Clp 1.16.9
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ClpMatrixBase.hpp
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1/* $Id: ClpMatrixBase.hpp 2078 2015-01-05 12:39:49Z forrest $ */
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#ifndef ClpMatrixBase_H
7#define ClpMatrixBase_H
8
9#include "CoinPragma.hpp"
10#include "CoinTypes.hpp"
11
12#include "CoinPackedMatrix.hpp"
13class CoinIndexedVector;
14class ClpSimplex;
15class ClpModel;
16// Compilers can produce better code if they know about __restrict
17#ifndef COIN_RESTRICT
18#ifdef COIN_USE_RESTRICT
19#define COIN_RESTRICT __restrict
20#else
21#define COIN_RESTRICT
22#endif
23#endif
24
39
40public:
44 virtual CoinPackedMatrix * getPackedMatrix() const = 0;
46 virtual bool isColOrdered() const = 0;
48 virtual CoinBigIndex getNumElements() const = 0;
50 virtual int getNumCols() const = 0;
52 virtual int getNumRows() const = 0;
53
58 virtual const double * getElements() const = 0;
64 virtual const int * getIndices() const = 0;
65
66 virtual const CoinBigIndex * getVectorStarts() const = 0;
68 virtual const int * getVectorLengths() const = 0 ;
70 virtual int getVectorLength(int index) const ;
72 virtual void deleteCols(const int numDel, const int * indDel) = 0;
74 virtual void deleteRows(const int numDel, const int * indDel) = 0;
75#ifndef CLP_NO_VECTOR
77 virtual void appendCols(int number, const CoinPackedVectorBase * const * columns);
79 virtual void appendRows(int number, const CoinPackedVectorBase * const * rows);
80#endif
84 virtual void modifyCoefficient(int row, int column, double newElement,
85 bool keepZero = false);
90 virtual int appendMatrix(int number, int type,
91 const CoinBigIndex * starts, const int * index,
92 const double * element, int numberOther = -1);
93
97 return NULL;
98 }
99
101 virtual CoinBigIndex countBasis(const int * whichColumn,
102 int & numberColumnBasic) = 0;
104 virtual void fillBasis(ClpSimplex * model,
105 const int * whichColumn,
106 int & numberColumnBasic,
107 int * row, int * start,
108 int * rowCount, int * columnCount,
109 CoinFactorizationDouble * element) = 0;
113 virtual int scale(ClpModel * , const ClpSimplex * = NULL) const {
114 return 1;
115 }
118 virtual void scaleRowCopy(ClpModel * ) const { }
120 virtual bool canGetRowCopy() const {
121 return true;
122 }
126 inline virtual ClpMatrixBase * scaledColumnCopy(ClpModel * ) const {
127 return this->clone();
128 }
129
141 double , double ,
142 int = 15) {
143 return true;
144 }
150 virtual void setDimensions(int numrows, int numcols);
154 virtual void rangeOfElements(double & smallestNegative, double & largestNegative,
155 double & smallestPositive, double & largestPositive);
156
159 virtual void unpack(const ClpSimplex * model, CoinIndexedVector * rowArray,
160 int column) const = 0;
165 virtual void unpackPacked(ClpSimplex * model,
166 CoinIndexedVector * rowArray,
167 int column) const = 0;
172 virtual int refresh(ClpSimplex * ) {
173 return 0;
174 }
175
176 // Really scale matrix
177 virtual void reallyScale(const double * rowScale, const double * columnScale);
183 virtual CoinBigIndex * dubiousWeights(const ClpSimplex * model, int * inputWeights) const;
186 virtual void add(const ClpSimplex * model, CoinIndexedVector * rowArray,
187 int column, double multiplier) const = 0;
189 virtual void add(const ClpSimplex * model, double * array,
190 int column, double multiplier) const = 0;
192 virtual void releasePackedMatrix() const = 0;
194 virtual bool canDoPartialPricing() const;
196 virtual int hiddenRows() const;
198 virtual void partialPricing(ClpSimplex * model, double start, double end,
199 int & bestSequence, int & numberWanted);
209 virtual int extendUpdated(ClpSimplex * model, CoinIndexedVector * update, int mode);
216 virtual void primalExpanded(ClpSimplex * model, int mode);
226 virtual void dualExpanded(ClpSimplex * model, CoinIndexedVector * array,
