ruby-cbc 0.1.9

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

@@ -0,0 +1,126 @@
+/* $Id: ClpParameters.hpp 2046 2014-08-14 04:13:10Z tkr $ */
+// Copyright (C) 2000, 2002, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef _ClpParameters_H
+#define _ClpParameters_H
+
+/** This is where to put any useful stuff.
+
+*/
+enum ClpIntParam {
+     /** The maximum number of iterations Clp can execute in the simplex methods
+      */
+     ClpMaxNumIteration = 0,
+     /** The maximum number of iterations Clp can execute in hotstart before
+         terminating */
+     ClpMaxNumIterationHotStart,
+     /** The name discipline; specifies how the solver will handle row and
+         column names.
+       - 0: Auto names: Names cannot be set by the client. Names of the form
+        Rnnnnnnn or Cnnnnnnn are generated on demand when a name for a
+        specific row or column is requested; nnnnnnn is derived from the row
+        or column index. Requests for a vector of names return a vector with
+        zero entries.
+       - 1: Lazy names: Names supplied by the client are retained. Names of the
+        form Rnnnnnnn or Cnnnnnnn are generated on demand if no name has been
+        supplied by the client. Requests for a vector of names return a
+        vector sized to the largest index of a name supplied by the client;
+        some entries in the vector may be null strings.
+       - 2: Full names: Names supplied by the client are retained. Names of the
+        form Rnnnnnnn or Cnnnnnnn are generated on demand if no name has been
+        supplied by the client. Requests for a vector of names return a
+        vector sized to match the constraint system, and all entries will
+        contain either the name specified by the client or a generated name.
+     */
+     ClpNameDiscipline,
+     /** Just a marker, so that we can allocate a static sized array to store
+         parameters. */
+     ClpLastIntParam
+};
+
+enum ClpDblParam {
+     /** Set Dual objective limit. This is to be used as a termination criteria
+         in methods where the dual objective monotonically changes (dual
+         simplex). */
+     ClpDualObjectiveLimit,
+     /** Primal objective limit. This is to be used as a termination
+         criteria in methods where the primal objective monotonically changes
+         (e.g., primal simplex) */
+     ClpPrimalObjectiveLimit,
+     /** The maximum amount the dual constraints can be violated and still be
+         considered feasible. */
+     ClpDualTolerance,
+     /** The maximum amount the primal constraints can be violated and still be
+         considered feasible. */
+     ClpPrimalTolerance,
+     /** Objective function constant. This the value of the constant term in
+         the objective function. */
+     ClpObjOffset,
+     /// Maximum time in seconds - after, this action is as max iterations
+     ClpMaxSeconds,
+     /// Maximum wallclock running time in seconds - after, this action is as max iterations
+     ClpMaxWallSeconds,
+     /// Tolerance to use in presolve
+     ClpPresolveTolerance,
+     /** Just a marker, so that we can allocate a static sized array to store
+         parameters. */
+     ClpLastDblParam
+};
+
+
+enum ClpStrParam {
+     /** Name of the problem. This is the found on the Name card of
+         an mps file. */
+     ClpProbName = 0,
+     /** Just a marker, so that we can allocate a static sized array to store
+         parameters. */
+     ClpLastStrParam
+};
+
+/// Copy (I don't like complexity of Coin version)
+template <class T> inline void
+ClpDisjointCopyN( const T * array, const int size, T * newArray)
+{
+     memcpy(reinterpret_cast<void *> (newArray), array, size * sizeof(T));
+}
+/// And set
+template <class T> inline void
+ClpFillN( T * array, const int size, T value)
+{
+     int i;
+     for (i = 0; i < size; i++)
+          array[i] = value;
+}
+/// This returns a non const array filled with input from scalar or actual array
+template <class T> inline T*
+ClpCopyOfArray( const T * array, const int size, T value)
+{
+     T * arrayNew = new T[size];
+     if (array)
+          ClpDisjointCopyN(array, size, arrayNew);
+     else
+          ClpFillN ( arrayNew, size, value);
+     return arrayNew;
+}
+
+/// This returns a non const array filled with actual array (or NULL)
+template <class T> inline T*
+ClpCopyOfArray( const T * array, const int size)
+{
+     if (array) {
+          T * arrayNew = new T[size];
+          ClpDisjointCopyN(array, size, arrayNew);
+          return arrayNew;
+     } else {
+          return NULL;
+     }
+}
+/// For a structure to be used by trusted code
+typedef struct {
+     int typeStruct; // allocated as 1,2 etc
+     int typeCall;
+     void * data;
+} ClpTrustedData;
+#endif

