ruby-cbc 0.1.9 → 0.2.1
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- checksums.yaml +4 -4
- data/README.md +5 -5
- data/Rakefile +0 -2
- data/lib/ruby-cbc.rb +1 -1
- data/lib/ruby-cbc/problem.rb +6 -8
- data/lib/ruby-cbc/version.rb +1 -1
- data/ruby-cbc.gemspec +3 -2
- metadata +17 -287
- data/ext/ruby-cbc/cbc.i +0 -15
- data/ext/ruby-cbc/cbc_wrap.c +0 -4618
- data/ext/ruby-cbc/extconf.rb +0 -60
- data/ext/ruby-cbc/install/bin/cbc +0 -0
- data/ext/ruby-cbc/install/bin/clp +0 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchActual.hpp +0 -24
- data/ext/ruby-cbc/install/include/coin/CbcBranchAllDifferent.hpp +0 -62
- data/ext/ruby-cbc/install/include/coin/CbcBranchBase.hpp +0 -78
- data/ext/ruby-cbc/install/include/coin/CbcBranchCut.hpp +0 -183
- data/ext/ruby-cbc/install/include/coin/CbcBranchDecision.hpp +0 -129
- data/ext/ruby-cbc/install/include/coin/CbcBranchDefaultDecision.hpp +0 -100
- data/ext/ruby-cbc/install/include/coin/CbcBranchDynamic.hpp +0 -206
- data/ext/ruby-cbc/install/include/coin/CbcBranchLotsize.hpp +0 -242
- data/ext/ruby-cbc/install/include/coin/CbcBranchToFixLots.hpp +0 -94
- data/ext/ruby-cbc/install/include/coin/CbcBranchingObject.hpp +0 -236
- data/ext/ruby-cbc/install/include/coin/CbcClique.hpp +0 -303
- data/ext/ruby-cbc/install/include/coin/CbcCompare.hpp +0 -39
- data/ext/ruby-cbc/install/include/coin/CbcCompareActual.hpp +0 -14
- data/ext/ruby-cbc/install/include/coin/CbcCompareBase.hpp +0 -142
- data/ext/ruby-cbc/install/include/coin/CbcCompareDefault.hpp +0 -120
- data/ext/ruby-cbc/install/include/coin/CbcCompareDepth.hpp +0 -47
- data/ext/ruby-cbc/install/include/coin/CbcCompareEstimate.hpp +0 -48
- data/ext/ruby-cbc/install/include/coin/CbcCompareObjective.hpp +0 -49
- data/ext/ruby-cbc/install/include/coin/CbcConfig.h +0 -14
- data/ext/ruby-cbc/install/include/coin/CbcConsequence.hpp +0 -49
- data/ext/ruby-cbc/install/include/coin/CbcCountRowCut.hpp +0 -168
- data/ext/ruby-cbc/install/include/coin/CbcCutGenerator.hpp +0 -482
- data/ext/ruby-cbc/install/include/coin/CbcCutModifier.hpp +0 -57
- data/ext/ruby-cbc/install/include/coin/CbcCutSubsetModifier.hpp +0 -66
- data/ext/ruby-cbc/install/include/coin/CbcDummyBranchingObject.hpp +0 -83
- data/ext/ruby-cbc/install/include/coin/CbcEventHandler.hpp +0 -245
- data/ext/ruby-cbc/install/include/coin/CbcFathom.hpp +0 -137
- data/ext/ruby-cbc/install/include/coin/CbcFathomDynamicProgramming.hpp +0 -169
- data/ext/ruby-cbc/install/include/coin/CbcFeasibilityBase.hpp +0 -56
- data/ext/ruby-cbc/install/include/coin/CbcFixVariable.hpp +0 -67
- data/ext/ruby-cbc/install/include/coin/CbcFollowOn.hpp +0 -207
- data/ext/ruby-cbc/install/include/coin/CbcFullNodeInfo.hpp +0 -161
- data/ext/ruby-cbc/install/include/coin/CbcGeneral.hpp +0 -60
- data/ext/ruby-cbc/install/include/coin/CbcGeneralDepth.hpp +0 -279
- data/ext/ruby-cbc/install/include/coin/CbcHeuristic.hpp +0 -682
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDINS.hpp +0 -96
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDW.hpp +0 -309
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDive.hpp +0 -192
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveCoefficient.hpp +0 -52
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveFractional.hpp +0 -52
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveGuided.hpp +0 -55
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveLineSearch.hpp +0 -52
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDivePseudoCost.hpp +0 -60
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveVectorLength.hpp +0 -52
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicFPump.hpp +0 -340
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicGreedy.hpp +0 -280
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicLocal.hpp +0 -271
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicPivotAndFix.hpp +0 -58
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRENS.hpp +0 -77
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRINS.hpp +0 -102
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRandRound.hpp +0 -58
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicVND.hpp +0 -94
- data/ext/ruby-cbc/install/include/coin/CbcLinked.hpp +0 -1406
- data/ext/ruby-cbc/install/include/coin/CbcMessage.hpp +0 -94
- data/ext/ruby-cbc/install/include/coin/CbcMipStartIO.hpp +0 -26
- data/ext/ruby-cbc/install/include/coin/CbcModel.hpp +0 -2952
- data/ext/ruby-cbc/install/include/coin/CbcNWay.hpp +0 -166
- data/ext/ruby-cbc/install/include/coin/CbcNode.hpp +0 -351
- data/ext/ruby-cbc/install/include/coin/CbcNodeInfo.hpp +0 -349
- data/ext/ruby-cbc/install/include/coin/CbcObject.hpp +0 -272
- data/ext/ruby-cbc/install/include/coin/CbcObjectUpdateData.hpp +0 -64
- data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.cpp +0 -4134
- data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.hpp +0 -532
- data/ext/ruby-cbc/install/include/coin/CbcParam.hpp +0 -324
- data/ext/ruby-cbc/install/include/coin/CbcPartialNodeInfo.hpp +0 -110
- data/ext/ruby-cbc/install/include/coin/CbcSOS.hpp +0 -279
- data/ext/ruby-cbc/install/include/coin/CbcSimpleInteger.hpp +0 -286
- data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp +0 -564
- data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerPseudoCost.hpp +0 -114
- data/ext/ruby-cbc/install/include/coin/CbcSolver.hpp +0 -447
- data/ext/ruby-cbc/install/include/coin/CbcStrategy.hpp +0 -258
- data/ext/ruby-cbc/install/include/coin/CbcSubProblem.hpp +0 -83
- data/ext/ruby-cbc/install/include/coin/CbcTree.hpp +0 -490
- data/ext/ruby-cbc/install/include/coin/CbcTreeLocal.hpp +0 -372
- data/ext/ruby-cbc/install/include/coin/Cbc_C_Interface.h +0 -381
- data/ext/ruby-cbc/install/include/coin/Cgl012cut.hpp +0 -464
- data/ext/ruby-cbc/install/include/coin/CglAllDifferent.hpp +0 -115
- data/ext/ruby-cbc/install/include/coin/CglClique.hpp +0 -308
- data/ext/ruby-cbc/install/include/coin/CglConfig.h +0 -19
- data/ext/ruby-cbc/install/include/coin/CglCutGenerator.hpp +0 -121
- data/ext/ruby-cbc/install/include/coin/CglDuplicateRow.hpp +0 -189
- data/ext/ruby-cbc/install/include/coin/CglFlowCover.hpp +0 -371
- data/ext/ruby-cbc/install/include/coin/CglGMI.hpp +0 -364
- data/ext/ruby-cbc/install/include/coin/CglGMIParam.hpp +0 -313
- data/ext/ruby-cbc/install/include/coin/CglGomory.hpp +0 -204
- data/ext/ruby-cbc/install/include/coin/CglKnapsackCover.hpp +0 -310
- data/ext/ruby-cbc/install/include/coin/CglLandP.hpp +0 -306
- data/ext/ruby-cbc/install/include/coin/CglLandPValidator.hpp +0 -130
- data/ext/ruby-cbc/install/include/coin/CglLiftAndProject.hpp +0 -104
- data/ext/ruby-cbc/install/include/coin/CglMessage.hpp +0 -50
- data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding.hpp +0 -429
- data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding2.hpp +0 -427
- data/ext/ruby-cbc/install/include/coin/CglOddHole.hpp +0 -160
- data/ext/ruby-cbc/install/include/coin/CglParam.hpp +0 -93
- data/ext/ruby-cbc/install/include/coin/CglPreProcess.hpp +0 -492
- data/ext/ruby-cbc/install/include/coin/CglProbing.hpp +0 -543
- data/ext/ruby-cbc/install/include/coin/CglRedSplit.hpp +0 -448
- data/ext/ruby-cbc/install/include/coin/CglRedSplit2.hpp +0 -494
- data/ext/ruby-cbc/install/include/coin/CglRedSplit2Param.hpp +0 -495
- data/ext/ruby-cbc/install/include/coin/CglRedSplitParam.hpp +0 -272
- data/ext/ruby-cbc/install/include/coin/CglResidualCapacity.hpp +0 -240
- data/ext/ruby-cbc/install/include/coin/CglSimpleRounding.hpp +0 -174
- data/ext/ruby-cbc/install/include/coin/CglStored.hpp +0 -125
- data/ext/ruby-cbc/install/include/coin/CglTreeInfo.hpp +0 -180
- data/ext/ruby-cbc/install/include/coin/CglTwomir.hpp +0 -565
- data/ext/ruby-cbc/install/include/coin/CglZeroHalf.hpp +0 -133
- data/ext/ruby-cbc/install/include/coin/ClpAmplObjective.hpp +0 -113
- data/ext/ruby-cbc/install/include/coin/ClpCholeskyBase.hpp +0 -294
- data/ext/ruby-cbc/install/include/coin/ClpCholeskyDense.hpp +0 -162
- data/ext/ruby-cbc/install/include/coin/ClpConfig.h +0 -17
- data/ext/ruby-cbc/install/include/coin/ClpConstraint.hpp +0 -125
- data/ext/ruby-cbc/install/include/coin/ClpConstraintAmpl.hpp +0 -108
- data/ext/ruby-cbc/install/include/coin/ClpConstraintLinear.hpp +0 -110
- data/ext/ruby-cbc/install/include/coin/ClpConstraintQuadratic.hpp +0 -119
- data/ext/ruby-cbc/install/include/coin/ClpDualRowDantzig.hpp +0 -71
- data/ext/ruby-cbc/install/include/coin/ClpDualRowPivot.hpp +0 -129
- data/ext/ruby-cbc/install/include/coin/ClpDualRowSteepest.hpp +0 -153
- data/ext/ruby-cbc/install/include/coin/ClpDummyMatrix.hpp +0 -183
- data/ext/ruby-cbc/install/include/coin/ClpDynamicExampleMatrix.hpp +0 -186
- data/ext/ruby-cbc/install/include/coin/ClpDynamicMatrix.hpp +0 -381
- data/ext/ruby-cbc/install/include/coin/ClpEventHandler.hpp +0 -187
- data/ext/ruby-cbc/install/include/coin/ClpFactorization.hpp +0 -432
- data/ext/ruby-cbc/install/include/coin/ClpGubDynamicMatrix.hpp +0 -247
- data/ext/ruby-cbc/install/include/coin/ClpGubMatrix.hpp +0 -358
- data/ext/ruby-cbc/install/include/coin/ClpInterior.hpp +0 -570
- data/ext/ruby-cbc/install/include/coin/ClpLinearObjective.hpp +0 -103
- data/ext/ruby-cbc/install/include/coin/ClpMatrixBase.hpp +0 -524
- data/ext/ruby-cbc/install/include/coin/ClpMessage.hpp +0 -131
- data/ext/ruby-cbc/install/include/coin/ClpModel.hpp +0 -1307
- data/ext/ruby-cbc/install/include/coin/ClpNetworkMatrix.hpp +0 -229
- data/ext/ruby-cbc/install/include/coin/ClpNode.hpp +0 -349
- data/ext/ruby-cbc/install/include/coin/ClpNonLinearCost.hpp +0 -401
- data/ext/ruby-cbc/install/include/coin/ClpObjective.hpp +0 -134
- data/ext/ruby-cbc/install/include/coin/ClpPackedMatrix.hpp +0 -638
- data/ext/ruby-cbc/install/include/coin/ClpParameters.hpp +0 -126
- data/ext/ruby-cbc/install/include/coin/ClpPdcoBase.hpp +0 -103
- data/ext/ruby-cbc/install/include/coin/ClpPlusMinusOneMatrix.hpp +0 -290
- data/ext/ruby-cbc/install/include/coin/ClpPresolve.hpp +0 -299
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnDantzig.hpp +0 -72
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnPivot.hpp +0 -155
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnSteepest.hpp +0 -247
- data/ext/ruby-cbc/install/include/coin/ClpQuadraticObjective.hpp +0 -155
- data/ext/ruby-cbc/install/include/coin/ClpSimplex.hpp +0 -1797
- data/ext/ruby-cbc/install/include/coin/ClpSimplexDual.hpp +0 -300
- data/ext/ruby-cbc/install/include/coin/ClpSimplexNonlinear.hpp +0 -117
- data/ext/ruby-cbc/install/include/coin/ClpSimplexOther.hpp +0 -277
- data/ext/ruby-cbc/install/include/coin/ClpSimplexPrimal.hpp +0 -244
- data/ext/ruby-cbc/install/include/coin/ClpSolve.hpp +0 -446
- data/ext/ruby-cbc/install/include/coin/Clp_C_Interface.h +0 -525
- data/ext/ruby-cbc/install/include/coin/CoinAlloc.hpp +0 -176
- data/ext/ruby-cbc/install/include/coin/CoinBuild.hpp +0 -149
- data/ext/ruby-cbc/install/include/coin/CoinDenseFactorization.hpp +0 -419
- data/ext/ruby-cbc/install/include/coin/CoinDenseVector.hpp +0 -383
- data/ext/ruby-cbc/install/include/coin/CoinDistance.hpp +0 -48
- data/ext/ruby-cbc/install/include/coin/CoinError.hpp +0 -257
- data/ext/ruby-cbc/install/include/coin/CoinFactorization.hpp +0 -2044
- data/ext/ruby-cbc/install/include/coin/CoinFileIO.hpp +0 -166
- data/ext/ruby-cbc/install/include/coin/CoinFinite.hpp +0 -34
- data/ext/ruby-cbc/install/include/coin/CoinFloatEqual.hpp +0 -177
- data/ext/ruby-cbc/install/include/coin/CoinHelperFunctions.hpp +0 -1111
- data/ext/ruby-cbc/install/include/coin/CoinIndexedVector.hpp +0 -1164
- data/ext/ruby-cbc/install/include/coin/CoinLpIO.hpp +0 -805
- data/ext/ruby-cbc/install/include/coin/CoinMessage.hpp +0 -96
- data/ext/ruby-cbc/install/include/coin/CoinMessageHandler.hpp +0 -666
- data/ext/ruby-cbc/install/include/coin/CoinModel.hpp +0 -1054
- data/ext/ruby-cbc/install/include/coin/CoinModelUseful.hpp +0 -441
- data/ext/ruby-cbc/install/include/coin/CoinMpsIO.hpp +0 -1056
- data/ext/ruby-cbc/install/include/coin/CoinOslFactorization.hpp +0 -280
- data/ext/ruby-cbc/install/include/coin/CoinPackedMatrix.hpp +0 -947
- data/ext/ruby-cbc/install/include/coin/CoinPackedVector.hpp +0 -657
- data/ext/ruby-cbc/install/include/coin/CoinPackedVectorBase.hpp +0 -269
- data/ext/ruby-cbc/install/include/coin/CoinParam.hpp +0 -644
- data/ext/ruby-cbc/install/include/coin/CoinPragma.hpp +0 -26
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDoubleton.hpp +0 -73
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDual.hpp +0 -85
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDupcol.hpp +0 -226
- data/ext/ruby-cbc/install/include/coin/CoinPresolveEmpty.hpp +0 -116
- data/ext/ruby-cbc/install/include/coin/CoinPresolveFixed.hpp +0 -181
- data/ext/ruby-cbc/install/include/coin/CoinPresolveForcing.hpp +0 -61
- data/ext/ruby-cbc/install/include/coin/CoinPresolveImpliedFree.hpp +0 -60
- data/ext/ruby-cbc/install/include/coin/CoinPresolveIsolated.hpp +0 -51
- data/ext/ruby-cbc/install/include/coin/CoinPresolveMatrix.hpp +0 -1842
- data/ext/ruby-cbc/install/include/coin/CoinPresolveMonitor.hpp +0 -105
- data/ext/ruby-cbc/install/include/coin/CoinPresolvePsdebug.hpp +0 -166
- data/ext/ruby-cbc/install/include/coin/CoinPresolveSingleton.hpp +0 -112
- data/ext/ruby-cbc/install/include/coin/CoinPresolveSubst.hpp +0 -101
- data/ext/ruby-cbc/install/include/coin/CoinPresolveTighten.hpp +0 -55
- data/ext/ruby-cbc/install/include/coin/CoinPresolveTripleton.hpp +0 -66
- data/ext/ruby-cbc/install/include/coin/CoinPresolveUseless.hpp +0 -63
- data/ext/ruby-cbc/install/include/coin/CoinPresolveZeros.hpp +0 -60
- data/ext/ruby-cbc/install/include/coin/CoinRational.hpp +0 -44
- data/ext/ruby-cbc/install/include/coin/CoinSearchTree.hpp +0 -465
- data/ext/ruby-cbc/install/include/coin/CoinShallowPackedVector.hpp +0 -148
- data/ext/ruby-cbc/install/include/coin/CoinSignal.hpp +0 -117
- data/ext/ruby-cbc/install/include/coin/CoinSimpFactorization.hpp +0 -431
- data/ext/ruby-cbc/install/include/coin/CoinSmartPtr.hpp +0 -528
- data/ext/ruby-cbc/install/include/coin/CoinSnapshot.hpp +0 -476
- data/ext/ruby-cbc/install/include/coin/CoinSort.hpp +0 -678
- data/ext/ruby-cbc/install/include/coin/CoinStructuredModel.hpp +0 -247
- data/ext/ruby-cbc/install/include/coin/CoinTime.hpp +0 -310
- data/ext/ruby-cbc/install/include/coin/CoinTypes.hpp +0 -64
- data/ext/ruby-cbc/install/include/coin/CoinUtility.hpp +0 -19
- data/ext/ruby-cbc/install/include/coin/CoinUtilsConfig.h +0 -34
- data/ext/ruby-cbc/install/include/coin/CoinWarmStart.hpp +0 -58
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartBasis.hpp +0 -456
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartDual.hpp +0 -166
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartPrimalDual.hpp +0 -211
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartVector.hpp +0 -488
- data/ext/ruby-cbc/install/include/coin/Coin_C_defines.h +0 -115
- data/ext/ruby-cbc/install/include/coin/Idiot.hpp +0 -298
- data/ext/ruby-cbc/install/include/coin/OsiAuxInfo.hpp +0 -206
- data/ext/ruby-cbc/install/include/coin/OsiBranchingObject.hpp +0 -1005
- data/ext/ruby-cbc/install/include/coin/OsiCbcSolverInterface.hpp +0 -764
- data/ext/ruby-cbc/install/include/coin/OsiChooseVariable.hpp +0 -534
- data/ext/ruby-cbc/install/include/coin/OsiClpSolverInterface.hpp +0 -1509
- data/ext/ruby-cbc/install/include/coin/OsiColCut.hpp +0 -324
- data/ext/ruby-cbc/install/include/coin/OsiCollections.hpp +0 -35
- data/ext/ruby-cbc/install/include/coin/OsiConfig.h +0 -19
- data/ext/ruby-cbc/install/include/coin/OsiCut.hpp +0 -245
- data/ext/ruby-cbc/install/include/coin/OsiCuts.hpp +0 -474
- data/ext/ruby-cbc/install/include/coin/OsiPresolve.hpp +0 -252
- data/ext/ruby-cbc/install/include/coin/OsiRowCut.hpp +0 -331
- data/ext/ruby-cbc/install/include/coin/OsiRowCutDebugger.hpp +0 -187
- data/ext/ruby-cbc/install/include/coin/OsiSolverBranch.hpp +0 -152
- data/ext/ruby-cbc/install/include/coin/OsiSolverInterface.hpp +0 -2143
- data/ext/ruby-cbc/install/include/coin/OsiSolverParameters.hpp +0 -142
