ruby-cbc 0.1.9

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

@@ -0,0 +1,358 @@
+/* $Id: ClpGubMatrix.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 ClpGubMatrix_H
+#define ClpGubMatrix_H
+
+
+#include "CoinPragma.hpp"
+
+#include "ClpPackedMatrix.hpp"
+class ClpSimplex;
+/** This implements Gub rows plus a ClpPackedMatrix.
+
+    There will be a version using ClpPlusMinusOne matrix but
+    there is no point doing one with ClpNetworkMatrix (although
+    an embedded network is attractive).
+
+*/
+
+class ClpGubMatrix : public ClpPackedMatrix {
+
+public:
+     /**@name Main functions provided */
+     //@{
+     /** Returns a new matrix in reverse order without gaps (GUB wants NULL) */
+     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;
+     /// Partial pricing
+     virtual void partialPricing(ClpSimplex * model, double start, double end,
+                                 int & bestSequence, int & numberWanted);
+     /// Returns number of hidden rows e.g. gub
+     virtual int hiddenRows() const;
+     //@}
+
+     /**@name Matrix times vector methods */
+     //@{
+
+     using ClpPackedMatrix::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
+     Squashes small elements and knows about ClpSimplex */
+     virtual void transposeTimes(const ClpSimplex * model, double scalar,
+                                 const CoinIndexedVector * x,
+                                 CoinIndexedVector * y,
+                                 CoinIndexedVector * z) const;
+     /** 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
+     Squashes small elements and knows about ClpSimplex.
+     This version uses row copy*/
+     virtual void transposeTimesByRow(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 - z always packed mode */
+     virtual void subsetTransposeTimes(const ClpSimplex * model,
+                                       const CoinIndexedVector * x,
+                                       const CoinIndexedVector * y,
+                                       CoinIndexedVector * z) const;
+     /** expands an updated column to allow for extra rows which the main
+         solver does not know about and returns number added if mode 0.
+         If mode 1 deletes extra entries
+
+         This active in Gub
+     */
+     virtual int extendUpdated(ClpSimplex * model, CoinIndexedVector * update, int mode);
+     /**
+        mode=0  - Set up before "update" and "times" for primal solution using extended rows
+        mode=1  - Cleanup primal solution after "times" using extended rows.
+        mode=2  - Check (or report on) primal infeasibilities
+     */
+     virtual void primalExpanded(ClpSimplex * model, int mode);
+     /**
+         mode=0  - Set up before "updateTranspose" and "transposeTimes" for duals using extended
+                   updates array (and may use other if dual values pass)
+         mode=1  - Update dual solution after "transposeTimes" using extended rows.
+         mode=2  - Compute all djs and compute key dual infeasibilities
+         mode=3  - Report on key dual infeasibilities
+         mode=4  - Modify before updateTranspose in partial pricing
+     */
+     virtual void dualExpanded(ClpSimplex * model, CoinIndexedVector * array,
+                               double * other, int mode);
+     /**
+         mode=0  - Create list of non-key basics in pivotVariable_ using
+                   number as numberBasic in and out
+         mode=1  - Set all key variables as basic
+         mode=2  - return number extra rows needed, number gives maximum number basic
+         mode=3  - before replaceColumn
+         mode=4  - return 1 if can do primal, 2 if dual, 3 if both
+         mode=5  - save any status stuff (when in good state)
+         mode=6  - restore status stuff
+         mode=7  - flag given variable (normally sequenceIn)
+         mode=8  - unflag all variables
+         mode=9  - synchronize costs
+         mode=10  - return 1 if there may be changing bounds on variable (column generation)
+         mode=11  - make sure set is clean (used when a variable rejected - but not flagged)
+         mode=12  - after factorize but before permute stuff
+         mode=13  - at end of simplex to delete stuff
+     */
+     virtual int generalExpanded(ClpSimplex * model, int mode, int & number);
