ruby-cbc 0.1.9

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (303) hide show
  1. checksums.yaml +7 -0
  2. data/.gitignore +9 -0
  3. data/.rspec +2 -0
  4. data/.travis.yml +4 -0
  5. data/Gemfile +4 -0
  6. data/README.md +203 -0
  7. data/Rakefile +40 -0
  8. data/bin/console +14 -0
  9. data/bin/setup +7 -0
  10. data/ext/ruby-cbc/cbc.i +15 -0
  11. data/ext/ruby-cbc/cbc_wrap.c +4618 -0
  12. data/ext/ruby-cbc/extconf.rb +60 -0
  13. data/ext/ruby-cbc/install/bin/cbc +0 -0
  14. data/ext/ruby-cbc/install/bin/clp +0 -0
  15. data/ext/ruby-cbc/install/include/coin/CbcBranchActual.hpp +24 -0
  16. data/ext/ruby-cbc/install/include/coin/CbcBranchAllDifferent.hpp +62 -0
  17. data/ext/ruby-cbc/install/include/coin/CbcBranchBase.hpp +78 -0
  18. data/ext/ruby-cbc/install/include/coin/CbcBranchCut.hpp +183 -0
  19. data/ext/ruby-cbc/install/include/coin/CbcBranchDecision.hpp +129 -0
  20. data/ext/ruby-cbc/install/include/coin/CbcBranchDefaultDecision.hpp +100 -0
  21. data/ext/ruby-cbc/install/include/coin/CbcBranchDynamic.hpp +206 -0
  22. data/ext/ruby-cbc/install/include/coin/CbcBranchLotsize.hpp +242 -0
  23. data/ext/ruby-cbc/install/include/coin/CbcBranchToFixLots.hpp +94 -0
  24. data/ext/ruby-cbc/install/include/coin/CbcBranchingObject.hpp +236 -0
  25. data/ext/ruby-cbc/install/include/coin/CbcClique.hpp +303 -0
  26. data/ext/ruby-cbc/install/include/coin/CbcCompare.hpp +39 -0
  27. data/ext/ruby-cbc/install/include/coin/CbcCompareActual.hpp +14 -0
  28. data/ext/ruby-cbc/install/include/coin/CbcCompareBase.hpp +142 -0
  29. data/ext/ruby-cbc/install/include/coin/CbcCompareDefault.hpp +120 -0
  30. data/ext/ruby-cbc/install/include/coin/CbcCompareDepth.hpp +47 -0
  31. data/ext/ruby-cbc/install/include/coin/CbcCompareEstimate.hpp +48 -0
  32. data/ext/ruby-cbc/install/include/coin/CbcCompareObjective.hpp +49 -0
  33. data/ext/ruby-cbc/install/include/coin/CbcConfig.h +14 -0
  34. data/ext/ruby-cbc/install/include/coin/CbcConsequence.hpp +49 -0
  35. data/ext/ruby-cbc/install/include/coin/CbcCountRowCut.hpp +168 -0
  36. data/ext/ruby-cbc/install/include/coin/CbcCutGenerator.hpp +482 -0
  37. data/ext/ruby-cbc/install/include/coin/CbcCutModifier.hpp +57 -0
  38. data/ext/ruby-cbc/install/include/coin/CbcCutSubsetModifier.hpp +66 -0
  39. data/ext/ruby-cbc/install/include/coin/CbcDummyBranchingObject.hpp +83 -0
  40. data/ext/ruby-cbc/install/include/coin/CbcEventHandler.hpp +245 -0
  41. data/ext/ruby-cbc/install/include/coin/CbcFathom.hpp +137 -0
  42. data/ext/ruby-cbc/install/include/coin/CbcFathomDynamicProgramming.hpp +169 -0
  43. data/ext/ruby-cbc/install/include/coin/CbcFeasibilityBase.hpp +56 -0
  44. data/ext/ruby-cbc/install/include/coin/CbcFixVariable.hpp +67 -0
  45. data/ext/ruby-cbc/install/include/coin/CbcFollowOn.hpp +207 -0
  46. data/ext/ruby-cbc/install/include/coin/CbcFullNodeInfo.hpp +161 -0
  47. data/ext/ruby-cbc/install/include/coin/CbcGeneral.hpp +60 -0
  48. data/ext/ruby-cbc/install/include/coin/CbcGeneralDepth.hpp +279 -0
  49. data/ext/ruby-cbc/install/include/coin/CbcHeuristic.hpp +682 -0
  50. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDINS.hpp +96 -0
  51. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDW.hpp +309 -0
  52. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDive.hpp +192 -0
  53. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveCoefficient.hpp +52 -0
  54. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveFractional.hpp +52 -0
  55. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveGuided.hpp +55 -0
  56. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveLineSearch.hpp +52 -0
  57. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDivePseudoCost.hpp +60 -0
  58. data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveVectorLength.hpp +52 -0
  59. data/ext/ruby-cbc/install/include/coin/CbcHeuristicFPump.hpp +340 -0
  60. data/ext/ruby-cbc/install/include/coin/CbcHeuristicGreedy.hpp +280 -0
  61. data/ext/ruby-cbc/install/include/coin/CbcHeuristicLocal.hpp +271 -0
  62. data/ext/ruby-cbc/install/include/coin/CbcHeuristicPivotAndFix.hpp +58 -0
  63. data/ext/ruby-cbc/install/include/coin/CbcHeuristicRENS.hpp +77 -0
  64. data/ext/ruby-cbc/install/include/coin/CbcHeuristicRINS.hpp +102 -0
  65. data/ext/ruby-cbc/install/include/coin/CbcHeuristicRandRound.hpp +58 -0
  66. data/ext/ruby-cbc/install/include/coin/CbcHeuristicVND.hpp +94 -0
  67. data/ext/ruby-cbc/install/include/coin/CbcLinked.hpp +1406 -0
  68. data/ext/ruby-cbc/install/include/coin/CbcMessage.hpp +94 -0
  69. data/ext/ruby-cbc/install/include/coin/CbcMipStartIO.hpp +26 -0
  70. data/ext/ruby-cbc/install/include/coin/CbcModel.hpp +2952 -0
  71. data/ext/ruby-cbc/install/include/coin/CbcNWay.hpp +166 -0
  72. data/ext/ruby-cbc/install/include/coin/CbcNode.hpp +351 -0
  73. data/ext/ruby-cbc/install/include/coin/CbcNodeInfo.hpp +349 -0
  74. data/ext/ruby-cbc/install/include/coin/CbcObject.hpp +272 -0
  75. data/ext/ruby-cbc/install/include/coin/CbcObjectUpdateData.hpp +64 -0
  76. data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.cpp +4134 -0
  77. data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.hpp +532 -0
  78. data/ext/ruby-cbc/install/include/coin/CbcParam.hpp +324 -0
  79. data/ext/ruby-cbc/install/include/coin/CbcPartialNodeInfo.hpp +110 -0
  80. data/ext/ruby-cbc/install/include/coin/CbcSOS.hpp +279 -0
  81. data/ext/ruby-cbc/install/include/coin/CbcSimpleInteger.hpp +286 -0
  82. data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp +564 -0
  83. data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerPseudoCost.hpp +114 -0
  84. data/ext/ruby-cbc/install/include/coin/CbcSolver.hpp +447 -0
  85. data/ext/ruby-cbc/install/include/coin/CbcStrategy.hpp +258 -0
  86. data/ext/ruby-cbc/install/include/coin/CbcSubProblem.hpp +83 -0
  87. data/ext/ruby-cbc/install/include/coin/CbcTree.hpp +490 -0
  88. data/ext/ruby-cbc/install/include/coin/CbcTreeLocal.hpp +372 -0
  89. data/ext/ruby-cbc/install/include/coin/Cbc_C_Interface.h +381 -0
  90. data/ext/ruby-cbc/install/include/coin/Cgl012cut.hpp +464 -0
  91. data/ext/ruby-cbc/install/include/coin/CglAllDifferent.hpp +115 -0
  92. data/ext/ruby-cbc/install/include/coin/CglClique.hpp +308 -0
  93. data/ext/ruby-cbc/install/include/coin/CglConfig.h +19 -0
  94. data/ext/ruby-cbc/install/include/coin/CglCutGenerator.hpp +121 -0
  95. data/ext/ruby-cbc/install/include/coin/CglDuplicateRow.hpp +189 -0
  96. data/ext/ruby-cbc/install/include/coin/CglFlowCover.hpp +371 -0
  97. data/ext/ruby-cbc/install/include/coin/CglGMI.hpp +364 -0
  98. data/ext/ruby-cbc/install/include/coin/CglGMIParam.hpp +313 -0
  99. data/ext/ruby-cbc/install/include/coin/CglGomory.hpp +204 -0
  100. data/ext/ruby-cbc/install/include/coin/CglKnapsackCover.hpp +310 -0
  101. data/ext/ruby-cbc/install/include/coin/CglLandP.hpp +306 -0
  102. data/ext/ruby-cbc/install/include/coin/CglLandPValidator.hpp +130 -0
  103. data/ext/ruby-cbc/install/include/coin/CglLiftAndProject.hpp +104 -0
  104. data/ext/ruby-cbc/install/include/coin/CglMessage.hpp +50 -0
  105. data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding.hpp +429 -0
  106. data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding2.hpp +427 -0
  107. data/ext/ruby-cbc/install/include/coin/CglOddHole.hpp +160 -0
  108. data/ext/ruby-cbc/install/include/coin/CglParam.hpp +93 -0
  109. data/ext/ruby-cbc/install/include/coin/CglPreProcess.hpp +492 -0
  110. data/ext/ruby-cbc/install/include/coin/CglProbing.hpp +543 -0
  111. data/ext/ruby-cbc/install/include/coin/CglRedSplit.hpp +448 -0
  112. data/ext/ruby-cbc/install/include/coin/CglRedSplit2.hpp +494 -0
  113. data/ext/ruby-cbc/install/include/coin/CglRedSplit2Param.hpp +495 -0
  114. data/ext/ruby-cbc/install/include/coin/CglRedSplitParam.hpp +272 -0
  115. data/ext/ruby-cbc/install/include/coin/CglResidualCapacity.hpp +240 -0
  116. data/ext/ruby-cbc/install/include/coin/CglSimpleRounding.hpp +174 -0
  117. data/ext/ruby-cbc/install/include/coin/CglStored.hpp +125 -0
  118. data/ext/ruby-cbc/install/include/coin/CglTreeInfo.hpp +180 -0
  119. data/ext/ruby-cbc/install/include/coin/CglTwomir.hpp +565 -0
  120. data/ext/ruby-cbc/install/include/coin/CglZeroHalf.hpp +133 -0
  121. data/ext/ruby-cbc/install/include/coin/ClpAmplObjective.hpp +113 -0
  122. data/ext/ruby-cbc/install/include/coin/ClpCholeskyBase.hpp +294 -0
  123. data/ext/ruby-cbc/install/include/coin/ClpCholeskyDense.hpp +162 -0
  124. data/ext/ruby-cbc/install/include/coin/ClpConfig.h +17 -0
  125. data/ext/ruby-cbc/install/include/coin/ClpConstraint.hpp +125 -0
  126. data/ext/ruby-cbc/install/include/coin/ClpConstraintAmpl.hpp +108 -0
  127. data/ext/ruby-cbc/install/include/coin/ClpConstraintLinear.hpp +110 -0
  128. data/ext/ruby-cbc/install/include/coin/ClpConstraintQuadratic.hpp +119 -0
  129. data/ext/ruby-cbc/install/include/coin/ClpDualRowDantzig.hpp +71 -0
  130. data/ext/ruby-cbc/install/include/coin/ClpDualRowPivot.hpp +129 -0
  131. data/ext/ruby-cbc/install/include/coin/ClpDualRowSteepest.hpp +153 -0
  132. data/ext/ruby-cbc/install/include/coin/ClpDummyMatrix.hpp +183 -0
  133. data/ext/ruby-cbc/install/include/coin/ClpDynamicExampleMatrix.hpp +186 -0
  134. data/ext/ruby-cbc/install/include/coin/ClpDynamicMatrix.hpp +381 -0
  135. data/ext/ruby-cbc/install/include/coin/ClpEventHandler.hpp +187 -0
  136. data/ext/ruby-cbc/install/include/coin/ClpFactorization.hpp +432 -0
  137. data/ext/ruby-cbc/install/include/coin/ClpGubDynamicMatrix.hpp +247 -0