- data/ext/ruby-cbc/install/include/coin/OsiUnitTests.hpp +0 -374
- data/ext/ruby-cbc/install/lib/libCbc.la +0 -35
- data/ext/ruby-cbc/install/lib/libCbc.so +0 -0
- data/ext/ruby-cbc/install/lib/libCbc.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libCbc.so.3.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libCbcSolver.la +0 -35
- data/ext/ruby-cbc/install/lib/libCbcSolver.so +0 -0
- data/ext/ruby-cbc/install/lib/libCbcSolver.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libCbcSolver.so.3.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libCgl.la +0 -35
- data/ext/ruby-cbc/install/lib/libCgl.so +0 -0
- data/ext/ruby-cbc/install/lib/libCgl.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libCgl.so.1.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libClp.la +0 -35
- data/ext/ruby-cbc/install/lib/libClp.so +0 -0
- data/ext/ruby-cbc/install/lib/libClp.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libClp.so.1.13.9 +0 -0
- data/ext/ruby-cbc/install/lib/libClpSolver.la +0 -35
- data/ext/ruby-cbc/install/lib/libClpSolver.so +0 -0
- data/ext/ruby-cbc/install/lib/libClpSolver.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libClpSolver.so.1.13.9 +0 -0
- data/ext/ruby-cbc/install/lib/libCoinUtils.la +0 -35
- data/ext/ruby-cbc/install/lib/libCoinUtils.so +0 -0
- data/ext/ruby-cbc/install/lib/libCoinUtils.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libCoinUtils.so.3.10.11 +0 -0
- data/ext/ruby-cbc/install/lib/libOsi.la +0 -35
- data/ext/ruby-cbc/install/lib/libOsi.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsi.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libOsi.so.1.12.6 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCbc.la +0 -35
- data/ext/ruby-cbc/install/lib/libOsiCbc.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCbc.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCbc.so.3.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiClp.la +0 -35
- data/ext/ruby-cbc/install/lib/libOsiClp.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsiClp.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiClp.so.1.13.9 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.la +0 -35
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.so.1.12.6 +0 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/cbc.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/cgl.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/clp.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/coindatamiplib3.pc +0 -9
- data/ext/ruby-cbc/install/lib/pkgconfig/coindatasample.pc +0 -9
- data/ext/ruby-cbc/install/lib/pkgconfig/coinutils.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-cbc.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-clp.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-unittests.pc +0 -12
- data/ext/ruby-cbc/install/lib/pkgconfig/osi.pc +0 -12
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/* $Id: ClpPrimalColumnSteepest.hpp 1665 2011-01-04 17:55:54Z lou $ */
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// Copyright (C) 2002, International Business Machines
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// Corporation and others. All Rights Reserved.
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// This code is licensed under the terms of the Eclipse Public License (EPL).
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#ifndef ClpPrimalColumnSteepest_H
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#define ClpPrimalColumnSteepest_H
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#include "ClpPrimalColumnPivot.hpp"
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#include <bitset>
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//#############################################################################
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class CoinIndexedVector;
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/** Primal Column Pivot Steepest Edge Algorithm Class
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See Forrest-Goldfarb paper for algorithm
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*/
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class ClpPrimalColumnSteepest : public ClpPrimalColumnPivot {
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public:
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///@name Algorithmic methods
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//@{
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/** Returns pivot column, -1 if none.
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The Packed CoinIndexedVector updates has cost updates - for normal LP
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that is just +-weight where a feasibility changed. It also has
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reduced cost from last iteration in pivot row
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Parts of operation split out into separate functions for
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profiling and speed
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*/
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virtual int pivotColumn(CoinIndexedVector * updates,
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CoinIndexedVector * spareRow1,
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CoinIndexedVector * spareRow2,
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CoinIndexedVector * spareColumn1,
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CoinIndexedVector * spareColumn2);
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/// For quadratic or funny nonlinearities
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int pivotColumnOldMethod(CoinIndexedVector * updates,
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CoinIndexedVector * spareRow1,
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CoinIndexedVector * spareRow2,
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CoinIndexedVector * spareColumn1,
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CoinIndexedVector * spareColumn2);
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/// Just update djs
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void justDjs(CoinIndexedVector * updates,
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CoinIndexedVector * spareRow2,
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CoinIndexedVector * spareColumn1,
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CoinIndexedVector * spareColumn2);
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/// Update djs doing partial pricing (dantzig)
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int partialPricing(CoinIndexedVector * updates,
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CoinIndexedVector * spareRow2,
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int numberWanted,
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int numberLook);
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/// Update djs, weights for Devex using djs
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void djsAndDevex(CoinIndexedVector * updates,
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CoinIndexedVector * spareRow2,
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CoinIndexedVector * spareColumn1,
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CoinIndexedVector * spareColumn2);
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/// Update djs, weights for Steepest using djs
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void djsAndSteepest(CoinIndexedVector * updates,
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CoinIndexedVector * spareRow2,
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CoinIndexedVector * spareColumn1,
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CoinIndexedVector * spareColumn2);
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/// Update djs, weights for Devex using pivot row
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void djsAndDevex2(CoinIndexedVector * updates,
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CoinIndexedVector * spareRow2,
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CoinIndexedVector * spareColumn1,
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CoinIndexedVector * spareColumn2);
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/// Update djs, weights for Steepest using pivot row
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void djsAndSteepest2(CoinIndexedVector * updates,
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CoinIndexedVector * spareRow2,
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CoinIndexedVector * spareColumn1,
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CoinIndexedVector * spareColumn2);
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/// Update weights for Devex
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void justDevex(CoinIndexedVector * updates,
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CoinIndexedVector * spareRow2,
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CoinIndexedVector * spareColumn1,
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CoinIndexedVector * spareColumn2);
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/// Update weights for Steepest
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void justSteepest(CoinIndexedVector * updates,
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CoinIndexedVector * spareRow2,
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CoinIndexedVector * spareColumn1,
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CoinIndexedVector * spareColumn2);
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/// Updates two arrays for steepest
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void transposeTimes2(const CoinIndexedVector * pi1, CoinIndexedVector * dj1,
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const CoinIndexedVector * pi2, CoinIndexedVector * dj2,
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CoinIndexedVector * spare, double scaleFactor);
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/// Updates weights - part 1 - also checks accuracy
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virtual void updateWeights(CoinIndexedVector * input);
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/// Checks accuracy - just for debug
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void checkAccuracy(int sequence, double relativeTolerance,
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CoinIndexedVector * rowArray1,
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CoinIndexedVector * rowArray2);
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/// Initialize weights
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void initializeWeights();
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/** Save weights - this may initialize weights as well
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mode is -
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1) before factorization
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2) after factorization
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3) just redo infeasibilities
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4) restore weights
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5) at end of values pass (so need initialization)
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*/
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virtual void saveWeights(ClpSimplex * model, int mode);
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/// Gets rid of last update
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virtual void unrollWeights();
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/// Gets rid of all arrays
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virtual void clearArrays();
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/// Returns true if would not find any column
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virtual bool looksOptimal() const;
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/// Called when maximum pivots changes
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virtual void maximumPivotsChanged();
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//@}
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/**@name gets and sets */
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//@{
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/// Mode
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inline int mode() const {
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return mode_;
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}
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/** Returns number of extra columns for sprint algorithm - 0 means off.
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Also number of iterations before recompute
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*/
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virtual int numberSprintColumns(int & numberIterations) const;
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/// Switch off sprint idea
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virtual void switchOffSprint();
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//@}
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/** enums for persistence
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*/
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enum Persistence {
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normal = 0x00, // create (if necessary) and destroy
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keep = 0x01 // create (if necessary) and leave
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};
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///@name Constructors and destructors
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//@{
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/** Default Constructor
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0 is exact devex, 1 full steepest, 2 is partial exact devex
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3 switches between 0 and 2 depending on factorization
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4 starts as partial dantzig/devex but then may switch between 0 and 2.
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By partial exact devex is meant that the weights are updated as normal
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but only part of the nonbasic variables are scanned.
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This can be faster on very easy problems.
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*/
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ClpPrimalColumnSteepest(int mode = 3);
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/// Copy constructor
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ClpPrimalColumnSteepest(const ClpPrimalColumnSteepest & rhs);
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/// Assignment operator
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ClpPrimalColumnSteepest & operator=(const ClpPrimalColumnSteepest& rhs);
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/// Destructor
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virtual ~ClpPrimalColumnSteepest ();
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/// Clone
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virtual ClpPrimalColumnPivot * clone(bool copyData = true) const;
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//@}
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///@name Private functions to deal with devex
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/** reference would be faster using ClpSimplex's status_,
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but I prefer to keep modularity.
