ruby-cbc 0.1.9

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

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+/* $Id: ClpDualRowSteepest.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 ClpDualRowSteepest_H
+#define ClpDualRowSteepest_H
+
+#include "ClpDualRowPivot.hpp"
+class CoinIndexedVector;
+
+
+//#############################################################################
+
+/** Dual Row Pivot Steepest Edge Algorithm Class
+
+See Forrest-Goldfarb paper for algorithm
+
+*/
+
+class ClpDualRowSteepest : 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);
+
+     /** Saves any weights round factorization as pivot rows may change
+         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 (uninitialized) , infeasibilities
+     */
+     virtual void saveWeights(ClpSimplex * model, int mode);
+     /// Pass in saved weights
+     void passInSavedWeights(const CoinIndexedVector * saved);
+     /// Get saved weights
+     inline CoinIndexedVector * savedWeights()
+     { return savedWeights_;} 
+     /// Gets rid of last update
+     virtual void unrollWeights();
+     /// Gets rid of all arrays
+     virtual void clearArrays();
+     /// Returns true if would not find any row
+     virtual bool looksOptimal() const;
+     /// Called when maximum pivots changes
+     virtual void maximumPivotsChanged();
+     //@}
+
+     /** enums for persistence
+     */
+     enum Persistence {
+          normal = 0x00, // create (if necessary) and destroy
+          keep = 0x01 // create (if necessary) and leave
+     };
+
+     ///@name Constructors and destructors
+     //@{
+     /** Default Constructor
+         0 is uninitialized, 1 full, 2 is partial uninitialized,
+         3 starts as 2 but may switch to 1.
+         By partial is meant that the weights are updated as normal
+         but only part of the infeasible basic variables are scanned.
+         This can be faster on very easy problems.
+     */
+     ClpDualRowSteepest(int mode = 3);
+
+     /// Copy constructor
+     ClpDualRowSteepest(const ClpDualRowSteepest &);
+
+     /// Assignment operator
+     ClpDualRowSteepest & operator=(const ClpDualRowSteepest& rhs);
+
+     /// Fill most values
+     void fill(const ClpDualRowSteepest& rhs);
+
+     /// Destructor
+     virtual ~ClpDualRowSteepest ();
+
+     /// Clone
+     virtual ClpDualRowPivot * clone(bool copyData = true) const;
+
+     //@}
+     /**@name gets and sets */
+     //@{
+     /// Mode
+     inline int mode() const {
+          return mode_;
+     }
+     /// Set mode
+     inline void setMode(int mode) {
+          mode_ = mode;
+     }
+     /// Set/ get persistence
+     inline void setPersistence(Persistence life) {
+          persistence_ = life;
+     }
+     inline Persistence persistence() const {
+          return persistence_ ;
+     }
+//@}
+
+     //---------------------------------------------------------------------------
+
+private:
+     ///@name Private member data
+     /** Status
+         0) Normal
+         -1) Needs initialization
+         1) Weights are stored by sequence number
+     */
+     int state_;
+     /** If 0 then we are using uninitialized weights, 1 then full,
+         if 2 then uninitialized partial, 3 switchable */
+     int mode_;
+     /// Life of weights
+     Persistence persistence_;
+     /// weight array
+     double * weights_;
+     /// square of infeasibility array (just for infeasible rows)
+     CoinIndexedVector * infeasible_;
+     /// alternate weight array (so we can unroll)
+     CoinIndexedVector * alternateWeights_;
+     /// save weight array (so we can use checkpoint)
+     CoinIndexedVector * savedWeights_;
+     /// Dubious weights
+     int * dubiousWeights_;
+     //@}
+};
+
+#endif

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

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+/* $Id: ClpDummyMatrix.hpp 1665 2011-01-04 17:55:54Z lou $ */
+// 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 ClpDummyMatrix_H
+#define ClpDummyMatrix_H
+
+
+#include "CoinPragma.hpp"
+
+#include "ClpMatrixBase.hpp"
+
+/** This implements a dummy matrix as derived from ClpMatrixBase.
+    This is so you can do ClpPdco but may come in useful elsewhere.
