oldOutValue) |
update information for a pivot (and effective rhs) More... | |
virtual double * | rhsOffset (ClpSimplex *model, bool forceRefresh=false, bool check=false) |
Returns effective RHS offset if it is being used. More... | |
virtual void | times (double scalar, const double *x, double *y) const |
Return y + A * scalar *x in y . More... | |
void | modifyOffset (int sequence, double amount) |
Modifies rhs offset. More... | |
double | keyValue (int iSet) const |
Gets key value when none in small. More... | |
virtual void | dualExpanded (ClpSimplex *model, CoinIndexedVector *array, double *other, int mode) |
mode=0 - Set up before "updateTranspose" and "transposeTimes" for duals using extended updates array (and may use other if dual values pass) mode=1 - Update dual solution after "transposeTimes" using extended rows. More... | |
virtual int | generalExpanded (ClpSimplex *model, int mode, int &number) |
mode=0 - Create list of non-key basics in pivotVariable_ using number as numberBasic in and out mode=1 - Set all key variables as basic mode=2 - return number extra rows needed, number gives maximum number basic mode=3 - before replaceColumn mode=4 - return 1 if can do primal, 2 if dual, 3 if both mode=5 - save any status stuff (when in good state) mode=6 - restore status stuff mode=7 - flag given variable (normally sequenceIn) mode=8 - unflag all variables mode=9 - synchronize costs mode=10 - return 1 if there may be changing bounds on variable (column generation) mode=11 - make sure set is clean (used when a variable rejected - but not flagged) mode=12 - after factorize but before permute stuff mode=13 - at end of simplex to delete stuff More... | |
virtual int | refresh (ClpSimplex *model) |
Purely for column generation and similar ideas. More... | |
virtual void | createVariable (ClpSimplex *model, int &bestSequence) |
Creates a variable. More... | |
virtual double | reducedCost (ClpSimplex *model, int sequence) const |
Returns reduced cost of a variable. More... | |
void | gubCrash () |
Does gub crash. More... | |
void | writeMps (const char *name) |
Writes out model (without names) More... | |
void | initialProblem () |
Populates initial matrix from dynamic status. More... | |
int | addColumn (CoinBigIndex numberEntries, const int *row, const double *element, double cost, double lower, double upper, int iSet, DynamicStatus status) |
Adds in a column to gub structure (called from descendant) and returns sequence. More... | |
virtual void | packDown (const int *, int) |
If addColumn forces compression then this allows descendant to know what to do. More... | |
double | columnLower (int sequence) const |
Gets lower bound (to simplify coding) More... | |
double | columnUpper (int sequence) const |
Gets upper bound (to simplify coding) More... | |
virtual void | times (double scalar, const double *x, double *y) const |
Return y + A * scalar *x in y . More... | |
virtual void | times (double scalar, const double *x, double *y, const double *rowScale, const double *columnScale) const |
And for scaling. More... | |
Constructors, destructor | |
ClpDynamicMatrix () | |
Default constructor. More... | |
ClpDynamicMatrix (ClpSimplex *model, int numberSets, int numberColumns, const int *starts, const double *lower, const double *upper, const CoinBigIndex *startColumn, const int *row, const double *element, const double *cost, const double *columnLower=NULL, const double *columnUpper=NULL, const unsigned char *status=NULL, const unsigned char *dynamicStatus=NULL) | |
This is the real constructor. More... | |
virtual | ~ClpDynamicMatrix () |
Destructor. More... | |
Copy method | |
ClpDynamicMatrix (const ClpDynamicMatrix &) | |
The copy constructor. More... | |
ClpDynamicMatrix (const CoinPackedMatrix &) | |
The copy constructor from an CoinPackedMatrix. More... | |
ClpDynamicMatrix & | operator= (const ClpDynamicMatrix &) |
virtual ClpMatrixBase * | clone () const |
Clone. More... | |
gets and sets | |
ClpSimplex::Status | getStatus (int sequence) const |
Status of row slacks. More... | |
void | setStatus (int sequence, ClpSimplex::Status status) |
bool | flaggedSlack (int i) const |
Whether flagged slack. More... | |
void | setFlaggedSlack (int i) |
void | unsetFlaggedSlack (int i) |
int | numberSets () const |
Number of sets (dynamic rows) More... | |
int | numberGubEntries () const |
Number of possible gub variables. More... | |
int * | startSets () const |
Sets. More... | |
bool | flagged (int i) const |
Whether flagged. More... | |
void | setFlagged (int i) |
void | unsetFlagged (int i) |
void | setDynamicStatus (int sequence, DynamicStatus status) |
DynamicStatus | getDynamicStatus (int sequence) const |
double | objectiveOffset () const |
Saved value of objective offset. More... | |
CoinBigIndex * | startColumn () const |
Starts of each column. More... | |
int * | row () const |
