casadi 3.6.3__cp35-none-manylinux2010_x86_64.whl → 3.6.5__cp35-none-manylinux2010_x86_64.whl

casadi/include/coin/CoinPresolveFixed.hpp

@@ -0,0 +1,185 @@
+/* $Id$ */
+// Copyright (C) 2002, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CoinPresolveFixed_H
+#define CoinPresolveFixed_H
+#define FIXED_VARIABLE 1
+
+/*! \class remove_fixed_action
+    \brief Excise fixed variables from the model.
+
+  Implements the action of virtually removing one or more fixed variables
+  x_j from the model by substituting the value sol_j in each constraint.
+  Specifically, for each constraint i where a_ij != 0, rlo_i and rup_i
+  are adjusted by -a_ij*sol_j and a_ij is set to 0.
+
+  There is an implicit assumption that the variable already has the correct
+  value. If this isn't true, corrections to row activity may be incorrect.
+  If you want to guard against this possibility, consider make_fixed_action.
+
+  Actual removal of the empty column from the matrix is handled by
+  drop_empty_cols_action. Correction of the objective function is done there.
+*/
+class remove_fixed_action : public CoinPresolveAction {
+public:
+  /*! \brief Structure to hold information necessary to reintroduce a
+	     column into the problem representation.
+  */
+  struct action {
+    int col; ///< column index of variable
+    int start; ///< start of coefficients in #colels_ and #colrows_
+    double sol; ///< value of variable
+  };
+  /// Array of row indices for coefficients of excised columns
+  int *colrows_;
+  /// Array of coefficients of excised columns
+  double *colels_;
+  /// Number of entries in #actions_
+  int nactions_;
+  /// Vector specifying variable(s) affected by this object
+  action *actions_;
+
+private:
+  /*! \brief Constructor */
+  remove_fixed_action(int nactions,
+    action *actions,
+    double *colels,
+    int *colrows,
+    const CoinPresolveAction *next);
+
+public:
+  /// Returns string "remove_fixed_action".
+  const char *name() const;
+
+  /*! \brief Excise the specified columns.
+
+    Remove the specified columns (\p nfcols, \p fcols) from the problem
+    representation (\p prob), leaving the appropriate postsolve object
+    linked as the head of the list of postsolve objects (currently headed
+    by \p next).
+  */
+  static const remove_fixed_action *presolve(CoinPresolveMatrix *prob,
+    int *fcols,
+    int nfcols,
+    const CoinPresolveAction *next);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  /// Destructor
+  virtual ~remove_fixed_action();
+};
+
+/*! \relates remove_fixed_action
+    \brief Scan the problem for fixed columns and remove them.
+
+  A front end to collect a list of columns with equal bounds and hand them to
+  remove_fixed_action::presolve() for processing.
+*/
+
+const CoinPresolveAction *remove_fixed(CoinPresolveMatrix *prob,
+  const CoinPresolveAction *next);
+
+/*! \class make_fixed_action
+    \brief Fix a variable at a specified bound.
+
+  Implements the action of fixing a variable by forcing both bounds to the same
+  value and forcing the value of the variable to match.
+
+  If the bounds are already equal, and the value of the variable is already
+  correct, consider remove_fixed_action.
+*/
+class make_fixed_action : public CoinPresolveAction {
+
+  /// Structure to preserve the bound overwritten when fixing a variable
+  struct action {
+    double bound; ///< Value of bound overwritten to fix variable.
+    int col; ///< column index of variable
+  };
+
+  /// Number of preserved bounds
+  int nactions_;
+  /// Vector of preserved bounds, one for each variable fixed in this object
+  const action *actions_;
+
+  /*! \brief True to fix at lower bound, false to fix at upper bound.
+
+    Note that this applies to all variables fixed in this object.
+  */
+  const bool fix_to_lower_;
+
+  /*! \brief The postsolve object with the information required to repopulate
+  	     the fixed columns.
+  */
+  const remove_fixed_action *faction_;
+
+  /*! \brief Constructor */
+  make_fixed_action(int nactions, const action *actions, bool fix_to_lower,
+    const remove_fixed_action *faction,
+    const CoinPresolveAction *next)
+    : CoinPresolveAction(next)
+    , nactions_(nactions)
+    , actions_(actions)
+    , fix_to_lower_(fix_to_lower)
+    , faction_(faction)
+  {
+  }
+
+public:
+  /// Returns string "make_fixed_action".
+  const char *name() const;
+
+  /*! \brief Perform actions to fix variables and return postsolve object
+
+    For each specified variable (\p nfcols, \p fcols), fix the variable to
+    the specified bound (\p fix_to_lower) by setting the variable's bounds
+    to be equal in \p prob. Create a postsolve object, link it at the head of
+    the list of postsolve objects (\p next), and return the object.
+  */
+  static const CoinPresolveAction *presolve(CoinPresolveMatrix *prob,
+    int *fcols,
+    int nfcols,
+    bool fix_to_lower,
+    const CoinPresolveAction *next);
+
+  /*! \brief Postsolve (unfix variables)
+
+    Back out the variables fixed by the presolve side of this object.
+  */
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  /// Destructor
+  virtual ~make_fixed_action()
+  {
+    deleteAction(actions_, action *);
+    delete faction_;
+  }
+};
+
+/*! \relates make_fixed_action
+    \brief Scan variables and fix any with equal bounds
+
+  A front end to collect a list of columns with equal bounds and hand them to
+  make_fixed_action::presolve() for processing.
+*/
+
+const CoinPresolveAction *make_fixed(CoinPresolveMatrix *prob,
+  const CoinPresolveAction *next);
+
+/*! \brief Transfer costs from singleton variables
+    \relates make_fixed_action
+
+  Transfers costs from singleton variables in equalities onto the other
+  variables. Will also transfer costs from one integer variable to other
+  integer variables with zero cost if there's a net gain in integer variables
+  with non-zero cost.
+
+  The relation to make_fixed_action is tenuous, but this transform should be
+  attempted before the initial round of variable fixing.
+*/
+void transferCosts(CoinPresolveMatrix *prob);
+#endif
+
+/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
+*/