+    It just has dimensions but no data
+*/
+
+
+class ClpDummyMatrix : public ClpMatrixBase {
+
+public:
+     /**@name Useful methods */
+     //@{
+     /// Return a complete CoinPackedMatrix
+     virtual CoinPackedMatrix * getPackedMatrix() const;
+     /** Whether the packed matrix is column major ordered or not. */
+     virtual bool isColOrdered() const {
+          return true;
+     }
+     /** Number of entries in the packed matrix. */
+     virtual  CoinBigIndex getNumElements() const {
+          return numberElements_;
+     }
+     /** Number of columns. */
+     virtual int getNumCols() const {
+          return numberColumns_;
+     }
+     /** Number of rows. */
+     virtual int getNumRows() const {
+          return numberRows_;
+     }
+
+     /** A vector containing the elements in the packed matrix. Note that there
+      might be gaps in this list, entries that do not belong to any
+      major-dimension vector. To get the actual elements one should look at
+      this vector together with vectorStarts and vectorLengths. */
+     virtual const double * getElements() const;
+     /** A vector containing the minor indices of the elements in the packed
+          matrix. Note that there might be gaps in this list, entries that do not
+          belong to any major-dimension vector. To get the actual elements one
+          should look at this vector together with vectorStarts and
+          vectorLengths. */
+     virtual const int * getIndices() const;
+
+     virtual const CoinBigIndex * getVectorStarts() const;
+     /** The lengths of the major-dimension vectors. */
+     virtual const int * getVectorLengths() const;
+
+     /** Delete the columns whose indices are listed in <code>indDel</code>. */
+     virtual void deleteCols(const int numDel, const int * indDel);
+     /** Delete the rows whose indices are listed in <code>indDel</code>. */
+     virtual void deleteRows(const int numDel, const int * indDel);
+     /** Returns a new matrix in reverse order without gaps */
+     virtual ClpMatrixBase * reverseOrderedCopy() const;
+     /// Returns number of elements in column part of basis
+     virtual CoinBigIndex countBasis(const int * whichColumn,
+                                     int & numberColumnBasic);
+     /// Fills in column part of basis
+     virtual void fillBasis(ClpSimplex * model,
+                            const int * whichColumn,
+                            int & numberColumnBasic,
+                            int * row, int * start,
+                            int * rowCount, int * columnCount,
+                            CoinFactorizationDouble * element);
+     /** Unpacks a column into an CoinIndexedvector
+      */
+     virtual void unpack(const ClpSimplex * model, CoinIndexedVector * rowArray,
+                         int column) const ;
+     /** Unpacks a column into an CoinIndexedvector
+      ** in packed foramt
+         Note that model is NOT const.  Bounds and objective could
+         be modified if doing column generation (just for this variable) */
+     virtual void unpackPacked(ClpSimplex * model,
+                               CoinIndexedVector * rowArray,
+                               int column) const;
+     /** Adds multiple of a column into an CoinIndexedvector
+         You can use quickAdd to add to vector */
+     virtual void add(const ClpSimplex * model, CoinIndexedVector * rowArray,
+                      int column, double multiplier) const ;
+     /** Adds multiple of a column into an array */
+     virtual void add(const ClpSimplex * model, double * array,
+                      int column, double multiplier) const;
+     /// Allow any parts of a created CoinMatrix to be deleted
+     /// Allow any parts of a created CoinPackedMatrix to be deleted
+     virtual void releasePackedMatrix() const {}
+     //@}
+
+     /**@name Matrix times vector methods */
+     //@{
+     /** Return <code>y + A * scalar *x</code> in <code>y</code>.
+         @pre <code>x</code> must be of size <code>numColumns()</code>
+         @pre <code>y</code> must be of size <code>numRows()</code> */
+     virtual void times(double scalar,
+                        const double * x, double * y) const;
+     /// And for scaling
+     virtual void times(double scalar,
+                        const double * x, double * y,
+                        const double * rowScale,
+                        const double * columnScale) const;
+     /** Return <code>y + x * scalar * A</code> in <code>y</code>.
+         @pre <code>x</code> must be of size <code>numRows()</code>
+         @pre <code>y</code> must be of size <code>numColumns()</code> */
+     virtual void transposeTimes(double scalar,
+                                 const double * x, double * y) const;
+     /// And for scaling
+     virtual void transposeTimes(double scalar,
+                                 const double * x, double * y,
+                                 const double * rowScale,
+                                 const double * columnScale) const;
+
+     using ClpMatrixBase::transposeTimes ;
+     /** Return <code>x * scalar * A + y</code> in <code>z</code>.