rows More... | |
double * | element () const |
elements More... | |
double * | cost () const |
costs More... | |
int * | id () const |
ids of active columns (just index here) More... | |
double * | columnLower () const |
Optional lower bounds on columns. More... | |
double * | columnUpper () const |
Optional upper bounds on columns. More... | |
double * | lowerSet () const |
Lower bounds on sets. More... | |
double * | upperSet () const |
Upper bounds on sets. More... | |
int | numberGubColumns () const |
size More... | |
int | firstAvailable () const |
first free More... | |
int | firstDynamic () const |
first dynamic More... | |
int | lastDynamic () const |
number of columns in dynamic model More... | |
int | numberStaticRows () const |
number of rows in original model More... | |
CoinBigIndex | numberElements () const |
size of working matrix (max) More... | |
int * | keyVariable () const |
void | switchOffCheck () |
Switches off dj checking each factorization (for BIG models) More... | |
unsigned char * | gubRowStatus () const |
Status region for gub slacks. More... | |
unsigned char * | dynamicStatus () const |
Status region for gub variables. More... | |
int | whichSet (int sequence) const |
Returns which set a variable is in. More... | |
Public Member Functions inherited from ClpPackedMatrix | |
virtual CoinPackedMatrix * | getPackedMatrix () const |
Return a complete CoinPackedMatrix. More... | |
virtual bool | isColOrdered () const |
Whether the packed matrix is column major ordered or not. More... | |
virtual CoinBigIndex | getNumElements () const |
Number of entries in the packed matrix. More... | |
virtual int | getNumCols () const |
Number of columns. More... | |
virtual int | getNumRows () const |
Number of rows. More... | |
virtual const double * | getElements () const |
A vector containing the elements in the packed matrix. More... | |
double * | getMutableElements () const |
Mutable elements. More... | |
virtual const int * | getIndices () const |
A vector containing the minor indices of the elements in the packed matrix. More... | |
virtual const CoinBigIndex * | getVectorStarts () const |
virtual const int * | getVectorLengths () const |
The lengths of the major-dimension vectors. More... | |
virtual int | getVectorLength (int index) const |
The length of a single major-dimension vector. More... | |
virtual void | deleteCols (const int numDel, const int *indDel) |
Delete the columns whose indices are listed in indDel . More... | |
virtual void | deleteRows (const int numDel, const int *indDel) |
Delete the rows whose indices are listed in indDel . More... | |
virtual void | appendCols (int number, const CoinPackedVectorBase *const *columns) |
Append Columns. More... | |
virtual void | appendRows (int number, const CoinPackedVectorBase *const *rows) |
Append Rows. More... | |
virtual int | appendMatrix (int number, int type, const CoinBigIndex *starts, const int *index, const double *element, int numberOther=-1) |
Append a set of rows/columns to the end of the matrix. More... | |
virtual void | replaceVector (const int index, const int numReplace, const double *newElements) |
Replace the elements of a vector. More... | |
virtual void | modifyCoefficient (int row, int column, double newElement, bool keepZero=false) |
Modify one element of packed matrix. More... | |
virtual ClpMatrixBase * | reverseOrderedCopy () const |
Returns a new matrix in reverse order without gaps. More... | |
virtual int | countBasis (const int *whichColumn, int &numberColumnBasic) |
Returns number of elements in column part of basis. More... | |
virtual void | fillBasis (ClpSimplex *model, const int *whichColumn, int &numberColumnBasic, int *row, int *start, int *rowCount, int *columnCount, CoinFactorizationDouble *element) |
Fills in column part of basis. More... | |
virtual int | scale (ClpModel *model, ClpSimplex *simplex=NULL) const |
Creates scales for column copy (rowCopy in model may be modified) returns non-zero if no scaling done. More... | |
virtual void | scaleRowCopy (ClpModel *model) const |
Scales rowCopy if column copy scaled Only called if scales already exist. More... | |
void | createScaledMatrix (ClpSimplex *model) const |
Creates scaled column copy if scales exist. More... | |
virtual ClpMatrixBase * | scaledColumnCopy (ClpModel *model) const |
Realy really scales column copy Only called if scales already exist. More... | |
virtual bool | allElementsInRange (ClpModel *model, double smallest, double largest, int check=15) |
Checks if all elements are in valid range. More... | |
virtual void | rangeOfElements (double &smallestNegative, double &largestNegative, double &smallestPositive, double &largestPositive) |
Returns largest and smallest elements of both signs. More... | |
virtual void | unpack (const ClpSimplex *model, CoinIndexedVector *rowArray, int column) const |
