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

casadi/include/coin/ClpPrimalColumnSteepest.hpp

@@ -0,0 +1,281 @@
+/* $Id$ */
+// 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 ClpPrimalColumnSteepest_H
+#define ClpPrimalColumnSteepest_H
+
+#include "ClpPrimalColumnPivot.hpp"
+#include <bitset>
+
+//#############################################################################
+class CoinIndexedVector;
+
+/** Primal Column Pivot Steepest Edge Algorithm Class
+
+See Forrest-Goldfarb paper for algorithm
+
+*/
+
+class ClpPrimalColumnSteepest : public ClpPrimalColumnPivot {
+
+public:
+  ///@name Algorithmic methods
+  //@{
+
+  /** Returns pivot column, -1 if none.
+         The Packed CoinIndexedVector updates has cost updates - for normal LP
+         that is just +-weight where a feasibility changed.  It also has
+         reduced cost from last iteration in pivot row
+         Parts of operation split out into separate functions for
+         profiling and speed
+     */
+  virtual int pivotColumn(CoinIndexedVector *updates,
+    CoinIndexedVector *spareRow1,
+    CoinIndexedVector *spareRow2,
+    CoinIndexedVector *spareColumn1,
+    CoinIndexedVector *spareColumn2);
+  /// For quadratic or funny nonlinearities
+  int pivotColumnOldMethod(CoinIndexedVector *updates,
+    CoinIndexedVector *spareRow1,
+    CoinIndexedVector *spareRow2,
+    CoinIndexedVector *spareColumn1,
+    CoinIndexedVector *spareColumn2);
+  /// Just update djs
+  void justDjs(CoinIndexedVector *updates,
+    CoinIndexedVector *spareRow2,
+    CoinIndexedVector *spareColumn1,
+    CoinIndexedVector *spareColumn2);
+  /// Update djs doing partial pricing (dantzig)
+  int partialPricing(CoinIndexedVector *updates,
+    CoinIndexedVector *spareRow2,
+    int numberWanted,
+    int numberLook);
+  /// Update djs, weights for Devex using djs
+  void djsAndDevex(CoinIndexedVector *updates,
+    CoinIndexedVector *spareRow2,
+    CoinIndexedVector *spareColumn1,
+    CoinIndexedVector *spareColumn2);
+  /** Update djs, weights for Steepest using djs
+	 sets best sequence (possibly) */
+  void djsAndSteepest(CoinIndexedVector *updates,
+    CoinIndexedVector *spareRow2,
+    CoinIndexedVector *spareColumn1,
+    CoinIndexedVector *spareColumn2);
+  /// Update djs, weights for Devex using pivot row
+  void djsAndDevex2(CoinIndexedVector *updates,
+    CoinIndexedVector *spareRow2,
+    CoinIndexedVector *spareColumn1,
+    CoinIndexedVector *spareColumn2);
+  /// Update djs, weights for Steepest using pivot row
+  void djsAndSteepest2(CoinIndexedVector *updates,
+    CoinIndexedVector *spareRow2,
+    CoinIndexedVector *spareColumn1,
+    CoinIndexedVector *spareColumn2);
+  /// Update weights for Devex
+  void justDevex(CoinIndexedVector *updates,
+    CoinIndexedVector *spareRow2,
+    CoinIndexedVector *spareColumn1,
+    CoinIndexedVector *spareColumn2);
+  /// Update weights for Steepest
+  void justSteepest(CoinIndexedVector *updates,
+    CoinIndexedVector *spareRow2,
+    CoinIndexedVector *spareColumn1,
+    CoinIndexedVector *spareColumn2);
+  /// Updates two arrays for steepest
+  int transposeTimes2(const CoinIndexedVector *pi1, CoinIndexedVector *dj1,
+    const CoinIndexedVector *pi2, CoinIndexedVector *dj2,
+    CoinIndexedVector *spare, double scaleFactor);
+
+  /// Updates weights - part 1 - also checks accuracy
+  virtual void updateWeights(CoinIndexedVector *input);
+
+  /// Checks accuracy - just for debug
+  void checkAccuracy(int sequence, double relativeTolerance,
+    CoinIndexedVector *rowArray1,
+    CoinIndexedVector *rowArray2);
+
+  /// Initialize weights
+  void initializeWeights();
+
+  /** Save weights - this may initialize weights as well
+         mode is -
+         1) before factorization
+         2) after factorization
+         3) just redo infeasibilities
+         4) restore weights
+         5) at end of values pass (so need initialization)
+     */
+  virtual void saveWeights(ClpSimplex *model, int mode);
+  /// redo infeasibilities
+  void redoInfeasibilities();
+  /// Gets rid of last update
+  virtual void unrollWeights();
+  /// Gets rid of all arrays
+  virtual void clearArrays();
+  /// Returns true if would not find any column
+  virtual bool looksOptimal() const;
+  /// Called when maximum pivots changes
+  virtual void maximumPivotsChanged();
+  //@}
+
+  /**@name gets and sets */
+  //@{
+  /// Mode
+  inline int mode() const
+  {
+    return mode_;
+  }
+  /// Set mode
+  inline void setMode(int mode)
+  {
+    mode_ = mode;
+  }
+  /// square of infeasibility array (just for infeasible columns)
+  inline CoinIndexedVector *infeasible() const
+  {
+    return infeasible_;
+  }
+  /// Weights
+  inline const double *weights() const
+  {
+    return weights_;
+  }
+  /// alternate weight array
+  inline CoinIndexedVector *alternateWeights() const
+  {
+    return alternateWeights_;
+  }
+  /** Returns number of extra columns for sprint algorithm - 0 means off.