  138. data/ext/ruby-cbc/install/include/coin/ClpGubMatrix.hpp +358 -0
  139. data/ext/ruby-cbc/install/include/coin/ClpInterior.hpp +570 -0
  140. data/ext/ruby-cbc/install/include/coin/ClpLinearObjective.hpp +103 -0
  141. data/ext/ruby-cbc/install/include/coin/ClpMatrixBase.hpp +524 -0
  142. data/ext/ruby-cbc/install/include/coin/ClpMessage.hpp +131 -0
  143. data/ext/ruby-cbc/install/include/coin/ClpModel.hpp +1307 -0
  144. data/ext/ruby-cbc/install/include/coin/ClpNetworkMatrix.hpp +229 -0
  145. data/ext/ruby-cbc/install/include/coin/ClpNode.hpp +349 -0
  146. data/ext/ruby-cbc/install/include/coin/ClpNonLinearCost.hpp +401 -0
  147. data/ext/ruby-cbc/install/include/coin/ClpObjective.hpp +134 -0
  148. data/ext/ruby-cbc/install/include/coin/ClpPackedMatrix.hpp +638 -0
  149. data/ext/ruby-cbc/install/include/coin/ClpParameters.hpp +126 -0
  150. data/ext/ruby-cbc/install/include/coin/ClpPdcoBase.hpp +103 -0
  151. data/ext/ruby-cbc/install/include/coin/ClpPlusMinusOneMatrix.hpp +290 -0
  152. data/ext/ruby-cbc/install/include/coin/ClpPresolve.hpp +299 -0
  153. data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnDantzig.hpp +72 -0
  154. data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnPivot.hpp +155 -0
  155. data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnSteepest.hpp +247 -0
  156. data/ext/ruby-cbc/install/include/coin/ClpQuadraticObjective.hpp +155 -0
  157. data/ext/ruby-cbc/install/include/coin/ClpSimplex.hpp +1797 -0
  158. data/ext/ruby-cbc/install/include/coin/ClpSimplexDual.hpp +300 -0
  159. data/ext/ruby-cbc/install/include/coin/ClpSimplexNonlinear.hpp +117 -0
  160. data/ext/ruby-cbc/install/include/coin/ClpSimplexOther.hpp +277 -0
  161. data/ext/ruby-cbc/install/include/coin/ClpSimplexPrimal.hpp +244 -0
  162. data/ext/ruby-cbc/install/include/coin/ClpSolve.hpp +446 -0
  163. data/ext/ruby-cbc/install/include/coin/Clp_C_Interface.h +525 -0
  164. data/ext/ruby-cbc/install/include/coin/CoinAlloc.hpp +176 -0
  165. data/ext/ruby-cbc/install/include/coin/CoinBuild.hpp +149 -0
  166. data/ext/ruby-cbc/install/include/coin/CoinDenseFactorization.hpp +419 -0
  167. data/ext/ruby-cbc/install/include/coin/CoinDenseVector.hpp +383 -0
  168. data/ext/ruby-cbc/install/include/coin/CoinDistance.hpp +48 -0
  169. data/ext/ruby-cbc/install/include/coin/CoinError.hpp +257 -0
  170. data/ext/ruby-cbc/install/include/coin/CoinFactorization.hpp +2044 -0
  171. data/ext/ruby-cbc/install/include/coin/CoinFileIO.hpp +166 -0
  172. data/ext/ruby-cbc/install/include/coin/CoinFinite.hpp +34 -0
  173. data/ext/ruby-cbc/install/include/coin/CoinFloatEqual.hpp +177 -0
  174. data/ext/ruby-cbc/install/include/coin/CoinHelperFunctions.hpp +1111 -0
  175. data/ext/ruby-cbc/install/include/coin/CoinIndexedVector.hpp +1164 -0
  176. data/ext/ruby-cbc/install/include/coin/CoinLpIO.hpp +805 -0
  177. data/ext/ruby-cbc/install/include/coin/CoinMessage.hpp +96 -0
  178. data/ext/ruby-cbc/install/include/coin/CoinMessageHandler.hpp +666 -0
  179. data/ext/ruby-cbc/install/include/coin/CoinModel.hpp +1054 -0
  180. data/ext/ruby-cbc/install/include/coin/CoinModelUseful.hpp +441 -0
  181. data/ext/ruby-cbc/install/include/coin/CoinMpsIO.hpp +1056 -0
  182. data/ext/ruby-cbc/install/include/coin/CoinOslFactorization.hpp +280 -0
  183. data/ext/ruby-cbc/install/include/coin/CoinPackedMatrix.hpp +947 -0
  184. data/ext/ruby-cbc/install/include/coin/CoinPackedVector.hpp +657 -0
  185. data/ext/ruby-cbc/install/include/coin/CoinPackedVectorBase.hpp +269 -0
  186. data/ext/ruby-cbc/install/include/coin/CoinParam.hpp +644 -0
  187. data/ext/ruby-cbc/install/include/coin/CoinPragma.hpp +26 -0
  188. data/ext/ruby-cbc/install/include/coin/CoinPresolveDoubleton.hpp +73 -0
  189. data/ext/ruby-cbc/install/include/coin/CoinPresolveDual.hpp +85 -0
  190. data/ext/ruby-cbc/install/include/coin/CoinPresolveDupcol.hpp +226 -0
  191. data/ext/ruby-cbc/install/include/coin/CoinPresolveEmpty.hpp +116 -0
  192. data/ext/ruby-cbc/install/include/coin/CoinPresolveFixed.hpp +181 -0
  193. data/ext/ruby-cbc/install/include/coin/CoinPresolveForcing.hpp +61 -0
  194. data/ext/ruby-cbc/install/include/coin/CoinPresolveImpliedFree.hpp +60 -0
  195. data/ext/ruby-cbc/install/include/coin/CoinPresolveIsolated.hpp +51 -0
  196. data/ext/ruby-cbc/install/include/coin/CoinPresolveMatrix.hpp +1842 -0
  197. data/ext/ruby-cbc/install/include/coin/CoinPresolveMonitor.hpp +105 -0
  198. data/ext/ruby-cbc/install/include/coin/CoinPresolvePsdebug.hpp +166 -0
  199. data/ext/ruby-cbc/install/include/coin/CoinPresolveSingleton.hpp +112 -0
  200. data/ext/ruby-cbc/install/include/coin/CoinPresolveSubst.hpp +101 -0
  201. data/ext/ruby-cbc/install/include/coin/CoinPresolveTighten.hpp +55 -0
  202. data/ext/ruby-cbc/install/include/coin/CoinPresolveTripleton.hpp +66 -0
  203. data/ext/ruby-cbc/install/include/coin/CoinPresolveUseless.hpp +63 -0
  204. data/ext/ruby-cbc/install/include/coin/CoinPresolveZeros.hpp +60 -0
  205. data/ext/ruby-cbc/install/include/coin/CoinRational.hpp +44 -0
  206. data/ext/ruby-cbc/install/include/coin/CoinSearchTree.hpp +465 -0
  207. data/ext/ruby-cbc/install/include/coin/CoinShallowPackedVector.hpp +148 -0
  208. data/ext/ruby-cbc/install/include/coin/CoinSignal.hpp +117 -0
  209. data/ext/ruby-cbc/install/include/coin/CoinSimpFactorization.hpp +431 -0
  210. data/ext/ruby-cbc/install/include/coin/CoinSmartPtr.hpp +528 -0
  211. data/ext/ruby-cbc/install/include/coin/CoinSnapshot.hpp +476 -0
  212. data/ext/ruby-cbc/install/include/coin/CoinSort.hpp +678 -0
  213. data/ext/ruby-cbc/install/include/coin/CoinStructuredModel.hpp +247 -0
  214. data/ext/ruby-cbc/install/include/coin/CoinTime.hpp +310 -0
  215. data/ext/ruby-cbc/install/include/coin/CoinTypes.hpp +64 -0
  216. data/ext/ruby-cbc/install/include/coin/CoinUtility.hpp +19 -0
  217. data/ext/ruby-cbc/install/include/coin/CoinUtilsConfig.h +34 -0
  218. data/ext/ruby-cbc/install/include/coin/CoinWarmStart.hpp +58 -0
  219. data/ext/ruby-cbc/install/include/coin/CoinWarmStartBasis.hpp +456 -0
  220. data/ext/ruby-cbc/install/include/coin/CoinWarmStartDual.hpp +166 -0
  221. data/ext/ruby-cbc/install/include/coin/CoinWarmStartPrimalDual.hpp +211 -0
  222. data/ext/ruby-cbc/install/include/coin/CoinWarmStartVector.hpp +488 -0
  223. data/ext/ruby-cbc/install/include/coin/Coin_C_defines.h +115 -0
  224. data/ext/ruby-cbc/install/include/coin/Idiot.hpp +298 -0
  225. data/ext/ruby-cbc/install/include/coin/OsiAuxInfo.hpp +206 -0
  226. data/ext/ruby-cbc/install/include/coin/OsiBranchingObject.hpp +1005 -0
  227. data/ext/ruby-cbc/install/include/coin/OsiCbcSolverInterface.hpp +764 -0
  228. data/ext/ruby-cbc/install/include/coin/OsiChooseVariable.hpp +534 -0
  229. data/ext/ruby-cbc/install/include/coin/OsiClpSolverInterface.hpp +1509 -0
  230. data/ext/ruby-cbc/install/include/coin/OsiColCut.hpp +324 -0
  231. data/ext/ruby-cbc/install/include/coin/OsiCollections.hpp +35 -0
  232. data/ext/ruby-cbc/install/include/coin/OsiConfig.h +19 -0
  233. data/ext/ruby-cbc/install/include/coin/OsiCut.hpp +245 -0
  234. data/ext/ruby-cbc/install/include/coin/OsiCuts.hpp +474 -0
  235. data/ext/ruby-cbc/install/include/coin/OsiPresolve.hpp +252 -0
  236. data/ext/ruby-cbc/install/include/coin/OsiRowCut.hpp +331 -0
  237. data/ext/ruby-cbc/install/include/coin/OsiRowCutDebugger.hpp +187 -0
  238. data/ext/ruby-cbc/install/include/coin/OsiSolverBranch.hpp +152 -0
  239. data/ext/ruby-cbc/install/include/coin/OsiSolverInterface.hpp +2143 -0
  240. data/ext/ruby-cbc/install/include/coin/OsiSolverParameters.hpp +142 -0
  241. data/ext/ruby-cbc/install/include/coin/OsiUnitTests.hpp +374 -0
  242. data/ext/ruby-cbc/install/lib/libCbc.la +35 -0
  243. data/ext/ruby-cbc/install/lib/libCbc.so +0 -0
  244. data/ext/ruby-cbc/install/lib/libCbc.so.3 +0 -0
  245. data/ext/ruby-cbc/install/lib/libCbc.so.3.9.7 +0 -0
  246. data/ext/ruby-cbc/install/lib/libCbcSolver.la +35 -0
  247. data/ext/ruby-cbc/install/lib/libCbcSolver.so +0 -0
  248. data/ext/ruby-cbc/install/lib/libCbcSolver.so.3 +0 -0
  249. data/ext/ruby-cbc/install/lib/libCbcSolver.so.3.9.7 +0 -0
  250. data/ext/ruby-cbc/install/lib/libCgl.la +35 -0
  251. data/ext/ruby-cbc/install/lib/libCgl.so +0 -0
  252. data/ext/ruby-cbc/install/lib/libCgl.so.1 +0 -0
  253. data/ext/ruby-cbc/install/lib/libCgl.so.1.9.7 +0 -0
  254. data/ext/ruby-cbc/install/lib/libClp.la +35 -0
  255. data/ext/ruby-cbc/install/lib/libClp.so +0 -0
  256. data/ext/ruby-cbc/install/lib/libClp.so.1 +0 -0
  257. data/ext/ruby-cbc/install/lib/libClp.so.1.13.9 +0 -0
  258. data/ext/ruby-cbc/install/lib/libClpSolver.la +35 -0
  259. data/ext/ruby-cbc/install/lib/libClpSolver.so +0 -0
  260. data/ext/ruby-cbc/install/lib/libClpSolver.so.1 +0 -0
  261. data/ext/ruby-cbc/install/lib/libClpSolver.so.1.13.9 +0 -0
  262. data/ext/ruby-cbc/install/lib/libCoinUtils.la +35 -0
  263. data/ext/ruby-cbc/install/lib/libCoinUtils.so +0 -0
  264. data/ext/ruby-cbc/install/lib/libCoinUtils.so.3 +0 -0
  265. data/ext/ruby-cbc/install/lib/libCoinUtils.so.3.10.11 +0 -0
  266. data/ext/ruby-cbc/install/lib/libOsi.la +35 -0
  267. data/ext/ruby-cbc/install/lib/libOsi.so +0 -0
  268. data/ext/ruby-cbc/install/lib/libOsi.so.1 +0 -0
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@@ -0,0 +1,1797 @@
1
+ /* $Id: ClpSimplex.hpp 2114 2015-02-10 12:12:46Z forrest $ */
2
+ // Copyright (C) 2002, International Business Machines
3
+ // Corporation and others. All Rights Reserved.
4
+ // This code is licensed under the terms of the Eclipse Public License (EPL).