Unpacks a column into an CoinIndexedvector. More... | |
virtual void | unpackPacked (ClpSimplex *model, CoinIndexedVector *rowArray, int column) const |
Unpacks a column into an CoinIndexedvector in packed foramt Note that model is NOT const. More... | |
virtual void | add (const ClpSimplex *model, CoinIndexedVector *rowArray, int column, double multiplier) const |
Adds multiple of a column into an CoinIndexedvector You can use quickAdd to add to vector. More... | |
virtual void | add (const ClpSimplex *model, double *array, int column, double multiplier) const |
Adds multiple of a column into an array. More... | |
virtual void | releasePackedMatrix () const |
Allow any parts of a created CoinPackedMatrix to be deleted. More... | |
virtual CoinBigIndex * | dubiousWeights (const ClpSimplex *model, int *inputWeights) const |
Given positive integer weights for each row fills in sum of weights for each column (and slack). More... | |
virtual bool | canDoPartialPricing () const |
Says whether it can do partial pricing. More... | |
virtual void | reallyScale (const double *rowScale, const double *columnScale) |
virtual void | setDimensions (int numrows, int numcols) |
Set the dimensions of the matrix. More... | |
virtual void | times (double scalar, const double *x, double *y, const double *rowScale, const double *columnScale) const |
And for scaling. More... | |
virtual void | transposeTimes (double scalar, const double *x, double *y) const |
Return y + x * scalar * A in y . More... | |
virtual void | transposeTimes (double scalar, const double *x, double *y, const double *rowScale, const double *columnScale, double *spare=NULL) const |
And for scaling. More... | |
void | transposeTimesSubset (int number, const int *which, const double *pi, double *y, const double *rowScale, const double *columnScale, double *spare=NULL) const |
Return y - pi * A in y . More... | |
virtual void | transposeTimes (const ClpSimplex *model, double scalar, const CoinIndexedVector *x, CoinIndexedVector *y, CoinIndexedVector *z) const |
Return x * scalar * A in More... | |
void | transposeTimesByColumn (const ClpSimplex *model, double scalar, const CoinIndexedVector *x, CoinIndexedVector *y, CoinIndexedVector *z) const |
Return x * scalar * A in More... | |
virtual void | transposeTimesByRow (const ClpSimplex *model, double scalar, const CoinIndexedVector *x, CoinIndexedVector *y, CoinIndexedVector *z) const |
Return x * scalar * A in More... | |
virtual void | subsetTransposeTimes (const ClpSimplex *model, const CoinIndexedVector *x, const CoinIndexedVector *y, CoinIndexedVector *z) const |
Return x *A in z but just for indices in y. More... | |
virtual bool | canCombine (const ClpSimplex *model, const CoinIndexedVector *pi) const |
Returns true if can combine transposeTimes and subsetTransposeTimes and if it would be faster. More... | |
virtual int | transposeTimes2 (const ClpSimplex *model, const CoinIndexedVector *pi1, CoinIndexedVector *dj1, const CoinIndexedVector *pi2, CoinIndexedVector *spare, double *infeas, double *reducedCost, double referenceIn, double devex, unsigned int *reference, double *weights, double scaleFactor) |
Updates two arrays for steepest and does devex weights Returns nonzero if updates reduced cost and infeas - new infeas in dj1. More... | |
virtual void | subsetTimes2 (const ClpSimplex *model, CoinIndexedVector *dj1, const CoinIndexedVector *pi2, CoinIndexedVector *dj2, double referenceIn, double devex, unsigned int *reference, double *weights, double scaleFactor) |
Updates second array for steepest and does devex weights. More... | |
void | useEffectiveRhs (ClpSimplex *model) |
Sets up an effective RHS. More... | |
CoinPackedMatrix * | matrix () const |
Returns CoinPackedMatrix (non const) More... | |
void | setMatrixNull () |
Just sets matrix_ to NULL so it can be used elsewhere. More... | |
void | makeSpecialColumnCopy () |
Say we want special column copy. More... | |
void | releaseSpecialColumnCopy () |
Say we don't want special column copy. More... | |
bool | zeros () const |
Are there zeros? More... | |
bool | wantsSpecialColumnCopy () const |
Do we want special column copy. More... | |
int | flags () const |
Flags. More... | |
void | checkGaps () |
Sets flags_ correctly. More... | |
int | numberActiveColumns () const |
number of active columns (normally same as number of columns) More... | |
void | setNumberActiveColumns (int value) |
Set number of active columns (normally same as number of columns) More... | |
ClpPackedMatrix () | |
Default constructor. More... | |
virtual | ~ClpPackedMatrix () |
Destructor. More... | |
ClpPackedMatrix (const ClpPackedMatrix &) | |
The copy constructor. More... | |
ClpPackedMatrix (const CoinPackedMatrix &) | |
The copy constructor from an CoinPackedMatrix. More... | |
ClpPackedMatrix (const ClpPackedMatrix &wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns) | |
