Clp 1.16.9
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ClpSimplex.hpp
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1/* $Id: ClpSimplex.hpp 2114 2015-02-10 12:12:46Z 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 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"
20class ClpDualRowPivot;
23class CoinIndexedVector;
25class ClpNodeStuff;
26class CoinStructuredModel;
28class CoinWarmStartBasis;
30class ClpConstraint;
31/*
32 May want to use Clp defaults so that with ABC defined but not used
33 it behaves as Clp (and ABC used will be different than if not defined)
34 */
35#ifdef ABC_INHERIT
36#ifndef CLP_INHERIT_MODE
37#define CLP_INHERIT_MODE 1
38#endif
39#ifndef ABC_CLP_DEFAULTS
40#define ABC_CLP_DEFAULTS 0
41#endif
42#else
43#undef ABC_CLP_DEFAULTS
44#define ABC_CLP_DEFAULTS 1
45#endif
46#ifdef CLP_HAS_ABC
47#include "AbcCommon.hpp"
49class AbcSimplex;
50#include "CoinAbcCommon.hpp"
51#endif
70class ClpSimplex : public ClpModel {
71 friend void ClpSimplexUnitTest(const std::string & mpsDir);
72
73public:
78 enum Status {
79 isFree = 0x00,
80 basic = 0x01,
83 superBasic = 0x04,
84 isFixed = 0x05
85 };
86 // For Dual
87 enum FakeBound {
88 noFake = 0x00,
89 lowerFake = 0x01,
90 upperFake = 0x02,
91 bothFake = 0x03
92 };
93
97 ClpSimplex (bool emptyMessages = false );
98
103 ClpSimplex(const ClpSimplex & rhs, int scalingMode = -1);
108 ClpSimplex(const ClpModel & rhs, int scalingMode = -1);
115 ClpSimplex (const ClpModel * wholeModel,
116 int numberRows, const int * whichRows,
117 int numberColumns, const int * whichColumns,
118 bool dropNames = true, bool dropIntegers = true,
119 bool fixOthers = false);
126 ClpSimplex (const ClpSimplex * wholeModel,
127 int numberRows, const int * whichRows,
128 int numberColumns, const int * whichColumns,
129 bool dropNames = true, bool dropIntegers = true,
130 bool fixOthers = false);
134 ClpSimplex (ClpSimplex * wholeModel,
135 int numberColumns, const int * whichColumns);
138 void originalModel(ClpSimplex * miniModel);
139 inline int abcState() const
140 { return abcState_;}
141 inline void setAbcState(int state)
142 { abcState_=state;}
143#ifdef ABC_INHERIT
144 inline AbcSimplex * abcSimplex() const
145 { return abcSimplex_;}
146 inline void setAbcSimplex(AbcSimplex * simplex)
147 { abcSimplex_=simplex;}
149 int doAbcDual();
151 int doAbcPrimal(int ifValuesPass);
152#endif
158 void setPersistenceFlag(int value);
164 inline ClpSimplex * baseModel() const {
165 return baseModel_;
166 }
170 void setToBaseModel(ClpSimplex * model = NULL);
175 // Ones below are just ClpModel with some changes
188 const double* collb, const double* colub,
189 const double* obj,
190 const double* rowlb, const double* rowub,
191 const double * rowObjective = NULL);
192 void loadProblem ( const CoinPackedMatrix& matrix,
193 const double* collb, const double* colub,
194 const double* obj,
195 const double* rowlb, const double* rowub,
196 const double * rowObjective = NULL);
197
200 void loadProblem ( const int numcols, const int numrows,
201 const CoinBigIndex* start, const int* index,
202 const double* value,
203 const double* collb, const double* colub,
204 const double* obj,
205 const double* rowlb, const double* rowub,
206 const double * rowObjective = NULL);
208 void loadProblem ( const int numcols, const int numrows,
209 const CoinBigIndex* start, const int* index,
210 const double* value, const int * length,
211 const double* collb, const double* colub,
212 const double* obj,
213 const double* rowlb, const double* rowub,
214 const double * rowObjective = NULL);
219 int loadProblem ( CoinModel & modelObject, bool keepSolution = false);
221 int readMps(const char *filename,
222 bool keepNames = false,
223 bool ignoreErrors = false);
225 int readGMPL(const char *filename, const char * dataName,
226 bool keepNames = false);
229 int readLp(const char *filename, const double epsilon = 1e-5);
234 void borrowModel(ClpModel & otherModel);
235 void borrowModel(ClpSimplex & otherModel);
