ClpSimplex Class Reference

This solves LPs using the simplex method. More...

#include <ClpSimplex.hpp>

Inheritance diagram for ClpSimplex:

Collaboration diagram for ClpSimplex:

Public Types
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
	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...
Functions most useful to user
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...
Needed for functionality of OsiSimplexInterface
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...
most useful gets and sets
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...
public methods
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...
status methods
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...
Basis handling
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...
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 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...

Protected Member Functions
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 (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...
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...

Friends
void	ClpSimplexUnitTest (const std::string &mpsDir)
	A function that tests the methods in the ClpSimplex class. More...

Functions less likely to be useful to casual user
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...
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...

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	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...
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...
class	OsiClpSolverInterface
	Allow OsiClp certain perks. More...
class	OsiCLPSolverInterface
	And OsiCLP. More...

Additional Inherited Members
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...

Detailed Description

This solves LPs using the simplex method.

It inherits from ClpModel and all its arrays are created at algorithm time. Originally I tried to work with model arrays but for simplicity of coding I changed to single arrays with structural variables then row variables. Some coding is still based on old style and needs cleaning up.

For a description of algorithms:

for dual see ClpSimplexDual.hpp and at top of ClpSimplexDual.cpp for primal see ClpSimplexPrimal.hpp and at top of ClpSimplexPrimal.cpp

There is an algorithm data member. + for primal variations and - for dual variations

Definition at line 106 of file ClpSimplex.hpp.

Member Enumeration Documentation

Status

enum ClpSimplex::Status

enums for status of various sorts.

First 4 match CoinWarmStartBasis, isFixed means fixed at lower bound and out of basis

Enumerator
isFree
basic
atUpperBound
atLowerBound
superBasic
isFixed

Definition at line 114 of file ClpSimplex.hpp.

FakeBound

enum ClpSimplex::FakeBound

Enumerator
noFake
lowerFake
upperFake
bothFake

Definition at line 123 of file ClpSimplex.hpp.

Constructor & Destructor Documentation

ClpSimplex() [1/6]

ClpSimplex::ClpSimplex

(

bool

emptyMessages = false

)

Default constructor.

ClpSimplex() [2/6]

ClpSimplex::ClpSimplex	(	const ClpSimplex &	rhs,
		int	scalingMode = -1
	)

Copy constructor.

May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)

ClpSimplex() [3/6]

ClpSimplex::ClpSimplex	(	const ClpModel &	rhs,
		int	scalingMode = -1
	)

Copy constructor from model.

May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)

ClpSimplex() [4/6]

ClpSimplex::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.

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)

ClpSimplex() [5/6]

ClpSimplex::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.

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)

ClpSimplex() [6/6]

ClpSimplex::ClpSimplex	(	ClpSimplex *	wholeModel,
		int	numberColumns,
		const int *	whichColumns
	)

This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex.

It is only to be used in conjunction with originalModel

~ClpSimplex()

ClpSimplex::~ClpSimplex

(

)

Destructor.

Member Function Documentation

originalModel()

void ClpSimplex::originalModel

(

ClpSimplex *

miniModel

)

This copies back stuff from miniModel and then deletes miniModel.

Only to be used with mini constructor

setPersistenceFlag()

void ClpSimplex::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.

makeBaseModel()

void ClpSimplex::makeBaseModel

(

)

Save a copy of model with certain state - normally without cuts.

deleteBaseModel()

void ClpSimplex::deleteBaseModel

(

)

Switch off base model.

baseModel()

ClpSimplex* ClpSimplex::baseModel ( ) const

inline

See if we have base model.

Definition at line 208 of file ClpSimplex.hpp.

setToBaseModel()

void ClpSimplex::setToBaseModel

(

ClpSimplex *

model = NULL

)

Reset to base model (just size and arrays needed) If model NULL use internal copy.

operator=()

ClpSimplex& ClpSimplex::operator=

(

const ClpSimplex &

rhs

)

Assignment operator. This copies the data.

loadProblem() [1/6]

void ClpSimplex::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).

If a pointer is 0 then the following values are the default:

• colub: all columns have upper bound infinity
• collb: all columns have lower bound 0
• rowub: all rows have upper bound infinity
• rowlb: all rows have lower bound -infinity
• obj: all variables have 0 objective coefficient

loadProblem() [2/6]

void ClpSimplex::loadProblem	(	const CoinPackedMatrix &	matrix,
		const double *	collb,
		const double *	colub,
		const double *	obj,
		const double *	rowlb,
		const double *	rowub,
		const double *	rowObjective = NULL
	)

loadProblem() [3/6]

void ClpSimplex::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).

loadProblem() [4/6]

void ClpSimplex::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.

loadProblem() [5/6]

int ClpSimplex::loadProblem	(	CoinModel &	modelObject,
		bool	keepSolution = false
	)

This loads a model from a coinModel object - returns number of errors.

If keepSolution true and size is same as current then keeps current status and solution

readMps()

int ClpSimplex::readMps	(	const char *	filename,
		bool	keepNames = false,
		bool	ignoreErrors = false
	)

Read an mps file from the given filename.

readGMPL()

int ClpSimplex::readGMPL	(	const char *	filename,
		const char *	dataName,
		bool	keepNames = false
	)

Read GMPL files from the given filenames.

readLp()

int ClpSimplex::readLp	(	const char *	filename,
		const double	epsilon = 1e-5
	)

Read file in LP format from file with name filename.

See class CoinLpIO for description of this format.

writeLp()

void ClpSimplex::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.

If objSense is non zero then -1.0 forces the code to write a maximization objective and +1.0 to write a minimization one. If 0.0 then solver can do what it wants.

borrowModel() [1/2]

void ClpSimplex::borrowModel

(

ClpModel &

otherModel

)

Borrow model.

This is so we dont have to copy large amounts of data around. It assumes a derived class wants to overwrite an empty model with a real one - while it does an algorithm. This is same as ClpModel one, but sets scaling on etc.

borrowModel() [2/2]

void ClpSimplex::borrowModel

(

ClpSimplex &

otherModel

)

passInEventHandler()

void ClpSimplex::passInEventHandler

(

const ClpEventHandler *

eventHandler

)

Pass in Event handler (cloned and deleted at end)

getbackSolution()

void ClpSimplex::getbackSolution	(	const ClpSimplex &	smallModel,
		const int *	whichRow,
		const int *	whichColumn
	)

Puts solution back into small model.

loadNonLinear()

int ClpSimplex::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.

initialSolve() [1/2]

int ClpSimplex::initialSolve

(

ClpSolve &

options

)

General solve algorithm which can do presolve.

See ClpSolve.hpp for options

initialSolve() [2/2]

int ClpSimplex::initialSolve

(

)

Default initial solve.

initialDualSolve()

int ClpSimplex::initialDualSolve

(

)

Dual initial solve.

initialPrimalSolve()

int ClpSimplex::initialPrimalSolve

(

)

Primal initial solve.

initialBarrierSolve()

int ClpSimplex::initialBarrierSolve

(

)

Barrier initial solve.

initialBarrierNoCrossSolve()

int ClpSimplex::initialBarrierNoCrossSolve

(

)

Barrier initial solve, not to be followed by crossover.

dual()

int ClpSimplex::dual	(	int	ifValuesPass = 0,
		int	startFinishOptions = 0
	)

Dual algorithm - see ClpSimplexDual.hpp for method.

ifValuesPass==2 just does values pass and then stops.

startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later

dualDebug()

int ClpSimplex::dualDebug	(	int	ifValuesPass = 0,
		int	startFinishOptions = 0
	)

primal()

int ClpSimplex::primal	(	int	ifValuesPass = 0,
		int	startFinishOptions = 0
	)

Primal algorithm - see ClpSimplexPrimal.hpp for method.

ifValuesPass==2 just does values pass and then stops.

startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later

nonlinearSLP() [1/2]

int ClpSimplex::nonlinearSLP	(	int	numberPasses,
		double	deltaTolerance
	)

Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small.

Also exits if all problematical variables are changing less than deltaTolerance

nonlinearSLP() [2/2]

int ClpSimplex::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.

Also exits if all problematical variables are changing less than deltaTolerance

barrier()

int ClpSimplex::barrier

(

bool

crossover = true

)

Solves using barrier (assumes you have good cholesky factor code).

Does crossover to simplex if asked

reducedGradient()

int ClpSimplex::reducedGradient

(

int

phase = 0

)

Solves non-linear using reduced gradient.

Phase = 0 get feasible, =1 use solution

solve()

int ClpSimplex::solve

(

CoinStructuredModel *

model

)

Solve using structure of model and maybe in parallel.

loadProblem() [6/6]

int ClpSimplex::loadProblem	(	CoinStructuredModel &	modelObject,
		bool	originalOrder = true,
		bool	keepSolution = false
	)

This loads a model from a CoinStructuredModel object - returns number of errors.