Subset constructor (without gaps). More... | |
ClpPackedMatrix (const CoinPackedMatrix &wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns) | |
ClpPackedMatrix (CoinPackedMatrix *matrix) | |
This takes over ownership (for space reasons) More... | |
ClpPackedMatrix & | operator= (const ClpPackedMatrix &) |
virtual void | copy (const ClpPackedMatrix *from) |
Copy contents - resizing if necessary - otherwise re-use memory. More... | |
virtual ClpMatrixBase * | subsetClone (int numberRows, const int *whichRows, int numberColumns, const int *whichColumns) const |
Subset clone (without gaps). More... | |
void | specialRowCopy (ClpSimplex *model, const ClpMatrixBase *rowCopy) |
make special row copy More... | |
void | specialColumnCopy (ClpSimplex *model) |
make special column copy More... | |
virtual void | correctSequence (const ClpSimplex *model, int &sequenceIn, int &sequenceOut) |
Correct sequence in and out to give true value. More... | |
Public Member Functions inherited from ClpMatrixBase | |
virtual bool | canGetRowCopy () const |
Returns true if can create row copy. More... | |
virtual int | hiddenRows () const |
Returns number of hidden rows e.g. gub. More... | |
virtual int | extendUpdated (ClpSimplex *model, CoinIndexedVector *update, int mode) |
expands an updated column to allow for extra rows which the main solver does not know about and returns number added. More... | |
virtual void | primalExpanded (ClpSimplex *model, int mode) |
utility primal function for dealing with dynamic constraints mode=0 - Set up before "update" and "times" for primal solution using extended rows mode=1 - Cleanup primal solution after "times" using extended rows. More... | |
virtual int | checkFeasible (ClpSimplex *model, double &sum) const |
Just for debug if odd type matrix. More... | |
double | reducedCost (ClpSimplex *model, int sequence) const |
Returns reduced cost of a variable. More... | |
virtual void | times (double scalar, const double *COIN_RESTRICT x, double *COIN_RESTRICT y) const =0 |
Return y + A * x * scalar in y . More... | |
virtual void | times (double scalar, const double *COIN_RESTRICT x, double *COIN_RESTRICT y, const double *COIN_RESTRICT rowScale, const double *COIN_RESTRICT columnScale) const |
And for scaling - default aborts for when scaling not supported (unless pointers NULL when as normal) More... | |
virtual void | transposeTimes (double scalar, const double *COIN_RESTRICT x, double *COIN_RESTRICT y) const =0 |
Return y + x * scalar * A in y . More... | |
virtual void | transposeTimes (double scalar, const double *COIN_RESTRICT x, double *COIN_RESTRICT y, const double *COIN_RESTRICT rowScale, const double *COIN_RESTRICT columnScale, double *COIN_RESTRICT spare=NULL) const |
And for scaling - default aborts for when scaling not supported (unless pointers NULL when as normal) More... | |
virtual void | listTransposeTimes (const ClpSimplex *model, double *x, int *y, int number, double *z) const |
Return x *A in z but just for number indices in y. More... | |
virtual void | backToBasics () |
Gets rid of any mutable by products. More... | |
int | type () const |
Returns type. More... | |
void | setType (int newtype) |
Sets type. More... | |
void | useEffectiveRhs (ClpSimplex *model) |
Sets up an effective RHS. More... | |
int | lastRefresh () const |
If rhsOffset used this is iteration last refreshed. More... | |
int | refreshFrequency () const |
If rhsOffset used this is refresh frequency (0==off) More... | |
void | setRefreshFrequency (int value) |
bool | skipDualCheck () const |
whether to skip dual checks most of time More... | |
void | setSkipDualCheck (bool yes) |
int | minimumObjectsScan () const |
Partial pricing tuning parameter - minimum number of "objects" to scan. More... | |
void | setMinimumObjectsScan (int value) |
int | minimumGoodReducedCosts () const |
Partial pricing tuning parameter - minimum number of negative reduced costs to get. More... | |
void | setMinimumGoodReducedCosts (int value) |
double | startFraction () const |
Current start of search space in matrix (as fraction) More... | |
void | setStartFraction (double value) |
double | endFraction () const |
Current end of search space in matrix (as fraction) More... | |
void | setEndFraction (double value) |
double | savedBestDj () const |
Current best reduced cost. More... | |
void | setSavedBestDj (double value) |
int | originalWanted () const |
Initial number of negative reduced costs wanted. More... | |
void | setOriginalWanted (int value) |
int | currentWanted () const |
Current number of negative reduced costs which we still need. More... | |
void | setCurrentWanted (int value) |
int | savedBestSequence () const |
Current best sequence. More... | |
void | setSavedBestSequence (int value) |
virtual | ~ClpMatrixBase () |
Destructor (has to be public) More... | |
Protected Attributes | |
