Go to the documentation of this file.
6 #ifndef CoinPresolveMatrix_H
7 #define CoinPresolveMatrix_H
21 #if PRESOLVE_DEBUG > 0
22 #include "CoinFinite.hpp"
36 #define deleteAction(array, type) delete[]((type)array)
38 #define deleteAction(array, type) delete[] array
45 #if PRESOLVE_DEBUG > 0 || PRESOLVE_CONSISTENCY > 0
47 #define PRESOLVE_STMT(s) s
49 #define PRESOLVEASSERT(x) \
50 ((x) ? 1 : ((std::cerr << "FAILED ASSERTION at line " << __LINE__ << ": " #x "\n"), abort(), 0))
52 inline void DIE(
const char *s)
68 #define PRESENT_IN_REDUCED '\377'
72 #define PRESOLVEASSERT(x) \
75 #define PRESOLVE_STMT(s) \
79 inline void DIE(
const char *) {}
86 #ifndef PRESOLVE_DETAIL
87 #define PRESOLVE_DETAIL_PRINT(s) \
91 #define PRESOLVE_DETAIL_PRINT(s) s
106 #define PRESOLVE_INF COIN_DBL_MAX
107 #define PRESOLVE_SMALL_INF 1.0e20
109 #define PRESOLVEFINITE(n) (-PRESOLVE_INF < (n) && (n) < PRESOLVE_INF)
173 throw CoinError(error, ps_routine,
"CoinPresolve");
201 virtual const char *
name()
const = 0;
217 class OsiSolverInterface;
349 unsigned char &st_byte =
rowstat_[sequence];
350 st_byte =
static_cast< unsigned char >(st_byte & (~7));
351 st_byte =
static_cast< unsigned char >(st_byte | status);
366 unsigned char &st_byte =
colstat_[sequence];
367 st_byte =
static_cast< unsigned char >(st_byte & (~7));
368 st_byte =
static_cast< unsigned char >(st_byte | status);
370 #ifdef PRESOLVE_DEBUG
374 std::cout <<
"Bad status: Var " << sequence
375 <<
" isFree, lb = " <<
clo_[sequence]
376 <<
", ub = " <<
cup_[sequence] << std::endl;
385 std::cout <<
"Bad status: Var " << sequence
386 <<
" atUpperBound, lb = " <<
clo_[sequence]
387 <<
", ub = " <<
cup_[sequence] << std::endl;
393 std::cout <<
"Bad status: Var " << sequence
394 <<
" atLowerBound, lb = " <<
clo_[sequence]
395 <<
", ub = " <<
cup_[sequence] << std::endl;
401 std::cout <<
"Bad status: Var " << sequence
402 <<
" superBasic, lb = " <<
clo_[sequence]
403 <<
", ub = " <<
cup_[sequence] << std::endl;
471 void setColLower(
const double *colLower,
int lenParam);
473 void setColUpper(
const double *colUpper,
int lenParam);
477 void setCost(
const double *cost,
int lenParam);
481 void setRowLower(
const double *rowLower,
int lenParam);
483 void setRowUpper(
const double *rowUpper,
int lenParam);
485 void setRowPrice(
const double *rowSol,
int lenParam);
576 for (
int i = 0; i <
ncols_; i++)
814 #define NO_LINK -66666666
823 int ipre = link[i].
pre;
824 int isuc = link[i].
suc;
826 link[ipre].
suc = isuc;
829 link[isuc].
pre = ipre;
841 int isuc = link[j].
suc;
863 int ipre = link[i].
pre;
864 int isuc = link[i].