If originalOrder then keep to order stored in blocks, otherwise first column/rows correspond to first block - etc. If keepSolution true and size is same as current then keeps current status and solution

cleanup()

int ClpSimplex::cleanup

(

int

cleanupScaling

)

When scaling is on it is possible that the scaled problem is feasible but the unscaled is not.

Clp returns a secondary status code to that effect. This option allows for a cleanup. If you use it I would suggest 1. This only affects actions when scaled optimal 0 - no action 1 - clean up using dual if primal infeasibility 2 - clean up using dual if dual infeasibility 3 - clean up using dual if primal or dual infeasibility 11,12,13 - as 1,2,3 but use primal

return code as dual/primal

cleanPrimalSolution()

int ClpSimplex::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.

If still feasible then the solution is replaced.

This is designed for the case where values should be integral, but Clp may have values at e.g. 1.0e-13 Returns 0 if successful, n if n rhs violated The dual version may be written if this gets used.

dualRanging()

int ClpSimplex::dualRanging	(	int	numberCheck,
		const int *	which,
		double *	costIncrease,
		int *	sequenceIncrease,
		double *	costDecrease,
		int *	sequenceDecrease,
		double *	valueIncrease = NULL,
		double *	valueDecrease = NULL
	)

Dual ranging.

This computes increase/decrease in cost for each given variable and corresponding sequence numbers which would change basis. Sequence numbers are 0..numberColumns and numberColumns.. for artificials/slacks. For non-basic variables the information is trivial to compute and the change in cost is just minus the reduced cost and the sequence number will be that of the non-basic variables. For basic variables a ratio test is between the reduced costs for non-basic variables and the row of the tableau corresponding to the basic variable. The increase/decrease value is always >= 0.0

Up to user to provide correct length arrays where each array is of length numberCheck. which contains list of variables for which information is desired. All other arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays will be information for variable 7.

If valueIncrease/Decrease not NULL (both must be NULL or both non NULL) then these are filled with the value of variable if such a change in cost were made (the existing bounds are ignored)

Returns non-zero if infeasible unbounded etc

primalRanging()

int ClpSimplex::primalRanging	(	int	numberCheck,
		const int *	which,
		double *	valueIncrease,
		int *	sequenceIncrease,
		double *	valueDecrease,
		int *	sequenceDecrease
	)

Primal ranging.

This computes increase/decrease in value for each given variable and corresponding sequence numbers which would change basis. Sequence numbers are 0..numberColumns and numberColumns.. for artificials/slacks. This should only be used for non-basic variabls as otherwise information is pretty useless For basic variables the sequence number will be that of the basic variables.

Up to user to provide correct length arrays where each array is of length numberCheck. which contains list of variables for which information is desired. All other arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays will be information for variable 7.

Returns non-zero if infeasible unbounded etc

modifyCoefficientsAndPivot()

int ClpSimplex::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.

All at same status will be done (basis may go singular). User can tell which others have been done (i.e. if status matches). If called from outside will change status and return 0. If called from event handler returns non-zero if user has to take action. indices>=numberColumns are slacks (obviously no coefficients) status array is (char) Status enum

outDuplicateRows()

int ClpSimplex::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).

On exit whichRows has rows to delete - return code is number can be deleted or -1 if would be infeasible. If tolerance is -1.0 use primalTolerance for equality rows and infeasibility If cleanUp not zero then spend more time trying to leave more stable row and make row bounds exact multiple of cleanUp if close enough

moveTowardsPrimalFeasible()

double ClpSimplex::moveTowardsPrimalFeasible

(

)

Try simple crash like techniques to get closer to primal feasibility returns final sum of infeasibilities.

removeSuperBasicSlacks()

void ClpSimplex::removeSuperBasicSlacks

(

int

threshold = 0

)

Try simple crash like techniques to remove super basic slacks but only if > threshold.

miniPresolve()

ClpSimplex* 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.

miniPostsolve()

void ClpSimplex::miniPostsolve	(	const ClpSimplex *	presolvedModel,
		void *	info
	)

After mini presolve.

miniSolve()

void ClpSimplex::miniSolve	(	char *	rowType,
		char *	columnType,
		int	algorithm,
		int	startUp
	)

mini presolve and solve

writeBasis()

int ClpSimplex::writeBasis	(	const char *	filename,
		bool	writeValues = false,
		int	formatType = 0
	)		const

Write the basis in MPS format to the specified file.

If writeValues true writes values of structurals (and adds VALUES to end of NAME card)

Row and column names may be null. formatType is

• 0 - normal
• 1 - extra accuracy
• 2 - IEEE hex (later)

Returns non-zero on I/O error

readBasis()

int ClpSimplex::readBasis

(

const char *

filename

)

Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values.

getBasis()

CoinWarmStartBasis* ClpSimplex::getBasis

(

)

const

Returns a basis (to be deleted by user)

setFactorization()

void ClpSimplex::setFactorization

(

ClpFactorization &

factorization

)

Passes in factorization.

swapFactorization()

ClpFactorization* ClpSimplex::swapFactorization

(

ClpFactorization *

factorization

)

copyFactorization()

void ClpSimplex::copyFactorization

(

ClpFactorization &

factorization

)

Copies in factorization to existing one.

tightenPrimalBounds()

int ClpSimplex::tightenPrimalBounds	(	double	factor = 0.0,
		int	doTight = 0,
		bool	tightIntegers = false
	)

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)

crash()

int ClpSimplex::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.

if gap between bounds <="gap" variables can be flipped ( If pivot -1 then can be made super basic!)

If "pivot" is -1 No pivoting - always primal 0 No pivoting (so will just be choice of algorithm) 1 Simple pivoting e.g. gub 2 Mini iterations

setDualRowPivotAlgorithm()

void ClpSimplex::setDualRowPivotAlgorithm

(

ClpDualRowPivot &

choice

)

Sets row pivot choice algorithm in dual.

setPrimalColumnPivotAlgorithm()

void ClpSimplex::setPrimalColumnPivotAlgorithm

(

ClpPrimalColumnPivot &

choice

)

Sets column pivot choice algorithm in primal.

markHotStart()

void ClpSimplex::markHotStart

(

void *&

saveStuff

)

Create a hotstart point of the optimization process.

solveFromHotStart()

void ClpSimplex::solveFromHotStart

(

void *

saveStuff

)

Optimize starting from the hotstart.

unmarkHotStart()

void ClpSimplex::unmarkHotStart

(

void *

saveStuff

)

Delete the snapshot.

strongBranching()

int ClpSimplex::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.

On input lower and upper are new bounds while on output they are change in objective function values (>1.0e50 infeasible). Return code is 0 if nothing interesting, -1 if infeasible both ways and +1 if infeasible one way (check values to see which one(s)) Solutions are filled in as well - even down, odd up - also status and number of iterations

fathom()

int ClpSimplex::fathom

(

void *

stuff

)

Fathom - 1 if solution.

fathomMany()

int ClpSimplex::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.

Values for N and array are in stuff (nNodes_ also in stuff)

doubleCheck()

double ClpSimplex::doubleCheck

(

)

Double checks OK.

startFastDual2()

int ClpSimplex::startFastDual2

(

ClpNodeStuff *

stuff

)

Starts Fast dual2.

fastDual2()

int ClpSimplex::fastDual2

(

ClpNodeStuff *

stuff

)

Like Fast dual.

stopFastDual2()

void ClpSimplex::stopFastDual2

(

ClpNodeStuff *

stuff

)

Stops Fast dual2.

fastCrunch()

ClpSimplex* 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.

pivot()

int ClpSimplex::pivot

(

)

Pivot in a variable and out a variable.

Returns 0 if okay, 1 if inaccuracy forced re-factorization, -1 if would be singular. Also updates primal/dual infeasibilities. Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out.

primalPivotResult()

int ClpSimplex::primalPivotResult

(

)

Pivot in a variable and choose an outgoing one.

Assumes primal feasible - will not go through a bound. Returns step length in theta Returns ray in ray_ (or NULL if no pivot) Return codes as before but -1 means no acceptable pivot

dualPivotResultPart1()

int ClpSimplex::dualPivotResultPart1

(

)

Pivot out a variable and choose an incoing one.

Assumes dual feasible - will not go through a reduced cost. Returns step length in theta Return codes as before but -1 means no acceptable pivot

pivotResultPart2()

int ClpSimplex::pivotResultPart2	(	int	algorithm,
		int	state
	)

Do actual pivot state is 0 if need tableau column, 1 if in rowArray_[1].

startup()

int ClpSimplex::startup	(	int	ifValuesPass,
		int	startFinishOptions = 0
	)

Common bits of coding for dual and primal.

