ruby-cbc 0.1.9
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- checksums.yaml +7 -0
- data/.gitignore +9 -0
- data/.rspec +2 -0
- data/.travis.yml +4 -0
- data/Gemfile +4 -0
- data/README.md +203 -0
- data/Rakefile +40 -0
- data/bin/console +14 -0
- data/bin/setup +7 -0
- data/ext/ruby-cbc/cbc.i +15 -0
- data/ext/ruby-cbc/cbc_wrap.c +4618 -0
- data/ext/ruby-cbc/extconf.rb +60 -0
- data/ext/ruby-cbc/install/bin/cbc +0 -0
- data/ext/ruby-cbc/install/bin/clp +0 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchActual.hpp +24 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchAllDifferent.hpp +62 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchBase.hpp +78 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchCut.hpp +183 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchDecision.hpp +129 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchDefaultDecision.hpp +100 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchDynamic.hpp +206 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchLotsize.hpp +242 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchToFixLots.hpp +94 -0
- data/ext/ruby-cbc/install/include/coin/CbcBranchingObject.hpp +236 -0
- data/ext/ruby-cbc/install/include/coin/CbcClique.hpp +303 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompare.hpp +39 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareActual.hpp +14 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareBase.hpp +142 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareDefault.hpp +120 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareDepth.hpp +47 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareEstimate.hpp +48 -0
- data/ext/ruby-cbc/install/include/coin/CbcCompareObjective.hpp +49 -0
- data/ext/ruby-cbc/install/include/coin/CbcConfig.h +14 -0
- data/ext/ruby-cbc/install/include/coin/CbcConsequence.hpp +49 -0
- data/ext/ruby-cbc/install/include/coin/CbcCountRowCut.hpp +168 -0
- data/ext/ruby-cbc/install/include/coin/CbcCutGenerator.hpp +482 -0
- data/ext/ruby-cbc/install/include/coin/CbcCutModifier.hpp +57 -0
- data/ext/ruby-cbc/install/include/coin/CbcCutSubsetModifier.hpp +66 -0
- data/ext/ruby-cbc/install/include/coin/CbcDummyBranchingObject.hpp +83 -0
- data/ext/ruby-cbc/install/include/coin/CbcEventHandler.hpp +245 -0
- data/ext/ruby-cbc/install/include/coin/CbcFathom.hpp +137 -0
- data/ext/ruby-cbc/install/include/coin/CbcFathomDynamicProgramming.hpp +169 -0
- data/ext/ruby-cbc/install/include/coin/CbcFeasibilityBase.hpp +56 -0
- data/ext/ruby-cbc/install/include/coin/CbcFixVariable.hpp +67 -0
- data/ext/ruby-cbc/install/include/coin/CbcFollowOn.hpp +207 -0
- data/ext/ruby-cbc/install/include/coin/CbcFullNodeInfo.hpp +161 -0
- data/ext/ruby-cbc/install/include/coin/CbcGeneral.hpp +60 -0
- data/ext/ruby-cbc/install/include/coin/CbcGeneralDepth.hpp +279 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristic.hpp +682 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDINS.hpp +96 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDW.hpp +309 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDive.hpp +192 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveCoefficient.hpp +52 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveFractional.hpp +52 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveGuided.hpp +55 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveLineSearch.hpp +52 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDivePseudoCost.hpp +60 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicDiveVectorLength.hpp +52 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicFPump.hpp +340 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicGreedy.hpp +280 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicLocal.hpp +271 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicPivotAndFix.hpp +58 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRENS.hpp +77 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRINS.hpp +102 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicRandRound.hpp +58 -0
- data/ext/ruby-cbc/install/include/coin/CbcHeuristicVND.hpp +94 -0
- data/ext/ruby-cbc/install/include/coin/CbcLinked.hpp +1406 -0
- data/ext/ruby-cbc/install/include/coin/CbcMessage.hpp +94 -0
- data/ext/ruby-cbc/install/include/coin/CbcMipStartIO.hpp +26 -0
- data/ext/ruby-cbc/install/include/coin/CbcModel.hpp +2952 -0
- data/ext/ruby-cbc/install/include/coin/CbcNWay.hpp +166 -0
- data/ext/ruby-cbc/install/include/coin/CbcNode.hpp +351 -0
- data/ext/ruby-cbc/install/include/coin/CbcNodeInfo.hpp +349 -0
- data/ext/ruby-cbc/install/include/coin/CbcObject.hpp +272 -0
- data/ext/ruby-cbc/install/include/coin/CbcObjectUpdateData.hpp +64 -0
- data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.cpp +4134 -0
- data/ext/ruby-cbc/install/include/coin/CbcOrClpParam.hpp +532 -0
- data/ext/ruby-cbc/install/include/coin/CbcParam.hpp +324 -0
- data/ext/ruby-cbc/install/include/coin/CbcPartialNodeInfo.hpp +110 -0
- data/ext/ruby-cbc/install/include/coin/CbcSOS.hpp +279 -0
- data/ext/ruby-cbc/install/include/coin/CbcSimpleInteger.hpp +286 -0
- data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp +564 -0
- data/ext/ruby-cbc/install/include/coin/CbcSimpleIntegerPseudoCost.hpp +114 -0
- data/ext/ruby-cbc/install/include/coin/CbcSolver.hpp +447 -0
- data/ext/ruby-cbc/install/include/coin/CbcStrategy.hpp +258 -0
- data/ext/ruby-cbc/install/include/coin/CbcSubProblem.hpp +83 -0
- data/ext/ruby-cbc/install/include/coin/CbcTree.hpp +490 -0
- data/ext/ruby-cbc/install/include/coin/CbcTreeLocal.hpp +372 -0
- data/ext/ruby-cbc/install/include/coin/Cbc_C_Interface.h +381 -0
- data/ext/ruby-cbc/install/include/coin/Cgl012cut.hpp +464 -0
- data/ext/ruby-cbc/install/include/coin/CglAllDifferent.hpp +115 -0
- data/ext/ruby-cbc/install/include/coin/CglClique.hpp +308 -0
- data/ext/ruby-cbc/install/include/coin/CglConfig.h +19 -0
- data/ext/ruby-cbc/install/include/coin/CglCutGenerator.hpp +121 -0
- data/ext/ruby-cbc/install/include/coin/CglDuplicateRow.hpp +189 -0
- data/ext/ruby-cbc/install/include/coin/CglFlowCover.hpp +371 -0
- data/ext/ruby-cbc/install/include/coin/CglGMI.hpp +364 -0
- data/ext/ruby-cbc/install/include/coin/CglGMIParam.hpp +313 -0
- data/ext/ruby-cbc/install/include/coin/CglGomory.hpp +204 -0
- data/ext/ruby-cbc/install/include/coin/CglKnapsackCover.hpp +310 -0
- data/ext/ruby-cbc/install/include/coin/CglLandP.hpp +306 -0
- data/ext/ruby-cbc/install/include/coin/CglLandPValidator.hpp +130 -0
- data/ext/ruby-cbc/install/include/coin/CglLiftAndProject.hpp +104 -0
- data/ext/ruby-cbc/install/include/coin/CglMessage.hpp +50 -0
- data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding.hpp +429 -0
- data/ext/ruby-cbc/install/include/coin/CglMixedIntegerRounding2.hpp +427 -0
- data/ext/ruby-cbc/install/include/coin/CglOddHole.hpp +160 -0
- data/ext/ruby-cbc/install/include/coin/CglParam.hpp +93 -0
- data/ext/ruby-cbc/install/include/coin/CglPreProcess.hpp +492 -0
- data/ext/ruby-cbc/install/include/coin/CglProbing.hpp +543 -0
- data/ext/ruby-cbc/install/include/coin/CglRedSplit.hpp +448 -0
- data/ext/ruby-cbc/install/include/coin/CglRedSplit2.hpp +494 -0
- data/ext/ruby-cbc/install/include/coin/CglRedSplit2Param.hpp +495 -0
- data/ext/ruby-cbc/install/include/coin/CglRedSplitParam.hpp +272 -0
- data/ext/ruby-cbc/install/include/coin/CglResidualCapacity.hpp +240 -0
- data/ext/ruby-cbc/install/include/coin/CglSimpleRounding.hpp +174 -0
- data/ext/ruby-cbc/install/include/coin/CglStored.hpp +125 -0
- data/ext/ruby-cbc/install/include/coin/CglTreeInfo.hpp +180 -0
- data/ext/ruby-cbc/install/include/coin/CglTwomir.hpp +565 -0
- data/ext/ruby-cbc/install/include/coin/CglZeroHalf.hpp +133 -0
- data/ext/ruby-cbc/install/include/coin/ClpAmplObjective.hpp +113 -0
- data/ext/ruby-cbc/install/include/coin/ClpCholeskyBase.hpp +294 -0
- data/ext/ruby-cbc/install/include/coin/ClpCholeskyDense.hpp +162 -0
- data/ext/ruby-cbc/install/include/coin/ClpConfig.h +17 -0
- data/ext/ruby-cbc/install/include/coin/ClpConstraint.hpp +125 -0
- data/ext/ruby-cbc/install/include/coin/ClpConstraintAmpl.hpp +108 -0
- data/ext/ruby-cbc/install/include/coin/ClpConstraintLinear.hpp +110 -0
- data/ext/ruby-cbc/install/include/coin/ClpConstraintQuadratic.hpp +119 -0
- data/ext/ruby-cbc/install/include/coin/ClpDualRowDantzig.hpp +71 -0
- data/ext/ruby-cbc/install/include/coin/ClpDualRowPivot.hpp +129 -0
- data/ext/ruby-cbc/install/include/coin/ClpDualRowSteepest.hpp +153 -0
- data/ext/ruby-cbc/install/include/coin/ClpDummyMatrix.hpp +183 -0
- data/ext/ruby-cbc/install/include/coin/ClpDynamicExampleMatrix.hpp +186 -0
- data/ext/ruby-cbc/install/include/coin/ClpDynamicMatrix.hpp +381 -0
- data/ext/ruby-cbc/install/include/coin/ClpEventHandler.hpp +187 -0
- data/ext/ruby-cbc/install/include/coin/ClpFactorization.hpp +432 -0
- data/ext/ruby-cbc/install/include/coin/ClpGubDynamicMatrix.hpp +247 -0
- data/ext/ruby-cbc/install/include/coin/ClpGubMatrix.hpp +358 -0
- data/ext/ruby-cbc/install/include/coin/ClpInterior.hpp +570 -0
- data/ext/ruby-cbc/install/include/coin/ClpLinearObjective.hpp +103 -0
- data/ext/ruby-cbc/install/include/coin/ClpMatrixBase.hpp +524 -0
- data/ext/ruby-cbc/install/include/coin/ClpMessage.hpp +131 -0
- data/ext/ruby-cbc/install/include/coin/ClpModel.hpp +1307 -0
- data/ext/ruby-cbc/install/include/coin/ClpNetworkMatrix.hpp +229 -0
- data/ext/ruby-cbc/install/include/coin/ClpNode.hpp +349 -0
- data/ext/ruby-cbc/install/include/coin/ClpNonLinearCost.hpp +401 -0
- data/ext/ruby-cbc/install/include/coin/ClpObjective.hpp +134 -0
- data/ext/ruby-cbc/install/include/coin/ClpPackedMatrix.hpp +638 -0
- data/ext/ruby-cbc/install/include/coin/ClpParameters.hpp +126 -0
- data/ext/ruby-cbc/install/include/coin/ClpPdcoBase.hpp +103 -0
- data/ext/ruby-cbc/install/include/coin/ClpPlusMinusOneMatrix.hpp +290 -0
- data/ext/ruby-cbc/install/include/coin/ClpPresolve.hpp +299 -0
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnDantzig.hpp +72 -0
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnPivot.hpp +155 -0
- data/ext/ruby-cbc/install/include/coin/ClpPrimalColumnSteepest.hpp +247 -0
- data/ext/ruby-cbc/install/include/coin/ClpQuadraticObjective.hpp +155 -0
- data/ext/ruby-cbc/install/include/coin/ClpSimplex.hpp +1797 -0
- data/ext/ruby-cbc/install/include/coin/ClpSimplexDual.hpp +300 -0
- data/ext/ruby-cbc/install/include/coin/ClpSimplexNonlinear.hpp +117 -0
- data/ext/ruby-cbc/install/include/coin/ClpSimplexOther.hpp +277 -0
- data/ext/ruby-cbc/install/include/coin/ClpSimplexPrimal.hpp +244 -0
- data/ext/ruby-cbc/install/include/coin/ClpSolve.hpp +446 -0
- data/ext/ruby-cbc/install/include/coin/Clp_C_Interface.h +525 -0
- data/ext/ruby-cbc/install/include/coin/CoinAlloc.hpp +176 -0
- data/ext/ruby-cbc/install/include/coin/CoinBuild.hpp +149 -0
- data/ext/ruby-cbc/install/include/coin/CoinDenseFactorization.hpp +419 -0
- data/ext/ruby-cbc/install/include/coin/CoinDenseVector.hpp +383 -0
- data/ext/ruby-cbc/install/include/coin/CoinDistance.hpp +48 -0
- data/ext/ruby-cbc/install/include/coin/CoinError.hpp +257 -0
- data/ext/ruby-cbc/install/include/coin/CoinFactorization.hpp +2044 -0
- data/ext/ruby-cbc/install/include/coin/CoinFileIO.hpp +166 -0
- data/ext/ruby-cbc/install/include/coin/CoinFinite.hpp +34 -0
- data/ext/ruby-cbc/install/include/coin/CoinFloatEqual.hpp +177 -0
- data/ext/ruby-cbc/install/include/coin/CoinHelperFunctions.hpp +1111 -0
- data/ext/ruby-cbc/install/include/coin/CoinIndexedVector.hpp +1164 -0
- data/ext/ruby-cbc/install/include/coin/CoinLpIO.hpp +805 -0
- data/ext/ruby-cbc/install/include/coin/CoinMessage.hpp +96 -0
- data/ext/ruby-cbc/install/include/coin/CoinMessageHandler.hpp +666 -0
- data/ext/ruby-cbc/install/include/coin/CoinModel.hpp +1054 -0
- data/ext/ruby-cbc/install/include/coin/CoinModelUseful.hpp +441 -0
- data/ext/ruby-cbc/install/include/coin/CoinMpsIO.hpp +1056 -0
- data/ext/ruby-cbc/install/include/coin/CoinOslFactorization.hpp +280 -0
- data/ext/ruby-cbc/install/include/coin/CoinPackedMatrix.hpp +947 -0
- data/ext/ruby-cbc/install/include/coin/CoinPackedVector.hpp +657 -0
- data/ext/ruby-cbc/install/include/coin/CoinPackedVectorBase.hpp +269 -0
- data/ext/ruby-cbc/install/include/coin/CoinParam.hpp +644 -0
- data/ext/ruby-cbc/install/include/coin/CoinPragma.hpp +26 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDoubleton.hpp +73 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDual.hpp +85 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveDupcol.hpp +226 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveEmpty.hpp +116 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveFixed.hpp +181 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveForcing.hpp +61 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveImpliedFree.hpp +60 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveIsolated.hpp +51 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveMatrix.hpp +1842 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveMonitor.hpp +105 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolvePsdebug.hpp +166 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveSingleton.hpp +112 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveSubst.hpp +101 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveTighten.hpp +55 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveTripleton.hpp +66 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveUseless.hpp +63 -0
- data/ext/ruby-cbc/install/include/coin/CoinPresolveZeros.hpp +60 -0
- data/ext/ruby-cbc/install/include/coin/CoinRational.hpp +44 -0
- data/ext/ruby-cbc/install/include/coin/CoinSearchTree.hpp +465 -0
- data/ext/ruby-cbc/install/include/coin/CoinShallowPackedVector.hpp +148 -0
- data/ext/ruby-cbc/install/include/coin/CoinSignal.hpp +117 -0
- data/ext/ruby-cbc/install/include/coin/CoinSimpFactorization.hpp +431 -0
- data/ext/ruby-cbc/install/include/coin/CoinSmartPtr.hpp +528 -0
- data/ext/ruby-cbc/install/include/coin/CoinSnapshot.hpp +476 -0
- data/ext/ruby-cbc/install/include/coin/CoinSort.hpp +678 -0
- data/ext/ruby-cbc/install/include/coin/CoinStructuredModel.hpp +247 -0
- data/ext/ruby-cbc/install/include/coin/CoinTime.hpp +310 -0
- data/ext/ruby-cbc/install/include/coin/CoinTypes.hpp +64 -0
- data/ext/ruby-cbc/install/include/coin/CoinUtility.hpp +19 -0
- data/ext/ruby-cbc/install/include/coin/CoinUtilsConfig.h +34 -0
- data/ext/ruby-cbc/install/include/coin/CoinWarmStart.hpp +58 -0
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartBasis.hpp +456 -0
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartDual.hpp +166 -0
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartPrimalDual.hpp +211 -0
- data/ext/ruby-cbc/install/include/coin/CoinWarmStartVector.hpp +488 -0
- data/ext/ruby-cbc/install/include/coin/Coin_C_defines.h +115 -0
- data/ext/ruby-cbc/install/include/coin/Idiot.hpp +298 -0
- data/ext/ruby-cbc/install/include/coin/OsiAuxInfo.hpp +206 -0
- data/ext/ruby-cbc/install/include/coin/OsiBranchingObject.hpp +1005 -0
- data/ext/ruby-cbc/install/include/coin/OsiCbcSolverInterface.hpp +764 -0
- data/ext/ruby-cbc/install/include/coin/OsiChooseVariable.hpp +534 -0
- data/ext/ruby-cbc/install/include/coin/OsiClpSolverInterface.hpp +1509 -0
- data/ext/ruby-cbc/install/include/coin/OsiColCut.hpp +324 -0
- data/ext/ruby-cbc/install/include/coin/OsiCollections.hpp +35 -0
- data/ext/ruby-cbc/install/include/coin/OsiConfig.h +19 -0
- data/ext/ruby-cbc/install/include/coin/OsiCut.hpp +245 -0
- data/ext/ruby-cbc/install/include/coin/OsiCuts.hpp +474 -0
- data/ext/ruby-cbc/install/include/coin/OsiPresolve.hpp +252 -0
- data/ext/ruby-cbc/install/include/coin/OsiRowCut.hpp +331 -0
- data/ext/ruby-cbc/install/include/coin/OsiRowCutDebugger.hpp +187 -0
- data/ext/ruby-cbc/install/include/coin/OsiSolverBranch.hpp +152 -0
- data/ext/ruby-cbc/install/include/coin/OsiSolverInterface.hpp +2143 -0
- data/ext/ruby-cbc/install/include/coin/OsiSolverParameters.hpp +142 -0
- data/ext/ruby-cbc/install/include/coin/OsiUnitTests.hpp +374 -0
- data/ext/ruby-cbc/install/lib/libCbc.la +35 -0
- data/ext/ruby-cbc/install/lib/libCbc.so +0 -0