227 double * other, int mode);
247 virtual int generalExpanded(ClpSimplex * model, int mode, int & number);
251 virtual int updatePivot(ClpSimplex * model, double oldInValue, double oldOutValue);
255 virtual void createVariable(ClpSimplex * model, int & bestSequence);
258 virtual int checkFeasible(ClpSimplex * model, double & sum) const ;
260 double reducedCost(ClpSimplex * model, int sequence) const;
262 virtual void correctSequence(const ClpSimplex * model, int & sequenceIn, int & sequenceOut) ;
264
265 //---------------------------------------------------------------------------
273 virtual void times(double scalar,
274 const double * COIN_RESTRICT x, double * COIN_RESTRICT y) const = 0;
278 virtual void times(double scalar,
279 const double * COIN_RESTRICT x, double * COIN_RESTRICT y,
280 const double * COIN_RESTRICT rowScale,
281 const double * COIN_RESTRICT columnScale) const;
285 virtual void transposeTimes(double scalar,
286 const double * COIN_RESTRICT x, double * COIN_RESTRICT y) const = 0;
290 virtual void transposeTimes(double scalar,
291 const double * COIN_RESTRICT x, double * COIN_RESTRICT y,
292 const double * COIN_RESTRICT rowScale,
293 const double * COIN_RESTRICT columnScale,
294 double * COIN_RESTRICT spare = NULL) const;
295#if COIN_LONG_WORK
296 // For long double versions (aborts if not supported)
297 virtual void times(CoinWorkDouble scalar,
298 const CoinWorkDouble * COIN_RESTRICT x, CoinWorkDouble * COIN_RESTRICT y) const ;
299 virtual void transposeTimes(CoinWorkDouble scalar,
300 const CoinWorkDouble * COIN_RESTRICT x, CoinWorkDouble * COIN_RESTRICT y) const ;
301#endif
306 virtual void transposeTimes(const ClpSimplex * model, double scalar,
307 const CoinIndexedVector * x,
308 CoinIndexedVector * y,
309 CoinIndexedVector * z) const = 0;
314 virtual void subsetTransposeTimes(const ClpSimplex * model,
315 const CoinIndexedVector * x,
316 const CoinIndexedVector * y,
317 CoinIndexedVector * z) const = 0;
320 virtual bool canCombine(const ClpSimplex * ,
321 const CoinIndexedVector * ) const {
322 return false;
323 }
325 virtual void transposeTimes2(const ClpSimplex * model,
326 const CoinIndexedVector * pi1, CoinIndexedVector * dj1,
327 const CoinIndexedVector * pi2,
328 CoinIndexedVector * spare,
329 double referenceIn, double devex,
330 // Array for exact devex to say what is in reference framework
331 unsigned int * reference,
332 double * weights, double scaleFactor);
334 virtual void subsetTimes2(const ClpSimplex * model,
335 CoinIndexedVector * dj1,
336 const CoinIndexedVector * pi2, CoinIndexedVector * dj2,
337 double referenceIn, double devex,
338 // Array for exact devex to say what is in reference framework
339 unsigned int * reference,
340 double * weights, double scaleFactor);
345 virtual void listTransposeTimes(const ClpSimplex * model,
346 double * x,
347 int * y,
348 int number,
349 double * z) const;
351
352
354 virtual ClpMatrixBase * clone() const = 0;
360 int numberRows, const int * whichRows,
361 int numberColumns, const int * whichColumns) const;
363 virtual void backToBasics() {}
370 inline int type() const {
371 return type_;
372 }
374 void setType(int newtype) {
375 type_ = newtype;
376 }
382 virtual double * rhsOffset(ClpSimplex * model, bool forceRefresh = false,
383 bool check = false);
385 inline int lastRefresh() const {
386 return lastRefresh_;
387 }
389 inline int refreshFrequency() const {
390 return refreshFrequency_;
391 }
392 inline void setRefreshFrequency(int value) {
393 refreshFrequency_ = value;
394 }
396 inline bool skipDualCheck() const {
397 return skipDualCheck_;
398 }
399 inline void setSkipDualCheck(bool yes) {
400 skipDualCheck_ = yes;
401 }
404 inline int minimumObjectsScan() const {
405 return minimumObjectsScan_;
406 }
407 inline void setMinimumObjectsScan(int value) {
408 minimumObjectsScan_ = value;
409 }
