Clp 1.17.5
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ClpSimplex.hpp
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1/* $Id: ClpSimplex.hpp 2618 2020-01-16 13:46:41Z stefan $ */
2// Copyright (C) 2002, International Business Machines
3// Corporation and others. All Rights Reserved.
4// This code is licensed under the terms of the Eclipse Public License (EPL).
5/*
6 Authors
7
8 John Forrest
9
10 */
11#ifndef ClpSimplex_H
12#define ClpSimplex_H
13
14#include <iostream>
15#include <cfloat>
16#include "ClpModel.hpp"
17#include "ClpMatrixBase.hpp"
18#include "ClpSolve.hpp"
19#include "ClpConfig.h"
20#include "CoinIndexedVector.hpp"
21class ClpDualRowPivot;
24class CoinFactorization;
25class CoinIndexedVector;
27class ClpNodeStuff;
28class CoinStructuredModel;
30class CoinWarmStartBasis;
32class ClpConstraint;
33/*
34 May want to use Clp defaults so that with ABC defined but not used
35 it behaves as Clp (and ABC used will be different than if not defined)
36 */
37#ifdef ABC_INHERIT
38#ifndef CLP_INHERIT_MODE
39#define CLP_INHERIT_MODE 1
40#endif
41#ifndef ABC_CLP_DEFAULTS
42#define ABC_CLP_DEFAULTS 0
43#endif
44#else
45#undef ABC_CLP_DEFAULTS
46#define ABC_CLP_DEFAULTS 1
47#endif
48#ifdef CLP_HAS_ABC
49#include "AbcCommon.hpp"
51class AbcSimplex;
52#include "CoinAbcCommon.hpp"
53#endif
54#ifndef ABC_INHERIT
55#if ABOCA_LITE
56#ifndef FAKE_CILK
57#include <cilk/cilk.h>
58#else
59#undef cilk_for
60#undef cilk_spawn
61#undef cilk_sync
62#define cilk_for for
63#define cilk_spawn
64#define cilk_sync
65#endif
66#ifndef LONG_REGION_2
67#define LONG_REGION_2 1
68#endif
69#define SHORT_REGION 1
70#else
71#define cilk_spawn
72#define cilk_sync
73#endif
74#ifdef LONG_REGION_2
75#define SHORT_REGION 1
76#else
77#define SHORT_REGION 2
78#endif
79// for now keep simple
80#undef LONG_REGION_2
81#undef SHORT_REGION
82#define SHORT_REGION 2
83#else
84//ABC_INHERIT
85#define LONG_REGION_2 1
86#define SHORT_REGION 1
87#endif
106class ClpSimplex : public ClpModel {
107 friend void ClpSimplexUnitTest(const std::string &mpsDir);
108
109public:
114 enum Status {
115 isFree = 0x00,
116 basic = 0x01,
120 isFixed = 0x05
121 };
122 // For Dual
124 noFake = 0x00,
125 lowerFake = 0x01,
126 upperFake = 0x02,
127 bothFake = 0x03
128 };
129
133 ClpSimplex(bool emptyMessages = false);
134
139 ClpSimplex(const ClpSimplex &rhs, int scalingMode = -1);
144 ClpSimplex(const ClpModel &rhs, int scalingMode = -1);
151 ClpSimplex(const ClpModel *wholeModel,
152 int numberRows, const int *whichRows,
153 int numberColumns, const int *whichColumns,
154 bool dropNames = true, bool dropIntegers = true,
155 bool fixOthers = false);
162 ClpSimplex(const ClpSimplex *wholeModel,
163 int numberRows, const int *whichRows,
164 int numberColumns, const int *whichColumns,
165 bool dropNames = true, bool dropIntegers = true,
166 bool fixOthers = false);
171 int numberColumns, const int *whichColumns);
174 void originalModel(ClpSimplex *miniModel);
175#ifdef ABC_INHERIT
176 inline int abcState() const
177 {
178 return abcState_;
179 }
180 inline void setAbcState(int state)
181 {
182 abcState_ = state;
183 }
184 inline AbcSimplex *abcSimplex() const
185 {
186 return abcSimplex_;
187 }
188 inline void setAbcSimplex(AbcSimplex *simplex)
189 {
190 abcSimplex_ = simplex;
191 }
193 int doAbcDual();
195 int doAbcPrimal(int ifValuesPass);
196#endif
202 void setPersistenceFlag(int value);
208 inline ClpSimplex *baseModel() const
209 {
210 return baseModel_;
211 }
215 void setToBaseModel(ClpSimplex *model = NULL);
220 // Ones below are just ClpModel with some changes
233 const double *collb, const double *colub,
234 const double *obj,
235 const double *rowlb, const double *rowub,
236 const double *rowObjective = NULL);
237 void loadProblem(const CoinPackedMatrix &matrix,
238 const double *collb, const double *colub,
239 const double *obj,
240 const double *rowlb, const double *rowub,
241 const double *rowObjective = NULL);
242
245 void loadProblem(const int numcols, const int numrows,
246 const CoinBigIndex *start, const int *index,
247 const double *value,
248 const double *collb, const double *colub,
249 const double *obj,
250 const double *rowlb, const double *rowub,
251 const double *rowObjective = NULL);
253 void loadProblem(const int numcols, const int numrows,
254 const CoinBigIndex *start, const int *index,
255 const double *value, const int *length,
256 const double *collb, const double *colub,
257 const double *obj,
258 const double *rowlb, const double *rowub,
259 const double *rowObjective = NULL);
264 int loadProblem(CoinModel &modelObject, bool keepSolution = false);
266 int readMps(const char *filename,
267 bool keepNames = false,
268 bool ignoreErrors = false);
270 int readGMPL(const char *filename, const char *dataName,
271 bool keepNames = false);
274 int readLp(const char *filename, const double epsilon = 1e-5);
279 void writeLp(const char *filename,
280 const char *extension = "lp",
281 double epsilon = 1e-5,
282 int numberAcross = 10,
283 int decimals = 5,
284 double objSense = 0.0,
285 bool useRowNames = true) const;
290 void borrowModel(ClpModel &otherModel);
291 void borrowModel(ClpSimplex &otherModel);
295 void getbackSolution(const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn);
304 int loadNonLinear(void *info, int &numberConstraints,
305 ClpConstraint **&constraints);
306#ifdef ABC_INHERIT
308 void loadTolerancesEtc(const AbcTolerancesEtc &data);
310 void unloadTolerancesEtc(AbcTolerancesEtc &data);
311#endif
313
319 int initialSolve(ClpSolve &options);
340 int dual(int ifValuesPass = 0, int startFinishOptions = 0);
341 // If using Debug
342 int dualDebug(int ifValuesPass = 0, int startFinishOptions = 0);
353 int primal(int ifValuesPass = 0, int startFinishOptions = 0);
359 int nonlinearSLP(int numberPasses, double deltaTolerance);
365 int nonlinearSLP(int numberConstraints, ClpConstraint **constraints,
366 int numberPasses, double deltaTolerance);
369 int barrier(bool crossover = true);
372 int reducedGradient(int phase = 0);
374 int solve(CoinStructuredModel *model);
375#ifdef ABC_INHERIT
381 AbcSimplex *dealWithAbc(int solveType, int startUp, bool interrupt = false);
382 //void dealWithAbc(int solveType,int startUp,bool interrupt=false);
383#endif
390 int loadProblem(CoinStructuredModel &modelObject,
391 bool originalOrder = true, bool keepSolution = false);
406 int cleanup(int cleanupScaling);
417 int cleanPrimalSolution(double exactMultiple);
438 int dualRanging(int numberCheck, const int *which,
439 double *costIncrease, int *sequenceIncrease,
440 double *costDecrease, int *sequenceDecrease,
441 double *valueIncrease = NULL, double *valueDecrease = NULL);
456 int primalRanging(int numberCheck, const int *which,
457 double *valueIncrease, int *sequenceIncrease,
458 double *valueDecrease, int *sequenceDecrease);
469 const int *which,
470 const CoinBigIndex *start,
471 const int *row,
472 const double *newCoefficient,
473 const unsigned char *newStatus = NULL,
474 const double *newLower = NULL,