- data/ext/ruby-cbc/install/lib/libCbc.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libCbc.so.3.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libCbcSolver.la +35 -0
- data/ext/ruby-cbc/install/lib/libCbcSolver.so +0 -0
- data/ext/ruby-cbc/install/lib/libCbcSolver.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libCbcSolver.so.3.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libCgl.la +35 -0
- data/ext/ruby-cbc/install/lib/libCgl.so +0 -0
- data/ext/ruby-cbc/install/lib/libCgl.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libCgl.so.1.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libClp.la +35 -0
- data/ext/ruby-cbc/install/lib/libClp.so +0 -0
- data/ext/ruby-cbc/install/lib/libClp.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libClp.so.1.13.9 +0 -0
- data/ext/ruby-cbc/install/lib/libClpSolver.la +35 -0
- data/ext/ruby-cbc/install/lib/libClpSolver.so +0 -0
- data/ext/ruby-cbc/install/lib/libClpSolver.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libClpSolver.so.1.13.9 +0 -0
- data/ext/ruby-cbc/install/lib/libCoinUtils.la +35 -0
- data/ext/ruby-cbc/install/lib/libCoinUtils.so +0 -0
- data/ext/ruby-cbc/install/lib/libCoinUtils.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libCoinUtils.so.3.10.11 +0 -0
- data/ext/ruby-cbc/install/lib/libOsi.la +35 -0
- data/ext/ruby-cbc/install/lib/libOsi.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsi.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libOsi.so.1.12.6 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCbc.la +35 -0
- data/ext/ruby-cbc/install/lib/libOsiCbc.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCbc.so.3 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCbc.so.3.9.7 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiClp.la +35 -0
- data/ext/ruby-cbc/install/lib/libOsiClp.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsiClp.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiClp.so.1.13.9 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.la +35 -0
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.so +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.so.1 +0 -0
- data/ext/ruby-cbc/install/lib/libOsiCommonTests.so.1.12.6 +0 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/cbc.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/cgl.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/clp.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/coindatamiplib3.pc +9 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/coindatasample.pc +9 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/coinutils.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-cbc.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-clp.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/osi-unittests.pc +12 -0
- data/ext/ruby-cbc/install/lib/pkgconfig/osi.pc +12 -0
- data/lib/ruby-cbc/ilp/constant.rb +44 -0
- data/lib/ruby-cbc/ilp/constraint.rb +32 -0
- data/lib/ruby-cbc/ilp/objective.rb +26 -0
- data/lib/ruby-cbc/ilp/term.rb +47 -0
- data/lib/ruby-cbc/ilp/term_array.rb +80 -0
- data/lib/ruby-cbc/ilp/var.rb +62 -0
- data/lib/ruby-cbc/model.rb +125 -0
- data/lib/ruby-cbc/problem.rb +170 -0
- data/lib/ruby-cbc/version.rb +3 -0
- data/lib/ruby-cbc.rb +21 -0
- data/ruby-cbc.gemspec +36 -0
- metadata +431 -0
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/* $Id: CoinPresolveMatrix.hpp 1761 2014-12-10 09:43:07Z forrest $ */
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// Copyright (C) 2002, International Business Machines
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// Corporation and others. All Rights Reserved.
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// This code is licensed under the terms of the Eclipse Public License (EPL).
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#ifndef CoinPresolveMatrix_H
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#define CoinPresolveMatrix_H
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#include "CoinPragma.hpp"
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#include "CoinPackedMatrix.hpp"
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#include "CoinMessage.hpp"
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#include "CoinTime.hpp"
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#include <cmath>
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#include <cassert>
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#include <cfloat>
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#include <cassert>
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#include <cstdlib>
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#if PRESOLVE_DEBUG > 0
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#include "CoinFinite.hpp"
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#endif
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/*! \file
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Declarations for CoinPresolveMatrix and CoinPostsolveMatrix and their
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common base class CoinPrePostsolveMatrix. Also declarations for
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CoinPresolveAction and a number of non-member utility functions.
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*/
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#if defined(_MSC_VER)
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// Avoid MS Compiler problem in recognizing type to delete
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// by casting to type.
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// Is this still necessary? -- lh, 111202 --
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#define deleteAction(array,type) delete [] ((type) array)
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#else
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#define deleteAction(array,type) delete [] array
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#endif
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/*
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Define PRESOLVE_DEBUG and PRESOLVE_CONSISTENCY on the configure command
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line or in a Makefile! See comments in CoinPresolvePsdebug.hpp.
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*/
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#if PRESOLVE_DEBUG > 0 || PRESOLVE_CONSISTENCY > 0
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#define PRESOLVE_STMT(s) s
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#define PRESOLVEASSERT(x) \
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((x) ? 1 : ((std::cerr << "FAILED ASSERTION at line " \
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<< __LINE__ << ": " #x "\n"), abort(), 0))
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inline void DIE(const char *s) { std::cout << s ; abort() ; }
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/*! \brief Indicate column or row present at start of postsolve
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This code is used during postsolve in [cr]done to indicate columns and rows
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that are present in the presolved system (i.e., present at the start of
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postsolve processing).
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\todo
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There are a bunch of these code definitions, scattered through presolve
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files. They should be collected in one place.
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*/
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#define PRESENT_IN_REDUCED '\377'
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#else
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#define PRESOLVEASSERT(x) {}
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#define PRESOLVE_STMT(s) {}
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inline void DIE(const char *) {}
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#endif
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/*
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Unclear why these are separate from standard debug.
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*/
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#ifndef PRESOLVE_DETAIL
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#define PRESOLVE_DETAIL_PRINT(s) {}
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#else
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#define PRESOLVE_DETAIL_PRINT(s) s
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#endif
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/*! \brief Zero tolerance
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OSL had a fixed zero tolerance; we still use that here.
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*/
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const double ZTOLDP = 1e-12 ;
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/*! \brief Alternate zero tolerance
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Use a different one if we are doing doubletons, etc.
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*/
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const double ZTOLDP2 = 1e-10 ;
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/// The usual finite infinity
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#define PRESOLVE_INF COIN_DBL_MAX
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/// And a small infinity
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#define PRESOLVE_SMALL_INF 1.0e20
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/// Check for infinity using finite infinity
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#define PRESOLVEFINITE(n) (-PRESOLVE_INF < (n) && (n) < PRESOLVE_INF)
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class CoinPostsolveMatrix ;
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/*! \class CoinPresolveAction
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\brief Abstract base class of all presolve routines.
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The details will make more sense after a quick overview of the grand plan:
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A presolve object is handed a problem object, which it is expected to
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modify in some useful way. Assuming that it succeeds, the presolve object
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should create a postsolve object, <i>i.e.</i>, an object that contains
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instructions for backing out the presolve transform to recover the original
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problem. These postsolve objects are accumulated in a linked list, with each
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successive presolve action adding its postsolve action to the head of the
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list. The end result of all this is a presolved problem object, and a list
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of postsolve objects. The presolved problem object is then handed to a
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solver for optimization, and the problem object augmented with the
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results. The list of postsolve objects is then traversed. Each of them
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(un)modifies the problem object, with the end result being the original
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problem, augmented with solution information.
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The problem object representation is CoinPrePostsolveMatrix and subclasses.
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Check there for details. The \c CoinPresolveAction class and subclasses
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represent the presolve and postsolve objects.
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In spite of the name, the only information held in a \c CoinPresolveAction
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object is the information needed to postsolve (<i>i.e.</i>, the information
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needed to back out the presolve transformation). This information is not
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expected to change, so the fields are all \c const.
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A subclass of \c CoinPresolveAction, implementing a specific pre/postsolve
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action, is expected to declare a static function that attempts to perform a
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presolve transformation. This function will be handed a CoinPresolveMatrix
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to transform, and a pointer to the head of the list of postsolve objects.
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If the transform is successful, the function will create a new
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\c CoinPresolveAction object, link it at the head of the list of postsolve
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objects, and return a pointer to the postsolve object it has just created.
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Otherwise, it should return 0. It is expected that these static functions
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will be the only things that can create new \c CoinPresolveAction objects;
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this is expressed by making each subclass' constructor(s) private.
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Every subclass must also define a \c postsolve method.
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This function will be handed a CoinPostsolveMatrix to transform.
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It is the client's responsibility to implement presolve and postsolve driver
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routines. See OsiPresolve for examples.
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\note Since the only fields in a \c CoinPresolveAction are \c const, anything
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one can do with a variable declared \c CoinPresolveAction* can also be
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done with a variable declared \c const \c CoinPresolveAction* It is
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expected that all derived subclasses of \c CoinPresolveAction also have
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this property.
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*/
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class CoinPresolveAction
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{
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public:
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/*! \brief Stub routine to throw exceptions.
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Exceptions are inefficient, particularly with g++. Even with xlC, the
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use of exceptions adds a long prologue to a routine. Therefore, rather
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than use throw directly in the routine, I use it in a stub routine.
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*/
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static void throwCoinError(const char *error, const char *ps_routine)
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{ throw CoinError(error, ps_routine, "CoinPresolve"); }
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/*! \brief The next presolve transformation
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Set at object construction.
