diff --git a/cbits/coin/CbcBranchAllDifferent.cpp b/cbits/coin/CbcBranchAllDifferent.cpp deleted file mode 100644 --- a/cbits/coin/CbcBranchAllDifferent.cpp +++ /dev/null @@ -1,156 +0,0 @@ -// $Id: CbcBranchAllDifferent.cpp 1902 2013-04-10 16:58:16Z stefan $ -// Copyright (C) 2004, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -// Edwin 11/13/2009-- carved out of CbcBranchCut - -#if defined(_MSC_VER) -// Turn off compiler warning about long names -# pragma warning(disable:4786) -#endif -#include -#include -#include -#include -//#define CBC_DEBUG - -#include "OsiSolverInterface.hpp" -#include "CbcModel.hpp" -#include "CbcMessage.hpp" -#include "CbcBranchCut.hpp" -#include "CoinSort.hpp" -#include "CoinError.hpp" -#include "CbcBranchAllDifferent.hpp" - -/** Default Constructor -*/ -CbcBranchAllDifferent::CbcBranchAllDifferent () - : CbcBranchCut(), - numberInSet_(0), - which_(NULL) -{ -} - -/* Useful constructor - passed set of variables -*/ -CbcBranchAllDifferent::CbcBranchAllDifferent (CbcModel * model, int numberInSet, - const int * members) - : CbcBranchCut(model) -{ - numberInSet_ = numberInSet; - which_ = CoinCopyOfArray(members, numberInSet_); -} -// Copy constructor -CbcBranchAllDifferent::CbcBranchAllDifferent ( const CbcBranchAllDifferent & rhs) - : CbcBranchCut(rhs) -{ - numberInSet_ = rhs.numberInSet_; - which_ = CoinCopyOfArray(rhs.which_, numberInSet_); -} - -// Clone -CbcObject * -CbcBranchAllDifferent::clone() const -{ - return new CbcBranchAllDifferent(*this); -} - -// Assignment operator -CbcBranchAllDifferent & -CbcBranchAllDifferent::operator=( const CbcBranchAllDifferent & rhs) -{ - if (this != &rhs) { - CbcBranchCut::operator=(rhs); - delete [] which_; - numberInSet_ = rhs.numberInSet_; - which_ = CoinCopyOfArray(rhs.which_, numberInSet_); - } - return *this; -} - -// Destructor -CbcBranchAllDifferent::~CbcBranchAllDifferent () -{ - delete [] which_; -} -CbcBranchingObject * -CbcBranchAllDifferent::createCbcBranch(OsiSolverInterface * /*solver*/ - , const OsiBranchingInformation * /*info*/, - int /*way*/) -{ - // by default way must be -1 - //assert (way==-1); - const double * solution = model_->testSolution(); - double * values = new double[numberInSet_]; - int * which = new int[numberInSet_]; - int i; - for (i = 0; i < numberInSet_; i++) { - int iColumn = which_[i]; - values[i] = solution[iColumn]; - which[i] = iColumn; - } - CoinSort_2(values, values + numberInSet_, which); - double last = -1.0; - double closest = 1.0; - int worst = -1; - for (i = 0; i < numberInSet_; i++) { - if (values[i] - last < closest) { - closest = values[i] - last; - worst = i - 1; - } - last = values[i]; - } - assert (closest <= 0.99999); - OsiRowCut down; - down.setLb(-COIN_DBL_MAX); - down.setUb(-1.0); - int pair[2]; - double elements[] = {1.0, -1.0}; - pair[0] = which[worst]; - pair[1] = which[worst+1]; - delete [] values; - delete [] which; - down.setRow(2, pair, elements); - // up is same - just with rhs changed - OsiRowCut up = down; - up.setLb(1.0); - up.setUb(COIN_DBL_MAX); - // Say is not a fix type branch - CbcCutBranchingObject * newObject = - new CbcCutBranchingObject(model_, down, up, false); - if (model_->messageHandler()->logLevel() > 1) - printf("creating cut in CbcBranchCut\n"); - return newObject; -} -double -CbcBranchAllDifferent::infeasibility(const OsiBranchingInformation * /*info*/, - int &preferredWay) const -{ - preferredWay = -1; - //OsiSolverInterface * solver = model_->solver(); - const double * solution = model_->testSolution(); - //const double * lower = solver->getColLower(); - //const double * upper = solver->getColUpper(); - double * values = new double[numberInSet_]; - int i; - for (i = 0; i < numberInSet_; i++) { - int iColumn = which_[i]; - values[i] = solution[iColumn]; - } - std::sort(values, values + numberInSet_); - double last = -1.0; - double closest = 1.0; - for (i = 0; i < numberInSet_; i++) { - if (values[i] - last < closest) { - closest = values[i] - last; - } - last = values[i]; - } - delete [] values; - if (closest > 0.99999) - return 0.0; - else - return 0.5*(1.0 - closest); -} - diff --git a/cbits/coin/CbcBranchToFixLots.cpp b/cbits/coin/CbcBranchToFixLots.cpp deleted file mode 100644 --- a/cbits/coin/CbcBranchToFixLots.cpp +++ /dev/null @@ -1,571 +0,0 @@ -// $Id: CbcBranchToFixLots.cpp 1902 2013-04-10 16:58:16Z stefan $ -// Copyright (C) 2004, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -// Edwin 11/13/2009-- carved out of CbcBranchCut - -#if defined(_MSC_VER) -// Turn off compiler warning about long names -# pragma warning(disable:4786) -#endif -#include -#include -#include -#include -//#define CBC_DEBUG - -#include "OsiSolverInterface.hpp" -#include "CbcModel.hpp" -#include "CbcMessage.hpp" -#include "CbcBranchCut.hpp" -#include "CoinSort.hpp" -#include "CoinError.hpp" -#include "CbcBranchToFixLots.hpp" - -/** Default Constructor - - Equivalent to an unspecified binary variable. -*/ -CbcBranchToFixLots::CbcBranchToFixLots () - : CbcBranchCut(), - djTolerance_(COIN_DBL_MAX), - fractionFixed_(1.0), - mark_(NULL), - depth_(-1), - numberClean_(0), - alwaysCreate_(false) -{ -} - -/* Useful constructor - passed reduced cost tolerance and fraction we would like fixed. - Also depth level to do at. - Also passed number of 1 rows which when clean triggers fix - Always does if all 1 rows cleaned up and number>0 or if fraction columns reached - Also whether to create branch if can't reach fraction. -*/ -CbcBranchToFixLots::CbcBranchToFixLots (CbcModel * model, double djTolerance, - double fractionFixed, int depth, - int numberClean, - const char * mark, bool alwaysCreate) - : CbcBranchCut(model) -{ - djTolerance_ = djTolerance; - fractionFixed_ = fractionFixed; - if (mark) { - int numberColumns = model->getNumCols(); - mark_ = new char[numberColumns]; - memcpy(mark_, mark, numberColumns); - } else { - mark_ = NULL; - } - depth_ = depth; - assert (model); - OsiSolverInterface * solver = model_->solver(); - matrixByRow_ = *solver->getMatrixByRow(); - numberClean_ = numberClean; - alwaysCreate_ = alwaysCreate; -} -// Copy constructor -CbcBranchToFixLots::CbcBranchToFixLots ( const CbcBranchToFixLots & rhs) - : CbcBranchCut(rhs) -{ - djTolerance_ = rhs.djTolerance_; - fractionFixed_ = rhs.fractionFixed_; - int numberColumns = model_->getNumCols(); - mark_ = CoinCopyOfArray(rhs.mark_, numberColumns); - matrixByRow_ = rhs.matrixByRow_; - depth_ = rhs.depth_; - numberClean_ = rhs.numberClean_; - alwaysCreate_ = rhs.alwaysCreate_; -} - -// Clone -CbcObject * -CbcBranchToFixLots::clone() const -{ - return new CbcBranchToFixLots(*this); -} - -// Assignment operator -CbcBranchToFixLots & -CbcBranchToFixLots::operator=( const CbcBranchToFixLots & rhs) -{ - if (this != &rhs) { - CbcBranchCut::operator=(rhs); - djTolerance_ = rhs.djTolerance_; - fractionFixed_ = rhs.fractionFixed_; - int numberColumns = model_->getNumCols(); - delete [] mark_; - mark_ = CoinCopyOfArray(rhs.mark_, numberColumns); - matrixByRow_ = rhs.matrixByRow_; - depth_ = rhs.depth_; - numberClean_ = rhs.numberClean_; - alwaysCreate_ = rhs.alwaysCreate_; - } - return *this; -} - -// Destructor -CbcBranchToFixLots::~CbcBranchToFixLots () -{ - delete [] mark_; -} -CbcBranchingObject * -CbcBranchToFixLots::createCbcBranch(OsiSolverInterface * solver, const OsiBranchingInformation * /*info*/, int /*way*/) -{ - // by default way must be -1 - //assert (way==-1); - //OsiSolverInterface * solver = model_->solver(); - const double * solution = model_->testSolution(); - const double * lower = solver->getColLower(); - const double * upper = solver->getColUpper(); - const double * dj = solver->getReducedCost(); - int i; - int numberIntegers = model_->numberIntegers(); - const int * integerVariable = model_->integerVariable(); - double integerTolerance = - model_->getDblParam(CbcModel::CbcIntegerTolerance); - // make smaller ? - double tolerance = CoinMin(1.0e-8, integerTolerance); - // How many fixed are we aiming at - int wantedFixed = static_cast (static_cast(numberIntegers) * fractionFixed_); - int nSort = 0; - int numberFixed = 0; - int numberColumns = solver->getNumCols(); - int * sort = new int[numberColumns]; - double * dsort = new double[numberColumns]; - if (djTolerance_ != -1.234567) { - int type = shallWe(); - assert (type); - // Take clean first - if (type == 1) { - for (i = 0; i < numberIntegers; i++) { - int iColumn = integerVariable[i]; - if (upper[iColumn] > lower[iColumn]) { - if (!mark_ || !mark_[iColumn]) { - if (solution[iColumn] < lower[iColumn] + tolerance) { - if (dj[iColumn] > djTolerance_) { - dsort[nSort] = -dj[iColumn]; - sort[nSort++] = iColumn; - } - } else if (solution[iColumn] > upper[iColumn] - tolerance) { - if (dj[iColumn] < -djTolerance_) { - dsort[nSort] = dj[iColumn]; - sort[nSort++] = iColumn; - } - } - } - } else { - numberFixed++; - } - } - // sort - CoinSort_2(dsort, dsort + nSort, sort); - nSort = CoinMin(nSort, wantedFixed - numberFixed); - } else if (type < 10) { - int i; - //const double * rowLower = solver->getRowLower(); - const double * rowUpper = solver->getRowUpper(); - // Row copy - const double * elementByRow = matrixByRow_.getElements(); - const int * column = matrixByRow_.getIndices(); - const CoinBigIndex * rowStart = matrixByRow_.getVectorStarts(); - const int * rowLength = matrixByRow_.getVectorLengths(); - const double * columnLower = solver->getColLower(); - const double * columnUpper = solver->getColUpper(); - const double * solution = solver->getColSolution(); - int numberColumns = solver->getNumCols(); - int numberRows = solver->getNumRows(); - for (i = 0; i < numberColumns; i++) { - sort[i] = i; - if (columnLower[i] != columnUpper[i]) { - dsort[i] = 1.0e100; - } else { - dsort[i] = 1.0e50; - numberFixed++; - } - } - for (i = 0; i < numberRows; i++) { - double rhsValue = rowUpper[i]; - bool oneRow = true; - // check elements - int numberUnsatisfied = 0; - for (int j = rowStart[i]; j < rowStart[i] + rowLength[i]; j++) { - int iColumn = column[j]; - double value = elementByRow[j]; - double solValue = solution[iColumn]; - if (columnLower[iColumn] != columnUpper[iColumn]) { - if (solValue < 1.0 - integerTolerance && solValue > integerTolerance) - numberUnsatisfied++; - if (value != 1.0) { - oneRow = false; - break; - } - } else { - rhsValue -= value * floor(solValue + 0.5); - } - } - if (oneRow && rhsValue <= 1.0 + tolerance) { - if (!numberUnsatisfied) { - for (int j = rowStart[i]; j < rowStart[i] + rowLength[i]; j++) { - int iColumn = column[j]; - if (dsort[iColumn] > 1.0e50) { - dsort[iColumn] = 0; - nSort++; - } - } - } - } - } - // sort - CoinSort_2(dsort, dsort + numberColumns, sort); - } else { - // new way - for (i = 0; i < numberIntegers; i++) { - int iColumn = integerVariable[i]; - if (upper[iColumn] > lower[iColumn]) { - if (!mark_ || !mark_[iColumn]) { - double distanceDown = solution[iColumn] - lower[iColumn]; - double distanceUp = upper[iColumn] - solution[iColumn]; - double distance = CoinMin(distanceDown, distanceUp); - if (distance > 0.001 && distance < 0.5) { - dsort[nSort] = distance; - sort[nSort++] = iColumn; - } - } - } - } - // sort - CoinSort_2(dsort, dsort + nSort, sort); - int n = 0; - double sum = 0.0; - for (int k = 0; k < nSort; k++) { - sum += dsort[k]; - if (sum <= djTolerance_) - n = k; - else - break; - } - nSort = CoinMin(n, numberClean_ / 1000000); - } - } else { -#define FIX_IF_LESS -0.1 - // 3 in same row and sum testSolution(); - const int * column = matrixByRow_.getIndices(); - const CoinBigIndex * rowStart = matrixByRow_.getVectorStarts(); - const int * rowLength = matrixByRow_.getVectorLengths(); - double bestSum = 1.0; - int nBest = -1; - int kRow = -1; - OsiSolverInterface * solver = model_->solver(); - for (int i = 0; i < numberRows; i++) { - int numberUnsatisfied = 0; - double sum = 0.0; - for (int j = rowStart[i]; j < rowStart[i] + rowLength[i]; j++) { - int iColumn = column[j]; - if (solver->isInteger(iColumn)) { - double solValue = solution[iColumn]; - if (solValue > 1.0e-5 && solValue < FIX_IF_LESS) { - numberUnsatisfied++; - sum += solValue; - } - } - } - if (numberUnsatisfied >= 3 && sum < FIX_IF_LESS) { - // possible - if (numberUnsatisfied > nBest || - (numberUnsatisfied == nBest && sum < bestSum)) { - nBest = numberUnsatisfied; - bestSum = sum; - kRow = i; - } - } - } - assert (nBest > 0); - for (int j = rowStart[kRow]; j < rowStart[kRow] + rowLength[kRow]; j++) { - int iColumn = column[j]; - if (solver->isInteger(iColumn)) { - double solValue = solution[iColumn]; - if (solValue > 1.0e-5 && solValue < FIX_IF_LESS) { - sort[nSort++] = iColumn; - } - } - } - } - OsiRowCut down; - down.setLb(-COIN_DBL_MAX); - double rhs = 0.0; - for (i = 0; i < nSort; i++) { - int iColumn = sort[i]; - double distanceDown = solution[iColumn] - lower[iColumn]; - double distanceUp = upper[iColumn] - solution[iColumn]; - if (distanceDown < distanceUp) { - rhs += lower[iColumn]; - dsort[i] = 1.0; - } else { - rhs -= upper[iColumn]; - dsort[i] = -1.0; - } - } - down.setUb(rhs); - down.setRow(nSort, sort, dsort); - down.setEffectiveness(COIN_DBL_MAX); // so will persist - delete [] sort; - delete [] dsort; - // up is same - just with rhs changed - OsiRowCut up = down; - up.setLb(rhs + 1.0); - up.setUb(COIN_DBL_MAX); - // Say can fix one way - CbcCutBranchingObject * newObject = - new CbcCutBranchingObject(model_, down, up, true); - if (model_->messageHandler()->logLevel() > 1) - printf("creating cut in CbcBranchCut\n"); - return newObject; -} -/* Does a lot of the work, - Returns 0 if no good, 1 if dj, 2 if clean, 3 if both - 10 if branching on ones away from bound -*/ -int -CbcBranchToFixLots::shallWe() const -{ - int returnCode = 0; - OsiSolverInterface * solver = model_->solver(); - int numberRows = matrixByRow_.getNumRows(); - //if (numberRows!=solver->getNumRows()) - //return 0; - const double * solution = model_->testSolution(); - const double * lower = solver->getColLower(); - const double * upper = solver->getColUpper(); - const double * dj = solver->getReducedCost(); - int i; - int numberIntegers = model_->numberIntegers(); - const int * integerVariable = model_->integerVariable(); - if (numberClean_ > 1000000) { - int wanted = numberClean_ % 1000000; - int * sort = new int[numberIntegers]; - double * dsort = new double[numberIntegers]; - int nSort = 0; - for (i = 0; i < numberIntegers; i++) { - int iColumn = integerVariable[i]; - if (upper[iColumn] > lower[iColumn]) { - if (!mark_ || !mark_[iColumn]) { - double distanceDown = solution[iColumn] - lower[iColumn]; - double distanceUp = upper[iColumn] - solution[iColumn]; - double distance = CoinMin(distanceDown, distanceUp); - if (distance > 0.001 && distance < 0.5) { - dsort[nSort] = distance; - sort[nSort++] = iColumn; - } - } - } - } - // sort - CoinSort_2(dsort, dsort + nSort, sort); - int n = 0; - double sum = 0.0; - for (int k = 0; k < nSort; k++) { - sum += dsort[k]; - if (sum <= djTolerance_) - n = k; - else - break; - } - delete [] sort; - delete [] dsort; - return (n >= wanted) ? 10 : 0; - } - double integerTolerance = - model_->getDblParam(CbcModel::CbcIntegerTolerance); - // make smaller ? - double tolerance = CoinMin(1.0e-8, integerTolerance); - // How many fixed are we aiming at - int wantedFixed = static_cast (static_cast(numberIntegers) * fractionFixed_); - if (djTolerance_ < 1.0e10) { - int nSort = 0; - int numberFixed = 0; - for (i = 0; i < numberIntegers; i++) { - int iColumn = integerVariable[i]; - if (upper[iColumn] > lower[iColumn]) { - if (!mark_ || !mark_[iColumn]) { - if (solution[iColumn] < lower[iColumn] + tolerance) { - if (dj[iColumn] > djTolerance_) { - nSort++; - } - } else if (solution[iColumn] > upper[iColumn] - tolerance) { - if (dj[iColumn] < -djTolerance_) { - nSort++; - } - } - } - } else { - numberFixed++; - } - } - if (numberFixed + nSort < wantedFixed && !alwaysCreate_) { - returnCode = 0; - } else if (numberFixed < wantedFixed) { - returnCode = 1; - } else { - returnCode = 0; - } - } - if (numberClean_) { - // see how many rows clean - int i; - //const double * rowLower = solver->getRowLower(); - const double * rowUpper = solver->getRowUpper(); - // Row copy - const double * elementByRow = matrixByRow_.getElements(); - const int * column = matrixByRow_.getIndices(); - const CoinBigIndex * rowStart = matrixByRow_.getVectorStarts(); - const int * rowLength = matrixByRow_.getVectorLengths(); - const double * columnLower = solver->getColLower(); - const double * columnUpper = solver->getColUpper(); - const double * solution = solver->getColSolution(); - int numberClean = 0; - bool someToDoYet = false; - int numberColumns = solver->getNumCols(); - char * mark = new char[numberColumns]; - int numberFixed = 0; - for (i = 0; i < numberColumns; i++) { - if (columnLower[i] != columnUpper[i]) { - mark[i] = 0; - } else { - mark[i] = 1; - numberFixed++; - } - } - int numberNewFixed = 0; - for (i = 0; i < numberRows; i++) { - double rhsValue = rowUpper[i]; - bool oneRow = true; - // check elements - int numberUnsatisfied = 0; - for (int j = rowStart[i]; j < rowStart[i] + rowLength[i]; j++) { - int iColumn = column[j]; - double value = elementByRow[j]; - double solValue = solution[iColumn]; - if (columnLower[iColumn] != columnUpper[iColumn]) { - if (solValue < 1.0 - integerTolerance && solValue > integerTolerance) - numberUnsatisfied++; - if (value != 1.0) { - oneRow = false; - break; - } - } else { - rhsValue -= value * floor(solValue + 0.5); - } - } - if (oneRow && rhsValue <= 1.0 + tolerance) { - if (numberUnsatisfied) { - someToDoYet = true; - } else { - numberClean++; - for (int j = rowStart[i]; j < rowStart[i] + rowLength[i]; j++) { - int iColumn = column[j]; - if (columnLower[iColumn] != columnUpper[iColumn] && !mark[iColumn]) { - mark[iColumn] = 