Data members | |
The data members are protected to allow access for derived classes. | |
double | sumDualInfeasibilities_ |
Sum of dual infeasibilities. More... | |
double | sumPrimalInfeasibilities_ |
Sum of primal infeasibilities. 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 | savedBestGubDual_ |
Saved best dual on gub row in pricing. More... | |
int | savedBestSet_ |
Saved best set in pricing. More... | |
int * | backToPivotRow_ |
Backward pointer to pivot row !!! More... | |
int * | keyVariable_ |
Key variable of set (only accurate if none in small problem) More... | |
int * | toIndex_ |
Backward pointer to extra row. More... | |
int * | fromIndex_ |
int | numberSets_ |
Number of sets (dynamic rows) More... | |
int | numberActiveSets_ |
Number of active sets. More... | |
double | objectiveOffset_ |
Saved value of objective offset. More... | |
double * | lowerSet_ |
Lower bounds on sets. More... | |
double * | upperSet_ |
Upper bounds on sets. More... | |
unsigned char * | status_ |
Status of slack on set. More... | |
ClpSimplex * | model_ |
Pointer back to model. More... | |
int | firstAvailable_ |
first free More... | |
int | firstAvailableBefore_ |
first free when iteration started More... | |
int | firstDynamic_ |
first dynamic More... | |
int | lastDynamic_ |
number of columns in dynamic model More... | |
int | numberStaticRows_ |
number of rows in original model More... | |
CoinBigIndex | numberElements_ |
size of working matrix (max) More... | |
int | numberDualInfeasibilities_ |
Number of dual infeasibilities. More... | |
int | numberPrimalInfeasibilities_ |
Number of primal infeasibilities. More... | |
int | noCheck_ |
If pricing will declare victory (i.e. More... | |
double | infeasibilityWeight_ |
Infeasibility weight when last full pass done. More... | |
int | numberGubColumns_ |
size More... | |
int | maximumGubColumns_ |
current maximum number of columns (then compress) More... | |
CoinBigIndex | maximumElements_ |
current maximum number of elemnts (then compress) More... | |
int * | startSet_ |
Start of each set. More... | |
int * | next_ |
next in chain More... | |
CoinBigIndex * | startColumn_ |
Starts of each column. More... | |
int * | row_ |
rows More... | |
double * | element_ |
elements More... | |
double * | cost_ |
costs More... | |
int * | id_ |
ids of active columns (just index here) More... | |
unsigned char * | dynamicStatus_ |
for status and which bound More... | |
double * | columnLower_ |
Optional lower bounds on columns. More... | |
double * | columnUpper_ |
Optional upper bounds on columns. More... | |
Protected Attributes inherited from ClpPackedMatrix | |
CoinPackedMatrix * | matrix_ |
Data. More... | |
int | numberActiveColumns_ |
number of active columns (normally same as number of columns) More... | |
int | flags_ |
Flags - 1 - has zero elements 2 - has gaps 4 - has special row copy 8 - has special column copy 16 - wants special column copy. More... | |
ClpPackedMatrix2 * | rowCopy_ |
Special row copy. More... | |
ClpPackedMatrix3 * | columnCopy_ |
Special column copy. More... | |
Protected Attributes inherited from ClpMatrixBase | |
double * | rhsOffset_ |
Effective RHS offset if it is being used. More... | |
double | startFraction_ |
Current start of search space in matrix (as fraction) More... | |
double | endFraction_ |
Current end of search space in matrix (as fraction) More... | |
double | savedBestDj_ |
Best reduced cost so far. More... | |
int | originalWanted_ |
Initial number of negative reduced costs wanted. More... | |
int | currentWanted_ |
Current number of negative reduced costs which we still need. More... | |
int | savedBestSequence_ |
Saved best sequence in pricing. More... | |
int | type_ |
type (may be useful) More... | |
int | lastRefresh_ |
If rhsOffset used this is iteration last refreshed. More... | |
int | refreshFrequency_ |
If rhsOffset used this is refresh frequency (0==off) More... | |
int | minimumObjectsScan_ |
Partial pricing tuning parameter - minimum number of "objects" to scan. More... | |
int | minimumGoodReducedCosts_ |
Partial pricing tuning parameter - minimum number of negative reduced costs to get. More... | |
int | trueSequenceIn_ |
True sequence in (i.e. from larger problem) More... | |
int | trueSequenceOut_ |
True sequence out (i.e. from larger problem) More... | |
bool | skipDualCheck_ |
whether to skip dual checks most of time More... | |
Additional Inherited Members | |
Protected Member Functions inherited from ClpPackedMatrix | |
void | checkFlags (int type) const |
Check validity. More... | |
Protected Member Functions inherited from ClpMatrixBase | |
ClpMatrixBase () | |
Default constructor. More... | |
ClpMatrixBase (const ClpMatrixBase &) | |
ClpMatrixBase & | operator= (const ClpMatrixBase &) |
This implements a dynamic matrix when we have a limit on the number of "interesting rows".