239 void getbackSolution(const ClpSimplex & smallModel, const int * whichRow, const int * whichColumn);
248 int loadNonLinear(void * info, int & numberConstraints,
249 ClpConstraint ** & constraints);
250#ifdef ABC_INHERIT
252 void loadTolerancesEtc(const AbcTolerancesEtc & data);
254 void unloadTolerancesEtc(AbcTolerancesEtc & data);
255#endif
257
263 int initialSolve(ClpSolve & options);
284 int dual(int ifValuesPass = 0, int startFinishOptions = 0);
285 // If using Debug
286 int dualDebug(int ifValuesPass = 0, int startFinishOptions = 0);
297 int primal(int ifValuesPass = 0, int startFinishOptions = 0);
303 int nonlinearSLP(int numberPasses, double deltaTolerance);
309 int nonlinearSLP(int numberConstraints, ClpConstraint ** constraints,
310 int numberPasses, double deltaTolerance);
313 int barrier(bool crossover = true);
316 int reducedGradient(int phase = 0);
318 int solve(CoinStructuredModel * model);
319#ifdef ABC_INHERIT
325 AbcSimplex * dealWithAbc(int solveType,int startUp,bool interrupt=false);
326 //void dealWithAbc(int solveType,int startUp,bool interrupt=false);
327#endif
334 int loadProblem ( CoinStructuredModel & modelObject,
335 bool originalOrder = true, bool keepSolution = false);
350 int cleanup(int cleanupScaling);
371 int dualRanging(int numberCheck, const int * which,
372 double * costIncrease, int * sequenceIncrease,
373 double * costDecrease, int * sequenceDecrease,
374 double * valueIncrease = NULL, double * valueDecrease = NULL);
389 int primalRanging(int numberCheck, const int * which,
390 double * valueIncrease, int * sequenceIncrease,
391 double * valueDecrease, int * sequenceDecrease);
402 const int * which,
403 const CoinBigIndex * start,
404 const int * row,
405 const double * newCoefficient,
406 const unsigned char * newStatus=NULL,
407 const double * newLower=NULL,
408 const double * newUpper=NULL,
409 const double * newObjective=NULL);
417 int outDuplicateRows(int numberLook,int * whichRows, bool noOverlaps=false, double tolerance=-1.0,
418 double cleanUp=0.0);
424 void removeSuperBasicSlacks(int threshold=0);
437 ClpSimplex * miniPresolve(char * rowType, char * columnType,void ** info);
439 void miniPostsolve(const ClpSimplex * presolvedModel,void * info);
441 void miniSolve(char * rowType, char *columnType,int algorithm, int startUp);
456 int writeBasis(const char *filename,
457 bool writeValues = false,
458 int formatType = 0) const;
461 int readBasis(const char *filename);
463 CoinWarmStartBasis * getBasis() const;
466 // Swaps factorization
479 int tightenPrimalBounds(double factor = 0.0, int doTight = 0, bool tightIntegers = false);
496 int crash(double gap, int pivot);
502 void markHotStart(void * & saveStuff);
504 void solveFromHotStart(void * saveStuff);
506 void unmarkHotStart(void * saveStuff);
515 int strongBranching(int numberVariables, const int * variables,
516 double * newLower, double * newUpper,
517 double ** outputSolution,
518 int * outputStatus, int * outputIterations,
519 bool stopOnFirstInfeasible = true,
520 bool alwaysFinish = false,
521 int startFinishOptions = 0);
523 int fathom(void * stuff);
529 int fathomMany(void * stuff);
531 double doubleCheck();
544 ClpSimplex * fastCrunch(ClpNodeStuff * stuff, int mode);
546
554 int pivot();
555
562
572 int pivotResultPart2(int algorithm,int state);
573
585 int startup(int ifValuesPass, int startFinishOptions = 0);
586 void finish(int startFinishOptions = 0);
587
589 bool statusOfProblem(bool initial = false);
593 void copyEnabledStuff(const ClpSimplex * rhs);
595
599 inline bool primalFeasible() const {
600 return (numberPrimalInfeasibilities_ == 0);
601 }
603 inline bool dualFeasible() const {
604 return (numberDualInfeasibilities_ == 0);
605 }
608 return factorization_;
609 }
612 void setSparseFactorization(bool value);
617 inline double dualBound() const {
618 return dualBound_;
619 }
620 void setDualBound(double value);
622 inline double infeasibilityCost() const {
623 return infeasibilityCost_;
624 }
625 void setInfeasibilityCost(double value);
642 inline int perturbation() const {