Return 0 if okay, 1 if bad matrix, 2 if very bad factorization

startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (based on whatsChanged in clpmodel.hpp) ** work in progress maybe other bits later

finish()

void ClpSimplex::finish

(

int

startFinishOptions = 0

)

statusOfProblem()

bool ClpSimplex::statusOfProblem

(

bool

initial = false

)

Factorizes and returns true if optimal.

Used by user

defaultFactorizationFrequency()

void ClpSimplex::defaultFactorizationFrequency

(

)

If user left factorization frequency then compute.

copyEnabledStuff()

void ClpSimplex::copyEnabledStuff

(

const ClpSimplex *

rhs

)

Copy across enabled stuff from one solver to another.

primalFeasible()

bool ClpSimplex::primalFeasible ( ) const

inline

If problem is primal feasible.

Definition at line 666 of file ClpSimplex.hpp.

dualFeasible()

bool ClpSimplex::dualFeasible ( ) const

inline

If problem is dual feasible.

Definition at line 671 of file ClpSimplex.hpp.

factorization()

ClpFactorization* ClpSimplex::factorization ( ) const

inline

factorization

Definition at line 676 of file ClpSimplex.hpp.

sparseFactorization()

bool ClpSimplex::sparseFactorization

(

)

const

Sparsity on or off.

setSparseFactorization()

void ClpSimplex::setSparseFactorization

(

bool

value

)

factorizationFrequency()

int ClpSimplex::factorizationFrequency

(

)

const

Factorization frequency.

setFactorizationFrequency()

void ClpSimplex::setFactorizationFrequency

(

int

value

)

dualBound()

double ClpSimplex::dualBound ( ) const

inline

Dual bound.

Definition at line 687 of file ClpSimplex.hpp.

setDualBound()

void ClpSimplex::setDualBound

(

double

value

)

infeasibilityCost()

double ClpSimplex::infeasibilityCost ( ) const

inline

Infeasibility cost.

Definition at line 693 of file ClpSimplex.hpp.

setInfeasibilityCost()

void ClpSimplex::setInfeasibilityCost

(

double

value

)

perturbation()

int ClpSimplex::perturbation ( ) const

inline

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.

Perturbation: 50 - switch on perturbation 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 others are for playing

Definition at line 714 of file ClpSimplex.hpp.

setPerturbation()

void ClpSimplex::setPerturbation

(

int

value

)

algorithm()

int ClpSimplex::algorithm ( ) const

inline

Current (or last) algorithm.

Definition at line 720 of file ClpSimplex.hpp.

setAlgorithm()

void ClpSimplex::setAlgorithm ( int  value )

inline

Set algorithm.

Definition at line 725 of file ClpSimplex.hpp.

isObjectiveLimitTestValid()

bool ClpSimplex::isObjectiveLimitTestValid

(

)

const

Return true if the objective limit test can be relied upon.

sumDualInfeasibilities()

double ClpSimplex::sumDualInfeasibilities ( ) const

inline

Sum of dual infeasibilities.

Definition at line 732 of file ClpSimplex.hpp.

setSumDualInfeasibilities()

void ClpSimplex::setSumDualInfeasibilities ( double  value )

inline

Definition at line 736 of file ClpSimplex.hpp.

sumOfRelaxedDualInfeasibilities()

double ClpSimplex::sumOfRelaxedDualInfeasibilities ( ) const

inline

Sum of relaxed dual infeasibilities.

Definition at line 741 of file ClpSimplex.hpp.

setSumOfRelaxedDualInfeasibilities()

void ClpSimplex::setSumOfRelaxedDualInfeasibilities ( double  value )

inline

Definition at line 745 of file ClpSimplex.hpp.

numberDualInfeasibilities()

int ClpSimplex::numberDualInfeasibilities ( ) const

inline

Number of dual infeasibilities.

Definition at line 750 of file ClpSimplex.hpp.

setNumberDualInfeasibilities()

void ClpSimplex::setNumberDualInfeasibilities ( int  value )

inline

Definition at line 754 of file ClpSimplex.hpp.

numberDualInfeasibilitiesWithoutFree()

int ClpSimplex::numberDualInfeasibilitiesWithoutFree ( ) const

inline

Number of dual infeasibilities (without free)

Definition at line 759 of file ClpSimplex.hpp.

sumPrimalInfeasibilities()

double ClpSimplex::sumPrimalInfeasibilities ( ) const

inline

Sum of primal infeasibilities.

Definition at line 764 of file ClpSimplex.hpp.

setSumPrimalInfeasibilities()

void ClpSimplex::setSumPrimalInfeasibilities ( double  value )

inline

Definition at line 768 of file ClpSimplex.hpp.

sumOfRelaxedPrimalInfeasibilities()

double ClpSimplex::sumOfRelaxedPrimalInfeasibilities ( ) const

inline

Sum of relaxed primal infeasibilities.

Definition at line 773 of file ClpSimplex.hpp.

setSumOfRelaxedPrimalInfeasibilities()

void ClpSimplex::setSumOfRelaxedPrimalInfeasibilities ( double  value )

inline

Definition at line 777 of file ClpSimplex.hpp.

numberPrimalInfeasibilities()

int ClpSimplex::numberPrimalInfeasibilities ( ) const

inline

Number of primal infeasibilities.

Definition at line 782 of file ClpSimplex.hpp.

setNumberPrimalInfeasibilities()

void ClpSimplex::setNumberPrimalInfeasibilities ( int  value )

inline

Definition at line 786 of file ClpSimplex.hpp.

saveModel()

int ClpSimplex::saveModel

(

const char *

fileName

)

Save model to file, returns 0 if success.

This is designed for use outside algorithms so does not save iterating arrays etc. It does not save any messaging information. Does not save scaling values. It does not know about all types of virtual functions.

restoreModel()

int ClpSimplex::restoreModel

(

const char *

fileName

)

Restore model from file, returns 0 if success, deletes current model.

checkSolution()

void ClpSimplex::checkSolution

(

int

setToBounds = 0

)

Just check solution (for external use) - sets sum of infeasibilities etc.

If setToBounds 0 then primal column values not changed and used to compute primal row activity values. If 1 or 2 then status used - so all nonbasic variables set to indicated bound and if any values changed (or ==2) basic values re-computed.

checkSolutionInternal()

void ClpSimplex::checkSolutionInternal

(

)

Just check solution (for internal use) - sets sum of infeasibilities etc.

checkUnscaledSolution()

void ClpSimplex::checkUnscaledSolution

(

)

Check unscaled primal solution but allow for rounding error.

rowArray()

CoinIndexedVector* ClpSimplex::rowArray ( int  index ) const

inline

Useful row length arrays (0,1,2,3,4,5)

Definition at line 815 of file ClpSimplex.hpp.

columnArray()

CoinIndexedVector* ClpSimplex::columnArray ( int  index ) const

inline

Useful column length arrays (0,1,2,3,4,5)

Definition at line 820 of file ClpSimplex.hpp.

getSolution() [1/2]

int ClpSimplex::getSolution	(	const double *	rowActivities,
		const double *	columnActivities
	)

Given an existing factorization computes and checks primal and dual solutions.

Uses input arrays for variables at bounds. Returns feasibility states

getSolution() [2/2]

int ClpSimplex::getSolution

(

)

Given an existing factorization computes and checks primal and dual solutions.

Uses current problem arrays for bounds. Returns feasibility states

createPiecewiseLinearCosts()

int ClpSimplex::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.

Returns nonzero if bad data e.g. lowers not monotonic

dualRowPivot()

ClpDualRowPivot* ClpSimplex::dualRowPivot ( ) const

inline

dual row pivot choice

Definition at line 847 of file ClpSimplex.hpp.

primalColumnPivot()

ClpPrimalColumnPivot* ClpSimplex::primalColumnPivot ( ) const

inline

primal column pivot choice

Definition at line 852 of file ClpSimplex.hpp.

goodAccuracy()

bool ClpSimplex::goodAccuracy ( ) const

inline

Returns true if model looks OK.

Definition at line 857 of file ClpSimplex.hpp.

returnModel()

void ClpSimplex::returnModel

(

ClpSimplex &

otherModel

)

Return model - updates any scalars.

internalFactorize()

int ClpSimplex::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 ClpFactorization unless initial factorization when total number of singularities is returned. Special case is numberRows_+1 -> all slack basis.

saveData()

ClpDataSave ClpSimplex::saveData

(

)

Save data.

restoreData()

void ClpSimplex::restoreData

(

ClpDataSave

saved

)

Restore data.

cleanStatus()

void ClpSimplex::cleanStatus

(

)

Clean up status.

factorize()

int ClpSimplex::factorize

(

)

Factorizes using current basis. For external use.

computeDuals()

void ClpSimplex::computeDuals

(

double *

givenDjs

)

Computes duals from scratch.

