ruby-cbc 0.1.9

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

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+/* $Id: ClpConstraint.hpp 1665 2011-01-04 17:55:54Z lou $ */
+// 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 ClpConstraint_H
+#define ClpConstraint_H
+
+
+//#############################################################################
+class ClpSimplex;
+class ClpModel;
+
+/** Constraint Abstract Base Class
+
+Abstract Base Class for describing a constraint or objective function
+
+*/
+class ClpConstraint  {
+
+public:
+
+     ///@name Stuff
+     //@{
+
+     /** Fills gradient.  If Linear then solution may be NULL,
+         also returns true value of function and offset so we can use x not deltaX in constraint
+         If refresh is false then uses last solution
+         Uses model for scaling
+         Returns non-zero if gradient undefined at current solution
+     */
+     virtual int gradient(const ClpSimplex * model,
+                          const double * solution,
+                          double * gradient,
+                          double & functionValue ,
+                          double & offset,
+                          bool useScaling = false,
+                          bool refresh = true) const = 0;
+     /// Constraint function value
+     virtual double functionValue (const ClpSimplex * model,
+                                   const double * solution,
+                                   bool useScaling = false,
+                                   bool refresh = true) const ;
+     /// Resize constraint
+     virtual void resize(int newNumberColumns) = 0;
+     /// Delete columns in  constraint
+     virtual void deleteSome(int numberToDelete, const int * which) = 0;
+     /// Scale constraint
+     virtual void reallyScale(const double * columnScale) = 0;
+     /** Given a zeroed array sets nonlinear columns to 1.
+         Returns number of nonlinear columns
+      */
+     virtual int markNonlinear(char * which) const = 0;
+     /** Given a zeroed array sets possible nonzero coefficients to 1.
+         Returns number of nonzeros
+      */
+     virtual int markNonzero(char * which) const = 0;
+     //@}
+
+
+     ///@name Constructors and destructors
+     //@{
+     /// Default Constructor
+     ClpConstraint();
+
+     /// Copy constructor
+     ClpConstraint(const ClpConstraint &);
+
+     /// Assignment operator
+     ClpConstraint & operator=(const ClpConstraint& rhs);
+
+     /// Destructor
+     virtual ~ClpConstraint ();
+
+     /// Clone
+     virtual ClpConstraint * clone() const = 0;
+
+     //@}
+
+     ///@name Other
+     //@{
+     /// Returns type, 0 linear, 1 nonlinear
+     inline int type() {
+          return type_;
+     }
+     /// Row number (-1 is objective)
+     inline int rowNumber() const {
+          return rowNumber_;
+     }
+
+     /// Number of possible coefficients in gradient
+     virtual int numberCoefficients() const = 0;
+
+     /// Stored constraint function value
+     inline double functionValue () const {
+          return functionValue_;
+     }
+
+     /// Constraint offset
+     inline double offset () const {
+          return offset_;
+     }
+     /// Say we have new primal solution - so may need to recompute
+     virtual void newXValues() {}
+     //@}
+
+     //---------------------------------------------------------------------------
+
+protected:
+     ///@name Protected member data
+     //@{
+     /// Gradient at last evaluation
+     mutable double * lastGradient_;
+     /// Value of non-linear part of constraint
+     mutable double functionValue_;
+     /// Value of offset for constraint
+     mutable double offset_;
+     /// Type of constraint - linear is 1
+     int type_;
+     /// Row number (-1 is objective)
+     int rowNumber_;
+     //@}
+};
+
+#endif

