ClpInterior.hpp
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1 /* $Id: ClpInterior.hpp 1525 2010-02-26 17:27:59Z mjs $ */
2 // Copyright (C) 2003, International Business Machines
3 // Corporation and others. All Rights Reserved.
4 
5 /*
6  Authors
7 
8  John Tomlin (pdco)
9  John Forrest (standard predictor-corrector)
10 
11  Note JJF has added arrays - this takes more memory but makes
12  flow easier to understand and hopefully easier to extend
13 
14  */
15 #ifndef ClpInterior_H
16 #define ClpInterior_H
17 
18 #include <iostream>
19 #include <cfloat>
20 #include "ClpModel.hpp"
21 #include "ClpMatrixBase.hpp"
22 #include "ClpSolve.hpp"
23 #include "CoinDenseVector.hpp"
24 class ClpLsqr;
25 class ClpPdcoBase;
27 typedef struct {
28  double atolmin;
29  double r3norm;
30  double LSdamp;
31  double* deltay;
32 } Info;
34 
35 typedef struct {
36  double atolold;
37  double atolnew;
38  double r3ratio;
39  int istop;
40  int itncg;
41 } Outfo;
43 
44 typedef struct {
45  double gamma;
46  double delta;
47  int MaxIter;
48  double FeaTol;
49  double OptTol;
50  double StepTol;
51  double x0min;
52  double z0min;
53  double mu0;
54  int LSmethod; // 1=Cholesky 2=QR 3=LSQR
55  int LSproblem; // See below
57  double LSQRatol1; // Initial atol
58  double LSQRatol2; // Smallest atol (unless atol1 is smaller)
59  double LSQRconlim;
60  int wait;
61 } Options;
62 class Lsqr;
63 class ClpCholeskyBase;
64 // ***** END
72 class ClpInterior : public ClpModel {
73  friend void ClpInteriorUnitTest(const std::string & mpsDir,
74  const std::string & netlibDir);
75 
76 public:
77 
80 
81  ClpInterior ( );
82 
84  ClpInterior(const ClpInterior &);
86  ClpInterior(const ClpModel &);
91  ClpInterior (const ClpModel * wholeModel,
92  int numberRows, const int * whichRows,
93  int numberColumns, const int * whichColumns,
94  bool dropNames = true, bool dropIntegers = true);
96  ClpInterior & operator=(const ClpInterior & rhs);
98  ~ClpInterior ( );
99  // Ones below are just ClpModel with some changes
111  void loadProblem ( const ClpMatrixBase& matrix,
112  const double* collb, const double* colub,
113  const double* obj,
114  const double* rowlb, const double* rowub,
115  const double * rowObjective = NULL);
116  void loadProblem ( const CoinPackedMatrix& matrix,
117  const double* collb, const double* colub,
118  const double* obj,
119  const double* rowlb, const double* rowub,
120  const double * rowObjective = NULL);
121 
124  void loadProblem ( const int numcols, const int numrows,
125  const CoinBigIndex* start, const int* index,
126  const double* value,
127  const double* collb, const double* colub,
128  const double* obj,
129  const double* rowlb, const double* rowub,
130  const double * rowObjective = NULL);
132  void loadProblem ( const int numcols, const int numrows,
133  const CoinBigIndex* start, const int* index,
134  const double* value, const int * length,
135  const double* collb, const double* colub,
136  const double* obj,
137  const double* rowlb, const double* rowub,
138  const double * rowObjective = NULL);
140  int readMps(const char *filename,
141  bool keepNames = false,
142  bool ignoreErrors = false);
147  void borrowModel(ClpModel & otherModel);
149  void returnModel(ClpModel & otherModel);
151 
155  int pdco();
156  // ** Temporary version
157  int pdco( ClpPdcoBase * stuff, Options &options, Info &info, Outfo &outfo);
159  int primalDual();
161 
164 
165  inline bool primalFeasible() const {
166  return (sumPrimalInfeasibilities_ <= 1.0e-5);
167  }
169  inline bool dualFeasible() const {
170  return (sumDualInfeasibilities_ <= 1.0e-5);
171  }
173  inline int algorithm() const {
174  return algorithm_;
175  }
177  inline void setAlgorithm(int value) {
178  algorithm_ = value;
179  }
181  inline CoinWorkDouble sumDualInfeasibilities() const {
183  }
185  inline CoinWorkDouble sumPrimalInfeasibilities() const {
