ruby-cbc 0.1.9

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

@@ -0,0 +1,229 @@
+/* $Id: ClpNetworkMatrix.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 ClpNetworkMatrix_H
+#define ClpNetworkMatrix_H
+
+
+#include "CoinPragma.hpp"
+
+#include "ClpMatrixBase.hpp"
+
+/** This implements a simple network matrix as derived from ClpMatrixBase.
+
+If you want more sophisticated version then you could inherit from this.
+Also you might want to allow networks with gain */
+
+class ClpNetworkMatrix : 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 2 * numberColumns_;
+     }
+     /** 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 {
+          return indices_;
+     }
+
+     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);
+     /// Append Columns
+     virtual void appendCols(int number, const CoinPackedVectorBase * const * columns);
+     /// Append Rows
+     virtual void appendRows(int number, const CoinPackedVectorBase * const * rows);
+#ifndef SLIM_CLP
+     /** Append a set of rows/columns to the end of the matrix. Returns number of errors
+         i.e. if any of the new rows/columns contain an index that's larger than the
+         number of columns-1/rows-1 (if numberOther>0) or duplicates
+         If 0 then rows, 1 if columns */
+     virtual int appendMatrix(int number, int type,
+                              const CoinBigIndex * starts, const int * index,
+                              const double * element, int numberOther = -1);
+#endif
+     /** 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);
+     /** Given positive integer weights for each row fills in sum of weights
+         for each column (and slack).
+         Returns weights vector
+     */
+     virtual CoinBigIndex * dubiousWeights(const ClpSimplex * model, int * inputWeights) const;
+     /** Returns largest and smallest elements of both signs.
+         Largest refers to largest absolute value.
+     */
+     virtual void rangeOfElements(double & smallestNegative, double & largestNegative,
+                                  double & smallestPositive, double & largestPositive);
+     /** 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 format
+         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
+     virtual void releasePackedMatrix() const ;
+     /// Says whether it can do partial pricing
+     virtual bool canDoPartialPricing() const;
+     /// Partial pricing
+     virtual void partialPricing(ClpSimplex * model, double start, double end,
+                                 int & bestSequence, int & numberWanted);
+     //@}
+
+     /**@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, double * spare = NULL) 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 */
+     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 - z always packed mode */
+     virtual void subsetTransposeTimes(const ClpSimplex * model,
+                                       const CoinIndexedVector * x,
+                                       const CoinIndexedVector * y,
+                                       CoinIndexedVector * z) const;
+     //@}
+
+     /**@name Other */
+     //@{
+     /// Return true if really network, false if has slacks
+     inline bool trueNetwork() const {
+          return trueNetwork_;
+     }
+     //@}
+
+
+     /**@name Constructors, destructor */
+     //@{
+     /** Default constructor. */
+     ClpNetworkMatrix();
+     /** Constructor from two arrays */
+     ClpNetworkMatrix(int numberColumns, const int * head,
+                      const int * tail);
+     /** Destructor */
+     virtual ~ClpNetworkMatrix();
+     //@}
+
+     /**@name Copy method */
+     //@{
+     /** The copy constructor. */
+     ClpNetworkMatrix(const ClpNetworkMatrix&);
+     /** The copy constructor from an CoinNetworkMatrix. */
+     ClpNetworkMatrix(const CoinPackedMatrix&);
+
+     ClpNetworkMatrix& operator=(const ClpNetworkMatrix&);
+     /// Clone
+     virtual ClpMatrixBase * clone() const ;
+     /** Subset constructor (without gaps).  Duplicates are allowed
+         and order is as given */
+     ClpNetworkMatrix (const ClpNetworkMatrix & wholeModel,
+                       int numberRows, const int * whichRows,
+                       int numberColumns, const int * whichColumns);
+     /** 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 ;
+     //@}
+
+
+protected:
+     /**@name Data members
+        The data members are protected to allow access for derived classes. */
+     //@{
+     /// For fake CoinPackedMatrix
+     mutable CoinPackedMatrix * matrix_;
+     mutable int * lengths_;
+     /// Data -1, then +1 rows in pairs (row==-1 if one entry)
+     int * indices_;
+     /// Number of rows
+     int numberRows_;
+     /// Number of columns
+     int numberColumns_;
+     /// True if all entries have two elements
+     bool trueNetwork_;
+
+     //@}
+};
+
+#endif

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

@@ -0,0 +1,349 @@
+/* $Id: ClpNode.hpp 1910 2013-01-27 02:00:13Z stefan $ */