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*/
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inline bool reference(int i) const {
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return ((reference_[i>>5] >> (i & 31)) & 1) != 0;
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}
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inline void setReference(int i, bool trueFalse) {
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unsigned int & value = reference_[i>>5];
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int bit = i & 31;
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if (trueFalse)
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value |= (1 << bit);
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else
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value &= ~(1 << bit);
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}
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/// Set/ get persistence
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inline void setPersistence(Persistence life) {
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persistence_ = life;
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}
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inline Persistence persistence() const {
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return persistence_ ;
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}
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//@}
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//---------------------------------------------------------------------------
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private:
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///@name Private member data
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// Update weight
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double devex_;
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/// weight array
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double * weights_;
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/// square of infeasibility array (just for infeasible columns)
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CoinIndexedVector * infeasible_;
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/// alternate weight array (so we can unroll)
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CoinIndexedVector * alternateWeights_;
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/// save weight array (so we can use checkpoint)
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double * savedWeights_;
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// Array for exact devex to say what is in reference framework
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unsigned int * reference_;
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/** Status
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0) Normal
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-1) Needs initialization
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1) Weights are stored by sequence number
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*/
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int state_;
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/**
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0 is exact devex, 1 full steepest, 2 is partial exact devex
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3 switches between 0 and 2 depending on factorization
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4 starts as partial dantzig/devex but then may switch between 0 and 2.
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5 is always partial dantzig
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By partial exact devex is meant that the weights are updated as normal
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but only part of the nonbasic variables are scanned.
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This can be faster on very easy problems.
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New dubious option is >=10 which does mini-sprint
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*/
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int mode_;
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/// Life of weights
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Persistence persistence_;
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/// Number of times switched from partial dantzig to 0/2
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int numberSwitched_;
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// This is pivot row (or pivot sequence round re-factorization)
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int pivotSequence_;
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// This is saved pivot sequence
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int savedPivotSequence_;
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// This is saved outgoing variable
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int savedSequenceOut_;
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// Iteration when last rectified
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int lastRectified_;
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// Size of factorization at invert (used to decide algorithm)
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int sizeFactorization_;
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//@}
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};
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#endif
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/* $Id: ClpQuadraticObjective.hpp 1665 2011-01-04 17:55:54Z lou $ */
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// Copyright (C) 2003, International Business Machines
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// Corporation and others. All Rights Reserved.
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// This code is licensed under the terms of the Eclipse Public License (EPL).
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#ifndef ClpQuadraticObjective_H
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#define ClpQuadraticObjective_H
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#include "ClpObjective.hpp"
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#include "CoinPackedMatrix.hpp"
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//#############################################################################
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/** Quadratic Objective Class
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*/
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class ClpQuadraticObjective : public ClpObjective {
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public:
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///@name Stuff
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//@{
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/** Returns gradient. If Quadratic then solution may be NULL,
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also returns an offset (to be added to current one)
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If refresh is false then uses last solution
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Uses model for scaling
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includeLinear 0 - no, 1 as is, 2 as feasible
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*/
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virtual double * gradient(const ClpSimplex * model,
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const double * solution, double & offset, bool refresh,
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int includeLinear = 2);
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/// Resize objective
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/** Returns reduced gradient.Returns an offset (to be added to current one).
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*/
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virtual double reducedGradient(ClpSimplex * model, double * region,
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bool useFeasibleCosts);
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/** Returns step length which gives minimum of objective for
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solution + theta * change vector up to maximum theta.
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arrays are numberColumns+numberRows
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Also sets current objective, predicted and at maximumTheta
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*/
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virtual double stepLength(ClpSimplex * model,
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const double * solution,
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const double * change,
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double maximumTheta,
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double & currentObj,
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double & predictedObj,
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double & thetaObj);
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/// Return objective value (without any ClpModel offset) (model may be NULL)
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virtual double objectiveValue(const ClpSimplex * model, const double * solution) const ;
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virtual void resize(int newNumberColumns) ;
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/// Delete columns in objective
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virtual void deleteSome(int numberToDelete, const int * which) ;
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/// Scale objective
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virtual void reallyScale(const double * columnScale) ;
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/** Given a zeroed array sets nonlinear columns to 1.
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Returns number of nonlinear columns
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*/
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virtual int markNonlinear(char * which);
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//@}
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///@name Constructors and destructors
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//@{
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/// Default Constructor
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ClpQuadraticObjective();
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/// Constructor from objective
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ClpQuadraticObjective(const double * linearObjective, int numberColumns,
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const CoinBigIndex * start,
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const int * column, const double * element,
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int numberExtendedColumns_ = -1);
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/** Copy constructor .
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If type is -1 then make sure half symmetric,
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if +1 then make sure full
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*/
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ClpQuadraticObjective(const ClpQuadraticObjective & rhs, int type = 0);
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/** Subset constructor. Duplicates are allowed
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and order is as given.
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*/
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ClpQuadraticObjective (const ClpQuadraticObjective &rhs, int numberColumns,
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const int * whichColumns) ;
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/// Assignment operator
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ClpQuadraticObjective & operator=(const ClpQuadraticObjective& rhs);
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/// Destructor
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virtual ~ClpQuadraticObjective ();
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/// Clone
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virtual ClpObjective * clone() const;
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/** Subset clone. Duplicates are allowed
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and order is as given.
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*/
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virtual ClpObjective * subsetClone (int numberColumns,
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const int * whichColumns) const;
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/** Load up quadratic objective. This is stored as a CoinPackedMatrix */
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void loadQuadraticObjective(const int numberColumns,
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const CoinBigIndex * start,
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const int * column, const double * element,
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int numberExtendedColumns = -1);
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void loadQuadraticObjective ( const CoinPackedMatrix& matrix);
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/// Get rid of quadratic objective
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void deleteQuadraticObjective();
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//@}
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///@name Gets and sets
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//@{
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/// Quadratic objective
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inline CoinPackedMatrix * quadraticObjective() const {
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return quadraticObjective_;
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}
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/// Linear objective
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inline double * linearObjective() const {
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return objective_;
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}
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/// Length of linear objective which could be bigger
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inline int numberExtendedColumns() const {
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return numberExtendedColumns_;
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}
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/// Number of columns in quadratic objective
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inline int numberColumns() const {
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return numberColumns_;
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}
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/// If a full or half matrix
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inline bool fullMatrix() const {
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return fullMatrix_;
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}
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//@}
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bool fullMatrix_;
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// Copyright (C) 2002, International Business Machines
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John Forrest
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#include "ClpSolve.hpp"
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#include "ClpConfig.h"
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class ClpDualRowPivot;
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class ClpPrimalColumnPivot;
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class ClpFactorization;
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class CoinIndexedVector;
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class ClpNonLinearCost;
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class ClpNodeStuff;
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class CoinStructuredModel;
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class OsiClpSolverInterface;
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class CoinWarmStartBasis;
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class ClpDisasterHandler;
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class ClpConstraint;
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/*
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it behaves as Clp (and ABC used will be different than if not defined)
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#endif
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class AbcTolerancesEtc;
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class AbcSimplex;
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#include "CoinAbcCommon.hpp"
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#endif
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/** This solves LPs using the simplex method
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It inherits from ClpModel and all its arrays are created at
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algorithm time. Originally I tried to work with model arrays
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structural variables then row variables. Some coding is still
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based on old style and needs cleaning up.
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For a description of algorithms:
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for dual see ClpSimplexDual.hpp and at top of ClpSimplexDual.cpp
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class ClpSimplex : public ClpModel {
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friend void ClpSimplexUnitTest(const std::string & mpsDir);
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public:
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/** enums for status of various sorts.
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isFixed means fixed at lower bound and out of basis
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*/
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enum Status {
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isFree = 0x00,
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basic = 0x01,
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atUpperBound = 0x02,
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atLowerBound = 0x03,
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superBasic = 0x04,
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isFixed = 0x05
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};
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// For Dual
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enum FakeBound {
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noFake = 0x00,
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lowerFake = 0x01,
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upperFake = 0x02,
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bothFake = 0x03
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};
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/**@name Constructors and destructor and copy */
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//@{
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/// Default constructor
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ClpSimplex (bool emptyMessages = false );
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/** Copy constructor. May scale depending on mode
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*/
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ClpSimplex(const ClpSimplex & rhs, int scalingMode = -1);
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/** Copy constructor from model. May scale depending on mode
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-1 leave mode as is
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0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)
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*/
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ClpSimplex(const ClpModel & rhs, int scalingMode = -1);
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/** Subproblem constructor. A subset of whole model is created from the
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row and column lists given. The new order is given by list order and
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duplicates are allowed. Name and integer information can be dropped
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in this case duplicates are not allowed (also see getbackSolution)
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*/
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ClpSimplex (const ClpModel * wholeModel,
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int numberRows, const int * whichRows,
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int numberColumns, const int * whichColumns,
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bool dropNames = true, bool dropIntegers = true,
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bool fixOthers = false);
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/** Subproblem constructor. A subset of whole model is created from the
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row and column lists given. The new order is given by list order and
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in this case duplicates are not allowed (also see getbackSolution)
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*/
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ClpSimplex (const ClpSimplex * wholeModel,
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int numberRows, const int * whichRows,
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int numberColumns, const int * whichColumns,
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bool dropNames = true, bool dropIntegers = true,
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bool fixOthers = false);
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/** This constructor modifies original ClpSimplex and stores
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original stuff in created ClpSimplex. It is only to be used in
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conjunction with originalModel */
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ClpSimplex (ClpSimplex * wholeModel,
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int numberColumns, const int * whichColumns);
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/** This copies back stuff from miniModel and then deletes miniModel.
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Only to be used with mini constructor */
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void originalModel(ClpSimplex * miniModel);
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inline int abcState() const
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{ return abcState_;}
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inline void setAbcState(int state)
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{ abcState_=state;}
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#ifdef ABC_INHERIT
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inline AbcSimplex * abcSimplex() const
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{ return abcSimplex_;}
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inline void setAbcSimplex(AbcSimplex * simplex)
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{ abcSimplex_=simplex;}
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/// Returns 0 if dual can be skipped
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int doAbcDual();
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/// Returns 0 if primal can be skipped
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int doAbcPrimal(int ifValuesPass);
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#endif
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/** Array persistence flag
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If 0 then as now (delete/new)
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1 then only do arrays if bigger needed
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2 as 1 but give a bit extra if bigger needed
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*/
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void setPersistenceFlag(int value);
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/// Save a copy of model with certain state - normally without cuts
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void makeBaseModel();
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/// Switch off base model
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void deleteBaseModel();
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/// See if we have base model
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inline ClpSimplex * baseModel() const {
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return baseModel_;
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}
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/** Reset to base model (just size and arrays needed)
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If model NULL use internal copy
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*/
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void setToBaseModel(ClpSimplex * model = NULL);
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/// Assignment operator. This copies the data
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ClpSimplex & operator=(const ClpSimplex & rhs);
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/// Destructor
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~ClpSimplex ( );
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// Ones below are just ClpModel with some changes
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/** Loads a problem (the constraints on the
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rows are given by lower and upper bounds). If a pointer is 0 then the
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following values are the default:
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<ul>
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<li> <code>colub</code>: all columns have upper bound infinity
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<li> <code>collb</code>: all columns have lower bound 0
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<li> <code>rowub</code>: all rows have upper bound infinity
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<li> <code>rowlb</code>: all rows have lower bound -infinity
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<li> <code>obj</code>: all variables have 0 objective coefficient
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</ul>
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*/
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void loadProblem ( const ClpMatrixBase& matrix,
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const double* collb, const double* colub,
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const double* obj,
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const double* rowlb, const double* rowub,
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const double * rowObjective = NULL);
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void loadProblem ( const CoinPackedMatrix& matrix,
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const double* collb, const double* colub,
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const double* obj,
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const double* rowlb, const double* rowub,
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const double * rowObjective = NULL);
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/** Just like the other loadProblem() method except that the matrix is
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given in a standard column major ordered format (without gaps). */
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void loadProblem ( const int numcols, const int numrows,
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const CoinBigIndex* start, const int* index,
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const double* value,
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const double* collb, const double* colub,
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const double* obj,
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const double* rowlb, const double* rowub,
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const double * rowObjective = NULL);
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/// This one is for after presolve to save memory
|
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void loadProblem ( const int numcols, const int numrows,
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const CoinBigIndex* start, const int* index,
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const double* value, const int * length,
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const double* collb, const double* colub,
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const double* obj,
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const double* rowlb, const double* rowub,
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const double * rowObjective = NULL);
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/** This loads a model from a coinModel object - returns number of errors.
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If keepSolution true and size is same as current then
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keeps current status and solution
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*/
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int loadProblem ( CoinModel & modelObject, bool keepSolution = false);
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/// Read an mps file from the given filename
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int readMps(const char *filename,
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bool keepNames = false,
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bool ignoreErrors = false);
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/// Read GMPL files from the given filenames
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int readGMPL(const char *filename, const char * dataName,
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bool keepNames = false);
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/// Read file in LP format from file with name filename.
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/// See class CoinLpIO for description of this format.
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int readLp(const char *filename, const double epsilon = 1e-5);
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/** Borrow model. This is so we dont have to copy large amounts
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of data around. It assumes a derived class wants to overwrite
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an empty model with a real one - while it does an algorithm.
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This is same as ClpModel one, but sets scaling on etc. */
|
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void borrowModel(ClpModel & otherModel);
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void borrowModel(ClpSimplex & otherModel);
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/// Pass in Event handler (cloned and deleted at end)
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void passInEventHandler(const ClpEventHandler * eventHandler);
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/// Puts solution back into small model
|
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void getbackSolution(const ClpSimplex & smallModel, const int * whichRow, const int * whichColumn);
|
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/** Load nonlinear part of problem from AMPL info
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Returns 0 if linear
|
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1 if quadratic objective
|
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2 if quadratic constraints
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3 if nonlinear objective
|
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4 if nonlinear constraints
|
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-1 on failure
|
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*/
|
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int loadNonLinear(void * info, int & numberConstraints,
|
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ClpConstraint ** & constraints);
|
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#ifdef ABC_INHERIT
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/// Loads tolerances etc
|
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void loadTolerancesEtc(const AbcTolerancesEtc & data);
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/// Unloads tolerances etc
|
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void unloadTolerancesEtc(AbcTolerancesEtc & data);
|
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#endif
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//@}
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/**@name Functions most useful to user */
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//@{
|
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/** General solve algorithm which can do presolve.
