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

#include <ClpPrimalColumnSteepest.hpp>

Inheritance diagram for ClpPrimalColumnSteepest:

Collaboration diagram for ClpPrimalColumnSteepest:

Public Member Functions
Algorithmic methods
virtual int	pivotColumn (CoinIndexedVector updates, CoinIndexedVector spareRow1, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector *spareColumn2)
	Returns pivot column, -1 if none. More...

int	pivotColumnOldMethod (CoinIndexedVector updates, CoinIndexedVector spareRow1, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector *spareColumn2)
	For quadratic or funny nonlinearities. More...

void	justDjs (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Just update djs. More...

int	partialPricing (CoinIndexedVector updates, CoinIndexedVector spareRow2, int numberWanted, int numberLook)
	Update djs doing partial pricing (dantzig) More...

void	djsAndDevex (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Devex using djs. More...

void	djsAndSteepest (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Steepest using djs sets best sequence (possibly) More...

void	djsAndDevex2 (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Devex using pivot row. More...

void	djsAndSteepest2 (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update djs, weights for Steepest using pivot row. More...

void	justDevex (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update weights for Devex. More...

void	justSteepest (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector spareColumn1, CoinIndexedVector spareColumn2)
	Update weights for Steepest. More...

int	transposeTimes2 (const CoinIndexedVector pi1, CoinIndexedVector dj1, const CoinIndexedVector pi2, CoinIndexedVector dj2, CoinIndexedVector *spare, double scaleFactor)
	Updates two arrays for steepest. More...

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

void	checkAccuracy (int sequence, double relativeTolerance, CoinIndexedVector rowArray1, CoinIndexedVector rowArray2)
	Checks accuracy - just for debug. More...

void	initializeWeights ()
	Initialize weights. More...

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

void	redoInfeasibilities ()
	redo infeasibilities More...

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

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

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

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

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

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

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

virtual	~ClpPrimalColumnSteepest ()
	Destructor. More...

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

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

void	setReference (int i, bool trueFalse)

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

Persistence	persistence () const

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

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

	ClpPrimalColumnPivot ()
	Default Constructor. More...

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

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

virtual	~ClpPrimalColumnPivot ()
	Destructor. More...

ClpSimplex *	model ()
	Returns model. More...

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

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

Protected Attributes
Protected member data
double	devex_

double *	weights_
	weight array More...

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

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

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

unsigned int *	reference_

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

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

int	infeasibilitiesState_

Persistence	persistence_
	Life of weights. More...

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

int	pivotSequence_

int	savedPivotSequence_

int	savedSequenceOut_

int	lastRectified_

int	sizeFactorization_

Protected Attributes inherited from ClpPrimalColumnPivot
ClpSimplex *	model_
	Pointer to model. More...

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

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

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

int	mode () const
	Mode. More...

void	setMode (int mode)
	Set mode. More...

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

const double *	weights () const
	Weights. More...

CoinIndexedVector *	alternateWeights () const
	alternate weight array More...

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

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

Detailed Description

Primal Column Pivot Steepest Edge Algorithm Class.

See Forrest-Goldfarb paper for algorithm

Definition at line 21 of file ClpPrimalColumnSteepest.hpp.

Member Enumeration Documentation

◆ Persistence

enum ClpPrimalColumnSteepest::Persistence

enums for persistence

Enumerator
normal
keep

Definition at line 161 of file ClpPrimalColumnSteepest.hpp.

Constructor & Destructor Documentation

◆ ClpPrimalColumnSteepest() [1/2]

ClpPrimalColumnSteepest::ClpPrimalColumnSteepest ( int mode = 3 )

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

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

◆ ClpPrimalColumnSteepest() [2/2]

ClpPrimalColumnSteepest::ClpPrimalColumnSteepest ( const ClpPrimalColumnSteepest & rhs )

Copy constructor.

◆ ~ClpPrimalColumnSteepest()

virtual ClpPrimalColumnSteepest::~ClpPrimalColumnSteepest ( )

virtual

Destructor.

Member Function Documentation

◆ pivotColumn()

virtual int ClpPrimalColumnSteepest::pivotColumn	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow1,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

virtual

Returns pivot column, -1 if none.

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

Implements ClpPrimalColumnPivot.

Reimplemented in ClpPEPrimalColumnSteepest.

◆ pivotColumnOldMethod()

int ClpPrimalColumnSteepest::pivotColumnOldMethod	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow1,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

For quadratic or funny nonlinearities.

◆ justDjs()

void ClpPrimalColumnSteepest::justDjs	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Just update djs.

◆ partialPricing()

int ClpPrimalColumnSteepest::partialPricing	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		int	numberWanted,
		int	numberLook
	)

Update djs doing partial pricing (dantzig)

◆ djsAndDevex()

void ClpPrimalColumnSteepest::djsAndDevex	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update djs, weights for Devex using djs.