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*/
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const CoinPresolveAction *next;
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/*! \brief Construct a postsolve object and add it to the transformation list.
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This is an `add to head' operation. This object will point to the
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one passed as the parameter.
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*/
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CoinPresolveAction(const CoinPresolveAction *next) : next(next) {}
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/// modify next (when building rather than passing)
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inline void setNext(const CoinPresolveAction *nextAction)
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{ next = nextAction;}
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/*! \brief A name for debug printing.
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It is expected that the name is not stored in the transform itself.
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*/
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virtual const char *name() const = 0;
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/*! \brief Apply the postsolve transformation for this particular
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presolve action.
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*/
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virtual void postsolve(CoinPostsolveMatrix *prob) const = 0;
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/*! \brief Virtual destructor. */
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virtual ~CoinPresolveAction() {}
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};
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/*
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These are needed for OSI-aware constructors associated with
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CoinPrePostsolveMatrix, CoinPresolveMatrix, and CoinPostsolveMatrix.
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*/
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class ClpSimplex;
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class OsiSolverInterface;
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/*
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CoinWarmStartBasis is required for methods in CoinPrePostsolveMatrix
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that accept/return a CoinWarmStartBasis object.
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*/
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class CoinWarmStartBasis ;
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/*! \class CoinPrePostsolveMatrix
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\brief Collects all the information about the problem that is needed
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in both presolve and postsolve.
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In a bit more detail, a column-major representation of the constraint
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matrix and upper and lower bounds on variables and constraints, plus row
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and column solutions, reduced costs, and status. There's also a set of
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arrays holding the original row and column numbers.
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As presolve and postsolve transform the matrix, it will occasionally be
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necessary to expand the number of entries in a column. There are two
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aspects:
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<ul>
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<li> During postsolve, the constraint system is expected to grow as
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the smaller presolved system is transformed back to the original
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system.
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<li> During both pre- and postsolve, transforms can increase the number
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of coefficients in a row or column. (See the
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variable substitution, doubleton, and tripleton transforms.)
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</ul>
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The first is addressed by the members #ncols0_, #nrows0_, and #nelems0_.
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These should be set (via constructor parameters) to values large enough
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for the largest size taken on by the constraint system. Typically, this
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will be the size of the original constraint system.
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The second is addressed by a generous allocation of extra (empty) space
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for the arrays used to hold coefficients and row indices. When columns
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must be expanded, they are moved into the empty space. When it is used up,
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the arrays are compacted. When compaction fails to produce sufficient
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space, presolve/postsolve will fail.
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CoinPrePostsolveMatrix isn't really intended to be used `bare' --- the
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expectation is that it'll be used through CoinPresolveMatrix or
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CoinPostsolveMatrix. Some of the functions needed to load a problem are
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defined in the derived classes.
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When CoinPresolve is applied when reoptimising, we need to be prepared to
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accept a basis and modify it in step with the presolve actions (otherwise
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we throw away all the advantages of warm start for reoptimization). But
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other solution components (#acts_, #rowduals_, #sol_, and #rcosts_) are
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needed only for postsolve, where they're used in places to determine the
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proper action(s) when restoring rows or columns. If presolve is provided
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with a solution, it will modify it in step with the presolve actions.
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Moving the solution components from CoinPrePostsolveMatrix to
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CoinPostsolveMatrix would break a lot of code. It's not clear that it's
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worth it, and it would preclude upgrades to the presolve side that might
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make use of any of these. -- lh, 080501 --
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The constructors that take an OSI or ClpSimplex as a parameter really should
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not be here, but for historical reasons they will likely remain for the
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forseeable future. -- lh, 111202 --
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*/
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class CoinPrePostsolveMatrix
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{
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public:
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/*! \name Constructors & Destructors */
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//@{
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/*! \brief `Native' constructor
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This constructor creates an empty object which must then be loaded. On
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the other hand, it doesn't assume that the client is an
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OsiSolverInterface.
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*/
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CoinPrePostsolveMatrix(int ncols_alloc, int nrows_alloc,
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CoinBigIndex nelems_alloc) ;
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/*! \brief Generic OSI constructor
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See OSI code for the definition.
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*/
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CoinPrePostsolveMatrix(const OsiSolverInterface * si,
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int ncols_,
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int nrows_,
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CoinBigIndex nelems_);
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/*! ClpOsi constructor
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See Clp code for the definition.
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*/
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CoinPrePostsolveMatrix(const ClpSimplex * si,
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int ncols_,
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int nrows_,
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CoinBigIndex nelems_,
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double bulkRatio);
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/// Destructor
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~CoinPrePostsolveMatrix();
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//@}
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/*! \brief Enum for status of various sorts
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Matches CoinWarmStartBasis::Status and adds superBasic. Most code that
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converts between CoinPrePostsolveMatrix::Status and
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CoinWarmStartBasis::Status will break if this correspondence is broken.
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superBasic is an unresolved problem: there's no analogue in
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CoinWarmStartBasis::Status.
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*/
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enum Status {
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isFree = 0x00,
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basic = 0x01,
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atUpperBound = 0x02,
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atLowerBound = 0x03,
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superBasic = 0x04
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};
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/*! \name Functions to work with variable status
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Functions to work with the CoinPrePostsolveMatrix::Status enum and
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related vectors.
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\todo
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Why are we futzing around with three bit status? A holdover from the
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packed arrays of CoinWarmStartBasis? Big swaths of the presolve code
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manipulates colstat_ and rowstat_ as unsigned char arrays using simple
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assignment to set values.
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*/
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//@{
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/// Set row status (<i>i.e.</i>, status of artificial for this row)
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inline void setRowStatus(int sequence, Status status)
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{
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unsigned char & st_byte = rowstat_[sequence];
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st_byte = static_cast<unsigned char>(st_byte & (~7)) ;
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st_byte = static_cast<unsigned char>(st_byte | status) ;
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}
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/// Get row status
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inline Status getRowStatus(int sequence) const
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{return static_cast<Status> (rowstat_[sequence]&7);}
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/// Check if artificial for this row is basic
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inline bool rowIsBasic(int sequence) const
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{return (static_cast<Status> (rowstat_[sequence]&7)==basic);}
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/// Set column status (<i>i.e.</i>, status of primal variable)
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inline void setColumnStatus(int sequence, Status status)
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{
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unsigned char & st_byte = colstat_[sequence];
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st_byte = static_cast<unsigned char>(st_byte & (~7)) ;
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st_byte = static_cast<unsigned char>(st_byte | status) ;
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# ifdef PRESOLVE_DEBUG
|
355
|
+
switch (status)
|
356
|
+
{ case isFree:
|
357
|
+
{ if (clo_[sequence] > -PRESOLVE_INF || cup_[sequence] < PRESOLVE_INF)
|
358
|
+
{ std::cout << "Bad status: Var " << sequence
|
359
|
+
<< " isFree, lb = " << clo_[sequence]
|
360
|
+
<< ", ub = " << cup_[sequence] << std::endl ; }
|
361
|
+
break ; }
|
362
|
+
case basic:
|
363
|
+
{ break ; }
|
364
|
+
case atUpperBound:
|
365
|
+
{ if (cup_[sequence] >= PRESOLVE_INF)
|
366
|
+
{ std::cout << "Bad status: Var " << sequence
|
367
|
+
<< " atUpperBound, lb = " << clo_[sequence]
|
368
|
+
<< ", ub = " << cup_[sequence] << std::endl ; }
|
369
|
+
break ; }
|
370
|
+
case atLowerBound:
|
371
|
+
{ if (clo_[sequence] <= -PRESOLVE_INF)
|
372
|
+
{ std::cout << "Bad status: Var " << sequence
|
373
|
+
<< " atLowerBound, lb = " << clo_[sequence]
|
374
|
+
<< ", ub = " << cup_[sequence] << std::endl ; }
|
375
|
+
break ; }
|
376
|
+
case superBasic:
|
377
|
+
{ if (clo_[sequence] <= -PRESOLVE_INF && cup_[sequence] >= PRESOLVE_INF)
|
378
|
+
{ std::cout << "Bad status: Var " << sequence
|
379
|
+
<< " superBasic, lb = " << clo_[sequence]
|
380
|
+
<< ", ub = " << cup_[sequence] << std::endl ; }
|
381
|
+
break ; }
|
382
|
+
default:
|
383
|
+
{ assert(false) ;
|
384
|
+
break ; } }
|
385
|
+
# endif
|
386
|
+
}
|
387
|
+
/// Get column (structural variable) status
|
388
|
+
inline Status getColumnStatus(int sequence) const
|
389
|
+
{return static_cast<Status> (colstat_[sequence]&7);}
|
390
|
+
/// Check if column (structural variable) is basic
|
391
|
+
inline bool columnIsBasic(int sequence) const
|
392
|
+
{return (static_cast<Status> (colstat_[sequence]&7)==basic);}
|
393
|
+
/*! \brief Set status of row (artificial variable) to the correct nonbasic
|
394
|
+
status given bounds and current value
|
395
|
+
*/
|
396
|
+
void setRowStatusUsingValue(int iRow);
|
397
|
+
/*! \brief Set status of column (structural variable) to the correct
|
398
|
+
nonbasic status given bounds and current value
|
399
|
+
*/
|
400
|
+
void setColumnStatusUsingValue(int iColumn);
|
401
|
+
/*! \brief Set column (structural variable) status vector */
|
402
|
+
void setStructuralStatus(const char *strucStatus, int lenParam) ;
|
403
|
+
/*! \brief Set row (artificial variable) status vector */
|
404
|
+
void setArtificialStatus(const char *artifStatus, int lenParam) ;
|
405
|
+
/*! \brief Set the status of all variables from a basis */
|
406
|
+
void setStatus(const CoinWarmStartBasis *basis) ;
|
407
|
+
/*! \brief Get status in the form of a CoinWarmStartBasis */
|
408
|
+
CoinWarmStartBasis *getStatus() ;
|
409
|
+
/*! \brief Return a print string for status of a column (structural
|
410
|
+
variable)
|
411
|
+
*/
|
412
|
+
const char *columnStatusString(int j) const ;
|
413
|
+
/*! \brief Return a print string for status of a row (artificial
|
414
|
+
variable)
|
415
|
+
*/
|
416
|
+
const char *rowStatusString(int i) const ;
|
417
|
+
//@}
|
418
|
+
|
419
|
+
/*! \name Functions to load problem and solution information
|
420
|
+
|
421
|
+
These functions can be used to load portions of the problem definition
|
422
|
+
and solution. See also the CoinPresolveMatrix and CoinPostsolveMatrix
|
423
|
+
classes.
|
424
|
+
*/
|
425
|
+
//@{
|
426
|
+
/// Set the objective function offset for the original system.
|
427
|
+
void setObjOffset(double offset) ;
|
428
|
+
/*! \brief Set the objective sense (max/min)
|
429
|
+
|
430
|
+
Coded as 1.0 for min, -1.0 for max.
|
431
|
+
Yes, there's a method, and a matching attribute. No, you really
|
432
|
+
don't want to set this to maximise.
|
433
|
+
*/
|
434
|
+
void setObjSense(double objSense) ;
|
435
|
+
/// Set the primal feasibility tolerance
|
436
|
+
void setPrimalTolerance(double primTol) ;
|
437
|
+
/// Set the dual feasibility tolerance
|
438
|
+
void setDualTolerance(double dualTol) ;
|
439
|
+
/// Set column lower bounds
|
440
|
+
void setColLower(const double *colLower, int lenParam) ;
|
441
|
+
/// Set column upper bounds
|
442
|
+
void setColUpper(const double *colUpper, int lenParam) ;
|
443
|
+
/// Set column solution
|
444
|
+
void setColSolution(const double *colSol, int lenParam) ;
|
445
|
+
/// Set objective coefficients
|
446
|
+
void setCost(const double *cost, int lenParam) ;
|
447
|
+
/// Set reduced costs
|
448
|
+
void setReducedCost(const double *redCost, int lenParam) ;
|
449
|
+
/// Set row lower bounds
|
450
|
+
void setRowLower(const double *rowLower, int lenParam) ;
|
451
|
+
/// Set row upper bounds
|
452
|
+
void setRowUpper(const double *rowUpper, int lenParam) ;
|
453
|
+
/// Set row solution
|
454
|
+
void setRowPrice(const double *rowSol, int lenParam) ;
|
455
|
+
/// Set row activity
|
456
|
+
void setRowActivity(const double *rowAct, int lenParam) ;
|
457
|
+
//@}
|
458
|
+
|
459
|
+
/*! \name Functions to retrieve problem and solution information */
|
460
|
+
//@{
|
461
|
+
/// Get current number of columns
|
462
|
+
inline int getNumCols() const
|
463
|
+
{ return (ncols_) ; }
|
464
|
+
/// Get current number of rows
|
465
|
+
inline int getNumRows() const
|
466
|
+
{ return (nrows_) ; }
|
467
|
+
/// Get current number of non-zero coefficients
|
468
|
+
inline int getNumElems() const
|
469
|
+
{ return (nelems_) ; }
|
470
|
+
/// Get column start vector for column-major packed matrix
|
471
|
+
inline const CoinBigIndex *getColStarts() const
|
472
|
+
{ return (mcstrt_) ; }
|
473
|
+
/// Get column length vector for column-major packed matrix
|
474
|
+
inline const int *getColLengths() const
|
475
|
+
{ return (hincol_) ; }
|
476
|
+
/// Get vector of row indices for column-major packed matrix
|
477
|
+
inline const int *getRowIndicesByCol() const
|
478
|
+
{ return (hrow_) ; }
|
479
|
+
/// Get vector of elements for column-major packed matrix
|
480
|
+
inline const double *getElementsByCol() const
|
481
|
+
{ return (colels_) ; }
|
482
|
+
/// Get column lower bounds
|
483
|
+
inline const double *getColLower() const
|
484
|
+
{ return (clo_) ; }
|
485
|
+
/// Get column upper bounds
|
486
|
+
inline const double *getColUpper() const
|
487
|
+
{ return (cup_) ; }
|
488
|
+
/// Get objective coefficients
|
489
|
+
inline const double *getCost() const
|
490
|
+
{ return (cost_) ; }
|
491
|
+
/// Get row lower bounds
|
492
|
+
inline const double *getRowLower() const
|
493
|
+
{ return (rlo_) ; }
|
494
|
+
/// Get row upper bounds
|
495
|
+
inline const double *getRowUpper() const
|
496
|
+
{ return (rup_) ; }
|
497
|
+
/// Get column solution (primal variable values)
|
498
|
+
inline const double *getColSolution() const
|
499
|
+
{ return (sol_) ; }
|
500
|
+
/// Get row activity (constraint lhs values)
|
501
|
+
inline const double *getRowActivity() const
|
502
|
+
{ return (acts_) ; }
|
503
|
+
/// Get row solution (dual variables)
|
504
|
+
inline const double *getRowPrice() const
|
505
|
+
{ return (rowduals_) ; }
|
506
|
+
/// Get reduced costs
|
507
|
+
inline const double *getReducedCost() const
|
508
|
+
{ return (rcosts_) ; }
|
509
|
+
/// Count empty columns
|
510
|
+
inline int countEmptyCols()
|
511
|
+
{ int empty = 0 ;
|
512
|
+
for (int i = 0 ; i < ncols_ ; i++) if (hincol_[i] == 0) empty++ ;
|
513
|
+
return (empty) ; }
|
514
|
+
//@}
|
515
|
+
|
516
|
+
|
517
|
+
/*! \name Message handling */
|
518
|
+
//@{
|
519
|
+
/// Return message handler
|
520
|
+
inline CoinMessageHandler *messageHandler() const
|
521
|
+
{ return handler_; }
|
522
|
+
/*! \brief Set message handler
|
523
|
+
|
524
|
+
The client retains responsibility for the handler --- it will not be
|
525
|
+
destroyed with the \c CoinPrePostsolveMatrix object.