1; - numberNewFixed++; - } - } - } - } - } - delete [] mark; - //printf("%d clean, %d old fixed, %d new fixed\n", - // numberClean,numberFixed,numberNewFixed); - if (someToDoYet && numberClean < numberClean_ - && numberNewFixed + numberFixed < wantedFixed) { - } else if (numberFixed < wantedFixed) { - returnCode |= 2; - } else { - } - } - return returnCode; -} -double -CbcBranchToFixLots::infeasibility(const OsiBranchingInformation * /*info*/, - int &preferredWay) const -{ - preferredWay = -1; - CbcNode * node = model_->currentNode(); - int depth; - if (node) - depth = CoinMax(node->depth(), 0); - else - return 0.0; - if (depth_ < 0) { - return 0.0; - } else if (depth_ > 0) { - if ((depth % depth_) != 0) - return 0.0; - } - if (djTolerance_ != -1.234567) { - if (!shallWe()) - return 0.0; - else - return 1.0e20; - } else { - // See if 3 in same row and sum testSolution(); - const int * column = matrixByRow_.getIndices(); - const CoinBigIndex * rowStart = matrixByRow_.getVectorStarts(); - const int * rowLength = matrixByRow_.getVectorLengths(); - double bestSum = 1.0; - int nBest = -1; - OsiSolverInterface * solver = model_->solver(); - for (int i = 0; i < numberRows; i++) { - int numberUnsatisfied = 0; - double sum = 0.0; - for (int j = rowStart[i]; j < rowStart[i] + rowLength[i]; j++) { - int iColumn = column[j]; - if (solver->isInteger(iColumn)) { - double solValue = solution[iColumn]; - if (solValue > 1.0e-5 && solValue < FIX_IF_LESS) { - numberUnsatisfied++; - sum += solValue; - } - } - } - if (numberUnsatisfied >= 3 && sum < FIX_IF_LESS) { - // possible - if (numberUnsatisfied > nBest || - (numberUnsatisfied == nBest && sum < bestSum)) { - nBest = numberUnsatisfied; - bestSum = sum; - } - } - } - if (nBest > 0) - return 1.0e20; - else - return 0.0; - } -} -// Redoes data when sequence numbers change -void -CbcBranchToFixLots::redoSequenceEtc(CbcModel * model, int numberColumns, const int * originalColumns) -{ - model_ = model; - if (mark_) { - OsiSolverInterface * solver = model_->solver(); - int numberColumnsNow = solver->getNumCols(); - char * temp = new char[numberColumnsNow]; - memset(temp, 0, numberColumnsNow); - for (int i = 0; i < numberColumns; i++) { - int j = originalColumns[i]; - temp[i] = mark_[j]; - } - delete [] mark_; - mark_ = temp; - } - OsiSolverInterface * solver = model_->solver(); - matrixByRow_ = *solver->getMatrixByRow(); -} - diff --git a/cbits/coin/CbcCbcParam.cpp b/cbits/coin/CbcCbcParam.cpp deleted file mode 100644 --- a/cbits/coin/CbcCbcParam.cpp +++ /dev/null @@ -1,11 +0,0 @@ -/* $Id: CbcCbcParam.cpp 1902 2013-04-10 16:58:16Z stefan $ */ -// Copyright (C) 2007, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -#include "CbcConfig.h" -#ifndef COIN_HAS_CBC -#define COIN_HAS_CBC -#endif -#include "CbcOrClpParam.cpp" - diff --git a/cbits/coin/CbcCompareEstimate.cpp b/cbits/coin/CbcCompareEstimate.cpp deleted file mode 100644 --- a/cbits/coin/CbcCompareEstimate.cpp +++ /dev/null @@ -1,82 +0,0 @@ -// $Id: CbcCompareEstimate.cpp 1902 2013-04-10 16:58:16Z stefan $ -// 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). - -//Edwin 11/25/09 carved out of CbcCompareActual - -#if defined(_MSC_VER) -// Turn off compiler warning about long names -# pragma warning(disable:4786) -#endif -#include -#include -#include -#include -//#define CBC_DEBUG - -#include "CbcMessage.hpp" -#include "CbcModel.hpp" -#include "CbcTree.hpp" -#include "CbcCompareActual.hpp" -#include "CoinError.hpp" -#include "CbcCompareEstimate.hpp" -/** Default Constructor - -*/ -CbcCompareEstimate::CbcCompareEstimate () - : CbcCompareBase() -{ - test_ = this; -} - -// Copy constructor -CbcCompareEstimate::CbcCompareEstimate ( const CbcCompareEstimate & rhs) - : CbcCompareBase(rhs) - -{ -} - -// Clone -CbcCompareBase * -CbcCompareEstimate::clone() const -{ - return new CbcCompareEstimate(*this); -} - -// Assignment operator -CbcCompareEstimate & -CbcCompareEstimate::operator=( const CbcCompareEstimate & rhs) -{ - if (this != &rhs) { - CbcCompareBase::operator=(rhs); - } - return *this; -} - -// Destructor -CbcCompareEstimate::~CbcCompareEstimate () -{ -} - -// Returns true if y better than x -bool -CbcCompareEstimate::test (CbcNode * x, CbcNode * y) -{ - double testX = x->guessedObjectiveValue(); - double testY = y->guessedObjectiveValue(); - if (testX != testY) - return testX > testY; - else - return equalityTest(x, y); // so ties will be broken in consistent manner -} - -// Create C++ lines to get to current state -void -CbcCompareEstimate::generateCpp( FILE * fp) -{ - fprintf(fp, "0#include \"CbcCompareActual.hpp\"\n"); - fprintf(fp, "3 CbcCompareEstimate compare;\n"); - fprintf(fp, "3 cbcModel->setNodeComparison(compare);\n"); -} - diff --git a/cbits/coin/CbcCompareObjective.cpp b/cbits/coin/CbcCompareObjective.cpp deleted file mode 100644 --- a/cbits/coin/CbcCompareObjective.cpp +++ /dev/null @@ -1,80 +0,0 @@ -// $Id: CbcCompareObjective.cpp 1902 2013-04-10 16:58:16Z stefan $ -// 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). - -//Edwin 11/25/09 carved out of CbcCompareActual - -#if defined(_MSC_VER) -// Turn off compiler warning about long names -# pragma warning(disable:4786) -#endif -#include -#include -#include -#include -//#define CBC_DEBUG - -#include "CbcMessage.hpp" -#include "CbcModel.hpp" -#include "CbcTree.hpp" -#include "CbcCompareActual.hpp" -#include "CoinError.hpp" -#include "CbcCompareObjective.hpp" -/** Default Constructor - -*/ -CbcCompareObjective::CbcCompareObjective () - : CbcCompareBase() -{ - test_ = this; -} - -// Copy constructor -CbcCompareObjective::CbcCompareObjective ( const CbcCompareObjective & rhs) - : CbcCompareBase(rhs) - -{ -} - -// Clone -CbcCompareBase * -CbcCompareObjective::clone() const -{ - return new CbcCompareObjective(*this); -} - -// Assignment operator -CbcCompareObjective & -CbcCompareObjective::operator=( const CbcCompareObjective & rhs) -{ - if (this != &rhs) { - CbcCompareBase::operator=(rhs); - } - return *this; -} - -// Destructor -CbcCompareObjective::~CbcCompareObjective () -{ -} - -// Returns true if y better than x -bool -CbcCompareObjective::test (CbcNode * x, CbcNode * y) -{ - double testX = x->objectiveValue(); - double testY = y->objectiveValue(); - if (testX != testY) - return testX > testY; - else - return equalityTest(x, y); // so ties will be broken in consistent manner -} -// Create C++ lines to get to current state -void -CbcCompareObjective::generateCpp( FILE * fp) -{ - fprintf(fp, "0#include \"CbcCompareActual.hpp\"\n"); - fprintf(fp, "3 CbcCompareObjective compare;\n"); - fprintf(fp, "3 cbcModel->setNodeComparison(compare);\n"); -} diff --git a/cbits/coin/CbcCutSubsetModifier.cpp b/cbits/coin/CbcCutSubsetModifier.cpp deleted file mode 100644 --- a/cbits/coin/CbcCutSubsetModifier.cpp +++ /dev/null @@ -1,109 +0,0 @@ -// $Id: CbcCutSubsetModifier.cpp 1902 2013-04-10 16:58:16Z stefan $ -// 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). - -//Edwin 11/25/09 carved out of CbcCutGenerator - -#if defined(_MSC_VER) -// Turn off compiler warning about long names -# pragma warning(disable:4786) -#endif -#include "CbcConfig.h" -#include -#include -#include -#include - -#ifdef COIN_HAS_CLP -#include "OsiClpSolverInterface.hpp" -#else -#include "OsiSolverInterface.hpp" -#endif -#include "CbcModel.hpp" -#include "CbcMessage.hpp" -#include "CbcCutGenerator.hpp" -#include "CbcBranchDynamic.hpp" -#include "CglProbing.hpp" -#include "CoinTime.hpp" -#include "CbcCutSubsetModifier.hpp" - -// Default Constructor -CbcCutSubsetModifier::CbcCutSubsetModifier () - : CbcCutModifier(), - firstOdd_(COIN_INT_MAX) -{ -} - -// Useful constructor -CbcCutSubsetModifier::CbcCutSubsetModifier (int firstOdd) - : CbcCutModifier() -{ - firstOdd_ = firstOdd; -} - -// Copy constructor -CbcCutSubsetModifier::CbcCutSubsetModifier ( const CbcCutSubsetModifier & rhs) - : CbcCutModifier(rhs) -{ - firstOdd_ = rhs.firstOdd_; -} - -// Clone -CbcCutModifier * -CbcCutSubsetModifier::clone() const -{ - return new CbcCutSubsetModifier(*this); -} - -// Assignment operator -CbcCutSubsetModifier & -CbcCutSubsetModifier::operator=( const CbcCutSubsetModifier & rhs) -{ - if (this != &rhs) { - CbcCutModifier::operator=(rhs); - firstOdd_ = rhs.firstOdd_; - } - return *this; -} - -// Destructor -CbcCutSubsetModifier::~CbcCutSubsetModifier () -{ -} -/* Returns - 0 unchanged - 1 strengthened - 2 weakened - 3 deleted -*/ -int -CbcCutSubsetModifier::modify(const OsiSolverInterface * /*solver*/, - OsiRowCut & cut) -{ - int n = cut.row().getNumElements(); - if (!n) - return 0; - const int * column = cut.row().getIndices(); - //const double * element = cut.row().getElements(); - int returnCode = 0; - for (int i = 0; i < n; i++) { - if (column[i] >= firstOdd_) { - returnCode = 3; - break; - } - } -#ifdef COIN_DETAIL - if (!returnCode) { - const double * element = cut.row().getElements(); - printf("%g <= ", cut.lb()); - for (int i = 0; i < n; i++) { - printf("%g*x%d ", element[i], column[i]); - } - printf("<= %g\n", cut.ub()); - } -#endif - //return 3; - return returnCode; -} - diff --git a/cbits/coin/CbcFathomDynamicProgramming.cpp b/cbits/coin/CbcFathomDynamicProgramming.cpp deleted file mode 100644 --- a/cbits/coin/CbcFathomDynamicProgramming.cpp +++ /dev/null @@ -1,1055 +0,0 @@ -/* - $Id: CbcFathomDynamicProgramming.cpp 1888 2013-04-06 20:52:59Z stefan $ -*/ -// Copyright (C) 2004, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -#if defined(_MSC_VER) -// Turn off compiler warning about long names -# pragma warning(disable:4786) -#endif -#include -#include -#include -#include - -#include "OsiSolverInterface.hpp" -#include "CbcModel.hpp" -#include "CbcMessage.hpp" -#include "CbcFathomDynamicProgramming.hpp" -#include "CoinHelperFunctions.hpp" -#include "CoinPackedMatrix.hpp" -#include "CoinSort.hpp" -// Default Constructor -CbcFathomDynamicProgramming::CbcFathomDynamicProgramming() - : CbcFathom(), - size_(0), - type_(-1), - cost_(NULL), - back_(NULL), - lookup_(NULL), - indices_(NULL), - numberActive_(0), - maximumSizeAllowed_(1000000), - startBit_(NULL), - numberBits_(NULL), - rhs_(NULL), - coefficients_(NULL), - target_(0), - numberNonOne_(0), - bitPattern_(0), - algorithm_(-1) -{ - -} - -// Constructor from model -CbcFathomDynamicProgramming::CbcFathomDynamicProgramming(CbcModel & model) - : CbcFathom(model), - cost_(NULL), - back_(NULL), - lookup_(NULL), - indices_(NULL), - numberActive_(0), - maximumSizeAllowed_(1000000), - startBit_(NULL), - numberBits_(NULL), - rhs_(NULL), - coefficients_(NULL), - target_(0), - numberNonOne_(0), - bitPattern_(0), - algorithm_(-1) -{ - type_ = checkPossible(); -} - -// Destructor -CbcFathomDynamicProgramming::~CbcFathomDynamicProgramming () -{ - gutsOfDelete(); -} -// Does deleteions -void -CbcFathomDynamicProgramming::gutsOfDelete() -{ - delete [] cost_; - delete [] back_; - delete [] lookup_; - delete [] indices_; - delete [] startBit_; - delete [] numberBits_; - delete [] rhs_; - delete [] coefficients_; - cost_ = NULL; - back_ = NULL; - lookup_ = NULL; - indices_ = NULL; - startBit_ = NULL; - numberBits_ = NULL; - rhs_ = NULL; - coefficients_ = NULL; -} -// Clone -CbcFathom * -CbcFathomDynamicProgramming::clone() const -{ - return new CbcFathomDynamicProgramming(*this); -} - -// Copy constructor -CbcFathomDynamicProgramming::CbcFathomDynamicProgramming(const CbcFathomDynamicProgramming & rhs) - : - CbcFathom(rhs), - size_(rhs.size_), - type_(rhs.type_), - cost_(NULL), - back_(NULL), - lookup_(NULL), - indices_(NULL), - numberActive_(rhs.numberActive_), - maximumSizeAllowed_(rhs.maximumSizeAllowed_), - startBit_(NULL), - numberBits_(NULL), - rhs_(NULL), - coefficients_(NULL), - target_(rhs.target_), - numberNonOne_(rhs.numberNonOne_), - bitPattern_(rhs.bitPattern_), - algorithm_(rhs.algorithm_) -{ - if (size_) { - cost_ = CoinCopyOfArray(rhs.cost_, size_); - back_ = CoinCopyOfArray(rhs.back_, size_); - int numberRows = model_->getNumRows(); - lookup_ = CoinCopyOfArray(rhs.lookup_, numberRows); - startBit_ = CoinCopyOfArray(rhs.startBit_, numberActive_); - indices_ = CoinCopyOfArray(rhs.indices_, numberActive_); - numberBits_ = CoinCopyOfArray(rhs.numberBits_, numberActive_); - rhs_ = CoinCopyOfArray(rhs.rhs_, numberActive_); - coefficients_ = CoinCopyOfArray(rhs.coefficients_, numberActive_); - } -} -// Returns type -int -CbcFathomDynamicProgramming::checkPossible(int allowableSize) -{ - algorithm_ = -1; - assert(model_->solver()); - OsiSolverInterface * solver = model_->solver(); - const CoinPackedMatrix * matrix = solver->getMatrixByCol(); - - int numberIntegers = model_->numberIntegers(); - int numberColumns = solver->getNumCols(); - size_ = 0; - if (numberIntegers != numberColumns) - return -1; // can't do dynamic programming - - const double * lower = solver->getColLower(); - const double * upper = solver->getColUpper(); - const double * rowUpper = solver->getRowUpper(); - - int numberRows = model_->getNumRows(); - int i; - - // First check columns to see if possible - double * rhs = new double [numberRows]; - CoinCopyN(rowUpper, numberRows, rhs); - - // Column copy - const double * element = matrix->getElements(); - const int * row = matrix->getIndices(); - const CoinBigIndex * columnStart = matrix->getVectorStarts(); - const int * columnLength = matrix->getVectorLengths(); - bool bad = false; - /* It is just possible that we could say okay as - variables may get fixed but seems unlikely */ - for (i = 0; i < numberColumns; i++) { - int j; - double lowerValue = lower[i]; - assert (lowerValue == floor(lowerValue)); - for (j = columnStart[i]; - j < columnStart[i] + columnLength[i]; j++) { - int iRow = row[j]; - double value = element[j]; - if (upper[i] > lowerValue && (value <= 0.0 || value != floor(value))) - bad = true; - if (lowerValue) - rhs[iRow] -= lowerValue * value; - } - } - // check possible (at present do not allow covering) - int numberActive = 0; - bool infeasible = false; - bool saveBad = bad; - for (i = 0; i < numberRows; i++) { - if (rhs[i] < 0) - infeasible = true; - else if (rhs[i] > 1.0e5 || fabs(rhs[i] - floor(rhs[i] + 0.5)) > 1.0e-7) - bad = true; - else if (rhs[i] > 0.0) - numberActive++; - } - if (bad || infeasible) { - delete [] rhs; - if (!saveBad && infeasible) - return -2; - else - return -1; - } - // check size of array needed - double size = 1.0; - double check = COIN_INT_MAX; - for (i = 0; i < numberRows; i++) { - int n = static_cast (floor(rhs[i] + 0.5)); - if (n) { - n++; // allow for 0,1... n - if (numberActive != 1) { - // power of 2 - int iBit = 0; - int k = n; - k &= ~1; - while (k) { - iBit++; - k &= ~(1 << iBit); - } - // See if exact power - if (n != (1 << iBit)) { - // round up to next power of 2 - n = 1 << (iBit + 1); - } - size *= n; - if (size >= check) - break; - } else { - size = n; // just one constraint - } - } - } - // set size needed - if (size >= check) - size_ = COIN_INT_MAX; - else - size_ = static_cast (size); - - int n01 = 0; - int nbadcoeff = 0; - // See if we can tighten bounds - for (i = 0; i < numberColumns; i++) { - int j; - double lowerValue = lower[i]; - double gap = upper[i] - lowerValue; - for (j = columnStart[i]; - j < columnStart[i] + columnLength[i]; j++) { - int iRow = row[j]; - double value = element[j]; - if (value != 1.0) - nbadcoeff++; - if (gap*value > rhs[iRow] + 1.0e-8) - gap = rhs[iRow] / value; - } - gap = lowerValue + floor(gap + 1.0e-7); - if (gap < upper[i]) - solver->setColUpper(i, gap); - if (gap <= 1.0) - n01++; - } - if (allowableSize && size_ <= allowableSize) { - if (n01 == numberColumns && !nbadcoeff) - algorithm_ = 0; // easiest - else - algorithm_ = 1; - } - if (allowableSize && size_ <= allowableSize) { - numberActive_ = numberActive; - indices_ = new int [numberActive_]; - cost_ = new double [size_]; - CoinFillN(cost_, size_, COIN_DBL_MAX); - // but do nothing is okay - cost_[0] = 0.0; - back_ = new int[size_]; - CoinFillN(back_, size_, -1); - startBit_ = new int[numberActive_]; - numberBits_ = new int[numberActive_]; - lookup_ = new int [numberRows]; - rhs_ = new int [numberActive_]; - numberActive = 0; - int kBit = 0; - for (i = 0; i < numberRows; i++) { - int n = static_cast (floor(rhs[i] + 0.5)); - if (n) { - lookup_[i] = numberActive; - rhs_[numberActive] = n; - startBit_[numberActive] = kBit; - n++; // allow for 0,1... n - int iBit = 0; - // power of 2 - int k = n; - k &= ~1; - while (k) { - iBit++; - k &= ~(1 << iBit); - } - // See if exact power - if (n != (1 << iBit)) { - // round up to next power of 2 - iBit++; - } - if (numberActive != 1) { - n = 1 << iBit; - size *= n; - if (size >= check) - break; - } else { - size = n; // just one constraint - } - numberBits_[numberActive++] = iBit; - kBit += iBit; - } else { - lookup_[i] = -1; - } - } - const double * rowLower = solver->getRowLower(); - if (algorithm_ == 0) { - // rhs 1 and coefficients 1 - // Get first possible solution for printing - target_ = -1; - int needed = 0; - int numberActive = 0; - for (i = 0; i < numberRows; i++) { - int newRow = lookup_[i]; - if (newRow >= 0) { - if (rowLower[i] == rowUpper[i]) { - needed += 1 << numberActive; - numberActive++; - } - } - } - for (i = 0; i < size_; i++) { - if ((i&needed) == needed) { - break; - } - } - target_ = i; - } else { - coefficients_ = new int[numberActive_]; - // If not too many general rhs then we can be more efficient - numberNonOne_ = 0; - for (i = 0; i < numberActive_; i++) { - if (rhs_[i] != 1) - numberNonOne_++; - } - if (numberNonOne_*2 < numberActive_) { - // put rhs >1 every second - int * permute = new int[numberActive_]; - int * temp = new int[numberActive_]; - // try different ways - int k = 0; - for (i = 0; i < numberRows; i++) { - int newRow = lookup_[i]; - if (newRow >= 0 && rhs_[newRow] > 1) { - permute[newRow] = k; - k += 2; - } - } - // adjust so k points to last - k -= 2; - // and now rest - int k1 = 1; - for (i = 0; i < numberRows; i++) { - int newRow = lookup_[i]; - if (newRow >= 0 && rhs_[newRow] == 1) { - permute[newRow] = k1; - k1++; - if (k1 <= k) - k1++; - } - } - for (i = 0; i < numberActive_; i++) { - int put = permute[i]; - temp[put] = rhs_[i]; - } - memcpy(rhs_, temp, numberActive_*sizeof(int)); - for (i = 0; i < numberActive_; i++) { - int put = permute[i]; - temp[put] = numberBits_[i]; - } - memcpy(numberBits_, temp, numberActive_*sizeof(int)); - k = 0; - for (i = 0; i < numberActive_; i++) { - startBit_[i] = k; - k += numberBits_[i]; - } - for (i = 0; i < numberRows; i++) { - int newRow = lookup_[i]; - if (newRow >= 0) - lookup_[i] = permute[newRow]; - } - delete [] permute; - delete [] temp; - // mark new method - algorithm_ = 2; - } - // Get first possible solution for printing - target_ = -1; - int needed = 0; - int * lower2 = new int[numberActive_]; - for (i = 0; i < numberRows; i++) { - int newRow = lookup_[i]; - if (newRow >= 0) { - int gap = static_cast (rowUpper[i] - CoinMax(0.0, rowLower[i])); - lower2[newRow] = rhs_[newRow] - gap; - int numberBits = numberBits_[newRow]; - int startBit = startBit_[newRow]; - if (numberBits == 1 && !gap) { - needed |= 1 << startBit; - } - } - } - for (i = 0; i < size_; i++) { - if ((i&needed) == needed) { - // this one may do - bool good = true; - for (int kk = 0; kk < numberActive_; kk++) { - int numberBits = numberBits_[kk]; - int startBit = startBit_[kk]; - int size = 1 << numberBits; - int start = 1 << startBit; - int mask = start * (size - 1); - int level = (i & mask) >> startBit; - if (level < lower2[kk]) { - good = false; - break; - } - } - if (good) { - break; - } - } - } - delete [] lower2; - target_ = i; - } - } - delete [] rhs; - if (allowableSize && size_ > allowableSize) { - COIN_DETAIL_PRINT(printf("Too large - need %d entries x 8 bytes\n", size_)); - return -1; // too big - } else { - return algorithm_; - } -} - -// Resets stuff if model changes -void -CbcFathomDynamicProgramming::resetModel(CbcModel * model) -{ - model_ = model; - type_ = checkPossible(); -} -int -CbcFathomDynamicProgramming::fathom(double * & betterSolution) -{ - int returnCode = 0; - int type = checkPossible(maximumSizeAllowed_); - assert (type != -1); - if (type == -2) { - // infeasible (so complete search done) - return 1; - } - if (algorithm_ >= 0) { - OsiSolverInterface * solver = model_->solver(); - const double * lower = solver->getColLower(); - const double * upper = solver->getColUpper(); - const double * objective = solver->getObjCoefficients(); - double direction = solver->getObjSense(); - const CoinPackedMatrix * matrix = solver->getMatrixByCol(); - // Column copy - const double * element = matrix->getElements(); - const int * row = matrix->getIndices(); - const CoinBigIndex * columnStart = matrix->getVectorStarts(); - const int * columnLength = matrix->getVectorLengths(); - const double * rowLower = solver->getRowLower(); - const double * rowUpper = solver->getRowUpper(); - int numberRows = model_->getNumRows(); - - int numberColumns = solver->getNumCols(); - double offset; - solver->getDblParam(OsiObjOffset, offset); - double fixedObj = -offset; - int i; - // may be possible - double bestAtTarget = COIN_DBL_MAX; - for (i = 0; i < numberColumns; i++) { - if (size_ > 10000000 && (i % 100) == 0) - COIN_DETAIL_PRINT(printf("column %d\n", i)); - double lowerValue = lower[i]; - assert (lowerValue == floor(lowerValue)); - double cost = direction * objective[i]; - fixedObj += lowerValue * cost; - int gap = static_cast (upper[i] - lowerValue); - CoinBigIndex start = columnStart[i]; - tryColumn(columnLength[i], row + start, element + start, cost, gap); - if (cost_[target_] < bestAtTarget) { - if (model_->messageHandler()->logLevel() > 1) - printf("At column %d new best objective of %g\n", i, cost_[target_]); - bestAtTarget = cost_[target_]; - } - } - returnCode = 1; - int needed = 0; - double bestValue = COIN_DBL_MAX; - int iBest = -1; - if (algorithm_ == 0) { - int numberActive = 0; - for (i = 0; i < numberRows; i++) { - int newRow = lookup_[i]; - if (newRow >= 0) { - if (rowLower[i] == rowUpper[i]) { - needed += 1 << numberActive; - numberActive++; - } - } - } - for (i = 0; i < size_; i++) { - if ((i&needed) == needed) { - // this one will do - if (cost_[i] < bestValue) { - bestValue = cost_[i]; - iBest = i; - } - } - } - } else { - int * lower = new int[numberActive_]; - for (i = 0; i < numberRows; i++) { - int newRow = lookup_[i]; - if (newRow >= 0) { - int gap = static_cast (rowUpper[i] - CoinMax(0.0, rowLower[i])); - lower[newRow] = rhs_[newRow] - gap; - int numberBits = numberBits_[newRow]; - int startBit = startBit_[newRow]; - if (numberBits == 1 && !gap) { - needed |= 1 << startBit; - } - } - } - for (i = 0; i < size_; i++) { - if ((i&needed) == needed) { - // this one may do - bool good = true; - for (int kk = 0; kk < numberActive_; kk++) { - int numberBits = numberBits_[kk]; - int startBit = startBit_[kk]; - int size = 1 << numberBits; - int start = 1 << startBit; - int mask = start * (size - 1); - int level = (i & mask) >> startBit; - if (level < lower[kk]) { - good = false; - break; - } - } - if (good && cost_[i] < bestValue) { - bestValue = cost_[i]; - iBest = i; - } - } - } - delete [] lower; - } - if (bestValue < COIN_DBL_MAX) { - bestValue += fixedObj; - if (model_->messageHandler()->logLevel() > 1) - printf("Can get solution of %g\n", bestValue); - if (bestValue < model_->getMinimizationObjValue()) { - // set up solution - betterSolution = new double[numberColumns]; - memcpy(betterSolution, lower, numberColumns*sizeof(double)); - while (iBest > 0) { - int n = decodeBitPattern(iBest - back_[iBest], indices_, numberRows); - // Search for cheapest - double bestCost = COIN_DBL_MAX; - int iColumn = -1; - for (i = 0; i < numberColumns; i++) { - if (n == columnLength[i]) { - bool good = true; - for (int j = columnStart[i]; - j < columnStart[i] + columnLength[i]; j++) { - int iRow = row[j]; - double value = element[j]; - int iValue = static_cast (value); - if (iValue != indices_[iRow]) { - good = false; - break; - } - } - if (good && objective[i] < bestCost && betterSolution[i] < upper[i]) { - bestCost = objective[i]; - iColumn = i; - } - } - } - assert (iColumn >= 0); - betterSolution[iColumn]++; - assert (betterSolution[iColumn] <= upper[iColumn]); - iBest = back_[iBest]; - } - } - // paranoid check - double * rowActivity = new double [numberRows]; - memset(rowActivity, 0, numberRows*sizeof(double)); - for (i = 0; i < numberColumns; i++) { - int j; - double value = betterSolution[i]; - if (value) { - for (j = columnStart[i]; - j < columnStart[i] + columnLength[i]; j++) { - int iRow = row[j]; - rowActivity[iRow] += value * element[j]; - } - } - } - // check was feasible - bool feasible = true; - for (i = 0; i < numberRows; i++) { - if (rowActivity[i] < rowLower[i]) { - if (rowActivity[i] < rowLower[i] - 1.0e-8) - feasible = false; - } else if (rowActivity[i] > rowUpper[i]) { - if (rowActivity[i] > rowUpper[i] + 1.0e-8) - feasible = false; - } - } - if (feasible) { - if (model_->messageHandler()->logLevel() > 0) - printf("** good solution of %g by dynamic programming\n", bestValue); - } - delete [] rowActivity; - } - gutsOfDelete(); - } - return returnCode; -} -/* Tries a column - returns true if was used in making any changes. -*/ -bool -CbcFathomDynamicProgramming::tryColumn(int numberElements, const int * rows, - const double * coefficients, double cost, - int upper) -{ - bool touched = false; - int n = 0; - if (algorithm_ == 0) { - for (int j = 0; j < numberElements; j++) { - int iRow = rows[j]; - double value = coefficients[j]; - int newRow = lookup_[iRow]; - if (newRow < 0 || value > rhs_[newRow]) { - n = 0; - break; //can't use - } else { - indices_[n++] = newRow; - } - } - if (n && upper) { - touched = addOneColumn0(n, indices_, cost); - } - } else { - for (int j = 0; j < numberElements; j++) { - int iRow = rows[j]; - double value = coefficients[j]; - int iValue = static_cast (value); - int newRow = lookup_[iRow]; - if (newRow < 0 || iValue > rhs_[newRow]) { - n = 0; - break; //can't use - } else { - coefficients_[n] = iValue; - indices_[n++] = newRow; - if (upper*iValue > rhs_[newRow]) { - upper = rhs_[newRow] / iValue; - } - } - } - if (n) { - if (algorithm_ == 1) { - for (int k = 1; k <= upper; k++) { - bool t = addOneColumn1(n, indices_, coefficients_, cost); - if (t) - touched = true; - } - } else { - CoinSort_2(indices_, indices_ + n, coefficients_); - for (int k = 1; k <= upper; k++) { - bool t = addOneColumn1A(n, indices_, coefficients_, cost); - if (t) - touched = true; - } - } - } - } - return touched; -} -/* Adds one column if type 0, - returns true if was used in making any changes -*/ -bool -CbcFathomDynamicProgramming::addOneColumn0(int numberElements, const int * rows, - double cost) -{ - // build up