5
+ /*
6
+ Authors
7
+
8
+ John Forrest
9
+
10
+ */
11
+ #ifndef ClpSimplex_H
12
+ #define ClpSimplex_H
13
+
14
+ #include <iostream>
15
+ #include <cfloat>
16
+ #include "ClpModel.hpp"
17
+ #include "ClpMatrixBase.hpp"
18
+ #include "ClpSolve.hpp"
19
+ #include "ClpConfig.h"
20
+ class ClpDualRowPivot;
21
+ class ClpPrimalColumnPivot;
22
+ class ClpFactorization;
23
+ class CoinIndexedVector;
24
+ class ClpNonLinearCost;
25
+ class ClpNodeStuff;
26
+ class CoinStructuredModel;
27
+ class OsiClpSolverInterface;
28
+ class CoinWarmStartBasis;
29
+ class ClpDisasterHandler;
30
+ class ClpConstraint;
31
+ /*
32
+ May want to use Clp defaults so that with ABC defined but not used
33
+ it behaves as Clp (and ABC used will be different than if not defined)
34
+ */
35
+ #ifdef ABC_INHERIT
36
+ #ifndef CLP_INHERIT_MODE
37
+ #define CLP_INHERIT_MODE 1
38
+ #endif
39
+ #ifndef ABC_CLP_DEFAULTS
40
+ #define ABC_CLP_DEFAULTS 0
41
+ #endif
42
+ #else
43
+ #undef ABC_CLP_DEFAULTS
44
+ #define ABC_CLP_DEFAULTS 1
45
+ #endif
46
+ #ifdef CLP_HAS_ABC
47
+ #include "AbcCommon.hpp"
48
+ class AbcTolerancesEtc;
49
+ class AbcSimplex;
50
+ #include "CoinAbcCommon.hpp"
51
+ #endif
52
+ /** This solves LPs using the simplex method
53
+
54
+ It inherits from ClpModel and all its arrays are created at
55
+ algorithm time. Originally I tried to work with model arrays
56
+ but for simplicity of coding I changed to single arrays with
57
+ structural variables then row variables. Some coding is still
58
+ based on old style and needs cleaning up.
59
+
60
+ For a description of algorithms:
61
+
62
+ for dual see ClpSimplexDual.hpp and at top of ClpSimplexDual.cpp
63
+ for primal see ClpSimplexPrimal.hpp and at top of ClpSimplexPrimal.cpp
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+
65
+ There is an algorithm data member. + for primal variations
66
+ and - for dual variations
67
+
68
+ */
69
+
70
+ class ClpSimplex : public ClpModel {
71
+ friend void ClpSimplexUnitTest(const std::string & mpsDir);
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+
73
+ public:
74
+ /** enums for status of various sorts.
75
+ First 4 match CoinWarmStartBasis,
76
+ isFixed means fixed at lower bound and out of basis
77
+ */
78
+ enum Status {
79
+ isFree = 0x00,
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+ basic = 0x01,
81
+ atUpperBound = 0x02,
82
+ atLowerBound = 0x03,
83
+ superBasic = 0x04,
84
+ isFixed = 0x05
85
+ };
86
+ // For Dual
87
+ enum FakeBound {
88
+ noFake = 0x00,
89
+ lowerFake = 0x01,
90
+ upperFake = 0x02,
91
+ bothFake = 0x03
92
+ };
93
+
94
+ /**@name Constructors and destructor and copy */
95
+ //@{
96
+ /// Default constructor
97
+ ClpSimplex (bool emptyMessages = false );
98
+
99
+ /** Copy constructor. May scale depending on mode
100
+ -1 leave mode as is
101
+ 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)
102
+ */
103
+ ClpSimplex(const ClpSimplex & rhs, int scalingMode = -1);
104
+ /** Copy constructor from model. May scale depending on mode
105
+ -1 leave mode as is
106
+ 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)
107
+ */
108
+ ClpSimplex(const ClpModel & rhs, int scalingMode = -1);
109
+ /** Subproblem constructor. A subset of whole model is created from the
110
+ row and column lists given. The new order is given by list order and
111
+ duplicates are allowed. Name and integer information can be dropped
112
+ Can optionally modify rhs to take into account variables NOT in list
113
+ in this case duplicates are not allowed (also see getbackSolution)
114
+ */
115
+ ClpSimplex (const ClpModel * wholeModel,
116
+ int numberRows, const int * whichRows,
117
+ int numberColumns, const int * whichColumns,
118
+ bool dropNames = true, bool dropIntegers = true,
119
+ bool fixOthers = false);
120
+ /** Subproblem constructor. A subset of whole model is created from the
121
+ row and column lists given. The new order is given by list order and
122
+ duplicates are allowed. Name and integer information can be dropped
123
+ Can optionally modify rhs to take into account variables NOT in list
124
+ in this case duplicates are not allowed (also see getbackSolution)
125
+ */
126
+ ClpSimplex (const ClpSimplex * wholeModel,
127
+ int numberRows, const int * whichRows,
128
+ int numberColumns, const int * whichColumns,
129
+ bool dropNames = true, bool dropIntegers = true,
130
+ bool fixOthers = false);
131
+ /** This constructor modifies original ClpSimplex and stores
132
+ original stuff in created ClpSimplex. It is only to be used in
133
+ conjunction with originalModel */
134
+ ClpSimplex (ClpSimplex * wholeModel,
135
+ int numberColumns, const int * whichColumns);
136
+ /** This copies back stuff from miniModel and then deletes miniModel.
137
+ Only to be used with mini constructor */
138
+ void originalModel(ClpSimplex * miniModel);
139
+ inline int abcState() const
140
+ { return abcState_;}
141
+ inline void setAbcState(int state)
142
+ { abcState_=state;}
143
+ #ifdef ABC_INHERIT
144
+ inline AbcSimplex * abcSimplex() const
145
+ { return abcSimplex_;}
146
+ inline void setAbcSimplex(AbcSimplex * simplex)
147
+ { abcSimplex_=simplex;}
148
+ /// Returns 0 if dual can be skipped
149
+ int doAbcDual();
150
+ /// Returns 0 if primal can be skipped
151
+ int doAbcPrimal(int ifValuesPass);
152
+ #endif
153
+ /** Array persistence flag
154
+ If 0 then as now (delete/new)
155
+ 1 then only do arrays if bigger needed
156
+ 2 as 1 but give a bit extra if bigger needed
157
+ */
158
+ void setPersistenceFlag(int value);
159
+ /// Save a copy of model with certain state - normally without cuts
160
+ void makeBaseModel();
161
+ /// Switch off base model
162
+ void deleteBaseModel();
163
+ /// See if we have base model
164
+ inline ClpSimplex * baseModel() const {
165
+ return baseModel_;
166
+ }
167
+ /** Reset to base model (just size and arrays needed)
168
+ If model NULL use internal copy
169
+ */
170
+ void setToBaseModel(ClpSimplex * model = NULL);
171
+ /// Assignment operator. This copies the data
172
+ ClpSimplex & operator=(const ClpSimplex & rhs);
173
+ /// Destructor
174
+ ~ClpSimplex ( );
175
+ // Ones below are just ClpModel with some changes
176
+ /** Loads a problem (the constraints on the
177
+ rows are given by lower and upper bounds). If a pointer is 0 then the
178
+ following values are the default:
179
+ <ul>
180
+ <li> <code>colub</code>: all columns have upper bound infinity
181
+ <li> <code>collb</code>: all columns have lower bound 0
182
+ <li> <code>rowub</code>: all rows have upper bound infinity
183
+ <li> <code>rowlb</code>: all rows have lower bound -infinity
184
+ <li> <code>obj</code>: all variables have 0 objective coefficient
185
+ </ul>
186
+ */
187
+ void loadProblem ( const ClpMatrixBase& matrix,
188
+ const double* collb, const double* colub,
189
+ const double* obj,
190
+ const double* rowlb, const double* rowub,
191
+ const double * rowObjective = NULL);
192
+ void loadProblem ( const CoinPackedMatrix& matrix,
193
+ const double* collb, const double* colub,
194
+ const double* obj,
195
+ const double* rowlb, const double* rowub,
196
+ const double * rowObjective = NULL);
197
+
198
+ /** Just like the other loadProblem() method except that the matrix is
199
+ given in a standard column major ordered format (without gaps). */
200
+ void loadProblem ( const int numcols, const int numrows,
201
+ const CoinBigIndex* start, const int* index,
202
+ const double* value,
203
+ const double* collb, const double* colub,
204
+ const double* obj,
205
+ const double* rowlb, const double* rowub,
206
+ const double * rowObjective = NULL);
207
+ /// This one is for after presolve to save memory
208
+ void loadProblem ( const int numcols, const int numrows,
209
+ const CoinBigIndex* start, const int* index,
210
+ const double* value, const int * length,
211
+ const double* collb, const double* colub,
212
+ const double* obj,
213
+ const double* rowlb, const double* rowub,
214
+ const double * rowObjective = NULL);
215
+ /** This loads a model from a coinModel object - returns number of errors.
216
+ If keepSolution true and size is same as current then
217
+ keeps current status and solution
218
+ */
219
+ int loadProblem ( CoinModel & modelObject, bool keepSolution = false);
220
+ /// Read an mps file from the given filename
221
+ int readMps(const char *filename,
222
+ bool keepNames = false,
223
+ bool ignoreErrors = false);
224
+ /// Read GMPL files from the given filenames
225
+ int readGMPL(const char *filename, const char * dataName,
226
+ bool keepNames = false);
227
+ /// Read file in LP format from file with name filename.
228
+ /// See class CoinLpIO for description of this format.
229
+ int readLp(const char *filename, const double epsilon = 1e-5);
230
+ /** Borrow model. This is so we dont have to copy large amounts
231
+ of data around. It assumes a derived class wants to overwrite
232
+ an empty model with a real one - while it does an algorithm.
233
+ This is same as ClpModel one, but sets scaling on etc. */
234
+ void borrowModel(ClpModel & otherModel);
235
+ void borrowModel(ClpSimplex & otherModel);
236
+ /// Pass in Event handler (cloned and deleted at end)
237
+ void passInEventHandler(const ClpEventHandler * eventHandler);
238
+ /// Puts solution back into small model
239
+ void getbackSolution(const ClpSimplex & smallModel, const int * whichRow, const int * whichColumn);
240
+ /** Load nonlinear part of problem from AMPL info
241
+ Returns 0 if linear
242
+ 1 if quadratic objective
243
+ 2 if quadratic constraints
244
+ 3 if nonlinear objective
245
+ 4 if nonlinear constraints
246
+ -1 on failure
247
+ */
248
+ int loadNonLinear(void * info, int & numberConstraints,
249
+ ClpConstraint ** & constraints);
250
+ #ifdef ABC_INHERIT
251
+ /// Loads tolerances etc
252
+ void loadTolerancesEtc(const AbcTolerancesEtc & data);
253
+ /// Unloads tolerances etc
254
+ void unloadTolerancesEtc(AbcTolerancesEtc & data);
255
+ #endif
256
+ //@}
257
+
258
+ /**@name Functions most useful to user */
259
+ //@{
260
+ /** General solve algorithm which can do presolve.
261
+ See ClpSolve.hpp for options
262
+ */
263
+ int initialSolve(ClpSolve & options);
264
+ /// Default initial solve
265
+ int initialSolve();
266
+ /// Dual initial solve
267
+ int initialDualSolve();
268
+ /// Primal initial solve
269
+ int initialPrimalSolve();
270
+ /// Barrier initial solve
271
+ int initialBarrierSolve();
272
+ /// Barrier initial solve, not to be followed by crossover
273
+ int initialBarrierNoCrossSolve();
274
+ /** Dual algorithm - see ClpSimplexDual.hpp for method.
275
+ ifValuesPass==2 just does values pass and then stops.
276
+
277
+ startFinishOptions - bits
278
+ 1 - do not delete work areas and factorization at end
279
+ 2 - use old factorization if same number of rows
280
+ 4 - skip as much initialization of work areas as possible
281
+ (based on whatsChanged in clpmodel.hpp) ** work in progress
282
+ maybe other bits later
283
+ */
284
+ int dual(int ifValuesPass = 0, int startFinishOptions = 0);
285
+ // If using Debug
286
+ int dualDebug(int ifValuesPass = 0, int startFinishOptions = 0);
287
+ /** Primal algorithm - see ClpSimplexPrimal.hpp for method.
288
+ ifValuesPass==2 just does values pass and then stops.
289
+
290
+ startFinishOptions - bits
291
+ 1 - do not delete work areas and factorization at end
292
+ 2 - use old factorization if same number of rows
293
+ 4 - skip as much initialization of work areas as possible
294
+ (based on whatsChanged in clpmodel.hpp) ** work in progress
295
+ maybe other bits later
296
+ */
297
+ int primal(int ifValuesPass = 0, int startFinishOptions = 0);
298
+ /** Solves nonlinear problem using SLP - may be used as crash
299
+ for other algorithms when number of iterations small.
300
+ Also exits if all problematical variables are changing
301
+ less than deltaTolerance
302
+ */
303
+ int nonlinearSLP(int numberPasses, double deltaTolerance);
304
+ /** Solves problem with nonlinear constraints using SLP - may be used as crash
305
+ for other algorithms when number of iterations small.
306
+ Also exits if all problematical variables are changing
307
+ less than deltaTolerance
308
+ */
309
+ int nonlinearSLP(int numberConstraints, ClpConstraint ** constraints,
310
+ int numberPasses, double deltaTolerance);
311
+ /** Solves using barrier (assumes you have good cholesky factor code).
312
+ Does crossover to simplex if asked*/
313
+ int barrier(bool crossover = true);
314
+ /** Solves non-linear using reduced gradient. Phase = 0 get feasible,
315
+ =1 use solution */
316
+ int reducedGradient(int phase = 0);
317
+ /// Solve using structure of model and maybe in parallel
318
+ int solve(CoinStructuredModel * model);
319
+ #ifdef ABC_INHERIT
320
+ /** solvetype 0 for dual, 1 for primal
321
+ startup 1 for values pass
322
+ interrupt whether to pass across interrupt handler
323
+ add 10 to return AbcSimplex
324
+ */
325
+ AbcSimplex * dealWithAbc(int solveType,int startUp,bool interrupt=false);
326
+ //void dealWithAbc(int solveType,int startUp,bool interrupt=false);
327
+ #endif
328
+ /** This loads a model from a CoinStructuredModel object - returns number of errors.