◆ djsAndSteepest()

void ClpPrimalColumnSteepest::djsAndSteepest	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update djs, weights for Steepest using djs sets best sequence (possibly)

◆ djsAndDevex2()

void ClpPrimalColumnSteepest::djsAndDevex2	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update djs, weights for Devex using pivot row.

◆ djsAndSteepest2()

void ClpPrimalColumnSteepest::djsAndSteepest2	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update djs, weights for Steepest using pivot row.

◆ justDevex()

void ClpPrimalColumnSteepest::justDevex	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update weights for Devex.

◆ justSteepest()

void ClpPrimalColumnSteepest::justSteepest	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1,
		CoinIndexedVector *	spareColumn2
	)

Update weights for Steepest.

◆ transposeTimes2()

int ClpPrimalColumnSteepest::transposeTimes2	(	const CoinIndexedVector *	pi1,
		CoinIndexedVector *	dj1,
		const CoinIndexedVector *	pi2,
		CoinIndexedVector *	dj2,
		CoinIndexedVector *	spare,
		double	scaleFactor
	)

Updates two arrays for steepest.

◆ updateWeights()

virtual void ClpPrimalColumnSteepest::updateWeights ( CoinIndexedVector * input )

virtual

Updates weights - part 1 - also checks accuracy.

Reimplemented from ClpPrimalColumnPivot.

Reimplemented in ClpPEPrimalColumnSteepest.

◆ checkAccuracy()

void ClpPrimalColumnSteepest::checkAccuracy	(	int	sequence,
		double	relativeTolerance,
		CoinIndexedVector *	rowArray1,
		CoinIndexedVector *	rowArray2
	)

Checks accuracy - just for debug.

◆ initializeWeights()

void ClpPrimalColumnSteepest::initializeWeights ( )

Initialize weights.

◆ saveWeights()

virtual void ClpPrimalColumnSteepest::saveWeights	(	ClpSimplex *	model,
		int	mode
	)

virtual

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

Implements ClpPrimalColumnPivot.

Reimplemented in ClpPEPrimalColumnSteepest.

◆ redoInfeasibilities()

void ClpPrimalColumnSteepest::redoInfeasibilities ( )

redo infeasibilities

◆ unrollWeights()

virtual void ClpPrimalColumnSteepest::unrollWeights ( )

virtual

Gets rid of last update.

◆ clearArrays()

virtual void ClpPrimalColumnSteepest::clearArrays ( )

virtual

Gets rid of all arrays.

Reimplemented from ClpPrimalColumnPivot.

◆ looksOptimal()

virtual bool ClpPrimalColumnSteepest::looksOptimal ( ) const

virtual

Returns true if would not find any column.

Reimplemented from ClpPrimalColumnPivot.

◆ maximumPivotsChanged()

virtual void ClpPrimalColumnSteepest::maximumPivotsChanged ( )

virtual

Called when maximum pivots changes.

Reimplemented from ClpPrimalColumnPivot.

◆ mode()

int ClpPrimalColumnSteepest::mode ( ) const

inline

Mode.

Definition at line 126 of file ClpPrimalColumnSteepest.hpp.

◆ setMode()

void ClpPrimalColumnSteepest::setMode ( int mode )

inline

Set mode.

Definition at line 131 of file ClpPrimalColumnSteepest.hpp.

◆ infeasible()

CoinIndexedVector* ClpPrimalColumnSteepest::infeasible ( ) const

inline

square of infeasibility array (just for infeasible columns)

Definition at line 136 of file ClpPrimalColumnSteepest.hpp.

◆ weights()

const double* ClpPrimalColumnSteepest::weights ( ) const

inline

Weights.

Definition at line 141 of file ClpPrimalColumnSteepest.hpp.

◆ alternateWeights()

CoinIndexedVector* ClpPrimalColumnSteepest::alternateWeights ( ) const

inline

alternate weight array

Definition at line 146 of file ClpPrimalColumnSteepest.hpp.

◆ numberSprintColumns()

virtual int ClpPrimalColumnSteepest::numberSprintColumns ( int & numberIterations ) const

virtual

Returns number of extra columns for sprint algorithm - 0 means off.

Also number of iterations before recompute

Reimplemented from ClpPrimalColumnPivot.

◆ switchOffSprint()

virtual void ClpPrimalColumnSteepest::switchOffSprint ( )

virtual

Switch off sprint idea.

Reimplemented from ClpPrimalColumnPivot.

◆ operator=()

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

Assignment operator.

◆ clone()

virtual ClpPrimalColumnPivot* ClpPrimalColumnSteepest::clone ( bool copyData = true ) const

virtual

Clone.

Implements ClpPrimalColumnPivot.

Reimplemented in ClpPEPrimalColumnSteepest.

◆ reference()

bool ClpPrimalColumnSteepest::reference ( int i ) const

inline

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

Definition at line 196 of file ClpPrimalColumnSteepest.hpp.

◆ setReference()

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

inline

Definition at line 200 of file ClpPrimalColumnSteepest.hpp.

