ruby-cbc 0.1.9

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

@@ -0,0 +1,244 @@
+/* $Id: ClpSimplexPrimal.hpp 1665 2011-01-04 17:55:54Z lou $ */
+// Copyright (C) 2002, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+/*
+   Authors
+
+   John Forrest
+
+ */
+#ifndef ClpSimplexPrimal_H
+#define ClpSimplexPrimal_H
+
+#include "ClpSimplex.hpp"
+
+/** This solves LPs using the primal simplex method
+
+    It inherits from ClpSimplex.  It has no data of its own and
+    is never created - only cast from a ClpSimplex object at algorithm time.
+
+*/
+
+class ClpSimplexPrimal : public ClpSimplex {
+
+public:
+
+     /**@name Description of algorithm */
+     //@{
+     /** Primal algorithm
+
+         Method
+
+        It tries to be a single phase approach with a weight of 1.0 being
+        given to getting optimal and a weight of infeasibilityCost_ being
+        given to getting primal feasible.  In this version I have tried to
+        be clever in a stupid way.  The idea of fake bounds in dual
+        seems to work so the primal analogue would be that of getting
+        bounds on reduced costs (by a presolve approach) and using
+        these for being above or below feasible region.  I decided to waste
+        memory and keep these explicitly.  This allows for non-linear
+        costs!  I have not tested non-linear costs but will be glad
+        to do something if a reasonable example is provided.
+
+        The code is designed to take advantage of sparsity so arrays are
+        seldom zeroed out from scratch or gone over in their entirety.
+        The only exception is a full scan to find incoming variable for
+        Dantzig row choice.  For steepest edge we keep an updated list
+        of dual infeasibilities (actually squares).
+        On easy problems we don't need full scan - just
+        pick first reasonable.  This method has not been coded.
+
+        One problem is how to tackle degeneracy and accuracy.  At present
+        I am using the modification of costs which I put in OSL and which was
+        extended by Gill et al.  I am still not sure whether we will also
+        need explicit perturbation.
+
+        The flow of primal is three while loops as follows:
+
+        while (not finished) {
+
+          while (not clean solution) {
+
+             Factorize and/or clean up solution by changing bounds so
+         primal feasible.  If looks finished check fake primal bounds.
+         Repeat until status is iterating (-1) or finished (0,1,2)
+
+          }
+
+          while (status==-1) {
+
+            Iterate until no pivot in or out or time to re-factorize.
+
+            Flow is:
+
+            choose pivot column (incoming variable).  if none then
+        we are primal feasible so looks as if done but we need to
+        break and check bounds etc.
+
+        Get pivot column in tableau
+
+            Choose outgoing row.  If we don't find one then we look
+        primal unbounded so break and check bounds etc.  (Also the
+        pivot tolerance is larger after any iterations so that may be
+        reason)
+
+            If we do find outgoing row, we may have to adjust costs to
+        keep going forwards (anti-degeneracy).  Check pivot will be stable
+        and if unstable throw away iteration and break to re-factorize.
+        If minor error re-factorize after iteration.
+
+        Update everything (this may involve changing bounds on
+        variables to stay primal feasible.
+
+          }
+
+        }
+
+        TODO's (or maybe not)
+
+        At present we never check we are going forwards.  I overdid that in
+        OSL so will try and make a last resort.
+
+        Needs partial scan pivot in option.
+
+        May need other anti-degeneracy measures, especially if we try and use
+        loose tolerances as a way to solve in fewer iterations.
+
+        I like idea of dynamic scaling.  This gives opportunity to decouple
+        different implications of scaling for accuracy, iteration count and
+        feasibility tolerance.