If givenDjs then allows for nonzero basic djs

computePrimals()

void ClpSimplex::computePrimals	(	const double *	rowActivities,
		const double *	columnActivities
	)

Computes primals from scratch.

add()

void ClpSimplex::add	(	double *	array,
		int	column,
		double	multiplier
	)		const

Adds multiple of a column into an array.

unpack() [1/2]

void ClpSimplex::unpack

(

CoinIndexedVector *

rowArray

)

const

Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed.

unpack() [2/2]

void ClpSimplex::unpack	(	CoinIndexedVector *	rowArray,
		int	sequence
	)		const

Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed.

unpackPacked() [1/2]

void ClpSimplex::unpackPacked

(

CoinIndexedVector *

rowArray

)

Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed.

unpackPacked() [2/2]

void ClpSimplex::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.

housekeeping()

int ClpSimplex::housekeeping ( double  objectiveChange )

protected

This does basis housekeeping and does values for in/out variables.

Can also decide to re-factorize

checkPrimalSolution()

void ClpSimplex::checkPrimalSolution ( const double *  rowActivities = NULL, const double *  columnActivies = NULL  )

protected

This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal)

checkDualSolution()

void ClpSimplex::checkDualSolution ( )

protected

This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual)

checkBothSolutions()

void ClpSimplex::checkBothSolutions ( )

protected

This sets sum and number of infeasibilities (Dual and Primal)

scaleObjective()

double ClpSimplex::scaleObjective ( double  value )

protected

If input negative scales objective so maximum <= -value and returns scale factor used.

If positive unscales and also redoes dual stuff

solveDW()

int ClpSimplex::solveDW ( CoinStructuredModel *  model, ClpSolve &  options  )

protected

Solve using Dantzig-Wolfe decomposition and maybe in parallel.

solveBenders()

int ClpSimplex::solveBenders ( CoinStructuredModel *  model, ClpSolve &  options  )

protected

Solve using Benders decomposition and maybe in parallel.

setValuesPassAction()

void ClpSimplex::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

cleanFactorization()

int ClpSimplex::cleanFactorization

(

int

ifValuesPass

)

Get a clean factorization - i.e.

throw out singularities may do more later

alphaAccuracy()

double ClpSimplex::alphaAccuracy ( ) const

inline

Initial value for alpha accuracy calculation (-1.0 off)

Definition at line 962 of file ClpSimplex.hpp.

setAlphaAccuracy()

void ClpSimplex::setAlphaAccuracy ( double  value )

inline

Definition at line 966 of file ClpSimplex.hpp.

setDisasterHandler()

void ClpSimplex::setDisasterHandler ( ClpDisasterHandler *  handler )

inline

Objective value.

Set disaster handler

Definition at line 977 of file ClpSimplex.hpp.

disasterHandler()

ClpDisasterHandler* ClpSimplex::disasterHandler ( ) const

inline

Get disaster handler.

Definition at line 982 of file ClpSimplex.hpp.

largeValue()

double ClpSimplex::largeValue ( ) const

inline

Large bound value (for complementarity etc)

Definition at line 987 of file ClpSimplex.hpp.

setLargeValue()

void ClpSimplex::setLargeValue

(

double

value

)

largestPrimalError()

double ClpSimplex::largestPrimalError ( ) const

inline

Largest error on Ax-b.

Definition at line 993 of file ClpSimplex.hpp.

largestDualError()

double ClpSimplex::largestDualError ( ) const

inline

Largest error on basic duals.

Definition at line 998 of file ClpSimplex.hpp.

setLargestPrimalError()

void ClpSimplex::setLargestPrimalError ( double  value )

inline

Largest error on Ax-b.

Definition at line 1003 of file ClpSimplex.hpp.

setLargestDualError()

void ClpSimplex::setLargestDualError ( double  value )

inline

Largest error on basic duals.

Definition at line 1008 of file ClpSimplex.hpp.

zeroTolerance()

double ClpSimplex::zeroTolerance ( ) const

inline

Get zero tolerance.

Definition at line 1013 of file ClpSimplex.hpp.

setZeroTolerance()

void ClpSimplex::setZeroTolerance ( double  value )

inline

Set zero tolerance.

Definition at line 1018 of file ClpSimplex.hpp.

pivotVariable()

int* ClpSimplex::pivotVariable ( ) const

inline

Basic variables pivoting on which rows.

Definition at line 1023 of file ClpSimplex.hpp.

automaticScaling()

bool ClpSimplex::automaticScaling ( ) const

inline

If automatic scaling on.

Definition at line 1028 of file ClpSimplex.hpp.

setAutomaticScaling()

void ClpSimplex::setAutomaticScaling ( bool  onOff )

inline

Definition at line 1032 of file ClpSimplex.hpp.

currentDualTolerance()

double ClpSimplex::currentDualTolerance ( ) const

inline

Current dual tolerance.

Definition at line 1037 of file ClpSimplex.hpp.

setCurrentDualTolerance()

void ClpSimplex::setCurrentDualTolerance ( double  value )

inline

Definition at line 1041 of file ClpSimplex.hpp.

currentPrimalTolerance()

double ClpSimplex::currentPrimalTolerance ( ) const

inline

Current primal tolerance.

Definition at line 1046 of file ClpSimplex.hpp.

setCurrentPrimalTolerance()

void ClpSimplex::setCurrentPrimalTolerance ( double  value )

inline

Definition at line 1050 of file ClpSimplex.hpp.

numberRefinements()

int ClpSimplex::numberRefinements ( ) const

inline

How many iterative refinements to do.

Definition at line 1055 of file ClpSimplex.hpp.

setNumberRefinements()

void ClpSimplex::setNumberRefinements

(

int

value

)

alpha()

double ClpSimplex::alpha ( ) const

inline

Alpha (pivot element) for use by classes e.g. steepestedge.

Definition at line 1061 of file ClpSimplex.hpp.

setAlpha()

void ClpSimplex::setAlpha ( double  value )

inline

Definition at line 1065 of file ClpSimplex.hpp.

dualIn()

double ClpSimplex::dualIn ( ) const

inline

Reduced cost of last incoming for use by classes e.g. steepestedge.

Definition at line 1070 of file ClpSimplex.hpp.

setDualIn()

void ClpSimplex::setDualIn ( double  value )

inline

Set reduced cost of last incoming to force error.

Definition at line 1075 of file ClpSimplex.hpp.

pivotRow()

int ClpSimplex::pivotRow ( ) const

inline

Pivot Row for use by classes e.g. steepestedge.

Definition at line 1080 of file ClpSimplex.hpp.

setPivotRow()

void ClpSimplex::setPivotRow ( int  value )

inline

Definition at line 1084 of file ClpSimplex.hpp.

valueIncomingDual()

double ClpSimplex::valueIncomingDual

(

)

const

value of incoming variable (in Dual)

gutsOfSolution()

int ClpSimplex::gutsOfSolution ( double *  givenDuals, const double *  givenPrimals, bool  valuesPass = false  )

protected

May change basis and then returns number changed.

Computation of solutions may be overriden by given pi and solution

gutsOfDelete()

void ClpSimplex::gutsOfDelete ( int  type )

protected

Does most of deletion (0 = all, 1 = most, 2 most + factorization)

gutsOfCopy()

void ClpSimplex::gutsOfCopy ( const ClpSimplex &  rhs )

protected

Does most of copying.

createRim()

bool ClpSimplex::createRim ( int  what, bool  makeRowCopy = false, int  startFinishOptions = 0  )

protected

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).

8 bit does solution scaling in 16 bit does rowArray and columnArray indexed vectors and makes row copy if wanted, also sets columnStart_ etc Also creates scaling arrays if needed. It does scaling if needed. 16 also moves solutions etc in to work arrays On 16 returns false if problem "bad" i.e. matrix or bounds bad If startFinishOptions is -1 then called by user in getSolution so do arrays but keep pivotVariable_

createRim1()

void ClpSimplex::createRim1 ( bool  initial )

protected

Does rows and columns.

createRim4()

void ClpSimplex::createRim4 ( bool  initial )

protected

Does objective.

createRim5()

void ClpSimplex::createRim5 ( bool  initial )

protected

Does rows and columns and objective.

deleteRim()

void ClpSimplex::deleteRim ( int  getRidOfFactorizationData = 2 )

protected

releases above arrays and does solution scaling out.