475 const double *newUpper = NULL,
476 const double *newObjective = NULL);
484 int outDuplicateRows(int numberLook, int *whichRows, bool noOverlaps = false, double tolerance = -1.0,
485 double cleanUp = 0.0);
491 void removeSuperBasicSlacks(int threshold = 0);
504 ClpSimplex *miniPresolve(char *rowType, char *columnType, void **info);
506 void miniPostsolve(const ClpSimplex *presolvedModel, void *info);
508 void miniSolve(char *rowType, char *columnType, int algorithm, int startUp);
523 int writeBasis(const char *filename,
524 bool writeValues = false,
525 int formatType = 0) const;
528 int readBasis(const char *filename);
530 CoinWarmStartBasis *getBasis() const;
533 // Swaps factorization
546 int tightenPrimalBounds(double factor = 0.0, int doTight = 0, bool tightIntegers = false);
563 int crash(double gap, int pivot);
569 void markHotStart(void *&saveStuff);
571 void solveFromHotStart(void *saveStuff);
573 void unmarkHotStart(void *saveStuff);
582 int strongBranching(int numberVariables, const int *variables,
583 double *newLower, double *newUpper,
584 double **outputSolution,
585 int *outputStatus, int *outputIterations,
586 bool stopOnFirstInfeasible = true,
587 bool alwaysFinish = false,
588 int startFinishOptions = 0);
590 int fathom(void *stuff);
596 int fathomMany(void *stuff);
598 double doubleCheck();
613
621 int pivot();
622
629
639 int pivotResultPart2(int algorithm, int state);
640
652 int startup(int ifValuesPass, int startFinishOptions = 0);
653 void finish(int startFinishOptions = 0);
654
656 bool statusOfProblem(bool initial = false);
660 void copyEnabledStuff(const ClpSimplex *rhs);
662
666 inline bool primalFeasible() const
667 {
668 return (numberPrimalInfeasibilities_ == 0);
669 }
671 inline bool dualFeasible() const
672 {
673 return (numberDualInfeasibilities_ == 0);
674 }
677 {
678 return factorization_;
679 }
682 void setSparseFactorization(bool value);
687 inline double dualBound() const
688 {
689 return dualBound_;
690 }
691 void setDualBound(double value);
693 inline double infeasibilityCost() const
694 {
695 return infeasibilityCost_;
696 }
697 void setInfeasibilityCost(double value);
714 inline int perturbation() const
715 {
716 return perturbation_;
717 }
718 void setPerturbation(int value);
720 inline int algorithm() const
721 {
722 return algorithm_;
723 }
725 inline void setAlgorithm(int value)
726 {
727 algorithm_ = value;
728 }
732 inline double sumDualInfeasibilities() const
733 {
735 }
736 inline void setSumDualInfeasibilities(double value)
737 {
739 }
742 {
744 }
745 inline void setSumOfRelaxedDualInfeasibilities(double value)
746 {
748 }
750 inline int numberDualInfeasibilities() const
751 {
753 }
754 inline void setNumberDualInfeasibilities(int value)
755 {
757 }
764 inline double sumPrimalInfeasibilities() const
765 {
767 }
768 inline void setSumPrimalInfeasibilities(double value)
769 {
771 }
774 {
776 }
777 inline void setSumOfRelaxedPrimalInfeasibilities(double value)
778 {
780 }
783 {
785 }
786 inline void setNumberPrimalInfeasibilities(int value)
787 {
789 }
796 int saveModel(const char *fileName);
799 int restoreModel(const char *fileName);
800
808 void checkSolution(int setToBounds = 0);
815 inline CoinIndexedVector *rowArray(int index) const
816 {
817 return rowArray_[index];
818 }
820 inline CoinIndexedVector *columnArray(int index) const
821 {
822 return columnArray_[index];
823 }
825
826 /******************** End of most useful part **************/
832 int getSolution(const double *rowActivities,
833 const double *columnActivities);
844 int createPiecewiseLinearCosts(const int *starts,
845 const double *lower, const double *gradient);
848 {
849 return dualRowPivot_;
850 }
853 {
854 return primalColumnPivot_;
855 }
857 inline bool goodAccuracy() const
858 {
859 return (largestPrimalError_ < 1.0e-7 && largestDualError_ < 1.0e-7);
860 }
862 void returnModel(ClpSimplex &otherModel);
881 void computeDuals(double *givenDjs);
883 void computePrimals(const double *rowActivities,
884 const double *columnActivities);
886 void add(double *array,
887 int column, double multiplier) const;
893 void unpack(CoinIndexedVector *rowArray) const;
899 void unpack(CoinIndexedVector *rowArray, int sequence) const;
906 void unpackPacked(CoinIndexedVector *rowArray);
913 void unpackPacked(CoinIndexedVector *rowArray, int sequence);
914#ifndef CLP_USER_DRIVEN
915protected:
916#endif
921 int housekeeping(double objectiveChange);
924 void checkPrimalSolution(const double *rowActivities = NULL,
925 const double *columnActivies = NULL);
935 double scaleObjective(double value);
937 int solveDW(CoinStructuredModel *model, ClpSolve &options);
939 int solveBenders(CoinStructuredModel *model, ClpSolve &options);
940
941public:
952 void setValuesPassAction(double incomingInfeasibility,
953 double allowedInfeasibility);
956 int cleanFactorization(int ifValuesPass);
958
960public:
962 inline double alphaAccuracy() const
963 {
964 return alphaAccuracy_;
965 }
966 inline void setAlphaAccuracy(double value)
967 {
968 alphaAccuracy_ = value;
969 }
970
971public:
973 //inline double objectiveValue() const {
974 //return (objectiveValue_-bestPossibleImprovement_)*optimizationDirection_ - dblParam_[ClpObjOffset];
975 //}
978 {
979 disasterArea_ = handler;
980 }
983 {
984 return disasterArea_;
985 }
987 inline double largeValue() const
988 {
989 return largeValue_;
990 }
991 void setLargeValue(double value);
993 inline double largestPrimalError() const
994 {
995 return largestPrimalError_;
996 }
998 inline double largestDualError() const
999 {
1000 return largestDualError_;
1001 }
1003 inline void setLargestPrimalError(double value)
1004 {
1005 largestPrimalError_ = value;
1006 }
1008 inline void setLargestDualError(double value)
1009 {
1010 largestDualError_ = value;
1011 }
1013 inline double zeroTolerance() const
1014 {
1015 return zeroTolerance_; /*factorization_->zeroTolerance();*/
1016 }
1018 inline void setZeroTolerance(double value)
1019 {
1020 zeroTolerance_ = value;
1021 }
1023 inline int *pivotVariable() const
1024 {
1025 return pivotVariable_;
1026 }
1028 inline bool automaticScaling() const
1029 {
1030 return automaticScale_ != 0;
1031 }
1032 inline void setAutomaticScaling(bool onOff)
1033 {
1034 automaticScale_ = onOff ? 1 : 0;
1035 }
1037 inline double currentDualTolerance() const
1038 {
1039 return dualTolerance_;
1040 }
1041 inline void setCurrentDualTolerance(double value)
1042 {
1043 dualTolerance_ = value;
1044 }
1046 inline double currentPrimalTolerance() const
1047 {
1048 return primalTolerance_;
1049 }
1050 inline void setCurrentPrimalTolerance(double value)
1051 {
1052 primalTolerance_ = value;
1053 }
1055 inline int numberRefinements() const
1056 {
1057 return numberRefinements_;
1058 }
1059 void setNumberRefinements(int value);
1061 inline double alpha() const
1062 {
1063 return alpha_;
1064 }
1065 inline void setAlpha(double value)
1066 {
1067 alpha_ = value;
1068 }
1070 inline double dualIn() const
1071 {
1072 return dualIn_;
1073 }
1075 inline void setDualIn(double value)