+
+        for use of exotic parameter startFinishoptions see Clpsimplex.hpp
+     */
+
+     int primal(int ifValuesPass = 0, int startFinishOptions = 0);
+     //@}
+
+     /**@name For advanced users */
+     //@{
+     /// Do not change infeasibility cost and always say optimal
+     void alwaysOptimal(bool onOff);
+     bool alwaysOptimal() const;
+     /** Normally outgoing variables can go out to slightly negative
+         values (but within tolerance) - this is to help stability and
+         and degeneracy.  This can be switched off
+     */
+     void exactOutgoing(bool onOff);
+     bool exactOutgoing() const;
+     //@}
+
+     /**@name Functions used in primal */
+     //@{
+     /** This has the flow between re-factorizations
+
+         Returns a code to say where decision to exit was made
+         Problem status set to:
+
+         -2 re-factorize
+         -4 Looks optimal/infeasible
+         -5 Looks unbounded
+         +3 max iterations
+
+         valuesOption has original value of valuesPass
+      */
+     int whileIterating(int valuesOption);
+
+     /** Do last half of an iteration.  This is split out so people can
+         force incoming variable.  If solveType_ is 2 then this may
+         re-factorize while normally it would exit to re-factorize.
+         Return codes
+         Reasons to come out (normal mode/user mode):
+         -1 normal
+         -2 factorize now - good iteration/ NA
+         -3 slight inaccuracy - refactorize - iteration done/ same but factor done
+         -4 inaccuracy - refactorize - no iteration/ NA
+         -5 something flagged - go round again/ pivot not possible
+         +2 looks unbounded
+         +3 max iterations (iteration done)
+
+         With solveType_ ==2 this should
+         Pivot in a variable and choose an outgoing one.  Assumes primal
+         feasible - will not go through a bound.  Returns step length in theta
+         Returns ray in ray_
+     */
+     int pivotResult(int ifValuesPass = 0);
+
+
+     /** The primals are updated by the given array.
+         Returns number of infeasibilities.
+         After rowArray will have cost changes for use next iteration
+     */
+     int updatePrimalsInPrimal(CoinIndexedVector * rowArray,
+                               double theta,
+                               double & objectiveChange,
+                               int valuesPass);
+     /**
+         Row array has pivot column
+         This chooses pivot row.
+         Rhs array is used for distance to next bound (for speed)
+         For speed, we may need to go to a bucket approach when many
+         variables go through bounds
+         If valuesPass non-zero then compute dj for direction
+     */
+     void primalRow(CoinIndexedVector * rowArray,
+                    CoinIndexedVector * rhsArray,
+                    CoinIndexedVector * spareArray,
+                    int valuesPass);
+     /**
+         Chooses primal pivot column
+         updateArray has cost updates (also use pivotRow_ from last iteration)
+         Would be faster with separate region to scan
+         and will have this (with square of infeasibility) when steepest
+         For easy problems we can just choose one of the first columns we look at
+     */
+     void primalColumn(CoinIndexedVector * updateArray,
+                       CoinIndexedVector * spareRow1,
+                       CoinIndexedVector * spareRow2,
+                       CoinIndexedVector * spareColumn1,
+                       CoinIndexedVector * spareColumn2);
+
+     /** Checks if tentative optimal actually means unbounded in primal
+         Returns -3 if not, 2 if is unbounded */
+     int checkUnbounded(CoinIndexedVector * ray, CoinIndexedVector * spare,
+                        double changeCost);
+     /**  Refactorizes if necessary
+          Checks if finished.  Updates status.
+          lastCleaned refers to iteration at which some objective/feasibility
+          cleaning too place.
+
+          type - 0 initial so set up save arrays etc
+               - 1 normal -if good update save
+           - 2 restoring from saved
+          saveModel is normally NULL but may not be if doing Sprint
+     */
+     void statusOfProblemInPrimal(int & lastCleaned, int type,
+                                  ClpSimplexProgress * progress,
+                                  bool doFactorization,
+                                  int ifValuesPass,
+                                  ClpSimplex * saveModel = NULL);
+     /// Perturbs problem (method depends on perturbation())
+     void perturb(int type);
+     /// Take off effect of perturbation and say whether to try dual
+     bool unPerturb();
+     /// Unflag all variables and return number unflagged
+     int unflag();
+     /** Get next superbasic -1 if none,
+         Normal type is 1
+         If type is 3 then initializes sorted list
+         if 2 uses list.
