casadi 3.6.7__cp313-none-macosx_10_13_x86_64.macosx_10_13_intel.whl

casadi/include/coin/CoinPresolveDoubleton.hpp

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+/* $Id$ */
+// 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 CoinPresolveDoubleton_H
+#define CoinPresolveDoubleton_H
+
+#define DOUBLETON 5
+
+/*! \class doubleton_action
+    \brief Solve ax+by=c for y and substitute y out of the problem.
+
+  This moves the bounds information for y onto x, making y free and allowing
+  us to substitute it away.
+  \verbatim
+	   a x + b y = c
+	   l1 <= x <= u1
+	   l2 <= y <= u2	==>
+	  
+	   l2 <= (c - a x) / b <= u2
+	   b/-a > 0 ==> (b l2 - c) / -a <= x <= (b u2 - c) / -a
+	   b/-a < 0 ==> (b u2 - c) / -a <= x <= (b l2 - c) / -a
+  \endverbatim
+*/
+class doubleton_action : public CoinPresolveAction {
+public:
+  struct action {
+
+    double clox;
+    double cupx;
+    double costx;
+
+    double costy;
+
+    double rlo;
+
+    double coeffx;
+    double coeffy;
+
+    double *colel;
+
+    int icolx;
+    int icoly;
+    int row;
+    int ncolx;
+    int ncoly;
+  };
+
+  const int nactions_;
+  const action *const actions_;
+
+private:
+  doubleton_action(int nactions,
+    const action *actions,
+    const CoinPresolveAction *next)
+    : CoinPresolveAction(next)
+    , nactions_(nactions)
+    , actions_(actions)
+  {
+  }
+
+public:
+  const char *name() const { return ("doubleton_action"); }
+
+  static const CoinPresolveAction *presolve(CoinPresolveMatrix *,
+    const CoinPresolveAction *next);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  virtual ~doubleton_action();
+};
+#endif
+
+/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
+*/

casadi/include/coin/CoinPresolveDual.hpp

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+/* $Id$ */
+
+// 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 CoinPresolveDual_H
+#define CoinPresolveDual_H
+
+/*! \class remove_dual_action
+    \brief Attempt to fix variables by bounding reduced costs
+
+  The reduced cost of x_j is d_j = c_j - y*a_j (1). Assume minimization,
+  so that at optimality d_j >= 0 for x_j nonbasic at lower bound, and
+  d_j <= 0 for x_j nonbasic at upper bound.
+ 
+  For a slack variable s_i, c_(n+i) = 0 and a_(n+i) is a unit vector, hence
+  d_(n+i) = -y_i. If s_i has a finite lower bound and no upper bound, we
+  must have y_i <= 0 at optimality. Similarly, if s_i has no lower bound and a
+  finite upper bound, we must have y_i >= 0.
+
+  For a singleton variable x_j, d_j = c_j - y_i*a_ij. Given x_j with a
+  single finite bound, we can bound d_j greater or less than 0 at
+  optimality, and that allows us to calculate an upper or lower bound on y_i
+  (depending on the bound on d_j and the sign of a_ij).
+
+  Now we have bounds on some subset of the y_i, and we can use these to
+  calculate upper and lower bounds on the d_j, using bound propagation on
+  (1). If we can manage to bound some d_j as strictly positive or strictly
+  negative, then at optimality the corresponding variable must be nonbasic
+  at its lower or upper bound, respectively. If the required bound is lacking,
+  the problem is unbounded.
+*/
+
+class remove_dual_action : public CoinPresolveAction {
+
+public:
+  /// Destructor
+  ~remove_dual_action();
+
+  /// Name
+  inline const char *name() const { return ("remove_dual_action"); }
+
+  /*! \brief Attempt to fix variables by bounding reduced costs
+
+    Always scans all variables. Propagates bounds on reduced costs until there's
+    no change or until some set of variables can be fixed.
+  */
+  static const CoinPresolveAction *presolve(CoinPresolveMatrix *prob,
+    const CoinPresolveAction *next);
+
+  /*! \brief Postsolve
+
+    In addition to fixing variables (handled by make_fixed_action), we may
+    need use our own postsolve to restore constraint bounds.
+  */
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+private:
+  /// Postsolve (bound restore) instruction
+  struct action {
+    double rlo_; ///< restored row lower bound
+    double rup_; ///< restored row upper bound
+    int ndx_; ///< row index
+  };
+
+  /// Constructor with postsolve actions.
+  remove_dual_action(int nactions, const action *actions,
+    const CoinPresolveAction *next)
+    : CoinPresolveAction(next)
+    , nactions_(nactions)
+    , actions_(actions)
+  {
+  }
+
+  /// Count of bound restore entries
+  const int nactions_;
+  /// Bound restore entries
+  const action *actions_;
+};
+#endif
+
+/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
+*/

