ruby-cbc 0.1.9

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

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+/* $Id: ClpPrimalColumnSteepest.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 ClpPrimalColumnSteepest_H
+#define ClpPrimalColumnSteepest_H
+
+#include "ClpPrimalColumnPivot.hpp"
+#include <bitset>
+
+//#############################################################################
+class CoinIndexedVector;
+
+
+/** Primal Column Pivot Steepest Edge Algorithm Class
+
+See Forrest-Goldfarb paper for algorithm
+
+*/
+
+
+class ClpPrimalColumnSteepest : public ClpPrimalColumnPivot {
+
+public:
+
+     ///@name Algorithmic methods
+     //@{
+
+     /** Returns pivot column, -1 if none.
+         The Packed CoinIndexedVector updates has cost updates - for normal LP
+         that is just +-weight where a feasibility changed.  It also has
+         reduced cost from last iteration in pivot row
+         Parts of operation split out into separate functions for
+         profiling and speed
+     */
+     virtual int pivotColumn(CoinIndexedVector * updates,
+                             CoinIndexedVector * spareRow1,
+                             CoinIndexedVector * spareRow2,
+                             CoinIndexedVector * spareColumn1,
+                             CoinIndexedVector * spareColumn2);
+     /// For quadratic or funny nonlinearities
+     int pivotColumnOldMethod(CoinIndexedVector * updates,
+                              CoinIndexedVector * spareRow1,
+                              CoinIndexedVector * spareRow2,
+                              CoinIndexedVector * spareColumn1,
+                              CoinIndexedVector * spareColumn2);
+     /// Just update djs
+     void justDjs(CoinIndexedVector * updates,
+                  CoinIndexedVector * spareRow2,
+                  CoinIndexedVector * spareColumn1,
+                  CoinIndexedVector * spareColumn2);
+     /// Update djs doing partial pricing (dantzig)
+     int partialPricing(CoinIndexedVector * updates,
+                        CoinIndexedVector * spareRow2,
+                        int numberWanted,
+                        int numberLook);
+     /// Update djs, weights for Devex using djs
+     void djsAndDevex(CoinIndexedVector * updates,
+                      CoinIndexedVector * spareRow2,
+                      CoinIndexedVector * spareColumn1,
+                      CoinIndexedVector * spareColumn2);
+     /// Update djs, weights for Steepest using djs
+     void djsAndSteepest(CoinIndexedVector * updates,
+                         CoinIndexedVector * spareRow2,
+                         CoinIndexedVector * spareColumn1,
+                         CoinIndexedVector * spareColumn2);
+     /// Update djs, weights for Devex using pivot row
+     void djsAndDevex2(CoinIndexedVector * updates,
+                       CoinIndexedVector * spareRow2,
+                       CoinIndexedVector * spareColumn1,
+                       CoinIndexedVector * spareColumn2);
+     /// Update djs, weights for Steepest using pivot row
+     void djsAndSteepest2(CoinIndexedVector * updates,
+                          CoinIndexedVector * spareRow2,
+                          CoinIndexedVector * spareColumn1,
+                          CoinIndexedVector * spareColumn2);
+     /// Update weights for Devex
+     void justDevex(CoinIndexedVector * updates,
+                    CoinIndexedVector * spareRow2,
+                    CoinIndexedVector * spareColumn1,
+                    CoinIndexedVector * spareColumn2);
+     /// Update weights for Steepest
+     void justSteepest(CoinIndexedVector * updates,
+                       CoinIndexedVector * spareRow2,
+                       CoinIndexedVector * spareColumn1,
+                       CoinIndexedVector * spareColumn2);
+     /// Updates two arrays for steepest
+     void transposeTimes2(const CoinIndexedVector * pi1, CoinIndexedVector * dj1,
+                          const CoinIndexedVector * pi2, CoinIndexedVector * dj2,
+                          CoinIndexedVector * spare, double scaleFactor);
+
+     /// Updates weights - part 1 - also checks accuracy
+     virtual void updateWeights(CoinIndexedVector * input);
+
+     /// Checks accuracy - just for debug
+     void checkAccuracy(int sequence, double relativeTolerance,
+                        CoinIndexedVector * rowArray1,
+                        CoinIndexedVector * rowArray2);
+
+     /// Initialize weights
+     void initializeWeights();
+
+     /** Save weights - this may initialize weights as well
+         mode is -
+         1) before factorization
+         2) after factorization
+         3) just redo infeasibilities
+         4) restore weights
+         5) at end of values pass (so need initialization)
+     */
+     virtual void saveWeights(ClpSimplex * model, int mode);
+     /// Gets rid of last update
+     virtual void unrollWeights();
+     /// Gets rid of all arrays
+     virtual void clearArrays();
+     /// Returns true if would not find any column
+     virtual bool looksOptimal() const;
+     /// Called when maximum pivots changes
+     virtual void maximumPivotsChanged();
+     //@}
+
+     /**@name gets and sets */
+     //@{
+     /// Mode
+     inline int mode() const {
+          return mode_;
+     }
+     /** Returns number of extra columns for sprint algorithm - 0 means off.