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See ClpSolve.hpp for options
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*/
|
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int initialSolve(ClpSolve & options);
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/// Default initial solve
|
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int initialSolve();
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/// Dual initial solve
|
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int initialDualSolve();
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/// Primal initial solve
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int initialPrimalSolve();
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/// Barrier initial solve
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int initialBarrierSolve();
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/// Barrier initial solve, not to be followed by crossover
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int initialBarrierNoCrossSolve();
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/** Dual algorithm - see ClpSimplexDual.hpp for method.
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ifValuesPass==2 just does values pass and then stops.
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startFinishOptions - bits
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2 - use old factorization if same number of rows
|
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4 - skip as much initialization of work areas as possible
|
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(based on whatsChanged in clpmodel.hpp) ** work in progress
|
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maybe other bits later
|
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*/
|
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|
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int dual(int ifValuesPass = 0, int startFinishOptions = 0);
|
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|
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// If using Debug
|
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|
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int dualDebug(int ifValuesPass = 0, int startFinishOptions = 0);
|
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|
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/** Primal algorithm - see ClpSimplexPrimal.hpp for method.
|
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|
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ifValuesPass==2 just does values pass and then stops.
|
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|
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|
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startFinishOptions - bits
|
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|
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1 - do not delete work areas and factorization at end
|
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|
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2 - use old factorization if same number of rows
|
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|
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4 - skip as much initialization of work areas as possible
|
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|
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(based on whatsChanged in clpmodel.hpp) ** work in progress
|
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|
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maybe other bits later
|
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|
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*/
|
297
|
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int primal(int ifValuesPass = 0, int startFinishOptions = 0);
|
298
|
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/** Solves nonlinear problem using SLP - may be used as crash
|
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|
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for other algorithms when number of iterations small.
|
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|
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Also exits if all problematical variables are changing
|
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|
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less than deltaTolerance
|
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|
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*/
|
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|
-
int nonlinearSLP(int numberPasses, double deltaTolerance);
|
304
|
-
/** Solves problem with nonlinear constraints using SLP - may be used as crash
|
305
|
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for other algorithms when number of iterations small.
|
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|
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Also exits if all problematical variables are changing
|
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|
-
less than deltaTolerance
|
308
|
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*/
|
309
|
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int nonlinearSLP(int numberConstraints, ClpConstraint ** constraints,
|
310
|
-
int numberPasses, double deltaTolerance);
|
311
|
-
/** Solves using barrier (assumes you have good cholesky factor code).
|
312
|
-
Does crossover to simplex if asked*/
|
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|
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int barrier(bool crossover = true);
|
314
|
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/** Solves non-linear using reduced gradient. Phase = 0 get feasible,
|
315
|
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=1 use solution */
|
316
|
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int reducedGradient(int phase = 0);
|
317
|
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/// Solve using structure of model and maybe in parallel
|
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|
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int solve(CoinStructuredModel * model);
|
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|
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#ifdef ABC_INHERIT
|
320
|
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/** solvetype 0 for dual, 1 for primal
|
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|
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startup 1 for values pass
|
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|
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interrupt whether to pass across interrupt handler
|
323
|
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add 10 to return AbcSimplex
|
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|
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*/
|
325
|
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AbcSimplex * dealWithAbc(int solveType,int startUp,bool interrupt=false);
|
326
|
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//void dealWithAbc(int solveType,int startUp,bool interrupt=false);
|
327
|
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#endif
|
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|
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/** This loads a model from a CoinStructuredModel object - returns number of errors.
|
329
|
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If originalOrder then keep to order stored in blocks,
|
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|
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otherwise first column/rows correspond to first block - etc.
|
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|
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If keepSolution true and size is same as current then
|
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|
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keeps current status and solution
|
333
|
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*/
|
334
|
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int loadProblem ( CoinStructuredModel & modelObject,
|
335
|
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bool originalOrder = true, bool keepSolution = false);
|
336
|
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/**
|
337
|
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When scaling is on it is possible that the scaled problem
|
338
|
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is feasible but the unscaled is not. Clp returns a secondary
|
339
|
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status code to that effect. This option allows for a cleanup.
|
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|
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If you use it I would suggest 1.
|
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|
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This only affects actions when scaled optimal
|
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|
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0 - no action
|
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|
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1 - clean up using dual if primal infeasibility
|
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|
-
2 - clean up using dual if dual infeasibility
|
345
|
-
3 - clean up using dual if primal or dual infeasibility
|
346
|
-
11,12,13 - as 1,2,3 but use primal
|
347
|
-
|
348
|
-
return code as dual/primal
|
349
|
-
*/
|
350
|
-
int cleanup(int cleanupScaling);
|
351
|
-
/** Dual ranging.
|
352
|
-
This computes increase/decrease in cost for each given variable and corresponding
|
353
|
-
sequence numbers which would change basis. Sequence numbers are 0..numberColumns
|
354
|
-
and numberColumns.. for artificials/slacks.
|
355
|
-
For non-basic variables the information is trivial to compute and the change in cost is just minus the
|
356
|
-
reduced cost and the sequence number will be that of the non-basic variables.
|
357
|
-
For basic variables a ratio test is between the reduced costs for non-basic variables
|
358
|
-
and the row of the tableau corresponding to the basic variable.
|
359
|
-
The increase/decrease value is always >= 0.0
|
360
|
-
|
361
|
-
Up to user to provide correct length arrays where each array is of length numberCheck.
|
362
|
-
which contains list of variables for which information is desired. All other
|
363
|
-
arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays
|
364
|
-
will be information for variable 7.
|
365
|
-
|
366
|
-
If valueIncrease/Decrease not NULL (both must be NULL or both non NULL) then these are filled with
|
367
|
-
the value of variable if such a change in cost were made (the existing bounds are ignored)
|
368
|
-
|
369
|
-
Returns non-zero if infeasible unbounded etc
|
370
|
-
*/
|
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);
|
375
|
-
/** Primal ranging.
|
376
|
-
This computes increase/decrease in value for each given variable and corresponding
|
377
|
-
sequence numbers which would change basis. Sequence numbers are 0..numberColumns
|
378
|
-
and numberColumns.. for artificials/slacks.
|
379
|
-
This should only be used for non-basic variabls as otherwise information is pretty useless
|
380
|
-
For basic variables the sequence number will be that of the basic variables.
|
381
|
-
|
382
|
-
Up to user to provide correct length arrays where each array is of length numberCheck.
|
383
|
-
which contains list of variables for which information is desired. All other
|
384
|
-
arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays
|
385
|
-
will be information for variable 7.
|
386
|
-
|
387
|
-
Returns non-zero if infeasible unbounded etc
|
388
|
-
*/
|
389
|
-
int primalRanging(int numberCheck, const int * which,
|
390
|
-
double * valueIncrease, int * sequenceIncrease,
|
391
|
-
double * valueDecrease, int * sequenceDecrease);
|
392
|
-
/**
|
393
|
-
Modifies coefficients etc and if necessary pivots in and out.
|
394
|
-
All at same status will be done (basis may go singular).
|
395
|
-
User can tell which others have been done (i.e. if status matches).
|
396
|
-
If called from outside will change status and return 0.
|
397
|
-
If called from event handler returns non-zero if user has to take action.
|
398
|
-
indices>=numberColumns are slacks (obviously no coefficients)
|
399
|
-
status array is (char) Status enum
|
400
|
-
*/
|
401
|
-
int modifyCoefficientsAndPivot(int number,
|
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);
|
410
|
-
/** Take out duplicate rows (includes scaled rows and intersections).
|
411
|
-
On exit whichRows has rows to delete - return code is number can be deleted
|
412
|
-
or -1 if would be infeasible.
|
413
|
-
If tolerance is -1.0 use primalTolerance for equality rows and infeasibility
|
414
|
-
If cleanUp not zero then spend more time trying to leave more stable row
|
415
|
-
and make row bounds exact multiple of cleanUp if close enough
|
416
|
-
*/
|
417
|
-
int outDuplicateRows(int numberLook,int * whichRows, bool noOverlaps=false, double tolerance=-1.0,
|
418
|
-
double cleanUp=0.0);
|
419
|
-
/** Try simple crash like techniques to get closer to primal feasibility
|
420
|
-
returns final sum of infeasibilities */
|
421
|
-
double moveTowardsPrimalFeasible();
|
422
|
-
/** Try simple crash like techniques to remove super basic slacks
|
423
|
-
but only if > threshold */
|
424
|
-
void removeSuperBasicSlacks(int threshold=0);
|
425
|
-
/** Mini presolve (faster)
|
426
|
-
Char arrays must be numberRows and numberColumns long
|
427
|
-
on entry second part must be filled in as follows -
|
428
|
-
0 - possible
|
429
|
-
>0 - take out and do something (depending on value - TBD)
|
430
|
-
-1 row/column can't vanish but can have entries removed/changed
|
431
|
-
-2 don't touch at all
|
432
|
-
on exit <=0 ones will be in presolved problem
|
433
|
-
struct will be created and will be long enough
|
434
|
-
(information on length etc in first entry)
|
435
|
-
user must delete struct
|
436
|
-
*/
|
437
|
-
ClpSimplex * miniPresolve(char * rowType, char * columnType,void ** info);
|
438
|
-
/// After mini presolve
|
439
|
-
void miniPostsolve(const ClpSimplex * presolvedModel,void * info);
|
440
|
-
/// mini presolve and solve
|
441
|
-
void miniSolve(char * rowType, char *columnType,int algorithm, int startUp);
|
442
|
-
/** Write the basis in MPS format to the specified file.
|
443
|
-
If writeValues true writes values of structurals
|
444
|
-
(and adds VALUES to end of NAME card)
|
445
|
-
|
446
|
-
Row and column names may be null.
|
447
|
-
formatType is
|
448
|
-
<ul>
|
449
|
-
<li> 0 - normal
|
450
|
-
<li> 1 - extra accuracy
|
451
|
-
<li> 2 - IEEE hex (later)
|
452
|
-
</ul>
|
453
|
-
|
454
|
-
Returns non-zero on I/O error
|
455
|
-
*/
|
456
|
-
int writeBasis(const char *filename,
|
457
|
-
bool writeValues = false,
|
458
|
-
int formatType = 0) const;
|
459
|
-
/** Read a basis from the given filename,
|
460
|
-
returns -1 on file error, 0 if no values, 1 if values */
|
461
|
-
int readBasis(const char *filename);
|
462
|
-
/// Returns a basis (to be deleted by user)
|
463
|
-
CoinWarmStartBasis * getBasis() const;
|
464
|
-
/// Passes in factorization
|
465
|
-
void setFactorization( ClpFactorization & factorization);
|
466
|
-
// Swaps factorization
|
467
|
-
ClpFactorization * swapFactorization( ClpFactorization * factorization);
|
468
|
-
/// Copies in factorization to existing one
|
469
|
-
void copyFactorization( ClpFactorization & factorization);
|
470
|
-
/** Tightens primal bounds to make dual faster. Unless
|
471
|
-
fixed or doTight>10, bounds are slightly looser than they could be.
|
472
|
-
This is to make dual go faster and is probably not needed
|
473
|
-
with a presolve. Returns non-zero if problem infeasible.
|
474
|
-
|
475
|
-
Fudge for branch and bound - put bounds on columns of factor *
|
476
|
-
largest value (at continuous) - should improve stability
|
477
|
-
in branch and bound on infeasible branches (0.0 is off)
|
478
|
-
*/
|
479
|
-
int tightenPrimalBounds(double factor = 0.0, int doTight = 0, bool tightIntegers = false);
|
480
|
-
/** Crash - at present just aimed at dual, returns
|
481
|
-
-2 if dual preferred and crash basis created
|
482
|
-
-1 if dual preferred and all slack basis preferred
|
483
|
-
0 if basis going in was not all slack
|
484
|
-
1 if primal preferred and all slack basis preferred
|
485
|
-
2 if primal preferred and crash basis created.
|
486
|
-
|
487
|
-
if gap between bounds <="gap" variables can be flipped
|
488
|
-
( If pivot -1 then can be made super basic!)
|
489
|
-
|
490
|
-
If "pivot" is
|
491
|
-
-1 No pivoting - always primal
|
492
|
-
0 No pivoting (so will just be choice of algorithm)
|
493
|
-
1 Simple pivoting e.g. gub
|
494
|
-
2 Mini iterations
|
495
|
-
*/
|
496
|
-
int crash(double gap, int pivot);
|
497
|
-
/// Sets row pivot choice algorithm in dual
|
498
|
-
void setDualRowPivotAlgorithm(ClpDualRowPivot & choice);
|
499
|
-
/// Sets column pivot choice algorithm in primal
|
500
|
-
void setPrimalColumnPivotAlgorithm(ClpPrimalColumnPivot & choice);
|
501
|
-
/// Create a hotstart point of the optimization process
|
502
|
-
void markHotStart(void * & saveStuff);
|
503
|
-
/// Optimize starting from the hotstart
|
504
|
-
void solveFromHotStart(void * saveStuff);
|
505
|
-
/// Delete the snapshot
|
506
|
-
void unmarkHotStart(void * saveStuff);
|
507
|
-
/** For strong branching. On input lower and upper are new bounds
|
508
|
-
while on output they are change in objective function values
|
509
|
-
(>1.0e50 infeasible).
|
510
|
-
Return code is 0 if nothing interesting, -1 if infeasible both
|
511
|
-
ways and +1 if infeasible one way (check values to see which one(s))
|
512
|
-
Solutions are filled in as well - even down, odd up - also
|
513
|
-
status and number of iterations
|
514
|
-
*/
|
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);
|
522
|
-
/// Fathom - 1 if solution
|
523
|
-
int fathom(void * stuff);
|
524
|
-
/** Do up to N deep - returns
|
525
|
-
-1 - no solution nNodes_ valid nodes
|
526
|
-
>= if solution and that node gives solution
|
527
|
-
ClpNode array is 2**N long. Values for N and
|
528
|
-
array are in stuff (nNodes_ also in stuff) */
|
529
|
-
int fathomMany(void * stuff);
|
530
|
-
/// Double checks OK
|
531
|
-
double doubleCheck();
|
532
|
-
/// Starts Fast dual2
|
533
|
-
int startFastDual2(ClpNodeStuff * stuff);
|
534
|
-
/// Like Fast dual
|
535
|
-
int fastDual2(ClpNodeStuff * stuff);
|
536
|
-
/// Stops Fast dual2
|
537
|
-
void stopFastDual2(ClpNodeStuff * stuff);
|
538
|
-
/** Deals with crunch aspects
|
539
|
-
mode 0 - in
|
540
|
-
1 - out with solution
|
541
|
-
2 - out without solution
|
542
|
-
returns small model or NULL
|
543
|
-
*/
|
544
|
-
ClpSimplex * fastCrunch(ClpNodeStuff * stuff, int mode);
|
545
|
-
//@}
|
546
|
-
|
547
|
-
/**@name Needed for functionality of OsiSimplexInterface */
|
548
|
-
//@{
|
549
|
-
/** Pivot in a variable and out a variable. Returns 0 if okay,
|
550
|
-
1 if inaccuracy forced re-factorization, -1 if would be singular.