◆ setPersistence()

void ClpPrimalColumnSteepest::setPersistence ( Persistence life )

inline

Set/ get persistence.

Definition at line 210 of file ClpPrimalColumnSteepest.hpp.

◆ persistence()

Persistence ClpPrimalColumnSteepest::persistence ( ) const

inline

Definition at line 214 of file ClpPrimalColumnSteepest.hpp.

Member Data Documentation

◆ devex_

double ClpPrimalColumnSteepest::devex_

protected

Definition at line 225 of file ClpPrimalColumnSteepest.hpp.

◆ weights_

double* ClpPrimalColumnSteepest::weights_

protected

weight array

Definition at line 227 of file ClpPrimalColumnSteepest.hpp.

◆ infeasible_

CoinIndexedVector* ClpPrimalColumnSteepest::infeasible_

protected

square of infeasibility array (just for infeasible columns)

Definition at line 229 of file ClpPrimalColumnSteepest.hpp.

◆ alternateWeights_

CoinIndexedVector* ClpPrimalColumnSteepest::alternateWeights_

protected

alternate weight array (so we can unroll)

Definition at line 231 of file ClpPrimalColumnSteepest.hpp.

◆ savedWeights_

double* ClpPrimalColumnSteepest::savedWeights_

protected

save weight array (so we can use checkpoint)

Definition at line 233 of file ClpPrimalColumnSteepest.hpp.

◆ reference_

unsigned int* ClpPrimalColumnSteepest::reference_

protected

Definition at line 235 of file ClpPrimalColumnSteepest.hpp.

◆ state_

int ClpPrimalColumnSteepest::state_

protected

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

Definition at line 241 of file ClpPrimalColumnSteepest.hpp.

◆ mode_

int ClpPrimalColumnSteepest::mode_

protected

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

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

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

Definition at line 254 of file ClpPrimalColumnSteepest.hpp.

◆ infeasibilitiesState_

int ClpPrimalColumnSteepest::infeasibilitiesState_

protected

Definition at line 260 of file ClpPrimalColumnSteepest.hpp.

◆ persistence_

Persistence ClpPrimalColumnSteepest::persistence_

protected

Life of weights.

Definition at line 262 of file ClpPrimalColumnSteepest.hpp.

◆ numberSwitched_

int ClpPrimalColumnSteepest::numberSwitched_

protected

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

Definition at line 264 of file ClpPrimalColumnSteepest.hpp.

◆ pivotSequence_

int ClpPrimalColumnSteepest::pivotSequence_

protected

Definition at line 266 of file ClpPrimalColumnSteepest.hpp.

◆ savedPivotSequence_

int ClpPrimalColumnSteepest::savedPivotSequence_

protected

Definition at line 268 of file ClpPrimalColumnSteepest.hpp.

◆ savedSequenceOut_

int ClpPrimalColumnSteepest::savedSequenceOut_

protected

Definition at line 270 of file ClpPrimalColumnSteepest.hpp.

◆ lastRectified_

int ClpPrimalColumnSteepest::lastRectified_

protected

Definition at line 272 of file ClpPrimalColumnSteepest.hpp.

◆ sizeFactorization_

int ClpPrimalColumnSteepest::sizeFactorization_

protected

Definition at line 274 of file ClpPrimalColumnSteepest.hpp.

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

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

Public Member Functions

Protected Attributes

gets and sets

Detailed Description

Member Enumeration Documentation

◆ Persistence

Constructor & Destructor Documentation

◆ ClpPrimalColumnSteepest() [1/2]

◆ ClpPrimalColumnSteepest() [2/2]

◆ ~ClpPrimalColumnSteepest()

Member Function Documentation

◆ pivotColumn()

◆ pivotColumnOldMethod()

◆ justDjs()

◆ partialPricing()

◆ djsAndDevex()

◆ djsAndSteepest()

◆ djsAndDevex2()

◆ djsAndSteepest2()

◆ justDevex()

◆ justSteepest()

◆ transposeTimes2()

◆ updateWeights()

◆ checkAccuracy()

◆ initializeWeights()

◆ saveWeights()

◆ redoInfeasibilities()

◆ unrollWeights()

◆ clearArrays()

◆ looksOptimal()

◆ maximumPivotsChanged()

◆ mode()

◆ setMode()

◆ infeasible()

◆ weights()

◆ alternateWeights()

◆ numberSprintColumns()

◆ switchOffSprint()

◆ operator=()

◆ clone()

◆ reference()

◆ setReference()

◆ setPersistence()

◆ persistence()

Member Data Documentation

◆ devex_

◆ weights_

◆ infeasible_

◆ alternateWeights_

◆ savedWeights_

◆ reference_

◆ state_

◆ mode_

◆ infeasibilitiesState_

◆ persistence_

◆ numberSwitched_

◆ pivotSequence_

◆ savedPivotSequence_

◆ savedSequenceOut_

◆ lastRectified_

◆ sizeFactorization_