643 return perturbation_;
644 }
645 void setPerturbation(int value);
647 inline int algorithm() const {
648 return algorithm_;
649 }
651 inline void setAlgorithm(int value) {
652 algorithm_ = value;
653 }
657 inline double sumDualInfeasibilities() const {
659 }
660 inline void setSumDualInfeasibilities(double value) {
662 }
664 inline double sumOfRelaxedDualInfeasibilities() const {
666 }
667 inline void setSumOfRelaxedDualInfeasibilities(double value) {
669 }
671 inline int numberDualInfeasibilities() const {
673 }
674 inline void setNumberDualInfeasibilities(int value) {
676 }
680 }
682 inline double sumPrimalInfeasibilities() const {
684 }
685 inline void setSumPrimalInfeasibilities(double value) {
687 }
689 inline double sumOfRelaxedPrimalInfeasibilities() const {
691 }
692 inline void setSumOfRelaxedPrimalInfeasibilities(double value) {
694 }
696 inline int numberPrimalInfeasibilities() const {
698 }
699 inline void setNumberPrimalInfeasibilities(int value) {
701 }
708 int saveModel(const char * fileName);
711 int restoreModel(const char * fileName);
712
720 void checkSolution(int setToBounds = 0);
727 inline CoinIndexedVector * rowArray(int index) const {
728 return rowArray_[index];
729 }
731 inline CoinIndexedVector * columnArray(int index) const {
732 return columnArray_[index];
733 }
735
736 /******************** End of most useful part **************/
742 int getSolution ( const double * rowActivities,
743 const double * columnActivities);
754 int createPiecewiseLinearCosts(const int * starts,
755 const double * lower, const double * gradient);
757 inline ClpDualRowPivot * dualRowPivot() const {
758 return dualRowPivot_;
759 }
762 return primalColumnPivot_;
763 }
765 inline bool goodAccuracy() const {
766 return (largestPrimalError_ < 1.0e-7 && largestDualError_ < 1.0e-7);
767 }
769 void returnModel(ClpSimplex & otherModel);
788 void computeDuals(double * givenDjs);
790 void computePrimals ( const double * rowActivities,
791 const double * columnActivities);
793 void add(double * array,
794 int column, double multiplier) const;
800 void unpack(CoinIndexedVector * rowArray) const ;
806 void unpack(CoinIndexedVector * rowArray, int sequence) const;
813 void unpackPacked(CoinIndexedVector * rowArray) ;
820 void unpackPacked(CoinIndexedVector * rowArray, int sequence);
821#ifndef CLP_USER_DRIVEN
822protected:
823#endif
828 int housekeeping(double objectiveChange);
831 void checkPrimalSolution(const double * rowActivities = NULL,
832 const double * columnActivies = NULL);
842 double scaleObjective(double value);
844 int solveDW(CoinStructuredModel * model, ClpSolve & options);
846 int solveBenders(CoinStructuredModel * model, ClpSolve & options);
847public:
858 void setValuesPassAction(double incomingInfeasibility,
859 double allowedInfeasibility);
862 int cleanFactorization(int ifValuesPass);
864
866public:
868 inline double alphaAccuracy() const {
869 return alphaAccuracy_;
870 }
871 inline void setAlphaAccuracy(double value) {
872 alphaAccuracy_ = value;
873 }
874public:
876 //inline double objectiveValue() const {
877 //return (objectiveValue_-bestPossibleImprovement_)*optimizationDirection_ - dblParam_[ClpObjOffset];
878 //}
880 inline void setDisasterHandler(ClpDisasterHandler * handler) {
881 disasterArea_ = handler;
882 }
885 return disasterArea_;
886 }
888 inline double largeValue() const {
889 return largeValue_;
890 }
891 void setLargeValue( double value) ;
893 inline double largestPrimalError() const {
894 return largestPrimalError_;
895 }
897 inline double largestDualError() const {
898 return largestDualError_;
899 }
901 inline void setLargestPrimalError(double value) {
902 largestPrimalError_ = value;
903 }
905 inline void setLargestDualError(double value) {
906 largestDualError_ = value;
907 }
909 inline double zeroTolerance() const {
910 return zeroTolerance_;/*factorization_->zeroTolerance();*/
911 }
913 inline void setZeroTolerance( double value) {
914 zeroTolerance_ = value;
915 }
917 inline int * pivotVariable() const {