+     */
+     int nextSuperBasic(int superBasicType, CoinIndexedVector * columnArray);
+
+     /// Create primal ray
+     void primalRay(CoinIndexedVector * rowArray);
+     /// Clears all bits and clears rowArray[1] etc
+     void clearAll();
+
+     /// Sort of lexicographic resolve
+     int lexSolve();
+
+     //@}
+};
+#endif
+

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

@@ -0,0 +1,446 @@
+/* $Id: ClpSolve.hpp 2078 2015-01-05 12:39:49Z forrest $ */
+// Copyright (C) 2003, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+/*
+   Authors
+
+   John Forrest
+
+ */
+#ifndef ClpSolve_H
+#define ClpSolve_H
+
+/**
+    This is a very simple class to guide algorithms.  It is used to tidy up
+    passing parameters to initialSolve and maybe for output from that
+
+*/
+
+class ClpSolve  {
+
+public:
+
+     /** enums for solve function */
+     enum SolveType {
+          useDual = 0,
+          usePrimal,
+          usePrimalorSprint,
+          useBarrier,
+          useBarrierNoCross,
+          automatic,
+	  tryDantzigWolfe,
+	  tryBenders,
+          notImplemented
+     };
+     enum PresolveType {
+          presolveOn = 0,
+          presolveOff,
+          presolveNumber,
+          presolveNumberCost
+     };
+
+     /**@name Constructors and destructor and copy */
+     //@{
+     /// Default constructor
+     ClpSolve (  );
+     /// Constructor when you really know what you are doing
+     ClpSolve ( SolveType method, PresolveType presolveType,
+                int numberPasses, int options[6],
+                int extraInfo[6], int independentOptions[3]);
+     /// Generates code for above constructor
+     void generateCpp(FILE * fp);
+     /// Copy constructor.
+     ClpSolve(const ClpSolve &);
+     /// Assignment operator. This copies the data
+     ClpSolve & operator=(const ClpSolve & rhs);
+     /// Destructor
+     ~ClpSolve (  );
+     //@}
+
+     /**@name Functions most useful to user */
+     //@{
+     /** Special options - bits
+     0      4 - use crash (default allslack in dual, idiot in primal)
+         8 - all slack basis in primal
+     2      16 - switch off interrupt handling
+     3      32 - do not try and make plus minus one matrix
+         64 - do not use sprint even if problem looks good
+      */
+     /** which translation is:
+         which:
+         0 - startup in Dual  (nothing if basis exists).:
+                      0 - no basis
+       	   1 - crash
+       	   2 - use initiative about idiot! but no crash
+         1 - startup in Primal (nothing if basis exists):
+                      0 - use initiative
+       	   1 - use crash
+       	   2 - use idiot and look at further info
+       	   3 - use sprint and look at further info
+       	   4 - use all slack
+       	   5 - use initiative but no idiot
+       	   6 - use initiative but no sprint
+       	   7 - use initiative but no crash
+                      8 - do allslack or idiot
+                      9 - do allslack or sprint
+       	   10 - slp before
+       	   11 - no nothing and primal(0)
+         2 - interrupt handling - 0 yes, 1 no (for threadsafe)
+         3 - whether to make +- 1matrix - 0 yes, 1 no
+         4 - for barrier
+                      0 - dense cholesky
+       	   1 - Wssmp allowing some long columns
+       	   2 - Wssmp not allowing long columns
+       	   3 - Wssmp using KKT
+                      4 - Using Florida ordering
+       	   8 - bit set to do scaling
+       	   16 - set to be aggressive with gamma/delta?