329
+ If originalOrder then keep to order stored in blocks,
330
+ otherwise first column/rows correspond to first block - etc.
331
+ If keepSolution true and size is same as current then
332
+ keeps current status and solution
333
+ */
334
+ int loadProblem ( CoinStructuredModel & modelObject,
335
+ bool originalOrder = true, bool keepSolution = false);
336
+ /**
337
+ When scaling is on it is possible that the scaled problem
338
+ is feasible but the unscaled is not. Clp returns a secondary
339
+ status code to that effect. This option allows for a cleanup.
340
+ If you use it I would suggest 1.
341
+ This only affects actions when scaled optimal
342
+ 0 - no action
343
+ 1 - clean up using dual if primal infeasibility
344
+ 2 - clean up using dual if dual infeasibility
345
+ 3 - clean up using dual if primal or dual infeasibility
346
+ 11,12,13 - as 1,2,3 but use primal
347
+
348
+ return code as dual/primal
349
+ */
350
+ int cleanup(int cleanupScaling);
351
+ /** Dual ranging.
352
+ This computes increase/decrease in cost for each given variable and corresponding
353
+ sequence numbers which would change basis. Sequence numbers are 0..numberColumns
354
+ and numberColumns.. for artificials/slacks.
355
+ For non-basic variables the information is trivial to compute and the change in cost is just minus the
356
+ reduced cost and the sequence number will be that of the non-basic variables.
357
+ For basic variables a ratio test is between the reduced costs for non-basic variables
358
+ and the row of the tableau corresponding to the basic variable.
359
+ The increase/decrease value is always >= 0.0
360
+
361
+ Up to user to provide correct length arrays where each array is of length numberCheck.
362
+ which contains list of variables for which information is desired. All other
363
+ arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays
364
+ will be information for variable 7.
365
+
366
+ If valueIncrease/Decrease not NULL (both must be NULL or both non NULL) then these are filled with
367
+ the value of variable if such a change in cost were made (the existing bounds are ignored)
368
+
369
+ Returns non-zero if infeasible unbounded etc
370
+ */
371
+ int dualRanging(int numberCheck, const int * which,
372
+ double * costIncrease, int * sequenceIncrease,
373
+ double * costDecrease, int * sequenceDecrease,
374
+ double * valueIncrease = NULL, double * valueDecrease = NULL);
375
+ /** Primal ranging.
376
+ This computes increase/decrease in value for each given variable and corresponding
377
+ sequence numbers which would change basis. Sequence numbers are 0..numberColumns
378
+ and numberColumns.. for artificials/slacks.
379
+ This should only be used for non-basic variabls as otherwise information is pretty useless
380
+ For basic variables the sequence number will be that of the basic variables.
381
+
382
+ Up to user to provide correct length arrays where each array is of length numberCheck.
383
+ which contains list of variables for which information is desired. All other
384
+ arrays will be filled in by function. If fifth entry in which is variable 7 then fifth entry in output arrays
385
+ will be information for variable 7.
386
+
387
+ Returns non-zero if infeasible unbounded etc
388
+ */
389
+ int primalRanging(int numberCheck, const int * which,
390
+ double * valueIncrease, int * sequenceIncrease,
391
+ double * valueDecrease, int * sequenceDecrease);
392
+ /**
393
+ Modifies coefficients etc and if necessary pivots in and out.
394
+ All at same status will be done (basis may go singular).
395
+ User can tell which others have been done (i.e. if status matches).
396
+ If called from outside will change status and return 0.
397
+ If called from event handler returns non-zero if user has to take action.
398
+ indices>=numberColumns are slacks (obviously no coefficients)
399
+ status array is (char) Status enum
400
+ */
401
+ int modifyCoefficientsAndPivot(int number,
402
+ const int * which,
403
+ const CoinBigIndex * start,
404
+ const int * row,
405
+ const double * newCoefficient,
406
+ const unsigned char * newStatus=NULL,
407
+ const double * newLower=NULL,
408
+ const double * newUpper=NULL,
409
+ const double * newObjective=NULL);
410
+ /** Take out duplicate rows (includes scaled rows and intersections).
411
+ On exit whichRows has rows to delete - return code is number can be deleted
412
+ or -1 if would be infeasible.
413
+ If tolerance is -1.0 use primalTolerance for equality rows and infeasibility
414
+ If cleanUp not zero then spend more time trying to leave more stable row
415
+ and make row bounds exact multiple of cleanUp if close enough
416
+ */
417
+ int outDuplicateRows(int numberLook,int * whichRows, bool noOverlaps=false, double tolerance=-1.0,
418
+ double cleanUp=0.0);
419
+ /** Try simple crash like techniques to get closer to primal feasibility
420
+ returns final sum of infeasibilities */
421
+ double moveTowardsPrimalFeasible();
422
+ /** Try simple crash like techniques to remove super basic slacks
423
+ but only if > threshold */
424
+ void removeSuperBasicSlacks(int threshold=0);
425
+ /** Mini presolve (faster)
426
+ Char arrays must be numberRows and numberColumns long
427
+ on entry second part must be filled in as follows -
428
+ 0 - possible
429
+ >0 - take out and do something (depending on value - TBD)
430
+ -1 row/column can't vanish but can have entries removed/changed
431
+ -2 don't touch at all
432
+ on exit <=0 ones will be in presolved problem
433
+ struct will be created and will be long enough
434
+ (information on length etc in first entry)
435
+ user must delete struct
436
+ */
437
+ ClpSimplex * miniPresolve(char * rowType, char * columnType,void ** info);
438
+ /// After mini presolve
439
+ void miniPostsolve(const ClpSimplex * presolvedModel,void * info);
440
+ /// mini presolve and solve
441
+ void miniSolve(char * rowType, char *columnType,int algorithm, int startUp);
442
+ /** Write the basis in MPS format to the specified file.
443
+ If writeValues true writes values of structurals
444
+ (and adds VALUES to end of NAME card)
445
+
446
+ Row and column names may be null.
447
+ formatType is
448
+ <ul>
449
+ <li> 0 - normal
450
+ <li> 1 - extra accuracy
451
+ <li> 2 - IEEE hex (later)
452
+ </ul>
453
+
454
+ Returns non-zero on I/O error
455
+ */
456
+ int writeBasis(const char *filename,
457
+ bool writeValues = false,
458
+ int formatType = 0) const;
459
+ /** Read a basis from the given filename,
460
+ returns -1 on file error, 0 if no values, 1 if values */
461
+ int readBasis(const char *filename);
462
+ /// Returns a basis (to be deleted by user)
463
+ CoinWarmStartBasis * getBasis() const;
464
+ /// Passes in factorization
465
+ void setFactorization( ClpFactorization & factorization);
466
+ // Swaps factorization
467
+ ClpFactorization * swapFactorization( ClpFactorization * factorization);
468
+ /// Copies in factorization to existing one
469
+ void copyFactorization( ClpFactorization & factorization);
470
+ /** Tightens primal bounds to make dual faster. Unless
471
+ fixed or doTight>10, bounds are slightly looser than they could be.
472
+ This is to make dual go faster and is probably not needed
473
+ with a presolve. Returns non-zero if problem infeasible.
474
+
475
+ Fudge for branch and bound - put bounds on columns of factor *
476
+ largest value (at continuous) - should improve stability
477
+ in branch and bound on infeasible branches (0.0 is off)
478
+ */
479
+ int tightenPrimalBounds(double factor = 0.0, int doTight = 0, bool tightIntegers = false);
480
+ /** Crash - at present just aimed at dual, returns
481
+ -2 if dual preferred and crash basis created
482
+ -1 if dual preferred and all slack basis preferred
483
+ 0 if basis going in was not all slack
484
+ 1 if primal preferred and all slack basis preferred
485
+ 2 if primal preferred and crash basis created.
486
+
487
+ if gap between bounds <="gap" variables can be flipped
488
+ ( If pivot -1 then can be made super basic!)
489
+
490
+ If "pivot" is
491
+ -1 No pivoting - always primal
492
+ 0 No pivoting (so will just be choice of algorithm)
493
+ 1 Simple pivoting e.g. gub
494
+ 2 Mini iterations
495
+ */
496
+ int crash(double gap, int pivot);
497
+ /// Sets row pivot choice algorithm in dual
498
+ void setDualRowPivotAlgorithm(ClpDualRowPivot & choice);
499
+ /// Sets column pivot choice algorithm in primal
500
+ void setPrimalColumnPivotAlgorithm(ClpPrimalColumnPivot & choice);
501
+ /// Create a hotstart point of the optimization process
502
+ void markHotStart(void * & saveStuff);
503
+ /// Optimize starting from the hotstart
504
+ void solveFromHotStart(void * saveStuff);
505
+ /// Delete the snapshot
506
+ void unmarkHotStart(void * saveStuff);
507
+ /** For strong branching. On input lower and upper are new bounds
508
+ while on output they are change in objective function values
509
+ (>1.0e50 infeasible).
510
+ Return code is 0 if nothing interesting, -1 if infeasible both
511
+ ways and +1 if infeasible one way (check values to see which one(s))
512
+ Solutions are filled in as well - even down, odd up - also
513
+ status and number of iterations
514
+ */
515
+ int strongBranching(int numberVariables, const int * variables,
516
+ double * newLower, double * newUpper,
517
+ double ** outputSolution,
518
+ int * outputStatus, int * outputIterations,
519
+ bool stopOnFirstInfeasible = true,
520
+ bool alwaysFinish = false,
521
+ int startFinishOptions = 0);
522
+ /// Fathom - 1 if solution
523
+ int fathom(void * stuff);
524
+ /** Do up to N deep - returns
525
+ -1 - no solution nNodes_ valid nodes
526
+ >= if solution and that node gives solution
527
+ ClpNode array is 2**N long. Values for N and
528
+ array are in stuff (nNodes_ also in stuff) */
529
+ int fathomMany(void * stuff);
530
+ /// Double checks OK
531
+ double doubleCheck();
532
+ /// Starts Fast dual2
533
+ int startFastDual2(ClpNodeStuff * stuff);
534
+ /// Like Fast dual
535
+ int fastDual2(ClpNodeStuff * stuff);
536
+ /// Stops Fast dual2
537
+ void stopFastDual2(ClpNodeStuff * stuff);
538
+ /** Deals with crunch aspects
539
+ mode 0 - in
540
+ 1 - out with solution
541
+ 2 - out without solution
542
+ returns small model or NULL
543
+ */
544
+ ClpSimplex * fastCrunch(ClpNodeStuff * stuff, int mode);
545
+ //@}
546
+
547
+ /**@name Needed for functionality of OsiSimplexInterface */
548
+ //@{
549
+ /** Pivot in a variable and out a variable. Returns 0 if okay,
550
+ 1 if inaccuracy forced re-factorization, -1 if would be singular.
551
+ Also updates primal/dual infeasibilities.
552
+ Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out.
553
+ */
554
+ int pivot();
555
+
556
+ /** Pivot in a variable and choose an outgoing one. Assumes primal
557
+ feasible - will not go through a bound. Returns step length in theta
558
+ Returns ray in ray_ (or NULL if no pivot)
559
+ Return codes as before but -1 means no acceptable pivot
560
+ */
561
+ int primalPivotResult();
562
+
563
+ /** Pivot out a variable and choose an incoing one. Assumes dual
564
+ feasible - will not go through a reduced cost.
