20#include "CoinIndexedVector.hpp"
24class CoinFactorization;
25class CoinIndexedVector;
28class CoinStructuredModel;
30class CoinWarmStartBasis;
38#ifndef CLP_INHERIT_MODE
39#define CLP_INHERIT_MODE 1
41#ifndef ABC_CLP_DEFAULTS
42#define ABC_CLP_DEFAULTS 0
45#undef ABC_CLP_DEFAULTS
46#define ABC_CLP_DEFAULTS 1
67#define LONG_REGION_2 1
85#define LONG_REGION_2 1
154 bool dropNames =
true,
bool dropIntegers =
true,
155 bool fixOthers =
false);
165 bool dropNames =
true,
bool dropIntegers =
true,
166 bool fixOthers =
false);
180 inline void setAbcState(
int state)
188 inline void setAbcSimplex(
AbcSimplex *simplex)
190 abcSimplex_ = simplex;
195 int doAbcPrimal(
int ifValuesPass);
233 const double *collb,
const double *colub,
235 const double *rowlb,
const double *rowub,
238 const double *collb,
const double *colub,
240 const double *rowlb,
const double *rowub,
246 const CoinBigIndex *start,
const int *index,
248 const double *collb,
const double *colub,
250 const double *rowlb,
const double *rowub,
254 const CoinBigIndex *start,
const int *index,
255 const double *value,
const int *length,
256 const double *collb,
const double *colub,
258 const double *rowlb,
const double *rowub,
264 int loadProblem(CoinModel &modelObject,
bool keepSolution =
false);
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);
280 const char *extension =
"lp",
281 double epsilon = 1e-5,
282 int numberAcross = 10,
284 double objSense = 0.0,
285 bool useRowNames =
true)
const;
340 int dual(
int ifValuesPass = 0,
int startFinishOptions = 0);
342 int dualDebug(
int ifValuesPass = 0,
int startFinishOptions = 0);
353 int primal(
int ifValuesPass = 0,
int startFinishOptions = 0);
366 int numberPasses,
double deltaTolerance);
374 int solve(CoinStructuredModel *model);
391 bool originalOrder =
true,
bool keepSolution =
false);
439 double *costIncrease,
int *sequenceIncrease,
440 double *costDecrease,
int *sequenceDecrease,
441 double *valueIncrease = NULL,
double *valueDecrease = NULL);
457 double *valueIncrease,
int *sequenceIncrease,
458 double *valueDecrease,
int *sequenceDecrease);
470 const CoinBigIndex *start,
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);
524 bool writeValues =
false,
525 int formatType = 0)
const;
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);
652 int startup(
int ifValuesPass,
int startFinishOptions = 0);
815 inline CoinIndexedVector *
rowArray(
int index)
const
833 const double *columnActivities);
845 const double *
lower,
const double *gradient);
884 const double *columnActivities);
887 int column,
double multiplier)
const;
914#ifndef CLP_USER_DRIVEN
925 const double *columnActivies = NULL);
953 double allowedInfeasibility);
1092#ifndef CLP_USER_DRIVEN
1101 const double *givenPrimals,
1102 bool valuesPass =
false);
1118 bool createRim(
int what,
bool makeRowCopy =
false,
int startFinishOptions = 0);
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);
1315 return dj_[sequence];
1319 return dj_[sequence];
1341 return cost_[sequence];
1346 return cost_[sequence];
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));
1483 st_byte =
static_cast< unsigned char >(st_byte & ~7);
1484 st_byte =
static_cast< unsigned char >(st_byte | newstatus);
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);
1502 status_[sequence] =
static_cast< unsigned char >(
status_[sequence] | 32);
1506 status_[sequence] =
static_cast< unsigned char >(
status_[sequence] & ~32);
1510 return (((
status_[sequence] >> 5) & 1) != 0);
1516 status_[sequence] =
static_cast< unsigned char >(
status_[sequence] & ~64);
1520 return ((
status_[sequence] & 64) != 0);
1525 status_[iRow] =
static_cast< unsigned char >(
status_[iRow] | 128);
1529 status_[iRow] =
static_cast< unsigned char >(
status_[iRow] & ~128);
1533 return ((
status_[iRow] & 128) != 0);
1538 status_[iSequence] =
static_cast< unsigned char >(
status_[iSequence] | 128);
1542 status_[iSequence] =
static_cast< unsigned char >(
status_[iSequence] & ~128);
1546 return ((
status_[iSequence] & 128) != 0);
1680 const int *indexLast,
1681 const double *boundList);
1698 double newlower,
double newupper)
1710 const int *indexLast,
1711 const double *boundList)
1735 const int *indexLast,
1736 const double *boundList);
1738 void resize(
int newNumberRows,
int newNumberColumns);
1818#define CLP_INFEAS_SAVE 5
1955#define CLP_ABC_WANTED 1
1956#define CLP_ABC_WANTED_PARALLEL 2
1957#define CLP_ABC_FULL_DONE 8
1960#define CLP_ABC_BEEN_FEASIBLE 65536
1989#define DEVEX_TRY_NORM 1.0e-4
1990#define DEVEX_ADD_ONE 1.0
1991#if defined(ABC_INHERIT) || defined(THREADS_IN_ANALYZE)
2003class CoinPthreadStuff {
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)
2020#ifndef NUMBER_THREADS
2021#define NUMBER_THREADS 8
2024 inline pthread_mutex_t *mutexPointer(
int which,
int thread = 0)
2026 return mutex_ + which + 3 * thread;
2028#ifdef PTHREAD_BARRIER_SERIAL_THREAD
2029 inline pthread_barrier_t *barrierPointer()
2034 inline int whichLocked(
int thread = 0)
const
2036 return locked_[thread];
2038 inline CoinThreadInfo *threadInfoPointer(
int thread = 0)
2040 return threadInfo_ + thread;
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);
2052#ifdef PTHREAD_BARRIER_SERIAL_THREAD
2053 pthread_barrier_t barrier_;
2061void *clp_parallelManager(
void *stuff);
2096void moveAndZero(
clpTempInfo *info,
int type,
void *extra);
2099#if ABCSTATE_LITE == 2
2102extern int abcState_;
2108inline void setAbcState(
int state)
2117#ifdef CLP_USER_DRIVEN
void ClpSimplexUnitTest(const std::string &mpsDir)
A function that tests the methods in the ClpSimplex class.
#define CLP_INFEAS_SAVE
Last few infeasibilities.
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.
int numberColumns() const
int numberRows() const
Number of rows.
CoinPackedMatrix * matrix() const
Matrix (if not ClpPackedmatrix be careful about memory leak.
double objectiveValue_
Objective value.
int solveType() const
Solve type - 1 simplex, 2 simplex interface, 3 Interior.
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.
This solves LPs using the simplex method.
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...
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)
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.
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.
const unsigned char *COIN_RESTRICT status
const CoinBigIndex *COIN_RESTRICT start
const int *COIN_RESTRICT pivotVariable
const double *COIN_RESTRICT upper
const double *COIN_RESTRICT cost
const int *COIN_RESTRICT row
const double *COIN_RESTRICT lower
const double *COIN_RESTRICT element
double *COIN_RESTRICT spare
double *COIN_RESTRICT infeas
double *COIN_RESTRICT solution
double *COIN_RESTRICT work
int numberInfeasibilities
double *COIN_RESTRICT reducedCost