casadi/include/coin/CoinPresolveForcing.hpp

@@ -0,0 +1,69 @@
+/* $Id$ */
+// Copyright (C) 2002, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CoinPresolveForcing_H
+#define CoinPresolveForcing_H
+
+#include "CoinPresolveMatrix.hpp"
+
+/*!
+  \file
+*/
+
+#define IMPLIED_BOUND 7
+
+/*! \class forcing_constraint_action
+    \brief Detect and process forcing constraints and useless constraints
+
+  A constraint is useless if the bounds on the variables prevent the constraint
+  from ever being violated.
+
+  A constraint is a forcing constraint if the bounds on the constraint force
+  the value of an involved variable to one of its bounds. A constraint can
+  force more than one variable.
+*/
+class forcing_constraint_action : public CoinPresolveAction {
+  forcing_constraint_action();
+  forcing_constraint_action(const forcing_constraint_action &rhs);
+  forcing_constraint_action &operator=(const forcing_constraint_action &rhs);
+
+public:
+  struct action {
+    const int *rowcols;
+    const double *bounds;
+    int row;
+    int nlo;
+    int nup;
+  };
+
+private:
+  const int nactions_;
+  // actions_ is owned by the class and must be deleted at destruction
+  const action *const actions_;
+
+public:
+  forcing_constraint_action(int nactions,
+    const action *actions,
+    const CoinPresolveAction *next)
+    : CoinPresolveAction(next)
+    , nactions_(nactions)
+    , actions_(actions)
+  {
+  }
+
+  const char *name() const;
+
+  static const CoinPresolveAction *presolve(CoinPresolveMatrix *prob,
+    const CoinPresolveAction *next);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  virtual ~forcing_constraint_action();
+};
+
+#endif
+
+/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
+*/

casadi/include/coin/CoinPresolveImpliedFree.hpp

@@ -0,0 +1,66 @@
+/* $Id$ */
+// Copyright (C) 2002, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CoinPresolveImpliedFree_H
+#define CoinPresolveImpliedFree_H
+
+/*!
+  \file
+*/
+
+#define IMPLIED_FREE 9
+
+/*! \class implied_free_action
+    \brief Detect and process implied free variables
+
+  Consider a singleton variable x (<i>i.e.</i>, a variable involved in only
+  one constraint).  Suppose that the bounds on that constraint, combined with
+  the bounds on the other variables involved in the constraint, are such that
+  even the worst case values of the other variables still imply bounds for x
+  which are tighter than the variable's original bounds. Since x can never
+  reach its upper or lower bounds, it is an implied free variable. Both x and
+  the constraint can be deleted from the problem.
+
+  A similar transform for the case where the variable is not a natural column
+  singleton is handled by #subst_constraint_action.
+*/
+class implied_free_action : public CoinPresolveAction {
+  struct action {
+    int row, col;
+    double clo, cup;
+    double rlo, rup;
+    const double *rowels;
+    const double *costs;
+    int ninrow;
+  };
+
+  const int nactions_;
+  const action *const actions_;
+
+  implied_free_action(int nactions,
+    const action *actions,
+    const CoinPresolveAction *next)
+    : CoinPresolveAction(next)
+    , nactions_(nactions)
+    , actions_(actions)
+  {
+  }
+
+public:
+  const char *name() const;
+
+  static const CoinPresolveAction *presolve(CoinPresolveMatrix *prob,
+    const CoinPresolveAction *next,
+    int &fillLevel);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  virtual ~implied_free_action();
+};
+
+#endif
+
+/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
+*/

casadi/include/coin/CoinPresolveIsolated.hpp

@@ -0,0 +1,59 @@
+/* $Id$ */
+// Copyright (C) 2002, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef CoinPresolveIsolated_H
+#define CoinPresolveIsolated_H
+
+#include "CoinPresolveMatrix.hpp"
+
+class isolated_constraint_action : public CoinPresolveAction {
+  isolated_constraint_action();
+  isolated_constraint_action(const isolated_constraint_action &rhs);
+  isolated_constraint_action &operator=(const isolated_constraint_action &rhs);
+
+  double rlo_;
+  double rup_;
+  int row_;
+  int ninrow_;
+  // the arrays are owned by the class and must be deleted at destruction
+  const int *rowcols_;
+  const double *rowels_;
+  const double *costs_;
+
+  isolated_constraint_action(double rlo,
+    double rup,
+    int row,
+    int ninrow,
+    const int *rowcols,
+    const double *rowels,
+    const double *costs,
+    const CoinPresolveAction *next)
+    : CoinPresolveAction(next)
+    , rlo_(rlo)
+    , rup_(rup)
+    , row_(row)
+    , ninrow_(ninrow)
+    , rowcols_(rowcols)
+    , rowels_(rowels)
+    , costs_(costs)
+  {
+  }
+
+public:
+  const char *name() const;
+
+  static const CoinPresolveAction *presolve(CoinPresolveMatrix *prob,
+    int row,
+    const CoinPresolveAction *next);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  virtual ~isolated_constraint_action();
+};
+
+#endif
+
+/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
+*/