+                      32 - Use KKT
+         5 - for presolve
+                      1 - switch off dual stuff
+         6 - extra switches
+                      
+     */
+     void setSpecialOption(int which, int value, int extraInfo = -1);
+     int getSpecialOption(int which) const;
+
+     /// Solve types
+     void setSolveType(SolveType method, int extraInfo = -1);
+     SolveType getSolveType();
+
+     // Presolve types
+     void setPresolveType(PresolveType amount, int extraInfo = -1);
+     PresolveType getPresolveType();
+     int getPresolvePasses() const;
+     /// Extra info for idiot (or sprint)
+     int getExtraInfo(int which) const;
+     /** Say to return at once if infeasible,
+         default is to solve */
+     void setInfeasibleReturn(bool trueFalse);
+     inline bool infeasibleReturn() const {
+          return independentOptions_[0] != 0;
+     }
+     /// Whether we want to do dual part of presolve
+     inline bool doDual() const {
+          return (independentOptions_[1] & 1) == 0;
+     }
+     inline void setDoDual(bool doDual_) {
+          if (doDual_) independentOptions_[1]  &= ~1;
+          else independentOptions_[1] |= 1;
+     }
+     /// Whether we want to do singleton part of presolve
+     inline bool doSingleton() const {
+          return (independentOptions_[1] & 2) == 0;
+     }
+     inline void setDoSingleton(bool doSingleton_) {
+          if (doSingleton_) independentOptions_[1]  &= ~2;
+          else independentOptions_[1] |= 2;
+     }
+     /// Whether we want to do doubleton part of presolve
+     inline bool doDoubleton() const {
+          return (independentOptions_[1] & 4) == 0;
+     }
+     inline void setDoDoubleton(bool doDoubleton_) {
+          if (doDoubleton_) independentOptions_[1]  &= ~4;
+          else independentOptions_[1] |= 4;
+     }
+     /// Whether we want to do tripleton part of presolve
+     inline bool doTripleton() const {
+          return (independentOptions_[1] & 8) == 0;
+     }
+     inline void setDoTripleton(bool doTripleton_) {
+          if (doTripleton_) independentOptions_[1]  &= ~8;
+          else independentOptions_[1] |= 8;
+     }
+     /// Whether we want to do tighten part of presolve
+     inline bool doTighten() const {
+          return (independentOptions_[1] & 16) == 0;
+     }
+     inline void setDoTighten(bool doTighten_) {
+          if (doTighten_) independentOptions_[1]  &= ~16;
+          else independentOptions_[1] |= 16;
+     }
+     /// Whether we want to do forcing part of presolve
+     inline bool doForcing() const {
+          return (independentOptions_[1] & 32) == 0;
+     }
+     inline void setDoForcing(bool doForcing_) {
+          if (doForcing_) independentOptions_[1]  &= ~32;
+          else independentOptions_[1] |= 32;
+     }
+     /// Whether we want to do impliedfree part of presolve
+     inline bool doImpliedFree() const {
+          return (independentOptions_[1] & 64) == 0;
+     }
+     inline void setDoImpliedFree(bool doImpliedfree) {
+          if (doImpliedfree) independentOptions_[1]  &= ~64;
+          else independentOptions_[1] |= 64;
+     }
+     /// Whether we want to do dupcol part of presolve
+     inline bool doDupcol() const {
+          return (independentOptions_[1] & 128) == 0;
+     }
+     inline void setDoDupcol(bool doDupcol_) {
+          if (doDupcol_) independentOptions_[1]  &= ~128;
+          else independentOptions_[1] |= 128;
+     }
+     /// Whether we want to do duprow part of presolve
+     inline bool doDuprow() const {
+          return (independentOptions_[1] & 256) == 0;
+     }
+     inline void setDoDuprow(bool doDuprow_) {
+          if (doDuprow_) independentOptions_[1]  &= ~256;
+          else independentOptions_[1] |= 256;
+     }
+     /// Whether we want to do singleton column part of presolve
+     inline bool doSingletonColumn() const {
+          return (independentOptions_[1] & 512) == 0;
+     }
+     inline void setDoSingletonColumn(bool doSingleton_) {
+          if (doSingleton_) independentOptions_[1]  &= ~512;
+          else independentOptions_[1] |= 512;
+     }
+     /// Whether we want to kill small substitutions
+     inline bool doKillSmall() const {
+          return (independentOptions_[1] & 8192) == 0;
+     }
+     inline void setDoKillSmall(bool doKill) {
+          if (doKill) independentOptions_[1]  &= ~8192;
+          else independentOptions_[1] |= 8192;
+     }
+     /// Set whole group
+     inline int presolveActions() const {
+          return independentOptions_[1] & 0xffff;
+     }
+     inline void setPresolveActions(int action) {
+          independentOptions_[1]  = (independentOptions_[1] & 0xffff0000) | (action & 0xffff);
+     }
+     /// Largest column for substitution (normally 3)
+     inline int substitution() const {
+          return independentOptions_[2];
+     }
+     inline void setSubstitution(int value) {
+          independentOptions_[2] = value;
+     }
+     inline void setIndependentOption(int type,int value) {
+          independentOptions_[type]  = value;
+     }
+     inline int independentOption(int type) const {
+          return independentOptions_[type];
+     }
+     //@}
+
+////////////////// data //////////////////
+private:
+
+     /**@name data.