suc;
930 double nonLinearVariable,
945 OsiSolverInterface *si,
950 double nonLinearVariable,
951 const char *prohibited,
984 for (
int i = 0; i <
nrows_; i++)
999 integerType_[i] =
static_cast< unsigned char >(variableType);
1007 void setVariableType(
const unsigned char *variableType,
int lenParam);
1099 #if PRESOLVE_DEBUG > 2
1100 assert(fabs(change_amount) < 1.0e50);
1579 unsigned char *colstat,
1580 unsigned char *rowstat);
1598 unsigned char *colstat,
1599 unsigned char *rowstat);
1677 int *minndxs,
int *majlens,
1686 int *hrow,
int *hincol,
1690 hrow, hincol, clink, ncols, colx);
1699 int *hcol,
int *hinrow,
1703 hcol, hinrow, rlink, nrows, rowx);
1719 for (k = ks; k < ke; k++)
1722 if (minndxs[k] == tgt)
1731 if (minndxs[k] == tgt)
1771 const int *minndxs);
1860 int *majlens,
int *minndxs,
double *els)
1867 minndxs[kmi] = minndxs[ke - 1];
1868 els[kmi] = els[ke - 1];
1882 int *majlens,
int *minndxs,
double *els)
1888 int iMinor = minndxs[k];
1889 if (!marked[iMinor]) {
1890 minndxs[put] = iMinor;
1891 els[put++] = els[k];
1896 majlens[majndx] =
static_cast< int >(put - ks);
1912 int *hincol,
int *hrow,
double *colels)
1929 int *hinrow,
int *hcol,
double *rowels)
1960 int *hincol,
int *hrow,
void presolve_delete_from_col2(int row, int col, CoinBigIndex *mcstrt, int *hincol, int *hrow, CoinBigIndex *clinks, CoinBigIndex *free_listp)
Delete the entry for row row from column col in a column-major threaded matrix.
int getNumRows() const
Get current number of rows.
void unsetRowUsed(int i)
Mark row as unused.
double * presolve_dupmajor(const double *elems, const int *indices, int length, CoinBigIndex offset, int tgt=-1)
Duplicate a major-dimension vector; optionally omit the entry with minor index tgt.
int * infiniteUp_
Work array for count of infinite contributions to row lhs upper bound.
void PRESOLVE_INSERT_LINK(presolvehlink *link, int i, int j)
insert vector i after vector j
void setColChanged(int i)
Mark column as changed.
void setColumnStatusUsingValue(int iColumn)
Set status of column (structural variable) to the correct nonbasic status given bounds and current va...
int * usefulRowInt_
Preallocated scratch work array, 3*nrows_.
CoinBigIndex maxlink_
Allocated size of link_.
CoinBigIndex * mcstrt_
Vector of column start positions in hrow_, colels_.
void setRowStatus(int sequence, Status status)
Set row status (i.e., status of artificial for this row)
bool colProhibited(int i) const
Test if column is eligible for preprocessing.
void statistics()
Say we want statistics - also set time.
#define PRESOLVE_INF
The usual finite infinity.
const int * getRowIndicesByCol() const
Get vector of row indices for column-major packed matrix.
bool colInfinite(int i) const
Has column infinite ub (originally)
void coin_init_random_vec(double *work, int n)
Initialize a vector with random numbers.
const double * getRowActivity() const
Get row activity (constraint lhs values)
const double * getRowLower() const
Get row lower bounds.
const double * getElementsByRow() const
Get vector of elements for row-major packed matrix.
int * hrow_
Row indices (positional correspondence with colels_)
CoinBigIndex presolve_find_row1(int row, CoinBigIndex kcs, CoinBigIndex kce, const int *hrow)
Find position of a row in a column in a column-major matrix.
void setArtificialStatus(const char *artifStatus, int lenParam)
Set row (artificial variable) status vector.
double ztoldj_
Dual feasibility tolerance.
void initializeStuff()
Allocate scratch arrays.
void initRowsToDo()
Initialise the row ToDo lists.
void presolve_delete_from_major(int majndx, int minndx, const CoinBigIndex *majstrts, int *majlens, int *minndxs, double *els)
Delete the entry for a minor index from a major vector.
void setPrimalTolerance(double primTol)
Set the primal feasibility tolerance.
const double * getColLower() const
Get column lower bounds.
void initColsToDo()
Initialise the column ToDo lists.
void setVariableType(int i, int variableType)
Set variable type information for a single variable.
void presolve_delete_many_from_major(int majndx, char *marked, const CoinBigIndex *majstrts, int *majlens, int *minndxs, double *els)
Delete marked entries.
int numberColsToDo()
Return the number of columns on the colsToDo_ list.
virtual ~CoinPresolveAction()
Virtual destructor.
double * sumDown_
Work array for sum of finite contributions to row lhs lower bound.