918 return pivotVariable_;
919 }
921 inline bool automaticScaling() const {
922 return automaticScale_ != 0;
923 }
924 inline void setAutomaticScaling(bool onOff) {
925 automaticScale_ = onOff ? 1 : 0;
926 }
928 inline double currentDualTolerance() const {
929 return dualTolerance_;
930 }
931 inline void setCurrentDualTolerance(double value) {
932 dualTolerance_ = value;
933 }
935 inline double currentPrimalTolerance() const {
936 return primalTolerance_;
937 }
938 inline void setCurrentPrimalTolerance(double value) {
939 primalTolerance_ = value;
940 }
942 inline int numberRefinements() const {
943 return numberRefinements_;
944 }
945 void setNumberRefinements( int value) ;
947 inline double alpha() const {
948 return alpha_;
949 }
950 inline void setAlpha(double value) {
951 alpha_ = value;
952 }
954 inline double dualIn() const {
955 return dualIn_;
956 }
958 inline void setDualIn(double value) {
959 dualIn_ = value;
960 }
962 inline int pivotRow() const {
963 return pivotRow_;
964 }
965 inline void setPivotRow(int value) {
966 pivotRow_ = value;
967 }
969 double valueIncomingDual() const;
971
972#ifndef CLP_USER_DRIVEN
973protected:
974#endif
980 int gutsOfSolution ( double * givenDuals,
981 const double * givenPrimals,
982 bool valuesPass = false);
984 void gutsOfDelete(int type);
986 void gutsOfCopy(const ClpSimplex & rhs);
998 bool createRim(int what, bool makeRowCopy = false, int startFinishOptions = 0);
1000 void createRim1(bool initial);
1002 void createRim4(bool initial);
1004 void createRim5(bool initial);
1009 void deleteRim(int getRidOfFactorizationData = 2);
1013public:
1018 inline double * solutionRegion(int section) const {
1019 if (!section) return rowActivityWork_;
1020 else return columnActivityWork_;
1021 }
1022 inline double * djRegion(int section) const {
1023 if (!section) return rowReducedCost_;
1024 else return reducedCostWork_;
1025 }
1026 inline double * lowerRegion(int section) const {
1027 if (!section) return rowLowerWork_;
1028 else return columnLowerWork_;
1029 }
1030 inline double * upperRegion(int section) const {
1031 if (!section) return rowUpperWork_;
1032 else return columnUpperWork_;
1033 }
1034 inline double * costRegion(int section) const {
1035 if (!section) return rowObjectiveWork_;
1036 else return objectiveWork_;
1037 }
1039 inline double * solutionRegion() const {
1040 return solution_;
1041 }
1042 inline double * djRegion() const {
1043 return dj_;
1044 }
1045 inline double * lowerRegion() const {
1046 return lower_;
1047 }
1048 inline double * upperRegion() const {
1049 return upper_;
1050 }
1051 inline double * costRegion() const {
1052 return cost_;
1053 }
1054 inline Status getStatus(int sequence) const {
1055 return static_cast<Status> (status_[sequence] & 7);
1056 }
1057 inline void setStatus(int sequence, Status newstatus) {
1058 unsigned char & st_byte = status_[sequence];
1059 st_byte = static_cast<unsigned char>(st_byte & ~7);
1060 st_byte = static_cast<unsigned char>(st_byte | newstatus);
1061 }
1071 inline int sequenceIn() const {
1072 return sequenceIn_;
1073 }
1074 inline int sequenceOut() const {
1075 return sequenceOut_;
1076 }
1078 inline void setSequenceIn(int sequence) {
1079 sequenceIn_ = sequence;
1080 }
1081 inline void setSequenceOut(int sequence) {
1082 sequenceOut_ = sequence;
1083 }
1085 inline int directionIn() const {
1086 return directionIn_;
1087 }
1088 inline int directionOut() const {
1089 return directionOut_;
1090 }
1092 inline void setDirectionIn(int direction) {
1093 directionIn_ = direction;
1094 }
1095 inline void setDirectionOut(int direction) {
1096 directionOut_ = direction;
1097 }
1099 inline double valueOut() const {
1100 return valueOut_;
1101 }
1103 inline void setValueOut(double value) {
1104 valueOut_ = value;
1105 }
1107 inline double dualOut() const {
1108 return dualOut_;
1109 }
1111 inline void setDualOut(double value) {
1112 dualOut_ = value;
1113 }
1115 inline void setLowerOut(double value) {
1116 lowerOut_ = value;
1117 }
1119 inline void setUpperOut(double value) {