|
551
|
-
Also updates primal/dual infeasibilities.
|
552
|
-
Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out.
|
553
|
-
*/
|
554
|
-
int pivot();
|
555
|
-
|
556
|
-
/** Pivot in a variable and choose an outgoing one. Assumes primal
|
557
|
-
feasible - will not go through a bound. Returns step length in theta
|
558
|
-
Returns ray in ray_ (or NULL if no pivot)
|
559
|
-
Return codes as before but -1 means no acceptable pivot
|
560
|
-
*/
|
561
|
-
int primalPivotResult();
|
562
|
-
|
563
|
-
/** Pivot out a variable and choose an incoing one. Assumes dual
|
564
|
-
feasible - will not go through a reduced cost.
|
565
|
-
Returns step length in theta
|
566
|
-
Return codes as before but -1 means no acceptable pivot
|
567
|
-
*/
|
568
|
-
int dualPivotResultPart1();
|
569
|
-
/** Do actual pivot
|
570
|
-
state is 0 if need tableau column, 1 if in rowArray_[1]
|
571
|
-
*/
|
572
|
-
int pivotResultPart2(int algorithm,int state);
|
573
|
-
|
574
|
-
/** Common bits of coding for dual and primal. Return 0 if okay,
|
575
|
-
1 if bad matrix, 2 if very bad factorization
|
576
|
-
|
577
|
-
startFinishOptions - bits
|
578
|
-
1 - do not delete work areas and factorization at end
|
579
|
-
2 - use old factorization if same number of rows
|
580
|
-
4 - skip as much initialization of work areas as possible
|
581
|
-
(based on whatsChanged in clpmodel.hpp) ** work in progress
|
582
|
-
maybe other bits later
|
583
|
-
|
584
|
-
*/
|
585
|
-
int startup(int ifValuesPass, int startFinishOptions = 0);
|
586
|
-
void finish(int startFinishOptions = 0);
|
587
|
-
|
588
|
-
/** Factorizes and returns true if optimal. Used by user */
|
589
|
-
bool statusOfProblem(bool initial = false);
|
590
|
-
/// If user left factorization frequency then compute
|
591
|
-
void defaultFactorizationFrequency();
|
592
|
-
/// Copy across enabled stuff from one solver to another
|
593
|
-
void copyEnabledStuff(const ClpSimplex * rhs);
|
594
|
-
//@}
|
595
|
-
|
596
|
-
/**@name most useful gets and sets */
|
597
|
-
//@{
|
598
|
-
/// If problem is primal feasible
|
599
|
-
inline bool primalFeasible() const {
|
600
|
-
return (numberPrimalInfeasibilities_ == 0);
|
601
|
-
}
|
602
|
-
/// If problem is dual feasible
|
603
|
-
inline bool dualFeasible() const {
|
604
|
-
return (numberDualInfeasibilities_ == 0);
|
605
|
-
}
|
606
|
-
/// factorization
|
607
|
-
inline ClpFactorization * factorization() const {
|
608
|
-
return factorization_;
|
609
|
-
}
|
610
|
-
/// Sparsity on or off
|
611
|
-
bool sparseFactorization() const;
|
612
|
-
void setSparseFactorization(bool value);
|
613
|
-
/// Factorization frequency
|
614
|
-
int factorizationFrequency() const;
|
615
|
-
void setFactorizationFrequency(int value);
|
616
|
-
/// Dual bound
|
617
|
-
inline double dualBound() const {
|
618
|
-
return dualBound_;
|
619
|
-
}
|
620
|
-
void setDualBound(double value);
|
621
|
-
/// Infeasibility cost
|
622
|
-
inline double infeasibilityCost() const {
|
623
|
-
return infeasibilityCost_;
|
624
|
-
}
|
625
|
-
void setInfeasibilityCost(double value);
|
626
|
-
/** Amount of print out:
|
627
|
-
0 - none
|
628
|
-
1 - just final
|
629
|
-
2 - just factorizations
|
630
|
-
3 - as 2 plus a bit more
|
631
|
-
4 - verbose
|
632
|
-
above that 8,16,32 etc just for selective debug
|
633
|
-
*/
|
634
|
-
/** Perturbation:
|
635
|
-
50 - switch on perturbation
|
636
|
-
100 - auto perturb if takes too long (1.0e-6 largest nonzero)
|
637
|
-
101 - we are perturbed
|
638
|
-
102 - don't try perturbing again
|
639
|
-
default is 100
|
640
|
-
others are for playing
|
641
|
-
*/
|
642
|
-
inline int perturbation() const {
|
643
|
-
return perturbation_;
|
644
|
-
}
|
645
|
-
void setPerturbation(int value);
|
646
|
-
/// Current (or last) algorithm
|
647
|
-
inline int algorithm() const {
|
648
|
-
return algorithm_;
|
649
|
-
}
|
650
|
-
/// Set algorithm
|
651
|
-
inline void setAlgorithm(int value) {
|
652
|
-
algorithm_ = value;
|
653
|
-
}
|
654
|
-
/// Return true if the objective limit test can be relied upon
|
655
|
-
bool isObjectiveLimitTestValid() const ;
|
656
|
-
/// Sum of dual infeasibilities
|
657
|
-
inline double sumDualInfeasibilities() const {
|
658
|
-
return sumDualInfeasibilities_;
|
659
|
-
}
|
660
|
-
inline void setSumDualInfeasibilities(double value) {
|
661
|
-
sumDualInfeasibilities_ = value;
|
662
|
-
}
|
663
|
-
/// Sum of relaxed dual infeasibilities
|
664
|
-
inline double sumOfRelaxedDualInfeasibilities() const {
|
665
|
-
return sumOfRelaxedDualInfeasibilities_;
|
666
|
-
}
|
667
|
-
inline void setSumOfRelaxedDualInfeasibilities(double value) {
|
668
|
-
sumOfRelaxedDualInfeasibilities_ = value;
|
669
|
-
}
|
670
|
-
/// Number of dual infeasibilities
|
671
|
-
inline int numberDualInfeasibilities() const {
|
672
|
-
return numberDualInfeasibilities_;
|
673
|
-
}
|
674
|
-
inline void setNumberDualInfeasibilities(int value) {
|
675
|
-
numberDualInfeasibilities_ = value;
|
676
|
-
}
|
677
|
-
/// Number of dual infeasibilities (without free)
|
678
|
-
inline int numberDualInfeasibilitiesWithoutFree() const {
|
679
|
-
return numberDualInfeasibilitiesWithoutFree_;
|
680
|
-
}
|
681
|
-
/// Sum of primal infeasibilities
|
682
|
-
inline double sumPrimalInfeasibilities() const {
|
683
|
-
return sumPrimalInfeasibilities_;
|
684
|
-
}
|
685
|
-
inline void setSumPrimalInfeasibilities(double value) {
|
686
|
-
sumPrimalInfeasibilities_ = value;
|
687
|
-
}
|
688
|
-
/// Sum of relaxed primal infeasibilities
|
689
|
-
inline double sumOfRelaxedPrimalInfeasibilities() const {
|
690
|
-
return sumOfRelaxedPrimalInfeasibilities_;
|
691
|
-
}
|
692
|
-
inline void setSumOfRelaxedPrimalInfeasibilities(double value) {
|
693
|
-
sumOfRelaxedPrimalInfeasibilities_ = value;
|
694
|
-
}
|
695
|
-
/// Number of primal infeasibilities
|
696
|
-
inline int numberPrimalInfeasibilities() const {
|
697
|
-
return numberPrimalInfeasibilities_;
|
698
|
-
}
|
699
|
-
inline void setNumberPrimalInfeasibilities(int value) {
|
700
|
-
numberPrimalInfeasibilities_ = value;
|
701
|
-
}
|
702
|
-
/** Save model to file, returns 0 if success. This is designed for
|
703
|
-
use outside algorithms so does not save iterating arrays etc.
|
704
|
-
It does not save any messaging information.
|
705
|
-
Does not save scaling values.
|
706
|
-
It does not know about all types of virtual functions.
|
707
|
-
*/
|
708
|
-
int saveModel(const char * fileName);
|
709
|
-
/** Restore model from file, returns 0 if success,
|
710
|
-
deletes current model */
|
711
|
-
int restoreModel(const char * fileName);
|
712
|
-
|
713
|
-
/** Just check solution (for external use) - sets sum of
|
714
|
-
infeasibilities etc.
|
715
|
-
If setToBounds 0 then primal column values not changed
|
716
|
-
and used to compute primal row activity values. If 1 or 2
|
717
|
-
then status used - so all nonbasic variables set to
|
718
|
-
indicated bound and if any values changed (or ==2) basic values re-computed.
|
719
|
-
*/
|
720
|
-
void checkSolution(int setToBounds = 0);
|
721
|
-
/** Just check solution (for internal use) - sets sum of
|
722
|
-
infeasibilities etc. */
|
723
|
-
void checkSolutionInternal();
|
724
|
-
/// Check unscaled primal solution but allow for rounding error
|
725
|
-
void checkUnscaledSolution();
|
726
|
-
/// Useful row length arrays (0,1,2,3,4,5)
|
727
|
-
inline CoinIndexedVector * rowArray(int index) const {
|
728
|
-
return rowArray_[index];
|
729
|
-
}
|
730
|
-
/// Useful column length arrays (0,1,2,3,4,5)
|
731
|
-
inline CoinIndexedVector * columnArray(int index) const {
|
732
|
-
return columnArray_[index];
|
733
|
-
}
|
734
|
-
//@}
|
735
|
-
|
736
|
-
/******************** End of most useful part **************/
|
737
|
-
/**@name Functions less likely to be useful to casual user */
|
738
|
-
//@{
|
739
|
-
/** Given an existing factorization computes and checks
|
740
|
-
primal and dual solutions. Uses input arrays for variables at
|
741
|
-
bounds. Returns feasibility states */
|
742
|
-
int getSolution ( const double * rowActivities,
|
743
|
-
const double * columnActivities);
|
744
|
-
/** Given an existing factorization computes and checks
|
745
|
-
primal and dual solutions. Uses current problem arrays for
|
746
|
-
bounds. Returns feasibility states */
|
747
|
-
int getSolution ();
|
748
|
-
/** Constructs a non linear cost from list of non-linearities (columns only)
|
749
|
-
First lower of each column is taken as real lower
|
750
|
-
Last lower is taken as real upper and cost ignored
|
751
|
-
|
752
|
-
Returns nonzero if bad data e.g. lowers not monotonic
|
753
|
-
*/
|
754
|
-
int createPiecewiseLinearCosts(const int * starts,
|
755
|
-
const double * lower, const double * gradient);
|
756
|
-
/// dual row pivot choice
|
757
|
-
inline ClpDualRowPivot * dualRowPivot() const {
|
758
|
-
return dualRowPivot_;
|
759
|
-
}
|
760
|
-
/// primal column pivot choice
|
761
|
-
inline ClpPrimalColumnPivot * primalColumnPivot() const {
|
762
|
-
return primalColumnPivot_;
|
763
|
-
}
|
764
|
-
/// Returns true if model looks OK
|
765
|
-
inline bool goodAccuracy() const {
|
766
|
-
return (largestPrimalError_ < 1.0e-7 && largestDualError_ < 1.0e-7);
|
767
|
-
}
|
768
|
-
/** Return model - updates any scalars */
|
769
|
-
void returnModel(ClpSimplex & otherModel);
|
770
|
-
/** Factorizes using current basis.
|
771
|
-
solveType - 1 iterating, 0 initial, -1 external
|
772
|
-
If 10 added then in primal values pass
|
773
|
-
Return codes are as from ClpFactorization unless initial factorization
|
774
|
-
when total number of singularities is returned.
|
775
|
-
Special case is numberRows_+1 -> all slack basis.
|
776
|
-
*/
|
777
|
-
int internalFactorize(int solveType);
|
778
|
-
/// Save data
|
779
|
-
ClpDataSave saveData() ;
|
780
|
-
/// Restore data
|
781
|
-
void restoreData(ClpDataSave saved);
|
782
|
-
/// Clean up status
|
783
|
-
void cleanStatus();
|
784
|
-
/// Factorizes using current basis. For external use
|
785
|
-
int factorize();
|
786
|
-
/** Computes duals from scratch. If givenDjs then
|
787
|
-
allows for nonzero basic djs */
|
788
|
-
void computeDuals(double * givenDjs);
|
789
|
-
/// Computes primals from scratch
|
790
|
-
void computePrimals ( const double * rowActivities,
|
791
|
-
const double * columnActivities);
|
792
|
-
/** Adds multiple of a column into an array */
|
793
|
-
void add(double * array,
|
794
|
-
int column, double multiplier) const;
|
795
|
-
/**
|
796
|
-
Unpacks one column of the matrix into indexed array
|
797
|
-
Uses sequenceIn_
|
798
|
-
Also applies scaling if needed
|
799
|
-
*/
|
800
|
-
void unpack(CoinIndexedVector * rowArray) const ;
|
801
|
-
/**
|
802
|
-
Unpacks one column of the matrix into indexed array
|
803
|
-
Slack if sequence>= numberColumns
|
804
|
-
Also applies scaling if needed
|
805
|
-
*/
|
806
|
-
void unpack(CoinIndexedVector * rowArray, int sequence) const;
|
807
|
-
/**
|
808
|
-
Unpacks one column of the matrix into indexed array
|
809
|
-
** as packed vector
|
810
|
-
Uses sequenceIn_
|
811
|
-
Also applies scaling if needed
|
812
|
-
*/
|
813
|
-
void unpackPacked(CoinIndexedVector * rowArray) ;
|
814
|
-
/**
|
815
|
-
Unpacks one column of the matrix into indexed array
|
816
|
-
** as packed vector
|
817
|
-
Slack if sequence>= numberColumns
|
818
|
-
Also applies scaling if needed
|
819
|
-
*/
|
820
|
-
void unpackPacked(CoinIndexedVector * rowArray, int sequence);
|
821
|
-
#ifndef CLP_USER_DRIVEN
|
822
|
-
protected:
|
823
|
-
#endif
|
824
|
-
/**
|
825
|
-
This does basis housekeeping and does values for in/out variables.