CoinMessages messages() const
Return messages.
void setStatus(const CoinWarmStartBasis *basis)
Set the status of all variables from a basis.
CoinBigIndex presolve_find_col(int col, CoinBigIndex krs, CoinBigIndex kre, const int *hcol)
Find position of a column in a row in a row-major matrix.
void presolve_make_memlists(int *lengths, presolvehlink *link, int n)
Initialise linked list for major vector order in bulk storage.
double * usefulColumnDouble_
Preallocated scratch work array, ncols_.
const double * getReducedCost() const
Get reduced costs.
void setColLower(const double *colLower, int lenParam)
Set column lower bounds.
bool anyProhibited_
Flag to say if any rows or columns are marked as prohibited.
int * hcol_
Column indices (positional correspondence with rowels_)
CoinMessageHandler * messageHandler() const
Return message handler.
int * hincol_
Vector of column lengths.
~CoinPostsolveMatrix()
Destructor.
double startTime_
Start time of presolve.
CoinPresolveAction(const CoinPresolveAction *next)
Construct a postsolve object and add it to the transformation list.
void presolve_delete_from_row(int row, int col, const CoinBigIndex *mrstrt, int *hinrow, int *hcol, double *rowels)
Delete the entry for column col from row row in a row-major matrix.
const int * getColIndicesByRow() const
Get vector of column indices for row-major packed matrix.
void setAnyInteger(bool anyInteger=true)
Set a flag for presence (true) or absence (false) of integer variables.
Class to hold and manipulate an array of massaged messages.
const double * getRowPrice() const
Get row solution (dual variables)
double * usefulRowDouble_
Preallocated scratch work array, 2*nrows_.
bool anyInteger_
Flag to say if any variables are integer.
void setRowUpper(const double *rowUpper, int lenParam)
Set row upper bounds.
The standard set of Coin messages.
bool presolve_expand_major(CoinBigIndex *majstrts, double *majels, int *minndxs, int *majlens, presolvehlink *majlinks, int nmaj, int k)
Make sure a major-dimension vector k has room for one more coefficient.
void setRowLower(const double *rowLower, int lenParam)
Set row lower bounds.
void setRowPrice(const double *rowSol, int lenParam)
Set row solution.
CoinBigIndex presolve_find_minor3(int tgt, CoinBigIndex ks, int majlen, const int *minndxs, const CoinBigIndex *majlinks)
Find position of a minor index in a major vector in a threaded matrix.
void addCol(int i)
Mark column as changed and add to list of columns to process next.
bool defaultHandler_
Indicates if the current handler_ is default (true) or not (false).
double * rlo_
Row (constraint) lower bounds.
int status_
Output status: 0 = feasible, 1 = infeasible, 2 = unbounded.
bool anyInteger() const
Check if there are any integer variables.
void setColUpper(const double *colUpper, int lenParam)
Set column upper bounds.