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

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+/* $Id: ClpPdcoBase.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 ClpPdcoBase_H
+#define ClpPdcoBase_H
+
+#include "CoinPragma.hpp"
+
+#include "CoinPackedMatrix.hpp"
+#include "CoinDenseVector.hpp"
+class ClpInterior;
+
+/** Abstract base class for tailoring everything for Pcdo
+
+    Since this class is abstract, no object of this type can be created.
+
+    If a derived class provides all methods then all ClpPcdo algorithms
+    should work.
+
+    Eventually we should be able to use ClpObjective and ClpMatrixBase.
+*/
+
+class ClpPdcoBase  {
+
+public:
+     /**@name Virtual methods that the derived classes must provide */
+     //@{
+     virtual void matVecMult(ClpInterior * model, int mode, double * x, double * y) const = 0;
+
+     virtual void getGrad(ClpInterior * model, CoinDenseVector<double> &x, CoinDenseVector<double> &grad) const = 0;
+
+     virtual void getHessian(ClpInterior * model, CoinDenseVector<double> &x, CoinDenseVector<double> &H) const = 0;
+
+     virtual double getObj(ClpInterior * model, CoinDenseVector<double> &x) const = 0;
+
+     virtual void matPrecon(ClpInterior * model,  double delta, double * x, double * y) const = 0;
+
+     //@}
+     //@{
+     ///@name Other
+     /// Clone
+     virtual ClpPdcoBase * clone() const = 0;
+     /// Returns type
+     inline int type() const {
+          return type_;
+     };
+     /// Sets type
+     inline void setType(int type) {
+          type_ = type;
+     };
+     /// Returns size of d1
+     inline int sizeD1() const {
+          return 1;
+     };
+     /// Returns d1 as scalar
+     inline double getD1() const {
+          return d1_;
+     };
+     /// Returns size of d2
+     inline int sizeD2() const {
+          return 1;
+     };
+     /// Returns d2 as scalar
+     inline double getD2() const {
+          return d2_;
+     };
+     //@}
+
+
+protected:
+
+     /**@name Constructors, destructor<br>
+        <strong>NOTE</strong>: All constructors are protected. There's no need
+        to expose them, after all, this is an abstract class. */
+     //@{
+     /** Default constructor. */
+     ClpPdcoBase();
+     /** Destructor (has to be public) */
+public:
+     virtual ~ClpPdcoBase();
+protected:
+     // Copy
+     ClpPdcoBase(const ClpPdcoBase&);
+     // Assignment
+     ClpPdcoBase& operator=(const ClpPdcoBase&);
+     //@}
+
+
+protected:
+     /**@name Data members
+        The data members are protected to allow access for derived classes. */
+     //@{
+     /// Should be dense vectors
+     double d1_;
+     double d2_;
+     /// type (may be useful)
+     int type_;
+     //@}
+};
+
+#endif