+         Also number of iterations before recompute
+     */
+     virtual int numberSprintColumns(int & numberIterations) const;
+     /// Switch off sprint idea
+     virtual void switchOffSprint();
+
+//@}
+
+     /** 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 exact devex, 1 full steepest, 2 is partial exact devex
+         3 switches between 0 and 2 depending on factorization
+         4 starts as partial dantzig/devex but then may switch between 0 and 2.
+         By partial exact devex is meant that the weights are updated as normal
+         but only part of the nonbasic variables are scanned.
+         This can be faster on very easy problems.
+     */
+     ClpPrimalColumnSteepest(int mode = 3);
+
+     /// Copy constructor
+     ClpPrimalColumnSteepest(const ClpPrimalColumnSteepest & rhs);
+
+     /// Assignment operator
+     ClpPrimalColumnSteepest & operator=(const ClpPrimalColumnSteepest& rhs);
+
+     /// Destructor
+     virtual ~ClpPrimalColumnSteepest ();
+
+     /// Clone
+     virtual ClpPrimalColumnPivot * clone(bool copyData = true) const;
+
+     //@}
+
+     ///@name Private functions to deal with devex
+     /** reference would be faster using ClpSimplex's status_,
+         but I prefer to keep modularity.
+     */
+     inline bool reference(int i) const {
+          return ((reference_[i>>5] >> (i & 31)) & 1) != 0;
+     }
+     inline void setReference(int i, bool trueFalse) {
+          unsigned int & value = reference_[i>>5];
+          int bit = i & 31;
+          if (trueFalse)
+               value |= (1 << bit);
+          else
+               value &= ~(1 << bit);
+     }
+     /// Set/ get persistence
+     inline void setPersistence(Persistence life) {
+          persistence_ = life;
+     }
+     inline Persistence persistence() const {
+          return persistence_ ;
+     }
+
+     //@}
+     //---------------------------------------------------------------------------
+
+private:
+     ///@name Private member data
+     // Update weight
+     double devex_;
+     /// weight array
+     double * weights_;
+     /// square of infeasibility array (just for infeasible columns)
+     CoinIndexedVector * infeasible_;
+     /// alternate weight array (so we can unroll)
+     CoinIndexedVector * alternateWeights_;
+     /// save weight array (so we can use checkpoint)
+     double * savedWeights_;
+     // Array for exact devex to say what is in reference framework
+     unsigned int * reference_;
+     /** Status
+         0) Normal
+         -1) Needs initialization
+         1) Weights are stored by sequence number
+     */
+     int state_;
+     /**
+         0 is exact devex, 1 full steepest, 2 is partial exact devex
+         3 switches between 0 and 2 depending on factorization
+         4 starts as partial dantzig/devex but then may switch between 0 and 2.
+         5 is always partial dantzig
+         By partial exact devex is meant that the weights are updated as normal
+         but only part of the nonbasic variables are scanned.
+         This can be faster on very easy problems.
+
+         New dubious option is >=10 which does mini-sprint
+
+     */
+     int mode_;
+     /// Life of weights
+     Persistence persistence_;
+     /// Number of times switched from partial dantzig to 0/2
+     int numberSwitched_;
+     // This is pivot row (or pivot sequence round re-factorization)
+     int pivotSequence_;
+     // This is saved pivot sequence
+     int savedPivotSequence_;
+     // This is saved outgoing variable
+     int savedSequenceOut_;
+     // Iteration when last rectified
+     int lastRectified_;
+     // Size of factorization at invert (used to decide algorithm)
+     int sizeFactorization_;
+     //@}
+};
+
+#endif

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

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+/* $Id: ClpQuadraticObjective.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 ClpQuadraticObjective_H
+#define ClpQuadraticObjective_H
+
+#include "ClpObjective.hpp"
+#include "CoinPackedMatrix.hpp"
+
+//#############################################################################
+
+/** Quadratic Objective Class
+
+*/
+
+class ClpQuadraticObjective : public ClpObjective {
+
+public:
+
+     ///@name Stuff
+     //@{
+
+     /** Returns gradient.  If Quadratic then solution may be NULL,
+         also returns an offset (to be added to current one)
+         If refresh is false then uses last solution
+         Uses model for scaling
+         includeLinear 0 - no, 1 as is, 2 as feasible
+     */
+     virtual double * gradient(const ClpSimplex * model,
+                               const double * solution, double & offset, bool refresh,
+                               int includeLinear = 2);
+     /// Resize objective
+     /** Returns reduced gradient.Returns an offset (to be added to current one).