565
+ Returns step length in theta
566
+ Return codes as before but -1 means no acceptable pivot
567
+ */
568
+ int dualPivotResultPart1();
569
+ /** Do actual pivot
570
+ state is 0 if need tableau column, 1 if in rowArray_[1]
571
+ */
572
+ int pivotResultPart2(int algorithm,int state);
573
+
574
+ /** Common bits of coding for dual and primal. Return 0 if okay,
575
+ 1 if bad matrix, 2 if very bad factorization
576
+
577
+ startFinishOptions - bits
578
+ 1 - do not delete work areas and factorization at end
579
+ 2 - use old factorization if same number of rows
580
+ 4 - skip as much initialization of work areas as possible
581
+ (based on whatsChanged in clpmodel.hpp) ** work in progress
582
+ maybe other bits later
583
+
584
+ */
585
+ int startup(int ifValuesPass, int startFinishOptions = 0);
586
+ void finish(int startFinishOptions = 0);
587
+
588
+ /** Factorizes and returns true if optimal. Used by user */
589
+ bool statusOfProblem(bool initial = false);
590
+ /// If user left factorization frequency then compute
591
+ void defaultFactorizationFrequency();
592
+ /// Copy across enabled stuff from one solver to another
593
+ void copyEnabledStuff(const ClpSimplex * rhs);
594
+ //@}
595
+
596
+ /**@name most useful gets and sets */
597
+ //@{
598
+ /// If problem is primal feasible
599
+ inline bool primalFeasible() const {
600
+ return (numberPrimalInfeasibilities_ == 0);
601
+ }
602
+ /// If problem is dual feasible
603
+ inline bool dualFeasible() const {
604
+ return (numberDualInfeasibilities_ == 0);
605
+ }
606
+ /// factorization
607
+ inline ClpFactorization * factorization() const {
608
+ return factorization_;
609
+ }
610
+ /// Sparsity on or off
611
+ bool sparseFactorization() const;
612
+ void setSparseFactorization(bool value);
613
+ /// Factorization frequency
614
+ int factorizationFrequency() const;
615
+ void setFactorizationFrequency(int value);
616
+ /// Dual bound
617
+ inline double dualBound() const {
618
+ return dualBound_;
619
+ }
620
+ void setDualBound(double value);
621
+ /// Infeasibility cost
622
+ inline double infeasibilityCost() const {
623
+ return infeasibilityCost_;
624
+ }
625
+ void setInfeasibilityCost(double value);
626
+ /** Amount of print out:
627
+ 0 - none
628
+ 1 - just final
629
+ 2 - just factorizations
630
+ 3 - as 2 plus a bit more
631
+ 4 - verbose
632
+ above that 8,16,32 etc just for selective debug
633
+ */
634
+ /** Perturbation:
635
+ 50 - switch on perturbation
636
+ 100 - auto perturb if takes too long (1.0e-6 largest nonzero)
637
+ 101 - we are perturbed
638
+ 102 - don't try perturbing again
639
+ default is 100
640
+ others are for playing
641
+ */
642
+ inline int perturbation() const {
643
+ return perturbation_;
644
+ }
645
+ void setPerturbation(int value);
646
+ /// Current (or last) algorithm
647
+ inline int algorithm() const {
648
+ return algorithm_;
649
+ }
650
+ /// Set algorithm
651
+ inline void setAlgorithm(int value) {
652
+ algorithm_ = value;
653
+ }
654
+ /// Return true if the objective limit test can be relied upon
655
+ bool isObjectiveLimitTestValid() const ;
656
+ /// Sum of dual infeasibilities
657
+ inline double sumDualInfeasibilities() const {
658
+ return sumDualInfeasibilities_;
659
+ }
660
+ inline void setSumDualInfeasibilities(double value) {
661
+ sumDualInfeasibilities_ = value;
662
+ }
663
+ /// Sum of relaxed dual infeasibilities
664
+ inline double sumOfRelaxedDualInfeasibilities() const {
665
+ return sumOfRelaxedDualInfeasibilities_;
666
+ }
667
+ inline void setSumOfRelaxedDualInfeasibilities(double value) {
668
+ sumOfRelaxedDualInfeasibilities_ = value;
669
+ }
670
+ /// Number of dual infeasibilities
671
+ inline int numberDualInfeasibilities() const {
672
+ return numberDualInfeasibilities_;
673
+ }
674
+ inline void setNumberDualInfeasibilities(int value) {
675
+ numberDualInfeasibilities_ = value;
676
+ }
677
+ /// Number of dual infeasibilities (without free)
678
+ inline int numberDualInfeasibilitiesWithoutFree() const {
679
+ return numberDualInfeasibilitiesWithoutFree_;
680
+ }
681
+ /// Sum of primal infeasibilities
682
+ inline double sumPrimalInfeasibilities() const {
683
+ return sumPrimalInfeasibilities_;
684
+ }
685
+ inline void setSumPrimalInfeasibilities(double value) {
686
+ sumPrimalInfeasibilities_ = value;
687
+ }
688
+ /// Sum of relaxed primal infeasibilities
689
+ inline double sumOfRelaxedPrimalInfeasibilities() const {
690
+ return sumOfRelaxedPrimalInfeasibilities_;
691
+ }
692
+ inline void setSumOfRelaxedPrimalInfeasibilities(double value) {
693
+ sumOfRelaxedPrimalInfeasibilities_ = value;
694
+ }
695
+ /// Number of primal infeasibilities
696
+ inline int numberPrimalInfeasibilities() const {
697
+ return numberPrimalInfeasibilities_;
698
+ }
699
+ inline void setNumberPrimalInfeasibilities(int value) {
700
+ numberPrimalInfeasibilities_ = value;
701
+ }
702
+ /** Save model to file, returns 0 if success. This is designed for
703
+ use outside algorithms so does not save iterating arrays etc.
704
+ It does not save any messaging information.
705
+ Does not save scaling values.
706
+ It does not know about all types of virtual functions.
707
+ */
708
+ int saveModel(const char * fileName);
709
+ /** Restore model from file, returns 0 if success,
710
+ deletes current model */
711
+ int restoreModel(const char * fileName);
712
+
713
+ /** Just check solution (for external use) - sets sum of
714
+ infeasibilities etc.
715
+ If setToBounds 0 then primal column values not changed
716
+ and used to compute primal row activity values. If 1 or 2
717
+ then status used - so all nonbasic variables set to
718
+ indicated bound and if any values changed (or ==2) basic values re-computed.
719
+ */
720
+ void checkSolution(int setToBounds = 0);
721
+ /** Just check solution (for internal use) - sets sum of
722
+ infeasibilities etc. */
723
+ void checkSolutionInternal();
724
+ /// Check unscaled primal solution but allow for rounding error
725
+ void checkUnscaledSolution();
726
+ /// Useful row length arrays (0,1,2,3,4,5)
727
+ inline CoinIndexedVector * rowArray(int index) const {
728
+ return rowArray_[index];
729
+ }
730
+ /// Useful column length arrays (0,1,2,3,4,5)
731
+ inline CoinIndexedVector * columnArray(int index) const {
732
+ return columnArray_[index];
733
+ }
734
+ //@}
735
+
736
+ /******************** End of most useful part **************/
737
+ /**@name Functions less likely to be useful to casual user */
738
+ //@{
739
+ /** Given an existing factorization computes and checks
740
+ primal and dual solutions. Uses input arrays for variables at
741
+ bounds. Returns feasibility states */
742
+ int getSolution ( const double * rowActivities,
743
+ const double * columnActivities);
744
+ /** Given an existing factorization computes and checks
745
+ primal and dual solutions. Uses current problem arrays for
746
+ bounds. Returns feasibility states */
747
+ int getSolution ();
748
+ /** Constructs a non linear cost from list of non-linearities (columns only)
749
+ First lower of each column is taken as real lower
750
+ Last lower is taken as real upper and cost ignored
751
+
752
+ Returns nonzero if bad data e.g. lowers not monotonic
753
+ */
754
+ int createPiecewiseLinearCosts(const int * starts,
755
+ const double * lower, const double * gradient);
756
+ /// dual row pivot choice
757
+ inline ClpDualRowPivot * dualRowPivot() const {
758
+ return dualRowPivot_;
759
+ }
760
+ /// primal column pivot choice
761
+ inline ClpPrimalColumnPivot * primalColumnPivot() const {
762
+ return primalColumnPivot_;
763
+ }
764
+ /// Returns true if model looks OK
765
+ inline bool goodAccuracy() const {
766
+ return (largestPrimalError_ < 1.0e-7 && largestDualError_ < 1.0e-7);
767
+ }
768
+ /** Return model - updates any scalars */
769
+ void returnModel(ClpSimplex & otherModel);
770
+ /** Factorizes using current basis.
771
+ solveType - 1 iterating, 0 initial, -1 external
772
+ If 10 added then in primal values pass
773
+ Return codes are as from ClpFactorization unless initial factorization
774
+ when total number of singularities is returned.
775
+ Special case is numberRows_+1 -> all slack basis.
776
+ */
777
+ int internalFactorize(int solveType);
778
+ /// Save data
779
+ ClpDataSave saveData() ;
780
+ /// Restore data
781
+ void restoreData(ClpDataSave saved);
782
+ /// Clean up status
783
+ void cleanStatus();
784
+ /// Factorizes using current basis. For external use
785
+ int factorize();
786
+ /** Computes duals from scratch. If givenDjs then
787
+ allows for nonzero basic djs */
788
+ void computeDuals(double * givenDjs);
789
+ /// Computes primals from scratch
790
+ void computePrimals ( const double * rowActivities,
791
+ const double * columnActivities);
792
+ /** Adds multiple of a column into an array */
793
+ void add(double * array,
794
+ int column, double multiplier) const;
795
+ /**
796
+ Unpacks one column of the matrix into indexed array
797
+ Uses sequenceIn_
798
+ Also applies scaling if needed
799
+ */
800
+ void unpack(CoinIndexedVector * rowArray) const ;
801
+ /**
802
+ Unpacks one column of the matrix into indexed array
803
+ Slack if sequence>= numberColumns
804
+ Also applies scaling if needed
805
+ */
806
+ void unpack(CoinIndexedVector * rowArray, int sequence) const;
807
+ /**
808
+ Unpacks one column of the matrix into indexed array
809
+ ** as packed vector
810
+ Uses sequenceIn_
811
+ Also applies scaling if needed
812
+ */
813
+ void unpackPacked(CoinIndexedVector * rowArray) ;
814
+ /**
815
+ Unpacks one column of the matrix into indexed array
816
+ ** as packed vector
817
+ Slack if sequence>= numberColumns
818
+ Also applies scaling if needed
819
+ */
820
+ void unpackPacked(CoinIndexedVector * rowArray, int sequence);
821
+ #ifndef CLP_USER_DRIVEN
822
+ protected:
823
+ #endif
824
+ /**
825
+ This does basis housekeeping and does values for in/out variables.
826
+ Can also decide to re-factorize
827
+ */
828
+ int housekeeping(double objectiveChange);
829
+ /** This sets largest infeasibility and most infeasible and sum
830
+ and number of infeasibilities (Primal) */
831
+ void checkPrimalSolution(const double * rowActivities = NULL,
832
+ const double * columnActivies = NULL);
833
+ /** This sets largest infeasibility and most infeasible and sum
834
+ and number of infeasibilities (Dual) */
835
+ void checkDualSolution();
836
+ /** This sets sum and number of infeasibilities (Dual and Primal) */
837
+ void checkBothSolutions();
838
+ /** If input negative scales objective so maximum <= -value
839
+ and returns scale factor used. If positive unscales and also
840
+ redoes dual stuff
841
+ */
842
+ double scaleObjective(double value);
843
+ /// Solve using Dantzig-Wolfe decomposition and maybe in parallel
844
+ int solveDW(CoinStructuredModel * model, ClpSolve & options);
845
+ /// Solve using Benders decomposition and maybe in parallel
846
+ int solveBenders(CoinStructuredModel * model, ClpSolve & options);
847
+ public:
848
+ /** For advanced use. When doing iterative solves things can get
849
+ nasty so on values pass if incoming solution has largest
850
+ infeasibility < incomingInfeasibility throw out variables
851
+ from basis until largest infeasibility < allowedInfeasibility
852
+ or incoming largest infeasibility.
853
+ If allowedInfeasibility>= incomingInfeasibility this is
854
+ always possible altough you may end up with an all slack basis.
855
+
856
+ Defaults are 1.0,10.0
857
+ */
858
+ void setValuesPassAction(double incomingInfeasibility,
859
+ double allowedInfeasibility);
860
+ /** Get a clean factorization - i.e. throw out singularities
861
+ may do more later */
862
+ int cleanFactorization(int ifValuesPass);
863
+ //@}
864
+ /**@name most useful gets and sets */
865
+ //@{
866
+ public:
867
+ /// Initial value for alpha accuracy calculation (-1.0 off)
868
+ inline double alphaAccuracy() const {
869
+ return alphaAccuracy_;
870
+ }
871
+ inline void setAlphaAccuracy(double value) {
872
+ alphaAccuracy_ = value;
873
+ }
874
+ public:
875
+ /// Objective value
876
+ //inline double objectiveValue() const {
877
+ //return (objectiveValue_-bestPossibleImprovement_)*optimizationDirection_ - dblParam_[ClpObjOffset];
878
+ //}
879
+ /// Set disaster handler
880
+ inline void setDisasterHandler(ClpDisasterHandler * handler) {
881
+ disasterArea_ = handler;
882
+ }
883
+ /// Get disaster handler
884
+ inline ClpDisasterHandler * disasterHandler() const {
885
+ return disasterArea_;
886
+ }
887
+ /// Large bound value (for complementarity etc)
888
+ inline double largeValue() const {
889
+ return largeValue_;
890
+ }
891
+ void setLargeValue( double value) ;
892
+ /// Largest error on Ax-b
893
+ inline double largestPrimalError() const {
894
+ return largestPrimalError_;
895
+ }
896
+ /// Largest error on basic duals
897
+ inline double largestDualError() const {
898
+ return largestDualError_;
899
+ }
900
+ /// Largest error on Ax-b
901
+ inline void setLargestPrimalError(double value) {
902
+ largestPrimalError_ = value;
903
+ }
904
+ /// Largest error on basic duals
905
+ inline void setLargestDualError(double value) {
906
+ largestDualError_ = value;
907
+ }
908
+ /// Get zero tolerance
909
+ inline double zeroTolerance() const {
910
+ return zeroTolerance_;/*factorization_->zeroTolerance();*/
911
+ }
912
+ /// Set zero tolerance
913
+ inline void setZeroTolerance( double value) {
914
+ zeroTolerance_ = value;
915
+ }
916
+ /// Basic variables pivoting on which rows
917
+ inline int * pivotVariable() const {
918
+ return pivotVariable_;
919
+ }
920
+ /// If automatic scaling on
921
+ inline bool automaticScaling() const {
922
+ return automaticScale_ != 0;
923
+ }
924
+ inline void setAutomaticScaling(bool onOff) {
925
+ automaticScale_ = onOff ? 1 : 0;
926
+ }
927
+ /// Current dual tolerance
928
+ inline double currentDualTolerance() const {
929
+ return dualTolerance_;
930
+ }
931
+ inline void setCurrentDualTolerance(double value) {
932
+ dualTolerance_ = value;
933
+ }
934
+ /// Current primal tolerance
935
+ inline double currentPrimalTolerance() const {
936
+ return primalTolerance_;
937
+ }
938
+ inline void setCurrentPrimalTolerance(double value) {
939
+ primalTolerance_ = value;
940
+ }
941
+ /// How many iterative refinements to do
942
+ inline int numberRefinements() const {
943
+ return numberRefinements_;
944
+ }
945
+ void setNumberRefinements( int value) ;
946
+ /// Alpha (pivot element) for use by classes e.g. steepestedge
947
+ inline double alpha() const {
948
+ return alpha_;
949
+ }
950
+ inline void setAlpha(double value) {
951
+ alpha_ = value;
952
+ }
953
+ /// Reduced cost of last incoming for use by classes e.g. steepestedge
954
+ inline double dualIn() const {
955
+ return dualIn_;
956
+ }
957
+ /// Set reduced cost of last incoming to force error
958
+ inline void setDualIn(double value) {
959
+ dualIn_ = value;
960
+ }
961
+ /// Pivot Row for use by classes e.g. steepestedge
962
+ inline int pivotRow() const {
963
+ return pivotRow_;
964
+ }
965
+ inline void setPivotRow(int value) {
966
+ pivotRow_ = value;
967
+ }
968
+ /// value of incoming variable (in Dual)
969
+ double valueIncomingDual() const;
970
+ //@}
971
+
972
+ #ifndef CLP_USER_DRIVEN
973
+ protected:
974
+ #endif
975
+ /**@name protected methods */
976
+ //@{
977
+ /** May change basis and then returns number changed.