1076 {
1077 dualIn_ = value;
1078 }
1080 inline int pivotRow() const
1081 {
1082 return pivotRow_;
1083 }
1084 inline void setPivotRow(int value)
1085 {
1086 pivotRow_ = value;
1087 }
1089 double valueIncomingDual() const;
1091
1092#ifndef CLP_USER_DRIVEN
1093protected:
1094#endif
1100 int gutsOfSolution(double *givenDuals,
1101 const double *givenPrimals,
1102 bool valuesPass = false);
1104 void gutsOfDelete(int type);
1106 void gutsOfCopy(const ClpSimplex &rhs);
1118 bool createRim(int what, bool makeRowCopy = false, int startFinishOptions = 0);
1120 void createRim1(bool initial);
1122 void createRim4(bool initial);
1124 void createRim5(bool initial);
1129 void deleteRim(int getRidOfFactorizationData = 2);
1133public:
1138 inline double *solutionRegion(int section) const
1139 {
1140 if (!section)
1141 return rowActivityWork_;
1142 else
1143 return columnActivityWork_;
1144 }
1145 inline double *djRegion(int section) const
1146 {
1147 if (!section)
1148 return rowReducedCost_;
1149 else
1150 return reducedCostWork_;
1151 }
1152 inline double *lowerRegion(int section) const
1153 {
1154 if (!section)
1155 return rowLowerWork_;
1156 else
1157 return columnLowerWork_;
1158 }
1159 inline double *upperRegion(int section) const
1160 {
1161 if (!section)
1162 return rowUpperWork_;
1163 else
1164 return columnUpperWork_;
1165 }
1166 inline double *costRegion(int section) const
1167 {
1168 if (!section)
1169 return rowObjectiveWork_;
1170 else
1171 return objectiveWork_;
1172 }
1174 inline double *solutionRegion() const
1175 {
1176 return solution_;
1177 }
1178 inline double *djRegion() const
1179 {
1180 return dj_;
1181 }
1182 inline double *lowerRegion() const
1183 {
1184 return lower_;
1185 }
1186 inline double *upperRegion() const
1187 {
1188 return upper_;
1189 }
1190 inline double *costRegion() const
1191 {
1192 return cost_;
1193 }
1194 inline Status getStatus(int sequence) const
1195 {
1196 return static_cast< Status >(status_[sequence] & 7);
1197 }
1198 inline void setStatus(int sequence, Status newstatus)
1199 {
1200 unsigned char &st_byte = status_[sequence];
1201 st_byte = static_cast< unsigned char >(st_byte & ~7);
1202 st_byte = static_cast< unsigned char >(st_byte | newstatus);
1203 }
1213 inline int sequenceIn() const
1214 {
1215 return sequenceIn_;
1216 }
1217 inline int sequenceOut() const
1218 {
1219 return sequenceOut_;
1220 }
1222 inline void setSequenceIn(int sequence)
1223 {
1224 sequenceIn_ = sequence;
1225 }
1226 inline void setSequenceOut(int sequence)
1227 {
1228 sequenceOut_ = sequence;
1229 }
1231 inline int directionIn() const
1232 {
1233 return directionIn_;
1234 }
1235 inline int directionOut() const
1236 {
1237 return directionOut_;
1238 }
1240 inline void setDirectionIn(int direction)
1241 {
1242 directionIn_ = direction;
1243 }
1244 inline void setDirectionOut(int direction)
1245 {
1246 directionOut_ = direction;
1247 }
1249 inline double valueOut() const
1250 {
1251 return valueOut_;
1252 }
1254 inline double lowerOut() const
1255 {
1256 return lowerOut_;
1257 }
1259 inline double upperOut() const
1260 {
1261 return upperOut_;
1262 }
1264 inline void setValueOut(double value)
1265 {
1266 valueOut_ = value;
1267 }
1269 inline double dualOut() const
1270 {
1271 return dualOut_;
1272 }
1274 inline void setDualOut(double value)
1275 {
1276 dualOut_ = value;
1277 }
1279 inline void setLowerOut(double value)
1280 {
1281 lowerOut_ = value;
1282 }
1284 inline void setUpperOut(double value)
1285 {
1286 upperOut_ = value;
1287 }
1289 inline void setTheta(double value)
1290 {
1291 theta_ = value;
1292 }
1294 inline int isColumn(int sequence) const
1295 {
1296 return sequence < numberColumns_ ? 1 : 0;
1297 }
1299 inline int sequenceWithin(int sequence) const
1300 {
1301 return sequence < numberColumns_ ? sequence : sequence - numberColumns_;
1302 }
1304 inline double solution(int sequence)
1305 {
1306 return solution_[sequence];
1307 }
1309 inline double &solutionAddress(int sequence)
1310 {
1311 return solution_[sequence];
1312 }
1313 inline double reducedCost(int sequence)
1314 {
1315 return dj_[sequence];
1316 }
1317 inline double &reducedCostAddress(int sequence)
1318 {
1319 return dj_[sequence];
1320 }
1321 inline double lower(int sequence)
1322 {
1323 return lower_[sequence];
1324 }
1326 inline double &lowerAddress(int sequence)
1327 {
1328 return lower_[sequence];
1329 }
1330 inline double upper(int sequence)
1331 {
1332 return upper_[sequence];
1333 }
1335 inline double &upperAddress(int sequence)
1336 {
1337 return upper_[sequence];
1338 }
1339 inline double cost(int sequence)
1340 {
1341 return cost_[sequence];
1342 }
1344 inline double &costAddress(int sequence)
1345 {
1346 return cost_[sequence];
1347 }
1349 inline double originalLower(int iSequence) const
1350 {
1351 if (iSequence < numberColumns_)
1352 return columnLower_[iSequence];
1353 else
1354 return rowLower_[iSequence - numberColumns_];
1355 }
1357 inline double originalUpper(int iSequence) const
1358 {
1359 if (iSequence < numberColumns_)
1360 return columnUpper_[iSequence];
1361 else
1362 return rowUpper_[iSequence - numberColumns_];
1363 }
1365 inline double theta() const
1366 {
1367 return theta_;
1368 }
1370 inline double lowerIn() const
1371 {
1372 return lowerIn_;
1373 }
1375 inline double valueIn() const
1376 {
1377 return valueIn_;
1378 }
1380 inline double upperIn() const
1381 {
1382 return upperIn_;
1383 }
1386 inline double bestPossibleImprovement() const
1387 {
1389 }
1392 {
1393 return nonLinearCost_;
1394 }
1423 inline int moreSpecialOptions() const
1424 {
1425 return moreSpecialOptions_;
1426 }
1428 inline int vectorMode() const
1429 {
1430 return vectorMode_;
1431 }
1458 inline void setMoreSpecialOptions(int value)
1459 {
1460 moreSpecialOptions_ = value;
1461 }
1463 inline void setVectorMode(int value)
1464 {
1465 vectorMode_ = value;
1466 }
1468
1470 inline void setFakeBound(int sequence, FakeBound fakeBound)
1471 {
1472 unsigned char &st_byte = status_[sequence];
1473 st_byte = static_cast< unsigned char >(st_byte & ~24);
1474 st_byte = static_cast< unsigned char >(st_byte | (fakeBound << 3));
1475 }
1476 inline FakeBound getFakeBound(int sequence) const
1477 {
1478 return static_cast< FakeBound >((status_[sequence] >> 3) & 3);
1479 }
1480 inline void setRowStatus(int sequence, Status newstatus)
1481 {
1482 unsigned char &st_byte = status_[sequence + numberColumns_];
1483 st_byte = static_cast< unsigned char >(st_byte & ~7);
1484 st_byte = static_cast< unsigned char >(st_byte | newstatus);
1485 }
1486 inline Status getRowStatus(int sequence) const
1487 {
1488 return static_cast< Status >(status_[sequence + numberColumns_] & 7);
1489 }
1490 inline void setColumnStatus(int sequence, Status newstatus)
1491 {
1492 unsigned char &st_byte = status_[sequence];
1493 st_byte = static_cast< unsigned char >(st_byte & ~7);
1494 st_byte = static_cast< unsigned char >(st_byte | newstatus);
1495 }
1496 inline Status getColumnStatus(int sequence) const
1497 {