1120 upperOut_ = value;
1121 }
1123 inline void setTheta(double value) {
1124 theta_ = value;
1125 }
1127 inline int isColumn(int sequence) const {
1128 return sequence < numberColumns_ ? 1 : 0;
1129 }
1131 inline int sequenceWithin(int sequence) const {
1132 return sequence < numberColumns_ ? sequence : sequence - numberColumns_;
1133 }
1135 inline double solution(int sequence) {
1136 return solution_[sequence];
1137 }
1139 inline double & solutionAddress(int sequence) {
1140 return solution_[sequence];
1141 }
1142 inline double reducedCost(int sequence) {
1143 return dj_[sequence];
1144 }
1145 inline double & reducedCostAddress(int sequence) {
1146 return dj_[sequence];
1147 }
1148 inline double lower(int sequence) {
1149 return lower_[sequence];
1150 }
1152 inline double & lowerAddress(int sequence) {
1153 return lower_[sequence];
1154 }
1155 inline double upper(int sequence) {
1156 return upper_[sequence];
1157 }
1159 inline double & upperAddress(int sequence) {
1160 return upper_[sequence];
1161 }
1162 inline double cost(int sequence) {
1163 return cost_[sequence];
1164 }
1166 inline double & costAddress(int sequence) {
1167 return cost_[sequence];
1168 }
1170 inline double originalLower(int iSequence) const {
1171 if (iSequence < numberColumns_) return columnLower_[iSequence];
1172 else
1173 return rowLower_[iSequence-numberColumns_];
1174 }
1176 inline double originalUpper(int iSequence) const {
1177 if (iSequence < numberColumns_) return columnUpper_[iSequence];
1178 else
1179 return rowUpper_[iSequence-numberColumns_];
1180 }
1182 inline double theta() const {
1183 return theta_;
1184 }
1187 inline double bestPossibleImprovement() const {
1189 }
1192 return nonLinearCost_;
1193 }
1215 inline int moreSpecialOptions() const {
1216 return moreSpecialOptions_;
1217 }
1243 inline void setMoreSpecialOptions(int value) {
1244 moreSpecialOptions_ = value;
1245 }
1247
1249 inline void setFakeBound(int sequence, FakeBound fakeBound) {
1250 unsigned char & st_byte = status_[sequence];
1251 st_byte = static_cast<unsigned char>(st_byte & ~24);
1252 st_byte = static_cast<unsigned char>(st_byte | (fakeBound << 3));
1253 }
1254 inline FakeBound getFakeBound(int sequence) const {
1255 return static_cast<FakeBound> ((status_[sequence] >> 3) & 3);
1256 }
1257 inline void setRowStatus(int sequence, Status newstatus) {
1258 unsigned char & st_byte = status_[sequence+numberColumns_];
1259 st_byte = static_cast<unsigned char>(st_byte & ~7);
1260 st_byte = static_cast<unsigned char>(st_byte | newstatus);
1261 }
1262 inline Status getRowStatus(int sequence) const {
1263 return static_cast<Status> (status_[sequence+numberColumns_] & 7);
1264 }
1265 inline void setColumnStatus(int sequence, Status newstatus) {
1266 unsigned char & st_byte = status_[sequence];
1267 st_byte = static_cast<unsigned char>(st_byte & ~7);
1268 st_byte = static_cast<unsigned char>(st_byte | newstatus);
1269 }
1270 inline Status getColumnStatus(int sequence) const {
1271 return static_cast<Status> (status_[sequence] & 7);
1272 }
1273 inline void setPivoted( int sequence) {
1274 status_[sequence] = static_cast<unsigned char>(status_[sequence] | 32);
1275 }
1276 inline void clearPivoted( int sequence) {
1277 status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~32);
1278 }
1279 inline bool pivoted(int sequence) const {
1280 return (((status_[sequence] >> 5) & 1) != 0);
1281 }
1283 void setFlagged( int sequence);
1284 inline void clearFlagged( int sequence) {
1285 status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~64);
1286 }
1287 inline bool flagged(int sequence) const {
1288 return ((status_[sequence] & 64) != 0);
1289 }
1291 inline void setActive( int iRow) {
1292 status_[iRow] = static_cast<unsigned char>(status_[iRow] | 128);
1293 }
1294 inline void clearActive( int iRow) {
1295 status_[iRow] = static_cast<unsigned char>(status_[iRow] & ~128);
1296 }
1297 inline bool active(int iRow) const {
1298 return ((status_[iRow] & 128) != 0);
1299 }
1301 inline void setPerturbed( int iSequence) {