+     Can use y as temporary array (will be empty at end)
+     Note - If x packed mode - then z packed mode */
+     virtual void transposeTimes(const ClpSimplex * model, double scalar,
+                                 const CoinIndexedVector * x,
+                                 CoinIndexedVector * y,
+                                 CoinIndexedVector * z) const;
+     /** Return <code>x *A</code> in <code>z</code> but
+     just for indices in y.
+     Note - If x packed mode - then z packed mode
+     Squashes small elements and knows about ClpSimplex */
+     virtual void subsetTransposeTimes(const ClpSimplex * model,
+                                       const CoinIndexedVector * x,
+                                       const CoinIndexedVector * y,
+                                       CoinIndexedVector * z) const;
+     //@}
+
+     /**@name Other */
+     //@{
+     //@}
+
+
+     /**@name Constructors, destructor */
+     //@{
+     /** Default constructor. */
+     ClpDummyMatrix();
+     /// Constructor with data
+     ClpDummyMatrix(int numberColumns, int numberRows,
+                    int numberElements);
+     /** Destructor */
+     virtual ~ClpDummyMatrix();
+     //@}
+
+     /**@name Copy method */
+     //@{
+     /** The copy constructor. */
+     ClpDummyMatrix(const ClpDummyMatrix&);
+     /** The copy constructor from an CoinDummyMatrix. */
+     ClpDummyMatrix(const CoinPackedMatrix&);
+
+     ClpDummyMatrix& operator=(const ClpDummyMatrix&);
+     /// Clone
+     virtual ClpMatrixBase * clone() const ;
+     //@}
+
+
+protected:
+     /**@name Data members
+        The data members are protected to allow access for derived classes. */
+     //@{
+     /// Number of rows
+     int numberRows_;
+     /// Number of columns
+     int numberColumns_;
+     /// Number of elements
+     int numberElements_;
+
+     //@}
+};
+
+#endif

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

@@ -0,0 +1,186 @@
+/* $Id: ClpDynamicExampleMatrix.hpp 1936 2013-04-09 10:29:27Z forrest $ */
+// Copyright (C) 2004, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef ClpDynamicExampleMatrix_H
+#define ClpDynamicExampleMatrix_H
+
+
+#include "CoinPragma.hpp"
+
+#include "ClpDynamicMatrix.hpp"
+class ClpSimplex;
+/** This implements a dynamic matrix when we have a limit on the number of
+    "interesting rows". This version inherits from ClpDynamicMatrix and knows that
+    the real matrix is gub.  This acts just like ClpDynamicMatrix but generates columns.
+    This "generates" columns by choosing from stored set.  It is maent as a starting point
+    as to how you could use shortest path to generate columns.
+
+    So it has its own copy of all data needed.  It populates ClpDynamicWatrix with enough
+    to allow for gub keys and active variables.  In turn ClpDynamicMatrix populates
+    a CoinPackedMatrix with active columns and rows.
+
+    As there is one copy here and one in ClpDynamicmatrix these names end in Gen_
+
+    It is obviously more efficient to just use ClpDynamicMatrix but the ideas is to
+    show how much code a user would have to write.
+
+    This does not work very well with bounds
+
+*/
+
+class ClpDynamicExampleMatrix : public ClpDynamicMatrix {
+
+public:
+     /**@name Main functions provided */
+     //@{
+     /// Partial pricing
+     virtual void partialPricing(ClpSimplex * model, double start, double end,
+                                 int & bestSequence, int & numberWanted);
+
+     /** Creates a variable.  This is called after partial pricing and will modify matrix.
+         Will update bestSequence.
+     */
+     virtual void createVariable(ClpSimplex * model, int & bestSequence);
+     /** If addColumn forces compression then this allows descendant to know what to do.
+         If >= then entry stayed in, if -1 then entry went out to lower bound.of zero.
+         Entries at upper bound (really nonzero) never go out (at present).
+     */
+     virtual void packDown(const int * in, int numberToPack);
+     //@}
+
+
+
+     /**@name Constructors, destructor */
+     //@{
+     /** Default constructor. */
+     ClpDynamicExampleMatrix();
+     /** This is the real constructor.
+         It assumes factorization frequency will not be changed.
+         This resizes model !!!!