mask - int mask = 0; - int i; - for (i = 0; i < numberElements; i++) { - int iRow = rows[i]; - mask |= 1 << iRow; - } - bitPattern_ = mask; - i = size_ - 1 - mask; - bool touched = false; - while (i >= 0) { - int kMask = i & mask; - if (kMask == 0) { - double thisCost = cost_[i]; - if (thisCost != COIN_DBL_MAX) { - // possible - double newCost = thisCost + cost; - int next = i + mask; - if (cost_[next] > newCost) { - cost_[next] = newCost; - back_[next] = i; - touched = true; - } - } - i--; - } else { - // we can skip some - int k = (i&~mask); -#ifdef CBC_DEBUG - for (int j = i - 1; j > k; j--) { - int jMask = j & mask; - assert (jMask != 0); - } -#endif - i = k; - } - } - return touched; -} -/* Adds one attempt of one column of type 1, - returns true if was used in making any changes. - At present the user has to call it once for each possible value -*/ -bool -CbcFathomDynamicProgramming::addOneColumn1(int numberElements, const int * rows, - const int * coefficients, double cost) -{ - /* build up masks. - a) mask for 1 rhs - b) mask for addition - c) mask so adding will overflow - d) individual masks - */ - int mask1 = 0; - int maskAdd = 0; - int mask2 = 0; - int i; - int n2 = 0; - int mask[40]; - int adjust[40]; - assert (numberElements <= 40); - for (i = 0; i < numberElements; i++) { - int iRow = rows[i]; - int numberBits = numberBits_[iRow]; - int startBit = startBit_[iRow]; - if (numberBits == 1) { - mask1 |= 1 << startBit; - maskAdd |= 1 << startBit; - mask2 |= 1 << startBit; - } else { - int value = coefficients[i]; - int size = 1 << numberBits; - int start = 1 << startBit; - assert (value < size); - maskAdd |= start * value; - int gap = size - rhs_[iRow] - 1; - assert (gap >= 0); - int hi2 = rhs_[iRow] - value; - if (hi2 < size - 1) - hi2++; - adjust[n2] = start * hi2; - mask2 += start * gap; - mask[n2++] = start * (size - 1); - } - } - bitPattern_ = maskAdd; - i = size_ - 1 - maskAdd; - bool touched = false; - while (i >= 0) { - int kMask = i & mask1; - if (kMask == 0) { - bool good = true; - for (int kk = n2 - 1; kk >= 0; kk--) { - int iMask = mask[kk]; - int jMask = iMask & mask2; - int kkMask = iMask & i; - kkMask += jMask; - if (kkMask > iMask) { - // we can skip some - int k = (i&~iMask); - k |= adjust[kk]; -#ifdef CBC_DEBUG - for (int j = i - 1; j > k; j--) { - int jMask = j & mask1; - if (jMask == 0) { - bool good = true; - for (int kk = n2 - 1; kk >= 0; kk--) { - int iMask = mask[kk]; - int jMask = iMask & mask2; - int kkMask = iMask & i; - kkMask += jMask; - if (kkMask > iMask) { - good = false; - break; - } - } - assert (!good); - } - } -#endif - i = k; - good = false; - break; - } - } - if (good) { - double thisCost = cost_[i]; - if (thisCost != COIN_DBL_MAX) { - // possible - double newCost = thisCost + cost; - int next = i + maskAdd; - if (cost_[next] > newCost) { - cost_[next] = newCost; - back_[next] = i; - touched = true; - } - } - } - i--; - } else { - // we can skip some - // we can skip some - int k = (i&~mask1); -#ifdef CBC_DEBUG - for (int j = i - 1; j > k; j--) { - int jMask = j & mask1; - assert (jMask != 0); - } -#endif - i = k; - } - } - return touched; -} -/* Adds one attempt of one column of type 1, - returns true if was used in making any changes. - At present the user has to call it once for each possible value - This version is when there are enough 1 rhs to do faster -*/ -bool -CbcFathomDynamicProgramming::addOneColumn1A(int numberElements, const int * rows, - const int * coefficients, double cost) -{ - /* build up masks. - a) mask for 1 rhs - b) mask for addition - c) mask so adding will overflow - d) mask for non 1 rhs - */ - int maskA = 0; - int maskAdd = 0; - int maskC = 0; - int maskD = 0; - int i; - for (i = 0; i < numberElements; i++) { - int iRow = rows[i]; - int numberBits = numberBits_[iRow]; - int startBit = startBit_[iRow]; - if (numberBits == 1) { - maskA |= 1 << startBit; - maskAdd |= 1 << startBit; - } else { - int value = coefficients[i]; - int size = 1 << numberBits; - int start = 1 << startBit; - assert (value < size); - maskAdd |= start * value; - int gap = size - rhs_[iRow] + value - 1; - assert (gap > 0 && gap <= size - 1); - maskC |= start * gap; - maskD |= start * (size - 1); - } - } - bitPattern_ = maskAdd; - int maskDiff = maskD - maskC; - i = size_ - 1 - maskAdd; - bool touched = false; - if (!maskD) { - // Just ones - while (i >= 0) { - int kMask = i & maskA; - if (kMask == 0) { - double thisCost = cost_[i]; - if (thisCost != COIN_DBL_MAX) { - // possible - double newCost = thisCost + cost; - int next = i + maskAdd; - if (cost_[next] > newCost) { - cost_[next] = newCost; - back_[next] = i; - touched = true; - } - } - i--; - } else { - // we can skip some - int k = (i&~maskA); - i = k; - } - } - } else { - // More general - while (i >= 0) { - int kMask = i & maskA; - if (kMask == 0) { - int added = i & maskD; // just bits belonging to non 1 rhs - added += maskC; // will overflow mask if bad - added &= (~maskD); - if (added == 0) { - double thisCost = cost_[i]; - if (thisCost != COIN_DBL_MAX) { - // possible - double newCost = thisCost + cost; - int next = i + maskAdd; - if (cost_[next] > newCost) { - cost_[next] = newCost; - back_[next] = i; - touched = true; - } - } - i--; - } else { - // we can skip some - int k = i & ~ maskD; // clear all - // Put back enough - but only below where we are - int kk = (numberNonOne_ << 1) - 2; - assert (rhs_[kk] > 1); - int iMask = 0; - for (; kk >= 0; kk -= 2) { - iMask = 1 << startBit_[kk+1]; - if ((added&iMask) != 0) { - iMask--; - break; - } - } - assert (kk >= 0); - iMask &= maskDiff; - k |= iMask; - assert (k < i); - i = k; - } - } else { - // we can skip some - int k = (i&~maskA); - i = k; - } - } - } - return touched; -} -// update model -void CbcFathomDynamicProgramming::setModel(CbcModel * model) -{ - model_ = model; - type_ = checkPossible(); -} -// Gets bit pattern from original column -int CbcFathomDynamicProgramming::bitPattern(int numberElements, const int * rows, - const int * coefficients) -{ - int i; - int mask = 0; - switch (algorithm_) { - // just ones - case 0: - for (i = 0; i < numberElements; i++) { - int iRow = rows[i]; - iRow = lookup_[iRow]; - if (iRow >= 0) - mask |= 1 << iRow; - } - break; - // - case 1: - case 2: - for (i = 0; i < numberElements; i++) { - int iRow = rows[i]; - iRow = lookup_[iRow]; - if (iRow >= 0) { - int startBit = startBit_[iRow]; - int value = coefficients[i]; - int start = 1 << startBit; - mask |= start * value; - } - } - break; - } - return mask; -} -// Fills in original column (dense) from bit pattern -int CbcFathomDynamicProgramming::decodeBitPattern(int bitPattern, - int * values, - int numberRows) -{ - int i; - int n = 0; - switch (algorithm_) { - // just ones - case 0: - for (i = 0; i < numberRows; i++) { - values[i] = 0; - int iRow = lookup_[i]; - if (iRow >= 0) { - if ((bitPattern&(1 << iRow)) != 0) { - values[i] = 1; - n++; - } - } - } - break; - // - case 1: - case 2: - for (i = 0; i < numberRows; i++) { - values[i] = 0; - int iRow = lookup_[i]; - if (iRow >= 0) { - int startBit = startBit_[iRow]; - int numberBits = numberBits_[iRow]; - int iValue = bitPattern >> startBit; - iValue &= ((1 << numberBits) - 1); - if (iValue) { - values[i] = iValue; - n++; - } - } - } - break; - } - return n; -} - - diff --git a/cbits/coin/CbcLinkedUtils.cpp b/cbits/coin/CbcLinkedUtils.cpp deleted file mode 100644 --- a/cbits/coin/CbcLinkedUtils.cpp +++ /dev/null @@ -1,832 +0,0 @@ -// Copyright (C) 2007, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -/* $Id: CbcLinkedUtils.cpp 1902 2013-04-10 16:58:16Z stefan $ */ - -/*! \file CbcAugmentClpSimplex.cpp - \brief Hooks to Ampl (for CbcLinked) - - This code is a condensation of ClpAmplStuff.cpp, renamed to better - reflect its current place in cbc. - - The code here had ties to NEW_STYLE_SOLVER code. During the 091209 Watson - meeting, NEW_STYLE_SOLVER code was eliminated. The code here was condensed - from ClpAmplStuff.cpp. The hook into CbcLinked is loadNonLinear. Once you - bring that in, all the rest follows. Still, we're down about 400 lines of - code. In the process, it appears that ClpAmplObjective.cpp was never needed - here; the code was hooked into ClpAmplStuff.cpp. --lh, 091209 -- -*/ - -#include "ClpConfig.h" -#include "CbcConfig.h" -#ifdef COIN_HAS_ASL -#include "CoinPragma.hpp" -#include "CoinHelperFunctions.hpp" -#include "CoinIndexedVector.hpp" -#include "ClpFactorization.hpp" -#include "ClpSimplex.hpp" -#include "ClpAmplObjective.hpp" -#include "ClpConstraintAmpl.hpp" -#include "ClpMessage.hpp" -#include "CoinUtilsConfig.h" -#include "CoinHelperFunctions.hpp" -#include "CoinWarmStartBasis.hpp" -#include "OsiSolverInterface.hpp" -#include "Cbc_ampl.h" -#include "CoinTime.hpp" -#include "CglStored.hpp" -#include "CoinModel.hpp" -#include "CbcLinked.hpp" - -extern "C" { - //# include "getstub.h" -# include "asl_pfgh.h" -} - -// stolen from IPopt with changes -typedef struct { - double obj_sign_; - ASL_pfgh * asl_; - double * non_const_x_; - int * column_; // for jacobian - int * rowStart_; - double * gradient_; - double * constraintValues_; - int nz_h_full_; // number of nonzeros in hessian - int nerror_; - bool objval_called_with_current_x_; - bool conval_called_with_current_x_; - bool jacval_called_with_current_x_; -} CbcAmplInfo; - -//############################################################################# -// Constructors / Destructor / Assignment -//############################################################################# - -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -ClpAmplObjective::ClpAmplObjective () - : ClpObjective() -{ - type_ = 12; - objective_ = NULL; - amplObjective_ = NULL; - gradient_ = NULL; - offset_ = 0.0; -} - -bool get_constraints_linearity(void * amplInfo, int n, - int * const_types) -{ - CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; - ASL_pfgh* asl = info->asl_; - //check that n is good - assert(n == n_con); - // check that there are no network constraints - assert(nlnc == 0 && lnc == 0); - //the first nlc constraints are non linear the rest is linear - int i; - for (i = 0; i < nlc; i++) { - const_types[i] = 1; - } - // the rest is linear - for (i = nlc; i < n_con; i++) - const_types[i] = 0; - return true; -} -static bool internal_objval(CbcAmplInfo * info , double & obj_val) -{ - ASL_pfgh* asl = info->asl_; - info->objval_called_with_current_x_ = false; // in case the call below fails - - if (n_obj == 0) { - obj_val = 0; - info->objval_called_with_current_x_ = true; - return true; - } else { - double retval = objval(0, info->non_const_x_, (fint*)&info->nerror_); - if (!info->nerror_) { - obj_val = info->obj_sign_ * retval; - info->objval_called_with_current_x_ = true; - return true; - } else { - abort(); - } - } - - return false; -} - -static bool internal_conval(CbcAmplInfo * info , double * g) -{ - ASL_pfgh* asl = info->asl_; - info->conval_called_with_current_x_ = false; // in case the call below fails - assert (g); - - conval(info->non_const_x_, g, (fint*)&info->nerror_); - - if (!info->nerror_) { - info->conval_called_with_current_x_ = true; - return true; - } else { - abort(); - } - return false; -} - -static bool apply_new_x(CbcAmplInfo * info , bool new_x, int n, const double * x) -{ - ASL_pfgh* asl = info->asl_; - - if (new_x) { - // update the flags so these methods are called - // before evaluating the hessian - info->conval_called_with_current_x_ = false; - info->objval_called_with_current_x_ = false; - info->jacval_called_with_current_x_ = false; - - //copy the data to the non_const_x_ - if (!info->non_const_x_) { - info->non_const_x_ = new double [n]; - } - - for (int i = 0; i < n; i++) { - info->non_const_x_[i] = x[i]; - } - - // tell ampl that we have a new x - xknowne(info->non_const_x_, (fint*)&info->nerror_); - return info->nerror_ ? false : true; - } - - return true; -} - -static bool eval_f(void * amplInfo, int n, const double * x, bool new_x, double & obj_value) -{ - CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; - if (!apply_new_x(info, new_x, n, x)) { - return false; - } - - return internal_objval(info, obj_value); -} - -static bool eval_grad_f(void * amplInfo, int n, const double * x, bool new_x, double * grad_f) -{ - CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; - ASL_pfgh* asl = info->asl_; - if (!apply_new_x(info, new_x, n, x)) { - return false; - } - int i; - - if (n_obj == 0) { - for (i = 0; i < n; i++) { - grad_f[i] = 0.; - } - } else { - objgrd(0, info->non_const_x_, grad_f, (fint*)&info->nerror_); - if (info->nerror_) { - return false; - } - - if (info->obj_sign_ == -1) { - for (i = 0; i < n; i++) { - grad_f[i] = -grad_f[i]; - } - } - } - return true; -} - -static bool eval_g(void * amplInfo, int n, const double * x, bool new_x, double * g) -{ - CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; -#ifndef NDEBUG - ASL_pfgh* asl = info->asl_; -#endif - // warning: n_var is a macro that assumes we have a variable called asl - assert(n == n_var); - - if (!apply_new_x(info, new_x, n, x)) { - return false; - } - - return internal_conval(info, g); -} - -static bool eval_jac_g(void * amplInfo, int n, const double * x, bool new_x, - double * values) -{ - CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; - ASL_pfgh* asl = info->asl_; - assert(n == n_var); - - assert (values); - if (!apply_new_x(info, new_x, n, x)) { - return false; - } - - jacval(info->non_const_x_, values, (fint*)&info->nerror_); - if (!info->nerror_) { - return true; - } else { - abort(); - } - return false; -} -//------------------------------------------------------------------- -// Useful Constructor -//------------------------------------------------------------------- -ClpAmplObjective::ClpAmplObjective (void * amplInfo) - : ClpObjective() -{ - type_ = 12; - activated_ = 1; - gradient_ = NULL; - objective_ = NULL; - offset_ = 0.0; - amplObjective_ = amplInfo; -} - -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -ClpAmplObjective::ClpAmplObjective (const ClpAmplObjective & rhs) - : ClpObjective(rhs) -{ - amplObjective_ = rhs.amplObjective_; - offset_ = rhs.offset_; - type_ = rhs.type_; - if (!amplObjective_) { - objective_ = NULL; - gradient_ = NULL; - } else { - CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; - ASL_pfgh* asl = info->asl_; - - int numberColumns = n_var;; - if (rhs.objective_) { - objective_ = new double [numberColumns]; - memcpy(objective_, rhs.objective_, numberColumns*sizeof(double)); - } else { - objective_ = NULL; - } - if (rhs.gradient_) { - gradient_ = new double [numberColumns]; - memcpy(gradient_, rhs.gradient_, numberColumns*sizeof(double)); - } else { - gradient_ = NULL; - } - } -} - - -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -ClpAmplObjective::~ClpAmplObjective () -{ - delete [] objective_; - delete [] gradient_; -} - -//---------------------------------------------------------------- -// Assignment operator -//------------------------------------------------------------------- -ClpAmplObjective & -ClpAmplObjective::operator=(const ClpAmplObjective & rhs) -{ - if (this != &rhs) { - delete [] objective_; - delete [] gradient_; - amplObjective_ = rhs.amplObjective_; - offset_ = rhs.offset_; - type_ = rhs.type_; - if (!amplObjective_) { - objective_ = NULL; - gradient_ = NULL; - } else { - CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; - ASL_pfgh* asl = info->asl_; - - int numberColumns = n_var;; - if (rhs.objective_) { - objective_ = new double [numberColumns]; - memcpy(objective_, rhs.objective_, numberColumns*sizeof(double)); - } else { - objective_ = NULL; - } - if (rhs.gradient_) { - gradient_ = new double [numberColumns]; - memcpy(gradient_, rhs.gradient_, numberColumns*sizeof(double)); - } else { - gradient_ = NULL; - } - } - } - return *this; -} - -// Returns gradient -double * -ClpAmplObjective::gradient(const ClpSimplex * model, - const double * solution, double & offset, bool refresh, - int includeLinear) -{ - if (model) - assert (model->optimizationDirection() == 1.0); -#ifndef NDEBUG - bool scaling = model && (model->rowScale() || model->objectiveScale() != 1.0 || model->optimizationDirection() != 1.0); -#endif - const double * cost = NULL; - if (model) - cost = model->costRegion(); - if (!cost) { - // not in solve - cost = objective_; -#ifndef NDEBUG - scaling = false; -#endif - } - assert (!scaling); - if (!amplObjective_ || !solution || !activated_) { - offset = offset_; - return objective_; - } else { - if (refresh || !gradient_) { - CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; - ASL_pfgh* asl = info->asl_; - int numberColumns = n_var;; - - if (!gradient_) - gradient_ = new double[numberColumns]; - assert (solution); - eval_grad_f(amplObjective_, numberColumns, solution, true, gradient_); - // Is this best way? - double objValue = 0.0; - eval_f(amplObjective_, numberColumns, solution, false, objValue); - double objValue2 = 0.0; - for (int i = 0; i < numberColumns; i++) - objValue2 += gradient_[i] * solution[i]; - offset_ = objValue2 - objValue; // or other way??? - if (model && model->optimizationDirection() != 1.0) { - offset *= model->optimizationDirection(); - for (int i = 0; i < numberColumns; i++) - gradient_[i] *= -1.0; - } - } - offset = offset_; - return gradient_; - } -} - -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -ClpObjective * ClpAmplObjective::clone() const -{ - return new ClpAmplObjective(*this); -} -// Resize objective -void -ClpAmplObjective::resize(int newNumberColumns) -{ - CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; - ASL_pfgh* asl = info->asl_; - int numberColumns = n_var;; - if (numberColumns != newNumberColumns) { - abort(); - } - -} -// Delete columns in objective -void -ClpAmplObjective::deleteSome(int numberToDelete, const int * which) -{ - if (numberToDelete) - abort(); -} -/* Returns reduced gradient.Returns an offset (to be added to current one). - */ -double -ClpAmplObjective::reducedGradient(ClpSimplex * model, double * region, - bool useFeasibleCosts) -{ - int numberRows = model->numberRows(); - int numberColumns = model->numberColumns(); - - //work space - CoinIndexedVector * workSpace = model->rowArray(0); - - CoinIndexedVector arrayVector; - arrayVector.reserve(numberRows + 1); - - int iRow; -#ifdef CLP_DEBUG - workSpace->checkClear(); -#endif - double * array = arrayVector.denseVector(); - int * index = arrayVector.getIndices(); - int number = 0; - const double * costNow = gradient(model, model->solutionRegion(), offset_, - true, useFeasibleCosts ? 