+     */
+     virtual double reducedGradient(ClpSimplex * model, double * region,
+                                    bool useFeasibleCosts);
+     /** Returns step length which gives minimum of objective for
+         solution + theta * change vector up to maximum theta.
+
+         arrays are numberColumns+numberRows
+         Also sets current objective, predicted and at maximumTheta
+     */
+     virtual double stepLength(ClpSimplex * model,
+                               const double * solution,
+                               const double * change,
+                               double maximumTheta,
+                               double & currentObj,
+                               double & predictedObj,
+                               double & thetaObj);
+     /// Return objective value (without any ClpModel offset) (model may be NULL)
+     virtual double objectiveValue(const ClpSimplex * model, const double * solution) const ;
+     virtual void resize(int newNumberColumns) ;
+     /// Delete columns in  objective
+     virtual void deleteSome(int numberToDelete, const int * which) ;
+     /// Scale objective
+     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);
+
+     //@}
+
+
+     ///@name Constructors and destructors
+     //@{
+     /// Default Constructor
+     ClpQuadraticObjective();
+
+     /// Constructor from objective
+     ClpQuadraticObjective(const double * linearObjective, int numberColumns,
+                           const CoinBigIndex * start,
+                           const int * column, const double * element,
+                           int numberExtendedColumns_ = -1);
+
+     /** Copy constructor .
+         If type is -1 then make sure half symmetric,
+         if +1 then make sure full
+     */
+     ClpQuadraticObjective(const ClpQuadraticObjective & rhs, int type = 0);
+     /** Subset constructor.  Duplicates are allowed
+         and order is as given.
+     */
+     ClpQuadraticObjective (const ClpQuadraticObjective &rhs, int numberColumns,
+                            const int * whichColumns) ;
+
+     /// Assignment operator
+     ClpQuadraticObjective & operator=(const ClpQuadraticObjective& rhs);
+
+     /// Destructor
+     virtual ~ClpQuadraticObjective ();
+
+     /// Clone
+     virtual ClpObjective * clone() const;
+     /** Subset clone.  Duplicates are allowed
+         and order is as given.
+     */
+     virtual ClpObjective * subsetClone (int numberColumns,
+                                         const int * whichColumns) const;
+
+     /** Load up quadratic objective.  This is stored as a CoinPackedMatrix */
+     void loadQuadraticObjective(const int numberColumns,
+                                 const CoinBigIndex * start,
+                                 const int * column, const double * element,
+                                 int numberExtendedColumns = -1);
+     void loadQuadraticObjective (  const CoinPackedMatrix& matrix);
+     /// Get rid of quadratic objective
+     void deleteQuadraticObjective();
+     //@}
+     ///@name Gets and sets
+     //@{
+     /// Quadratic objective
+     inline CoinPackedMatrix * quadraticObjective() const     {
+          return quadraticObjective_;
+     }
+     /// Linear objective
+     inline double * linearObjective() const     {
+          return objective_;
+     }
+     /// Length of linear objective which could be bigger
+     inline int numberExtendedColumns() const {
+          return numberExtendedColumns_;
+     }
+     /// Number of columns in quadratic objective
+     inline int numberColumns() const {
+          return numberColumns_;
+     }
+     /// If a full or half matrix
+     inline bool fullMatrix() const {
+          return fullMatrix_;
+     }
+     //@}
+
+     //---------------------------------------------------------------------------
+
+private:
+     ///@name Private member data
+     /// Quadratic objective
+     CoinPackedMatrix * quadraticObjective_;
+     /// Objective
+     double * objective_;
+     /// Gradient
+     double * gradient_;
+     /// Useful to have number of columns about
+     int numberColumns_;
+     /// Also length of linear objective which could be bigger
+     int numberExtendedColumns_;
+     /// True if full symmetric matrix, false if half
+     bool fullMatrix_;
+     //@}
+};
+
+#endif