This version inherits from ClpPackedMatrix and knows that the real matrix is gub. A later version could use shortest path to generate columns.
Definition at line 19 of file ClpDynamicMatrix.hpp.
enums for status of various sorts
Enumerator | |
---|---|
soloKey | |
inSmall | |
atUpperBound | |
atLowerBound |
Definition at line 23 of file ClpDynamicMatrix.hpp.
ClpDynamicMatrix::ClpDynamicMatrix | ( | ) |
Default constructor.
ClpDynamicMatrix::ClpDynamicMatrix | ( | ClpSimplex * | model, |
int | numberSets, | ||
int | numberColumns, | ||
const int * | starts, | ||
const double * | lower, | ||
const double * | upper, | ||
const CoinBigIndex * | startColumn, | ||
const int * | row, | ||
const double * | element, | ||
const double * | cost, | ||
const double * | columnLower = NULL , |
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const double * | columnUpper = NULL , |
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const unsigned char * | status = NULL , |
||
const unsigned char * | dynamicStatus = NULL |
||
) |
This is the real constructor.
It assumes factorization frequency will not be changed. This resizes model !!!! The contents of original matrix in model will be taken over and original matrix will be sanitized so can be deleted (to avoid a very small memory leak)
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virtual |
Destructor.
ClpDynamicMatrix::ClpDynamicMatrix | ( | const ClpDynamicMatrix & | ) |
The copy constructor.
ClpDynamicMatrix::ClpDynamicMatrix | ( | const CoinPackedMatrix & | ) |
The copy constructor from an CoinPackedMatrix.
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virtual |
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virtual |
update information for a pivot (and effective rhs)
Reimplemented from ClpMatrixBase.
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virtual |
Returns effective RHS offset if it is being used.
This is used for long problems or big dynamic or anywhere where going through full columns is expensive. This may re-compute
Reimplemented from ClpMatrixBase.
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virtual |
Return y + A * scalar *x
in y
.
x
must be of size numColumns()
y
must be of size numRows()
Reimplemented from ClpPackedMatrix.
void ClpDynamicMatrix::modifyOffset | ( | int | sequence, |
double | amount | ||
) |
Modifies rhs offset.
double ClpDynamicMatrix::keyValue | ( | int | iSet | ) | const |
Gets key value when none in small.
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virtual |
mode=0 - Set up before "updateTranspose" and "transposeTimes" for duals using extended updates array (and may use other if dual values pass) mode=1 - Update dual solution after "transposeTimes" using extended rows.
mode=2 - Compute all djs and compute key dual infeasibilities mode=3 - Report on key dual infeasibilities mode=4 - Modify before updateTranspose in partial pricing
Reimplemented from ClpMatrixBase.
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mode=0 - Create list of non-key basics in pivotVariable_ using number as numberBasic in and out mode=1 - Set all key variables as basic mode=2 - return number extra rows needed, number gives maximum number basic mode=3 - before replaceColumn mode=4 - return 1 if can do primal, 2 if dual, 3 if both mode=5 - save any status stuff (when in good state) mode=6 - restore status stuff mode=7 - flag given variable (normally sequenceIn) mode=8 - unflag all variables mode=9 - synchronize costs mode=10 - return 1 if there may be changing bounds on variable (column generation) mode=11 - make sure set is clean (used when a variable rejected - but not flagged) mode=12 - after factorize but before permute stuff mode=13 - at end of simplex to delete stuff
Reimplemented from ClpMatrixBase.
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Purely for column generation and similar ideas.
Allows matrix and any bounds or costs to be updated (sensibly). Returns non-zero if any changes.
Reimplemented from ClpPackedMatrix.
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virtual |
Creates a variable.