1302 status_[iSequence] = static_cast<unsigned char>(status_[iSequence] | 128);
1303 }
1304 inline void clearPerturbed( int iSequence) {
1305 status_[iSequence] = static_cast<unsigned char>(status_[iSequence] & ~128);
1306 }
1307 inline bool perturbed(int iSequence) const {
1308 return ((status_[iSequence] & 128) != 0);
1309 }
1315 void allSlackBasis(bool resetSolution = false);
1316
1318 inline int lastBadIteration() const {
1319 return lastBadIteration_;
1320 }
1322 inline void setLastBadIteration(int value) {
1323 lastBadIteration_=value;
1324 }
1326 inline int progressFlag() const {
1327 return (progressFlag_ & 3);
1328 }
1331 { return &progress_;}
1333 inline int forceFactorization() const {
1334 return forceFactorization_ ;
1335 }
1337 inline void forceFactorization(int value) {
1338 forceFactorization_ = value;
1339 }
1341 inline double rawObjectiveValue() const {
1342 return objectiveValue_;
1343 }
1345 void computeObjectiveValue(bool useWorkingSolution = false);
1350 double * infeasibilityRay(bool fullRay=false) const;
1354 inline int numberExtraRows() const {
1355 return numberExtraRows_;
1356 }
1359 inline int maximumBasic() const {
1360 return maximumBasic_;
1361 }
1363 inline int baseIteration() const {
1364 return baseIteration_;
1365 }
1367 void generateCpp( FILE * fp, bool defaultFactor = false);
1373 void moveInfo(const ClpSimplex & rhs, bool justStatus = false);
1375
1377 // These are only to be used using startFinishOptions (ClpSimplexDual, ClpSimplexPrimal)
1378 // *** At present only without scaling
1379 // *** Slacks havve -1.0 element (so == row activity) - take care
1381 void getBInvARow(int row, double* z, double * slack = NULL);
1382
1384 void getBInvRow(int row, double* z);
1385
1387 void getBInvACol(int col, double* vec);
1388
1390 void getBInvCol(int col, double* vec);
1391
1396 void getBasics(int* index);
1397
1399 //-------------------------------------------------------------------------
1403 void setObjectiveCoefficient( int elementIndex, double elementValue );
1405 inline void setObjCoeff( int elementIndex, double elementValue ) {
1406 setObjectiveCoefficient( elementIndex, elementValue);
1407 }
1408
1411 void setColumnLower( int elementIndex, double elementValue );
1412
1415 void setColumnUpper( int elementIndex, double elementValue );
1416
1418 void setColumnBounds( int elementIndex,
1419 double lower, double upper );
1420
1429 void setColumnSetBounds(const int* indexFirst,
1430 const int* indexLast,
1431 const double* boundList);
1432
1435 inline void setColLower( int elementIndex, double elementValue ) {
1436 setColumnLower(elementIndex, elementValue);
1437 }
1440 inline void setColUpper( int elementIndex, double elementValue ) {
1441 setColumnUpper(elementIndex, elementValue);
1442 }
1443
1445 inline void setColBounds( int elementIndex,
1446 double newlower, double newupper ) {
1447 setColumnBounds(elementIndex, newlower, newupper);
1448 }
1449
1456 inline void setColSetBounds(const int* indexFirst,
1457 const int* indexLast,
1458 const double* boundList) {
1459 setColumnSetBounds(indexFirst, indexLast, boundList);
1460 }
1461
1464 void setRowLower( int elementIndex, double elementValue );
1465
1468 void setRowUpper( int elementIndex, double elementValue ) ;
1469
1471 void setRowBounds( int elementIndex,
1472 double lower, double upper ) ;
1473
1480 void setRowSetBounds(const int* indexFirst,
1481 const int* indexLast,
1482 const double* boundList);
1484 void resize (int newNumberRows, int newNumberColumns);
1485
1487
1489protected:
1490
1525 double alpha_;
1527 double theta_;
1529 double lowerIn_;
1531 double valueIn_;
1533 double upperIn_;
1535 double dualIn_;
1543 double dualOut_;
1563#define CLP_INFEAS_SAVE 5
1566 double * lower_;
1572 double * upper_;
1578 double * cost_;
1584 CoinIndexedVector * rowArray_[6];
1586 CoinIndexedVector * columnArray_[6];
1600 double * dj_;
1606 double * solution_;
1649 unsigned char * saveStatus_;
1697#ifdef ABC_INHERIT
1698 AbcSimplex * abcSimplex_;