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

@@ -0,0 +1,108 @@
+/* $Id: ClpConstraintAmpl.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 ClpConstraintAmpl_H
+#define ClpConstraintAmpl_H
+
+#include "ClpConstraint.hpp"
+
+//#############################################################################
+
+/** Ampl Constraint Class
+
+*/
+
+class ClpConstraintAmpl : public ClpConstraint {
+
+public:
+
+    ///@name Stuff
+    //@{
+
+
+    /** Fills gradient.  If Ampl then solution may be NULL,
+        also returns true value of function and offset so we can use x not deltaX in constraint
+        If refresh is false then uses last solution
+        Uses model for scaling
+        Returns non-zero if gradient udefined at current solution
+    */
+    virtual int gradient(const ClpSimplex * model,
+                         const double * solution,
+                         double * gradient,
+                         double & functionValue ,
+                         double & offset,
+                         bool useScaling = false,
+                         bool refresh = true) const ;
+    /// Resize constraint
+    virtual void resize(int newNumberColumns) ;
+    /// Delete columns in  constraint
+    virtual void deleteSome(int numberToDelete, const int * which) ;
+    /// Scale constraint
+    virtual void reallyScale(const double * columnScale) ;
+    /** Given a zeroed array sets nonampl columns to 1.
+        Returns number of nonampl columns
+     */
+    virtual int markNonlinear(char * which) const ;
+    /** Given a zeroed array sets possible nonzero coefficients to 1.
+        Returns number of nonzeros
+     */
+    virtual int markNonzero(char * which) const;
+    /// Say we have new primal solution - so may need to recompute
+    virtual void newXValues() ;
+    //@}
+
+
+    ///@name Constructors and destructors
+    //@{
+    /// Default Constructor
+    ClpConstraintAmpl();
+
+    /// Constructor from ampl
+    ClpConstraintAmpl(int row, void * amplInfo);
+
+    /** Copy constructor .
+    */
+    ClpConstraintAmpl(const ClpConstraintAmpl & rhs);
+
+    /// Assignment operator
+    ClpConstraintAmpl & operator=(const ClpConstraintAmpl& rhs);
+
+    /// Destructor
+    virtual ~ClpConstraintAmpl ();
+
+    /// Clone
+    virtual ClpConstraint * clone() const;
+    //@}
+    ///@name Gets and sets
+    //@{
+    /// Number of coefficients
+    virtual int numberCoefficients() const;
+    /// Columns
+    inline const int * column() const {
+        return column_;
+    }
+    /// Coefficients
+    inline const double * coefficient() const {
+        return coefficient_;
+    }
+    //@}
+
+    //---------------------------------------------------------------------------
+
+private:
+    ///@name Private member data
+    /// Ampl info
+    void * amplInfo_;
+    /// Column
+    int * column_;
+    /// Coefficients
+    double * coefficient_;
+    /// Number of coefficients in gradient
+    int numberCoefficients_;
+    //@}
+};
+
+#endif
+

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

@@ -0,0 +1,110 @@
+/* $Id: ClpConstraintLinear.hpp 1665 2011-01-04 17:55:54Z lou $ */
+// 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 ClpConstraintLinear_H
+#define ClpConstraintLinear_H
+
+#include "ClpConstraint.hpp"
+
+//#############################################################################
+
+/** Linear Constraint Class
+
+*/
+
+class ClpConstraintLinear : public ClpConstraint {
+
+public:
+
+     ///@name Stuff
+     //@{
+
+
+     /** Fills gradient.  If Linear then solution may be NULL,
+         also returns true value of function and offset so we can use x not deltaX in constraint
+         If refresh is false then uses last solution
+         Uses model for scaling
+         Returns non-zero if gradient udefined at current solution
+     */
+     virtual int gradient(const ClpSimplex * model,
+                          const double * solution,
+                          double * gradient,
+                          double & functionValue ,
+                          double & offset,
+                          bool useScaling = false,
+                          bool refresh = true) const ;
+     /// Resize constraint
+     virtual void resize(int newNumberColumns) ;
+     /// Delete columns in  constraint
+     virtual void deleteSome(int numberToDelete, const int * which) ;
+     /// Scale constraint
+     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) const ;
+     /** Given a zeroed array sets possible nonzero coefficients to 1.
+         Returns number of nonzeros
+      */
+     virtual int markNonzero(char * which) const;
+     //@}
+
+
+     ///@name Constructors and destructors
+     //@{
+     /// Default Constructor
+     ClpConstraintLinear();
+
+     /// Constructor from constraint
+     ClpConstraintLinear(int row, int numberCoefficients, int numberColumns,
+                         const int * column, const double * element);
+
+     /** Copy constructor .
+     */
+     ClpConstraintLinear(const ClpConstraintLinear & rhs);
+
+     /// Assignment operator
+     ClpConstraintLinear & operator=(const ClpConstraintLinear& rhs);
+
+     /// Destructor
+     virtual ~ClpConstraintLinear ();
+
+     /// Clone
+     virtual ClpConstraint * clone() const;
+     //@}
+     ///@name Gets and sets
+     //@{
+     /// Number of coefficients
+     virtual int numberCoefficients() const;
+     /// Number of columns in linear constraint
+     inline int numberColumns() const {
+          return numberColumns_;
+     }
+     /// Columns
+     inline const int * column() const {
+          return column_;
+     }
+     /// Coefficients
+     inline const double * coefficient() const {
+          return coefficient_;
+     }
+     //@}
+
+     //---------------------------------------------------------------------------
+
+private:
+     ///@name Private member data
+     /// Column
+     int * column_;
+     /// Coefficients
+     double * coefficient_;
+     /// Useful to have number of columns about
+     int numberColumns_;
+     /// Number of coefficients
+     int numberCoefficients_;
+     //@}
+};
+
+#endif