|
526
|
+
*/
|
527
|
+
inline void setMessageHandler(CoinMessageHandler *handler)
|
528
|
+
{ if (defaultHandler_ == true)
|
529
|
+
{ delete handler_ ;
|
530
|
+
defaultHandler_ = false ; }
|
531
|
+
handler_ = handler ; }
|
532
|
+
/// Return messages
|
533
|
+
inline CoinMessages messages() const
|
534
|
+
{ return messages_; }
|
535
|
+
//@}
|
536
|
+
|
537
|
+
/*! \name Current and Allocated Size
|
538
|
+
|
539
|
+
During pre- and postsolve, the matrix will change in size. During presolve
|
540
|
+
it will shrink; during postsolve it will grow. Hence there are two sets of
|
541
|
+
size variables, one for the current size and one for the allocated size.
|
542
|
+
(See the general comments for the CoinPrePostsolveMatrix class for more
|
543
|
+
information.)
|
544
|
+
*/
|
545
|
+
//@{
|
546
|
+
|
547
|
+
/// current number of columns
|
548
|
+
int ncols_;
|
549
|
+
/// current number of rows
|
550
|
+
int nrows_;
|
551
|
+
/// current number of coefficients
|
552
|
+
CoinBigIndex nelems_;
|
553
|
+
|
554
|
+
/// Allocated number of columns
|
555
|
+
int ncols0_;
|
556
|
+
/// Allocated number of rows
|
557
|
+
int nrows0_ ;
|
558
|
+
/// Allocated number of coefficients
|
559
|
+
CoinBigIndex nelems0_ ;
|
560
|
+
/*! \brief Allocated size of bulk storage for row indices and coefficients
|
561
|
+
|
562
|
+
This is the space allocated for hrow_ and colels_. This must be large
|
563
|
+
enough to allow columns to be copied into empty space when they need to
|
564
|
+
be expanded. For efficiency (to minimize the number of times the
|
565
|
+
representation must be compressed) it's recommended that this be at least
|
566
|
+
2*nelems0_.
|
567
|
+
*/
|
568
|
+
CoinBigIndex bulk0_ ;
|
569
|
+
/// Ratio of bulk0_ to nelems0_; default is 2.
|
570
|
+
double bulkRatio_;
|
571
|
+
//@}
|
572
|
+
|
573
|
+
/*! \name Problem representation
|
574
|
+
|
575
|
+
The matrix is the common column-major format: A pair of vectors with
|
576
|
+
positional correspondence to hold coefficients and row indices, and a
|
577
|
+
second pair of vectors giving the starting position and length of each
|
578
|
+
column in the first pair.
|
579
|
+
*/
|
580
|
+
//@{
|
581
|
+
/// Vector of column start positions in #hrow_, #colels_
|
582
|
+
CoinBigIndex *mcstrt_;
|
583
|
+
/// Vector of column lengths
|
584
|
+
int *hincol_;
|
585
|
+
/// Row indices (positional correspondence with #colels_)
|
586
|
+
int *hrow_;
|
587
|
+
/// Coefficients (positional correspondence with #hrow_)
|
588
|
+
double *colels_;
|
589
|
+
|
590
|
+
/// Objective coefficients
|
591
|
+
double *cost_;
|
592
|
+
/// Original objective offset
|
593
|
+
double originalOffset_;
|
594
|
+
|
595
|
+
/// Column (primal variable) lower bounds
|
596
|
+
double *clo_;
|
597
|
+
/// Column (primal variable) upper bounds
|
598
|
+
double *cup_;
|
599
|
+
|
600
|
+
/// Row (constraint) lower bounds
|
601
|
+
double *rlo_;
|
602
|
+
/// Row (constraint) upper bounds
|
603
|
+
double *rup_;
|
604
|
+
|
605
|
+
/*! \brief Original column numbers
|
606
|
+
|
607
|
+
Over the current range of column numbers in the presolved problem,
|
608
|
+
the entry for column j will contain the index of the corresponding
|
609
|
+
column in the original problem.
|
610
|
+
*/
|
611
|
+
int * originalColumn_;
|
612
|
+
/*! \brief Original row numbers
|
613
|
+
|
614
|
+
Over the current range of row numbers in the presolved problem, the
|
615
|
+
entry for row i will contain the index of the corresponding row in
|
616
|
+
the original problem.
|
617
|
+
*/
|
618
|
+
int * originalRow_;
|
619
|
+
|
620
|
+
/// Primal feasibility tolerance
|
621
|
+
double ztolzb_;
|
622
|
+
/// Dual feasibility tolerance
|
623
|
+
double ztoldj_;
|
624
|
+
|
625
|
+
/*! \brief Maximization/minimization
|
626
|
+
|
627
|
+
Yes, there's a variable here. No, you really don't want to set this to
|
628
|
+
maximise. See the main notes for CoinPresolveMatrix.
|
629
|
+
*/
|
630
|
+
double maxmin_;
|
631
|
+
//@}
|
632
|
+
|
633
|
+
/*! \name Problem solution information
|
634
|
+
|
635
|
+
The presolve phase will work without any solution information
|
636
|
+
(appropriate for initial optimisation) or with solution information
|
637
|
+
(appropriate for reoptimisation). When solution information is supplied,
|
638
|
+
presolve will maintain it to the best of its ability. #colstat_ is
|
639
|
+
checked to determine the presence/absence of status information. #sol_ is
|
640
|
+
checked for primal solution information, and #rowduals_ for dual solution
|
641
|
+
information.
|
642
|
+
|
643
|
+
The postsolve phase requires the complete solution information from the
|
644
|
+
presolved problem (status, primal and dual solutions). It will be
|
645
|
+
transformed into a correct solution for the original problem.
|
646
|
+
*/
|
647
|
+
//@{
|
648
|
+
/*! \brief Vector of primal variable values
|
649
|
+
|
650
|
+
If #sol_ exists, it is assumed that primal solution information should be
|
651
|
+
updated and that #acts_ also exists.
|
652
|
+
*/
|
653
|
+
double *sol_;
|
654
|
+
/*! \brief Vector of dual variable values
|
655
|
+
|
656
|
+
If #rowduals_ exists, it is assumed that dual solution information should
|
657
|
+
be updated and that #rcosts_ also exists.
|
658
|
+
*/
|
659
|
+
double *rowduals_;
|
660
|
+
/*! \brief Vector of constraint left-hand-side values (row activity)
|
661
|
+
|
662
|
+
Produced by evaluating constraints according to #sol_. Updated iff
|
663
|
+
#sol_ exists.
|
664
|
+
*/
|
665
|
+
double *acts_;
|
666
|
+
/*! \brief Vector of reduced costs
|
667
|
+
|
668
|
+
Produced by evaluating dual constraints according to #rowduals_. Updated
|
669
|
+
iff #rowduals_ exists.
|
670
|
+
*/
|
671
|
+
double *rcosts_;
|
672
|
+
|
673
|
+
/*! \brief Status of primal variables
|
674
|
+
|
675
|
+
Coded with CoinPrePostSolveMatrix::Status, one code per char. colstat_ and
|
676
|
+
#rowstat_ <b>MUST</b> be allocated as a single vector. This is to maintain
|
677
|
+
compatibility with ClpPresolve and OsiPresolve, which do it this way.
|
678
|
+
*/
|
679
|
+
unsigned char *colstat_;
|
680
|
+
|
681
|
+
/*! \brief Status of constraints
|
682
|
+
|
683
|
+
More accurately, the status of the logical variable associated with the
|
684
|
+
constraint. Coded with CoinPrePostSolveMatrix::Status, one code per char.
|
685
|
+
Note that this must be allocated as a single vector with #colstat_.
|
686
|
+
*/
|
687
|
+
unsigned char *rowstat_;
|
688
|
+
//@}
|
689
|
+
|
690
|
+
/*! \name Message handling
|
691
|
+
|
692
|
+
Uses the standard COIN approach: a default handler is installed, and the
|
693
|
+
CoinPrePostsolveMatrix object takes responsibility for it. If the client
|
694
|
+
replaces the handler with one of their own, it becomes their
|
695
|
+
responsibility.
|
696
|
+
*/
|
697
|
+
//@{
|
698
|
+
/// Message handler
|
699
|
+
CoinMessageHandler *handler_;
|
700
|
+
/// Indicates if the current #handler_ is default (true) or not (false).
|
701
|
+
bool defaultHandler_;
|
702
|
+
/// Standard COIN messages
|
703
|
+
CoinMessage messages_;
|
704
|
+
//@}
|
705
|
+
|
706
|
+
};
|
707
|
+
|
708
|
+
/*! \relates CoinPrePostsolveMatrix
|
709
|
+
\brief Generate a print string for a status code.
|
710
|
+
*/
|
711
|
+
const char *statusName (CoinPrePostsolveMatrix::Status status) ;
|
712
|
+
|
713
|
+
|
714
|
+
/*! \class presolvehlink
|
715
|
+
\brief Links to aid in packed matrix modification
|
716
|
+
|
717
|
+
Currently, the matrices held by the CoinPrePostsolveMatrix and
|
718
|
+
CoinPresolveMatrix objects are represented in the same way as a
|
719
|
+
CoinPackedMatrix. In the course of presolve and postsolve transforms, it
|
720
|
+
will happen that a major-dimension vector needs to increase in size. In
|
721
|
+
order to check whether there is enough room to add another coefficient in
|
722
|
+
place, it helps to know the next vector (in memory order) in the bulk
|
723
|
+
storage area. To do that, a linked list of major-dimension vectors is
|
724
|
+
maintained; the "pre" and "suc" fields give the previous and next vector,
|
725
|
+
in memory order (that is, the vector whose mcstrt_ or mrstrt_ entry is
|
726
|
+
next smaller or larger).
|
727
|
+
|
728
|
+
Consider a column-major matrix with ncols columns. By definition,
|
729
|
+
presolvehlink[ncols].pre points to the column in the last occupied
|
730
|
+
position of the bulk storage arrays. There is no easy way to find the
|
731
|
+
column which occupies the first position (there is no presolvehlink[-1] to
|
732
|
+
consult). If the column that initially occupies the first position is
|
733
|
+
moved for expansion, there is no way to reclaim the space until the bulk
|
734
|
+
storage is compacted. The same holds for the last and first rows of a
|
735
|
+
row-major matrix, of course.
|
736
|
+
*/
|
737
|
+
|
738
|
+
class presolvehlink
|
739
|
+
{ public:
|
740
|
+
int pre, suc;
|
741
|
+
} ;
|
742
|
+
|
743
|
+
#define NO_LINK -66666666
|
744
|
+
|
745
|
+
/*! \relates presolvehlink
|
746
|
+
\brief unlink vector i
|
747
|
+
|
748
|
+
Remove vector i from the ordering.
|
749
|
+
*/
|
750
|
+
inline void PRESOLVE_REMOVE_LINK(presolvehlink *link, int i)
|
751
|
+
{
|
752
|
+
int ipre = link[i].pre;
|
753
|
+
int isuc = link[i].suc;
|
754
|
+
if (ipre >= 0) {
|
755
|
+
link[ipre].suc = isuc;
|
756
|
+
}
|
757
|
+
if (isuc >= 0) {
|
758
|
+
link[isuc].pre = ipre;
|
759
|
+
}
|
760
|
+
link[i].pre = NO_LINK, link[i].suc = NO_LINK;
|
761
|
+
}
|
762
|
+
|
763
|
+
/*! \relates presolvehlink
|
764
|
+
\brief insert vector i after vector j
|
765
|
+
|
766
|
+
Insert vector i between j and j.suc.
|
767
|
+
*/
|
768
|
+
inline void PRESOLVE_INSERT_LINK(presolvehlink *link, int i, int j)
|
769
|
+
{
|
770
|
+
int isuc = link[j].suc;
|
771
|
+
link[j].suc = i;
|
772
|
+
link[i].pre = j;
|
773
|
+
if (isuc >= 0) {
|
774
|
+
link[isuc].pre = i;
|
775
|
+
}
|
776
|
+
link[i].suc = isuc;
|
777
|
+
}
|
778
|
+
|
779
|
+
/*! \relates presolvehlink
|
780
|
+
\brief relink vector j in place of vector i
|
781
|
+
|
782
|
+
Replace vector i in the ordering with vector j. This is equivalent to
|
783
|
+
<pre>
|
784
|
+
int pre = link[i].pre;
|
785
|
+
PRESOLVE_REMOVE_LINK(link,i);
|
786
|
+
PRESOLVE_INSERT_LINK(link,j,pre);
|
787
|
+
</pre>
|
788
|
+
But, this routine will work even if i happens to be first in the order.