978
+ Computation of solutions may be overriden by given pi and solution
979
+ */
980
+ int gutsOfSolution ( double * givenDuals,
981
+ const double * givenPrimals,
982
+ bool valuesPass = false);
983
+ /// Does most of deletion (0 = all, 1 = most, 2 most + factorization)
984
+ void gutsOfDelete(int type);
985
+ /// Does most of copying
986
+ void gutsOfCopy(const ClpSimplex & rhs);
987
+ /** puts in format I like (rowLower,rowUpper) also see StandardMatrix
988
+ 1 bit does rows (now and columns), (2 bit does column bounds), 4 bit does objective(s).
989
+ 8 bit does solution scaling in
990
+ 16 bit does rowArray and columnArray indexed vectors
991
+ and makes row copy if wanted, also sets columnStart_ etc
992
+ Also creates scaling arrays if needed. It does scaling if needed.
993
+ 16 also moves solutions etc in to work arrays
994
+ On 16 returns false if problem "bad" i.e. matrix or bounds bad
995
+ If startFinishOptions is -1 then called by user in getSolution
996
+ so do arrays but keep pivotVariable_
997
+ */
998
+ bool createRim(int what, bool makeRowCopy = false, int startFinishOptions = 0);
999
+ /// Does rows and columns
1000
+ void createRim1(bool initial);
1001
+ /// Does objective
1002
+ void createRim4(bool initial);
1003
+ /// Does rows and columns and objective
1004
+ void createRim5(bool initial);
1005
+ /** releases above arrays and does solution scaling out. May also
1006
+ get rid of factorization data -
1007
+ 0 get rid of nothing, 1 get rid of arrays, 2 also factorization
1008
+ */
1009
+ void deleteRim(int getRidOfFactorizationData = 2);
1010
+ /// Sanity check on input rim data (after scaling) - returns true if okay
1011
+ bool sanityCheck();
1012
+ //@}
1013
+ public:
1014
+ /**@name public methods */
1015
+ //@{
1016
+ /** Return row or column sections - not as much needed as it
1017
+ once was. These just map into single arrays */
1018
+ inline double * solutionRegion(int section) const {
1019
+ if (!section) return rowActivityWork_;
1020
+ else return columnActivityWork_;
1021
+ }
1022
+ inline double * djRegion(int section) const {
1023
+ if (!section) return rowReducedCost_;
1024
+ else return reducedCostWork_;
1025
+ }
1026
+ inline double * lowerRegion(int section) const {
1027
+ if (!section) return rowLowerWork_;
1028
+ else return columnLowerWork_;
1029
+ }
1030
+ inline double * upperRegion(int section) const {
1031
+ if (!section) return rowUpperWork_;
1032
+ else return columnUpperWork_;
1033
+ }
1034
+ inline double * costRegion(int section) const {
1035
+ if (!section) return rowObjectiveWork_;
1036
+ else return objectiveWork_;
1037
+ }
1038
+ /// Return region as single array
1039
+ inline double * solutionRegion() const {
1040
+ return solution_;
1041
+ }
1042
+ inline double * djRegion() const {
1043
+ return dj_;
1044
+ }
1045
+ inline double * lowerRegion() const {
1046
+ return lower_;
1047
+ }
1048
+ inline double * upperRegion() const {
1049
+ return upper_;
1050
+ }
1051
+ inline double * costRegion() const {
1052
+ return cost_;
1053
+ }
1054
+ inline Status getStatus(int sequence) const {
1055
+ return static_cast<Status> (status_[sequence] & 7);
1056
+ }
1057
+ inline void setStatus(int sequence, Status newstatus) {
1058
+ unsigned char & st_byte = status_[sequence];
1059
+ st_byte = static_cast<unsigned char>(st_byte & ~7);
1060
+ st_byte = static_cast<unsigned char>(st_byte | newstatus);
1061
+ }
1062
+ /// Start or reset using maximumRows_ and Columns_ - true if change
1063
+ bool startPermanentArrays();
1064
+ /** Normally the first factorization does sparse coding because
1065
+ the factorization could be singular. This allows initial dense
1066
+ factorization when it is known to be safe
1067
+ */
1068
+ void setInitialDenseFactorization(bool onOff);
1069
+ bool initialDenseFactorization() const;
1070
+ /** Return sequence In or Out */
1071
+ inline int sequenceIn() const {
1072
+ return sequenceIn_;
1073
+ }
1074
+ inline int sequenceOut() const {
1075
+ return sequenceOut_;
1076
+ }
1077
+ /** Set sequenceIn or Out */
1078
+ inline void setSequenceIn(int sequence) {
1079
+ sequenceIn_ = sequence;
1080
+ }
1081
+ inline void setSequenceOut(int sequence) {
1082
+ sequenceOut_ = sequence;
1083
+ }
1084
+ /** Return direction In or Out */
1085
+ inline int directionIn() const {
1086
+ return directionIn_;
1087
+ }
1088
+ inline int directionOut() const {
1089
+ return directionOut_;
1090
+ }
1091
+ /** Set directionIn or Out */
1092
+ inline void setDirectionIn(int direction) {
1093
+ directionIn_ = direction;
1094
+ }
1095
+ inline void setDirectionOut(int direction) {
1096
+ directionOut_ = direction;
1097
+ }
1098
+ /// Value of Out variable
1099
+ inline double valueOut() const {
1100
+ return valueOut_;
1101
+ }
1102
+ /// Set value of out variable
1103
+ inline void setValueOut(double value) {
1104
+ valueOut_ = value;
1105
+ }
1106
+ /// Dual value of Out variable
1107
+ inline double dualOut() const {
1108
+ return dualOut_;
1109
+ }
1110
+ /// Set dual value of out variable
1111
+ inline void setDualOut(double value) {
1112
+ dualOut_ = value;
1113
+ }
1114
+ /// Set lower of out variable
1115
+ inline void setLowerOut(double value) {
1116
+ lowerOut_ = value;
1117
+ }
1118
+ /// Set upper of out variable
1119
+ inline void setUpperOut(double value) {
1120
+ upperOut_ = value;
1121
+ }
1122
+ /// Set theta of out variable
1123
+ inline void setTheta(double value) {
1124
+ theta_ = value;
1125
+ }
1126
+ /// Returns 1 if sequence indicates column
1127
+ inline int isColumn(int sequence) const {
1128
+ return sequence < numberColumns_ ? 1 : 0;
1129
+ }
1130
+ /// Returns sequence number within section
1131
+ inline int sequenceWithin(int sequence) const {
1132
+ return sequence < numberColumns_ ? sequence : sequence - numberColumns_;
1133
+ }
1134
+ /// Return row or column values
1135
+ inline double solution(int sequence) {
1136
+ return solution_[sequence];
1137
+ }
1138
+ /// Return address of row or column values
1139
+ inline double & solutionAddress(int sequence) {
1140
+ return solution_[sequence];
1141
+ }
1142
+ inline double reducedCost(int sequence) {
1143
+ return dj_[sequence];
1144
+ }
1145
+ inline double & reducedCostAddress(int sequence) {
1146
+ return dj_[sequence];
1147
+ }
1148
+ inline double lower(int sequence) {
1149
+ return lower_[sequence];
1150
+ }
1151
+ /// Return address of row or column lower bound
1152
+ inline double & lowerAddress(int sequence) {
1153
+ return lower_[sequence];
1154
+ }
1155
+ inline double upper(int sequence) {
1156
+ return upper_[sequence];
1157
+ }
1158
+ /// Return address of row or column upper bound
1159
+ inline double & upperAddress(int sequence) {
1160
+ return upper_[sequence];
1161
+ }
1162
+ inline double cost(int sequence) {
1163
+ return cost_[sequence];
1164
+ }
1165
+ /// Return address of row or column cost
1166
+ inline double & costAddress(int sequence) {
1167
+ return cost_[sequence];
1168
+ }
1169
+ /// Return original lower bound
1170
+ inline double originalLower(int iSequence) const {
1171
+ if (iSequence < numberColumns_) return columnLower_[iSequence];
1172
+ else
1173
+ return rowLower_[iSequence-numberColumns_];
1174
+ }
1175
+ /// Return original lower bound
1176
+ inline double originalUpper(int iSequence) const {
1177
+ if (iSequence < numberColumns_) return columnUpper_[iSequence];
1178
+ else
1179
+ return rowUpper_[iSequence-numberColumns_];
1180
+ }
1181
+ /// Theta (pivot change)
1182
+ inline double theta() const {
1183
+ return theta_;
1184
+ }
1185
+ /** Best possible improvement using djs (primal) or
1186
+ obj change by flipping bounds to make dual feasible (dual) */
1187
+ inline double bestPossibleImprovement() const {
1188
+ return bestPossibleImprovement_;
1189
+ }
1190
+ /// Return pointer to details of costs
1191
+ inline ClpNonLinearCost * nonLinearCost() const {
1192
+ return nonLinearCost_;
1193
+ }
1194
+ /** Return more special options
1195
+ 1 bit - if presolve says infeasible in ClpSolve return
1196
+ 2 bit - if presolved problem infeasible return
1197
+ 4 bit - keep arrays like upper_ around
1198
+ 8 bit - if factorization kept can still declare optimal at once
1199
+ 16 bit - if checking replaceColumn accuracy before updating
1200
+ 32 bit - say optimal if primal feasible!
1201
+ 64 bit - give up easily in dual (and say infeasible)
1202
+ 128 bit - no objective, 0-1 and in B&B
1203
+ 256 bit - in primal from dual or vice versa
1204
+ 512 bit - alternative use of solveType_
1205
+ 1024 bit - don't do row copy of factorization
1206
+ 2048 bit - perturb in complete fathoming
1207
+ 4096 bit - try more for complete fathoming
1208
+ 8192 bit - don't even think of using primal if user asks for dual (and vv)
1209
+ 16384 bit - in initialSolve so be more flexible
1210
+ 32768 bit - don't swap algorithms from dual if small infeasibility
1211
+ 65536 bit - perturb in postsolve cleanup (even if < 10000 rows)
1212
+ 131072 bit (*3) initial stateDualColumn
1213
+ 524288 bit - stop when primal feasible
1214
+ */
1215
+ inline int moreSpecialOptions() const {
1216
+ return moreSpecialOptions_;
1217
+ }
1218
+ /** Set more special options
1219
+ 1 bit - if presolve says infeasible in ClpSolve return
1220
+ 2 bit - if presolved problem infeasible return
1221
+ 4 bit - keep arrays like upper_ around
1222
+ 8 bit - no free or superBasic variables
1223
+ 16 bit - if checking replaceColumn accuracy before updating
1224
+ 32 bit - say optimal if primal feasible!