1498 return static_cast< Status >(status_[sequence] & 7);
1499 }
1500 inline void setPivoted(int sequence)
1501 {
1502 status_[sequence] = static_cast< unsigned char >(status_[sequence] | 32);
1503 }
1504 inline void clearPivoted(int sequence)
1505 {
1506 status_[sequence] = static_cast< unsigned char >(status_[sequence] & ~32);
1507 }
1508 inline bool pivoted(int sequence) const
1509 {
1510 return (((status_[sequence] >> 5) & 1) != 0);
1511 }
1513 void setFlagged(int sequence);
1514 inline void clearFlagged(int sequence)
1515 {
1516 status_[sequence] = static_cast< unsigned char >(status_[sequence] & ~64);
1517 }
1518 inline bool flagged(int sequence) const
1519 {
1520 return ((status_[sequence] & 64) != 0);
1521 }
1523 inline void setActive(int iRow)
1524 {
1525 status_[iRow] = static_cast< unsigned char >(status_[iRow] | 128);
1526 }
1527 inline void clearActive(int iRow)
1528 {
1529 status_[iRow] = static_cast< unsigned char >(status_[iRow] & ~128);
1530 }
1531 inline bool active(int iRow) const
1532 {
1533 return ((status_[iRow] & 128) != 0);
1534 }
1536 inline void setPerturbed(int iSequence)
1537 {
1538 status_[iSequence] = static_cast< unsigned char >(status_[iSequence] | 128);
1539 }
1540 inline void clearPerturbed(int iSequence)
1541 {
1542 status_[iSequence] = static_cast< unsigned char >(status_[iSequence] & ~128);
1543 }
1544 inline bool perturbed(int iSequence) const
1545 {
1546 return ((status_[iSequence] & 128) != 0);
1547 }
1553 void allSlackBasis(bool resetSolution = false);
1554
1556 inline int lastBadIteration() const
1557 {
1558 return lastBadIteration_;
1559 }
1561 inline void setLastBadIteration(int value)
1562 {
1563 lastBadIteration_ = value;
1564 }
1566 inline int progressFlag() const
1567 {
1568 return (progressFlag_ & 3);
1569 }
1572 {
1573 return &progress_;
1574 }
1576 inline int forceFactorization() const
1577 {
1578 return forceFactorization_;
1579 }
1581 inline void forceFactorization(int value)
1582 {
1583 forceFactorization_ = value;
1584 }
1586 inline double rawObjectiveValue() const
1587 {
1588 return objectiveValue_;
1589 }
1591 void computeObjectiveValue(bool useWorkingSolution = false);
1596 double *infeasibilityRay(bool fullRay = false) const;
1600 inline int numberExtraRows() const
1601 {
1602 return numberExtraRows_;
1603 }
1606 inline int maximumBasic() const
1607 {
1608 return maximumBasic_;
1609 }
1611 inline int baseIteration() const
1612 {
1613 return baseIteration_;
1614 }
1616 void generateCpp(FILE *fp, bool defaultFactor = false);
1622 void moveInfo(const ClpSimplex &rhs, bool justStatus = false);
1624
1626 // These are only to be used using startFinishOptions (ClpSimplexDual, ClpSimplexPrimal)
1627 // *** At present only without scaling
1628 // *** Slacks havve -1.0 element (so == row activity) - take care
1630 void getBInvARow(int row, double *z, double *slack = NULL);
1631
1633 void getBInvRow(int row, double *z);
1634
1636 void getBInvACol(int col, double *vec);
1637
1639 void getBInvCol(int col, double *vec);
1640
1645 void getBasics(int *index);
1646
1648 //-------------------------------------------------------------------------
1652 void setObjectiveCoefficient(int elementIndex, double elementValue);
1654 inline void setObjCoeff(int elementIndex, double elementValue)
1655 {
1656 setObjectiveCoefficient(elementIndex, elementValue);
1657 }
1658
1661 void setColumnLower(int elementIndex, double elementValue);
1662
1665 void setColumnUpper(int elementIndex, double elementValue);
1666
1668 void setColumnBounds(int elementIndex,
1669 double lower, double upper);
1670
1679 void setColumnSetBounds(const int *indexFirst,
1680 const int *indexLast,
1681 const double *boundList);
1682
1685 inline void setColLower(int elementIndex, double elementValue)
1686 {
1687 setColumnLower(elementIndex, elementValue);
1688 }
1691 inline void setColUpper(int elementIndex, double elementValue)
1692 {
1693 setColumnUpper(elementIndex, elementValue);
1694 }
1695
1697 inline void setColBounds(int elementIndex,
1698 double newlower, double newupper)
1699 {
1700 setColumnBounds(elementIndex, newlower, newupper);
1701 }
1702
1709 inline void setColSetBounds(const int *indexFirst,
1710 const int *indexLast,
1711 const double *boundList)
1712 {
1713 setColumnSetBounds(indexFirst, indexLast, boundList);
1714 }
1715
1718 void setRowLower(int elementIndex, double elementValue);
1719
1722 void setRowUpper(int elementIndex, double elementValue);
1723
1725 void setRowBounds(int elementIndex,
1726 double lower, double upper);
1727
1734 void setRowSetBounds(const int *indexFirst,
1735 const int *indexLast,
1736 const double *boundList);
1738 void resize(int newNumberRows, int newNumberColumns);
1739
1741
1743protected:
1780 double alpha_;
1782 double theta_;
1784 double lowerIn_;
1786 double valueIn_;
1788 double upperIn_;
1790 double dualIn_;
1798 double dualOut_;
1818#define CLP_INFEAS_SAVE 5
1821 double *lower_;
1827 double *upper_;
1833 double *cost_;
1839 CoinIndexedVector *rowArray_[6];
1841 CoinIndexedVector *columnArray_[6];
1855 double *dj_;
1861 double *solution_;
1904 unsigned char *saveStatus_;
1952#ifdef ABC_INHERIT
1953 AbcSimplex *abcSimplex_;
1954 int abcState_;
1955#define CLP_ABC_WANTED 1
1956#define CLP_ABC_WANTED_PARALLEL 2
1957#define CLP_ABC_FULL_DONE 8
1958 // bits 256,512,1024 for crash
1959#endif
1960#define CLP_ABC_BEEN_FEASIBLE 65536
1963
1964public:
1966 mutable int spareIntArray_[4];
1968 mutable double spareDoubleArray_[4];
1969
1970protected:
1976};
1977//#############################################################################
1986void ClpSimplexUnitTest(const std::string &mpsDir);
1987
1988// For Devex stuff
1989#define DEVEX_TRY_NORM 1.0e-4
1990#define DEVEX_ADD_ONE 1.0
1991#if defined(ABC_INHERIT) || defined(THREADS_IN_ANALYZE)
1992// Use pthreads
1993#include <pthread.h>
1994typedef struct {
1995 double result;
1996 //const CoinIndexedVector * constVector; // can get rid of
1997 //CoinIndexedVector * vectors[2]; // can get rid of
1998 void *extraInfo;
1999 void *extraInfo2;
2000 int status;
2001 int stuff[4];
2002} CoinThreadInfo;
2003class CoinPthreadStuff {
2004public:
2009 CoinPthreadStuff(int numberThreads = 0,
2010 void *parallelManager(void *stuff) = NULL);
2012 CoinPthreadStuff &operator=(const CoinPthreadStuff &rhs);
2014 ~CoinPthreadStuff();
2016 inline void setStopStart(int value)
2017 {
2018 stopStart_ = value;
2019 }
2020#ifndef NUMBER_THREADS
2021#define NUMBER_THREADS 8
2022#endif
2023 // For waking up thread
2024 inline pthread_mutex_t *mutexPointer(int which, int thread = 0)
2025 {
2026 return mutex_ + which + 3 * thread;
2027 }
2028#ifdef PTHREAD_BARRIER_SERIAL_THREAD
2029 inline pthread_barrier_t *barrierPointer()
2030 {
2031 return &barrier_;
2032 }
2033#endif
2034 inline int whichLocked(int thread = 0) const
2035 {
2036 return locked_[thread];
2037 }
2038 inline CoinThreadInfo *threadInfoPointer(int thread = 0)
2039 {
2040 return threadInfo_ + thread;
2041 }
2042 void startParallelTask(int type, int iThread, void *info = NULL);