411 inline int minimumGoodReducedCosts() const {
413 }
414 inline void setMinimumGoodReducedCosts(int value) {
416 }
418 inline double startFraction() const {
419 return startFraction_;
420 }
421 inline void setStartFraction(double value) {
422 startFraction_ = value;
423 }
425 inline double endFraction() const {
426 return endFraction_;
427 }
428 inline void setEndFraction(double value) {
429 endFraction_ = value;
430 }
432 inline double savedBestDj() const {
433 return savedBestDj_;
434 }
435 inline void setSavedBestDj(double value) {
436 savedBestDj_ = value;
437 }
439 inline int originalWanted() const {
440 return originalWanted_;
441 }
442 inline void setOriginalWanted(int value) {
443 originalWanted_ = value;
444 }
446 inline int currentWanted() const {
447 return currentWanted_;
448 }
449 inline void setCurrentWanted(int value) {
450 currentWanted_ = value;
451 }
453 inline int savedBestSequence() const {
454 return savedBestSequence_;
455 }
456 inline void setSavedBestSequence(int value) {
457 savedBestSequence_ = value;
458 }
460
461
462protected:
463
471public:
472 virtual ~ClpMatrixBase();
473protected:
474 // Copy
476 // Assignment
479
480
481protected:
488 double * rhsOffset_;
502 int type_;
518};
519// bias for free variables
520#define FREE_BIAS 1.0e1
521// Acceptance criteria for free variables
522#define FREE_ACCEPT 1.0e2
523
524#endif
#define COIN_RESTRICT
Abstract base class for Clp Matrices.
virtual void unpackPacked(ClpSimplex *model, CoinIndexedVector *rowArray, int column) const =0
Unpacks a column into an CoinIndexedvector in packed format Note that model is NOT const.
virtual bool isColOrdered() const =0
Whether the packed matrix is column major ordered or not.
virtual void transposeTimes(double scalar, const double *COIN_RESTRICT x, double *COIN_RESTRICT y, const double *COIN_RESTRICT rowScale, const double *COIN_RESTRICT columnScale, double *COIN_RESTRICT spare=NULL) const
And for scaling - default aborts for when scaling not supported (unless pointers NULL when as normal)
virtual const int * getIndices() const =0
A vector containing the minor indices of the elements in the packed matrix.
int lastRefresh() const
If rhsOffset used this is iteration last refreshed.
virtual void setDimensions(int numrows, int numcols)
Set the dimensions of the matrix.
virtual void releasePackedMatrix() const =0
Allow any parts of a created CoinPackedMatrix to be deleted.
virtual CoinBigIndex * dubiousWeights(const ClpSimplex *model, int *inputWeights) const
Given positive integer weights for each row fills in sum of weights for each column (and slack).
virtual const int * getVectorLengths() const =0
The lengths of the major-dimension vectors.
int trueSequenceIn_
True sequence in (i.e. from larger problem)
virtual ClpMatrixBase * reverseOrderedCopy() const
Returns a new matrix in reverse order without gaps Is allowed to return NULL if doesn't want to have ...
virtual int checkFeasible(ClpSimplex *model, double &sum) const
Just for debug if odd type matrix.
double savedBestDj_
Best reduced cost so far.
virtual double * rhsOffset(ClpSimplex *model, bool forceRefresh=false, bool check=false)
Returns effective RHS offset if it is being used.
void setEndFraction(double value)
int minimumGoodReducedCosts_
Partial pricing tuning parameter - minimum number of negative reduced costs to get.
virtual void add(const ClpSimplex *model, CoinIndexedVector *rowArray, int column, double multiplier) const =0
Adds multiple of a column into an CoinIndexedvector You can use quickAdd to add to vector.
void setMinimumGoodReducedCosts(int value)
virtual void appendCols(int number, const CoinPackedVectorBase *const *columns)
Append Columns.
int savedBestSequence_
Saved best sequence in pricing.
virtual ClpMatrixBase * subsetClone(int numberRows, const int *whichRows, int numberColumns, const int *whichColumns) const
Subset clone (without gaps).
