Clp  1.17.6
ClpSimplexDual.hpp
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1 /* $Id$ */
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 ClpSimplexDual_H
12 #define ClpSimplexDual_H
13 
14 #include "ClpSimplex.hpp"
15 
23 class ClpSimplexDual : public ClpSimplex {
24 
25 public:
117  int dual(int ifValuesPass, int startFinishOptions = 0);
126  int strongBranching(int numberVariables, const int *variables,
127  double *newLower, double *newUpper,
128  double **outputSolution,
129  int *outputStatus, int *outputIterations,
130  bool stopOnFirstInfeasible = true,
131  bool alwaysFinish = false,
132  int startFinishOptions = 0);
135  int numberColumns, bool solveLp = false);
139 
155  int whileIterating(double *&givenPi, int ifValuesPass);
163  int updateDualsInDual(CoinIndexedVector *rowArray,
164  CoinIndexedVector *columnArray,
165  CoinIndexedVector *outputArray,
166  double theta,
167  double &objectiveChange,
168  bool fullRecompute);
172  void updateDualsInValuesPass(CoinIndexedVector *rowArray,
173  CoinIndexedVector *columnArray,
174  double theta);
178  void flipBounds(CoinIndexedVector *rowArray,
179  CoinIndexedVector *columnArray);
191  double dualColumn(CoinIndexedVector *rowArray,
192  CoinIndexedVector *columnArray,
193  CoinIndexedVector *spareArray,
194  CoinIndexedVector *spareArray2,
195  double accpetablePivot,
196  CoinBigIndex *dubiousWeights);
198  int dualColumn0(const CoinIndexedVector *rowArray,
199  const CoinIndexedVector *columnArray,
200  CoinIndexedVector *spareArray,
201  double acceptablePivot,
202  double &upperReturn, double &badFree);
209  void checkPossibleValuesMove(CoinIndexedVector *rowArray,
210  CoinIndexedVector *columnArray,
211  double acceptablePivot);
218  void checkPossibleCleanup(CoinIndexedVector *rowArray,
219  CoinIndexedVector *columnArray,
220  double acceptablePivot);
225  void doEasyOnesInValuesPass(double *givenReducedCosts);
235  void dualRow(int alreadyChosen);
245  int changeBounds(int initialize, CoinIndexedVector *outputArray,
246  double &changeCost);
248  int checkFakeBounds() const;
251  bool changeBound(int iSequence);
253  void originalBound(int iSequence);
256  int checkUnbounded(CoinIndexedVector *ray, CoinIndexedVector *spare,
257  double changeCost);
267  void statusOfProblemInDual(int &lastCleaned, int type,
268  double *givenDjs, ClpDataSave &saveData,
269  int ifValuesPass);
272  int perturb();
278  int fastDual(bool alwaysFinish = false);
282 
292  int startupSolve(int ifValuesPass, double *saveDuals, int startFinishOptions);
293  void finishSolve(int startFinishOptions);
294  void gutsOfDual(int ifValuesPass, double *&saveDuals, int initialStatus,
296  //int dual2(int ifValuesPass,int startFinishOptions=0);
297  void resetFakeBounds(int type);
298 
300 };
301 #endif
302 
303 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
304 */
This is a tiny class where data can be saved round calls.
Definition: ClpModel.hpp:1401
This just implements CoinFactorization when an ClpMatrixBase object is passed.
double * ray() const
For advanced users - no need to delete - sign not changed.
Definition: ClpModel.hpp:863
int numberColumns() const
Definition: ClpModel.hpp:332
int numberRows() const
Number of rows.
Definition: ClpModel.hpp:319
This solves LPs using the dual simplex method.
int startupSolve(int ifValuesPass, double *saveDuals, int startFinishOptions)
Startup part of dual (may be extended to other algorithms) returns 0 if good, 1 if bad.
void dualRow(int alreadyChosen)
Chooses dual pivot row Would be faster with separate region to scan and will have this (with square o...
void originalBound(int iSequence)
Restores bound to original bound.
void doEasyOnesInValuesPass(double *givenReducedCosts)
This sees if we can move duals in dual values pass.
int checkUnbounded(CoinIndexedVector *ray, CoinIndexedVector *spare, double changeCost)
Checks if tentative optimal actually means unbounded in dual Returns -3 if not, 2 if is unbounded.
void finishSolve(int startFinishOptions)
void flipBounds(CoinIndexedVector *rowArray, CoinIndexedVector *columnArray)
While updateDualsInDual sees what effect is of flip this does actual flipping.
int pivotResultPart1()
Pivot in a variable and choose an outgoing one.
void cleanupAfterStrongBranching(ClpFactorization *factorization)
This cleans up after strong branching.
int whileIterating(double *&givenPi, int ifValuesPass)
This has the flow between re-factorizations Broken out for clarity and will be used by strong branchi...
ClpFactorization * setupForStrongBranching(char *arrays, int numberRows, int numberColumns, bool solveLp=false)
This does first part of StrongBranching.
int perturb()
Perturbs problem (method depends on perturbation()) returns nonzero if should go to dual.
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.
void gutsOfDual(int ifValuesPass, double *&saveDuals, int initialStatus, ClpDataSave &saveData)
void resetFakeBounds(int type)
double dualColumn(CoinIndexedVector *rowArray, CoinIndexedVector *columnArray, CoinIndexedVector *spareArray, CoinIndexedVector *spareArray2, double accpetablePivot, CoinBigIndex *dubiousWeights)
Row array has row part of pivot row Column array has column part.
void checkPossibleCleanup(CoinIndexedVector *rowArray, CoinIndexedVector *columnArray, double acceptablePivot)
Row array has row part of pivot row Column array has column part.
int changeBounds(int initialize, CoinIndexedVector *outputArray, double &changeCost)
Checks if any fake bounds active - if so returns number and modifies updatedDualBound_ and everything...
int dual(int ifValuesPass, int startFinishOptions=0)
Dual algorithm.
void checkPossibleValuesMove(CoinIndexedVector *rowArray, CoinIndexedVector *columnArray, double acceptablePivot)
Row array has row part of pivot row Column array has column part.
int updateDualsInDual(CoinIndexedVector *rowArray, CoinIndexedVector *columnArray, CoinIndexedVector *outputArray, double theta, double &objectiveChange, bool fullRecompute)
The duals are updated by the given arrays.
void statusOfProblemInDual(int &lastCleaned, int type, double *givenDjs, ClpDataSave &saveData, int ifValuesPass)
Refactorizes if necessary Checks if finished.
int dualColumn0(const CoinIndexedVector *rowArray, const CoinIndexedVector *columnArray, CoinIndexedVector *spareArray, double acceptablePivot, double &upperReturn, double &badFree)
Does first bit of dualColumn.
bool changeBound(int iSequence)
As changeBounds but just changes new bounds for a single variable.
int fastDual(bool alwaysFinish=false)
Fast iterations.
int numberAtFakeBound()
Checks number of variables at fake bounds.
int nextSuperBasic()
Get next free , -1 if none.
int checkFakeBounds() const
Just checks if any fake bounds active - if so returns number.
void updateDualsInValuesPass(CoinIndexedVector *rowArray, CoinIndexedVector *columnArray, double theta)
The duals are updated by the given arrays.
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:106
CoinIndexedVector * columnArray(int index) const
Useful column length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:820
double theta() const
Theta (pivot change)
ClpFactorization * factorization() const
factorization
Definition: ClpSimplex.hpp:676
ClpDataSave saveData()
Save data.
CoinIndexedVector * rowArray(int index) const
Useful row length arrays (0,1,2,3,4,5)
Definition: ClpSimplex.hpp:815