2043 int waitParallelTask(int type, int &iThread, bool allowIdle);
2044 void waitAllTasks();
2046 int whichThread() const;
2047 void sayIdle(int iThread);
2048 //void startThreads(int numberThreads);
2049 //void stopThreads();
2050 // For waking up thread
2051 pthread_mutex_t mutex_[3 * (NUMBER_THREADS + 1)];
2052#ifdef PTHREAD_BARRIER_SERIAL_THREAD
2053 pthread_barrier_t barrier_;
2054#endif
2055 CoinThreadInfo threadInfo_[NUMBER_THREADS + 1];
2056 pthread_t abcThread_[NUMBER_THREADS + 1];
2057 int locked_[NUMBER_THREADS + 1];
2058 int stopStart_;
2059 int numberThreads_;
2060};
2061void *clp_parallelManager(void *stuff);
2062#endif
2094#ifndef ABC_INHERIT
2095#if ABOCA_LITE
2096void moveAndZero(clpTempInfo *info, int type, void *extra);
2097// 2 is owner of abcState_
2098#ifdef ABCSTATE_LITE
2099#if ABCSTATE_LITE == 2
2100int abcState_ = 0;
2101#else
2102extern int abcState_;
2103#endif
2104inline int abcState()
2105{
2106 return abcState_;
2107}
2108inline void setAbcState(int state)
2109{
2110 abcState_ = state;
2111}
2112#endif
2113#else
2114#define abcState 0
2115#endif
2116#endif
2117#ifdef CLP_USER_DRIVEN
2118// expand as needed
2119typedef struct {
2120 double alpha;
2121 double totalThru;
2122 double rhs;
2123 double value;
2124 double lower;
2125 double upper;
2126 double cost;
2127 int type;
2128 int row;
2129 int sequence;
2130 int printing;
2131 int change;
2132} clpUserStruct;
2133#endif
2134#endif
2135
2136/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
2137*/
#define NUMBER_THREADS
#define COIN_RESTRICT
void ClpSimplexUnitTest(const std::string &mpsDir)
A function that tests the methods in the ClpSimplex class.
#define CLP_INFEAS_SAVE
Last few infeasibilities.
#define abcState
Constraint Abstract Base Class.
This is a tiny class where data can be saved round calls.
Base class for Clp disaster handling.
Dual Row Pivot Abstract Base Class.
Base class for Clp event handling.
This just implements CoinFactorization when an ClpMatrixBase object is passed.
Abstract base class for Clp Matrices.
int numberColumns_
Number of columns.
unsigned char * status_
Status (i.e.
double * rowUpper_
Row upper.
double * rowLower_
Row lower.
double * columnUpper_
Column Upper.
double * rowObjective() const
Row Objective.
Definition ClpModel.hpp:745
int numberColumns() const
Definition ClpModel.hpp:332
int numberRows() const
Number of rows.
Definition ClpModel.hpp:319
CoinPackedMatrix * matrix() const
Matrix (if not ClpPackedmatrix be careful about memory leak.
Definition ClpModel.hpp:772
double objectiveValue_
Objective value.
int solveType() const
Solve type - 1 simplex, 2 simplex interface, 3 Interior.
Definition ClpModel.hpp:391
double * columnLower_
Column Lower.
ClpEventHandler * eventHandler() const
Event handler.
void dropNames()
Drops names - makes lengthnames 0 and names empty.
Primal Column Pivot Abstract Base Class.
For saving extra information to see if looping.
Definition ClpSolve.hpp:310
This solves LPs using the simplex method.
int directionOut() const
double alpha() const
Alpha (pivot element) for use by classes e.g. steepestedge.
friend void ClpSimplexUnitTest(const std::string &mpsDir)
A function that tests the methods in the ClpSimplex class.
double * infeasibilityRay(bool fullRay=false) const
Infeasibility/unbounded ray (NULL returned if none/wrong) Up to user to use delete [] on these arrays...
void forceFactorization(int value)
Force re-factorization early.
double upperIn_
Upper Bound on In variable.
void setRowSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of rows simultaneously
void setColLower(int elementIndex, double elementValue)
Set a single column lower bound Use -DBL_MAX for -infinity.
int initialSolve(ClpSolve &options)
General solve algorithm which can do presolve.
void unpackPacked(CoinIndexedVector *rowArray)
Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies sc...
void returnModel(ClpSimplex &otherModel)
Return model - updates any scalars.
int cleanup(int cleanupScaling)
When scaling is on it is possible that the scaled problem is feasible but the unscaled is not.
double sumDualInfeasibilities_
Sum of dual infeasibilities.
int pivot()
Pivot in a variable and out a variable.
void setAutomaticScaling(bool onOff)
void setValueOut(double value)
Set value of out variable.
double upper(int sequence)
double valueIn() const
Value of In variable.
int algorithm() const
Current (or last) algorithm.
void createRim1(bool initial)
Does rows and columns.
int loadProblem(CoinModel &modelObject, bool keepSolution=false)
This loads a model from a coinModel object - returns number of errors.
int baseIteration_
Iteration when we entered dual or primal.
int writeBasis(const char *filename, bool writeValues=false, int formatType=0) const
Write the basis in MPS format to the specified file.
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.
void deleteBaseModel()
Switch off base model.
double alpha_
Alpha (pivot element)
double valueOut() const
Value of Out variable.
void setFactorizationFrequency(int value)
double largestPrimalError() const
Largest error on Ax-b.
int lastFlaggedIteration_
So we know when to open up again.
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.
int initialDualSolve()
Dual initial solve.
void removeSuperBasicSlacks(int threshold=0)
Try simple crash like techniques to remove super basic slacks but only if > threshold.
void setSumOfRelaxedPrimalInfeasibilities(double value)
void setAlphaAccuracy(double value)
int solve(CoinStructuredModel *model)
Solve using structure of model and maybe in parallel.
CoinIndexedVector * rowArray_[6]
Useful row length arrays.
void setColumnUpper(int elementIndex, double elementValue)
Set a single column upper bound Use DBL_MAX for infinity.
double sumOfRelaxedPrimalInfeasibilities_
Sum of Primal infeasibilities using tolerance based on error in primals.
void stopFastDual2(ClpNodeStuff *stuff)
Stops Fast dual2.
double * rowActivityWork_
Row activities - working copy.
int fathom(void *stuff)
Fathom - 1 if solution.
int startFastDual2(ClpNodeStuff *stuff)
Starts Fast dual2.
ClpDualRowPivot * dualRowPivot_
dual row pivot choice
double * rowObjectiveWork_
Row objective - working copy.
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 setColL...
void setColumnBounds(int elementIndex, double lower, double upper)
Set a single column lower and upper bound.
double cost(int sequence)
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 bu...
~ClpSimplex()
Destructor.
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 quadr...
void setActive(int iRow)
To say row active in primal pivot row choice.
void getBInvARow(int row, double *z, double *slack=NULL)
Get a row of the tableau (slack part in slack if not NULL)
void setDirectionIn(int direction)
Set directionIn or Out.
void setColumnLower(int elementIndex, double elementValue)
Set a single column lower bound Use -DBL_MAX for -infinity.
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 o...
int * pivotVariable() const
Basic variables pivoting on which rows.
