ruby-cbc 0.1.9

data/ext/ruby-cbc/install/include/coin/ClpAmplObjective.hpp

@@ -0,0 +1,113 @@
+/* $Id: ClpAmplObjective.hpp 1899 2013-04-09 18:12:08Z stefan $ */
+// Copyright (C) 2007, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef ClpAmplObjective_H
+#define ClpAmplObjective_H
+
+#include "ClpObjective.hpp"
+#include "CoinPackedMatrix.hpp"
+
+//#############################################################################
+
+/** Ampl Objective Class
+
+*/
+
+class ClpAmplObjective : public ClpObjective {
+
+public:
+
+    ///@name Stuff
+    //@{
+
+    /** Returns gradient.  If Ampl then solution may be NULL,
+        also returns an offset (to be added to current one)
+        If refresh is false then uses last solution
+        Uses model for scaling
+        includeLinear 0 - no, 1 as is, 2 as feasible
+    */
+    virtual double * gradient(const ClpSimplex * model,
+                              const double * solution, double & offset, bool refresh,
+                              int includeLinear = 2);
+    /// Resize objective
+    /** Returns reduced gradient.Returns an offset (to be added to current one).
+    */
+    virtual double reducedGradient(ClpSimplex * model, double * region,
+                                   bool useFeasibleCosts);
+    /** Returns step length which gives minimum of objective for
+        solution + theta * change vector up to maximum theta.
+
+        arrays are numberColumns+numberRows
+        Also sets current objective, predicted and at maximumTheta
+    */
+    virtual double stepLength(ClpSimplex * model,
+                              const double * solution,
+                              const double * change,
+                              double maximumTheta,
+                              double & currentObj,
+                              double & predictedObj,
+                              double & thetaObj);
+    /// Return objective value (without any ClpModel offset) (model may be NULL)
+    virtual double objectiveValue(const ClpSimplex * model, const double * solution) const ;
+    virtual void resize(int newNumberColumns) ;
+    /// Delete columns in  objective
+    virtual void deleteSome(int numberToDelete, const int * which) ;
+    /// Scale objective
+    virtual void reallyScale(const double * columnScale) ;
+    /** Given a zeroed array sets nonlinear columns to 1.
+        Returns number of nonlinear columns
+     */
+    virtual int markNonlinear(char * which);
+
+    /// Say we have new primal solution - so may need to recompute
+    virtual void newXValues() ;
+    //@}
+
+
+    ///@name Constructors and destructors
+    //@{
+    /// Default Constructor
+    ClpAmplObjective();
+
+    /// Constructor from ampl info
+    ClpAmplObjective(void * amplInfo);
+
+    /** Copy constructor .
+    */
+    ClpAmplObjective(const ClpAmplObjective & rhs);
+
+    /// Assignment operator
+    ClpAmplObjective & operator=(const ClpAmplObjective& rhs);
+
+    /// Destructor
+    virtual ~ClpAmplObjective ();
+
+    /// Clone
+    virtual ClpObjective * clone() const;
+
+    //@}
+    ///@name Gets and sets
+    //@{
+    /// Linear objective
+    double * linearObjective() const;
+    //@}
+
+    //---------------------------------------------------------------------------
+
+private:
+    ///@name Private member data
+    /// Saved offset
+    double offset_;
+    /// Ampl info
+    void * amplObjective_;
+    /// Objective
+    double * objective_;
+    /// Gradient
+    double * gradient_;
+    //@}
+};
+
+#endif
+

data/ext/ruby-cbc/install/include/coin/ClpCholeskyBase.hpp

@@ -0,0 +1,294 @@