|
826
|
-
Can also decide to re-factorize
|
827
|
-
*/
|
828
|
-
int housekeeping(double objectiveChange);
|
829
|
-
/** This sets largest infeasibility and most infeasible and sum
|
830
|
-
and number of infeasibilities (Primal) */
|
831
|
-
void checkPrimalSolution(const double * rowActivities = NULL,
|
832
|
-
const double * columnActivies = NULL);
|
833
|
-
/** This sets largest infeasibility and most infeasible and sum
|
834
|
-
and number of infeasibilities (Dual) */
|
835
|
-
void checkDualSolution();
|
836
|
-
/** This sets sum and number of infeasibilities (Dual and Primal) */
|
837
|
-
void checkBothSolutions();
|
838
|
-
/** If input negative scales objective so maximum <= -value
|
839
|
-
and returns scale factor used. If positive unscales and also
|
840
|
-
redoes dual stuff
|
841
|
-
*/
|
842
|
-
double scaleObjective(double value);
|
843
|
-
/// Solve using Dantzig-Wolfe decomposition and maybe in parallel
|
844
|
-
int solveDW(CoinStructuredModel * model, ClpSolve & options);
|
845
|
-
/// Solve using Benders decomposition and maybe in parallel
|
846
|
-
int solveBenders(CoinStructuredModel * model, ClpSolve & options);
|
847
|
-
public:
|
848
|
-
/** For advanced use. When doing iterative solves things can get
|
849
|
-
nasty so on values pass if incoming solution has largest
|
850
|
-
infeasibility < incomingInfeasibility throw out variables
|
851
|
-
from basis until largest infeasibility < allowedInfeasibility
|
852
|
-
or incoming largest infeasibility.
|
853
|
-
If allowedInfeasibility>= incomingInfeasibility this is
|
854
|
-
always possible altough you may end up with an all slack basis.
|
855
|
-
|
856
|
-
Defaults are 1.0,10.0
|
857
|
-
*/
|
858
|
-
void setValuesPassAction(double incomingInfeasibility,
|
859
|
-
double allowedInfeasibility);
|
860
|
-
/** Get a clean factorization - i.e. throw out singularities
|
861
|
-
may do more later */
|
862
|
-
int cleanFactorization(int ifValuesPass);
|
863
|
-
//@}
|
864
|
-
/**@name most useful gets and sets */
|
865
|
-
//@{
|
866
|
-
public:
|
867
|
-
/// Initial value for alpha accuracy calculation (-1.0 off)
|
868
|
-
inline double alphaAccuracy() const {
|
869
|
-
return alphaAccuracy_;
|
870
|
-
}
|
871
|
-
inline void setAlphaAccuracy(double value) {
|
872
|
-
alphaAccuracy_ = value;
|
873
|
-
}
|
874
|
-
public:
|
875
|
-
/// Objective value
|
876
|
-
//inline double objectiveValue() const {
|
877
|
-
//return (objectiveValue_-bestPossibleImprovement_)*optimizationDirection_ - dblParam_[ClpObjOffset];
|
878
|
-
//}
|
879
|
-
/// Set disaster handler
|
880
|
-
inline void setDisasterHandler(ClpDisasterHandler * handler) {
|
881
|
-
disasterArea_ = handler;
|
882
|
-
}
|
883
|
-
/// Get disaster handler
|
884
|
-
inline ClpDisasterHandler * disasterHandler() const {
|
885
|
-
return disasterArea_;
|
886
|
-
}
|
887
|
-
/// Large bound value (for complementarity etc)
|
888
|
-
inline double largeValue() const {
|
889
|
-
return largeValue_;
|
890
|
-
}
|
891
|
-
void setLargeValue( double value) ;
|
892
|
-
/// Largest error on Ax-b
|
893
|
-
inline double largestPrimalError() const {
|
894
|
-
return largestPrimalError_;
|
895
|
-
}
|
896
|
-
/// Largest error on basic duals
|
897
|
-
inline double largestDualError() const {
|
898
|
-
return largestDualError_;
|
899
|
-
}
|
900
|
-
/// Largest error on Ax-b
|
901
|
-
inline void setLargestPrimalError(double value) {
|
902
|
-
largestPrimalError_ = value;
|
903
|
-
}
|
904
|
-
/// Largest error on basic duals
|
905
|
-
inline void setLargestDualError(double value) {
|
906
|
-
largestDualError_ = value;
|
907
|
-
}
|
908
|
-
/// Get zero tolerance
|
909
|
-
inline double zeroTolerance() const {
|
910
|
-
return zeroTolerance_;/*factorization_->zeroTolerance();*/
|
911
|
-
}
|
912
|
-
/// Set zero tolerance
|
913
|
-
inline void setZeroTolerance( double value) {
|
914
|
-
zeroTolerance_ = value;
|
915
|
-
}
|
916
|
-
/// Basic variables pivoting on which rows
|
917
|
-
inline int * pivotVariable() const {
|
918
|
-
return pivotVariable_;
|
919
|
-
}
|
920
|
-
/// If automatic scaling on
|
921
|
-
inline bool automaticScaling() const {
|
922
|
-
return automaticScale_ != 0;
|
923
|
-
}
|
924
|
-
inline void setAutomaticScaling(bool onOff) {
|
925
|
-
automaticScale_ = onOff ? 1 : 0;
|
926
|
-
}
|
927
|
-
/// Current dual tolerance
|
928
|
-
inline double currentDualTolerance() const {
|
929
|
-
return dualTolerance_;
|
930
|
-
}
|
931
|
-
inline void setCurrentDualTolerance(double value) {
|
932
|
-
dualTolerance_ = value;
|
933
|
-
}
|
934
|
-
/// Current primal tolerance
|
935
|
-
inline double currentPrimalTolerance() const {
|
936
|
-
return primalTolerance_;
|
937
|
-
}
|
938
|
-
inline void setCurrentPrimalTolerance(double value) {
|
939
|
-
primalTolerance_ = value;
|
940
|
-
}
|
941
|
-
/// How many iterative refinements to do
|
942
|
-
inline int numberRefinements() const {
|
943
|
-
return numberRefinements_;
|
944
|
-
}
|
945
|
-
void setNumberRefinements( int value) ;
|
946
|
-
/// Alpha (pivot element) for use by classes e.g. steepestedge
|
947
|
-
inline double alpha() const {
|
948
|
-
return alpha_;
|
949
|
-
}
|
950
|
-
inline void setAlpha(double value) {
|
951
|
-
alpha_ = value;
|
952
|
-
}
|
953
|
-
/// Reduced cost of last incoming for use by classes e.g. steepestedge
|
954
|
-
inline double dualIn() const {
|
955
|
-
return dualIn_;
|
956
|
-
}
|
957
|
-
/// Set reduced cost of last incoming to force error
|
958
|
-
inline void setDualIn(double value) {
|
959
|
-
dualIn_ = value;
|
960
|
-
}
|
961
|
-
/// Pivot Row for use by classes e.g. steepestedge
|
962
|
-
inline int pivotRow() const {
|
963
|
-
return pivotRow_;
|
964
|
-
}
|
965
|
-
inline void setPivotRow(int value) {
|
966
|
-
pivotRow_ = value;
|
967
|
-
}
|
968
|
-
/// value of incoming variable (in Dual)
|
969
|
-
double valueIncomingDual() const;
|
970
|
-
//@}
|
971
|
-
|
972
|
-
#ifndef CLP_USER_DRIVEN
|
973
|
-
protected:
|
974
|
-
#endif
|
975
|
-
/**@name protected methods */
|
976
|
-
//@{
|
977
|
-
/** May change basis and then returns number changed.
|
978
|
-
Computation of solutions may be overriden by given pi and solution
|
979
|
-
*/
|
980
|
-
int gutsOfSolution ( double * givenDuals,
|
981
|
-
const double * givenPrimals,
|
982
|
-
bool valuesPass = false);
|
983
|
-
/// Does most of deletion (0 = all, 1 = most, 2 most + factorization)
|
984
|
-
void gutsOfDelete(int type);
|
985
|
-
/// Does most of copying
|
986
|
-
void gutsOfCopy(const ClpSimplex & rhs);
|
987
|
-
/** puts in format I like (rowLower,rowUpper) also see StandardMatrix
|
988
|
-
1 bit does rows (now and columns), (2 bit does column bounds), 4 bit does objective(s).
|
989
|
-
8 bit does solution scaling in
|
990
|
-
16 bit does rowArray and columnArray indexed vectors
|
991
|
-
and makes row copy if wanted, also sets columnStart_ etc
|
992
|
-
Also creates scaling arrays if needed. It does scaling if needed.
|
993
|
-
16 also moves solutions etc in to work arrays
|
994
|
-
On 16 returns false if problem "bad" i.e. matrix or bounds bad
|
995
|
-
If startFinishOptions is -1 then called by user in getSolution
|
996
|
-
so do arrays but keep pivotVariable_
|
997
|
-
*/
|
998
|
-
bool createRim(int what, bool makeRowCopy = false, int startFinishOptions = 0);
|
999
|
-
/// Does rows and columns
|
1000
|
-
void createRim1(bool initial);
|
1001
|
-
/// Does objective
|
1002
|
-
void createRim4(bool initial);
|
1003
|
-
/// Does rows and columns and objective
|
1004
|
-
void createRim5(bool initial);
|
1005
|
-
/** releases above arrays and does solution scaling out. May also
|
1006
|
-
get rid of factorization data -
|
1007
|
-
0 get rid of nothing, 1 get rid of arrays, 2 also factorization
|
1008
|
-
*/
|
1009
|
-
void deleteRim(int getRidOfFactorizationData = 2);
|
1010
|
-
/// Sanity check on input rim data (after scaling) - returns true if okay
|
1011
|
-
bool sanityCheck();
|
1012
|
-
//@}
|
1013
|
-
public:
|
1014
|
-
/**@name public methods */
|
1015
|
-
//@{
|
1016
|
-
/** Return row or column sections - not as much needed as it
|
1017
|
-
once was. These just map into single arrays */
|
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
|
-
}
|
1038
|
-
/// Return region as single array
|
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
|
-
}
|
1062
|
-
/// Start or reset using maximumRows_ and Columns_ - true if change
|
1063
|
-
bool startPermanentArrays();
|
1064
|
-
/** Normally the first factorization does sparse coding because
|
1065
|
-
the factorization could be singular. This allows initial dense
|
1066
|
-
factorization when it is known to be safe
|
1067
|
-
*/
|
1068
|
-
void setInitialDenseFactorization(bool onOff);
|
1069
|
-
bool initialDenseFactorization() const;
|
1070
|
-
/** Return sequence In or Out */
|
1071
|
-
inline int sequenceIn() const {
|
1072
|
-
return sequenceIn_;
|
1073
|
-
}
|
1074
|
-
inline int sequenceOut() const {
|
1075
|
-
return sequenceOut_;
|
1076
|
-
}
|
1077
|
-
/** Set sequenceIn or Out */
|
1078
|
-
inline void setSequenceIn(int sequence) {
|
1079
|
-
sequenceIn_ = sequence;
|
1080
|
-
}
|
1081
|
-
inline void setSequenceOut(int sequence) {
|
1082
|
-
sequenceOut_ = sequence;
|
1083
|
-
}
|
1084
|
-
/** Return direction In or Out */
|
1085
|
-
inline int directionIn() const {
|
1086
|
-
return directionIn_;
|
1087
|
-
}
|
1088
|
-
inline int directionOut() const {
|
1089
|
-
return directionOut_;
|
1090
|
-
}
|
1091
|
-
/** Set directionIn or Out */
|
1092
|
-
inline void setDirectionIn(int direction) {
|
1093
|
-
directionIn_ = direction;
|
1094
|
-
}
|
1095
|
-
inline void setDirectionOut(int direction) {
|
1096
|
-
directionOut_ = direction;
|
1097
|
-
}
|
1098
|
-
/// Value of Out variable
|
1099
|
-
inline double valueOut() const {
|
1100
|
-
return valueOut_;
|
1101
|
-
}
|
1102
|
-
/// Set value of out variable
|
1103
|
-
inline void setValueOut(double value) {
|
1104
|
-
valueOut_ = value;
|
1105
|
-
}
|
1106
|
-
/// Dual value of Out variable
|
1107
|
-
inline double dualOut() const {
|
1108
|
-
return dualOut_;
|
1109
|
-
}
|
1110
|
-
/// Set dual value of out variable
|
1111
|
-
inline void setDualOut(double value) {
|
1112
|
-
dualOut_ = value;
|
1113
|
-
}
|
1114
|
-
/// Set lower of out variable
|
1115
|
-
inline void setLowerOut(double value) {
|
1116
|
-
lowerOut_ = value;
|
1117
|
-
}
|
1118
|
-
/// Set upper of out variable
|
1119
|
-
inline void setUpperOut(double value) {
|
1120
|
-
upperOut_ = value;
|
1121
|
-
}
|
1122
|
-
/// Set theta of out variable
|
1123
|
-
inline void setTheta(double value) {
|
1124
|
-
theta_ = value;
|
1125
|
-
}
|
1126
|
-
/// Returns 1 if sequence indicates column
|
1127
|
-
inline int isColumn(int sequence) const {
|
1128
|
-
return sequence < numberColumns_ ? 1 : 0;
|
1129
|
-
}
|
1130
|
-
/// Returns sequence number within section
|
1131
|
-
inline int sequenceWithin(int sequence) const {
|
1132
|
-
return sequence < numberColumns_ ? sequence : sequence - numberColumns_;
|
1133
|
-
}
|
1134
|
-
/// Return row or column values
|
1135
|
-
inline double solution(int sequence) {
|
1136
|
-
return solution_[sequence];
|
1137
|
-
}
|
1138
|
-
/// Return address of row or column values
|
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
|
-
}
|
1151
|
-
/// Return address of row or column lower bound
|
1152
|
-
inline double & lowerAddress(int sequence) {
|
1153
|
-
return lower_[sequence];
|
1154
|
-
}
|
1155
|
-
inline double upper(int sequence) {
|
1156
|
-
return upper_[sequence];
|
1157
|
-
}
|
1158
|
-
/// Return address of row or column upper bound
|
1159
|
-
inline double & upperAddress(int sequence) {
|
1160
|
-
return upper_[sequence];
|
1161
|
-
}
|
1162
|
-
inline double cost(int sequence) {
|
1163
|
-
return cost_[sequence];
|
1164
|
-
}
|
1165
|
-
/// Return address of row or column cost
|
1166
|
-
inline double & costAddress(int sequence) {
|
1167
|
-
return cost_[sequence];
|
1168
|
-
}
|
1169
|
-
/// Return original lower bound
|
1170
|
-
inline double originalLower(int iSequence) const {
|
1171
|
-
if (iSequence < numberColumns_) return columnLower_[iSequence];
|
1172
|
-
else
|
1173
|
-
return rowLower_[iSequence-numberColumns_];
|
1174
|
-
}
|
1175
|
-
/// Return original lower bound
|
1176
|
-
inline double originalUpper(int iSequence) const {
|
1177
|
-
if (iSequence < numberColumns_) return columnUpper_[iSequence];
|
1178
|
-
else
|
1179
|
-
return rowUpper_[iSequence-numberColumns_];
|
1180
|
-
}
|
1181
|
-
/// Theta (pivot change)
|
1182
|
-
inline double theta() const {
|
1183
|
-
return theta_;
|
1184
|
-
}
|
1185
|
-
/** Best possible improvement using djs (primal) or
|
1186
|
-
obj change by flipping bounds to make dual feasible (dual) */
|
1187
|
-
inline double bestPossibleImprovement() const {
|
1188
|
-
return bestPossibleImprovement_;
|
1189
|
-
}
|
1190
|
-
/// Return pointer to details of costs
|
1191
|
-
inline ClpNonLinearCost * nonLinearCost() const {
|
1192
|
-
return nonLinearCost_;
|
1193
|
-
}
|
1194
|
-
/** Return more special options
|
1195
|
-
1 bit - if presolve says infeasible in ClpSolve return
|
1196
|
-
2 bit - if presolved problem infeasible return
|
1197
|
-
4 bit - keep arrays like upper_ around
|
1198
|
-
8 bit - if factorization kept can still declare optimal at once
|
1199
|
-
16 bit - if checking replaceColumn accuracy before updating
|
1200
|
-
32 bit - say optimal if primal feasible!