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

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+/* $Id: ClpConstraintQuadratic.hpp 1665 2011-01-04 17:55:54Z lou $ */
+// 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 ClpConstraintQuadratic_H
+#define ClpConstraintQuadratic_H
+
+#include "ClpConstraint.hpp"
+
+//#############################################################################
+
+/** Quadratic Constraint Class
+
+*/
+
+class ClpConstraintQuadratic : public ClpConstraint {
+
+public:
+
+     ///@name Stuff
+     //@{
+
+
+     /** Fills gradient.  If Quadratic then solution may be NULL,
+         also returns true value of function and offset so we can use x not deltaX in constraint
+         If refresh is false then uses last solution
+         Uses model for scaling
+         Returns non-zero if gradient udefined at current solution
+     */
+     virtual int gradient(const ClpSimplex * model,
+                          const double * solution,
+                          double * gradient,
+                          double & functionValue ,
+                          double & offset,
+                          bool useScaling = false,
+                          bool refresh = true) const ;
+     /// Resize constraint
+     virtual void resize(int newNumberColumns) ;
+     /// Delete columns in  constraint
+     virtual void deleteSome(int numberToDelete, const int * which) ;
+     /// Scale constraint
+     virtual void reallyScale(const double * columnScale) ;
+     /** Given a zeroed array sets nonquadratic columns to 1.
+         Returns number of nonquadratic columns
+      */
+     virtual int markNonlinear(char * which) const ;
+     /** Given a zeroed array sets possible nonzero coefficients to 1.
+         Returns number of nonzeros
+      */
+     virtual int markNonzero(char * which) const;
+     //@}
+
+
+     ///@name Constructors and destructors
+     //@{
+     /// Default Constructor
+     ClpConstraintQuadratic();
+
+     /// Constructor from quadratic
+     ClpConstraintQuadratic(int row, int numberQuadraticColumns, int numberColumns,
+                            const CoinBigIndex * start,
+                            const int * column, const double * element);
+
+     /** Copy constructor .
+     */
+     ClpConstraintQuadratic(const ClpConstraintQuadratic & rhs);
+
+     /// Assignment operator
+     ClpConstraintQuadratic & operator=(const ClpConstraintQuadratic& rhs);
+
+     /// Destructor
+     virtual ~ClpConstraintQuadratic ();
+
+     /// Clone
+     virtual ClpConstraint * clone() const;
+     //@}
+     ///@name Gets and sets
+     //@{
+     /// Number of coefficients
+     virtual int numberCoefficients() const;
+     /// Number of columns in constraint
+     inline int numberColumns() const {
+          return numberColumns_;
+     }
+     /// Column starts
+     inline CoinBigIndex * start() const {
+          return start_;
+     }
+     /// Columns
+     inline const int * column() const {
+          return column_;
+     }
+     /// Coefficients
+     inline const double * coefficient() const {
+          return coefficient_;
+     }
+     //@}
+
+     //---------------------------------------------------------------------------
+
+private:
+     ///@name Private member data
+     /// Column starts
+     CoinBigIndex * start_;
+     /// Column (if -1 then linear coefficient)
+     int * column_;
+     /// Coefficients
+     double * coefficient_;
+     /// Useful to have number of columns about
+     int numberColumns_;
+     /// Number of coefficients in gradient
+     int numberCoefficients_;
+     /// Number of quadratic columns
+     int numberQuadraticColumns_;
+     //@}
+};
+
+#endif

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

@@ -0,0 +1,71 @@
+/* $Id: ClpDualRowDantzig.hpp 1665 2011-01-04 17:55:54Z lou $ */
+// Copyright (C) 2002, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef ClpDualRowDantzig_H
+#define ClpDualRowDantzig_H
+
+#include "ClpDualRowPivot.hpp"
+
+//#############################################################################
+
+/** Dual Row Pivot Dantzig Algorithm Class
+
+This is simplest choice - choose largest infeasibility
+
+*/
+
+class ClpDualRowDantzig : public ClpDualRowPivot {
+
+public:
+
+     ///@name Algorithmic methods
+     //@{
+
+     /// Returns pivot row, -1 if none
+     virtual int pivotRow();
+
+     /** Updates weights and returns pivot alpha.
+         Also does FT update */
+     virtual double updateWeights(CoinIndexedVector * input,
+                                  CoinIndexedVector * spare,
+                                  CoinIndexedVector * spare2,
+                                  CoinIndexedVector * updatedColumn);
+     /** Updates primal solution (and maybe list of candidates)
+         Uses input vector which it deletes
+         Computes change in objective function
+     */
+     virtual void updatePrimalSolution(CoinIndexedVector * input,
+                                       double theta,
+                                       double & changeInObjective);
+     //@}
+
+
+     ///@name Constructors and destructors
+     //@{
+     /// Default Constructor
+     ClpDualRowDantzig();
+
+     /// Copy constructor
+     ClpDualRowDantzig(const ClpDualRowDantzig &);
+
+     /// Assignment operator
+     ClpDualRowDantzig & operator=(const ClpDualRowDantzig& rhs);
+
+     /// Destructor
+     virtual ~ClpDualRowDantzig ();
+
+     /// Clone
+     virtual ClpDualRowPivot * clone(bool copyData = true) const;
+
+     //@}
+
+     //---------------------------------------------------------------------------
+
+private:
+     ///@name Private member data
+     //@}
+};
+
+#endif