The default COIN simplex (basis-oriented) warm start class.
void setPresolveOptions(int value)
Sets any special options (see presolveOptions_)
double dobias_
Objective function offset introduced during presolve.
double * rowels_
Coefficients (positional correspondence with hcol_)
Links to aid in packed matrix modification.
double originalOffset_
Original objective offset.
int presolveOptions() const
Picks up any special options.
int ncols_
current number of columns
double feasibilityTolerance()
Return feasibility tolerance.
bool presolve_expand_row(CoinBigIndex *mrstrt, double *rowels, int *hcol, int *hinrow, presolvehlink *rlink, int nrows, int rowx)
Make sure a row (rowx) in a row-major matrix has room for one more coefficient.
presolvehlink * clink_
Linked list for the column-major representation.
void setObjOffset(double offset)
Set the objective function offset for the original system.
void unsetColUsed(int i)
Mark column as unused.
double * cup_
Column (primal variable) upper bounds.
int stepRowsToDo()
Step row ToDo lists.
CoinBigIndex presolve_find_row(int row, CoinBigIndex kcs, CoinBigIndex kce, const int *hrow)
Find position of a row in a column in a column-major matrix.
CoinBigIndex * link_
Thread array.
bool rowIsBasic(int sequence) const
Check if artificial for this row is basic.
void setRowActivity(const double *rowAct, int lenParam)
Set row activity.
const double * getCost() const
Get objective coefficients.
int * rowsToDo_
Input list of rows to process.
int * hinrow_
Vector of row lengths.
unsigned char * rowChanged_
Row change status information.
bool colProhibited2(int i) const
Test if column is eligible for preprocessing.
~CoinPresolveMatrix()
Destructor.
int pass_
Presolve pass number.
bool columnIsBasic(int sequence) const
Check if column (structural variable) is basic.
void setColInfinite(int i)
Mark column as infinite ub (originally)
friend void assignPresolveToPostsolve(CoinPresolveMatrix *&preObj)
Initialize a CoinPostsolveMatrix object, destroying the CoinPresolveMatrix object.
int getNumCols() const
Get current number of columns.
int * originalRow_
Original row numbers.
CoinBigIndex presolve_find_row2(int row, CoinBigIndex kcs, int collen, const int *hrow, const CoinBigIndex *clinks)
Find position of a row in a column in a column-major threaded matrix.
Augments CoinPrePostsolveMatrix with information about the problem that is only needed during postsol...
void deleteStuff()
Free scratch arrays.
double * rup_
Row (constraint) upper bounds.
void setStatus(int status)
Set problem status.
CoinBigIndex presolve_find_col1(int col, CoinBigIndex krs, CoinBigIndex kre, const int *hcol)
Find position of a column in a row in a row-major matrix.
int * nextColsToDo_
Output list of columns to process next.
void setAnyProhibited(bool val=true)
Set a flag for presence of prohibited rows or columns.
int nrows0_
Allocated number of rows.
void setColProhibited(int i)
Mark column as ineligible for preprocessing.
void addRow(int i)
Mark row as changed and add to list of rows to process next.
CoinWarmStartBasis * getStatus()
Get status in the form of a CoinWarmStartBasis.
void setRowStatusUsingValue(int iRow)
Set status of row (artificial variable) to the correct nonbasic status given bounds and current value...
int * colsToDo_
Input list of columns to process.
void setFeasibilityTolerance(double val)
Set feasibility tolerance.
CoinPrePostsolveMatrix(int ncols_alloc, int nrows_alloc, CoinBigIndex nelems_alloc)
‘Native’ constructor
Base class for message handling.
int stepColsToDo()
Step column ToDo lists.
CoinBigIndex * mrstrt_
Vector of row start positions in #hcol, rowels_.
bool rowProhibited2(int i) const
Test if row is eligible for preprocessing.
void PRESOLVE_REMOVE_LINK(presolvehlink *link, int i)
unlink vector i
double * clo_
Column (primal variable) lower bounds.
CoinMessageHandler * handler_
Message handler.
const double * getRowUpper() const
Get row upper bounds.
void setRowProhibited(int i)
Mark row as ineligible for preprocessing.
const double ZTOLDP
Zero tolerance.
int numberNextColsToDo_
Length of nextColsToDo_.