|
1201
|
-
64 bit - give up easily in dual (and say infeasible)
|
1202
|
-
128 bit - no objective, 0-1 and in B&B
|
1203
|
-
256 bit - in primal from dual or vice versa
|
1204
|
-
512 bit - alternative use of solveType_
|
1205
|
-
1024 bit - don't do row copy of factorization
|
1206
|
-
2048 bit - perturb in complete fathoming
|
1207
|
-
4096 bit - try more for complete fathoming
|
1208
|
-
8192 bit - don't even think of using primal if user asks for dual (and vv)
|
1209
|
-
16384 bit - in initialSolve so be more flexible
|
1210
|
-
32768 bit - don't swap algorithms from dual if small infeasibility
|
1211
|
-
65536 bit - perturb in postsolve cleanup (even if < 10000 rows)
|
1212
|
-
131072 bit (*3) initial stateDualColumn
|
1213
|
-
524288 bit - stop when primal feasible
|
1214
|
-
*/
|
1215
|
-
inline int moreSpecialOptions() const {
|
1216
|
-
return moreSpecialOptions_;
|
1217
|
-
}
|
1218
|
-
/** Set more special options
|
1219
|
-
1 bit - if presolve says infeasible in ClpSolve return
|
1220
|
-
2 bit - if presolved problem infeasible return
|
1221
|
-
4 bit - keep arrays like upper_ around
|
1222
|
-
8 bit - no free or superBasic variables
|
1223
|
-
16 bit - if checking replaceColumn accuracy before updating
|
1224
|
-
32 bit - say optimal if primal feasible!
|
1225
|
-
64 bit - give up easily in dual (and say infeasible)
|
1226
|
-
128 bit - no objective, 0-1 and in B&B
|
1227
|
-
256 bit - in primal from dual or vice versa
|
1228
|
-
512 bit - alternative use of solveType_
|
1229
|
-
1024 bit - don't do row copy of factorization
|
1230
|
-
2048 bit - perturb in complete fathoming
|
1231
|
-
4096 bit - try more for complete fathoming
|
1232
|
-
8192 bit - don't even think of using primal if user asks for dual (and vv)
|
1233
|
-
16384 bit - in initialSolve so be more flexible
|
1234
|
-
32768 bit - don't swap algorithms from dual if small infeasibility
|
1235
|
-
65536 bit - perturb in postsolve cleanup (even if < 10000 rows)
|
1236
|
-
131072 bit (*3) initial stateDualColumn
|
1237
|
-
524288 bit - stop when primal feasible
|
1238
|
-
1048576 bit - don't perturb even if long time
|
1239
|
-
2097152 bit - no primal in fastDual2 if feasible
|
1240
|
-
4194304 bit - tolerances have been changed by code
|
1241
|
-
8388608 bit - tolerances are dynamic (at first)
|
1242
|
-
*/
|
1243
|
-
inline void setMoreSpecialOptions(int value) {
|
1244
|
-
moreSpecialOptions_ = value;
|
1245
|
-
}
|
1246
|
-
//@}
|
1247
|
-
/**@name status methods */
|
1248
|
-
//@{
|
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
|
-
}
|
1282
|
-
/// To flag a variable (not inline to allow for column generation)
|
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
|
-
}
|
1290
|
-
/// To say row active in primal pivot row choice
|
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
|
-
}
|
1300
|
-
/// To say perturbed
|
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
|
-
}
|
1310
|
-
/** Set up status array (can be used by OsiClp).
|
1311
|
-
Also can be used to set up all slack basis */
|
1312
|
-
void createStatus() ;
|
1313
|
-
/** Sets up all slack basis and resets solution to
|
1314
|
-
as it was after initial load or readMps */
|
1315
|
-
void allSlackBasis(bool resetSolution = false);
|
1316
|
-
|
1317
|
-
/// So we know when to be cautious
|
1318
|
-
inline int lastBadIteration() const {
|
1319
|
-
return lastBadIteration_;
|
1320
|
-
}
|
1321
|
-
/// Set so we know when to be cautious
|
1322
|
-
inline void setLastBadIteration(int value) {
|
1323
|
-
lastBadIteration_=value;
|
1324
|
-
}
|
1325
|
-
/// Progress flag - at present 0 bit says artificials out
|
1326
|
-
inline int progressFlag() const {
|
1327
|
-
return (progressFlag_ & 3);
|
1328
|
-
}
|
1329
|
-
/// For dealing with all issues of cycling etc
|
1330
|
-
inline ClpSimplexProgress * progress()
|
1331
|
-
{ return &progress_;}
|
1332
|
-
/// Force re-factorization early value
|
1333
|
-
inline int forceFactorization() const {
|
1334
|
-
return forceFactorization_ ;
|
1335
|
-
}
|
1336
|
-
/// Force re-factorization early
|
1337
|
-
inline void forceFactorization(int value) {
|
1338
|
-
forceFactorization_ = value;
|
1339
|
-
}
|
1340
|
-
/// Raw objective value (so always minimize in primal)
|
1341
|
-
inline double rawObjectiveValue() const {
|
1342
|
-
return objectiveValue_;
|
1343
|
-
}
|
1344
|
-
/// Compute objective value from solution and put in objectiveValue_
|
1345
|
-
void computeObjectiveValue(bool useWorkingSolution = false);
|
1346
|
-
/// Compute minimization objective value from internal solution without perturbation
|
1347
|
-
double computeInternalObjectiveValue();
|
1348
|
-
/** Infeasibility/unbounded ray (NULL returned if none/wrong)
|
1349
|
-
Up to user to use delete [] on these arrays. */
|
1350
|
-
double * infeasibilityRay(bool fullRay=false) const;
|
1351
|
-
/** Number of extra rows. These are ones which will be dynamically created
|
1352
|
-
each iteration. This is for GUB but may have other uses.
|
1353
|
-
*/
|
1354
|
-
inline int numberExtraRows() const {
|
1355
|
-
return numberExtraRows_;
|
1356
|
-
}
|
1357
|
-
/** Maximum number of basic variables - can be more than number of rows if GUB
|
1358
|
-
*/
|
1359
|
-
inline int maximumBasic() const {
|
1360
|
-
return maximumBasic_;
|
1361
|
-
}
|
1362
|
-
/// Iteration when we entered dual or primal
|
1363
|
-
inline int baseIteration() const {
|
1364
|
-
return baseIteration_;
|
1365
|
-
}
|
1366
|
-
/// Create C++ lines to get to current state
|
1367
|
-
void generateCpp( FILE * fp, bool defaultFactor = false);
|
1368
|
-
/// Gets clean and emptyish factorization
|
1369
|
-
ClpFactorization * getEmptyFactorization();
|
1370
|
-
/// May delete or may make clean and emptyish factorization
|
1371
|
-
void setEmptyFactorization();
|
1372
|
-
/// Move status and solution across
|
1373
|
-
void moveInfo(const ClpSimplex & rhs, bool justStatus = false);
|
1374
|
-
//@}
|
1375
|
-
|
1376
|
-
///@name Basis handling
|
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
|
1380
|
-
///Get a row of the tableau (slack part in slack if not NULL)
|
1381
|
-
void getBInvARow(int row, double* z, double * slack = NULL);
|
1382
|
-
|
1383
|
-
///Get a row of the basis inverse
|
1384
|
-
void getBInvRow(int row, double* z);
|
1385
|
-
|
1386
|
-
///Get a column of the tableau
|
1387
|
-
void getBInvACol(int col, double* vec);
|
1388
|
-
|
1389
|
-
///Get a column of the basis inverse
|
1390
|
-
void getBInvCol(int col, double* vec);
|
1391
|
-
|
1392
|
-
/** Get basic indices (order of indices corresponds to the
|
1393
|
-
order of elements in a vector retured by getBInvACol() and
|
1394
|
-
getBInvCol()).
|
1395
|
-
*/
|
1396
|
-
void getBasics(int* index);
|
1397
|
-
|
1398
|
-
//@}
|
1399
|
-
//-------------------------------------------------------------------------
|
1400
|
-
/**@name Changing bounds on variables and constraints */
|
1401
|
-
//@{
|
1402
|
-
/** Set an objective function coefficient */
|
1403
|
-
void setObjectiveCoefficient( int elementIndex, double elementValue );
|
1404
|
-
/** Set an objective function coefficient */
|
1405
|
-
inline void setObjCoeff( int elementIndex, double elementValue ) {
|
1406
|
-
setObjectiveCoefficient( elementIndex, elementValue);
|
1407
|
-
}
|
1408
|
-
|
1409
|
-
/** Set a single column lower bound<br>
|
1410
|
-
Use -DBL_MAX for -infinity. */
|
1411
|
-
void setColumnLower( int elementIndex, double elementValue );
|
1412
|
-
|
1413
|
-
/** Set a single column upper bound<br>
|
1414
|
-
Use DBL_MAX for infinity. */
|
1415
|
-
void setColumnUpper( int elementIndex, double elementValue );
|
1416
|
-
|
1417
|
-
/** Set a single column lower and upper bound */
|
1418
|
-
void setColumnBounds( int elementIndex,
|
1419
|
-
double lower, double upper );
|
1420
|
-
|
1421
|
-
/** Set the bounds on a number of columns simultaneously<br>
|
1422
|
-
The default implementation just invokes setColLower() and
|
1423
|
-
setColUpper() over and over again.
|
1424
|
-
@param indexFirst,indexLast pointers to the beginning and after the
|
1425
|
-
end of the array of the indices of the variables whose
|
1426
|
-
<em>either</em> bound changes
|
1427
|
-
@param boundList the new lower/upper bound pairs for the variables
|
1428
|
-
*/
|
1429
|
-
void setColumnSetBounds(const int* indexFirst,
|
1430
|
-
const int* indexLast,
|
1431
|
-
const double* boundList);
|
1432
|
-
|
1433
|
-
/** Set a single column lower bound<br>
|
1434
|
-
Use -DBL_MAX for -infinity. */
|
1435
|
-
inline void setColLower( int elementIndex, double elementValue ) {
|
1436
|
-
setColumnLower(elementIndex, elementValue);
|
1437
|
-
}
|
1438
|
-
/** Set a single column upper bound<br>
|
1439
|
-
Use DBL_MAX for infinity. */
|
1440
|
-
inline void setColUpper( int elementIndex, double elementValue ) {
|
1441
|
-
setColumnUpper(elementIndex, elementValue);
|
1442
|
-
}
|
1443
|
-
|
1444
|
-
/** Set a single column lower and upper bound */
|
1445
|
-
inline void setColBounds( int elementIndex,
|
1446
|
-
double newlower, double newupper ) {
|
1447
|
-
setColumnBounds(elementIndex, newlower, newupper);
|
1448
|
-
}
|
1449
|
-
|
1450
|
-
/** Set the bounds on a number of columns simultaneously<br>
|
1451
|
-
@param indexFirst,indexLast pointers to the beginning and after the
|
1452
|
-
end of the array of the indices of the variables whose
|
1453
|
-
<em>either</em> bound changes
|
1454
|
-
@param boundList the new lower/upper bound pairs for the variables
|
1455
|
-
*/
|
1456
|
-
inline void setColSetBounds(const int* indexFirst,
|
1457
|
-
const int* indexLast,
|
1458
|
-
const double* boundList) {
|
1459
|
-
setColumnSetBounds(indexFirst, indexLast, boundList);
|
1460
|
-
}
|
1461
|
-
|
1462
|
-
/** Set a single row lower bound<br>
|
1463
|
-
Use -DBL_MAX for -infinity. */
|
1464
|
-
void setRowLower( int elementIndex, double elementValue );
|
1465
|
-
|
1466
|
-
/** Set a single row upper bound<br>
|
1467
|
-
Use DBL_MAX for infinity. */
|
1468
|
-
void setRowUpper( int elementIndex, double elementValue ) ;
|
1469
|
-
|
1470
|
-
/** Set a single row lower and upper bound */
|
1471
|
-
void setRowBounds( int elementIndex,
|
1472
|
-
double lower, double upper ) ;
|
1473
|
-
|
1474
|
-
/** Set the bounds on a number of rows simultaneously<br>
|
1475
|
-
@param indexFirst,indexLast pointers to the beginning and after the
|
1476
|
-
end of the array of the indices of the constraints whose
|
1477
|
-
<em>either</em> bound changes
|
1478
|
-
@param boundList the new lower/upper bound pairs for the constraints
|
1479
|
-
*/
|
1480
|
-
void setRowSetBounds(const int* indexFirst,
|
1481
|
-
const int* indexLast,
|
1482
|
-
const double* boundList);
|
1483
|
-
/// Resizes rim part of model
|
1484
|
-
void resize (int newNumberRows, int newNumberColumns);
|
1485
|
-
|
1486
|
-
//@}
|
1487
|
-
|
1488
|
-
////////////////// data //////////////////
|
1489
|
-
protected:
|
1490
|
-
|
1491
|
-
/**@name data. Many arrays have a row part and a column part.