+     */
+     //@{
+     /// Solve type
+     SolveType method_;
+     /// Presolve type
+     PresolveType presolveType_;
+     /// Amount of presolve
+     int numberPasses_;
+     /// Options - last is switch for OsiClp
+     int options_[7];
+     /// Extra information
+     int extraInfo_[7];
+     /** Extra algorithm dependent options
+         0 - if set return from clpsolve if infeasible
+         1 - To be copied over to presolve options
+         2 - max substitution level
+	 If Dantzig Wolfe/benders 0 is number blocks, 2 is #passes (notional)
+     */
+     int independentOptions_[3];
+     //@}
+};
+
+/// For saving extra information to see if looping.
+class ClpSimplexProgress {
+
+public:
+
+
+     /**@name Constructors and destructor and copy */
+     //@{
+     /// Default constructor
+     ClpSimplexProgress (  );
+
+     /// Constructor from model
+     ClpSimplexProgress ( ClpSimplex * model );
+
+     /// Copy constructor.
+     ClpSimplexProgress(const ClpSimplexProgress &);
+
+     /// Assignment operator. This copies the data
+     ClpSimplexProgress & operator=(const ClpSimplexProgress & rhs);
+     /// Destructor
+     ~ClpSimplexProgress (  );
+     /// Resets as much as possible
+     void reset();
+     /// Fill from model
+     void fillFromModel ( ClpSimplex * model );
+
+     //@}
+
+     /**@name Check progress */
+     //@{
+     /** Returns -1 if okay, -n+1 (n number of times bad) if bad but action taken,
+         >=0 if give up and use as problem status
+     */
+     int looping (  );
+     /// Start check at beginning of whileIterating
+     void startCheck();
+     /// Returns cycle length in whileIterating
+     int cycle(int in, int out, int wayIn, int wayOut);
+
+     /// Returns previous objective (if -1) - current if (0)
+     double lastObjective(int back = 1) const;
+     /// Set real primal infeasibility and move back
+     void setInfeasibility(double value);
+     /// Returns real primal infeasibility (if -1) - current if (0)
+     double lastInfeasibility(int back = 1) const;
+     /// Returns number of primal infeasibilities (if -1) - current if (0)
+     int numberInfeasibilities(int back = 1) const;
+     /// Modify objective e.g. if dual infeasible in dual
+     void modifyObjective(double value);
+     /// Returns previous iteration number (if -1) - current if (0)
+     int lastIterationNumber(int back = 1) const;
+     /// clears all iteration numbers (to switch off panic)
+     void clearIterationNumbers();
+     /// Odd state
+     inline void newOddState() {
+          oddState_ = - oddState_ - 1;
+     }
+     inline void endOddState() {
+          oddState_ = abs(oddState_);
+     }
+     inline void clearOddState() {
+          oddState_ = 0;
+     }
+     inline int oddState() const {
+          return oddState_;
+     }
+     /// number of bad times
+     inline int badTimes() const {
+          return numberBadTimes_;
+     }
+     inline void clearBadTimes() {
+          numberBadTimes_ = 0;
+     }
+     /// number of really bad times
+     inline int reallyBadTimes() const {
+          return numberReallyBadTimes_;
+     }
+     inline void incrementReallyBadTimes() {
+          numberReallyBadTimes_++;