This is called after partial pricing and will modify matrix. Will update bestSequence.
Reimplemented from ClpMatrixBase.
Reimplemented in ClpDynamicExampleMatrix.
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Returns reduced cost of a variable.
void ClpDynamicMatrix::gubCrash | ( | ) |
Does gub crash.
void ClpDynamicMatrix::writeMps | ( | const char * | name | ) |
Writes out model (without names)
void ClpDynamicMatrix::initialProblem | ( | ) |
Populates initial matrix from dynamic status.
int ClpDynamicMatrix::addColumn | ( | CoinBigIndex | numberEntries, |
const int * | row, | ||
const double * | element, | ||
double | cost, | ||
double | lower, | ||
double | upper, | ||
int | iSet, | ||
DynamicStatus | status | ||
) |
Adds in a column to gub structure (called from descendant) and returns sequence.
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inlinevirtual |
If addColumn forces compression then this allows descendant to know what to do.
If >=0 then entry stayed in, if -1 then entry went out to lower bound.of zero. Entries at upper bound (really nonzero) never go out (at present).
Reimplemented in ClpDynamicExampleMatrix.
Definition at line 108 of file ClpDynamicMatrix.hpp.
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Gets lower bound (to simplify coding)
Definition at line 110 of file ClpDynamicMatrix.hpp.
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Gets upper bound (to simplify coding)
Definition at line 118 of file ClpDynamicMatrix.hpp.
ClpDynamicMatrix& ClpDynamicMatrix::operator= | ( | const ClpDynamicMatrix & | ) |
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Status of row slacks.
Definition at line 165 of file ClpDynamicMatrix.hpp.
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inline |
Definition at line 169 of file ClpDynamicMatrix.hpp.
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inline |
Whether flagged slack.
Definition at line 176 of file ClpDynamicMatrix.hpp.
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inline |
Definition at line 180 of file ClpDynamicMatrix.hpp.
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inline |
Definition at line 184 of file ClpDynamicMatrix.hpp.
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Number of sets (dynamic rows)
Definition at line 189 of file ClpDynamicMatrix.hpp.
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inline |
Number of possible gub variables.
Definition at line 194 of file ClpDynamicMatrix.hpp.
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Sets.
Definition at line 199 of file ClpDynamicMatrix.hpp.
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Whether flagged.
Definition at line 204 of file ClpDynamicMatrix.hpp.
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inline |
Definition at line 208 of file ClpDynamicMatrix.hpp.
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inline |
Definition at line 212 of file ClpDynamicMatrix.hpp.
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Definition at line 216 of file ClpDynamicMatrix.hpp.
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inline |
Definition at line 222 of file ClpDynamicMatrix.hpp.
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Saved value of objective offset.
Definition at line 227 of file ClpDynamicMatrix.hpp.
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Starts of each column.
Definition at line 232 of file ClpDynamicMatrix.hpp.
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rows
Definition at line 237 of file ClpDynamicMatrix.hpp.
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inline |
elements
Definition at line 242 of file ClpDynamicMatrix.hpp.
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inline |
costs
Definition at line 247 of file ClpDynamicMatrix.hpp.
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inline |
ids of active columns (just index here)
Definition at line 252 of file ClpDynamicMatrix.hpp.
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inline |
Optional lower bounds on columns.
Definition at line 257 of file ClpDynamicMatrix.hpp.
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inline |
Optional upper bounds on columns.
Definition at line 262 of file ClpDynamicMatrix.hpp.
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Lower bounds on sets.
Definition at line 267 of file ClpDynamicMatrix.hpp.
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Upper bounds on sets.
Definition at line 272 of file ClpDynamicMatrix.hpp.
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inline |
size
Definition at line 277 of file ClpDynamicMatrix.hpp.
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inline |
first free
Definition at line 282 of file ClpDynamicMatrix.hpp.
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inline |
first dynamic
Definition at line 287 of file ClpDynamicMatrix.hpp.
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inline |
number of columns in dynamic model
Definition at line 292 of file ClpDynamicMatrix.hpp.
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inline |
number of rows in original model
Definition at line 297 of file ClpDynamicMatrix.hpp.
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inline |
size of working matrix (max)
Definition at line 302 of file ClpDynamicMatrix.hpp.
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Definition at line 306 of file ClpDynamicMatrix.hpp.
void ClpDynamicMatrix::switchOffCheck | ( | ) |
Switches off dj checking each factorization (for BIG models)
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inline |
Status region for gub slacks.
Definition at line 313 of file ClpDynamicMatrix.hpp.
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Status region for gub variables.