+     /**
+        update information for a pivot (and effective rhs)
+     */
+     virtual int updatePivot(ClpSimplex * model, double oldInValue, double oldOutValue);
+     /// Sets up an effective RHS and does gub crash if needed
+     virtual void useEffectiveRhs(ClpSimplex * model, bool cheapest = true);
+     /** Returns effective RHS offset if it is being used.  This is used for long problems
+         or big gub or anywhere where going through full columns is
+         expensive.  This may re-compute */
+     virtual double * rhsOffset(ClpSimplex * model, bool forceRefresh = false,
+                                bool check = false);
+     /** This is local to Gub to allow synchronization:
+         mode=0 when status of basis is good
+         mode=1 when variable is flagged
+         mode=2 when all variables unflagged (returns number flagged)
+         mode=3 just reset costs (primal)
+         mode=4 correct number of dual infeasibilities
+         mode=5 return 4 if time to re-factorize
+         mode=6  - return 1 if there may be changing bounds on variable (column generation)
+         mode=7  - do extra restores for column generation
+         mode=8  - make sure set is clean
+         mode=9  - adjust lower, upper on set by incoming
+     */
+     virtual int synchronize(ClpSimplex * model, int mode);
+     /// Correct sequence in and out to give true value
+     virtual void correctSequence(const ClpSimplex * model, int & sequenceIn, int & sequenceOut) ;
+     //@}
+
+
+
+     /**@name Constructors, destructor */
+     //@{
+     /** Default constructor. */
+     ClpGubMatrix();
+     /** Destructor */
+     virtual ~ClpGubMatrix();
+     //@}
+
+     /**@name Copy method */
+     //@{
+     /** The copy constructor. */
+     ClpGubMatrix(const ClpGubMatrix&);
+     /** The copy constructor from an CoinPackedMatrix. */
+     ClpGubMatrix(const CoinPackedMatrix&);
+     /** Subset constructor (without gaps).  Duplicates are allowed
+         and order is as given */
+     ClpGubMatrix (const ClpGubMatrix & wholeModel,
+                   int numberRows, const int * whichRows,
+                   int numberColumns, const int * whichColumns);
+     ClpGubMatrix (const CoinPackedMatrix & wholeModel,
+                   int numberRows, const int * whichRows,
+                   int numberColumns, const int * whichColumns);
+
+     /** This takes over ownership (for space reasons) */
+     ClpGubMatrix(CoinPackedMatrix * matrix);
+
+     /** This takes over ownership (for space reasons) and is the
+         real constructor*/
+     ClpGubMatrix(ClpPackedMatrix * matrix, int numberSets,
+                  const int * start, const int * end,
+                  const double * lower, const double * upper,
+                  const unsigned char * status = NULL);
+
+     ClpGubMatrix& operator=(const ClpGubMatrix&);
+     /// Clone
+     virtual ClpMatrixBase * clone() const ;
+     /** Subset clone (without gaps).  Duplicates are allowed
+         and order is as given */
+     virtual ClpMatrixBase * subsetClone (
+          int numberRows, const int * whichRows,
+          int numberColumns, const int * whichColumns) const ;
+     /** redoes next_ for a set.  */
+     void redoSet(ClpSimplex * model, int newKey, int oldKey, int iSet);
+     //@}
+     /**@name gets and sets */
+     //@{
+     /// Status
+     inline ClpSimplex::Status getStatus(int sequence) const {
+          return static_cast<ClpSimplex::Status> (status_[sequence] & 7);
+     }
+     inline void setStatus(int sequence, ClpSimplex::Status status) {
+          unsigned char & st_byte = status_[sequence];
+          st_byte = static_cast<unsigned char>(st_byte & ~7);
+          st_byte = static_cast<unsigned char>(st_byte | status);
+     }
+     /// To flag a variable
+     inline void setFlagged( int sequence) {
+          status_[sequence] = static_cast<unsigned char>(status_[sequence] | 64);
+     }
+     inline void clearFlagged( int sequence) {
+          status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~64);
+     }
+     inline bool flagged(int sequence) const {
+          return ((status_[sequence] & 64) != 0);
+     }
+     /// To say key is above ub
+     inline void setAbove( int sequence) {
+          unsigned char iStat = status_[sequence];