+// Copyright (C) 2008, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef ClpNode_H
+#define ClpNode_H
+
+#include "CoinPragma.hpp"
+
+// This implements all stuff for Clp fathom
+/** This contains what is in a Clp "node"
+
+ */
+
+class ClpFactorization;
+class ClpDualRowSteepest;
+class ClpNodeStuff;
+class ClpNode {
+
+public:
+     /**@name Useful methods */
+     //@{
+     /** Applies node to model
+         0 - just tree bounds
+         1 - tree bounds and basis etc
+         2 - saved bounds and basis etc
+     */
+     void applyNode(ClpSimplex * model, int doBoundsEtc );
+     /// Choose a new variable
+     void chooseVariable(ClpSimplex * model, ClpNodeStuff * info);
+     /// Fix on reduced costs
+     int fixOnReducedCosts(ClpSimplex * model);
+     /// Create odd arrays
+     void createArrays(ClpSimplex * model);
+     /// Clean up as crunch is different model
+     void cleanUpForCrunch();
+     //@}
+
+     /**@name Gets and sets */
+     //@{
+     /// Objective value
+     inline double objectiveValue() const {
+          return objectiveValue_;
+     }
+     /// Set objective value
+     inline void setObjectiveValue(double value) {
+          objectiveValue_ = value;
+     }
+     /// Primal solution
+     inline const double * primalSolution() const {
+          return primalSolution_;
+     }
+     /// Dual solution
+     inline const double * dualSolution() const {
+          return dualSolution_;
+     }
+     /// Initial value of integer variable
+     inline double branchingValue() const {
+          return branchingValue_;
+     }
+     /// Sum infeasibilities
+     inline double sumInfeasibilities() const {
+          return sumInfeasibilities_;
+     }
+     /// Number infeasibilities
+     inline int numberInfeasibilities() const {
+          return numberInfeasibilities_;
+     }
+     /// Relative depth
+     inline int depth() const {
+          return depth_;
+     }
+     /// Estimated solution value
+     inline double estimatedSolution() const {
+          return estimatedSolution_;
+     }
+     /** Way for integer variable -1 down , +1 up */
+     int way() const;
+     /// Return true if branch exhausted
+     bool fathomed() const;
+     /// Change state of variable i.e. go other way
+     void changeState();
+     /// Sequence number of integer variable (-1 if none)
+     inline int sequence() const {
+          return sequence_;
+     }
+     /// If odd arrays exist
+     inline bool oddArraysExist() const {
+          return lower_ != NULL;
+     }
+     /// Status array
+     inline const unsigned char * statusArray() const {
+          return status_;
+     }
+     //@}
+
+     /**@name Constructors, destructor */
+     //@{
+     /** Default constructor. */
+     ClpNode();
+     /// Constructor from model
+     ClpNode (ClpSimplex * model, const ClpNodeStuff * stuff, int depth);
+     /// Does work of constructor (partly so gdb will work)
+     void gutsOfConstructor(ClpSimplex * model, const ClpNodeStuff * stuff,
+                            int arraysExist, int depth);
+     /** Destructor */
+     virtual ~ClpNode();
+     //@}
+
+     /**@name Copy methods (at present illegal - will abort) */
+     //@{
+     /** The copy constructor. */
+     ClpNode(const ClpNode&);
+     /// Operator =
+     ClpNode& operator=(const ClpNode&);
+     //@}
+
+protected:
+// For state of branch
+     typedef struct {
+          unsigned int firstBranch: 1; //  nonzero if first branch on variable is up
+          unsigned int branch: 2; //  0 means do first branch next, 1 second, 2 finished
+          unsigned int spare: 29;
+     } branchState;
+     /**@name Data */
+     //@{
+     /// Initial value of integer variable
+     double branchingValue_;
+     /// Value of objective
+     double objectiveValue_;
+     /// Sum of infeasibilities
+     double sumInfeasibilities_;
+     /// Estimated solution value
+     double estimatedSolution_;
+     /// Factorization
+     ClpFactorization * factorization_;
+     /// Steepest edge weights
+     ClpDualRowSteepest * weights_;
+     /// Status vector
+     unsigned char * status_;
+     /// Primal solution
+     double * primalSolution_;
+     /// Dual solution
+     double * dualSolution_;
+     /// Integer lower bounds (only used in fathomMany)
+     int * lower_;
+     /// Integer upper bounds (only used in fathomMany)
+     int * upper_;
+     /// Pivot variables for factorization
+     int * pivotVariables_;
+     /// Variables fixed by reduced costs (at end of branch) 0x10000000 added if fixed to UB
+     int * fixed_;
+     /// State of branch
+     branchState branchState_;
+     /// Sequence number of integer variable (-1 if none)
+     int sequence_;
+     /// Number of infeasibilities
+     int numberInfeasibilities_;
+     /// Relative depth
+     int depth_;
+     /// Number fixed by reduced cost
+     int numberFixed_;
+     /// Flags - 1 duals scaled
+     int flags_;
+     /// Maximum number fixed by reduced cost
+     int maximumFixed_;
+     /// Maximum rows so far
+     int maximumRows_;
