Clp 1.16.9
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ClpSimplexOther.hpp
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1/* $Id: ClpSimplexOther.hpp 2070 2014-11-18 11:12:54Z forrest $ */
2// Copyright (C) 2004, 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 ClpSimplexOther_H
12#define ClpSimplexOther_H
13
14#include "ClpSimplex.hpp"
15
24
25public:
26
49 void dualRanging(int numberCheck, const int * which,
50 double * costIncrease, int * sequenceIncrease,
51 double * costDecrease, int * sequenceDecrease,
52 double * valueIncrease = NULL, double * valueDecrease = NULL);
67 void primalRanging(int numberCheck, const int * which,
68 double * valueIncrease, int * sequenceIncrease,
69 double * valueDecrease, int * sequenceDecrease);
83 int parametrics(double startingTheta, double & endingTheta, double reportIncrement,
84 const double * changeLowerBound, const double * changeUpperBound,
85 const double * changeLowerRhs, const double * changeUpperRhs,
86 const double * changeObjective);
90 int parametrics(const char * dataFile);
100 int parametrics(double startingTheta, double & endingTheta,
101 const double * changeLowerBound, const double * changeUpperBound,
102 const double * changeLowerRhs, const double * changeUpperRhs);
103 int parametricsObj(double startingTheta, double & endingTheta,
104 const double * changeObjective);
106 double bestPivot(bool justColumns=false);
107 typedef struct {
110 double maxTheta;
111 double acceptableMaxTheta; // if this far then within tolerances
112 double * lowerChange; // full array of lower bound changes
113 int * lowerList; // list of lower bound changes
114 double * upperChange; // full array of upper bound changes
115 int * upperList; // list of upper bound changes
116 char * markDone; // mark which ones looked at
117 int * backwardBasic; // from sequence to pivot row
119 double * lowerGap;
122 double * upperGap;
125 bool firstIteration; // so can update rhs for accuracy
127
128private:
137 int parametricsLoop(parametricsData & paramData, double reportIncrement,
138 const double * changeLower, const double * changeUpper,
139 const double * changeObjective, ClpDataSave & data,
140 bool canTryQuick);
141 int parametricsLoop(parametricsData & paramData,
142 ClpDataSave & data,bool canSkipFactorization=false);
143 int parametricsObjLoop(parametricsData & paramData,
144 ClpDataSave & data,bool canSkipFactorization=false);
152 void statusOfProblemInParametrics(int type, ClpDataSave & saveData);
153 void statusOfProblemInParametricsObj(int type, ClpDataSave & saveData);
164 int whileIterating(parametricsData & paramData, double reportIncrement,
165 const double * changeObjective);
170 int nextTheta(int type, double maxTheta, parametricsData & paramData,
171 const double * changeObjective);
172 int whileIteratingObj(parametricsData & paramData);
173 int nextThetaObj(double maxTheta, parametricsData & paramData);
175 void originalBound(int iSequence, double theta, const double * changeLower,
176 const double * changeUpper);
178 double computeRhsEtc(parametricsData & paramData);
180 void redoInternalArrays();
186 void checkDualRatios(CoinIndexedVector * rowArray,
187 CoinIndexedVector * columnArray,
188 double & costIncrease, int & sequenceIncrease, double & alphaIncrease,
189 double & costDecrease, int & sequenceDecrease, double & alphaDecrease);
194 void checkPrimalRatios(CoinIndexedVector * rowArray,
195 int direction);
197 double primalRanging1(int whichIn, int whichOther);
198
199public:
214 int writeBasis(const char *filename,
215 bool writeValues = false,
216 int formatType = 0) const;
218 int readBasis(const char *filename);
224 ClpSimplex * dualOfModel(double fractionRowRanges = 1.0, double fractionColumnRanges = 1.0) const;
228 int restoreFromDual(const ClpSimplex * dualProblem,
229 bool checkAccuracy=false);
233 int setInDual(ClpSimplex * dualProblem);
237 ClpSimplex * crunch(double * rhs, int * whichRows, int * whichColumns,
238 int & nBound, bool moreBounds = false, bool tightenBounds = false);
242 void afterCrunch(const ClpSimplex & small,
243 const int * whichRows, const int * whichColumns,
244 int nBound);
248 ClpSimplex * gubVersion(int * whichRows, int * whichColumns,
249 int neededGub,
252 void setGubBasis(ClpSimplex &original,const int * whichRows,
253 const int * whichColumns);
255 void getGubBasis(ClpSimplex &original,const int * whichRows,
256 const int * whichColumns) const;
261 int tightenIntegerBounds(double * rhsSpace);
272 int expandKnapsack(int knapsackRow, int & numberOutput,
273 double * buildObj, CoinBigIndex * buildStart,
274 int * buildRow, double * buildElement, int reConstruct = -1) const;
276};
277#endif
This is a tiny class where data can be saved round calls.