+/* $Id: ClpCholeskyBase.hpp 1722 2011-04-17 09:58:37Z stefan $ */
+// Copyright (C) 2003, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef ClpCholeskyBase_H
+#define ClpCholeskyBase_H
+
+#include "CoinPragma.hpp"
+#include "CoinTypes.hpp"
+//#define CLP_LONG_CHOLESKY 0
+#ifndef CLP_LONG_CHOLESKY
+#define CLP_LONG_CHOLESKY 0
+#endif
+/* valid combinations are
+   CLP_LONG_CHOLESKY 0 and COIN_LONG_WORK 0
+   CLP_LONG_CHOLESKY 1 and COIN_LONG_WORK 1
+   CLP_LONG_CHOLESKY 2 and COIN_LONG_WORK 1
+*/
+#if COIN_LONG_WORK==0
+#if CLP_LONG_CHOLESKY>0
+#define CHOLESKY_BAD_COMBINATION
+#endif
+#else
+#if CLP_LONG_CHOLESKY==0
+#define CHOLESKY_BAD_COMBINATION
+#endif
+#endif
+#ifdef CHOLESKY_BAD_COMBINATION
+#  warning("Bad combination of CLP_LONG_CHOLESKY and COIN_BIG_DOUBLE/COIN_LONG_WORK");
+"Bad combination of CLP_LONG_CHOLESKY and COIN_LONG_WORK"
+#endif
+#if CLP_LONG_CHOLESKY>1
+typedef long double longDouble;
+#define CHOL_SMALL_VALUE 1.0e-15
+#elif CLP_LONG_CHOLESKY==1
+typedef double longDouble;
+#define CHOL_SMALL_VALUE 1.0e-11
+#else
+typedef double longDouble;
+#define CHOL_SMALL_VALUE 1.0e-11
+#endif
+class ClpInterior;
+class ClpCholeskyDense;
+class ClpMatrixBase;
+
+/** Base class for Clp Cholesky factorization
+    Will do better factorization.  very crude ordering
+
+    Derived classes may be using more sophisticated methods
+*/
+
+class ClpCholeskyBase  {
+
+public:
+     /**@name Virtual methods that the derived classes may provide  */
+     //@{
+     /** Orders rows and saves pointer to matrix.and model.
+      returns non-zero if not enough memory.
+      You can use preOrder to set up ADAT
+      If using default symbolic etc then must set sizeFactor_ to
+      size of input matrix to order (and to symbolic).
+      Also just permute_ and permuteInverse_ should be created */
+     virtual int order(ClpInterior * model);
+     /** Does Symbolic factorization given permutation.
+         This is called immediately after order.  If user provides this then
+         user must provide factorize and solve.  Otherwise the default factorization is used
+         returns non-zero if not enough memory */
+     virtual int symbolic();
+     /** Factorize - filling in rowsDropped and returning number dropped.
+         If return code negative then out of memory */
+     virtual int factorize(const CoinWorkDouble * diagonal, int * rowsDropped) ;
+     /** Uses factorization to solve. */
+     virtual void solve (CoinWorkDouble * region) ;
+     /** Uses factorization to solve. - given as if KKT.
+      region1 is rows+columns, region2 is rows */
+     virtual void solveKKT (CoinWorkDouble * region1, CoinWorkDouble * region2, const CoinWorkDouble * diagonal,
+                            CoinWorkDouble diagonalScaleFactor);
+private:
+     /// AMD ordering
+     int orderAMD();
+public:
+     //@}
+
+     /**@name Gets */
+     //@{
+     /// status.  Returns status
+     inline int status() const {
+          return status_;
+     }
+     /// numberRowsDropped.  Number of rows gone
+     inline int numberRowsDropped() const {
+          return numberRowsDropped_;
+     }
+     /// reset numberRowsDropped and rowsDropped.
+     void resetRowsDropped();
+     /// rowsDropped - which rows are gone
+     inline char * rowsDropped() const {
+          return rowsDropped_;
+     }
+     /// choleskyCondition.
+     inline double choleskyCondition() const {
+          return choleskyCondition_;
+     }
+     /// goDense i.e. use dense factoriaztion if > this (default 0.7).
+     inline double goDense() const {
+          return goDense_;
+     }
+     /// goDense i.e. use dense factoriaztion if > this (default 0.7).