Status
enums for status of various sorts.
ClpSimplex & operator=(const ClpSimplex &rhs)
Assignment operator. This copies the data.
void setObjCoeff(int elementIndex, double elementValue)
Set an objective function coefficient.
void setDualRowPivotAlgorithm(ClpDualRowPivot &choice)
Sets row pivot choice algorithm in dual.
void setSparseFactorization(bool value)
int reducedGradient(int phase=0)
Solves non-linear using reduced gradient.
double zeroTolerance_
Zero tolerance.
void clearPerturbed(int iSequence)
void setPerturbed(int iSequence)
To say perturbed.
int numberTimesOptimal_
Number of times code has tentatively thought optimal.
double & reducedCostAddress(int sequence)
CoinWarmStartBasis * getBasis() const
Returns a basis (to be deleted by user)
double infeasibilityCost_
Weight assigned to being infeasible in primal.
bool primalFeasible() const
If problem is primal feasible.
void computePrimals(const double *rowActivities, const double *columnActivities)
Computes primals from scratch.
double & costAddress(int sequence)
Return address of row or column cost.
void defaultFactorizationFrequency()
If user left factorization frequency then compute.
void gutsOfCopy(const ClpSimplex &rhs)
Does most of copying.
int loadProblem(CoinStructuredModel &modelObject, bool originalOrder=true, bool keepSolution=false)
This loads a model from a CoinStructuredModel object - returns number of errors.
double alphaAccuracy() const
Initial value for alpha accuracy calculation (-1.0 off)
int baseIteration() const
Iteration when we entered dual or primal.
double upperOut_
Upper Bound on Out variable.
double primalTolerance_
Current primal tolerance for algorithm.
FakeBound getFakeBound(int sequence) const
void setRowStatus(int sequence, Status newstatus)
Status getRowStatus(int sequence) const
double * lower_
Working copy of lower bounds (Owner of arrays below)
ClpFactorization * swapFactorization(ClpFactorization *factorization)
int gutsOfSolution(double *givenDuals, const double *givenPrimals, bool valuesPass=false)
May change basis and then returns number changed.
void generateCpp(FILE *fp, bool defaultFactor=false)
Create C++ lines to get to current state.
double sumPrimalInfeasibilities() const
Sum of primal infeasibilities.
double bestPossibleImprovement_
Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (...
void setStatus(int sequence, Status newstatus)
double zeroTolerance() const
Get zero tolerance.
void setPrimalColumnPivotAlgorithm(ClpPrimalColumnPivot &choice)
Sets column pivot choice algorithm in primal.
double * lowerRegion() const
ClpFactorization * getEmptyFactorization()
Gets clean and emptyish factorization.
int numberRefinements() const
How many iterative refinements to do.
int internalFactorize(int solveType)
Factorizes using current basis.
void deleteRim(int getRidOfFactorizationData=2)
releases above arrays and does solution scaling out.
double currentDualTolerance() const
Current dual tolerance.
void setSumPrimalInfeasibilities(double value)
void unmarkHotStart(void *saveStuff)
Delete the snapshot.
int saveModel(const char *fileName)
Save model to file, returns 0 if success.
ClpSimplex * fastCrunch(ClpNodeStuff *stuff, int mode)
Deals with crunch aspects mode 0 - in 1 - out with solution 2 - out without solution returns small mo...
double * savedSolution_
Saved version of solution.
double valueIn_
Value of In variable.
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).
int vectorMode_
Vector mode - try and use vector instructions.
int pivotRow() const
Pivot Row for use by classes e.g. steepestedge.
double acceptablePivot_
Acceptable pivot value just after factorization.
int * pivotVariable_
Basic variables pivoting on which rows.
double valueOut_
Value of Out variable.
int numberChanged_
Can be used for count of changed costs (dual) or changed bounds (primal)
double theta() const
Theta (pivot change)
double largestDualError() const
Largest error on basic duals.
int numberRefinements_
How many iterative refinements to do.
void getBInvACol(int col, double *vec)
Get a column of the tableau.
ClpSimplex * baseModel() const
See if we have base model.
int vectorMode() const
Get vector mode.
void setZeroTolerance(double value)
Set zero tolerance.
void originalModel(ClpSimplex *miniModel)
This copies back stuff from miniModel and then deletes miniModel.
void setColBounds(int elementIndex, double newlower, double newupper)
Set a single column lower and upper bound.
int sequenceOut_
Sequence of Out variable.
int lastGoodIteration_
Last good iteration (immediately after a re-factorization)
double minimumPrimalTolerance_
Minimum primal tolerance.
int changeMade_
If change has been made (first attempt at stopping looping)
int progressFlag() const
Progress flag - at present 0 bit says artificials out.
int initialBarrierSolve()
Barrier initial solve.
bool active(int iRow) const
void checkBothSolutions()
This sets sum and number of infeasibilities (Dual and Primal)
int perturbation_
Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes ...
void finish(int startFinishOptions=0)
int pivotRow_
Pivot Row.
friend class OsiCLPSolverInterface
And OsiCLP.
int readLp(const char *filename, const double epsilon=1e-5)
Read file in LP format from file with name filename.
double doubleCheck()
Double checks OK.
void setNumberRefinements(int value)
void miniPostsolve(const ClpSimplex *presolvedModel, void *info)
After mini presolve.
int directionOut_
Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.
void setRowUpper(int elementIndex, double elementValue)
Set a single row upper bound Use DBL_MAX for infinity.
double dualBound_
Dual bound.
void setDirectionOut(int direction)
double moveTowardsPrimalFeasible()
Try simple crash like techniques to get closer to primal feasibility returns final sum of infeasibili...
double * rowUpperWork_
Row upper bounds - working copy.
void setSumOfRelaxedDualInfeasibilities(double value)
bool initialDenseFactorization() const
int dontFactorizePivots_
If may skip final factorize then allow up to this pivots (default 20)
int fathomMany(void *stuff)
Do up to N deep - returns -1 - no solution nNodes_ valid nodes >= if solution and that node gives sol...
bool flagged(int sequence) const
void miniSolve(char *rowType, char *columnType, int algorithm, int startUp)
mini presolve and solve
bool sparseFactorization() const
Sparsity on or off.
int forceFactorization() const
Force re-factorization early value.
void unpack(CoinIndexedVector *rowArray) const
Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed.
double * costRegion(int section) const
void setNonLinearCost(ClpNonLinearCost &nonLinearCost)
Set pointer to details of costs.
int perturbation() const
Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - ver...
double sumPrimalInfeasibilities_
Sum of primal infeasibilities.
double * lowerRegion(int section) const
int dual(int ifValuesPass=0, int startFinishOptions=0)
Dual algorithm - see ClpSimplexDual.hpp for method.
double * reducedCostWork_
Possible scaled reduced costs.
void setLowerOut(double value)
Set lower of out variable.
void setFactorization(ClpFactorization &factorization)
Passes in factorization.
int automaticScale_
Automatic scaling of objective and rhs and bounds.
CoinIndexedVector * columnArray_[6]
Useful column length arrays.
int pivotResultPart2(int algorithm, int state)
Do actual pivot state is 0 if need tableau column, 1 if in rowArray_[1].
int readBasis(const char *filename)
Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values.
int sequenceIn() const
Return sequence In or Out.
double & lowerAddress(int sequence)
Return address of row or column lower bound.
int progressFlag_
Progress flag - at present 0 bit says artificials out, 1 free in.
void markHotStart(void *&saveStuff)
Create a hotstart point of the optimization process.
void setEmptyFactorization()
May delete or may make clean and emptyish factorization.
int sequenceOut() const
void moveInfo(const ClpSimplex &rhs, bool justStatus=false)
Move status and solution across.
double sumOfRelaxedPrimalInfeasibilities() const
Sum of relaxed primal infeasibilities.