+     }
+     /// number of times flagged
+     inline int timesFlagged() const {
+          return numberTimesFlagged_;
+     }
+     inline void clearTimesFlagged() {
+          numberTimesFlagged_ = 0;
+     }
+     inline void incrementTimesFlagged() {
+          numberTimesFlagged_++;
+     }
+
+     //@}
+     /**@name Data  */
+#define CLP_PROGRESS 5
+     //#define CLP_PROGRESS_WEIGHT 10
+     //@{
+     /// Objective values
+     double objective_[CLP_PROGRESS];
+     /// Sum of infeasibilities for algorithm
+     double infeasibility_[CLP_PROGRESS];
+     /// Sum of real primal infeasibilities for primal
+     double realInfeasibility_[CLP_PROGRESS];
+#ifdef CLP_PROGRESS_WEIGHT
+     /// Objective values for weights
+     double objectiveWeight_[CLP_PROGRESS_WEIGHT];
+     /// Sum of infeasibilities for algorithm for weights
+     double infeasibilityWeight_[CLP_PROGRESS_WEIGHT];
+     /// Sum of real primal infeasibilities for primal for weights
+     double realInfeasibilityWeight_[CLP_PROGRESS_WEIGHT];
+     /// Drop  for weights
+     double drop_;
+     /// Best? for weights
+     double best_;
+#endif
+     /// Initial weight for weights
+     double initialWeight_;
+#define CLP_CYCLE 12
+     /// For cycle checking
+     //double obj_[CLP_CYCLE];
+     int in_[CLP_CYCLE];
+     int out_[CLP_CYCLE];
+     char way_[CLP_CYCLE];
+     /// Pointer back to model so we can get information
+     ClpSimplex * model_;
+     /// Number of infeasibilities
+     int numberInfeasibilities_[CLP_PROGRESS];
+     /// Iteration number at which occurred
+     int iterationNumber_[CLP_PROGRESS];
+#ifdef CLP_PROGRESS_WEIGHT
+     /// Number of infeasibilities for weights
+     int numberInfeasibilitiesWeight_[CLP_PROGRESS_WEIGHT];
+     /// Iteration number at which occurred for weights
+     int iterationNumberWeight_[CLP_PROGRESS_WEIGHT];
+#endif
+     /// Number of times checked (so won't stop too early)
+     int numberTimes_;
+     /// Number of times it looked like loop
+     int numberBadTimes_;
+     /// Number really bad times
+     int numberReallyBadTimes_;
+     /// Number of times no iterations as flagged
+     int numberTimesFlagged_;
+     /// If things are in an odd state
+     int oddState_;
+     //@}
+};
+
+#include "ClpConfig.h"
+#if CLP_HAS_ABC
+#include "AbcCommon.hpp"
+/// For saving extra information to see if looping.
+class AbcSimplexProgress : public ClpSimplexProgress {
+
+public:
+
+
+     /**@name Constructors and destructor and copy */
+     //@{
+     /// Default constructor
+     AbcSimplexProgress (  );
+
+     /// Constructor from model
+     AbcSimplexProgress ( ClpSimplex * model );
+
+     /// Copy constructor.
+     AbcSimplexProgress(const AbcSimplexProgress &);
+
+     /// Assignment operator. This copies the data
+     AbcSimplexProgress & operator=(const AbcSimplexProgress & rhs);
+     /// Destructor
+     ~AbcSimplexProgress (  );
+
+     //@}
+
+     /**@name Check progress */
+     //@{
+     /** Returns -1 if okay, -n+1 (n number of times bad) if bad but action taken,
+         >=0 if give up and use as problem status
+     */
+     int looping (  );
+
+     //@}
+     /**@name Data  */
+     //@}
+};
+#endif
+#endif