|
789
|
+
*/
|
790
|
+
inline void PRESOLVE_MOVE_LINK(presolvehlink *link, int i, int j)
|
791
|
+
{
|
792
|
+
int ipre = link[i].pre;
|
793
|
+
int isuc = link[i].suc;
|
794
|
+
if (ipre >= 0) {
|
795
|
+
link[ipre].suc = j;
|
796
|
+
}
|
797
|
+
if (isuc >= 0) {
|
798
|
+
link[isuc].pre = j;
|
799
|
+
}
|
800
|
+
link[i].pre = NO_LINK, link[i].suc = NO_LINK;
|
801
|
+
}
|
802
|
+
|
803
|
+
|
804
|
+
/*! \class CoinPresolveMatrix
|
805
|
+
\brief Augments CoinPrePostsolveMatrix with information about the problem
|
806
|
+
that is only needed during presolve.
|
807
|
+
|
808
|
+
For problem manipulation, this class adds a row-major matrix
|
809
|
+
representation, linked lists that allow for easy manipulation of the matrix
|
810
|
+
when applying presolve transforms, and vectors to track row and column
|
811
|
+
processing status (changed, needs further processing, change prohibited)
|
812
|
+
|
813
|
+
For problem representation, this class adds information about variable type
|
814
|
+
(integer or continuous), an objective offset, and a feasibility tolerance.
|
815
|
+
|
816
|
+
<b>NOTE</b> that the #anyInteger_ and #anyProhibited_ flags are independent
|
817
|
+
of the vectors used to track this information for individual variables
|
818
|
+
(#integerType_ and #rowChanged_ and #colChanged_, respectively).
|
819
|
+
|
820
|
+
<b>NOTE</b> also that at the end of presolve the column-major and row-major
|
821
|
+
matrix representations are loosely packed (<i>i.e.</i>, there may be gaps
|
822
|
+
between columns in the bulk storage arrays).
|
823
|
+
|
824
|
+
<b>NOTE</b> that while you might think that CoinPresolve is prepared to
|
825
|
+
handle minimisation or maximisation, it's unlikely that this still works.
|
826
|
+
This is a good thing: better to convert objective coefficients and duals
|
827
|
+
once, before starting presolve, rather than doing it over and over in
|
828
|
+
each transform that considers dual variables.
|
829
|
+
|
830
|
+
The constructors that take an OSI or ClpSimplex as a parameter really should
|
831
|
+
not be here, but for historical reasons they will likely remain for the
|
832
|
+
forseeable future. -- lh, 111202 --
|
833
|
+
*/
|
834
|
+
|
835
|
+
class CoinPresolveMatrix : public CoinPrePostsolveMatrix
|
836
|
+
{
|
837
|
+
public:
|
838
|
+
|
839
|
+
/*! \brief `Native' constructor
|
840
|
+
|
841
|
+
This constructor creates an empty object which must then be loaded.
|
842
|
+
On the other hand, it doesn't assume that the client is an
|
843
|
+
OsiSolverInterface.
|
844
|
+
*/
|
845
|
+
CoinPresolveMatrix(int ncols_alloc, int nrows_alloc,
|
846
|
+
CoinBigIndex nelems_alloc) ;
|
847
|
+
|
848
|
+
/*! \brief Clp OSI constructor
|
849
|
+
|
850
|
+
See Clp code for the definition.
|
851
|
+
*/
|
852
|
+
CoinPresolveMatrix(int ncols0,
|
853
|
+
double maxmin,
|
854
|
+
// end prepost members
|
855
|
+
|
856
|
+
ClpSimplex * si,
|
857
|
+
|
858
|
+
// rowrep
|
859
|
+
int nrows,
|
860
|
+
CoinBigIndex nelems,
|
861
|
+
bool doStatus,
|
862
|
+
double nonLinearVariable,
|
863
|
+
double bulkRatio);
|
864
|
+
|
865
|
+
/*! \brief Update the model held by a Clp OSI */
|
866
|
+
void update_model(ClpSimplex * si,
|
867
|
+
int nrows0,
|
868
|
+
int ncols0,
|
869
|
+
CoinBigIndex nelems0);
|
870
|
+
/*! \brief Generic OSI constructor
|
871
|
+
|
872
|
+
See OSI code for the definition.
|
873
|
+
*/
|
874
|
+
CoinPresolveMatrix(int ncols0,
|
875
|
+
double maxmin,
|
876
|
+
// end prepost members
|
877
|
+
OsiSolverInterface * si,
|
878
|
+
// rowrep
|
879
|
+
int nrows,
|
880
|
+
CoinBigIndex nelems,
|
881
|
+
bool doStatus,
|
882
|
+
double nonLinearVariable,
|
883
|
+
const char * prohibited,
|
884
|
+
const char * rowProhibited=NULL);
|
885
|
+
|
886
|
+
/*! \brief Update the model held by a generic OSI */
|
887
|
+
void update_model(OsiSolverInterface * si,
|
888
|
+
int nrows0,
|
889
|
+
int ncols0,
|
890
|
+
CoinBigIndex nelems0);
|
891
|
+
|
892
|
+
/// Destructor
|
893
|
+
~CoinPresolveMatrix();
|
894
|
+
|
895
|
+
/*! \brief Initialize a CoinPostsolveMatrix object, destroying the
|
896
|
+
CoinPresolveMatrix object.
|
897
|
+
|
898
|
+
See CoinPostsolveMatrix::assignPresolveToPostsolve.
|
899
|
+
*/
|
900
|
+
friend void assignPresolveToPostsolve (CoinPresolveMatrix *&preObj) ;
|
901
|
+
|
902
|
+
/*! \name Functions to load the problem representation
|
903
|
+
*/
|
904
|
+
//@{
|
905
|
+
/*! \brief Load the cofficient matrix.
|
906
|
+
|
907
|
+
Load the coefficient matrix before loading the other vectors (bounds,
|
908
|
+
objective, variable type) required to define the problem.
|
909
|
+
*/
|
910
|
+
void setMatrix(const CoinPackedMatrix *mtx) ;
|
911
|
+
|
912
|
+
/// Count number of empty rows
|
913
|
+
inline int countEmptyRows()
|
914
|
+
{ int empty = 0 ;
|
915
|
+
for (int i = 0 ; i < nrows_ ; i++) if (hinrow_[i] == 0) empty++ ;
|
916
|
+
return (empty) ; }
|
917
|
+
|
918
|
+
/*! \brief Set variable type information for a single variable
|
919
|
+
|
920
|
+
Set \p variableType to 0 for continous, 1 for integer.
|
921
|
+
Does not manipulate the #anyInteger_ flag.
|
922
|
+
*/
|
923
|
+
inline void setVariableType(int i, int variableType)
|
924
|
+
{ if (integerType_ == 0) integerType_ = new unsigned char [ncols0_] ;
|
925
|
+
integerType_[i] = static_cast<unsigned char>(variableType) ; }
|
926
|
+
|
927
|
+
/*! \brief Set variable type information for all variables
|
928
|
+
|
929
|
+
Set \p variableType[i] to 0 for continuous, 1 for integer.
|
930
|
+
Does not manipulate the #anyInteger_ flag.
|
931
|
+
*/
|
932
|
+
void setVariableType(const unsigned char *variableType, int lenParam) ;
|
933
|
+
|
934
|
+
/*! \brief Set the type of all variables
|
935
|
+
|
936
|
+
allIntegers should be true to set the type to integer, false to set the
|
937
|
+
type to continuous.
|
938
|
+
*/
|
939
|
+
void setVariableType (bool allIntegers, int lenParam) ;
|
940
|
+
|
941
|
+
/// Set a flag for presence (true) or absence (false) of integer variables
|
942
|
+
inline void setAnyInteger (bool anyInteger = true)
|
943
|
+
{ anyInteger_ = anyInteger ; }
|
944
|
+
//@}
|
945
|
+
|
946
|
+
/*! \name Functions to retrieve problem information
|
947
|
+
*/
|
948
|
+
//@{
|
949
|
+
|
950
|
+
/// Get row start vector for row-major packed matrix
|
951
|
+
inline const CoinBigIndex *getRowStarts() const
|
952
|
+
{ return (mrstrt_) ; }
|
953
|
+
/// Get vector of column indices for row-major packed matrix
|
954
|
+
inline const int *getColIndicesByRow() const
|
955
|
+
{ return (hcol_) ; }
|
956
|
+
/// Get vector of elements for row-major packed matrix
|
957
|
+
inline const double *getElementsByRow() const
|
958
|
+
{ return (rowels_) ; }
|
959
|
+
|
960
|
+
/*! \brief Check for integrality of the specified variable.
|
961
|
+
|
962
|
+
Consults the #integerType_ vector if present; fallback is the
|
963
|
+
#anyInteger_ flag.
|
964
|
+
*/
|
965
|
+
inline bool isInteger (int i) const
|
966
|
+
{ if (integerType_ == 0)
|
967
|
+
{ return (anyInteger_) ; }
|
968
|
+
else
|
969
|
+
if (integerType_[i] == 1)
|
970
|
+
{ return (true) ; }
|
971
|
+
else
|
972
|
+
{ return (false) ; } }
|
973
|
+
|
974
|
+
/*! \brief Check if there are any integer variables
|
975
|
+
|
976
|
+
Consults the #anyInteger_ flag
|
977
|
+
*/
|
978
|
+
inline bool anyInteger () const
|
979
|
+
{ return (anyInteger_) ; }
|
980
|
+
/// Picks up any special options
|
981
|
+
inline int presolveOptions() const
|
982
|
+
{ return presolveOptions_;}
|
983
|
+
/// Sets any special options (see #presolveOptions_)
|
984
|
+
inline void setPresolveOptions(int value)
|
985
|
+
{ presolveOptions_=value;}
|
986
|
+
//@}
|
987
|
+
|
988
|
+
/*! \name Matrix storage management links
|
989
|
+
|
990
|
+
Linked lists, modelled after the linked lists used in OSL
|
991
|
+
factorization. They are used for management of the bulk coefficient
|
992
|
+
and minor index storage areas.
|
993
|
+
*/
|
994
|
+
//@{
|
995
|
+
/// Linked list for the column-major representation.
|
996
|
+
presolvehlink *clink_;
|
997
|
+
/// Linked list for the row-major representation.
|
998
|
+
presolvehlink *rlink_;
|
999
|
+
//@}
|
1000
|
+
|
1001
|
+
/// Objective function offset introduced during presolve
|
1002
|
+
double dobias_ ;
|
1003
|
+
|
1004
|
+
/// Adjust objective function constant offset
|
1005
|
+
inline void change_bias(double change_amount)
|
1006
|
+
{
|
1007
|
+
dobias_ += change_amount ;
|
1008
|
+
# if PRESOLVE_DEBUG > 2
|
1009
|
+
assert(fabs(change_amount)<1.0e50) ;
|
1010
|
+
if (change_amount)
|
1011
|
+
PRESOLVE_STMT(printf("changing bias by %g to %g\n",
|
1012
|
+
change_amount, dobias_)) ;
|
1013
|
+
# endif
|
1014
|
+
}
|
1015
|
+
|
1016
|
+
/*! \name Row-major representation
|
1017
|
+
|
1018
|
+
Common row-major format: A pair of vectors with positional
|
1019
|
+
correspondence to hold coefficients and column indices, and a second pair
|
1020
|
+
of vectors giving the starting position and length of each row in
|
1021
|
+
the first pair.
|
1022
|
+
*/
|
1023
|
+
//@{
|
1024
|
+
/// Vector of row start positions in #hcol, #rowels_
|
1025
|
+
CoinBigIndex *mrstrt_;
|
1026
|
+
/// Vector of row lengths
|
1027
|
+
int *hinrow_;
|
1028
|
+
/// Coefficients (positional correspondence with #hcol_)
|
1029
|
+
double *rowels_;
|
1030
|
+
/// Column indices (positional correspondence with #rowels_)
|
1031
|
+
int *hcol_;
|
1032
|
+
//@}
|
1033
|
+
|
1034
|
+
/// Tracks integrality of columns (1 for integer, 0 for continuous)
|
1035
|
+
unsigned char *integerType_;
|
1036
|
+
/*! \brief Flag to say if any variables are integer
|
1037
|
+
|
1038
|
+
Note that this flag is <i>not</i> manipulated by the various
|
1039
|
+
\c setVariableType routines.
|
1040
|
+
*/
|
1041
|
+
bool anyInteger_ ;
|
1042
|
+
/// Print statistics for tuning
|
1043
|
+
bool tuning_;
|
1044
|
+
/// Say we want statistics - also set time
|
1045
|
+
void statistics();
|
1046
|
+
/// Start time of presolve
|
1047
|
+
double startTime_;
|
1048
|
+
|
1049
|
+
/// Bounds can be moved by this to retain feasibility
|
1050
|
+
double feasibilityTolerance_;
|
1051
|
+
/// Return feasibility tolerance
|
1052
|
+
inline double feasibilityTolerance()
|
1053
|
+
{ return (feasibilityTolerance_) ; }
|
1054
|
+
/// Set feasibility tolerance
|
1055
|
+
inline void setFeasibilityTolerance (double val)
|
1056
|
+
{ feasibilityTolerance_ = val ; }
|
1057
|
+
|
1058
|
+
/*! \brief Output status: 0 = feasible, 1 = infeasible, 2 = unbounded
|
1059
|
+
|
1060
|
+
Actually implemented as single bit flags: 1^0 = infeasible, 1^1 =
|
1061
|
+
unbounded.