ClpDisasterHandler * disasterHandler() const
Get disaster handler.
void createStatus()
Set up status array (can be used by OsiClp).
unsigned char * saveStatus_
Saved status regions.
int sequenceWithin(int sequence) const
Returns sequence number within section.
double * columnActivityWork_
Column activities - working copy.
void setDualOut(double value)
Set dual value of out variable.
Status getStatus(int sequence) const
void setCurrentPrimalTolerance(double value)
ClpSimplex(ClpSimplex *wholeModel, int numberColumns, const int *whichColumns)
This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex.
int primal(int ifValuesPass=0, int startFinishOptions=0)
Primal algorithm - see ClpSimplexPrimal.hpp for method.
bool automaticScaling() const
If automatic scaling on.
double allowedInfeasibility_
void createRim5(bool initial)
Does rows and columns and objective.
double scaleObjective(double value)
If input negative scales objective so maximum <= -value and returns scale factor used.
void gutsOfDelete(int type)
Does most of deletion (0 = all, 1 = most, 2 most + factorization)
double * djRegion(int section) const
void setSumDualInfeasibilities(double value)
void setNumberDualInfeasibilities(int value)
int numberDualInfeasibilities_
Number of dual infeasibilities.
int barrier(bool crossover=true)
Solves using barrier (assumes you have good cholesky factor code).
void setCurrentDualTolerance(double value)
void clearPivoted(int sequence)
bool dualFeasible() const
If problem is dual feasible.
double reducedCost(int sequence)
int numberPrimalInfeasibilities() const
Number of primal infeasibilities.
double averageInfeasibility_[CLP_INFEAS_SAVE]
double largeValue_
Large bound value (for complementarity etc)
int directionIn_
Direction of In, 1 going up, -1 going down, 0 not a clue.
double * solutionRegion() const
Return region as single array.
double * rowLowerWork_
Row lower bounds - working copy.
void copyEnabledStuff(const ClpSimplex *rhs)
Copy across enabled stuff from one solver to another.
int initialPrimalSolve()
Primal initial solve.
void setInitialDenseFactorization(bool onOff)
Normally the first factorization does sparse coding because the factorization could be singular.
int numberDegeneratePivots_
Number of degenerate pivots since last perturbed.
int fastDual2(ClpNodeStuff *stuff)
Like Fast dual.
void setLargestDualError(double value)
Largest error on basic duals.
int readGMPL(const char *filename, const char *dataName, bool keepNames=false)
Read GMPL files from the given filenames.
ClpSimplex(const ClpSimplex &rhs, int scalingMode=-1)
Copy constructor.
int factorize()
Factorizes using current basis. For external use.
double * upperRegion(int section) const
void setSequenceOut(int sequence)
int columnPrimalSequence_
Sequence of worst (-1 if feasible)
bool goodAccuracy() const
Returns true if model looks OK.
void computeObjectiveValue(bool useWorkingSolution=false)
Compute objective value from solution and put in objectiveValue_.
double bestPossibleImprovement() const
Best possible improvement using djs (primal) or obj change by flipping bounds to make dual feasible (...
double upperIn() const
Upper Bound on In variable.
bool isObjectiveLimitTestValid() const
Return true if the objective limit test can be relied upon.
int rowPrimalSequence_
Sequence of worst (-1 if feasible)
ClpPrimalColumnPivot * primalColumnPivot_
primal column pivot choice
void computeDuals(double *givenDjs)
Computes duals from scratch.
double valueIncomingDual() const
value of incoming variable (in Dual)
void setAlgorithm(int value)
Set algorithm.
int initialSolve()
Default initial solve.
void borrowModel(ClpModel &otherModel)
Borrow model.
double infeasibilityCost() const
Infeasibility cost.
int algorithm_
Algorithm >0 == Primal, <0 == Dual.
int solveBenders(CoinStructuredModel *model, ClpSolve &options)
Solve using Benders decomposition and maybe in parallel.
void setPivoted(int sequence)
void borrowModel(ClpSimplex &otherModel)
int spareIntArray_[4]
Spare int array for passing information [0]!=0 switches on.
int moreSpecialOptions() const
Return more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolv...
int lastBadIteration() const
So we know when to be cautious.
void setLastBadIteration(int value)
Set so we know when to be cautious.
ClpFactorization * factorization_
factorization
ClpDataSave saveData()
Save data.
double lowerIn() const
Lower Bound on In variable.
int numberExtraRows() const
Number of extra rows.
double dualOut() const
Dual value of Out variable.
void getBasics(int *index)
Get basic indices (order of indices corresponds to the order of elements in a vector retured by getBI...
void createRim4(bool initial)
Does objective.
int numberDualInfeasibilitiesWithoutFree_
Number of dual infeasibilities (without free)
double computeInternalObjectiveValue()
Compute minimization objective value from internal solution without perturbation.
int getSolution()
Given an existing factorization computes and checks primal and dual solutions.
Status getColumnStatus(int sequence) const
int maximumBasic_
Maximum number of basic variables - can be more than number of rows if GUB.
double * djRegion() const
double * solution_
Working copy of primal solution (Owner of arrays below)
double incomingInfeasibility_
For advanced use.
double * upper_
Working copy of upper bounds (Owner of arrays below)
double * solutionRegion(int section) const
Return row or column sections - not as much needed as it once was.
void clearFlagged(int sequence)
ClpSimplex * baseModel_
A copy of model with certain state - normally without cuts.
double lowerOut_
Lower Bound on Out variable.
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.
void allSlackBasis(bool resetSolution=false)
Sets up all slack basis and resets solution to as it was after initial load or readMps.
int getSolution(const double *rowActivities, const double *columnActivities)
Given an existing factorization computes and checks primal and dual solutions.
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),...
int directionIn() const
Return direction In or Out.
int primalPivotResult()
Pivot in a variable and choose an outgoing one.
void setRowLower(int elementIndex, double elementValue)
Set a single row lower bound Use -DBL_MAX for -infinity.
int tightenPrimalBounds(double factor=0.0, int doTight=0, bool tightIntegers=false)
Tightens primal bounds to make dual faster.
double & solutionAddress(int sequence)
Return address of row or column values.
void setTheta(double value)
Set theta of out variable.
ClpFactorization * factorization() const
factorization
bool pivoted(int sequence) const
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 i...
int moreSpecialOptions_
More special options - see set for details.
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).
void solveFromHotStart(void *saveStuff)
Optimize starting from the hotstart.
double * upperRegion() const
int cleanPrimalSolution(double exactMultiple)
Clean primal solution If you expect solution to only have exact multiples of "exactMultiple" then thi...
int numberDualInfeasibilitiesWithoutFree() const
Number of dual infeasibilities (without free)
double largeValue() const
Large bound value (for complementarity etc)
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 ...
int primalRanging(int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease)
Primal ranging.
void unpackPacked(CoinIndexedVector *rowArray, int sequence)
Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumn...
double theta_
Theta (pivot change)
double * rowReducedCost_
Reduced costs of slacks not same as duals (or - duals)
CoinIndexedVector * rowArray(int index) const
Useful row length arrays (0,1,2,3,4,5)
void setUpperOut(double value)
Set upper of out variable.
int numberExtraRows_
Number of extra rows.
void setColSetBounds(const int *indexFirst, const int *indexLast, const double *boundList)
Set the bounds on a number of columns simultaneously
void getBInvCol(int col, double *vec)
Get a column of the basis inverse.
ClpDualRowPivot * dualRowPivot() const
dual row pivot choice
void getBInvRow(int row, double *z)
Get a row of the basis inverse.
int readMps(const char *filename, bool keepNames=false, bool ignoreErrors=false)
Read an mps file from the given filename.
void setPerturbation(int value)
double * objectiveWork_
Column objective - working copy.
void cleanStatus()
Clean up status.