1699#define CLP_ABC_WANTED 1
1700#define CLP_ABC_WANTED_PARALLEL 2
1701#define CLP_ABC_FULL_DONE 8
1702 // bits 256,512,1024 for crash
1703#endif
1704#define CLP_ABC_BEEN_FEASIBLE 65536
1708public:
1710 mutable int spareIntArray_[4];
1712 mutable double spareDoubleArray_[4];
1713protected:
1719};
1720//#############################################################################
1729void
1730ClpSimplexUnitTest(const std::string & mpsDir);
1731
1732// For Devex stuff
1733#define DEVEX_TRY_NORM 1.0e-4
1734#define DEVEX_ADD_ONE 1.0
1735#if defined(ABC_INHERIT) || defined(CBC_THREAD) || defined(THREADS_IN_ANALYZE)
1736// Use pthreads
1737#include <pthread.h>
1738typedef struct {
1739 double result;
1740 //const CoinIndexedVector * constVector; // can get rid of
1741 //CoinIndexedVector * vectors[2]; // can get rid of
1742 void * extraInfo;
1743 void * extraInfo2;
1744 int status;
1745 int stuff[4];
1746} CoinThreadInfo;
1747class CoinPthreadStuff {
1748public:
1753 CoinPthreadStuff (int numberThreads=0,
1754 void * parallelManager(void * stuff)=NULL);
1756 CoinPthreadStuff & operator=(const CoinPthreadStuff & rhs);
1758 ~CoinPthreadStuff ( );
1760 inline void setStopStart(int value)
1761 { stopStart_=value;}
1762#ifndef NUMBER_THREADS
1763#define NUMBER_THREADS 8
1764#endif
1765 // For waking up thread
1766 inline pthread_mutex_t * mutexPointer(int which,int thread=0)
1767 { return mutex_+which+3*thread;}
1768#ifdef PTHREAD_BARRIER_SERIAL_THREAD
1769 inline pthread_barrier_t * barrierPointer()
1770 { return &barrier_;}
1771#endif
1772 inline int whichLocked(int thread=0) const
1773 { return locked_[thread];}
1774 inline CoinThreadInfo * threadInfoPointer(int thread=0)
1775 { return threadInfo_+thread;}
1776 void startParallelTask(int type,int iThread,void * info=NULL);
1777 int waitParallelTask(int type, int & iThread,bool allowIdle);
1778 void waitAllTasks();
1780 int whichThread() const;
1781 void sayIdle(int iThread);
1782 //void startThreads(int numberThreads);
1783 //void stopThreads();
1784 // For waking up thread
1785 pthread_mutex_t mutex_[3*(NUMBER_THREADS+1)];
1786#ifdef PTHREAD_BARRIER_SERIAL_THREAD
1787 pthread_barrier_t barrier_;
1788#endif
1789 CoinThreadInfo threadInfo_[NUMBER_THREADS+1];
1790 pthread_t abcThread_[NUMBER_THREADS+1];
1791 int locked_[NUMBER_THREADS+1];
1792 int stopStart_;
1793 int numberThreads_;
1794};
1795void * clp_parallelManager(void * stuff);
1796#endif
1797#endif
#define NUMBER_THREADS
Definition: AbcSimplex.hpp:863
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.
Definition: ClpModel.hpp:1269
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.
Definition: ClpModel.hpp:1126
unsigned char * status_
Status (i.e.
Definition: ClpModel.hpp:1173
double * rowUpper_
Row upper.
Definition: ClpModel.hpp:1138
double * rowLower_
Row lower.
Definition: ClpModel.hpp:1136
double * columnUpper_
Column Upper.
Definition: ClpModel.hpp:1146
double * rowObjective() const
Row Objective.
Definition: ClpModel.hpp:676
int numberColumns() const
Definition: ClpModel.hpp:325
int numberRows() const
Number of rows.
Definition: ClpModel.hpp:315
CoinPackedMatrix * matrix() const
Matrix (if not ClpPackedmatrix be careful about memory leak.
Definition: ClpModel.hpp:697
double objectiveValue_
Objective value.
Definition: ClpModel.hpp:1116
int solveType() const
Solve type - 1 simplex, 2 simplex interface, 3 Interior.
Definition: ClpModel.hpp:373
double * columnLower_
Column Lower.
Definition: ClpModel.hpp:1144
ClpEventHandler * eventHandler() const
Event handler.
Definition: ClpModel.hpp:887
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:261
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:70
int directionOut() const
double alpha() const
Alpha (pivot element) for use by classes e.g. steepestedge.
Definition: ClpSimplex.hpp:947
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)
Definition: ClpSimplex.hpp:924
void setValueOut(double value)
Set value of out variable.
double upper(int sequence)
int algorithm() const
Current (or last) algorithm.