187  }
189  inline CoinWorkDouble dualObjective() const {
190  return dualObjective_;
191  }
193  inline CoinWorkDouble primalObjective() const {
194  return primalObjective_;
195  }
197  inline CoinWorkDouble diagonalNorm() const {
198  return diagonalNorm_;
199  }
201  inline CoinWorkDouble linearPerturbation() const {
202  return linearPerturbation_;
203  }
204  inline void setLinearPerturbation(CoinWorkDouble value) {
205  linearPerturbation_ = value;
206  }
208  inline CoinWorkDouble projectionTolerance() const {
209  return projectionTolerance_;
210  }
211  inline void setProjectionTolerance(CoinWorkDouble value) {
212  projectionTolerance_ = value;
213  }
215  inline CoinWorkDouble diagonalPerturbation() const {
216  return diagonalPerturbation_;
217  }
218  inline void setDiagonalPerturbation(CoinWorkDouble value) {
219  diagonalPerturbation_ = value;
220  }
222  inline CoinWorkDouble gamma() const {
223  return gamma_;
224  }
225  inline void setGamma(CoinWorkDouble value) {
226  gamma_ = value;
227  }
229  inline CoinWorkDouble delta() const {
230  return delta_;
231  }
232  inline void setDelta(CoinWorkDouble value) {
233  delta_ = value;
234  }
236  inline CoinWorkDouble complementarityGap() const {
237  return complementarityGap_;
238  }
240 
243 
244  inline CoinWorkDouble largestPrimalError() const {
245  return largestPrimalError_;
246  }
248  inline CoinWorkDouble largestDualError() const {
249  return largestDualError_;
250  }
252  inline int maximumBarrierIterations() const {
254  }
255  inline void setMaximumBarrierIterations(int value) {
257  }
259  void setCholesky(ClpCholeskyBase * cholesky);
261  int numberFixed() const;
264  void fixFixed(bool reallyFix = true);
266  inline CoinWorkDouble * primalR() const {
267  return primalR_;
268  }
270  inline CoinWorkDouble * dualR() const {
271  return dualR_;
272  }
274 
275 protected:
278 
279  void gutsOfDelete();
281  void gutsOfCopy(const ClpInterior & rhs);
283  bool createWorkingData();
284  void deleteWorkingData();
286  bool sanityCheck();
288  int housekeeping();
290 public:
293 
294  inline CoinWorkDouble rawObjectiveValue() const {
295  return objectiveValue_;
296  }
298  inline int isColumn(int sequence) const {
299  return sequence < numberColumns_ ? 1 : 0;
300  }
302  inline int sequenceWithin(int sequence) const {
303  return sequence < numberColumns_ ? sequence : sequence - numberColumns_;
304  }
306  void checkSolution();
309  CoinWorkDouble quadraticDjs(CoinWorkDouble * djRegion, const CoinWorkDouble * solution,
310  CoinWorkDouble scaleFactor);
311 
313  inline void setFixed( int sequence) {
314  status_[sequence] = static_cast<unsigned char>(status_[sequence] | 1) ;
315  }
316  inline void clearFixed( int sequence) {
317  status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~1) ;
318  }
319  inline bool fixed(int sequence) const {
320  return ((status_[sequence] & 1) != 0);
321  }
322 
324  inline void setFlagged( int sequence) {
325  status_[sequence] = static_cast<unsigned char>(status_[sequence] | 2) ;
326  }
327  inline void clearFlagged( int sequence) {
328  status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~2) ;
329  }
330  inline bool flagged(int sequence) const {
331  return ((status_[sequence] & 2) != 0);
332  }
333 
335  inline void setFixedOrFree( int sequence) {
336  status_[sequence] = static_cast<unsigned char>(status_[sequence] | 4) ;
337  }
338  inline void clearFixedOrFree( int sequence) {
339  status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~4) ;
340  }
341  inline bool fixedOrFree(int sequence) const {
342  return ((status_[sequence] & 4) != 0);
343  }
344 
346  inline void setLowerBound( int sequence) {
347  status_[sequence] = static_cast<unsigned char>(status_[sequence] | 8) ;
348  }
349  inline void clearLowerBound( int sequence) {
350  status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~8) ;