Status getColumnStatus(int sequence) const
Get column (structural variable) status.
virtual const char * name() const =0
A name for debug printing.
void presolve_delete_from_major2(int majndx, int minndx, CoinBigIndex *majstrts, int *majlens, int *minndxs, CoinBigIndex *majlinks, CoinBigIndex *free_listp)
Delete the entry for a minor index from a major vector in a threaded matrix.
int * usefulColumnInt_
Preallocated scratch work array, 2*ncols_.
Abstract base class of all presolve routines.
Collects all the information about the problem that is needed in both presolve and postsolve.
void setReducedCost(const double *redCost, int lenParam)
Set reduced costs.
const CoinBigIndex * getRowStarts() const
Get row start vector for row-major packed matrix.
void setMessageHandler(CoinMessageHandler *handler)
Set message handler.
void setDualTolerance(double dualTol)
Set the dual feasibility tolerance.
CoinBigIndex nelems0_
Allocated number of coefficients.
double * rcosts_
Vector of reduced costs.
static void throwCoinError(const char *error, const char *ps_routine)
Stub routine to throw exceptions.
unsigned char * colstat_
Status of primal variables.
int numberRowsToDo_
Length of rowsToDo_.
presolvehlink * rlink_
Linked list for the row-major representation.
const double * getColUpper() const
Get column upper bounds.
bool colUsed(int i) const
Test if column is marked as used.
const char * statusName(CoinPrePostsolveMatrix::Status status)
Generate a print string for a status code.
void setObjSense(double objSense)
Set the objective sense (max/min)
Status
Enum for status of various sorts.
const double * getColSolution() const
Get column solution (primal variable values)
double * randomNumber_
Array of random numbers (max row,column)
void setCost(const double *cost, int lenParam)
Set objective coefficients.
void setColUsed(int i)
Mark column as used.
const char * columnStatusString(int j) const
Return a print string for status of a column (structural variable)
int status()
Returns problem status (0 = feasible, 1 = infeasible, 2 = unbounded)
bool anyProhibited() const
Check if there are any prohibited rows or columns.
double maxmin_
Maximization/minimization.
CoinBigIndex getNumElems() const
Get current number of non-zero coefficients.
Sparse Matrix Base Class.
void PRESOLVE_MOVE_LINK(presolvehlink *link, int i, int j)
relink vector j in place of vector i
CoinMessage messages_
Standard COIN messages.
CoinPresolveMatrix(int ncols_alloc, int nrows_alloc, CoinBigIndex nelems_alloc)
‘Native’ constructor
int countEmptyRows()
Count number of empty rows.
void unsetColChanged(int i)
Mark column as not changed.
void assignPresolveToPostsolve(CoinPresolveMatrix *&preObj)
Load an empty CoinPostsolveMatrix from a CoinPresolveMatrix.
void presolve_delete_from_col(int row, int col, const CoinBigIndex *mcstrt, int *hincol, int *hrow, double *colels)
Delete the entry for row row from column col in a column-major matrix.
int presolveOptions_
Fine control over presolve actions.
Status getRowStatus(int sequence) const
Get row status.
int * originalColumn_
Original column numbers.
double ztolzb_
Primal feasibility tolerance.
const char * rowStatusString(int i) const
Return a print string for status of a row (artificial variable)
const double ZTOLDP2
Alternate zero tolerance.
double * rowduals_
Vector of dual variable values.
void setMaximumSubstitutionLevel(int level)
Set Maximum substitution level (normally 3)
const int * getColLengths() const
Get column length vector for column-major packed matrix.
double * sol_
Vector of primal variable values.
bool colChanged(int i) const
Has column been changed?