Definition: ClpSimplex.hpp:647
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.
Definition: ClpSimplex.hpp:893
int lastFlaggedIteration_
So we know when to open up again.
int initialDualSolve()
Dual initial solve.
int abcState() const
Definition: ClpSimplex.hpp:139
void removeSuperBasicSlacks(int threshold=0)
Try simple crash like techniques to remove super basic slacks but only if > threshold.
void setSumOfRelaxedPrimalInfeasibilities(double value)
Definition: ClpSimplex.hpp:692
void setAlphaAccuracy(double value)
Definition: ClpSimplex.hpp:871
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.
void setAbcState(int state)
Definition: ClpSimplex.hpp:141
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.
Definition: ClpSimplex.hpp:917
Status
enums for status of various sorts.
Definition: ClpSimplex.hpp:78
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.
Definition: ClpSimplex.hpp:599
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)
Definition: ClpSimplex.hpp:868
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.
Definition: ClpSimplex.hpp:682
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.
Definition: ClpSimplex.hpp:909
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.
Definition: ClpSimplex.hpp:942
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.
Definition: ClpSimplex.hpp:928
void setSumPrimalInfeasibilities(double value)
Definition: ClpSimplex.hpp:685
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 pivotRow() const
Pivot Row for use by classes e.g. steepestedge.
Definition: ClpSimplex.hpp:962
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.
Definition: ClpSimplex.hpp:897
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.
Definition: ClpSimplex.hpp:164
void setZeroTolerance(double value)
Set zero tolerance.
Definition: ClpSimplex.hpp:913
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)
Definition: ClpSimplex.hpp:667
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
int perturbation() const
Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - ver...
Definition: ClpSimplex.hpp:642
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.
Definition: ClpSimplex.hpp:689
ClpDisasterHandler * disasterHandler() const
Get disaster handler.
Definition: ClpSimplex.hpp:884
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)
Definition: ClpSimplex.hpp:938
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.
Definition: ClpSimplex.hpp:921
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)
Definition: ClpSimplex.hpp:660
void setNumberDualInfeasibilities(int value)
Definition: ClpSimplex.hpp:674
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)
Definition: ClpSimplex.hpp:931
void clearPivoted(int sequence)
bool dualFeasible() const
If problem is dual feasible.
Definition: ClpSimplex.hpp:603
double reducedCost(int sequence)
int numberPrimalInfeasibilities() const
Number of primal infeasibilities.
Definition: ClpSimplex.hpp:696
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 clude.
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.
Definition: ClpSimplex.hpp:905
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.
Definition: ClpSimplex.hpp:765
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 (...
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.
Definition: ClpSimplex.hpp:651
int initialSolve()
Default initial solve.
void borrowModel(ClpModel &otherModel)
Borrow model.
double infeasibilityCost() const
Infeasibility cost.
Definition: ClpSimplex.hpp:622
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.
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
Definition: ClpSimplex.hpp:607
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 numberDualInfeasibilitiesWithoutFree() const
Number of dual infeasibilities (without free)
Definition: ClpSimplex.hpp:678
double largeValue() const
Large bound value (for complementarity etc)
Definition: ClpSimplex.hpp:888
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)
Definition: ClpSimplex.hpp:727
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
Definition: ClpSimplex.hpp:757
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 sumDualInfeasibilities() const
Sum of dual infeasibilities.
Definition: ClpSimplex.hpp:657
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.
Definition: ClpSimplex.hpp:935
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.
Definition: ClpSimplex.hpp:954
double largestDualError_
Largest error on basic duals.
void setDisasterHandler(ClpDisasterHandler *handler)
Objective value.
Definition: ClpSimplex.hpp:880
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.
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)
Definition: ClpSimplex.hpp:731
void setLargestPrimalError(double value)
Largest error on Ax-b.
Definition: ClpSimplex.hpp:901
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.
void setAlpha(double value)
Definition: ClpSimplex.hpp:950
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
Definition: ClpSimplex.hpp:761
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)
Definition: ClpSimplex.hpp:699
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.
Definition: ClpSimplex.hpp:958
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.
Definition: ClpSimplex.hpp:671
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)
Definition: ClpSimplex.hpp:965
double primalToleranceToGetOptimal_
Primal tolerance needed to make dual feasible (<largeTolerance)
double * columnLowerWork_
Column lower bounds - working copy.
double dualBound() const
Dual bound.
Definition: ClpSimplex.hpp:617
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.
Definition: ClpSimplex.hpp:664
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
Clp Solver Interface.