+     inline void setGoDense(double value) {
+          goDense_ = value;
+     }
+     /// rank.  Returns rank
+     inline int rank() const {
+          return numberRows_ - numberRowsDropped_;
+     }
+     /// Return number of rows
+     inline int numberRows() const {
+          return numberRows_;
+     }
+     /// Return size
+     inline CoinBigIndex size() const {
+          return sizeFactor_;
+     }
+     /// Return sparseFactor
+     inline longDouble * sparseFactor() const {
+          return sparseFactor_;
+     }
+     /// Return diagonal
+     inline longDouble * diagonal() const {
+          return diagonal_;
+     }
+     /// Return workDouble
+     inline longDouble * workDouble() const {
+          return workDouble_;
+     }
+     /// If KKT on
+     inline bool kkt() const {
+          return doKKT_;
+     }
+     /// Set KKT
+     inline void setKKT(bool yesNo) {
+          doKKT_ = yesNo;
+     }
+     /// Set integer parameter
+     inline void setIntegerParameter(int i, int value) {
+          integerParameters_[i] = value;
+     }
+     /// get integer parameter
+     inline int getIntegerParameter(int i) {
+          return integerParameters_[i];
+     }
+     /// Set double parameter
+     inline void setDoubleParameter(int i, double value) {
+          doubleParameters_[i] = value;
+     }
+     /// get double parameter
+     inline double getDoubleParameter(int i) {
+          return doubleParameters_[i];
+     }
+     //@}
+
+
+public:
+
+     /**@name Constructors, destructor
+      */
+     //@{
+     /** Constructor which has dense columns activated.
+         Default is off. */
+     ClpCholeskyBase(int denseThreshold = -1);
+     /** Destructor (has to be public) */
+     virtual ~ClpCholeskyBase();
+     /// Copy
+     ClpCholeskyBase(const ClpCholeskyBase&);
+     /// Assignment
+     ClpCholeskyBase& operator=(const ClpCholeskyBase&);
+     //@}
+     //@{
+     ///@name Other
+     /// Clone
+     virtual ClpCholeskyBase * clone() const;
+
+     /// Returns type
+     inline int type() const {
+          if (doKKT_) return 100;
+          else return type_;
+     }
+protected:
+     /// Sets type
+     inline void setType(int type) {
+          type_ = type;
+     }
+     /// model.
+     inline void setModel(ClpInterior * model) {
+          model_ = model;
+     }
+     //@}
+
+     /**@name Symbolic, factor and solve */
+     //@{
+     /** Symbolic1  - works out size without clever stuff.
+         Uses upper triangular as much easier.
+         Returns size
+      */
+     int symbolic1(const CoinBigIndex * Astart, const int * Arow);
+     /** Symbolic2  - Fills in indices
+         Uses lower triangular so can do cliques etc
+      */
+     void symbolic2(const CoinBigIndex * Astart, const int * Arow);
+     /** Factorize - filling in rowsDropped and returning number dropped
+         in integerParam.
+      */
+     void factorizePart2(int * rowsDropped) ;
+     /** solve - 1 just first half, 2 just second half - 3 both.
+     If 1 and 2 then diagonal has sqrt of inverse otherwise inverse
+     */
+     void solve(CoinWorkDouble * region, int type);
+     /// Forms ADAT - returns nonzero if not enough memory
+     int preOrder(bool lowerTriangular, bool includeDiagonal, bool doKKT);
+     /// Updates dense part (broken out for profiling)
+     void updateDense(longDouble * d, /*longDouble * work,*/ int * first);
+     //@}
+
+protected:
+     /**@name Data members
+        The data members are protected to allow access for derived classes. */
+     //@{
+     /// type (may be useful) if > 20 do KKT
+     int type_;
+     /// Doing full KKT (only used if default symbolic and factorization)
+     bool doKKT_;
+     /// Go dense at this fraction
+     double goDense_;
+     /// choleskyCondition.
+     double choleskyCondition_;
+     /// model.
+     ClpInterior * model_;
+     /// numberTrials.  Number of trials before rejection
+     int numberTrials_;
+     /// numberRows.  Number of Rows in factorization
+     int numberRows_;
+     /// status.  Status of factorization
+     int status_;
+     /// rowsDropped
+     char * rowsDropped_;
+     /// permute inverse.
+     int * permuteInverse_;
+     /// main permute.
+     int * permute_;
+     /// numberRowsDropped.  Number of rows gone
+     int numberRowsDropped_;
+     /// sparseFactor.
+     longDouble * sparseFactor_;
+     /// choleskyStart - element starts
+     CoinBigIndex * choleskyStart_;
+     /// choleskyRow (can be shorter than sparsefactor)
+     int * choleskyRow_;
+     /// Index starts
+     CoinBigIndex * indexStart_;
+     /// Diagonal
+     longDouble * diagonal_;
+     /// double work array
+     longDouble * workDouble_;
+     /// link array
+     int * link_;
+     // Integer work array
+     CoinBigIndex * workInteger_;
+     // Clique information
+     int * clique_;
+     /// sizeFactor.