|
1492
|
-
There is a single array with both - columns then rows and
|
1493
|
-
then normally two arrays pointing to rows and columns. The
|
1494
|
-
single array is the owner of memory
|
1495
|
-
*/
|
1496
|
-
//@{
|
1497
|
-
/** Best possible improvement using djs (primal) or
|
1498
|
-
obj change by flipping bounds to make dual feasible (dual) */
|
1499
|
-
double bestPossibleImprovement_;
|
1500
|
-
/// Zero tolerance
|
1501
|
-
double zeroTolerance_;
|
1502
|
-
/// Sequence of worst (-1 if feasible)
|
1503
|
-
int columnPrimalSequence_;
|
1504
|
-
/// Sequence of worst (-1 if feasible)
|
1505
|
-
int rowPrimalSequence_;
|
1506
|
-
/// "Best" objective value
|
1507
|
-
double bestObjectiveValue_;
|
1508
|
-
/// More special options - see set for details
|
1509
|
-
int moreSpecialOptions_;
|
1510
|
-
/// Iteration when we entered dual or primal
|
1511
|
-
int baseIteration_;
|
1512
|
-
/// Primal tolerance needed to make dual feasible (<largeTolerance)
|
1513
|
-
double primalToleranceToGetOptimal_;
|
1514
|
-
/// Large bound value (for complementarity etc)
|
1515
|
-
double largeValue_;
|
1516
|
-
/// Largest error on Ax-b
|
1517
|
-
double largestPrimalError_;
|
1518
|
-
/// Largest error on basic duals
|
1519
|
-
double largestDualError_;
|
1520
|
-
/// For computing whether to re-factorize
|
1521
|
-
double alphaAccuracy_;
|
1522
|
-
/// Dual bound
|
1523
|
-
double dualBound_;
|
1524
|
-
/// Alpha (pivot element)
|
1525
|
-
double alpha_;
|
1526
|
-
/// Theta (pivot change)
|
1527
|
-
double theta_;
|
1528
|
-
/// Lower Bound on In variable
|
1529
|
-
double lowerIn_;
|
1530
|
-
/// Value of In variable
|
1531
|
-
double valueIn_;
|
1532
|
-
/// Upper Bound on In variable
|
1533
|
-
double upperIn_;
|
1534
|
-
/// Reduced cost of In variable
|
1535
|
-
double dualIn_;
|
1536
|
-
/// Lower Bound on Out variable
|
1537
|
-
double lowerOut_;
|
1538
|
-
/// Value of Out variable
|
1539
|
-
double valueOut_;
|
1540
|
-
/// Upper Bound on Out variable
|
1541
|
-
double upperOut_;
|
1542
|
-
/// Infeasibility (dual) or ? (primal) of Out variable
|
1543
|
-
double dualOut_;
|
1544
|
-
/// Current dual tolerance for algorithm
|
1545
|
-
double dualTolerance_;
|
1546
|
-
/// Current primal tolerance for algorithm
|
1547
|
-
double primalTolerance_;
|
1548
|
-
/// Sum of dual infeasibilities
|
1549
|
-
double sumDualInfeasibilities_;
|
1550
|
-
/// Sum of primal infeasibilities
|
1551
|
-
double sumPrimalInfeasibilities_;
|
1552
|
-
/// Weight assigned to being infeasible in primal
|
1553
|
-
double infeasibilityCost_;
|
1554
|
-
/// Sum of Dual infeasibilities using tolerance based on error in duals
|
1555
|
-
double sumOfRelaxedDualInfeasibilities_;
|
1556
|
-
/// Sum of Primal infeasibilities using tolerance based on error in primals
|
1557
|
-
double sumOfRelaxedPrimalInfeasibilities_;
|
1558
|
-
/// Acceptable pivot value just after factorization
|
1559
|
-
double acceptablePivot_;
|
1560
|
-
/// Minimum primal tolerance
|
1561
|
-
double minimumPrimalTolerance_;
|
1562
|
-
/// Last few infeasibilities
|
1563
|
-
#define CLP_INFEAS_SAVE 5
|
1564
|
-
double averageInfeasibility_[CLP_INFEAS_SAVE];
|
1565
|
-
/// Working copy of lower bounds (Owner of arrays below)
|
1566
|
-
double * lower_;
|
1567
|
-
/// Row lower bounds - working copy
|
1568
|
-
double * rowLowerWork_;
|
1569
|
-
/// Column lower bounds - working copy
|
1570
|
-
double * columnLowerWork_;
|
1571
|
-
/// Working copy of upper bounds (Owner of arrays below)
|
1572
|
-
double * upper_;
|
1573
|
-
/// Row upper bounds - working copy
|
1574
|
-
double * rowUpperWork_;
|
1575
|
-
/// Column upper bounds - working copy
|
1576
|
-
double * columnUpperWork_;
|
1577
|
-
/// Working copy of objective (Owner of arrays below)
|
1578
|
-
double * cost_;
|
1579
|
-
/// Row objective - working copy
|
1580
|
-
double * rowObjectiveWork_;
|
1581
|
-
/// Column objective - working copy
|
1582
|
-
double * objectiveWork_;
|
1583
|
-
/// Useful row length arrays
|
1584
|
-
CoinIndexedVector * rowArray_[6];
|
1585
|
-
/// Useful column length arrays
|
1586
|
-
CoinIndexedVector * columnArray_[6];
|
1587
|
-
/// Sequence of In variable
|
1588
|
-
int sequenceIn_;
|
1589
|
-
/// Direction of In, 1 going up, -1 going down, 0 not a clude
|
1590
|
-
int directionIn_;
|
1591
|
-
/// Sequence of Out variable
|
1592
|
-
int sequenceOut_;
|
1593
|
-
/// Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic
|
1594
|
-
int directionOut_;
|
1595
|
-
/// Pivot Row
|
1596
|
-
int pivotRow_;
|
1597
|
-
/// Last good iteration (immediately after a re-factorization)
|
1598
|
-
int lastGoodIteration_;
|
1599
|
-
/// Working copy of reduced costs (Owner of arrays below)
|
1600
|
-
double * dj_;
|
1601
|
-
/// Reduced costs of slacks not same as duals (or - duals)
|
1602
|
-
double * rowReducedCost_;
|
1603
|
-
/// Possible scaled reduced costs
|
1604
|
-
double * reducedCostWork_;
|
1605
|
-
/// Working copy of primal solution (Owner of arrays below)
|
1606
|
-
double * solution_;
|
1607
|
-
/// Row activities - working copy
|
1608
|
-
double * rowActivityWork_;
|
1609
|
-
/// Column activities - working copy
|
1610
|
-
double * columnActivityWork_;
|
1611
|
-
/// Number of dual infeasibilities
|
1612
|
-
int numberDualInfeasibilities_;
|
1613
|
-
/// Number of dual infeasibilities (without free)
|
1614
|
-
int numberDualInfeasibilitiesWithoutFree_;
|
1615
|
-
/// Number of primal infeasibilities
|
1616
|
-
int numberPrimalInfeasibilities_;
|
1617
|
-
/// How many iterative refinements to do
|
1618
|
-
int numberRefinements_;
|
1619
|
-
/// dual row pivot choice
|
1620
|
-
ClpDualRowPivot * dualRowPivot_;
|
1621
|
-
/// primal column pivot choice
|
1622
|
-
ClpPrimalColumnPivot * primalColumnPivot_;
|
1623
|
-
/// Basic variables pivoting on which rows
|
1624
|
-
int * pivotVariable_;
|
1625
|
-
/// factorization
|
1626
|
-
ClpFactorization * factorization_;
|
1627
|
-
/// Saved version of solution
|
1628
|
-
double * savedSolution_;
|
1629
|
-
/// Number of times code has tentatively thought optimal
|
1630
|
-
int numberTimesOptimal_;
|
1631
|
-
/// Disaster handler
|
1632
|
-
ClpDisasterHandler * disasterArea_;
|
1633
|
-
/// If change has been made (first attempt at stopping looping)
|
1634
|
-
int changeMade_;
|
1635
|
-
/// Algorithm >0 == Primal, <0 == Dual
|
1636
|
-
int algorithm_;
|
1637
|
-
/** Now for some reliability aids
|
1638
|
-
This forces re-factorization early */
|
1639
|
-
int forceFactorization_;
|
1640
|
-
/** Perturbation:
|
1641
|
-
-50 to +50 - perturb by this power of ten (-6 sounds good)
|
1642
|
-
100 - auto perturb if takes too long (1.0e-6 largest nonzero)
|
1643
|
-
101 - we are perturbed
|
1644
|
-
102 - don't try perturbing again
|
1645
|
-
default is 100
|
1646
|
-
*/
|
1647
|
-
int perturbation_;
|
1648
|
-
/// Saved status regions
|
1649
|
-
unsigned char * saveStatus_;
|
1650
|
-
/** Very wasteful way of dealing with infeasibilities in primal.
|
1651
|
-
However it will allow non-linearities and use of dual
|
1652
|
-
analysis. If it doesn't work it can easily be replaced.
|
1653
|
-
*/
|
1654
|
-
ClpNonLinearCost * nonLinearCost_;
|
1655
|
-
/// So we know when to be cautious
|
1656
|
-
int lastBadIteration_;
|
1657
|
-
/// So we know when to open up again
|
1658
|
-
int lastFlaggedIteration_;
|
1659
|
-
/// Can be used for count of fake bounds (dual) or fake costs (primal)
|
1660
|
-
int numberFake_;
|
1661
|
-
/// Can be used for count of changed costs (dual) or changed bounds (primal)
|
1662
|
-
int numberChanged_;
|
1663
|
-
/// Progress flag - at present 0 bit says artificials out, 1 free in
|
1664
|
-
int progressFlag_;
|
1665
|
-
/// First free/super-basic variable (-1 if none)
|
1666
|
-
int firstFree_;
|
1667
|
-
/** Number of extra rows. These are ones which will be dynamically created
|
1668
|
-
each iteration. This is for GUB but may have other uses.
|
1669
|
-
*/
|
1670
|
-
int numberExtraRows_;
|
1671
|
-
/** Maximum number of basic variables - can be more than number of rows if GUB
|
1672
|
-
*/
|
1673
|
-
int maximumBasic_;
|
1674
|
-
/// If may skip final factorize then allow up to this pivots (default 20)
|
1675
|
-
int dontFactorizePivots_;
|
1676
|
-
/** For advanced use. When doing iterative solves things can get
|
1677
|
-
nasty so on values pass if incoming solution has largest
|
1678
|
-
infeasibility < incomingInfeasibility throw out variables
|
1679
|
-
from basis until largest infeasibility < allowedInfeasibility.
|
1680
|
-
if allowedInfeasibility>= incomingInfeasibility this is
|
1681
|
-
always possible altough you may end up with an all slack basis.
|
1682
|
-
|
1683
|
-
Defaults are 1.0,10.0
|
1684
|
-
*/
|
1685
|
-
double incomingInfeasibility_;
|
1686
|
-
double allowedInfeasibility_;
|
1687
|
-
/// Automatic scaling of objective and rhs and bounds
|
1688
|
-
int automaticScale_;
|
1689
|
-
/// Maximum perturbation array size (take out when code rewritten)
|
1690
|
-
int maximumPerturbationSize_;
|
1691
|
-
/// Perturbation array (maximumPerturbationSize_)
|
1692
|
-
double * perturbationArray_;
|
1693
|
-
/// A copy of model with certain state - normally without cuts
|
1694
|
-
ClpSimplex * baseModel_;
|
1695
|
-
/// For dealing with all issues of cycling etc
|
1696
|
-
ClpSimplexProgress progress_;
|
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
|
1705
|
-
int abcState_;
|
1706
|
-
/// Number of degenerate pivots since last perturbed
|
1707
|
-
int numberDegeneratePivots_;
|
1708
|
-
public:
|
1709
|
-
/// Spare int array for passing information [0]!=0 switches on
|
1710
|
-
mutable int spareIntArray_[4];
|
1711
|
-
/// Spare double array for passing information [0]!=0 switches on
|
1712
|
-
mutable double spareDoubleArray_[4];
|
1713
|
-
protected:
|
1714
|
-
/// Allow OsiClp certain perks
|
1715
|
-
friend class OsiClpSolverInterface;
|
1716
|
-
/// And OsiCLP
|
1717
|
-
friend class OsiCLPSolverInterface;
|
1718
|
-
//@}
|
1719
|
-
};
|
1720
|
-
//#############################################################################
|
1721
|
-
/** A function that tests the methods in the ClpSimplex class. The
|
1722
|
-
only reason for it not to be a member method is that this way it doesn't
|
1723
|
-
have to be compiled into the library. And that's a gain, because the
|
1724
|
-
library should be compiled with optimization on, but this method should be
|
1725
|
-
compiled with debugging.
|
1726
|
-
|
1727
|
-
It also does some testing of ClpFactorization class
|
1728
|
-
*/
|
1729
|
-
void
|
1730
|
-
ClpSimplexUnitTest(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>
|
1738
|
-
typedef 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;
|
1747
|
-
class CoinPthreadStuff {
|
1748
|
-
public:
|
1749
|
-
/**@name Constructors and destructor and copy */
|
1750
|
-
//@{
|
1751
|
-
/** Main constructor
|
1752
|
-
*/
|
1753
|
-
CoinPthreadStuff (int numberThreads=0,
|
1754
|
-
void * parallelManager(void * stuff)=NULL);
|
1755
|
-
/// Assignment operator. This copies the data
|
1756
|
-
CoinPthreadStuff & operator=(const CoinPthreadStuff & rhs);
|
1757
|
-
/// Destructor
|
1758
|
-
~CoinPthreadStuff ( );
|
1759
|
-
/// set stop start
|
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();
|
1779
|
-
/// so thread can find out which one it is
|
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
|
-
};
|
1795
|
-
void * clp_parallelManager(void * stuff);
|
1796
|
-
#endif
|
1797
|
-
#endif
|