May also get rid of factorization data - 0 get rid of nothing, 1 get rid of arrays, 2 also factorization

sanityCheck()

bool ClpSimplex::sanityCheck ( )

protected

Sanity check on input rim data (after scaling) - returns true if okay.

solutionRegion() [1/2]

double* ClpSimplex::solutionRegion ( int  section ) const

inline

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 1138 of file ClpSimplex.hpp.

djRegion() [1/2]

double* ClpSimplex::djRegion ( int  section ) const

inline

Definition at line 1145 of file ClpSimplex.hpp.

lowerRegion() [1/2]

double* ClpSimplex::lowerRegion ( int  section ) const

inline

Definition at line 1152 of file ClpSimplex.hpp.

upperRegion() [1/2]

double* ClpSimplex::upperRegion ( int  section ) const

inline

Definition at line 1159 of file ClpSimplex.hpp.

costRegion() [1/2]

double* ClpSimplex::costRegion ( int  section ) const

inline

Definition at line 1166 of file ClpSimplex.hpp.

solutionRegion() [2/2]

double* ClpSimplex::solutionRegion ( ) const

inline

Return region as single array.

Definition at line 1174 of file ClpSimplex.hpp.

djRegion() [2/2]

double* ClpSimplex::djRegion ( ) const

inline

Definition at line 1178 of file ClpSimplex.hpp.

lowerRegion() [2/2]

double* ClpSimplex::lowerRegion ( ) const

inline

Definition at line 1182 of file ClpSimplex.hpp.

upperRegion() [2/2]

double* ClpSimplex::upperRegion ( ) const

inline

Definition at line 1186 of file ClpSimplex.hpp.

costRegion() [2/2]

double* ClpSimplex::costRegion ( ) const

inline

Definition at line 1190 of file ClpSimplex.hpp.

getStatus()

Status ClpSimplex::getStatus ( int  sequence ) const

inline

Definition at line 1194 of file ClpSimplex.hpp.

setStatus()

void ClpSimplex::setStatus ( int  sequence, Status  newstatus  )

inline

Definition at line 1198 of file ClpSimplex.hpp.

startPermanentArrays()

bool ClpSimplex::startPermanentArrays

(

)

Start or reset using maximumRows_ and Columns_ - true if change.

setInitialDenseFactorization()

void ClpSimplex::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

initialDenseFactorization()

bool ClpSimplex::initialDenseFactorization

(

)

const

sequenceIn()

int ClpSimplex::sequenceIn ( ) const

inline

Return sequence In or Out.

Definition at line 1213 of file ClpSimplex.hpp.

sequenceOut()

int ClpSimplex::sequenceOut ( ) const

inline

Definition at line 1217 of file ClpSimplex.hpp.

setSequenceIn()

void ClpSimplex::setSequenceIn ( int  sequence )

inline

Set sequenceIn or Out.

Definition at line 1222 of file ClpSimplex.hpp.

setSequenceOut()

void ClpSimplex::setSequenceOut ( int  sequence )

inline

Definition at line 1226 of file ClpSimplex.hpp.

directionIn()

int ClpSimplex::directionIn ( ) const

inline

Return direction In or Out.

Definition at line 1231 of file ClpSimplex.hpp.

directionOut()

int ClpSimplex::directionOut ( ) const

inline

Definition at line 1235 of file ClpSimplex.hpp.

setDirectionIn()

void ClpSimplex::setDirectionIn ( int  direction )

inline

Set directionIn or Out.

Definition at line 1240 of file ClpSimplex.hpp.

setDirectionOut()

void ClpSimplex::setDirectionOut ( int  direction )

inline

Definition at line 1244 of file ClpSimplex.hpp.

valueOut()

double ClpSimplex::valueOut ( ) const

inline

Value of Out variable.

Definition at line 1249 of file ClpSimplex.hpp.

lowerOut()

double ClpSimplex::lowerOut ( ) const

inline

Lower of out variable.

Definition at line 1254 of file ClpSimplex.hpp.

upperOut()

double ClpSimplex::upperOut ( ) const

inline

Upper of out variable.

Definition at line 1259 of file ClpSimplex.hpp.

setValueOut()

void ClpSimplex::setValueOut ( double  value )

inline

Set value of out variable.

Definition at line 1264 of file ClpSimplex.hpp.

dualOut()

double ClpSimplex::dualOut ( ) const

inline

Dual value of Out variable.

Definition at line 1269 of file ClpSimplex.hpp.

setDualOut()

void ClpSimplex::setDualOut ( double  value )

inline

Set dual value of out variable.

Definition at line 1274 of file ClpSimplex.hpp.

setLowerOut()

void ClpSimplex::setLowerOut ( double  value )

inline

Set lower of out variable.

Definition at line 1279 of file ClpSimplex.hpp.

setUpperOut()

void ClpSimplex::setUpperOut ( double  value )

inline

Set upper of out variable.

Definition at line 1284 of file ClpSimplex.hpp.

setTheta()

void ClpSimplex::setTheta ( double  value )

inline

Set theta of out variable.

Definition at line 1289 of file ClpSimplex.hpp.

isColumn()

int ClpSimplex::isColumn ( int  sequence ) const

inline

Returns 1 if sequence indicates column.

Definition at line 1294 of file ClpSimplex.hpp.

sequenceWithin()

int ClpSimplex::sequenceWithin ( int  sequence ) const

inline

Returns sequence number within section.

Definition at line 1299 of file ClpSimplex.hpp.

solution()

double ClpSimplex::solution ( int  sequence )

inline

Return row or column values.

Definition at line 1304 of file ClpSimplex.hpp.

solutionAddress()

double& ClpSimplex::solutionAddress ( int  sequence )

inline

Return address of row or column values.

Definition at line 1309 of file ClpSimplex.hpp.

reducedCost()

double ClpSimplex::reducedCost ( int  sequence )

inline

Definition at line 1313 of file ClpSimplex.hpp.

reducedCostAddress()

double& ClpSimplex::reducedCostAddress ( int  sequence )

inline

Definition at line 1317 of file ClpSimplex.hpp.

lower()

double ClpSimplex::lower ( int  sequence )

inline

Definition at line 1321 of file ClpSimplex.hpp.

lowerAddress()

double& ClpSimplex::lowerAddress ( int  sequence )

inline

Return address of row or column lower bound.

Definition at line 1326 of file ClpSimplex.hpp.

upper()

double ClpSimplex::upper ( int  sequence )

inline

Definition at line 1330 of file ClpSimplex.hpp.

upperAddress()

double& ClpSimplex::upperAddress ( int  sequence )

inline

Return address of row or column upper bound.

Definition at line 1335 of file ClpSimplex.hpp.

cost()

double ClpSimplex::cost ( int  sequence )

inline

Definition at line 1339 of file ClpSimplex.hpp.

costAddress()

double& ClpSimplex::costAddress ( int  sequence )

inline

Return address of row or column cost.

Definition at line 1344 of file ClpSimplex.hpp.

originalLower()

double ClpSimplex::originalLower ( int  iSequence ) const

inline

Return original lower bound.

Definition at line 1349 of file ClpSimplex.hpp.

originalUpper()

double ClpSimplex::originalUpper ( int  iSequence ) const

inline

Return original lower bound.

Definition at line 1357 of file ClpSimplex.hpp.

theta()

double ClpSimplex::theta ( ) const

inline

Theta (pivot change)

Definition at line 1365 of file ClpSimplex.hpp.

lowerIn()

double ClpSimplex::lowerIn ( ) const

inline

Lower Bound on In variable.

Definition at line 1370 of file ClpSimplex.hpp.

valueIn()

double ClpSimplex::valueIn ( ) const

inline

Value of In variable.

Definition at line 1375 of file ClpSimplex.hpp.

upperIn()

double ClpSimplex::upperIn ( ) const

inline

Upper Bound on In variable.

Definition at line 1380 of file ClpSimplex.hpp.

bestPossibleImprovement()

double ClpSimplex::bestPossibleImprovement ( ) const

inline

Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (dual)

Definition at line 1386 of file ClpSimplex.hpp.

nonLinearCost()

ClpNonLinearCost* ClpSimplex::nonLinearCost ( ) const

inline

Return pointer to details of costs.

Definition at line 1391 of file ClpSimplex.hpp.

setNonLinearCost()

void ClpSimplex::setNonLinearCost

(

ClpNonLinearCost &

nonLinearCost

)

Set pointer to details of costs.

moreSpecialOptions()

int ClpSimplex::moreSpecialOptions ( ) const

inline

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.

Definition at line 1423 of file ClpSimplex.hpp.

vectorMode()

int ClpSimplex::vectorMode ( ) const

inline

Get vector mode.

Definition at line 1428 of file ClpSimplex.hpp.

setMoreSpecialOptions()

void ClpSimplex::setMoreSpecialOptions ( int  value )

inline

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.

Definition at line 1458 of file ClpSimplex.hpp.

setVectorMode()

void ClpSimplex::setVectorMode ( int  value )

inline

Set vector mode.