CoinBigIndex presolve_find_minor2(int tgt, CoinBigIndex ks, int majlen, const int *minndxs, const CoinBigIndex *majlinks)
Find position of a minor index in a major vector in a threaded matrix.
void setStructuralStatus(const char *strucStatus, int lenParam)
Set column (structural variable) status vector.
void setColSolution(const double *colSol, int lenParam)
Set column solution.
bool tuning_
Print statistics for tuning.
int numberNextRowsToDo_
Length of nextRowsToDo_.
void unsetColInfinite(int i)
Mark column as not infinite ub (originally)
Error Class thrown by an exception.
void unsetRowChanged(int i)
Mark row as not changed.
void change_bias(double change_amount)
Adjust objective function constant offset.
bool presolve_expand_col(CoinBigIndex *mcstrt, double *colels, int *hrow, int *hincol, presolvehlink *clink, int ncols, int colx)
Make sure a column (colx) in a column-major matrix has room for one more coefficient.
void setMatrix(const CoinPackedMatrix *mtx)
Load the cofficient matrix.
int * nextRowsToDo_
Output list of rows to process next.
const CoinBigIndex * getColStarts() const
Get column start vector for column-major packed matrix.
unsigned char * colChanged_
Column change status information.
CoinBigIndex presolve_find_minor(int tgt, CoinBigIndex ks, CoinBigIndex ke, const int *minndxs)
Find position of a minor index in a major vector.
int recomputeSums(int whichRow)
Recompute row lhs bounds.
int ncols0_
Allocated number of columns.
CoinBigIndex nelems_
current number of coefficients
CoinPostsolveMatrix(int ncols_alloc, int nrows_alloc, CoinBigIndex nelems_alloc)
‘Native’ constructor
int maxSubstLevel_
Maximum substitution level.
Augments CoinPrePostsolveMatrix with information about the problem that is only needed during presolv...
double * acts_
Vector of constraint left-hand-side values (row activity)
CoinBigIndex presolve_find_row3(int row, CoinBigIndex kcs, int collen, const int *hrow, const CoinBigIndex *clinks)
Find position of a row in a column in a column-major threaded matrix.
int countEmptyCols()
Count empty columns.
void setRowChanged(int i)
Mark row as changed.
double * cost_
Objective coefficients.
double feasibilityTolerance_
Bounds can be moved by this to retain feasibility.
CoinBigIndex free_list_
First entry in free entries thread.
double bulkRatio_
Ratio of bulk0_ to nelems0_; default is 2.
int nrows_
current number of rows
bool rowChanged(int i) const
Has row been changed?
const CoinPresolveAction * next
The next presolve transformation.
int numberColsToDo_
Length of colsToDo_.
unsigned char * integerType_
Tracks integrality of columns (1 for integer, 0 for continuous)
double * colels_
Coefficients (positional correspondence with hrow_)
bool rowUsed(int i) const
Test if row is marked as used.
void setColumnStatus(int sequence, Status status)
Set column status (i.e., status of primal variable)
void setNext(const CoinPresolveAction *nextAction)
modify next (when building rather than passing)
virtual void postsolve(CoinPostsolveMatrix *prob) const =0
Apply the postsolve transformation for this particular presolve action.
int numberRowsToDo()
Return the number of rows on the rowsToDo_ list.
CoinBigIndex bulk0_
Allocated size of bulk storage for row indices and coefficients.
bool isInteger(int i) const
Check for integrality of the specified variable.
double * sumUp_
Work array for sum of finite contributions to row lhs upper bound.
CoinBigIndex presolve_find_minor1(int tgt, CoinBigIndex ks, CoinBigIndex ke, const int *minndxs)
Find position of a minor index in a major vector.
void update_model(ClpSimplex *si, int nrows0, int ncols0, CoinBigIndex nelems0)
Update the model held by a Clp OSI.
void setPass(int pass=0)
Set pass number.
unsigned char * rowstat_
Status of constraints.
~CoinPrePostsolveMatrix()
Destructor.
const double * getElementsByCol() const
Get vector of elements for column-major packed matrix.
bool rowProhibited(int i) const
Test if row is eligible for preprocessing.
int * infiniteDown_
Work array for count of infinite contributions to row lhs lower bound.
void setRowUsed(int i)
Mark row as used.