|
1062
|
+
*/
|
1063
|
+
int status_;
|
1064
|
+
/// Returns problem status (0 = feasible, 1 = infeasible, 2 = unbounded)
|
1065
|
+
inline int status()
|
1066
|
+
{ return (status_) ; }
|
1067
|
+
/// Set problem status
|
1068
|
+
inline void setStatus(int status)
|
1069
|
+
{ status_ = (status&0x3) ; }
|
1070
|
+
|
1071
|
+
/*! \brief Presolve pass number
|
1072
|
+
|
1073
|
+
Should be incremented externally by the method controlling application of
|
1074
|
+
presolve transforms.
|
1075
|
+
Used to control the execution of testRedundant (evoked by the
|
1076
|
+
implied_free transform).
|
1077
|
+
*/
|
1078
|
+
int pass_;
|
1079
|
+
/// Set pass number
|
1080
|
+
inline void setPass (int pass = 0)
|
1081
|
+
{ pass_ = pass ; }
|
1082
|
+
|
1083
|
+
/*! \brief Maximum substitution level
|
1084
|
+
|
1085
|
+
Used to control the execution of subst from implied_free
|
1086
|
+
*/
|
1087
|
+
int maxSubstLevel_;
|
1088
|
+
/// Set Maximum substitution level (normally 3)
|
1089
|
+
inline void setMaximumSubstitutionLevel (int level)
|
1090
|
+
{ maxSubstLevel_ = level ; }
|
1091
|
+
|
1092
|
+
|
1093
|
+
/*! \name Row and column processing status
|
1094
|
+
|
1095
|
+
Information used to determine if rows or columns can be changed and
|
1096
|
+
if they require further processing due to changes.
|
1097
|
+
|
1098
|
+
There are four major lists: the [row,col]ToDo list, and the
|
1099
|
+
[row,col]NextToDo list. In general, a transform processes entries from
|
1100
|
+
the ToDo list and adds entries to the NextToDo list.
|
1101
|
+
|
1102
|
+
There are two vectors, [row,col]Changed, which track the status of
|
1103
|
+
individual rows and columns.
|
1104
|
+
*/
|
1105
|
+
//@{
|
1106
|
+
/*! \brief Column change status information
|
1107
|
+
|
1108
|
+
Coded using the following bits:
|
1109
|
+
<ul>
|
1110
|
+
<li> 0x01: Column has changed
|
1111
|
+
<li> 0x02: preprocessing prohibited
|
1112
|
+
<li> 0x04: Column has been used
|
1113
|
+
<li> 0x08: Column originally had infinite ub
|
1114
|
+
</ul>
|
1115
|
+
*/
|
1116
|
+
unsigned char * colChanged_;
|
1117
|
+
/// Input list of columns to process
|
1118
|
+
int * colsToDo_;
|
1119
|
+
/// Length of #colsToDo_
|
1120
|
+
int numberColsToDo_;
|
1121
|
+
/// Output list of columns to process next
|
1122
|
+
int * nextColsToDo_;
|
1123
|
+
/// Length of #nextColsToDo_
|
1124
|
+
int numberNextColsToDo_;
|
1125
|
+
|
1126
|
+
/*! \brief Row change status information
|
1127
|
+
|
1128
|
+
Coded using the following bits:
|
1129
|
+
<ul>
|
1130
|
+
<li> 0x01: Row has changed
|
1131
|
+
<li> 0x02: preprocessing prohibited
|
1132
|
+
<li> 0x04: Row has been used
|
1133
|
+
</ul>
|
1134
|
+
*/
|
1135
|
+
unsigned char * rowChanged_;
|
1136
|
+
/// Input list of rows to process
|
1137
|
+
int * rowsToDo_;
|
1138
|
+
/// Length of #rowsToDo_
|
1139
|
+
int numberRowsToDo_;
|
1140
|
+
/// Output list of rows to process next
|
1141
|
+
int * nextRowsToDo_;
|
1142
|
+
/// Length of #nextRowsToDo_
|
1143
|
+
int numberNextRowsToDo_;
|
1144
|
+
/*! \brief Fine control over presolve actions
|
1145
|
+
|
1146
|
+
Set/clear the following bits to allow or suppress actions:
|
1147
|
+
- 0x01 allow duplicate column tests for integer variables
|
1148
|
+
- 0x02 not used
|
1149
|
+
- 0x04 set to inhibit x+y+z=1 mods
|
1150
|
+
- 0x08 not used
|
1151
|
+
- 0x10 set to allow stuff which won't unroll easily (overlapping
|
1152
|
+
duplicate rows; opportunistic fixing of variables from bound
|
1153
|
+
propagation).
|
1154
|
+
- 0x04000 allow presolve transforms to arbitrarily ignore infeasibility
|
1155
|
+
and set arbitrary feasible bounds.
|
1156
|
+
- 0x10000 instructs implied_free_action to be `more lightweight'; will
|
1157
|
+
return without doing anything after 15 presolve passes.
|
1158
|
+
- 0x(2,4,6)0000 instructs implied_free_action to remove small created elements
|
1159
|
+
- 0x80000000 set by presolve to say dupcol_action compressed columns
|
1160
|
+
*/
|
1161
|
+
int presolveOptions_;
|
1162
|
+
/*! Flag to say if any rows or columns are marked as prohibited
|
1163
|
+
|
1164
|
+
Note that this flag is <i>not</i> manipulated by any of the
|
1165
|
+
various \c set*Prohibited routines.
|
1166
|
+
*/
|
1167
|
+
bool anyProhibited_;
|
1168
|
+
//@}
|
1169
|
+
|
1170
|
+
/*! \name Scratch work arrays
|
1171
|
+
|
1172
|
+
Preallocated work arrays are useful to avoid having to allocate and free
|
1173
|
+
work arrays in individual presolve methods.
|
1174
|
+
|
1175
|
+
All are allocated from #setMatrix by #initializeStuff, freed from
|
1176
|
+
#~CoinPresolveMatrix. You can use #deleteStuff followed by
|
1177
|
+
#initializeStuff to remove and recreate them.
|
1178
|
+
*/
|
1179
|
+
//@{
|
1180
|
+
/// Preallocated scratch work array, 3*nrows_
|
1181
|
+
int *usefulRowInt_ ;
|
1182
|
+
/// Preallocated scratch work array, 2*nrows_
|
1183
|
+
double *usefulRowDouble_ ;
|
1184
|
+
/// Preallocated scratch work array, 2*ncols_
|
1185
|
+
int *usefulColumnInt_ ;
|
1186
|
+
/// Preallocated scratch work array, ncols_
|
1187
|
+
double *usefulColumnDouble_ ;
|
1188
|
+
/// Array of random numbers (max row,column)
|
1189
|
+
double *randomNumber_ ;
|
1190
|
+
|
1191
|
+
/// Work array for count of infinite contributions to row lhs upper bound
|
1192
|
+
int *infiniteUp_ ;
|
1193
|
+
/// Work array for sum of finite contributions to row lhs upper bound
|
1194
|
+
double *sumUp_ ;
|
1195
|
+
/// Work array for count of infinite contributions to row lhs lower bound
|
1196
|
+
int *infiniteDown_ ;
|
1197
|
+
/// Work array for sum of finite contributions to row lhs lower bound
|
1198
|
+
double *sumDown_ ;
|
1199
|
+
//@}
|
1200
|
+
|
1201
|
+
/*! \brief Recompute row lhs bounds
|
1202
|
+
|
1203
|
+
Calculate finite contributions to row lhs upper and lower bounds
|
1204
|
+
and count infinite contributions. Returns the number of rows found
|
1205
|
+
to be infeasible.
|
1206
|
+
|
1207
|
+
If \p whichRow < 0, bounds are recomputed for all rows.
|
1208
|
+
|
1209
|
+
As of 110611, this seems to be a work in progress in the sense that it's
|
1210
|
+
barely used by the existing presolve code.
|
1211
|
+
*/
|
1212
|
+
int recomputeSums(int whichRow) ;
|
1213
|
+
|
1214
|
+
/// Allocate scratch arrays
|
1215
|
+
void initializeStuff() ;
|
1216
|
+
/// Free scratch arrays
|
1217
|
+
void deleteStuff() ;
|
1218
|
+
|
1219
|
+
/*! \name Functions to manipulate row and column processing status */
|
1220
|
+
//@{
|
1221
|
+
|
1222
|
+
/*! \brief Initialise the column ToDo lists
|
1223
|
+
|
1224
|
+
Places all columns in the #colsToDo_ list except for columns marked
|
1225
|
+
as prohibited (<i>viz.</i> #colChanged_).
|
1226
|
+
*/
|
1227
|
+
void initColsToDo () ;
|
1228
|
+
|
1229
|
+
/*! \brief Step column ToDo lists
|
1230
|
+
|
1231
|
+
Moves columns on the #nextColsToDo_ list to the #colsToDo_ list, emptying
|
1232
|
+
#nextColsToDo_. Returns the number of columns transferred.
|
1233
|
+
*/
|
1234
|
+
int stepColsToDo () ;
|
1235
|
+
|
1236
|
+
/// Return the number of columns on the #colsToDo_ list
|
1237
|
+
inline int numberColsToDo()
|
1238
|
+
{ return (numberColsToDo_) ; }
|
1239
|
+
|
1240
|
+
/// Has column been changed?
|
1241
|
+
inline bool colChanged(int i) const {
|
1242
|
+
return (colChanged_[i]&1)!=0;
|
1243
|
+
}
|
1244
|
+
/// Mark column as not changed
|
1245
|
+
inline void unsetColChanged(int i) {
|
1246
|
+
colChanged_[i] = static_cast<unsigned char>(colChanged_[i] & (~1)) ;
|
1247
|
+
}
|
1248
|
+
/// Mark column as changed.
|
1249
|
+
inline void setColChanged(int i) {
|
1250
|
+
colChanged_[i] = static_cast<unsigned char>(colChanged_[i] | (1)) ;
|
1251
|
+
}
|
1252
|
+
/// Mark column as changed and add to list of columns to process next
|
1253
|
+
inline void addCol(int i) {
|
1254
|
+
if ((colChanged_[i]&1)==0) {
|
1255
|
+
colChanged_[i] = static_cast<unsigned char>(colChanged_[i] | (1)) ;
|
1256
|
+
nextColsToDo_[numberNextColsToDo_++] = i;
|
1257
|
+
}
|
1258
|
+
}
|
1259
|
+
/// Test if column is eligible for preprocessing
|
1260
|
+
inline bool colProhibited(int i) const {
|
1261
|
+
return (colChanged_[i]&2)!=0;
|
1262
|
+
}
|
1263
|
+
/*! \brief Test if column is eligible for preprocessing
|
1264
|
+
|
1265
|
+
The difference between this method and #colProhibited() is that this
|
1266
|
+
method first tests #anyProhibited_ before examining the specific entry
|
1267
|
+
for the specified column.
|
1268
|
+
*/
|
1269
|
+
inline bool colProhibited2(int i) const {
|
1270
|
+
if (!anyProhibited_)
|
1271
|
+
return false;
|
1272
|
+
else
|
1273
|
+
return (colChanged_[i]&2)!=0;
|
1274
|
+
}
|
1275
|
+
/// Mark column as ineligible for preprocessing
|
1276
|
+
inline void setColProhibited(int i) {
|
1277
|
+
colChanged_[i] = static_cast<unsigned char>(colChanged_[i] | (2)) ;
|
1278
|
+
}
|
1279
|
+
/*! \brief Test if column is marked as used
|
1280
|
+
|
1281
|
+
This is for doing faster lookups to see where two columns have entries
|
1282
|
+
in common.
|
1283
|
+
*/
|
1284
|
+
inline bool colUsed(int i) const {
|
1285
|
+
return (colChanged_[i]&4)!=0;
|
1286
|
+
}
|
1287
|
+
/// Mark column as used
|
1288
|
+
inline void setColUsed(int i) {
|
1289
|
+
colChanged_[i] = static_cast<unsigned char>(colChanged_[i] | (4)) ;
|
1290
|
+
}
|
1291
|
+
/// Mark column as unused
|
1292
|
+
inline void unsetColUsed(int i) {
|
1293
|
+
colChanged_[i] = static_cast<unsigned char>(colChanged_[i] & (~4)) ;
|
1294
|
+
}
|
1295
|
+
/// Has column infinite ub (originally)
|
1296
|
+
inline bool colInfinite(int i) const {
|
1297
|
+
return (colChanged_[i]&8)!=0;
|
1298
|
+
}
|
1299
|
+
/// Mark column as not infinite ub (originally)
|
1300
|
+
inline void unsetColInfinite(int i) {
|
1301
|
+
colChanged_[i] = static_cast<unsigned char>(colChanged_[i] & (~8)) ;
|
1302
|
+
}
|
1303
|
+
/// Mark column as infinite ub (originally)
|
1304
|
+
inline void setColInfinite(int i) {
|
1305
|
+
colChanged_[i] = static_cast<unsigned char>(colChanged_[i] | (8)) ;
|
1306
|
+
}
|
1307
|
+
|
1308
|
+
/*! \brief Initialise the row ToDo lists
|
1309
|
+
|
1310
|
+
Places all rows in the #rowsToDo_ list except for rows marked
|
1311
|
+
as prohibited (<i>viz.</i> #rowChanged_).
|
1312
|
+
*/
|
1313
|
+
void initRowsToDo () ;
|
1314
|
+
|
1315
|
+
/*! \brief Step row ToDo lists
|
1316
|
+
|
1317
|
+
Moves rows on the #nextRowsToDo_ list to the #rowsToDo_ list, emptying
|
1318
|
+
#nextRowsToDo_. Returns the number of rows transferred.
|
1319
|
+
*/
|
1320
|
+
int stepRowsToDo () ;
|
1321
|
+
|
1322
|
+
/// Return the number of rows on the #rowsToDo_ list
|
1323
|
+
inline int numberRowsToDo()
|
1324
|
+
{ return (numberRowsToDo_) ; }
|
1325
|
+
|
1326
|
+
/// Has row been changed?