Definition at line 1463 of file ClpSimplex.hpp.

setFakeBound()

void ClpSimplex::setFakeBound ( int  sequence, FakeBound  fakeBound  )

inline

Definition at line 1470 of file ClpSimplex.hpp.

getFakeBound()

FakeBound ClpSimplex::getFakeBound ( int  sequence ) const

inline

Definition at line 1476 of file ClpSimplex.hpp.

setRowStatus()

void ClpSimplex::setRowStatus ( int  sequence, Status  newstatus  )

inline

Definition at line 1480 of file ClpSimplex.hpp.

getRowStatus()

Status ClpSimplex::getRowStatus ( int  sequence ) const

inline

Definition at line 1486 of file ClpSimplex.hpp.

setColumnStatus()

void ClpSimplex::setColumnStatus ( int  sequence, Status  newstatus  )

inline

Definition at line 1490 of file ClpSimplex.hpp.

getColumnStatus()

Status ClpSimplex::getColumnStatus ( int  sequence ) const

inline

Definition at line 1496 of file ClpSimplex.hpp.

setPivoted()

void ClpSimplex::setPivoted ( int  sequence )

inline

Definition at line 1500 of file ClpSimplex.hpp.

clearPivoted()

void ClpSimplex::clearPivoted ( int  sequence )

inline

Definition at line 1504 of file ClpSimplex.hpp.

pivoted()

bool ClpSimplex::pivoted ( int  sequence ) const

inline

Definition at line 1508 of file ClpSimplex.hpp.

setFlagged()

void ClpSimplex::setFlagged

(

int

sequence

)

To flag a variable (not inline to allow for column generation)

clearFlagged()

void ClpSimplex::clearFlagged ( int  sequence )

inline

Definition at line 1514 of file ClpSimplex.hpp.

flagged()

bool ClpSimplex::flagged ( int  sequence ) const

inline

Definition at line 1518 of file ClpSimplex.hpp.

setActive()

void ClpSimplex::setActive ( int  iRow )

inline

To say row active in primal pivot row choice.

Definition at line 1523 of file ClpSimplex.hpp.

clearActive()

void ClpSimplex::clearActive ( int  iRow )

inline

Definition at line 1527 of file ClpSimplex.hpp.

active()

bool ClpSimplex::active ( int  iRow ) const

inline

Definition at line 1531 of file ClpSimplex.hpp.

setPerturbed()

void ClpSimplex::setPerturbed ( int  iSequence )

inline

To say perturbed.

Definition at line 1536 of file ClpSimplex.hpp.

clearPerturbed()

void ClpSimplex::clearPerturbed ( int  iSequence )

inline

Definition at line 1540 of file ClpSimplex.hpp.

perturbed()

bool ClpSimplex::perturbed ( int  iSequence ) const

inline

Definition at line 1544 of file ClpSimplex.hpp.

createStatus()

void ClpSimplex::createStatus

(

)

Set up status array (can be used by OsiClp).

Also can be used to set up all slack basis

allSlackBasis()

void ClpSimplex::allSlackBasis

(

bool

resetSolution = false

)

Sets up all slack basis and resets solution to as it was after initial load or readMps.

lastBadIteration()

int ClpSimplex::lastBadIteration ( ) const

inline

So we know when to be cautious.

Definition at line 1556 of file ClpSimplex.hpp.

setLastBadIteration()

void ClpSimplex::setLastBadIteration ( int  value )

inline

Set so we know when to be cautious.

Definition at line 1561 of file ClpSimplex.hpp.

progressFlag()

int ClpSimplex::progressFlag ( ) const

inline

Progress flag - at present 0 bit says artificials out.

Definition at line 1566 of file ClpSimplex.hpp.

progress()

ClpSimplexProgress* ClpSimplex::progress ( )

inline

For dealing with all issues of cycling etc.

Definition at line 1571 of file ClpSimplex.hpp.

forceFactorization() [1/2]

int ClpSimplex::forceFactorization ( ) const

inline

Force re-factorization early value.

Definition at line 1576 of file ClpSimplex.hpp.

forceFactorization() [2/2]

void ClpSimplex::forceFactorization ( int  value )

inline

Force re-factorization early.

Definition at line 1581 of file ClpSimplex.hpp.

rawObjectiveValue()

double ClpSimplex::rawObjectiveValue ( ) const

inline

Raw objective value (so always minimize in primal)

Definition at line 1586 of file ClpSimplex.hpp.

computeObjectiveValue()

void ClpSimplex::computeObjectiveValue

(

bool

useWorkingSolution = false

)

Compute objective value from solution and put in objectiveValue_.

computeInternalObjectiveValue()

double ClpSimplex::computeInternalObjectiveValue

(

)

Compute minimization objective value from internal solution without perturbation.

infeasibilityRay()

double* ClpSimplex::infeasibilityRay

(

bool

fullRay = false

)

const

Infeasibility/unbounded ray (NULL returned if none/wrong) Up to user to use delete [] on these arrays.

numberExtraRows()

int ClpSimplex::numberExtraRows ( ) const

inline

Number of extra rows.

These are ones which will be dynamically created each iteration. This is for GUB but may have other uses.

Definition at line 1600 of file ClpSimplex.hpp.

maximumBasic()

int ClpSimplex::maximumBasic ( ) const

inline

Maximum number of basic variables - can be more than number of rows if GUB.

Definition at line 1606 of file ClpSimplex.hpp.

baseIteration()

int ClpSimplex::baseIteration ( ) const

inline

Iteration when we entered dual or primal.

Definition at line 1611 of file ClpSimplex.hpp.

generateCpp()

void ClpSimplex::generateCpp	(	FILE *	fp,
		bool	defaultFactor = false
	)

Create C++ lines to get to current state.

getEmptyFactorization()

ClpFactorization* ClpSimplex::getEmptyFactorization

(

)

Gets clean and emptyish factorization.

setEmptyFactorization()

void ClpSimplex::setEmptyFactorization

(

)

May delete or may make clean and emptyish factorization.

moveInfo()

void ClpSimplex::moveInfo	(	const ClpSimplex &	rhs,
		bool	justStatus = false
	)

Move status and solution across.

getBInvARow()

void ClpSimplex::getBInvARow	(	int	row,
		double *	z,
		double *	slack = NULL
	)

Get a row of the tableau (slack part in slack if not NULL)

getBInvRow()

void ClpSimplex::getBInvRow	(	int	row,
		double *	z
	)

Get a row of the basis inverse.

getBInvACol()

void ClpSimplex::getBInvACol	(	int	col,
		double *	vec
	)

Get a column of the tableau.

getBInvCol()

void ClpSimplex::getBInvCol	(	int	col,
		double *	vec
	)

Get a column of the basis inverse.

getBasics()

void ClpSimplex::getBasics

(

int *

index

)

Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBInvACol() and getBInvCol()).

setObjectiveCoefficient()

void ClpSimplex::setObjectiveCoefficient	(	int	elementIndex,
		double	elementValue
	)

Set an objective function coefficient.

setObjCoeff()

void ClpSimplex::setObjCoeff ( int  elementIndex, double  elementValue  )

inline

Set an objective function coefficient.

Definition at line 1654 of file ClpSimplex.hpp.

setColumnLower()

void ClpSimplex::setColumnLower	(	int	elementIndex,
		double	elementValue
	)

Set a single column lower bound
Use -DBL_MAX for -infinity.

setColumnUpper()

void ClpSimplex::setColumnUpper	(	int	elementIndex,
		double	elementValue
	)

Set a single column upper bound
Use DBL_MAX for infinity.

setColumnBounds()

void ClpSimplex::setColumnBounds	(	int	elementIndex,
		double	lower,
		double	upper
	)

Set a single column lower and upper bound.

setColumnSetBounds()

void ClpSimplex::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.

Parameters

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

setColLower()

void ClpSimplex::setColLower ( int  elementIndex, double  elementValue  )

inline

Set a single column lower bound
Use -DBL_MAX for -infinity.

Definition at line 1685 of file ClpSimplex.hpp.

setColUpper()

void ClpSimplex::setColUpper ( int  elementIndex, double  elementValue  )

inline

Set a single column upper bound
Use DBL_MAX for infinity.

Definition at line 1691 of file ClpSimplex.hpp.

setColBounds()

void ClpSimplex::setColBounds ( int  elementIndex, double  newlower, double  newupper  )

inline

Set a single column lower and upper bound.