casadi/include/coin/CoinPresolveDupcol.hpp

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+/* $Id$ */
+// 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 CoinPresolveDupcol_H
+#define CoinPresolveDupcol_H
+
+#include "CoinPresolveMatrix.hpp"
+
+/*!
+  \file
+*/
+
+#define DUPCOL 10
+
+/*! \class dupcol_action
+    \brief Detect and remove duplicate columns
+
+    The general technique is to sum the coefficients a_(*,j) of each column.
+    Columns with identical sums are duplicates. The obvious problem is that,
+    <i>e.g.</i>, [1 0 1 0] and [0 1 0 1] both add to 2. To minimize the
+    chances of false positives, the coefficients of each row are multipled by
+    a random number r_i, so that we sum r_i*a_ij.
+
+   Candidate columns are checked to confirm they are identical. Where the
+   columns have the same objective coefficient, the two are combined. If the
+   columns have different objective coefficients, complications ensue. In order
+   to remove the duplicate, it must be possible to fix the variable at a bound.
+*/
+
+class dupcol_action : public CoinPresolveAction {
+  dupcol_action();
+  dupcol_action(const dupcol_action &rhs);
+  dupcol_action &operator=(const dupcol_action &rhs);
+
+  struct action {
+    double thislo;
+    double thisup;
+    double lastlo;
+    double lastup;
+    int ithis;
+    int ilast;
+
+    double *colels;
+    int nincol;
+  };
+
+  const int nactions_;
+  // actions_ is owned by the class and must be deleted at destruction
+  const action *const actions_;
+
+  dupcol_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);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  virtual ~dupcol_action();
+};
+
+/*! \class duprow_action
+    \brief Detect and remove duplicate rows
+
+    The algorithm to detect duplicate rows is as outlined for dupcol_action.
+
+    If the feasible interval for one constraint is strictly contained in the
+    other, the tighter (contained) constraint is kept. If the feasible
+    intervals are disjoint, the problem is infeasible. If the feasible
+    intervals overlap, both constraints are kept.
+
+    duprow_action is definitely a work in progress; #postsolve is
+    unimplemented.
+    This doesn't matter as it uses useless_constraint.
+*/
+
+class duprow_action : public CoinPresolveAction {
+  struct action {
+    int row;
+    double lbound;
+    double ubound;
+  };
+
+  //const int nactions_;
+  //const action *const actions_;
+
+  duprow_action()
+    : CoinPresolveAction(NULL)
+    //, nactions_(0)
+    //, actions_(NULL)
+  {
+  }
+  duprow_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);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  //~duprow_action() { delete[]actions_; }
+};
+
+class duprow3_action : public CoinPresolveAction {
+  struct action {
+    int row;
+    double lbound;
+    double ubound;
+  };
+
+  //const int nactions_;
+  //const action *const actions_;
+
+  duprow3_action()
+    : CoinPresolveAction(NULL)
+    //, nactions_(0)
+    //, actions_(NULL)
+  {
+  }
+  duprow3_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);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  //~duprow_action() { delete[]actions_; }
+};
+
+/*! \class gubrow_action
+    \brief Detect and remove entries whose sum is known
+
+    If we have an equality row where all entries same then
+    For other rows where all entries for that equality row are same
+    then we can delete entries and modify rhs
+    gubrow_action is definitely a work in progress; #postsolve is
+    unimplemented.
+*/
+
+class gubrow_action : public CoinPresolveAction {
+  struct action {
+    double rhs;
+    // last is row itself
+    int *deletedRow;
+    double *rowels;
+    int *indices; // indices in gub row
+    int nDrop;
+    int ninrow;
+  };
+
+  const int nactions_;
+  const action *const actions_;
+
+  //gubrow_action():CoinPresolveAction(NULL),nactions_(0),actions_(NULL) {}
+  gubrow_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);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  virtual ~gubrow_action();
+};
+
+/*! \class twoxtwo_action
+    \brief Detect interesting 2 by 2 blocks
+
+    If a variable has two entries and for each row there are only
+    two entries with same other variable then we can get rid of 
+    one constraint and modify costs.
+
+    This is a work in progress - I need more examples
+*/
+
+class twoxtwo_action : public CoinPresolveAction {
+  struct action {
+    double lbound_row;
+    double ubound_row;
+    double lbound_col;
+    double ubound_col;
+    double cost_col;
+    double cost_othercol;
+    int row;
+    int col;
+    int othercol;
+  };
+
+  const int nactions_;
+  const action *const actions_;
+
+  twoxtwo_action()
+    : CoinPresolveAction(NULL)
+    , nactions_(0)
+    , actions_(NULL)
+  {
+  }
+  twoxtwo_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);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  ~twoxtwo_action() { delete[] actions_; }
+};
+
+#endif
+
+/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
+*/