+     CoinBigIndex sizeFactor_;
+     /// Size of index array
+     CoinBigIndex sizeIndex_;
+     /// First dense row
+     int firstDense_;
+     /// integerParameters
+     int integerParameters_[64];
+     /// doubleParameters;
+     double doubleParameters_[64];
+     /// Row copy of matrix
+     ClpMatrixBase * rowCopy_;
+     /// Dense indicators
+     char * whichDense_;
+     /// Dense columns (updated)
+     longDouble * denseColumn_;
+     /// Dense cholesky
+     ClpCholeskyDense * dense_;
+     /// Dense threshold (for taking out of Cholesky)
+     int denseThreshold_;
+     //@}
+};
+
+#endif

data/ext/ruby-cbc/install/include/coin/ClpCholeskyDense.hpp

@@ -0,0 +1,162 @@
+/* $Id: ClpCholeskyDense.hpp 1910 2013-01-27 02:00:13Z stefan $ */
+/*
+  Copyright (C) 2003, International Business Machines Corporation
+  and others.  All Rights Reserved.
+
+  This code is licensed under the terms of the Eclipse Public License (EPL).
+*/
+#ifndef ClpCholeskyDense_H
+#define ClpCholeskyDense_H
+
+#include "ClpCholeskyBase.hpp"
+class ClpMatrixBase;
+
+class ClpCholeskyDense : public ClpCholeskyBase {
+
+public:
+     /**@name Virtual methods that the derived classes provides  */
+     /**@{*/
+     /** Orders rows and saves pointer to matrix.and model.
+      Returns non-zero if not enough memory */
+     virtual int order(ClpInterior * model) ;
+     /** Does Symbolic factorization given permutation.
+         This is called immediately after order.  If user provides this then
+         user must provide factorize and solve.  Otherwise the default factorization is used
+         returns non-zero if not enough memory */
+     virtual int symbolic();
+     /** Factorize - filling in rowsDropped and returning number dropped.
+         If return code negative then out of memory */
+     virtual int factorize(const CoinWorkDouble * diagonal, int * rowsDropped) ;
+     /** Uses factorization to solve. */
+     virtual void solve (CoinWorkDouble * region) ;
+     /**@}*/
+
+     /**@name Non virtual methods for ClpCholeskyDense  */
+     /**@{*/
+     /** Reserves space.
+         If factor not NULL then just uses passed space
+      Returns non-zero if not enough memory */
+     int reserveSpace(const ClpCholeskyBase * factor, int numberRows) ;
+     /** Returns space needed */
+     CoinBigIndex space( int numberRows) const;
+     /** part 2 of Factorize - filling in rowsDropped */
+     void factorizePart2(int * rowsDropped) ;
+     /** part 2 of Factorize - filling in rowsDropped - blocked */
+     void factorizePart3(int * rowsDropped) ;
+     /** Forward part of solve */
+     void solveF1(longDouble * a, int n, CoinWorkDouble * region);
+     void solveF2(longDouble * a, int n, CoinWorkDouble * region, CoinWorkDouble * region2);
+     /** Backward part of solve */
+     void solveB1(longDouble * a, int n, CoinWorkDouble * region);
+     void solveB2(longDouble * a, int n, CoinWorkDouble * region, CoinWorkDouble * region2);
+     int bNumber(const longDouble * array, int &, int&);
+     /** A */
+     inline longDouble * aMatrix() const {
+          return sparseFactor_;
+     }
+     /** Diagonal */
+     inline longDouble * diagonal() const {
+          return diagonal_;
+     }
+     /**@}*/
+
+
+     /**@name Constructors, destructor */
+     /**@{*/
+     /** Default constructor. */
+     ClpCholeskyDense();
+     /** Destructor  */
+     virtual ~ClpCholeskyDense();
+     /** Copy */
+     ClpCholeskyDense(const ClpCholeskyDense&);
+     /** Assignment */
+     ClpCholeskyDense& operator=(const ClpCholeskyDense&);