1225
+ 64 bit - give up easily in dual (and say infeasible)
1226
+ 128 bit - no objective, 0-1 and in B&B
1227
+ 256 bit - in primal from dual or vice versa
1228
+ 512 bit - alternative use of solveType_
1229
+ 1024 bit - don't do row copy of factorization
1230
+ 2048 bit - perturb in complete fathoming
1231
+ 4096 bit - try more for complete fathoming
1232
+ 8192 bit - don't even think of using primal if user asks for dual (and vv)
1233
+ 16384 bit - in initialSolve so be more flexible
1234
+ 32768 bit - don't swap algorithms from dual if small infeasibility
1235
+ 65536 bit - perturb in postsolve cleanup (even if < 10000 rows)
1236
+ 131072 bit (*3) initial stateDualColumn
1237
+ 524288 bit - stop when primal feasible
1238
+ 1048576 bit - don't perturb even if long time
1239
+ 2097152 bit - no primal in fastDual2 if feasible
1240
+ 4194304 bit - tolerances have been changed by code
1241
+ 8388608 bit - tolerances are dynamic (at first)
1242
+ */
1243
+ inline void setMoreSpecialOptions(int value) {
1244
+ moreSpecialOptions_ = value;
1245
+ }
1246
+ //@}
1247
+ /**@name status methods */
1248
+ //@{
1249
+ inline void setFakeBound(int sequence, FakeBound fakeBound) {
1250
+ unsigned char & st_byte = status_[sequence];
1251
+ st_byte = static_cast<unsigned char>(st_byte & ~24);
1252
+ st_byte = static_cast<unsigned char>(st_byte | (fakeBound << 3));
1253
+ }
1254
+ inline FakeBound getFakeBound(int sequence) const {
1255
+ return static_cast<FakeBound> ((status_[sequence] >> 3) & 3);
1256
+ }
1257
+ inline void setRowStatus(int sequence, Status newstatus) {
1258
+ unsigned char & st_byte = status_[sequence+numberColumns_];
1259
+ st_byte = static_cast<unsigned char>(st_byte & ~7);
1260
+ st_byte = static_cast<unsigned char>(st_byte | newstatus);
1261
+ }
1262
+ inline Status getRowStatus(int sequence) const {
1263
+ return static_cast<Status> (status_[sequence+numberColumns_] & 7);
1264
+ }
1265
+ inline void setColumnStatus(int sequence, Status newstatus) {
1266
+ unsigned char & st_byte = status_[sequence];
1267
+ st_byte = static_cast<unsigned char>(st_byte & ~7);
1268
+ st_byte = static_cast<unsigned char>(st_byte | newstatus);
1269
+ }
1270
+ inline Status getColumnStatus(int sequence) const {
1271
+ return static_cast<Status> (status_[sequence] & 7);
1272
+ }
1273
+ inline void setPivoted( int sequence) {
1274
+ status_[sequence] = static_cast<unsigned char>(status_[sequence] | 32);
1275
+ }
1276
+ inline void clearPivoted( int sequence) {
1277
+ status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~32);
1278
+ }
1279
+ inline bool pivoted(int sequence) const {
1280
+ return (((status_[sequence] >> 5) & 1) != 0);
1281
+ }
1282
+ /// To flag a variable (not inline to allow for column generation)
1283
+ void setFlagged( int sequence);
1284
+ inline void clearFlagged( int sequence) {
1285
+ status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~64);
1286
+ }
1287
+ inline bool flagged(int sequence) const {
1288
+ return ((status_[sequence] & 64) != 0);
1289
+ }
1290
+ /// To say row active in primal pivot row choice
1291
+ inline void setActive( int iRow) {
1292
+ status_[iRow] = static_cast<unsigned char>(status_[iRow] | 128);
1293
+ }
1294
+ inline void clearActive( int iRow) {
1295
+ status_[iRow] = static_cast<unsigned char>(status_[iRow] & ~128);
1296
+ }
1297
+ inline bool active(int iRow) const {
1298
+ return ((status_[iRow] & 128) != 0);
1299
+ }
1300
+ /// To say perturbed
1301
+ inline void setPerturbed( int iSequence) {
1302
+ status_[iSequence] = static_cast<unsigned char>(status_[iSequence] | 128);
1303
+ }
1304
+ inline void clearPerturbed( int iSequence) {
1305
+ status_[iSequence] = static_cast<unsigned char>(status_[iSequence] & ~128);
1306
+ }
1307
+ inline bool perturbed(int iSequence) const {
1308
+ return ((status_[iSequence] & 128) != 0);
1309
+ }
1310
+ /** Set up status array (can be used by OsiClp).
1311
+ Also can be used to set up all slack basis */
1312
+ void createStatus() ;
1313
+ /** Sets up all slack basis and resets solution to
1314
+ as it was after initial load or readMps */
1315
+ void allSlackBasis(bool resetSolution = false);
1316
+
1317
+ /// So we know when to be cautious
1318
+ inline int lastBadIteration() const {
1319
+ return lastBadIteration_;
1320
+ }
1321
+ /// Set so we know when to be cautious
1322
+ inline void setLastBadIteration(int value) {
1323
+ lastBadIteration_=value;
1324
+ }
1325
+ /// Progress flag - at present 0 bit says artificials out
1326
+ inline int progressFlag() const {
1327
+ return (progressFlag_ & 3);
1328
+ }
1329
+ /// For dealing with all issues of cycling etc
1330
+ inline ClpSimplexProgress * progress()
1331
+ { return &progress_;}
1332
+ /// Force re-factorization early value
1333
+ inline int forceFactorization() const {
1334
+ return forceFactorization_ ;
1335
+ }
1336
+ /// Force re-factorization early
1337
+ inline void forceFactorization(int value) {
1338
+ forceFactorization_ = value;
1339
+ }
1340
+ /// Raw objective value (so always minimize in primal)
1341
+ inline double rawObjectiveValue() const {
1342
+ return objectiveValue_;
1343
+ }
1344
+ /// Compute objective value from solution and put in objectiveValue_
1345
+ void computeObjectiveValue(bool useWorkingSolution = false);
1346
+ /// Compute minimization objective value from internal solution without perturbation
1347
+ double computeInternalObjectiveValue();
1348
+ /** Infeasibility/unbounded ray (NULL returned if none/wrong)
1349
+ Up to user to use delete [] on these arrays. */
1350
+ double * infeasibilityRay(bool fullRay=false) const;
1351
+ /** Number of extra rows. These are ones which will be dynamically created
1352
+ each iteration. This is for GUB but may have other uses.
1353
+ */
1354
+ inline int numberExtraRows() const {
1355
+ return numberExtraRows_;
1356
+ }
1357
+ /** Maximum number of basic variables - can be more than number of rows if GUB
1358
+ */
1359
+ inline int maximumBasic() const {
1360
+ return maximumBasic_;
1361
+ }
1362
+ /// Iteration when we entered dual or primal
1363
+ inline int baseIteration() const {
1364
+ return baseIteration_;
1365
+ }
1366
+ /// Create C++ lines to get to current state
1367
+ void generateCpp( FILE * fp, bool defaultFactor = false);
1368
+ /// Gets clean and emptyish factorization
1369
+ ClpFactorization * getEmptyFactorization();
1370
+ /// May delete or may make clean and emptyish factorization
1371
+ void setEmptyFactorization();
1372
+ /// Move status and solution across
1373
+ void moveInfo(const ClpSimplex & rhs, bool justStatus = false);
1374
+ //@}
1375
+
1376
+ ///@name Basis handling
1377
+ // These are only to be used using startFinishOptions (ClpSimplexDual, ClpSimplexPrimal)
1378
+ // *** At present only without scaling
1379
+ // *** Slacks havve -1.0 element (so == row activity) - take care
1380
+ ///Get a row of the tableau (slack part in slack if not NULL)
1381
+ void getBInvARow(int row, double* z, double * slack = NULL);
1382
+
1383
+ ///Get a row of the basis inverse
1384
+ void getBInvRow(int row, double* z);
1385
+
1386
+ ///Get a column of the tableau
1387
+ void getBInvACol(int col, double* vec);
1388
+
1389
+ ///Get a column of the basis inverse
1390
+ void getBInvCol(int col, double* vec);
1391
+
1392
+ /** Get basic indices (order of indices corresponds to the
1393
+ order of elements in a vector retured by getBInvACol() and
1394
+ getBInvCol()).
1395
+ */
1396
+ void getBasics(int* index);
1397
+
1398
+ //@}
1399
+ //-------------------------------------------------------------------------
1400
+ /**@name Changing bounds on variables and constraints */
1401
+ //@{
1402
+ /** Set an objective function coefficient */
1403
+ void setObjectiveCoefficient( int elementIndex, double elementValue );
1404
+ /** Set an objective function coefficient */
1405
+ inline void setObjCoeff( int elementIndex, double elementValue ) {
1406
+ setObjectiveCoefficient( elementIndex, elementValue);
1407
+ }
1408
+
1409
+ /** Set a single column lower bound<br>
1410
+ Use -DBL_MAX for -infinity. */
1411
+ void setColumnLower( int elementIndex, double elementValue );
1412
+
1413
+ /** Set a single column upper bound<br>
1414
+ Use DBL_MAX for infinity. */
1415
+ void setColumnUpper( int elementIndex, double elementValue );
1416
+
1417
+ /** Set a single column lower and upper bound */
1418
+ void setColumnBounds( int elementIndex,
1419
+ double lower, double upper );
1420
+
1421
+ /** Set the bounds on a number of columns simultaneously<br>
1422
+ The default implementation just invokes setColLower() and
1423
+ setColUpper() over and over again.
1424
+ @param indexFirst,indexLast pointers to the beginning and after the
1425
+ end of the array of the indices of the variables whose
1426
+ <em>either</em> bound changes
1427
+ @param boundList the new lower/upper bound pairs for the variables
1428
+ */
1429
+ void setColumnSetBounds(const int* indexFirst,
1430
+ const int* indexLast,
1431
+ const double* boundList);
1432
+
1433
+ /** Set a single column lower bound<br>
1434
+ Use -DBL_MAX for -infinity. */
1435
+ inline void setColLower( int elementIndex, double elementValue ) {
1436
+ setColumnLower(elementIndex, elementValue);
1437
+ }
1438
+ /** Set a single column upper bound<br>
1439
+ Use DBL_MAX for infinity. */
1440
+ inline void setColUpper( int elementIndex, double elementValue ) {
1441
+ setColumnUpper(elementIndex, elementValue);
1442
+ }
1443
+
1444
+ /** Set a single column lower and upper bound */
1445
+ inline void setColBounds( int elementIndex,
1446
+ double newlower, double newupper ) {
1447
+ setColumnBounds(elementIndex, newlower, newupper);
1448
+ }
1449
+
1450
+ /** Set the bounds on a number of columns simultaneously<br>
1451
+ @param indexFirst,indexLast pointers to the beginning and after the
1452
+ end of the array of the indices of the variables whose
1453
+ <em>either</em> bound changes
1454
+ @param boundList the new lower/upper bound pairs for the variables
1455
+ */
1456
+ inline void setColSetBounds(const int* indexFirst,
1457
+ const int* indexLast,
1458
+ const double* boundList) {
1459
+ setColumnSetBounds(indexFirst, indexLast, boundList);
1460
+ }
1461
+
1462
+ /** Set a single row lower bound<br>
1463
+ Use -DBL_MAX for -infinity. */
1464
+ void setRowLower( int elementIndex, double elementValue );
1465
+
1466
+ /** Set a single row upper bound<br>
1467
+ Use DBL_MAX for infinity. */
1468
+ void setRowUpper( int elementIndex, double elementValue ) ;
1469
+
1470
+ /** Set a single row lower and upper bound */
1471
+ void setRowBounds( int elementIndex,
1472
+ double lower, double upper ) ;
1473
+
1474
+ /** Set the bounds on a number of rows simultaneously<br>
1475
+ @param indexFirst,indexLast pointers to the beginning and after the
1476
+ end of the array of the indices of the constraints whose
1477
+ <em>either</em> bound changes
1478
+ @param boundList the new lower/upper bound pairs for the constraints
1479
+ */
1480
+ void setRowSetBounds(const int* indexFirst,
1481
+ const int* indexLast,
1482
+ const double* boundList);
1483
+ /// Resizes rim part of model
1484
+ void resize (int newNumberRows, int newNumberColumns);
1485
+
1486
+ //@}
1487
+
1488
+ ////////////////// data //////////////////
1489
+ protected:
1490
+
1491
+ /**@name data. Many arrays have a row part and a column part.