virtual ClpMatrixBase * scaledColumnCopy(ClpModel *) const
Realy really scales column copy Only called if scales already exist.
virtual void backToBasics()
Gets rid of any mutable by products.
double startFraction() const
Current start of search space in matrix (as fraction)
virtual void add(const ClpSimplex *model, double *array, int column, double multiplier) const =0
Adds multiple of a column into an array.
void setSavedBestSequence(int value)
virtual void primalExpanded(ClpSimplex *model, int mode)
utility primal function for dealing with dynamic constraints mode=0 - Set up before "update" and "tim...
virtual int generalExpanded(ClpSimplex *model, int mode, int &number)
general utility function for dealing with dynamic constraints mode=0 - Create list of non-key basics ...
void setOriginalWanted(int value)
virtual int getNumCols() const =0
Number of columns.
virtual void correctSequence(const ClpSimplex *model, int &sequenceIn, int &sequenceOut)
Correct sequence in and out to give true value (if both -1 maybe do whole matrix)
int savedBestSequence() const
Current best sequence.
virtual void times(double scalar, const double *COIN_RESTRICT x, double *COIN_RESTRICT y, const double *COIN_RESTRICT rowScale, const double *COIN_RESTRICT columnScale) const
And for scaling - default aborts for when scaling not supported (unless pointers NULL when as normal)
virtual void dualExpanded(ClpSimplex *model, CoinIndexedVector *array, double *other, int mode)
utility dual function for dealing with dynamic constraints mode=0 - Set up before "updateTranspose" a...
virtual void unpack(const ClpSimplex *model, CoinIndexedVector *rowArray, int column) const =0
Unpacks a column into an CoinIndexedvector.
void setSavedBestDj(double value)
virtual bool allElementsInRange(ClpModel *, double, double, int=15)
Checks if all elements are in valid range.
int currentWanted_
Current number of negative reduced costs which we still need.
bool skipDualCheck_
whether to skip dual checks most of time
void setCurrentWanted(int value)
virtual int updatePivot(ClpSimplex *model, double oldInValue, double oldOutValue)
update information for a pivot (and effective rhs)
virtual int getNumRows() const =0
Number of rows.
double reducedCost(ClpSimplex *model, int sequence) const
Returns reduced cost of a variable.
ClpMatrixBase()
Default constructor.
int minimumObjectsScan_
Partial pricing tuning parameter - minimum number of "objects" to scan.
void setType(int newtype)
Sets type.
virtual CoinPackedMatrix * getPackedMatrix() const =0
Return a complete CoinPackedMatrix.
virtual void listTransposeTimes(const ClpSimplex *model, double *x, int *y, int number, double *z) const
Return x *A in z but just for number indices in y.
virtual void transposeTimes(double scalar, const double *COIN_RESTRICT x, double *COIN_RESTRICT y) const =0
Return y + x * scalar * A in y.
virtual void subsetTimes2(const ClpSimplex *model, CoinIndexedVector *dj1, const CoinIndexedVector *pi2, CoinIndexedVector *dj2, double referenceIn, double devex, unsigned int *reference, double *weights, double scaleFactor)
Updates second array for steepest and does devex weights (need not be coded)
int type() const
Returns type.
virtual const CoinBigIndex * getVectorStarts() const =0
virtual CoinBigIndex countBasis(const int *whichColumn, int &numberColumnBasic)=0
Returns number of elements in column part of basis.
int minimumGoodReducedCosts() const
Partial pricing tuning parameter - minimum number of negative reduced costs to get.
virtual bool canDoPartialPricing() const
Says whether it can do partial pricing.
virtual void fillBasis(ClpSimplex *model, const int *whichColumn, int &numberColumnBasic, int *row, int *start, int *rowCount, int *columnCount, CoinFactorizationDouble *element)=0
Fills in column part of basis.
int type_
type (may be useful)
int lastRefresh_
If rhsOffset used this is iteration last refreshed.
int refreshFrequency() const
If rhsOffset used this is refresh frequency (0==off)
virtual void modifyCoefficient(int row, int column, double newElement, bool keepZero=false)
Modify one element of packed matrix.