Definition at line 318 of file ClpDynamicMatrix.hpp.
int ClpDynamicMatrix::whichSet | ( | int | sequence | ) | const |
Returns which set a variable is in.
virtual void ClpPackedMatrix::times |
Return y + A * scalar *x
in y
.
x
must be of size numColumns()
y
must be of size numRows()
virtual void ClpPackedMatrix::times |
And for scaling.
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Sum of dual infeasibilities.
Definition at line 331 of file ClpDynamicMatrix.hpp.
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Sum of primal infeasibilities.
Definition at line 333 of file ClpDynamicMatrix.hpp.
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Sum of Dual infeasibilities using tolerance based on error in duals.
Definition at line 335 of file ClpDynamicMatrix.hpp.
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Sum of Primal infeasibilities using tolerance based on error in primals.
Definition at line 337 of file ClpDynamicMatrix.hpp.
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protected |
Saved best dual on gub row in pricing.
Definition at line 339 of file ClpDynamicMatrix.hpp.
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Saved best set in pricing.
Definition at line 341 of file ClpDynamicMatrix.hpp.
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protected |
Backward pointer to pivot row !!!
Definition at line 343 of file ClpDynamicMatrix.hpp.
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mutableprotected |
Key variable of set (only accurate if none in small problem)
Definition at line 345 of file ClpDynamicMatrix.hpp.
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Backward pointer to extra row.
Definition at line 347 of file ClpDynamicMatrix.hpp.
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Definition at line 349 of file ClpDynamicMatrix.hpp.
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Number of sets (dynamic rows)
Definition at line 351 of file ClpDynamicMatrix.hpp.
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protected |
Number of active sets.
Definition at line 353 of file ClpDynamicMatrix.hpp.
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protected |
Saved value of objective offset.
Definition at line 355 of file ClpDynamicMatrix.hpp.
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Lower bounds on sets.
Definition at line 357 of file ClpDynamicMatrix.hpp.
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Upper bounds on sets.
Definition at line 359 of file ClpDynamicMatrix.hpp.
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protected |
Status of slack on set.
Definition at line 361 of file ClpDynamicMatrix.hpp.
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protected |
Pointer back to model.
Definition at line 363 of file ClpDynamicMatrix.hpp.
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first free
Definition at line 365 of file ClpDynamicMatrix.hpp.
|
protected |
first free when iteration started
Definition at line 367 of file ClpDynamicMatrix.hpp.
|
protected |
first dynamic
Definition at line 369 of file ClpDynamicMatrix.hpp.
|
protected |
number of columns in dynamic model
Definition at line 371 of file ClpDynamicMatrix.hpp.
|
protected |
number of rows in original model
Definition at line 373 of file ClpDynamicMatrix.hpp.
|
protected |
size of working matrix (max)
Definition at line 375 of file ClpDynamicMatrix.hpp.
|
protected |
Number of dual infeasibilities.
Definition at line 377 of file ClpDynamicMatrix.hpp.
|
protected |
Number of primal infeasibilities.
Definition at line 379 of file ClpDynamicMatrix.hpp.
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protected |
If pricing will declare victory (i.e.
no check every factorization). -1 - always check 0 - don't check 1 - in don't check mode but looks optimal
Definition at line 385 of file ClpDynamicMatrix.hpp.
|
protected |
Infeasibility weight when last full pass done.
Definition at line 387 of file ClpDynamicMatrix.hpp.
|
protected |
size
Definition at line 389 of file ClpDynamicMatrix.hpp.
|
protected |
current maximum number of columns (then compress)
Definition at line 391 of file ClpDynamicMatrix.hpp.
|
protected |
current maximum number of elemnts (then compress)
Definition at line 393 of file ClpDynamicMatrix.hpp.
|
protected |
Start of each set.
Definition at line 395 of file ClpDynamicMatrix.hpp.
|
protected |
next in chain
Definition at line 397 of file ClpDynamicMatrix.hpp.
|
protected |
Starts of each column.
Definition at line 399 of file ClpDynamicMatrix.hpp.
|
protected |
rows
Definition at line 401 of file ClpDynamicMatrix.hpp.
|
protected |
elements
Definition at line 403 of file ClpDynamicMatrix.hpp.
|
protected |
costs
Definition at line 405 of file ClpDynamicMatrix.hpp.
|
protected |
ids of active columns (just index here)
Definition at line 407 of file ClpDynamicMatrix.hpp.
|
protected |
for status and which bound
Definition at line 409 of file ClpDynamicMatrix.hpp.
|
protected |
Optional lower bounds on columns.
Definition at line 411 of file ClpDynamicMatrix.hpp.
|
protected |
Optional upper bounds on columns.
Definition at line 413 of file ClpDynamicMatrix.hpp.