+         Also number of iterations before recompute
+     */
+  virtual int numberSprintColumns(int &numberIterations) const;
+  /// Switch off sprint idea
+  virtual void switchOffSprint();
+
+  //@}
+
+  /** enums for persistence
+     */
+  enum Persistence {
+    normal = 0x00, // create (if necessary) and destroy
+    keep = 0x01 // create (if necessary) and leave
+  };
+
+  ///@name Constructors and destructors
+  //@{
+  /** Default Constructor
+         0 is exact devex, 1 full steepest, 2 is partial exact devex
+         3 switches between 0 and 2 depending on factorization
+         4 starts as partial dantzig/devex but then may switch between 0 and 2.
+         By partial exact devex is meant that the weights are updated as normal
+         but only part of the nonbasic variables are scanned.
+         This can be faster on very easy problems.
+     */
+  ClpPrimalColumnSteepest(int mode = 3);
+
+  /// Copy constructor
+  ClpPrimalColumnSteepest(const ClpPrimalColumnSteepest &rhs);
+
+  /// Assignment operator
+  ClpPrimalColumnSteepest &operator=(const ClpPrimalColumnSteepest &rhs);
+
+  /// Destructor
+  virtual ~ClpPrimalColumnSteepest();
+
+  /// Clone
+  virtual ClpPrimalColumnPivot *clone(bool copyData = true) const;
+
+  //@}
+
+  ///@name Private functions to deal with devex
+  /** reference would be faster using ClpSimplex's status_,
+         but I prefer to keep modularity.
+     */
+  inline bool reference(int i) const
+  {
+    return ((reference_[i >> 5] >> (i & 31)) & 1) != 0;
+  }
+  inline void setReference(int i, bool trueFalse)
+  {
+    unsigned int &value = reference_[i >> 5];
+    int bit = i & 31;
+    if (trueFalse)
+      value |= (1 << bit);
+    else
+      value &= ~(1 << bit);
+  }
+  /// Set/ get persistence
+  inline void setPersistence(Persistence life)
+  {
+    persistence_ = life;
+  }
+  inline Persistence persistence() const
+  {
+    return persistence_;
+  }
+
+  //@}
+  //---------------------------------------------------------------------------
+
+protected:
+  ///@name Protected member data
+  // Update weight
+  double devex_;
+  /// weight array
+  double *weights_;
+  /// square of infeasibility array (just for infeasible columns)
+  CoinIndexedVector *infeasible_;
+  /// alternate weight array (so we can unroll)
+  CoinIndexedVector *alternateWeights_;
+  /// save weight array (so we can use checkpoint)
+  double *savedWeights_;
+  // Array for exact devex to say what is in reference framework
+  unsigned int *reference_;
+  /** Status
+         0) Normal
+         -1) Needs initialization
+         1) Weights are stored by sequence number
+     */
+  int state_;
+  /**
+         0 is exact devex, 1 full steepest, 2 is partial exact devex
+         3 switches between 0 and 2 depending on factorization
+         4 starts as partial dantzig/devex but then may switch between 0 and 2.
+         5 is always partial dantzig
+         By partial exact devex is meant that the weights are updated as normal
+         but only part of the nonbasic variables are scanned.
+         This can be faster on very easy problems.
+
+         New dubious option is >=10 which does mini-sprint
+
+     */
+  int mode_;
+  /* Infeasibility state i.e. array of infeasibilities and sequenceIn-
+	0 - correct
+	1 - needs correcting
+	2 - not known but column sequence has been chosen
+     */
+  int infeasibilitiesState_;
+  /// Life of weights
+  Persistence persistence_;
+  /// Number of times switched from partial dantzig to 0/2
+  int numberSwitched_;
+  // This is pivot row (or pivot sequence round re-factorization)
+  int pivotSequence_;
+  // This is saved pivot sequence
+  int savedPivotSequence_;
+  // This is saved outgoing variable
+  int savedSequenceOut_;
+  // Iteration when last rectified
+  int lastRectified_;
+  // Size of factorization at invert (used to decide algorithm)
+  int sizeFactorization_;
+  //@}
+};
+
+#endif
+
+/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
+*/

casadi/include/coin/ClpQuadraticObjective.hpp

@@ -0,0 +1,161 @@
+/* $Id$ */
+// Copyright (C) 2003, International Business Machines
+// Corporation and others.  All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef ClpQuadraticObjective_H
+#define ClpQuadraticObjective_H
+
+#include "ClpObjective.hpp"
+#include "CoinPackedMatrix.hpp"
+
+//#############################################################################
+
+/** Quadratic Objective Class
+
+*/
+
+class ClpQuadraticObjective : public ClpObjective {
+
+public:
+  ///@name Stuff
+  //@{
+
+  /** Returns gradient.  If Quadratic then solution may be NULL,
+         also returns an offset (to be added to current one)
+         If refresh is false then uses last solution
+         Uses model for scaling
+         includeLinear 0 - no, 1 as is, 2 as feasible
+     */
+  virtual double *gradient(const ClpSimplex *model,
+    const double *solution, double &offset, bool refresh,
+    int includeLinear = 2);
+  /// Resize objective
+  /** Returns reduced gradient.Returns an offset (to be added to current one).