+     /** Clone */
+     virtual ClpCholeskyBase * clone() const ;
+     /**@}*/
+
+
+private:
+     /**@name Data members */
+     /**@{*/
+     /** Just borrowing space */
+     bool borrowSpace_;
+     /**@}*/
+};
+
+/* structure for C */
+typedef struct {
+     longDouble * diagonal_;
+     longDouble * a;
+     longDouble * work;
+     int * rowsDropped;
+     double doubleParameters_[1]; /* corresponds to 10 */
+     int integerParameters_[2]; /* corresponds to 34, nThreads */
+     int n;
+     int numberBlocks;
+} ClpCholeskyDenseC;
+
+extern "C" {
+     void ClpCholeskySpawn(void *);
+}
+/**Non leaf recursive factor */
+void
+ClpCholeskyCfactor(ClpCholeskyDenseC * thisStruct,
+                   longDouble * a, int n, int numberBlocks,
+                   longDouble * diagonal, longDouble * work, int * rowsDropped);
+
+/**Non leaf recursive triangle rectangle update */
+void
+ClpCholeskyCtriRec(ClpCholeskyDenseC * thisStruct,
+                   longDouble * aTri, int nThis,
+                   longDouble * aUnder, longDouble * diagonal,
+                   longDouble * work,
+                   int nLeft, int iBlock, int jBlock,
+                   int numberBlocks);
+/**Non leaf recursive rectangle triangle update */
+void
+ClpCholeskyCrecTri(ClpCholeskyDenseC * thisStruct,
+                   longDouble * aUnder, int nTri, int nDo,
+                   int iBlock, int jBlock, longDouble * aTri,
+                   longDouble * diagonal, longDouble * work,
+                   int numberBlocks);
+/** Non leaf recursive rectangle rectangle update,
+    nUnder is number of rows in iBlock,
+    nUnderK is number of rows in kBlock
+*/
+void
+ClpCholeskyCrecRec(ClpCholeskyDenseC * thisStruct,
+                   longDouble * above, int nUnder, int nUnderK,
+                   int nDo, longDouble * aUnder, longDouble *aOther,
+                   longDouble * work,
+                   int iBlock, int jBlock,
+                   int numberBlocks);
+/**Leaf recursive factor */
+void
+ClpCholeskyCfactorLeaf(ClpCholeskyDenseC * thisStruct,
+                       longDouble * a, int n,
+                       longDouble * diagonal, longDouble * work,
+                       int * rowsDropped);
+/**Leaf recursive triangle rectangle update */
+void
+ClpCholeskyCtriRecLeaf(/*ClpCholeskyDenseC * thisStruct,*/
+     longDouble * aTri, longDouble * aUnder,
+     longDouble * diagonal, longDouble * work,
+     int nUnder);
+/**Leaf recursive rectangle triangle update */
+void
+ClpCholeskyCrecTriLeaf(/*ClpCholeskyDenseC * thisStruct, */
+     longDouble * aUnder, longDouble * aTri,
+     /*longDouble * diagonal,*/ longDouble * work, int nUnder);
+/** Leaf recursive rectangle rectangle update,
+    nUnder is number of rows in iBlock,
+    nUnderK is number of rows in kBlock
+*/
+void
+ClpCholeskyCrecRecLeaf(/*ClpCholeskyDenseC * thisStruct, */
+     const longDouble * COIN_RESTRICT above,
+     const longDouble * COIN_RESTRICT aUnder,
+     longDouble * COIN_RESTRICT aOther,
+     const longDouble * COIN_RESTRICT work,
+     int nUnder);
+#endif

data/ext/ruby-cbc/install/include/coin/ClpConfig.h

@@ -0,0 +1,17 @@
+/* src/config_clp.h.  Generated by configure.  */
+/* src/config_clp.h.in.  */
+
+/* Define to 1, 2, 3, or 4 if Aboca should be build. */
+/* #undef CLP_HAS_ABC */
+
+/* Version number of project */
+#define CLP_VERSION "1.16.9"
+
+/* Major Version number of project */
+#define CLP_VERSION_MAJOR 1
+
+/* Minor Version number of project */
+#define CLP_VERSION_MINOR 16
+
+/* Release Version number of project */
+#define CLP_VERSION_RELEASE 9