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 checkDualSolution()
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual)
int sequenceIn_
Sequence of In variable.
double * cost_
Working copy of objective (Owner of arrays below)
double dualTolerance_
Current dual tolerance for algorithm.
void copyFactorization(ClpFactorization &factorization)
Copies in factorization to existing one.
void resize(int newNumberRows, int newNumberColumns)
Resizes rim part of model.
void add(double *array, int column, double multiplier) const
Adds multiple of a column into an array.
void setObjectiveCoefficient(int elementIndex, double elementValue)
Set an objective function coefficient.
void setFakeBound(int sequence, FakeBound fakeBound)
ClpSimplex * miniPresolve(char *rowType, char *columnType, void **info)
Mini presolve (faster) Char arrays must be numberRows and numberColumns long on entry second part mus...
int numberFake_
Can be used for count of fake bounds (dual) or fake costs (primal)
double spareDoubleArray_[4]
Spare double array for passing information [0]!=0 switches on.
void setInfeasibilityCost(double value)
void setToBaseModel(ClpSimplex *model=NULL)
Reset to base model (just size and arrays needed) If model NULL use internal copy.
bool perturbed(int iSequence) const
void setValuesPassAction(double incomingInfeasibility, double allowedInfeasibility)
For advanced use.
double upperOut() const
Upper of out variable.
double sumDualInfeasibilities() const
Sum of dual infeasibilities.
void setMoreSpecialOptions(int value)
Set more special options 1 bit - if presolve says infeasible in ClpSolve return 2 bit - if presolved ...
void clearActive(int iRow)
double currentPrimalTolerance() const
Current primal tolerance.
double * costRegion() const
double * dj_
Working copy of reduced costs (Owner of arrays below)
double originalUpper(int iSequence) const
Return original lower bound.
int crash(double gap, int pivot)
Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dua...
void checkPrimalSolution(const double *rowActivities=NULL, const double *columnActivies=NULL)
This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal)
int forceFactorization_
Now for some reliability aids This forces re-factorization early.
double dualIn() const
Reduced cost of last incoming for use by classes e.g. steepestedge.
double largestDualError_
Largest error on basic duals.
void setDisasterHandler(ClpDisasterHandler *handler)
Objective value.
double & upperAddress(int sequence)
Return address of row or column upper bound.
void setRowBounds(int elementIndex, double lower, double upper)
Set a single row lower and upper bound.
void setVectorMode(int value)
Set vector mode.
ClpDisasterHandler * disasterArea_
Disaster handler.
ClpSimplex(bool emptyMessages=false)
Default constructor.
CoinIndexedVector * columnArray(int index) const
Useful column length arrays (0,1,2,3,4,5)
void setLargestPrimalError(double value)
Largest error on Ax-b.
double originalLower(int iSequence) const
Return original lower bound.
int maximumBasic() const
Maximum number of basic variables - can be more than number of rows if GUB.
double lowerOut() const
Lower of out variable.
void setAlpha(double value)
void setDualBound(double value)
void setFlagged(int sequence)
To flag a variable (not inline to allow for column generation)
ClpNonLinearCost * nonLinearCost() const
Return pointer to details of costs.
ClpPrimalColumnPivot * primalColumnPivot() const
primal column pivot choice
double dualOut_
Infeasibility (dual) or ? (primal) of Out variable.
int nonlinearSLP(int numberPasses, double deltaTolerance)
Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterati...
void checkUnscaledSolution()
Check unscaled primal solution but allow for rounding error.
int startup(int ifValuesPass, int startFinishOptions=0)
Common bits of coding for dual and primal.
double lowerIn_
Lower Bound on In variable.
void setNumberPrimalInfeasibilities(int value)
bool sanityCheck()
Sanity check on input rim data (after scaling) - returns true if okay.
void setDualIn(double value)
Set reduced cost of last incoming to force error.
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.
int lastBadIteration_
So we know when to be cautious.
ClpNonLinearCost * nonLinearCost_
Very wasteful way of dealing with infeasibilities in primal.
void setColumnStatus(int sequence, Status newstatus)
int isColumn(int sequence) const
Returns 1 if sequence indicates column.
double sumOfRelaxedDualInfeasibilities_
Sum of Dual infeasibilities using tolerance based on error in duals.
int cleanFactorization(int ifValuesPass)
Get a clean factorization - i.e.
int numberDualInfeasibilities() const
Number of dual infeasibilities.
ClpSimplexProgress progress_
For dealing with all issues of cycling etc.
void setColUpper(int elementIndex, double elementValue)
Set a single column upper bound Use DBL_MAX for infinity.
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.
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.
int dualPivotResultPart1()
Pivot out a variable and choose an incoing one.
void setPivotRow(int value)
double primalToleranceToGetOptimal_
Primal tolerance needed to make dual feasible (<largeTolerance)
double * columnLowerWork_
Column lower bounds - working copy.
double dualBound() const
Dual bound.
void makeBaseModel()
Save a copy of model with certain state - normally without cuts.
int initialBarrierNoCrossSolve()
Barrier initial solve, not to be followed by crossover.
void checkSolutionInternal()
Just check solution (for internal use) - sets sum of infeasibilities etc.
int numberPrimalInfeasibilities_
Number of primal infeasibilities.
ClpSimplexProgress * progress()
For dealing with all issues of cycling etc.
void setSequenceIn(int sequence)
Set sequenceIn or Out.
int restoreModel(const char *fileName)
Restore model from file, returns 0 if success, deletes current model.
int firstFree_
First free/super-basic variable (-1 if none)
void unpack(CoinIndexedVector *rowArray, int sequence) const
Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies sc...
int maximumPerturbationSize_
Maximum perturbation array size (take out when code rewritten)
int dualDebug(int ifValuesPass=0, int startFinishOptions=0)
void setLargeValue(double value)
bool statusOfProblem(bool initial=false)
Factorizes and returns true if optimal.
void checkSolution(int setToBounds=0)
Just check solution (for external use) - sets sum of infeasibilities etc.
int solveDW(CoinStructuredModel *model, ClpSolve &options)
Solve using Dantzig-Wolfe decomposition and maybe in parallel.
ClpSimplex(const ClpModel &rhs, int scalingMode=-1)
Copy constructor from model.
void passInEventHandler(const ClpEventHandler *eventHandler)
Pass in Event handler (cloned and deleted at end)
double solution(int sequence)
Return row or column values.
void restoreData(ClpDataSave saved)
Restore data.
double dualIn_
Reduced cost of In variable.
int housekeeping(double objectiveChange)
This does basis housekeeping and does values for in/out variables.
double lower(int sequence)
int dualRanging(int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease, double *valueIncrease=NULL, double *valueDecrease=NULL)
Dual ranging.
void getbackSolution(const ClpSimplex &smallModel, const int *whichRow, const int *whichColumn)
Puts solution back into small model.
bool startPermanentArrays()
Start or reset using maximumRows_ and Columns_ - true if change.
double sumOfRelaxedDualInfeasibilities() const
Sum of relaxed dual infeasibilities.
double bestObjectiveValue_
"Best" objective value
double rawObjectiveValue() const
Raw objective value (so always minimize in primal)
double * perturbationArray_
Perturbation array (maximumPerturbationSize_)
int factorizationFrequency() const
Factorization frequency.
double largestPrimalError_
Largest error on Ax-b.
double * columnUpperWork_
Column upper bounds - working copy.
double alphaAccuracy_
For computing whether to re-factorize.
This is a very simple class to guide algorithms.
Definition ClpSolve.hpp:20
const unsigned char *COIN_RESTRICT status
double bestPossible
const CoinBigIndex *COIN_RESTRICT start
const int *COIN_RESTRICT pivotVariable
int *COIN_RESTRICT index
double acceptablePivot
const double *COIN_RESTRICT upper
const double *COIN_RESTRICT cost
double dualTolerance
const int *COIN_RESTRICT row
const double *COIN_RESTRICT lower
const double *COIN_RESTRICT element
double *COIN_RESTRICT spare
double *COIN_RESTRICT infeas
int *COIN_RESTRICT which
double *COIN_RESTRICT solution
double primalRatio
double *COIN_RESTRICT work
int numberInfeasibilities
double *COIN_RESTRICT reducedCost
double upperTheta