|
1327
|
+
inline bool rowChanged(int i) const {
|
1328
|
+
return (rowChanged_[i]&1)!=0;
|
1329
|
+
}
|
1330
|
+
/// Mark row as not changed
|
1331
|
+
inline void unsetRowChanged(int i) {
|
1332
|
+
rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] & (~1)) ;
|
1333
|
+
}
|
1334
|
+
/// Mark row as changed
|
1335
|
+
inline void setRowChanged(int i) {
|
1336
|
+
rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] | (1)) ;
|
1337
|
+
}
|
1338
|
+
/// Mark row as changed and add to list of rows to process next
|
1339
|
+
inline void addRow(int i) {
|
1340
|
+
if ((rowChanged_[i]&1)==0) {
|
1341
|
+
rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] | (1)) ;
|
1342
|
+
nextRowsToDo_[numberNextRowsToDo_++] = i;
|
1343
|
+
}
|
1344
|
+
}
|
1345
|
+
/// Test if row is eligible for preprocessing
|
1346
|
+
inline bool rowProhibited(int i) const {
|
1347
|
+
return (rowChanged_[i]&2)!=0;
|
1348
|
+
}
|
1349
|
+
/*! \brief Test if row is eligible for preprocessing
|
1350
|
+
|
1351
|
+
The difference between this method and #rowProhibited() is that this
|
1352
|
+
method first tests #anyProhibited_ before examining the specific entry
|
1353
|
+
for the specified row.
|
1354
|
+
*/
|
1355
|
+
inline bool rowProhibited2(int i) const {
|
1356
|
+
if (!anyProhibited_)
|
1357
|
+
return false;
|
1358
|
+
else
|
1359
|
+
return (rowChanged_[i]&2)!=0;
|
1360
|
+
}
|
1361
|
+
/// Mark row as ineligible for preprocessing
|
1362
|
+
inline void setRowProhibited(int i) {
|
1363
|
+
rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] | (2)) ;
|
1364
|
+
}
|
1365
|
+
/*! \brief Test if row is marked as used
|
1366
|
+
|
1367
|
+
This is for doing faster lookups to see where two rows have entries
|
1368
|
+
in common. It can be used anywhere as long as it ends up zeroed out.
|
1369
|
+
*/
|
1370
|
+
inline bool rowUsed(int i) const {
|
1371
|
+
return (rowChanged_[i]&4)!=0;
|
1372
|
+
}
|
1373
|
+
/// Mark row as used
|
1374
|
+
inline void setRowUsed(int i) {
|
1375
|
+
rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] | (4)) ;
|
1376
|
+
}
|
1377
|
+
/// Mark row as unused
|
1378
|
+
inline void unsetRowUsed(int i) {
|
1379
|
+
rowChanged_[i] = static_cast<unsigned char>(rowChanged_[i] & (~4)) ;
|
1380
|
+
}
|
1381
|
+
|
1382
|
+
|
1383
|
+
/// Check if there are any prohibited rows or columns
|
1384
|
+
inline bool anyProhibited() const
|
1385
|
+
{ return anyProhibited_;}
|
1386
|
+
/// Set a flag for presence of prohibited rows or columns
|
1387
|
+
inline void setAnyProhibited(bool val = true)
|
1388
|
+
{ anyProhibited_ = val ; }
|
1389
|
+
//@}
|
1390
|
+
|
1391
|
+
};
|
1392
|
+
|
1393
|
+
/*! \class CoinPostsolveMatrix
|
1394
|
+
\brief Augments CoinPrePostsolveMatrix with information about the problem
|
1395
|
+
that is only needed during postsolve.
|
1396
|
+
|
1397
|
+
The notable point is that the matrix representation is threaded. The
|
1398
|
+
representation is column-major and starts with the standard two pairs of
|
1399
|
+
arrays: one pair to hold the row indices and coefficients, the second pair
|
1400
|
+
to hold the column starting positions and lengths. But the row indices and
|
1401
|
+
coefficients for a column do not necessarily occupy a contiguous block in
|
1402
|
+
their respective arrays. Instead, a link array gives the position of the
|
1403
|
+
next (row index,coefficient) pair. If the row index and value of a
|
1404
|
+
coefficient a<p,j> occupy position kp in their arrays, then the position of
|
1405
|
+
the next coefficient a<q,j> is found as kq = link[kp].
|
1406
|
+
|
1407
|
+
This threaded representation allows for efficient expansion of columns as
|
1408
|
+
rows are reintroduced during postsolve transformations. The basic packed
|
1409
|
+
structures are allocated to the expected size of the postsolved matrix,
|
1410
|
+
and as new coefficients are added, their location is simply added to the
|
1411
|
+
thread for the column.
|
1412
|
+
|
1413
|
+
There is no provision to convert the threaded representation to a packed
|
1414
|
+
representation. In the context of postsolve, it's not required. (You did
|
1415
|
+
keep a copy of the original matrix, eh?)
|
1416
|
+
|
1417
|
+
The constructors that take an OSI or ClpSimplex as a parameter really should
|
1418
|
+
not be here, but for historical reasons they will likely remain for the
|
1419
|
+
forseeable future. -- lh, 111202 --
|
1420
|
+
*/
|
1421
|
+
class CoinPostsolveMatrix : public CoinPrePostsolveMatrix
|
1422
|
+
{
|
1423
|
+
public:
|
1424
|
+
|
1425
|
+
/*! \brief `Native' constructor
|
1426
|
+
|
1427
|
+
This constructor creates an empty object which must then be loaded.
|
1428
|
+
On the other hand, it doesn't assume that the client is an
|
1429
|
+
OsiSolverInterface.
|
1430
|
+
*/
|
1431
|
+
CoinPostsolveMatrix(int ncols_alloc, int nrows_alloc,
|
1432
|
+
CoinBigIndex nelems_alloc) ;
|
1433
|
+
|
1434
|
+
|
1435
|
+
/*! \brief Clp OSI constructor
|
1436
|
+
|
1437
|
+
See Clp code for the definition.
|
1438
|
+
*/
|
1439
|
+
CoinPostsolveMatrix(ClpSimplex * si,
|
1440
|
+
|
1441
|
+
int ncols0,
|
1442
|
+
int nrows0,
|
1443
|
+
CoinBigIndex nelems0,
|
1444
|
+
|
1445
|
+
double maxmin_,
|
1446
|
+
// end prepost members
|
1447
|
+
|
1448
|
+
double *sol,
|
1449
|
+
double *acts,
|
1450
|
+
|
1451
|
+
unsigned char *colstat,
|
1452
|
+
unsigned char *rowstat);
|
1453
|
+
|
1454
|
+
/*! \brief Generic OSI constructor
|
1455
|
+
|
1456
|
+
See OSI code for the definition.
|
1457
|
+
*/
|
1458
|
+
CoinPostsolveMatrix(OsiSolverInterface * si,
|
1459
|
+
|
1460
|
+
int ncols0,
|
1461
|
+
int nrows0,
|
1462
|
+
CoinBigIndex nelems0,
|
1463
|
+
|
1464
|
+
double maxmin_,
|
1465
|
+
// end prepost members
|
1466
|
+
|
1467
|
+
double *sol,
|
1468
|
+
double *acts,
|
1469
|
+
|
1470
|
+
unsigned char *colstat,
|
1471
|
+
unsigned char *rowstat);
|
1472
|
+
|
1473
|
+
/*! \brief Load an empty CoinPostsolveMatrix from a CoinPresolveMatrix
|
1474
|
+
|
1475
|
+
This routine transfers the contents of the CoinPrePostsolveMatrix
|
1476
|
+
object from the CoinPresolveMatrix object to the CoinPostsolveMatrix
|
1477
|
+
object and completes initialisation of the CoinPostsolveMatrix object.
|
1478
|
+
The empty shell of the CoinPresolveMatrix object is destroyed.
|
1479
|
+
|
1480
|
+
The routine expects an empty CoinPostsolveMatrix object. If handed a loaded
|
1481
|
+
object, a lot of memory will leak.
|
1482
|
+
*/
|
1483
|
+
void assignPresolveToPostsolve (CoinPresolveMatrix *&preObj) ;
|
1484
|
+
|
1485
|
+
/// Destructor
|
1486
|
+
~CoinPostsolveMatrix();
|
1487
|
+
|
1488
|
+
/*! \name Column thread structures
|
1489
|
+
|
1490
|
+
As mentioned in the class documentation, the entries for a given column
|
1491
|
+
do not necessarily occupy a contiguous block of space. The #link_ array
|
1492
|
+
is used to maintain the threading. There is one thread for each column,
|
1493
|
+
and a single thread for all free entries in #hrow_ and #colels_.
|
1494
|
+
|
1495
|
+
The allocated size of #link_ must be at least as large as the allocated
|
1496
|
+
size of #hrow_ and #colels_.
|
1497
|
+
*/
|
1498
|
+
//@{
|
1499
|
+
|
1500
|
+
/*! \brief First entry in free entries thread */
|
1501
|
+
CoinBigIndex free_list_;
|
1502
|
+
/// Allocated size of #link_
|
1503
|
+
int maxlink_;
|
1504
|
+
/*! \brief Thread array
|
1505
|
+
|
1506
|
+
Within a thread, link_[k] points to the next entry in the thread.
|
1507
|
+
*/
|
1508
|
+
CoinBigIndex *link_;
|
1509
|
+
|
1510
|
+
//@}
|
1511
|
+
|
1512
|
+
/*! \name Debugging aids
|
1513
|
+
|
1514
|
+
These arrays are allocated only when CoinPresolve is compiled with
|
1515
|
+
PRESOLVE_DEBUG defined. They hold codes which track the reason that
|
1516
|
+
a column or row is added to the problem during postsolve.
|
1517
|
+
*/
|
1518
|
+
//@{
|
1519
|
+
char *cdone_;
|
1520
|
+
char *rdone_;
|
1521
|
+
//@}
|
1522
|
+
|
1523
|
+
/// debug
|
1524
|
+
void check_nbasic();
|
1525
|
+
|
1526
|
+
};
|
1527
|
+
|
1528
|
+
|
1529
|
+
/*! \defgroup MtxManip Presolve Matrix Manipulation Functions
|
1530
|
+
|
1531
|
+
Functions to work with the loosely packed and threaded packed matrix
|
1532
|
+
structures used during presolve and postsolve.
|
1533
|
+
*/
|
1534
|
+
//@{
|
1535
|
+
|
1536
|
+
/*! \relates CoinPrePostsolveMatrix
|
1537
|
+
\brief Initialise linked list for major vector order in bulk storage
|
1538
|
+
*/
|
1539
|
+
|
1540
|
+
void presolve_make_memlists(/*CoinBigIndex *starts,*/ int *lengths,
|
1541
|
+
presolvehlink *link, int n);
|
1542
|
+
|
1543
|
+
/*! \relates CoinPrePostsolveMatrix
|
1544
|
+
\brief Make sure a major-dimension vector k has room for one more
|
1545
|
+
coefficient.
|
1546
|
+
|
1547
|
+
You can use this directly, or use the inline wrappers presolve_expand_col
|
1548
|
+
and presolve_expand_row
|
1549
|
+
*/
|
1550
|
+
bool presolve_expand_major(CoinBigIndex *majstrts, double *majels,
|
1551
|
+
int *minndxs, int *majlens,
|
1552
|
+
presolvehlink *majlinks, int nmaj, int k) ;
|
1553
|
+
|
1554
|
+
/*! \relates CoinPrePostsolveMatrix
|
1555
|
+
\brief Make sure a column (colx) in a column-major matrix has room for
|
1556
|
+
one more coefficient
|
1557
|
+
*/
|
1558
|
+
|
1559
|
+
inline bool presolve_expand_col(CoinBigIndex *mcstrt, double *colels,
|
1560
|
+
int *hrow, int *hincol,
|
1561
|
+
presolvehlink *clink, int ncols, int colx)
|
1562
|
+
{ return presolve_expand_major(mcstrt,colels,
|
1563
|
+
hrow,hincol,clink,ncols,colx) ; }
|
1564
|
+
|
1565
|
+
/*! \relates CoinPrePostsolveMatrix
|
1566
|
+
\brief Make sure a row (rowx) in a row-major matrix has room for one
|
1567
|
+
more coefficient
|
1568
|
+
*/
|
1569
|
+
|
1570
|
+
inline bool presolve_expand_row(CoinBigIndex *mrstrt, double *rowels,
|
1571
|
+
int *hcol, int *hinrow,
|
1572
|
+
presolvehlink *rlink, int nrows, int rowx)
|
1573
|
+
{ return presolve_expand_major(mrstrt,rowels,
|
1574
|
+
hcol,hinrow,rlink,nrows,rowx) ; }
|
1575
|
+
|
1576
|
+
|
1577
|
+
/*! \relates CoinPrePostsolveMatrix
|
1578
|
+
\brief Find position of a minor index in a major vector.
|
1579
|
+
|
1580
|
+
The routine returns the position \c k in \p minndxs for the specified
|
1581
|
+
minor index \p tgt. It will abort if the entry does not exist. Can be
|
1582
|
+
used directly or via the inline wrappers presolve_find_row and
|
1583
|
+
presolve_find_col.
|
1584
|
+
*/
|
1585
|
+
inline CoinBigIndex presolve_find_minor(int tgt,
|
1586
|
+
CoinBigIndex ks, CoinBigIndex ke,
|
1587
|
+
const int *minndxs)
|
1588
|
+
{ CoinBigIndex k ;
|
1589
|
+
for (k = ks ; k < ke ; k++)
|
1590
|
+
#ifndef NDEBUG
|
1591
|
+
{ if (minndxs[k] == tgt)
|
1592
|
+
return (k) ; }
|
1593
|
+
DIE("FIND_MINOR") ;
|
1594
|
+
|
1595
|
+
abort () ; return -1;
|
1596
|
+
#else
|
1597
|
+
{ if (minndxs[k] == tgt)
|
1598
|
+
break ; }
|
1599
|
+
return (k) ;
|
1600
|
+
#endif
|
1601
|
+
}
|
1602
|
+
|
1603
|
+
/*! \relates CoinPrePostsolveMatrix
|
1604
|
+
\brief Find position of a row in a column in a column-major matrix.
|
1605
|
+
|
1606
|
+
The routine returns the position \c k in \p hrow for the specified \p row.