+     */
+  virtual double reducedGradient(ClpSimplex *model, double *region,
+    bool useFeasibleCosts);
+  /** Returns step length which gives minimum of objective for
+         solution + theta * change vector up to maximum theta.
+
+         arrays are numberColumns+numberRows
+         Also sets current objective, predicted and at maximumTheta
+     */
+  virtual double stepLength(ClpSimplex *model,
+    const double *solution,
+    const double *change,
+    double maximumTheta,
+    double &currentObj,
+    double &predictedObj,
+    double &thetaObj);
+  /// Return objective value (without any ClpModel offset) (model may be NULL)
+  virtual double objectiveValue(const ClpSimplex *model, const double *solution) const;
+  virtual void resize(int newNumberColumns);
+  /// Delete columns in  objective
+  virtual void deleteSome(int numberToDelete, const int *which);
+  /// Scale objective
+  virtual void reallyScale(const double *columnScale);
+  /** Given a zeroed array sets nonlinear columns to 1.
+         Returns number of nonlinear columns
+      */
+  virtual int markNonlinear(char *which);
+
+  //@}
+
+  ///@name Constructors and destructors
+  //@{
+  /// Default Constructor
+  ClpQuadraticObjective();
+
+  /// Constructor from objective
+  ClpQuadraticObjective(const double *linearObjective, int numberColumns,
+    const CoinBigIndex *start,
+    const int *column, const double *element,
+    int numberExtendedColumns_ = -1);
+
+  /** Copy constructor .
+         If type is -1 then make sure half symmetric,
+         if +1 then make sure full
+     */
+  ClpQuadraticObjective(const ClpQuadraticObjective &rhs, int type = 0);
+  /** Subset constructor.  Duplicates are allowed
+         and order is as given.
+     */
+  ClpQuadraticObjective(const ClpQuadraticObjective &rhs, int numberColumns,
+    const int *whichColumns);
+
+  /// Assignment operator
+  ClpQuadraticObjective &operator=(const ClpQuadraticObjective &rhs);
+
+  /// Destructor
+  virtual ~ClpQuadraticObjective();
+
+  /// Clone
+  virtual ClpObjective *clone() const;
+  /** Subset clone.  Duplicates are allowed
+         and order is as given.
+     */
+  virtual ClpObjective *subsetClone(int numberColumns,
+    const int *whichColumns) const;
+
+  /** Load up quadratic objective.  This is stored as a CoinPackedMatrix */
+  void loadQuadraticObjective(const int numberColumns,
+    const CoinBigIndex *start,
+    const int *column, const double *element,
+    int numberExtendedColumns = -1);
+  void loadQuadraticObjective(const CoinPackedMatrix &matrix);
+  /// Get rid of quadratic objective
+  void deleteQuadraticObjective();
+  //@}
+  ///@name Gets and sets
+  //@{
+  /// Quadratic objective
+  inline CoinPackedMatrix *quadraticObjective() const
+  {
+    return quadraticObjective_;
+  }
+  /// Linear objective
+  inline double *linearObjective() const
+  {
+    return objective_;
+  }
+  /// Length of linear objective which could be bigger
+  inline int numberExtendedColumns() const
+  {
+    return numberExtendedColumns_;
+  }
+  /// Number of columns in quadratic objective
+  inline int numberColumns() const
+  {
+    return numberColumns_;
+  }
+  /// If a full or half matrix
+  inline bool fullMatrix() const
+  {
+    return fullMatrix_;
+  }
+  //@}
+
+  //---------------------------------------------------------------------------
+
+private:
+  ///@name Private member data
+  /// Quadratic objective
+  CoinPackedMatrix *quadraticObjective_;
+  /// Objective
+  double *objective_;
+  /// Gradient
+  double *gradient_;
+  /// Useful to have number of columns about
+  int numberColumns_;
+  /// Also length of linear objective which could be bigger
+  int numberExtendedColumns_;
+  /// True if full symmetric matrix, false if half
+  bool fullMatrix_;
+  //@}
+};
+
+#endif
+
+/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
+*/