+          iStat = static_cast<unsigned char>(iStat & ~24);
+          status_[sequence] = static_cast<unsigned char>(iStat | 16);
+     }
+     /// To say key is feasible
+     inline void setFeasible( int sequence) {
+          unsigned char iStat = status_[sequence];
+          iStat = static_cast<unsigned char>(iStat & ~24);
+          status_[sequence] = static_cast<unsigned char>(iStat | 8);
+     }
+     /// To say key is below lb
+     inline void setBelow( int sequence) {
+          unsigned char iStat = status_[sequence];
+          iStat = static_cast<unsigned char>(iStat & ~24);
+          status_[sequence] = iStat;
+     }
+     inline double weight( int sequence) const {
+          int iStat = status_[sequence] & 31;
+          iStat = iStat >> 3;
+          return static_cast<double> (iStat - 1);
+     }
+     /// Starts
+     inline int * start() const {
+          return start_;
+     }
+     /// End
+     inline int * end() const {
+          return end_;
+     }
+     /// Lower bounds on sets
+     inline double * lower() const {
+          return lower_;
+     }
+     /// Upper bounds on sets
+     inline double * upper() const {
+          return upper_;
+     }
+     /// Key variable of set
+     inline int * keyVariable() const {
+          return keyVariable_;
+     }
+     /// Backward pointer to set number
+     inline int * backward() const {
+          return backward_;
+     }
+     /// Number of sets (gub rows)
+     inline int numberSets() const {
+          return numberSets_;
+     }
+     /// Switches off dj checking each factorization (for BIG models)
+     void switchOffCheck();
+     //@}
+
+
+protected:
+     /**@name Data members
+        The data members are protected to allow access for derived classes. */
+     //@{
+     /// Sum of dual infeasibilities
+     double sumDualInfeasibilities_;
+     /// Sum of primal infeasibilities
+     double sumPrimalInfeasibilities_;
+     /// Sum of Dual infeasibilities using tolerance based on error in duals
+     double sumOfRelaxedDualInfeasibilities_;
+     /// Sum of Primal infeasibilities using tolerance based on error in primals
+     double sumOfRelaxedPrimalInfeasibilities_;
+     /// Infeasibility weight when last full pass done
+     double infeasibilityWeight_;
+     /// Starts
+     int * start_;
+     /// End
+     int * end_;
+     /// Lower bounds on sets
+     double * lower_;
+     /// Upper bounds on sets
+     double * upper_;
+     /// Status of slacks
+     mutable unsigned char * status_;
+     /// Saved status of slacks
+     unsigned char * saveStatus_;
+     /// Saved key variables
+     int * savedKeyVariable_;
+     /// Backward pointer to set number
+     int * backward_;
+     /// Backward pointer to pivot row !!!
+     int * backToPivotRow_;
+     /// Change in costs for keys
+     double * changeCost_;
+     /// Key variable of set
+     mutable int * keyVariable_;
+     /** Next basic variable in set - starts at key and end with -(set+1).
+         Now changes to -(nonbasic+1).
+         next_ has extra space for 2* longest set */
+     mutable int * next_;
+     /// Backward pointer to index in CoinIndexedVector
+     int * toIndex_;
+     // Reverse pointer from index to set
+     int * fromIndex_;
+     /// Pointer back to model
+     ClpSimplex * model_;
+     /// Number of dual infeasibilities
+     int numberDualInfeasibilities_;
+     /// Number of primal infeasibilities
+     int numberPrimalInfeasibilities_;
+     /** If pricing will declare victory (i.e. no check every factorization).
+         -1 - always check
+         0  - don't check
+         1  - in don't check mode but looks optimal
+     */
+     int noCheck_;
+     /// Number of sets (gub rows)
+     int numberSets_;
+     /// Number in vector without gub extension
+     int saveNumber_;
+     /// Pivot row of possible next key
+     int possiblePivotKey_;
+     /// Gub slack in (set number or -1)
+     int gubSlackIn_;
+     /// First gub variables (same as start_[0] at present)
+     int firstGub_;
+     /// last gub variable (same as end_[numberSets_-1] at present)
+     int lastGub_;
+     /** type of gub - 0 not contiguous, 1 contiguous
+         add 8 bit to say no ubs on individual variables */
+     int gubType_;
+     //@}
+};
+
+#endif