|
1607
|
+
It will abort if the entry does not exist.
|
1608
|
+
*/
|
1609
|
+
inline CoinBigIndex presolve_find_row(int row, CoinBigIndex kcs,
|
1610
|
+
CoinBigIndex kce, const int *hrow)
|
1611
|
+
{ return presolve_find_minor(row,kcs,kce,hrow) ; }
|
1612
|
+
|
1613
|
+
/*! \relates CoinPostsolveMatrix
|
1614
|
+
\brief Find position of a column in a row in a row-major matrix.
|
1615
|
+
|
1616
|
+
The routine returns the position \c k in \p hcol for the specified \p col.
|
1617
|
+
It will abort if the entry does not exist.
|
1618
|
+
*/
|
1619
|
+
inline CoinBigIndex presolve_find_col(int col, CoinBigIndex krs,
|
1620
|
+
CoinBigIndex kre, const int *hcol)
|
1621
|
+
{ return presolve_find_minor(col,krs,kre,hcol) ; }
|
1622
|
+
|
1623
|
+
|
1624
|
+
/*! \relates CoinPrePostsolveMatrix
|
1625
|
+
\brief Find position of a minor index in a major vector.
|
1626
|
+
|
1627
|
+
The routine returns the position \c k in \p minndxs for the specified
|
1628
|
+
minor index \p tgt. A return value of \p ke means the entry does not
|
1629
|
+
exist. Can be used directly or via the inline wrappers
|
1630
|
+
presolve_find_row1 and presolve_find_col1.
|
1631
|
+
*/
|
1632
|
+
CoinBigIndex presolve_find_minor1(int tgt, CoinBigIndex ks, CoinBigIndex ke,
|
1633
|
+
const int *minndxs);
|
1634
|
+
|
1635
|
+
/*! \relates CoinPrePostsolveMatrix
|
1636
|
+
\brief Find position of a row in a column in a column-major matrix.
|
1637
|
+
|
1638
|
+
The routine returns the position \c k in \p hrow for the specified \p row.
|
1639
|
+
A return value of \p kce means the entry does not exist.
|
1640
|
+
*/
|
1641
|
+
inline CoinBigIndex presolve_find_row1(int row, CoinBigIndex kcs,
|
1642
|
+
CoinBigIndex kce, const int *hrow)
|
1643
|
+
{ return presolve_find_minor1(row,kcs,kce,hrow) ; }
|
1644
|
+
|
1645
|
+
/*! \relates CoinPrePostsolveMatrix
|
1646
|
+
\brief Find position of a column in a row in a row-major matrix.
|
1647
|
+
|
1648
|
+
The routine returns the position \c k in \p hcol for the specified \p col.
|
1649
|
+
A return value of \p kre means the entry does not exist.
|
1650
|
+
*/
|
1651
|
+
inline CoinBigIndex presolve_find_col1(int col, CoinBigIndex krs,
|
1652
|
+
CoinBigIndex kre, const int *hcol)
|
1653
|
+
{ return presolve_find_minor1(col,krs,kre,hcol) ; }
|
1654
|
+
|
1655
|
+
/*! \relates CoinPostsolveMatrix
|
1656
|
+
\brief Find position of a minor index in a major vector in a threaded
|
1657
|
+
matrix.
|
1658
|
+
|
1659
|
+
The routine returns the position \c k in \p minndxs for the specified
|
1660
|
+
minor index \p tgt. It will abort if the entry does not exist. Can be
|
1661
|
+
used directly or via the inline wrapper presolve_find_row2.
|
1662
|
+
*/
|
1663
|
+
CoinBigIndex presolve_find_minor2(int tgt, CoinBigIndex ks, int majlen,
|
1664
|
+
const int *minndxs,
|
1665
|
+
const CoinBigIndex *majlinks) ;
|
1666
|
+
|
1667
|
+
/*! \relates CoinPostsolveMatrix
|
1668
|
+
\brief Find position of a row in a column in a column-major threaded
|
1669
|
+
matrix.
|
1670
|
+
|
1671
|
+
The routine returns the position \c k in \p hrow for the specified \p row.
|
1672
|
+
It will abort if the entry does not exist.
|
1673
|
+
*/
|
1674
|
+
inline CoinBigIndex presolve_find_row2(int row, CoinBigIndex kcs, int collen,
|
1675
|
+
const int *hrow,
|
1676
|
+
const CoinBigIndex *clinks)
|
1677
|
+
{ return presolve_find_minor2(row,kcs,collen,hrow,clinks) ; }
|
1678
|
+
|
1679
|
+
/*! \relates CoinPostsolveMatrix
|
1680
|
+
\brief Find position of a minor index in a major vector in a threaded
|
1681
|
+
matrix.
|
1682
|
+
|
1683
|
+
The routine returns the position \c k in \p minndxs for the specified
|
1684
|
+
minor index \p tgt. It will return -1 if the entry does not exist.
|
1685
|
+
Can be used directly or via the inline wrappers presolve_find_row3.
|
1686
|
+
*/
|
1687
|
+
CoinBigIndex presolve_find_minor3(int tgt, CoinBigIndex ks, int majlen,
|
1688
|
+
const int *minndxs,
|
1689
|
+
const CoinBigIndex *majlinks) ;
|
1690
|
+
|
1691
|
+
/*! \relates CoinPostsolveMatrix
|
1692
|
+
\brief Find position of a row in a column in a column-major threaded
|
1693
|
+
matrix.
|
1694
|
+
|
1695
|
+
The routine returns the position \c k in \p hrow for the specified \p row.
|
1696
|
+
It will return -1 if the entry does not exist.
|
1697
|
+
*/
|
1698
|
+
inline CoinBigIndex presolve_find_row3(int row, CoinBigIndex kcs, int collen,
|
1699
|
+
const int *hrow,
|
1700
|
+
const CoinBigIndex *clinks)
|
1701
|
+
{ return presolve_find_minor3(row,kcs,collen,hrow,clinks) ; }
|
1702
|
+
|
1703
|
+
/*! \relates CoinPrePostsolveMatrix
|
1704
|
+
\brief Delete the entry for a minor index from a major vector.
|
1705
|
+
|
1706
|
+
Deletes the entry for \p minndx from the major vector \p majndx.
|
1707
|
+
Specifically, the relevant entries are removed from the minor index
|
1708
|
+
(\p minndxs) and coefficient (\p els) arrays and the vector length (\p
|
1709
|
+
majlens) is decremented. Loose packing is maintained by swapping the last
|
1710
|
+
entry in the row into the position occupied by the deleted entry.
|
1711
|
+
*/
|
1712
|
+
inline void presolve_delete_from_major(int majndx, int minndx,
|
1713
|
+
const CoinBigIndex *majstrts,
|
1714
|
+
int *majlens, int *minndxs, double *els)
|
1715
|
+
{
|
1716
|
+
const CoinBigIndex ks = majstrts[majndx] ;
|
1717
|
+
const CoinBigIndex ke = ks+majlens[majndx] ;
|
1718
|
+
|
1719
|
+
const CoinBigIndex kmi = presolve_find_minor(minndx,ks,ke,minndxs) ;
|
1720
|
+
|
1721
|
+
minndxs[kmi] = minndxs[ke-1] ;
|
1722
|
+
els[kmi] = els[ke-1] ;
|
1723
|
+
majlens[majndx]-- ;
|
1724
|
+
|
1725
|
+
return ;
|
1726
|
+
}
|
1727
|
+
|
1728
|
+
/*! \relates CoinPrePostsolveMatrix
|
1729
|
+
\brief Delete marked entries
|
1730
|
+
|
1731
|
+
Removes the entries specified in \p marked, compressing the major vector
|
1732
|
+
to maintain loose packing. \p marked is cleared in the process.
|
1733
|
+
*/
|
1734
|
+
inline void presolve_delete_many_from_major(int majndx, char *marked,
|
1735
|
+
const CoinBigIndex *majstrts,
|
1736
|
+
int *majlens, int *minndxs, double *els)
|
1737
|
+
{
|
1738
|
+
const CoinBigIndex ks = majstrts[majndx] ;
|
1739
|
+
const CoinBigIndex ke = ks+majlens[majndx] ;
|
1740
|
+
CoinBigIndex put = ks ;
|
1741
|
+
for (CoinBigIndex k = ks ; k < ke ; k++) {
|
1742
|
+
int iMinor = minndxs[k] ;
|
1743
|
+
if (!marked[iMinor]) {
|
1744
|
+
minndxs[put] = iMinor ;
|
1745
|
+
els[put++] = els[k] ;
|
1746
|
+
} else {
|
1747
|
+
marked[iMinor] = 0 ;
|
1748
|
+
}
|
1749
|
+
}
|
1750
|
+
majlens[majndx] = put-ks ;
|
1751
|
+
return ;
|
1752
|
+
}
|
1753
|
+
|
1754
|
+
/*! \relates CoinPrePostsolveMatrix
|
1755
|
+
\brief Delete the entry for row \p row from column \p col in a
|
1756
|
+
column-major matrix
|
1757
|
+
|
1758
|
+
Deletes the entry for \p row from the major vector for \p col.
|
1759
|
+
Specifically, the relevant entries are removed from the row index (\p
|
1760
|
+
hrow) and coefficient (\p colels) arrays and the vector length (\p
|
1761
|
+
hincol) is decremented. Loose packing is maintained by swapping the last
|
1762
|
+
entry in the row into the position occupied by the deleted entry.
|
1763
|
+
*/
|
1764
|
+
inline void presolve_delete_from_col(int row, int col,
|
1765
|
+
const CoinBigIndex *mcstrt,
|
1766
|
+
int *hincol, int *hrow, double *colels)
|
1767
|
+
{ presolve_delete_from_major(col,row,mcstrt,hincol,hrow,colels) ; }
|
1768
|
+
|
1769
|
+
/*! \relates CoinPrePostsolveMatrix
|
1770
|
+
\brief Delete the entry for column \p col from row \p row in a
|
1771
|
+
row-major matrix
|
1772
|
+
|
1773
|
+
Deletes the entry for \p col from the major vector for \p row.
|
1774
|
+
Specifically, the relevant entries are removed from the column index (\p
|
1775
|
+
hcol) and coefficient (\p rowels) arrays and the vector length (\p
|
1776
|
+
hinrow) is decremented. Loose packing is maintained by swapping the last
|
1777
|
+
entry in the column into the position occupied by the deleted entry.
|
1778
|
+
*/
|
1779
|
+
inline void presolve_delete_from_row(int row, int col,
|
1780
|
+
const CoinBigIndex *mrstrt,
|
1781
|
+
int *hinrow, int *hcol, double *rowels)
|
1782
|
+
{ presolve_delete_from_major(row,col,mrstrt,hinrow,hcol,rowels) ; }
|
1783
|
+
|
1784
|
+
/*! \relates CoinPostsolveMatrix
|
1785
|
+
\brief Delete the entry for a minor index from a major vector in a
|
1786
|
+
threaded matrix.
|
1787
|
+
|
1788
|
+
Deletes the entry for \p minndx from the major vector \p majndx.
|
1789
|
+
Specifically, the relevant entries are removed from the minor index (\p
|
1790
|
+
minndxs) and coefficient (\p els) arrays and the vector length (\p
|
1791
|
+
majlens) is decremented. The thread for the major vector is relinked
|
1792
|
+
around the deleted entry and the space is returned to the free list.
|
1793
|
+
*/
|
1794
|
+
void presolve_delete_from_major2 (int majndx, int minndx,
|
1795
|
+
CoinBigIndex *majstrts, int *majlens,
|
1796
|
+
int *minndxs, int *majlinks,
|
1797
|
+
CoinBigIndex *free_listp) ;
|
1798
|
+
|
1799
|
+
/*! \relates CoinPostsolveMatrix
|
1800
|
+
\brief Delete the entry for row \p row from column \p col in a
|
1801
|
+
column-major threaded matrix
|
1802
|
+
|
1803
|
+
Deletes the entry for \p row from the major vector for \p col.
|
1804
|
+
Specifically, the relevant entries are removed from the row index (\p
|
1805
|
+
hrow) and coefficient (\p colels) arrays and the vector length (\p
|
1806
|
+
hincol) is decremented. The thread for the major vector is relinked
|
1807
|
+
around the deleted entry and the space is returned to the free list.
|
1808
|
+
*/
|
1809
|
+
inline void presolve_delete_from_col2(int row, int col, CoinBigIndex *mcstrt,
|
1810
|
+
int *hincol, int *hrow,
|
1811
|
+
int *clinks, CoinBigIndex *free_listp)
|
1812
|
+
{ presolve_delete_from_major2(col,row,mcstrt,hincol,hrow,clinks,free_listp) ; }
|
1813
|
+
|
1814
|
+
//@}
|
1815
|
+
|
1816
|
+
/*! \defgroup PresolveUtilities Presolve Utility Functions
|
1817
|
+
|
1818
|
+
Utilities used by multiple presolve transform objects.
|
1819
|
+
*/
|
1820
|
+
//@{
|
1821
|
+
|
1822
|
+
/*! \brief Duplicate a major-dimension vector; optionally omit the entry
|
1823
|
+
with minor index \p tgt.
|
1824
|
+
|
1825
|
+
Designed to copy a major-dimension vector from the paired coefficient
|
1826
|
+
(\p elems) and minor index (\p indices) arrays used in the standard
|
1827
|
+
packed matrix representation. Copies \p length entries starting at
|
1828
|
+
\p offset.
|
1829
|
+
|
1830
|
+
If \p tgt is specified, the entry with minor index == \p tgt is
|
1831
|
+
omitted from the copy.
|
1832
|
+
*/
|
1833
|
+
double *presolve_dupmajor(const double *elems, const int *indices,
|
1834
|
+
int length, CoinBigIndex offset, int tgt = -1);
|
1835
|
+
|
1836
|
+
/// Initialize a vector with random numbers
|
1837
|
+
void coin_init_random_vec(double *work, int n);
|
1838
|
+
|
1839
|
+
//@}
|
1840
|
+
|
1841
|
+
|
1842
|
+
#endif
|