+         The contents of original matrix in model will be taken over and original matrix
+         will be sanitized so can be deleted (to avoid a very small memory leak)
+      */
+     ClpDynamicExampleMatrix(ClpSimplex * model, int numberSets,
+                             int numberColumns, const int * starts,
+                             const double * lower, const double * upper,
+                             const int * startColumn, const int * row,
+                             const double * element, const double * cost,
+                             const double * columnLower = NULL, const double * columnUpper = NULL,
+                             const unsigned char * status = NULL,
+                             const unsigned char * dynamicStatus = NULL,
+                             int numberIds = 0, const int *ids = NULL);
+#if 0
+     /// This constructor just takes over ownership (except for lower, upper)
+     ClpDynamicExampleMatrix(ClpSimplex * model, int numberSets,
+                             int numberColumns, int * starts,
+                             const double * lower, const double * upper,
+                             int * startColumn, int * row,
+                             double * element, double * cost,
+                             double * columnLower = NULL, double * columnUpper = NULL,
+                             const unsigned char * status = NULL,
+                             const unsigned char * dynamicStatus = NULL,
+                             int numberIds = 0, const int *ids = NULL);
+#endif
+     /** Destructor */
+     virtual ~ClpDynamicExampleMatrix();
+     //@}
+
+     /**@name Copy method */
+     //@{
+     /** The copy constructor. */
+     ClpDynamicExampleMatrix(const ClpDynamicExampleMatrix&);
+     ClpDynamicExampleMatrix& operator=(const ClpDynamicExampleMatrix&);
+     /// Clone
+     virtual ClpMatrixBase * clone() const ;
+     //@}
+     /**@name gets and sets */
+     //@{
+     /// Starts of each column
+     inline CoinBigIndex * startColumnGen() const {
+          return startColumnGen_;
+     }
+     /// rows
+     inline int * rowGen() const {
+          return rowGen_;
+     }
+     /// elements
+     inline double * elementGen() const {
+          return elementGen_;
+     }
+     /// costs
+     inline double * costGen() const {
+          return costGen_;
+     }
+     /// full starts
+     inline int * fullStartGen() const {
+          return fullStartGen_;
+     }
+     /// ids in next level matrix
+     inline int * idGen() const {
+          return idGen_;
+     }
+     /// Optional lower bounds on columns
+     inline double * columnLowerGen() const {
+          return columnLowerGen_;
+     }
+     /// Optional upper bounds on columns
+     inline double * columnUpperGen() const {
+          return columnUpperGen_;
+     }
+     /// size
+     inline int numberColumns() const {
+          return numberColumns_;
+     }
+     inline void setDynamicStatusGen(int sequence, DynamicStatus status) {
+          unsigned char & st_byte = dynamicStatusGen_[sequence];
+          st_byte = static_cast<unsigned char>(st_byte & ~7);
+          st_byte = static_cast<unsigned char>(st_byte | status);
+     }
+     inline DynamicStatus getDynamicStatusGen(int sequence) const {
+          return static_cast<DynamicStatus> (dynamicStatusGen_[sequence] & 7);
+     }
+     /// Whether flagged
+     inline bool flaggedGen(int i) const {
+          return (dynamicStatusGen_[i] & 8) != 0;
+     }
+     inline void setFlaggedGen(int i) {
+          dynamicStatusGen_[i] = static_cast<unsigned char>(dynamicStatusGen_[i] | 8);
+     }
+     inline void unsetFlagged(int i) {
+          dynamicStatusGen_[i] = static_cast<unsigned char>(dynamicStatusGen_[i] & ~8);
+     }
+     //@}
+
+
+protected:
+     /**@name Data members
+        The data members are protected to allow access for derived classes. */
+     //@{
+     /// size
+     int numberColumns_;
+     /// Starts of each column
+     CoinBigIndex * startColumnGen_;
+     /// rows
+     int * rowGen_;
+     /// elements
+     double * elementGen_;
+     /// costs
+     double * costGen_;
+     /// start of each set
+     int * fullStartGen_;
+     /// for status and which bound
+     unsigned char * dynamicStatusGen_;
+     /** identifier for each variable up one level (startColumn_, etc).  This is
+         of length maximumGubColumns_.  For this version it is just sequence number
+         at this level */
+     int * idGen_;
+     /// Optional lower bounds on columns
+     double * columnLowerGen_;
+     /// Optional upper bounds on columns
+     double * columnUpperGen_;
+     //@}
+};
+
+#endif