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

@@ -0,0 +1,129 @@
+/* $Id: ClpDualRowPivot.hpp 2070 2014-11-18 11:12:54Z forrest $ */
+// Copyright (C) 2002, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef ClpDualRowPivot_H
+#define ClpDualRowPivot_H
+
+class ClpSimplex;
+class CoinIndexedVector;
+
+//#############################################################################
+
+/** Dual Row Pivot Abstract Base Class
+
+Abstract Base Class for describing an interface to an algorithm
+to choose row pivot in dual simplex algorithm.  For some algorithms
+e.g. Dantzig choice then some functions may be null.
+
+*/
+
+class ClpDualRowPivot  {
+
+public:
+
+     ///@name Algorithmic methods
+     //@{
+
+     /// Returns pivot row, -1 if none
+     virtual int pivotRow() = 0;
+
+     /** Updates weights and returns pivot alpha.
+         Also does FT update */
+     virtual double updateWeights(CoinIndexedVector * input,
+                                  CoinIndexedVector * spare,
+                                  CoinIndexedVector * spare2,
+                                  CoinIndexedVector * updatedColumn) = 0;
+
+     /** Updates primal solution (and maybe list of candidates)
+         Uses input vector which it deletes
+         Computes change in objective function
+         Would be faster if we kept basic regions, but on other hand it
+         means everything is always in sync
+     */
+     /* FIXME: this was pure virtul (=0). Why? */
+     virtual void updatePrimalSolution(CoinIndexedVector * input,
+                                       double theta,
+                                       double & changeInObjective) = 0;
+     /** Saves any weights round factorization as pivot rows may change
+         Will be empty unless steepest edge (will save model)
+         May also recompute infeasibility stuff
+         1) before factorization
+         2) after good factorization (if weights empty may initialize)
+         3) after something happened but no factorization
+            (e.g. check for infeasible)
+         4) as 2 but restore weights from previous snapshot
+         5) for strong branching - initialize to 1 , infeasibilities
+	 6) scale back
+         7) for strong branching - initialize full weights , infeasibilities
+     */
+     virtual void saveWeights(ClpSimplex * model, int mode);
+     /// checks accuracy and may re-initialize (may be empty)
+     virtual void checkAccuracy();
+     /// Gets rid of last update (may be empty)
+     virtual void unrollWeights();
+     /// Gets rid of all arrays (may be empty)
+     virtual void clearArrays();
+     /// Returns true if would not find any row
+     virtual bool looksOptimal() const {
+          return false;
+     }
+     /// Called when maximum pivots changes
+     virtual void maximumPivotsChanged() {}
+     //@}
+
+
+     ///@name Constructors and destructors
+     //@{
+     /// Default Constructor
+     ClpDualRowPivot();
+
+     /// Copy constructor
+     ClpDualRowPivot(const ClpDualRowPivot &);
+
+     /// Assignment operator
+     ClpDualRowPivot & operator=(const ClpDualRowPivot& rhs);
+
+     /// Destructor
+     virtual ~ClpDualRowPivot ();
+
+     /// Clone
+     virtual ClpDualRowPivot * clone(bool copyData = true) const = 0;
+
+     //@}
+
+     ///@name Other
+     //@{
+     /// Returns model
+     inline ClpSimplex * model() {
+          return model_;
+     }
+
+     /// Sets model (normally to NULL)
+     inline void setModel(ClpSimplex * newmodel) {
+          model_ = newmodel;
+     }
+
+     /// Returns type (above 63 is extra information)
+     inline int type() {
+          return type_;
+     }
+
+     //@}
+
+     //---------------------------------------------------------------------------
+
+protected:
+     ///@name Protected member data
+     //@{
+     /// Pointer to model
+     ClpSimplex * model_;
+     /// Type of row pivot algorithm
+     int type_;
+     //@}
+};
+#ifndef CLP_DUAL_COLUMN_MULTIPLIER
+//#define CLP_DUAL_COLUMN_MULTIPLIER 0.99999
+#endif
+#endif