void setMinimumObjectsScan(int value)
virtual void appendRows(int number, const CoinPackedVectorBase *const *rows)
Append Rows.
void useEffectiveRhs(ClpSimplex *model)
Sets up an effective RHS.
virtual int extendUpdated(ClpSimplex *model, CoinIndexedVector *update, int mode)
expands an updated column to allow for extra rows which the main solver does not know about and retur...
double endFraction() const
Current end of search space in matrix (as fraction)
int originalWanted() const
Initial number of negative reduced costs wanted.
virtual void reallyScale(const double *rowScale, const double *columnScale)
virtual void createVariable(ClpSimplex *model, int &bestSequence)
Creates a variable.
virtual const double * getElements() const =0
A vector containing the elements in the packed matrix.
virtual void transposeTimes(const ClpSimplex *model, double scalar, const CoinIndexedVector *x, CoinIndexedVector *y, CoinIndexedVector *z) const =0
Return x * scalar *A + y in z.
virtual void rangeOfElements(double &smallestNegative, double &largestNegative, double &smallestPositive, double &largestPositive)
Returns largest and smallest elements of both signs.
void setRefreshFrequency(int value)
virtual int refresh(ClpSimplex *)
Purely for column generation and similar ideas.
int minimumObjectsScan() const
Partial pricing tuning parameter - minimum number of "objects" to scan.
bool skipDualCheck() const
whether to skip dual checks most of time
int refreshFrequency_
If rhsOffset used this is refresh frequency (0==off)
double startFraction_
Current start of search space in matrix (as fraction)
virtual void scaleRowCopy(ClpModel *) const
Scales rowCopy if column copy scaled Only called if scales already exist.
virtual void deleteRows(const int numDel, const int *indDel)=0
Delete the rows whose indices are listed in indDel.
ClpMatrixBase(const ClpMatrixBase &)
void setStartFraction(double value)
virtual int scale(ClpModel *, const ClpSimplex *=NULL) const
Creates scales for column copy (rowCopy in model may be modified) default does not allow scaling retu...
virtual void transposeTimes2(const ClpSimplex *model, const CoinIndexedVector *pi1, CoinIndexedVector *dj1, const CoinIndexedVector *pi2, CoinIndexedVector *spare, double referenceIn, double devex, unsigned int *reference, double *weights, double scaleFactor)
Updates two arrays for steepest and does devex weights (need not be coded)
double savedBestDj() const
Current best reduced cost.
virtual void times(double scalar, const double *COIN_RESTRICT x, double *COIN_RESTRICT y) const =0
Return y + A * x * scalar in y.
int trueSequenceOut_
True sequence out (i.e. from larger problem)
virtual bool canCombine(const ClpSimplex *, const CoinIndexedVector *) const
Returns true if can combine transposeTimes and subsetTransposeTimes and if it would be faster.
ClpMatrixBase & operator=(const ClpMatrixBase &)
virtual ClpMatrixBase * clone() const =0
double * rhsOffset_
Effective RHS offset if it is being used.
virtual int appendMatrix(int number, int type, const CoinBigIndex *starts, const int *index, const double *element, int numberOther=-1)
Append a set of rows/columns to the end of the matrix.
virtual ~ClpMatrixBase()
Destructor (has to be public)
virtual CoinBigIndex getNumElements() const =0
Number of entries in the packed matrix.
double endFraction_
Current end of search space in matrix (as fraction)
virtual int getVectorLength(int index) const
The length of a single major-dimension vector.
virtual bool canGetRowCopy() const
Returns true if can create row copy.
virtual void partialPricing(ClpSimplex *model, double start, double end, int &bestSequence, int &numberWanted)
Partial pricing.
virtual void subsetTransposeTimes(const ClpSimplex *model, const CoinIndexedVector *x, const CoinIndexedVector *y, CoinIndexedVector *z) const =0
Return x *A in z but just for indices in y.
int currentWanted() const
Current number of negative reduced costs which we still need.
void setSkipDualCheck(bool yes)
virtual int hiddenRows() const
Returns number of hidden rows e.g. gub.
int originalWanted_
Initial number of negative reduced costs wanted.
virtual void deleteCols(const int numDel, const int *indDel)=0
Delete the columns whose indices are listed in indDel.
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:70