casadi/include/coin/CoinPresolveEmpty.hpp

@@ -0,0 +1,120 @@
+/* $Id$ */
+// 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 CoinPresolveEmpty_H
+#define CoinPresolveEmpty_H
+
+/*! \file
+
+  Drop/reinsert empty rows/columns.
+*/
+
+const int DROP_ROW = 3;
+const int DROP_COL = 4;
+
+/*! \class drop_empty_cols_action
+    \brief Physically removes empty columns in presolve, and reinserts
+	   empty columns in postsolve.
+
+  Physical removal of rows and columns should be the last activities
+  performed during presolve. Do them exactly once. The row-major matrix
+  is <b>not</b> maintained by this transform.
+
+  To physically drop the columns, CoinPrePostsolveMatrix::mcstrt_ and
+  CoinPrePostsolveMatrix::hincol_ are compressed, along with column bounds,
+  objective, and (if present) the column portions of the solution. This
+  renumbers the columns. drop_empty_cols_action::presolve will reconstruct
+  CoinPresolveMatrix::clink_.
+
+  \todo Confirm correct behaviour with solution in presolve.
+*/
+
+class drop_empty_cols_action : public CoinPresolveAction {
+private:
+  const int nactions_;
+
+  struct action {
+    double clo;
+    double cup;
+    double cost;
+    double sol;
+    int jcol;
+  };
+  const action *const actions_;
+
+  drop_empty_cols_action(int nactions,
+    const action *const actions,
+    const CoinPresolveAction *next)
+    : CoinPresolveAction(next)
+    , nactions_(nactions)
+    , actions_(actions)
+  {
+  }
+
+public:
+  const char *name() const { return ("drop_empty_cols_action"); }
+
+  static const CoinPresolveAction *presolve(CoinPresolveMatrix *,
+    const int *ecols,
+    int necols,
+    const CoinPresolveAction *);
+
+  static const CoinPresolveAction *presolve(CoinPresolveMatrix *prob,
+    const CoinPresolveAction *next);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  virtual ~drop_empty_cols_action() { deleteAction(actions_, action *); }
+};
+
+/*! \class drop_empty_rows_action
+    \brief Physically removes empty rows in presolve, and reinserts
+	   empty rows in postsolve.
+
+  Physical removal of rows and columns should be the last activities
+  performed during presolve. Do them exactly once. The row-major matrix
+  is <b>not</b> maintained by this transform.
+
+  To physically drop the rows, the rows are renumbered, excluding empty
+  rows. This involves rewriting CoinPrePostsolveMatrix::hrow_ and compressing
+  the row bounds and (if present) the row portions of the solution.
+
+  \todo Confirm behaviour when a solution is present in presolve.
+*/
+class drop_empty_rows_action : public CoinPresolveAction {
+private:
+  struct action {
+    double rlo;
+    double rup;
+    int row;
+    int fill_row; // which row was moved into position row to fill it
+  };
+
+  const int nactions_;
+  const action *const actions_;
+
+  drop_empty_rows_action(int nactions,
+    const action *actions,
+    const CoinPresolveAction *next)
+    : CoinPresolveAction(next)
+    , nactions_(nactions)
+    , actions_(actions)
+  {
+  }
+
+public:
+  const char *name() const { return ("drop_empty_rows_action"); }
+
+  static const CoinPresolveAction *presolve(CoinPresolveMatrix *prob,
+    const CoinPresolveAction *next);
+
+  void postsolve(CoinPostsolveMatrix *prob) const;
+
+  virtual ~drop_empty_rows_action() { deleteAction(actions_, action *); }
+};
+#endif
+
+/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
+*/