1492
+ There is a single array with both - columns then rows and
1493
+ then normally two arrays pointing to rows and columns. The
1494
+ single array is the owner of memory
1495
+ */
1496
+ //@{
1497
+ /** Best possible improvement using djs (primal) or
1498
+ obj change by flipping bounds to make dual feasible (dual) */
1499
+ double bestPossibleImprovement_;
1500
+ /// Zero tolerance
1501
+ double zeroTolerance_;
1502
+ /// Sequence of worst (-1 if feasible)
1503
+ int columnPrimalSequence_;
1504
+ /// Sequence of worst (-1 if feasible)
1505
+ int rowPrimalSequence_;
1506
+ /// "Best" objective value
1507
+ double bestObjectiveValue_;
1508
+ /// More special options - see set for details
1509
+ int moreSpecialOptions_;
1510
+ /// Iteration when we entered dual or primal
1511
+ int baseIteration_;
1512
+ /// Primal tolerance needed to make dual feasible (<largeTolerance)
1513
+ double primalToleranceToGetOptimal_;
1514
+ /// Large bound value (for complementarity etc)
1515
+ double largeValue_;
1516
+ /// Largest error on Ax-b
1517
+ double largestPrimalError_;
1518
+ /// Largest error on basic duals
1519
+ double largestDualError_;
1520
+ /// For computing whether to re-factorize
1521
+ double alphaAccuracy_;
1522
+ /// Dual bound
1523
+ double dualBound_;
1524
+ /// Alpha (pivot element)
1525
+ double alpha_;
1526
+ /// Theta (pivot change)
1527
+ double theta_;
1528
+ /// Lower Bound on In variable
1529
+ double lowerIn_;
1530
+ /// Value of In variable
1531
+ double valueIn_;
1532
+ /// Upper Bound on In variable
1533
+ double upperIn_;
1534
+ /// Reduced cost of In variable
1535
+ double dualIn_;
1536
+ /// Lower Bound on Out variable
1537
+ double lowerOut_;
1538
+ /// Value of Out variable
1539
+ double valueOut_;
1540
+ /// Upper Bound on Out variable
1541
+ double upperOut_;
1542
+ /// Infeasibility (dual) or ? (primal) of Out variable
1543
+ double dualOut_;
1544
+ /// Current dual tolerance for algorithm
1545
+ double dualTolerance_;
1546
+ /// Current primal tolerance for algorithm
1547
+ double primalTolerance_;
1548
+ /// Sum of dual infeasibilities
1549
+ double sumDualInfeasibilities_;
1550
+ /// Sum of primal infeasibilities
1551
+ double sumPrimalInfeasibilities_;
1552
+ /// Weight assigned to being infeasible in primal
1553
+ double infeasibilityCost_;
1554
+ /// Sum of Dual infeasibilities using tolerance based on error in duals
1555
+ double sumOfRelaxedDualInfeasibilities_;
1556
+ /// Sum of Primal infeasibilities using tolerance based on error in primals
1557
+ double sumOfRelaxedPrimalInfeasibilities_;
1558
+ /// Acceptable pivot value just after factorization
1559
+ double acceptablePivot_;
1560
+ /// Minimum primal tolerance
1561
+ double minimumPrimalTolerance_;
1562
+ /// Last few infeasibilities
1563
+ #define CLP_INFEAS_SAVE 5
1564
+ double averageInfeasibility_[CLP_INFEAS_SAVE];
1565
+ /// Working copy of lower bounds (Owner of arrays below)
1566
+ double * lower_;
1567
+ /// Row lower bounds - working copy
1568
+ double * rowLowerWork_;
1569
+ /// Column lower bounds - working copy
1570
+ double * columnLowerWork_;
1571
+ /// Working copy of upper bounds (Owner of arrays below)
1572
+ double * upper_;
1573
+ /// Row upper bounds - working copy
1574
+ double * rowUpperWork_;
1575
+ /// Column upper bounds - working copy
1576
+ double * columnUpperWork_;
1577
+ /// Working copy of objective (Owner of arrays below)
1578
+ double * cost_;
1579
+ /// Row objective - working copy
1580
+ double * rowObjectiveWork_;
1581
+ /// Column objective - working copy
1582
+ double * objectiveWork_;
1583
+ /// Useful row length arrays
1584
+ CoinIndexedVector * rowArray_[6];
1585
+ /// Useful column length arrays
1586
+ CoinIndexedVector * columnArray_[6];
1587
+ /// Sequence of In variable
1588
+ int sequenceIn_;
1589
+ /// Direction of In, 1 going up, -1 going down, 0 not a clude
1590
+ int directionIn_;
1591
+ /// Sequence of Out variable
1592
+ int sequenceOut_;
1593
+ /// Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic
1594
+ int directionOut_;
1595
+ /// Pivot Row
1596
+ int pivotRow_;
1597
+ /// Last good iteration (immediately after a re-factorization)
1598
+ int lastGoodIteration_;
1599
+ /// Working copy of reduced costs (Owner of arrays below)
1600
+ double * dj_;
1601
+ /// Reduced costs of slacks not same as duals (or - duals)
1602
+ double * rowReducedCost_;
1603
+ /// Possible scaled reduced costs
1604
+ double * reducedCostWork_;
1605
+ /// Working copy of primal solution (Owner of arrays below)
1606
+ double * solution_;
1607
+ /// Row activities - working copy
1608
+ double * rowActivityWork_;
1609
+ /// Column activities - working copy
1610
+ double * columnActivityWork_;
1611
+ /// Number of dual infeasibilities
1612
+ int numberDualInfeasibilities_;
1613
+ /// Number of dual infeasibilities (without free)
1614
+ int numberDualInfeasibilitiesWithoutFree_;
1615
+ /// Number of primal infeasibilities
1616
+ int numberPrimalInfeasibilities_;
1617
+ /// How many iterative refinements to do
1618
+ int numberRefinements_;
1619
+ /// dual row pivot choice
1620
+ ClpDualRowPivot * dualRowPivot_;
1621
+ /// primal column pivot choice
1622
+ ClpPrimalColumnPivot * primalColumnPivot_;
1623
+ /// Basic variables pivoting on which rows
1624
+ int * pivotVariable_;
1625
+ /// factorization
1626
+ ClpFactorization * factorization_;
1627
+ /// Saved version of solution
1628
+ double * savedSolution_;
1629
+ /// Number of times code has tentatively thought optimal
1630
+ int numberTimesOptimal_;
1631
+ /// Disaster handler
1632
+ ClpDisasterHandler * disasterArea_;
1633
+ /// If change has been made (first attempt at stopping looping)
1634
+ int changeMade_;
1635
+ /// Algorithm >0 == Primal, <0 == Dual
1636
+ int algorithm_;
1637
+ /** Now for some reliability aids
1638
+ This forces re-factorization early */
1639
+ int forceFactorization_;
1640
+ /** Perturbation:
1641
+ -50 to +50 - perturb by this power of ten (-6 sounds good)
1642
+ 100 - auto perturb if takes too long (1.0e-6 largest nonzero)
1643
+ 101 - we are perturbed
1644
+ 102 - don't try perturbing again
1645
+ default is 100
1646
+ */
1647
+ int perturbation_;
1648
+ /// Saved status regions
1649
+ unsigned char * saveStatus_;
1650
+ /** Very wasteful way of dealing with infeasibilities in primal.
1651
+ However it will allow non-linearities and use of dual
1652
+ analysis. If it doesn't work it can easily be replaced.
1653
+ */
1654
+ ClpNonLinearCost * nonLinearCost_;
1655
+ /// So we know when to be cautious
1656
+ int lastBadIteration_;
1657
+ /// So we know when to open up again
1658
+ int lastFlaggedIteration_;
1659
+ /// Can be used for count of fake bounds (dual) or fake costs (primal)
1660
+ int numberFake_;
1661
+ /// Can be used for count of changed costs (dual) or changed bounds (primal)
1662
+ int numberChanged_;
1663
+ /// Progress flag - at present 0 bit says artificials out, 1 free in
1664
+ int progressFlag_;
1665
+ /// First free/super-basic variable (-1 if none)
1666
+ int firstFree_;
1667
+ /** Number of extra rows. These are ones which will be dynamically created
1668
+ each iteration. This is for GUB but may have other uses.
1669
+ */
1670
+ int numberExtraRows_;
1671
+ /** Maximum number of basic variables - can be more than number of rows if GUB
1672
+ */
1673
+ int maximumBasic_;
1674
+ /// If may skip final factorize then allow up to this pivots (default 20)
1675
+ int dontFactorizePivots_;
1676
+ /** For advanced use. When doing iterative solves things can get
1677
+ nasty so on values pass if incoming solution has largest
1678
+ infeasibility < incomingInfeasibility throw out variables
1679
+ from basis until largest infeasibility < allowedInfeasibility.
1680
+ if allowedInfeasibility>= incomingInfeasibility this is
1681
+ always possible altough you may end up with an all slack basis.
1682
+
1683
+ Defaults are 1.0,10.0
1684
+ */
1685
+ double incomingInfeasibility_;
1686
+ double allowedInfeasibility_;
1687
+ /// Automatic scaling of objective and rhs and bounds
1688
+ int automaticScale_;
1689
+ /// Maximum perturbation array size (take out when code rewritten)
1690
+ int maximumPerturbationSize_;
1691
+ /// Perturbation array (maximumPerturbationSize_)
1692
+ double * perturbationArray_;
1693
+ /// A copy of model with certain state - normally without cuts
1694
+ ClpSimplex * baseModel_;
1695
+ /// For dealing with all issues of cycling etc
1696
+ ClpSimplexProgress progress_;
1697
+ #ifdef ABC_INHERIT
1698
+ AbcSimplex * abcSimplex_;
1699
+ #define CLP_ABC_WANTED 1
1700
+ #define CLP_ABC_WANTED_PARALLEL 2
1701
+ #define CLP_ABC_FULL_DONE 8
1702
+ // bits 256,512,1024 for crash
1703
+ #endif
1704
+ #define CLP_ABC_BEEN_FEASIBLE 65536
1705
+ int abcState_;
1706
+ /// Number of degenerate pivots since last perturbed
1707
+ int numberDegeneratePivots_;
1708
+ public:
1709
+ /// Spare int array for passing information [0]!=0 switches on
1710
+ mutable int spareIntArray_[4];
1711
+ /// Spare double array for passing information [0]!=0 switches on
1712
+ mutable double spareDoubleArray_[4];
1713
+ protected:
1714
+ /// Allow OsiClp certain perks
1715
+ friend class OsiClpSolverInterface;
1716
+ /// And OsiCLP
1717
+ friend class OsiCLPSolverInterface;
1718
+ //@}
1719
+ };
1720
+ //#############################################################################
1721
+ /** A function that tests the methods in the ClpSimplex class. The
1722
+ only reason for it not to be a member method is that this way it doesn't
1723
+ have to be compiled into the library. And that's a gain, because the
1724
+ library should be compiled with optimization on, but this method should be
1725
+ compiled with debugging.
1726
+
1727
+ It also does some testing of ClpFactorization class
1728
+ */
1729
+ void
1730
+ ClpSimplexUnitTest(const std::string & mpsDir);
1731
+
1732
+ // For Devex stuff
1733
+ #define DEVEX_TRY_NORM 1.0e-4
1734
+ #define DEVEX_ADD_ONE 1.0
1735
+ #if defined(ABC_INHERIT) || defined(CBC_THREAD) || defined(THREADS_IN_ANALYZE)
1736
+ // Use pthreads
1737
+ #include <pthread.h>
1738
+ typedef struct {
1739
+ double result;
1740
+ //const CoinIndexedVector * constVector; // can get rid of
1741
+ //CoinIndexedVector * vectors[2]; // can get rid of
1742
+ void * extraInfo;
1743
+ void * extraInfo2;
1744
+ int status;
1745
+ int stuff[4];
1746
+ } CoinThreadInfo;
1747
+ class CoinPthreadStuff {
1748
+ public:
1749
+ /**@name Constructors and destructor and copy */
1750
+ //@{
1751
+ /** Main constructor
1752
+ */
1753
+ CoinPthreadStuff (int numberThreads=0,
1754
+ void * parallelManager(void * stuff)=NULL);
1755
+ /// Assignment operator. This copies the data
1756
+ CoinPthreadStuff & operator=(const CoinPthreadStuff & rhs);
1757
+ /// Destructor
1758
+ ~CoinPthreadStuff ( );
1759
+ /// set stop start
1760
+ inline void setStopStart(int value)
1761
+ { stopStart_=value;}
1762
+ #ifndef NUMBER_THREADS
1763
+ #define NUMBER_THREADS 8
1764
+ #endif
1765
+ // For waking up thread
1766
+ inline pthread_mutex_t * mutexPointer(int which,int thread=0)
1767
+ { return mutex_+which+3*thread;}
1768
+ #ifdef PTHREAD_BARRIER_SERIAL_THREAD
1769
+ inline pthread_barrier_t * barrierPointer()
1770
+ { return &barrier_;}
1771
+ #endif
1772
+ inline int whichLocked(int thread=0) const
1773
+ { return locked_[thread];}
1774
+ inline CoinThreadInfo * threadInfoPointer(int thread=0)
1775
+ { return threadInfo_+thread;}
1776
+ void startParallelTask(int type,int iThread,void * info=NULL);
1777
+ int waitParallelTask(int type, int & iThread,bool allowIdle);
1778
+ void waitAllTasks();
1779
+ /// so thread can find out which one it is
1780
+ int whichThread() const;
1781
+ void sayIdle(int iThread);
1782
+ //void startThreads(int numberThreads);
1783
+ //void stopThreads();
1784
+ // For waking up thread
1785
+ pthread_mutex_t mutex_[3*(NUMBER_THREADS+1)];
1786
+ #ifdef PTHREAD_BARRIER_SERIAL_THREAD
1787
+ pthread_barrier_t barrier_;
1788
+ #endif
1789
+ CoinThreadInfo threadInfo_[NUMBER_THREADS+1];
1790
+ pthread_t abcThread_[NUMBER_THREADS+1];
1791
+ int locked_[NUMBER_THREADS+1];
1792
+ int stopStart_;
1793
+ int numberThreads_;
1794
+ };
1795
+ void * clp_parallelManager(void * stuff);
1796
+ #endif
1797
+ #endif