Definition: ClpModel.hpp:1269
This is for Simplex stuff which is neither dual nor primal.
void dualRanging(int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease, double *valueIncrease=NULL, double *valueDecrease=NULL)
Dual ranging.
int setInDual(ClpSimplex *dualProblem)
Sets solution in dualized problem non-zero return code indicates minor problems.
ClpSimplex * gubVersion(int *whichRows, int *whichColumns, int neededGub, int factorizationFrequency=50)
Returns gub version of model or NULL whichRows has to be numberRows whichColumns has to be numberRows...
ClpSimplex * dualOfModel(double fractionRowRanges=1.0, double fractionColumnRanges=1.0) const
Creates dual of a problem if looks plausible (defaults will always create model) fractionRowRanges is...
int parametricsObj(double startingTheta, double &endingTheta, const double *changeObjective)
void setGubBasis(ClpSimplex &original, const int *whichRows, const int *whichColumns)
Sets basis from original.
void cleanupAfterPostsolve()
Quick try at cleaning up duals if postsolve gets wrong.
int parametrics(const char *dataFile)
Version of parametrics which reads from file See CbcClpParam.cpp for details of format Returns -2 if ...
int expandKnapsack(int knapsackRow, int &numberOutput, double *buildObj, CoinBigIndex *buildStart, int *buildRow, double *buildElement, int reConstruct=-1) const
Expands out all possible combinations for a knapsack If buildObj NULL then just computes space needed...
ClpSimplex * crunch(double *rhs, int *whichRows, int *whichColumns, int &nBound, bool moreBounds=false, bool tightenBounds=false)
Does very cursory presolve.
int restoreFromDual(const ClpSimplex *dualProblem, bool checkAccuracy=false)
Restores solution from dualized problem non-zero return code indicates minor problems.
int tightenIntegerBounds(double *rhsSpace)
Tightens integer bounds - returns number tightened or -1 if infeasible.
int parametrics(double startingTheta, double &endingTheta, const double *changeLowerBound, const double *changeUpperBound, const double *changeLowerRhs, const double *changeUpperRhs)
Parametrics This is an initial slow version.
int parametrics(double startingTheta, double &endingTheta, double reportIncrement, const double *changeLowerBound, const double *changeUpperBound, const double *changeLowerRhs, const double *changeUpperRhs, const double *changeObjective)
Parametrics This is an initial slow version.
void primalRanging(int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease)
Primal ranging.
void getGubBasis(ClpSimplex &original, const int *whichRows, const int *whichColumns) const
Restores basis to original.
int readBasis(const char *filename)
Read a basis from the given filename.
double bestPivot(bool justColumns=false)
Finds best possible pivot.
void afterCrunch(const ClpSimplex &small, const int *whichRows, const int *whichColumns, int nBound)
After very cursory presolve.
int writeBasis(const char *filename, bool writeValues=false, int formatType=0) const
Write the basis in MPS format to the specified file.
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:70
double theta() const
Theta (pivot change)
ClpDataSave saveData()
Save data.
CoinIndexedVector * rowArray(int index) const
Useful row length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:727
CoinIndexedVector * columnArray(int index) const
Useful column length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:731
int factorizationFrequency() const
Factorization frequency.