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

@@ -0,0 +1,290 @@
+/* $Id: ClpPlusMinusOneMatrix.hpp 2078 2015-01-05 12:39:49Z forrest $ */
+// 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 ClpPlusMinusOneMatrix_H
+#define ClpPlusMinusOneMatrix_H
+
+
+#include "CoinPragma.hpp"
+
+#include "ClpMatrixBase.hpp"
+
+/** This implements a simple +- one matrix as derived from ClpMatrixBase.
+
+*/
+
+class ClpPlusMinusOneMatrix : 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 ;
+     /** Number of entries in the packed matrix. */
+     virtual  CoinBigIndex getNumElements() const;
+     /** 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_;
+     }
+     // and for advanced use
+     int * getMutableIndices() 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 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
+     virtual void releasePackedMatrix() const;
+     /** Set the dimensions of the matrix. In effect, append new empty
+         columns/rows to the matrix. A negative number for either dimension
+         means that that dimension doesn't change. Otherwise the new dimensions
+         MUST be at least as large as the current ones otherwise an exception
+         is thrown. */
+     virtual void setDimensions(int numrows, int numcols);
+     /// Just checks matrix valid - will say if dimensions not quite right if detail
+     void checkValid(bool detail) 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, 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 * 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;
+     /** Returns true if can combine transposeTimes and subsetTransposeTimes
+         and if it would be faster */
+     virtual bool canCombine(const ClpSimplex * model,
+                             const CoinIndexedVector * pi) const;
+     /// Updates two arrays for steepest
+     virtual void transposeTimes2(const ClpSimplex * model,
+                                  const CoinIndexedVector * pi1, CoinIndexedVector * dj1,
+                                  const CoinIndexedVector * pi2,
+                                  CoinIndexedVector * spare,
+                                  double referenceIn, double devex,
+                                  // Array for exact devex to say what is in reference framework
+                                  unsigned int * reference,
+                                  double * weights, double scaleFactor);
+     /// Updates second array for steepest and does devex weights
+     virtual void subsetTimes2(const ClpSimplex * model,
+                               CoinIndexedVector * dj1,
+                               const CoinIndexedVector * pi2, CoinIndexedVector * dj2,
+                               double referenceIn, double devex,
+                               // Array for exact devex to say what is in reference framework
+                               unsigned int * reference,
+                               double * weights, double scaleFactor);
+     //@}
+
+     /**@name Other */
+     //@{
+     /// Return starts of +1s
+     inline CoinBigIndex * startPositive() const {
+          return startPositive_;
+     }
+     /// Return starts of -1s
+     inline CoinBigIndex * startNegative() const {
+          return startNegative_;
+     }
+     //@}
+
+
+     /**@name Constructors, destructor */
+     //@{
+     /** Default constructor. */
+     ClpPlusMinusOneMatrix();
+     /** Destructor */
+     virtual ~ClpPlusMinusOneMatrix();
+     //@}
+
+     /**@name Copy method */
+     //@{
+     /** The copy constructor. */
+     ClpPlusMinusOneMatrix(const ClpPlusMinusOneMatrix&);
+     /** The copy constructor from an CoinPlusMinusOneMatrix.
+         If not a valid matrix then getIndices will be NULL and
+         startPositive[0] will have number of +1,
+         startPositive[1] will have number of -1,
+         startPositive[2] will have number of others,
+     */
+     ClpPlusMinusOneMatrix(const CoinPackedMatrix&);
+     /// Constructor from arrays
+     ClpPlusMinusOneMatrix(int numberRows, int numberColumns,
+                           bool columnOrdered, const int * indices,
+                           const CoinBigIndex * startPositive, const CoinBigIndex * startNegative);
+     /** Subset constructor (without gaps).  Duplicates are allowed
+         and order is as given */
+     ClpPlusMinusOneMatrix (const ClpPlusMinusOneMatrix & wholeModel,
+                            int numberRows, const int * whichRows,
+                            int numberColumns, const int * whichColumns);
+
+     ClpPlusMinusOneMatrix& operator=(const ClpPlusMinusOneMatrix&);
+     /// 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 ;
+     /// pass in copy (object takes ownership)
+     void passInCopy(int numberRows, int numberColumns,
+                     bool columnOrdered, int * indices,
+                     CoinBigIndex * startPositive, CoinBigIndex * startNegative);
+     /// 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);
+     //@}
+
+
+protected:
+     /**@name Data members
+        The data members are protected to allow access for derived classes. */
+     //@{
+     /// For fake CoinPackedMatrix
+     mutable CoinPackedMatrix * matrix_;
+     mutable int * lengths_;
+     /// Start of +1's for each
+     CoinBigIndex * COIN_RESTRICT startPositive_;
+     /// Start of -1's for each
+     CoinBigIndex * COIN_RESTRICT startNegative_;
+     /// Data -1, then +1 rows in pairs (row==-1 if one entry)
+     int * COIN_RESTRICT indices_;
+     /// Number of rows
+     int numberRows_;
+     /// Number of columns
+     int numberColumns_;
+#ifdef CLP_PLUS_ONE_MATRIX
+     /** Other flags (could have columnOrdered_?)
+	 1 bit - says just +1
+     */
+     mutable int otherFlags_;
+#endif
+     /// True if column ordered
+     bool columnOrdered_;
+
+     //@}
+};
+
+#endif