Definition at line 1697 of file ClpSimplex.hpp.

setColSetBounds()

void ClpSimplex::setColSetBounds ( const int *  indexFirst, const int *  indexLast, const double *  boundList  )

inline

Set the bounds on a number of columns simultaneously

Parameters

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 1709 of file ClpSimplex.hpp.

setRowLower()

void ClpSimplex::setRowLower	(	int	elementIndex,
		double	elementValue
	)

Set a single row lower bound
Use -DBL_MAX for -infinity.

setRowUpper()

void ClpSimplex::setRowUpper	(	int	elementIndex,
		double	elementValue
	)

Set a single row upper bound
Use DBL_MAX for infinity.

setRowBounds()

void ClpSimplex::setRowBounds	(	int	elementIndex,
		double	lower,
		double	upper
	)

Set a single row lower and upper bound.

setRowSetBounds()

void ClpSimplex::setRowSetBounds	(	const int *	indexFirst,
		const int *	indexLast,
		const double *	boundList
	)

Set the bounds on a number of rows simultaneously

Parameters

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

resize()

void ClpSimplex::resize	(	int	newNumberRows,
		int	newNumberColumns
	)

Resizes rim part of model.

Friends And Related Function Documentation

OsiClpSolverInterface

friend class OsiClpSolverInterface

friend

Allow OsiClp certain perks.

Definition at line 1972 of file ClpSimplex.hpp.

OsiCLPSolverInterface

friend class OsiCLPSolverInterface

friend

And OsiCLP.

Definition at line 1974 of file ClpSimplex.hpp.

ClpSimplexUnitTest

void ClpSimplexUnitTest ( const std::string &  mpsDir )

friend

A function that tests the methods in the ClpSimplex 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 ClpFactorization class

Member Data Documentation

bestPossibleImprovement_

double ClpSimplex::bestPossibleImprovement_

protected

Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (dual)

Definition at line 1752 of file ClpSimplex.hpp.

zeroTolerance_

double ClpSimplex::zeroTolerance_

protected

Zero tolerance.

Definition at line 1754 of file ClpSimplex.hpp.

columnPrimalSequence_

int ClpSimplex::columnPrimalSequence_

protected

Sequence of worst (-1 if feasible)

Definition at line 1756 of file ClpSimplex.hpp.

rowPrimalSequence_

int ClpSimplex::rowPrimalSequence_

protected

Sequence of worst (-1 if feasible)

Definition at line 1758 of file ClpSimplex.hpp.

bestObjectiveValue_

double ClpSimplex::bestObjectiveValue_

protected

"Best" objective value

Definition at line 1760 of file ClpSimplex.hpp.

moreSpecialOptions_

int ClpSimplex::moreSpecialOptions_

protected

More special options - see set for details.

Definition at line 1762 of file ClpSimplex.hpp.

baseIteration_

int ClpSimplex::baseIteration_

protected

Iteration when we entered dual or primal.

Definition at line 1764 of file ClpSimplex.hpp.

vectorMode_

int ClpSimplex::vectorMode_

protected

Vector mode - try and use vector instructions.

Definition at line 1766 of file ClpSimplex.hpp.

primalToleranceToGetOptimal_

double ClpSimplex::primalToleranceToGetOptimal_

protected

Primal tolerance needed to make dual feasible (<largeTolerance)

Definition at line 1768 of file ClpSimplex.hpp.

largeValue_

double ClpSimplex::largeValue_

protected

Large bound value (for complementarity etc)

Definition at line 1770 of file ClpSimplex.hpp.

largestPrimalError_

double ClpSimplex::largestPrimalError_

protected

Largest error on Ax-b.

Definition at line 1772 of file ClpSimplex.hpp.

largestDualError_

double ClpSimplex::largestDualError_

protected

Largest error on basic duals.

Definition at line 1774 of file ClpSimplex.hpp.

alphaAccuracy_

double ClpSimplex::alphaAccuracy_

protected

For computing whether to re-factorize.

Definition at line 1776 of file ClpSimplex.hpp.

dualBound_

double ClpSimplex::dualBound_

protected

Dual bound.

Definition at line 1778 of file ClpSimplex.hpp.

alpha_

double ClpSimplex::alpha_

protected

Alpha (pivot element)

Definition at line 1780 of file ClpSimplex.hpp.

theta_

double ClpSimplex::theta_

protected

Theta (pivot change)

Definition at line 1782 of file ClpSimplex.hpp.

lowerIn_

double ClpSimplex::lowerIn_

protected

Lower Bound on In variable.

Definition at line 1784 of file ClpSimplex.hpp.

valueIn_

double ClpSimplex::valueIn_

protected

Value of In variable.

Definition at line 1786 of file ClpSimplex.hpp.

upperIn_

double ClpSimplex::upperIn_

protected

Upper Bound on In variable.

Definition at line 1788 of file ClpSimplex.hpp.

dualIn_

double ClpSimplex::dualIn_

protected

Reduced cost of In variable.

Definition at line 1790 of file ClpSimplex.hpp.

lowerOut_

double ClpSimplex::lowerOut_

protected

Lower Bound on Out variable.

Definition at line 1792 of file ClpSimplex.hpp.

valueOut_

double ClpSimplex::valueOut_

protected

Value of Out variable.

Definition at line 1794 of file ClpSimplex.hpp.

upperOut_

double ClpSimplex::upperOut_

protected

Upper Bound on Out variable.

Definition at line 1796 of file ClpSimplex.hpp.

dualOut_

double ClpSimplex::dualOut_

protected

Infeasibility (dual) or ? (primal) of Out variable.

Definition at line 1798 of file ClpSimplex.hpp.

dualTolerance_

double ClpSimplex::dualTolerance_

protected

Current dual tolerance for algorithm.

Definition at line 1800 of file ClpSimplex.hpp.

primalTolerance_

double ClpSimplex::primalTolerance_

protected

Current primal tolerance for algorithm.

Definition at line 1802 of file ClpSimplex.hpp.

sumDualInfeasibilities_

double ClpSimplex::sumDualInfeasibilities_

protected

Sum of dual infeasibilities.

Definition at line 1804 of file ClpSimplex.hpp.

sumPrimalInfeasibilities_

double ClpSimplex::sumPrimalInfeasibilities_

protected

Sum of primal infeasibilities.

Definition at line 1806 of file ClpSimplex.hpp.

infeasibilityCost_

double ClpSimplex::infeasibilityCost_

protected

Weight assigned to being infeasible in primal.

Definition at line 1808 of file ClpSimplex.hpp.

sumOfRelaxedDualInfeasibilities_

double ClpSimplex::sumOfRelaxedDualInfeasibilities_

protected

Sum of Dual infeasibilities using tolerance based on error in duals.

Definition at line 1810 of file ClpSimplex.hpp.

sumOfRelaxedPrimalInfeasibilities_

double ClpSimplex::sumOfRelaxedPrimalInfeasibilities_

protected

Sum of Primal infeasibilities using tolerance based on error in primals.

Definition at line 1812 of file ClpSimplex.hpp.

acceptablePivot_

double ClpSimplex::acceptablePivot_

protected

Acceptable pivot value just after factorization.

Definition at line 1814 of file ClpSimplex.hpp.

minimumPrimalTolerance_

double ClpSimplex::minimumPrimalTolerance_

protected

Minimum primal tolerance.

Definition at line 1816 of file ClpSimplex.hpp.

averageInfeasibility_

double ClpSimplex::averageInfeasibility_[CLP_INFEAS_SAVE]

protected

Definition at line 1819 of file ClpSimplex.hpp.

lower_

double* ClpSimplex::lower_

protected

Working copy of lower bounds (Owner of arrays below)

Definition at line 1821 of file ClpSimplex.hpp.

rowLowerWork_

double* ClpSimplex::rowLowerWork_

protected

Row lower bounds - working copy.

Definition at line 1823 of file ClpSimplex.hpp.

columnLowerWork_

double* ClpSimplex::columnLowerWork_

protected

Column lower bounds - working copy.

Definition at line 1825 of file ClpSimplex.hpp.

upper_

double* ClpSimplex::upper_

protected

Working copy of upper bounds (Owner of arrays below)

Definition at line 1827 of file ClpSimplex.hpp.

rowUpperWork_

double* ClpSimplex::rowUpperWork_

protected

Row upper bounds - working copy.

Definition at line 1829 of file ClpSimplex.hpp.

columnUpperWork_

double* ClpSimplex::columnUpperWork_

protected

Column upper bounds - working copy.

Definition at line 1831 of file ClpSimplex.hpp.

cost_

double* ClpSimplex::cost_

protected

Working copy of objective (Owner of arrays below)

Definition at line 1833 of file ClpSimplex.hpp.

rowObjectiveWork_

double* ClpSimplex::rowObjectiveWork_

protected

Row objective - working copy.

Definition at line 1835 of file ClpSimplex.hpp.

objectiveWork_

double* ClpSimplex::objectiveWork_

protected

Column objective - working copy.

Definition at line 1837 of file ClpSimplex.hpp.

rowArray_

CoinIndexedVector* ClpSimplex::rowArray_[6]

protected

Useful row length arrays.