351  }
352  inline bool lowerBound(int sequence) const {
353  return ((status_[sequence] & 8) != 0);
354  }
355 
357  inline void setUpperBound( int sequence) {
358  status_[sequence] = static_cast<unsigned char>(status_[sequence] | 16) ;
359  }
360  inline void clearUpperBound( int sequence) {
361  status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~16) ;
362  }
363  inline bool upperBound(int sequence) const {
364  return ((status_[sequence] & 16) != 0);
365  }
366 
368  inline void setFakeLower( int sequence) {
369  status_[sequence] = static_cast<unsigned char>(status_[sequence] | 32) ;
370  }
371  inline void clearFakeLower( int sequence) {
372  status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~32) ;
373  }
374  inline bool fakeLower(int sequence) const {
375  return ((status_[sequence] & 32) != 0);
376  }
377 
379  inline void setFakeUpper( int sequence) {
380  status_[sequence] = static_cast<unsigned char>(status_[sequence] | 64) ;
381  }
382  inline void clearFakeUpper( int sequence) {
383  status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~64) ;
384  }
385  inline bool fakeUpper(int sequence) const {
386  return ((status_[sequence] & 64) != 0);
387  }
389 
391 protected:
392 
399 
400  CoinWorkDouble largestPrimalError_;
402  CoinWorkDouble largestDualError_;
404  CoinWorkDouble sumDualInfeasibilities_;
408  CoinWorkDouble worstComplementarity_;
410 public:
411  CoinWorkDouble xsize_;
412  CoinWorkDouble zsize_;
413 protected:
415  CoinWorkDouble * lower_;
417  CoinWorkDouble * rowLowerWork_;
419  CoinWorkDouble * columnLowerWork_;
421  CoinWorkDouble * upper_;
423  CoinWorkDouble * rowUpperWork_;
425  CoinWorkDouble * columnUpperWork_;
427  CoinWorkDouble * cost_;
428 public:
430  CoinWorkDouble * rhs_;
431  CoinWorkDouble * x_;
432  CoinWorkDouble * y_;
433  CoinWorkDouble * dj_;
434 protected:
441  CoinWorkDouble mu_;
443  CoinWorkDouble objectiveNorm_;
445  CoinWorkDouble rhsNorm_;
447  CoinWorkDouble solutionNorm_;
449  CoinWorkDouble dualObjective_;
451  CoinWorkDouble primalObjective_;
453  CoinWorkDouble diagonalNorm_;
455  CoinWorkDouble stepLength_;
457  CoinWorkDouble linearPerturbation_;
459  CoinWorkDouble diagonalPerturbation_;
460  // gamma from Saunders and Tomlin regularized
461  CoinWorkDouble gamma_;
462  // delta from Saunders and Tomlin regularized
463  CoinWorkDouble delta_;
465  CoinWorkDouble targetGap_;
467  CoinWorkDouble projectionTolerance_;
469  CoinWorkDouble maximumRHSError_;
473  CoinWorkDouble maximumDualError_;
475  CoinWorkDouble diagonalScaleFactor_;
477  CoinWorkDouble scaleFactor_;
479  CoinWorkDouble actualPrimalStep_;
481  CoinWorkDouble actualDualStep_;
483  CoinWorkDouble smallestInfeasibility_;
485 #define LENGTH_HISTORY 5
488  CoinWorkDouble complementarityGap_;
490  CoinWorkDouble baseObjectiveNorm_;
492  CoinWorkDouble worstDirectionAccuracy_;
494  CoinWorkDouble maximumRHSChange_;
496  CoinWorkDouble * errorRegion_;
498  CoinWorkDouble * rhsFixRegion_;
500  CoinWorkDouble * upperSlack_;
502  CoinWorkDouble * lowerSlack_;
504  CoinWorkDouble * diagonal_;
506  CoinWorkDouble * solution_;
508  CoinWorkDouble * workArray_;
510  CoinWorkDouble * deltaX_;
512  CoinWorkDouble * deltaY_;
514  CoinWorkDouble * deltaZ_;
516  CoinWorkDouble * deltaW_;
518  CoinWorkDouble * deltaSU_;
519  CoinWorkDouble * deltaSL_;
521  CoinWorkDouble * primalR_;
523  CoinWorkDouble * dualR_;
525  CoinWorkDouble * rhsB_;
527  CoinWorkDouble * rhsU_;
529  CoinWorkDouble * rhsL_;
531  CoinWorkDouble * rhsZ_;
533  CoinWorkDouble * rhsW_;
535  CoinWorkDouble * rhsC_;
537  CoinWorkDouble * zVec_;
539  CoinWorkDouble * wVec_;
555 };
556 //#############################################################################
565 void
566 ClpInteriorUnitTest(const std::string & mpsDir,
567  const std::string & netlibDir);
568 
569 
570 #endif