Clp 1.17.5
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ClpQuadraticObjective.hpp
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1/* $Id: ClpQuadraticObjective.hpp 2385 2019-01-06 19:43:06Z unxusr $ */
2// Copyright (C) 2003, 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#ifndef ClpQuadraticObjective_H
7#define ClpQuadraticObjective_H
8
9#include "ClpObjective.hpp"
10#include "CoinPackedMatrix.hpp"
11
12//#############################################################################
13
19
20public:
22
23
30 virtual double *gradient(const ClpSimplex *model,
31 const double *solution, double &offset, bool refresh,
32 int includeLinear = 2);
34
36 virtual double reducedGradient(ClpSimplex *model, double *region,
37 bool useFeasibleCosts);
44 virtual double stepLength(ClpSimplex *model,
45 const double *solution,
46 const double *change,
47 double maximumTheta,
48 double &currentObj,
49 double &predictedObj,
50 double &thetaObj);
52 virtual double objectiveValue(const ClpSimplex *model, const double *solution) const;
53 virtual void resize(int newNumberColumns);
55 virtual void deleteSome(int numberToDelete, const int *which);
57 virtual void reallyScale(const double *columnScale);
61 virtual int markNonlinear(char *which);
62
64
66
67
69
72 const CoinBigIndex *start,
73 const int *column, const double *element,
74 int numberExtendedColumns_ = -1);
75
85 const int *whichColumns);
86
89
92
94 virtual ClpObjective *clone() const;
99 const int *whichColumns) const;
100
103 const CoinBigIndex *start,
104 const int *column, const double *element,
105 int numberExtendedColumns = -1);
106 void loadQuadraticObjective(const CoinPackedMatrix &matrix);
110
112
113 inline CoinPackedMatrix *quadraticObjective() const
114 {
115 return quadraticObjective_;
116 }
118 inline double *linearObjective() const
119 {
120 return objective_;
121 }
123 inline int numberExtendedColumns() const
124 {
126 }
128 inline int numberColumns() const
129 {
130 return numberColumns_;
131 }
133 inline bool fullMatrix() const
134 {
135 return fullMatrix_;
136 }
138
139 //---------------------------------------------------------------------------
140
141private:
144 CoinPackedMatrix *quadraticObjective_;
146 double *objective_;
148 double *gradient_;
156};
157
158#endif
159
160/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
161*/
Objective Abstract Base Class.
int type() const
Returns type (above 63 is extra information)
Quadratic Objective Class.
ClpQuadraticObjective(const double *linearObjective, int numberColumns, const CoinBigIndex *start, const int *column, const double *element, int numberExtendedColumns_=-1)
Constructor from objective.
ClpQuadraticObjective(const ClpQuadraticObjective &rhs, int type=0)
Copy constructor .
int numberExtendedColumns_
Also length of linear objective which could be bigger.
virtual ~ClpQuadraticObjective()
Destructor.
virtual double * gradient(const ClpSimplex *model, const double *solution, double &offset, bool refresh, int includeLinear=2)
Returns gradient.
bool fullMatrix() const
If a full or half matrix.
int numberColumns_
Useful to have number of columns about.
CoinPackedMatrix * quadraticObjective() const
Quadratic objective.
void loadQuadraticObjective(const CoinPackedMatrix &matrix)
virtual ClpObjective * clone() const
Clone.
bool fullMatrix_
True if full symmetric matrix, false if half.
ClpQuadraticObjective(const ClpQuadraticObjective &rhs, int numberColumns, const int *whichColumns)
Subset constructor.
CoinPackedMatrix * quadraticObjective_
virtual double objectiveValue(const ClpSimplex *model, const double *solution) const
Return objective value (without any ClpModel offset) (model may be NULL)
ClpQuadraticObjective & operator=(const ClpQuadraticObjective &rhs)
Assignment operator.
virtual double stepLength(ClpSimplex *model, const double *solution, const double *change, double maximumTheta, double &currentObj, double &predictedObj, double &thetaObj)
Returns step length which gives minimum of objective for solution + theta * change vector up to maxim...
int numberColumns() const
Number of columns in quadratic objective.
void deleteQuadraticObjective()
Get rid of quadratic objective.
int numberExtendedColumns() const
Length of linear objective which could be bigger.
virtual void resize(int newNumberColumns)
Resize objective.
double * linearObjective() const
Linear objective.
virtual void reallyScale(const double *columnScale)
Scale objective.
virtual int markNonlinear(char *which)
Given a zeroed array sets nonlinear columns to 1.
virtual void deleteSome(int numberToDelete, const int *which)
Delete columns in objective.
ClpQuadraticObjective()
Default Constructor.
void loadQuadraticObjective(const int numberColumns, const CoinBigIndex *start, const int *column, const double *element, int numberExtendedColumns=-1)
Load up quadratic objective.
virtual ClpObjective * subsetClone(int numberColumns, const int *whichColumns) const
Subset clone.
virtual double reducedGradient(ClpSimplex *model, double *region, bool useFeasibleCosts)
Resize objective.
This solves LPs using the simplex method.