Definition at line 1839 of file ClpSimplex.hpp.

columnArray_

CoinIndexedVector* ClpSimplex::columnArray_[6]

protected

Useful column length arrays.

Definition at line 1841 of file ClpSimplex.hpp.

sequenceIn_

int ClpSimplex::sequenceIn_

protected

Sequence of In variable.

Definition at line 1843 of file ClpSimplex.hpp.

directionIn_

int ClpSimplex::directionIn_

protected

Direction of In, 1 going up, -1 going down, 0 not a clue.

Definition at line 1845 of file ClpSimplex.hpp.

sequenceOut_

int ClpSimplex::sequenceOut_

protected

Sequence of Out variable.

Definition at line 1847 of file ClpSimplex.hpp.

directionOut_

int ClpSimplex::directionOut_

protected

Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.

Definition at line 1849 of file ClpSimplex.hpp.

pivotRow_

int ClpSimplex::pivotRow_

protected

Pivot Row.

Definition at line 1851 of file ClpSimplex.hpp.

lastGoodIteration_

int ClpSimplex::lastGoodIteration_

protected

Last good iteration (immediately after a re-factorization)

Definition at line 1853 of file ClpSimplex.hpp.

dj_

double* ClpSimplex::dj_

protected

Working copy of reduced costs (Owner of arrays below)

Definition at line 1855 of file ClpSimplex.hpp.

rowReducedCost_

double* ClpSimplex::rowReducedCost_

protected

Reduced costs of slacks not same as duals (or - duals)

Definition at line 1857 of file ClpSimplex.hpp.

reducedCostWork_

double* ClpSimplex::reducedCostWork_

protected

Possible scaled reduced costs.

Definition at line 1859 of file ClpSimplex.hpp.

solution_

double* ClpSimplex::solution_

protected

Working copy of primal solution (Owner of arrays below)

Definition at line 1861 of file ClpSimplex.hpp.

rowActivityWork_

double* ClpSimplex::rowActivityWork_

protected

Row activities - working copy.

Definition at line 1863 of file ClpSimplex.hpp.

columnActivityWork_

double* ClpSimplex::columnActivityWork_

protected

Column activities - working copy.

Definition at line 1865 of file ClpSimplex.hpp.

numberDualInfeasibilities_

int ClpSimplex::numberDualInfeasibilities_

protected

Number of dual infeasibilities.

Definition at line 1867 of file ClpSimplex.hpp.

numberDualInfeasibilitiesWithoutFree_

int ClpSimplex::numberDualInfeasibilitiesWithoutFree_

protected

Number of dual infeasibilities (without free)

Definition at line 1869 of file ClpSimplex.hpp.

numberPrimalInfeasibilities_

int ClpSimplex::numberPrimalInfeasibilities_

protected

Number of primal infeasibilities.

Definition at line 1871 of file ClpSimplex.hpp.

numberRefinements_

int ClpSimplex::numberRefinements_

protected

How many iterative refinements to do.

Definition at line 1873 of file ClpSimplex.hpp.

dualRowPivot_

ClpDualRowPivot* ClpSimplex::dualRowPivot_

protected

dual row pivot choice

Definition at line 1875 of file ClpSimplex.hpp.

primalColumnPivot_

ClpPrimalColumnPivot* ClpSimplex::primalColumnPivot_

protected

primal column pivot choice

Definition at line 1877 of file ClpSimplex.hpp.

pivotVariable_

int* ClpSimplex::pivotVariable_

protected

Basic variables pivoting on which rows.

Definition at line 1879 of file ClpSimplex.hpp.

factorization_

ClpFactorization* ClpSimplex::factorization_

protected

factorization

Definition at line 1881 of file ClpSimplex.hpp.

savedSolution_

double* ClpSimplex::savedSolution_

protected

Saved version of solution.

Definition at line 1883 of file ClpSimplex.hpp.

numberTimesOptimal_

int ClpSimplex::numberTimesOptimal_

protected

Number of times code has tentatively thought optimal.

Definition at line 1885 of file ClpSimplex.hpp.

disasterArea_

ClpDisasterHandler* ClpSimplex::disasterArea_

protected

Disaster handler.

Definition at line 1887 of file ClpSimplex.hpp.

changeMade_

int ClpSimplex::changeMade_

protected

If change has been made (first attempt at stopping looping)

Definition at line 1889 of file ClpSimplex.hpp.

algorithm_

int ClpSimplex::algorithm_

protected

Algorithm >0 == Primal, <0 == Dual.

Definition at line 1891 of file ClpSimplex.hpp.

forceFactorization_

int ClpSimplex::forceFactorization_

protected

Now for some reliability aids This forces re-factorization early.

Definition at line 1894 of file ClpSimplex.hpp.

perturbation_

int ClpSimplex::perturbation_

protected

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.

Definition at line 1902 of file ClpSimplex.hpp.

saveStatus_

unsigned char* ClpSimplex::saveStatus_

protected

Saved status regions.

Definition at line 1904 of file ClpSimplex.hpp.

nonLinearCost_

ClpNonLinearCost* ClpSimplex::nonLinearCost_

protected

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 1909 of file ClpSimplex.hpp.

lastBadIteration_

int ClpSimplex::lastBadIteration_

protected

So we know when to be cautious.

Definition at line 1911 of file ClpSimplex.hpp.

lastFlaggedIteration_

int ClpSimplex::lastFlaggedIteration_

protected

So we know when to open up again.

Definition at line 1913 of file ClpSimplex.hpp.

numberFake_

int ClpSimplex::numberFake_

protected

Can be used for count of fake bounds (dual) or fake costs (primal)

Definition at line 1915 of file ClpSimplex.hpp.

numberChanged_

int ClpSimplex::numberChanged_

protected

Can be used for count of changed costs (dual) or changed bounds (primal)

Definition at line 1917 of file ClpSimplex.hpp.

progressFlag_

int ClpSimplex::progressFlag_

protected

Progress flag - at present 0 bit says artificials out, 1 free in.

Definition at line 1919 of file ClpSimplex.hpp.

firstFree_

int ClpSimplex::firstFree_

protected

First free/super-basic variable (-1 if none)

Definition at line 1921 of file ClpSimplex.hpp.

numberExtraRows_

int ClpSimplex::numberExtraRows_

protected

Number of extra rows.

These are ones which will be dynamically created each iteration. This is for GUB but may have other uses.

Definition at line 1925 of file ClpSimplex.hpp.

maximumBasic_

int ClpSimplex::maximumBasic_

protected

Maximum number of basic variables - can be more than number of rows if GUB.

Definition at line 1928 of file ClpSimplex.hpp.

dontFactorizePivots_

int ClpSimplex::dontFactorizePivots_

protected

If may skip final factorize then allow up to this pivots (default 20)

Definition at line 1930 of file ClpSimplex.hpp.

incomingInfeasibility_

double ClpSimplex::incomingInfeasibility_

protected

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. if allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis.

Defaults are 1.0,10.0

Definition at line 1940 of file ClpSimplex.hpp.

allowedInfeasibility_

double ClpSimplex::allowedInfeasibility_

protected

Definition at line 1941 of file ClpSimplex.hpp.

automaticScale_

int ClpSimplex::automaticScale_

protected

Automatic scaling of objective and rhs and bounds.

Definition at line 1943 of file ClpSimplex.hpp.

maximumPerturbationSize_

int ClpSimplex::maximumPerturbationSize_

protected

Maximum perturbation array size (take out when code rewritten)

Definition at line 1945 of file ClpSimplex.hpp.

perturbationArray_

double* ClpSimplex::perturbationArray_

protected

Perturbation array (maximumPerturbationSize_)

Definition at line 1947 of file ClpSimplex.hpp.

baseModel_

ClpSimplex* ClpSimplex::baseModel_

protected

A copy of model with certain state - normally without cuts.

Definition at line 1949 of file ClpSimplex.hpp.

progress_

ClpSimplexProgress ClpSimplex::progress_

protected

For dealing with all issues of cycling etc.

Definition at line 1951 of file ClpSimplex.hpp.

numberDegeneratePivots_

int ClpSimplex::numberDegeneratePivots_

protected

Number of degenerate pivots since last perturbed.

Definition at line 1962 of file ClpSimplex.hpp.

spareIntArray_

int ClpSimplex::spareIntArray_[4]

mutable

Spare int array for passing information [0]!=0 switches on.

Definition at line 1966 of file ClpSimplex.hpp.

spareDoubleArray_

double ClpSimplex::spareDoubleArray_[4]

mutable

Spare double array for passing information [0]!=0 switches on.

Definition at line 1968 of file ClpSimplex.hpp.

---

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

• /home/ted/tmp/tmp/Clp/Clp/src/ClpSimplex.hpp