+     /// Maximum columns so far
+     int maximumColumns_;
+     /// Maximum Integers so far
+     int maximumIntegers_;
+     //@}
+};
+class ClpNodeStuff {
+
+public:
+     /**@name Constructors, destructor */
+     //@{
+     /** Default constructor. */
+     ClpNodeStuff();
+     /** Destructor */
+     virtual ~ClpNodeStuff();
+     //@}
+
+     /**@name Copy methods (only copies ints etc, nulls arrays) */
+     //@{
+     /** The copy constructor. */
+     ClpNodeStuff(const ClpNodeStuff&);
+     /// Operator =
+     ClpNodeStuff& operator=(const ClpNodeStuff&);
+     /// Zaps stuff 1 - arrays, 2 ints, 3 both
+     void zap(int type);
+     //@}
+
+
+     /**@name Fill methods */
+     //@{
+     /** Fill with pseudocosts */
+     void fillPseudoCosts(const double * down, const double * up,
+                          const int * priority,
+                          const int * numberDown, const int * numberUp,
+                          const int * numberDownInfeasible, const int * numberUpInfeasible,
+                          int number);
+     /// Update pseudo costs
+     void update(int way, int sequence, double change, bool feasible);
+     /// Return maximum number of nodes
+     int maximumNodes() const;
+     /// Return maximum space for nodes
+     int maximumSpace() const;
+     //@}
+
+public:
+     /**@name Data */
+     //@{
+     /// Integer tolerance
+     double integerTolerance_;
+     /// Integer increment
+     double integerIncrement_;
+     /// Small change in branch
+     double smallChange_;
+     /// Down pseudo costs
+     double * downPseudo_;
+     /// Up pseudo costs
+     double * upPseudo_;
+     /// Priority
+     int * priority_;
+     /// Number of times down
+     int * numberDown_;
+     /// Number of times up
+     int * numberUp_;
+     /// Number of times down infeasible
+     int * numberDownInfeasible_;
+     /// Number of times up infeasible
+     int * numberUpInfeasible_;
+     /// Copy of costs (local)
+     double * saveCosts_;
+     /// Array of ClpNodes
+     ClpNode ** nodeInfo_;
+     /// Large model if crunched
+     ClpSimplex * large_;
+     /// Which rows in large model
+     int * whichRow_;
+     /// Which columns in large model
+     int * whichColumn_;
+#ifndef NO_FATHOM_PRINT
+     /// Cbc's message handler
+     CoinMessageHandler * handler_;
+#endif
+     /// Number bounds in large model
+     int nBound_;
+     /// Save of specialOptions_ (local)
+     int saveOptions_;
+     /** Options to pass to solver
+         1 - create external reduced costs for columns
+         2 - create external reduced costs for rows
+         4 - create external row activity (columns always done)
+         Above only done if feasible
+         32 - just create up to nDepth_+1 nodes
+         65536 - set if activated
+     */
+     int solverOptions_;
+     /// Maximum number of nodes to do
+     int maximumNodes_;
+     /// Number before trust from CbcModel
+     int numberBeforeTrust_;
+     /// State of search from CbcModel
+     int stateOfSearch_;
+     /// Number deep
+     int nDepth_;
+     /// Number nodes returned (-1 if fathom aborted)
+     int nNodes_;
+     /// Number of nodes explored
+     int numberNodesExplored_;
+     /// Number of iterations
+     int numberIterations_;
+     /// Type of presolve - 0 none, 1 crunch
+     int presolveType_;
+#ifndef NO_FATHOM_PRINT
+     /// Depth passed in
+     int startingDepth_;
+     /// Node at which called
+     int nodeCalled_;
+#endif
+     //@}
+};
+class ClpHashValue {
+
+public:
+     /**@name Useful methods */
+     //@{
+     /// Return index or -1 if not found
+     int index(double value) const;
+     /// Add value to list and return index
+     int addValue(double value) ;
+     /// Number of different entries
+     inline int numberEntries() const {
+          return numberHash_;
+     }
+     //@}
+
+     /**@name Constructors, destructor */
+     //@{
+     /** Default constructor. */
+     ClpHashValue();
+     /** Useful constructor. */
+     ClpHashValue(ClpSimplex * model);
+     /** Destructor */
+     virtual ~ClpHashValue();
+     //@}
+
+     /**@name Copy method */
+     //@{
+     /** The copy constructor. */
+     ClpHashValue(const ClpHashValue&);
+     /// =
+     ClpHashValue& operator=(const ClpHashValue&);
+     //@}
+private:
+     /**@name private stuff */
+     //@{
+     /** returns hash */
+     int hash(double value) const;
+     /// Resizes
+     void resize(bool increaseMax);
+     //@}
+
+protected:
+     /**@name Data members
+        The data members are protected to allow access for derived classes. */
+     //@{
+     /// Data
+     // for hashing
+     typedef struct {
+          double value;
+          int index, next;
+     } CoinHashLink;
+     /// Hash table
+     mutable CoinHashLink *hash_;
+     /// Number of entries in hash table
+     int numberHash_;
+     /// Maximum number of entries in hash table i.e. size
+     int maxHash_;
+     /// Last used space
+     int lastUsed_;
+     //@}
+};
+#endif