2 : 1); - double * cost = model->costRegion(); - const int * pivotVariable = model->pivotVariable(); - for (iRow = 0; iRow < numberRows; iRow++) { - int iPivot = pivotVariable[iRow]; - double value; - if (iPivot < numberColumns) - value = costNow[iPivot]; - else if (!useFeasibleCosts) - value = cost[iPivot]; - else - value = 0.0; - if (value) { - array[iRow] = value; - index[number++] = iRow; - } - } - arrayVector.setNumElements(number); - - // Btran basic costs - model->factorization()->updateColumnTranspose(workSpace, &arrayVector); - double * work = workSpace->denseVector(); - ClpFillN(work, numberRows, 0.0); - // now look at dual solution - double * rowReducedCost = region + numberColumns; - double * dual = rowReducedCost; - const double * rowCost = cost + numberColumns; - for (iRow = 0; iRow < numberRows; iRow++) { - dual[iRow] = array[iRow]; - } - double * dj = region; - ClpDisjointCopyN(costNow, numberColumns, dj); - - model->transposeTimes(-1.0, dual, dj); - for (iRow = 0; iRow < numberRows; iRow++) { - // slack - double value = dual[iRow]; - value += rowCost[iRow]; - rowReducedCost[iRow] = value; - } - return offset_; -} -/* Returns step length which gives minimum of objective for - solution + theta * change vector up to maximum theta. - - arrays are numberColumns+numberRows -*/ -double -ClpAmplObjective::stepLength(ClpSimplex * model, - const double * solution, - const double * change, - double maximumTheta, - double & currentObj, - double & predictedObj, - double & thetaObj) -{ - // Assume convex - CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; - ASL_pfgh* asl = info->asl_; - - int numberColumns = n_var;; - double * tempSolution = new double [numberColumns]; - double * tempGradient = new double [numberColumns]; - // current - eval_f(amplObjective_, numberColumns, solution, true, currentObj); - double objA = currentObj; - double thetaA = 0.0; - // at maximum - int i; - for (i = 0; i < numberColumns; i++) - tempSolution[i] = solution[i] + maximumTheta * change[i]; - eval_f(amplObjective_, numberColumns, tempSolution, true, thetaObj); - double objC = thetaObj; - double thetaC = maximumTheta; - double objB = 0.5 * (objA + objC); - double thetaB = 0.5 * maximumTheta; - double gradientNorm = 1.0e6; - while (gradientNorm > 1.0e-6 && thetaC - thetaA > 1.0e-8) { - for (i = 0; i < numberColumns; i++) - tempSolution[i] = solution[i] + thetaB * change[i]; - eval_grad_f(amplObjective_, numberColumns, tempSolution, true, tempGradient); - eval_f(amplObjective_, numberColumns, tempSolution, false, objB); - double changeObj = 0.0; - gradientNorm = 0.0; - for (i = 0; i < numberColumns; i++) { - changeObj += tempGradient[i] * change[i]; - gradientNorm += tempGradient[i] * tempGradient[i]; - } - gradientNorm = fabs(changeObj) / sqrt(gradientNorm); - // Should try and get quadratic convergence by interpolation - if (changeObj < 0.0) { - // increasing is good - thetaA = thetaB; - } else { - // decreasing is good - thetaC = thetaB; - } - thetaB = 0.5 * (thetaA + thetaC); - } - delete [] tempSolution; - delete [] tempGradient; - predictedObj = objB; - return thetaB; -} -// Return objective value (without any ClpModel offset) (model may be NULL) -double -ClpAmplObjective::objectiveValue(const ClpSimplex * model, const double * solution) const -{ - CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; - ASL_pfgh* asl = info->asl_; - - int numberColumns = n_var;; - // current - double currentObj = 0.0; - eval_f(amplObjective_, numberColumns, solution, true, currentObj); - return currentObj; -} -// Scale objective -void -ClpAmplObjective::reallyScale(const double * columnScale) -{ - abort(); -} -/* Given a zeroed array sets nonlinear columns to 1. - Returns number of nonlinear columns -*/ -int -ClpAmplObjective::markNonlinear(char * which) -{ - int iColumn; - CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; - ASL_pfgh* asl = info->asl_; - int nonLinear = CoinMax(nlvc, nlvo); - for (iColumn = 0; iColumn < nonLinear; iColumn++) { - which[iColumn] = 1; - } - int numberNonLinearColumns = 0; - int numberColumns = n_var;; - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - if (which[iColumn]) - numberNonLinearColumns++; - } - return numberNonLinearColumns; -} -// Say we have new primal solution - so may need to recompute -void -ClpAmplObjective::newXValues() -{ - CbcAmplInfo * info = (CbcAmplInfo *) amplObjective_; - info->conval_called_with_current_x_ = false; - info->objval_called_with_current_x_ = false; - info->jacval_called_with_current_x_ = false; -} - -//############################################################################# -// Constructors / Destructor / Assignment -//############################################################################# -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -ClpConstraintAmpl::ClpConstraintAmpl () - : ClpConstraint() -{ - type_ = 3; - column_ = NULL; - coefficient_ = NULL; - numberCoefficients_ = 0; - amplInfo_ = NULL; -} - -//------------------------------------------------------------------- -// Useful Constructor -//------------------------------------------------------------------- -ClpConstraintAmpl::ClpConstraintAmpl (int row, void * amplInfo) - : ClpConstraint() -{ - type_ = 3; - rowNumber_ = row; - amplInfo_ = amplInfo; - CbcAmplInfo * info = (CbcAmplInfo *) amplInfo_; -#ifndef NDEBUG - ASL_pfgh* asl = info->asl_; -#endif - // warning: nlc is a macro that assumes we have a variable called asl - assert (rowNumber_ < nlc); - numberCoefficients_ = info->rowStart_[rowNumber_+1] - info->rowStart_[rowNumber_]; - column_ = CoinCopyOfArray(info->column_ + info->rowStart_[rowNumber_], numberCoefficients_); - coefficient_ = new double [numberCoefficients_];; -} - -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -ClpConstraintAmpl::ClpConstraintAmpl (const ClpConstraintAmpl & rhs) - : ClpConstraint(rhs) -{ - numberCoefficients_ = rhs.numberCoefficients_; - column_ = CoinCopyOfArray(rhs.column_, numberCoefficients_); - coefficient_ = CoinCopyOfArray(rhs.coefficient_, numberCoefficients_); -} - - -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -ClpConstraintAmpl::~ClpConstraintAmpl () -{ - delete [] column_; - delete [] coefficient_; -} - -//---------------------------------------------------------------- -// Assignment operator -//------------------------------------------------------------------- -ClpConstraintAmpl & -ClpConstraintAmpl::operator=(const ClpConstraintAmpl & rhs) -{ - if (this != &rhs) { - delete [] column_; - delete [] coefficient_; - numberCoefficients_ = rhs.numberCoefficients_; - column_ = CoinCopyOfArray(rhs.column_, numberCoefficients_); - coefficient_ = CoinCopyOfArray(rhs.coefficient_, numberCoefficients_); - } - return *this; -} -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -ClpConstraint * ClpConstraintAmpl::clone() const -{ - return new ClpConstraintAmpl(*this); -} - -// Returns gradient -int -ClpConstraintAmpl::gradient(const ClpSimplex * model, - const double * solution, - double * gradient, - double & functionValue, - double & offset, - bool useScaling, - bool refresh) const -{ - CbcAmplInfo * info = (CbcAmplInfo *) amplInfo_; - ASL_pfgh* asl = info->asl_; - int numberColumns = n_var;; - // If not done then do all - if (!info->jacval_called_with_current_x_) { - bool getStuff = eval_g(amplInfo_, numberColumns, solution, true, info->constraintValues_); - assert (getStuff); - getStuff = eval_jac_g(amplInfo_, numberColumns, solution, false, info->gradient_); - assert (getStuff); - info->jacval_called_with_current_x_ = getStuff; - } - if (refresh || !lastGradient_) { - functionValue_ = info->constraintValues_[rowNumber_]; - offset_ = functionValue_; // sign?? - if (!lastGradient_) - lastGradient_ = new double[numberColumns]; - CoinZeroN(lastGradient_, numberColumns); - assert (!(model && model->rowScale() && useScaling)); - int i; - int start = info->rowStart_[rowNumber_]; - assert (numberCoefficients_ == info->rowStart_[rowNumber_+1] - start); - for (i = 0; i < numberCoefficients_; i++) { - int iColumn = column_[i]; - double valueS = solution[iColumn]; - double valueG = info->gradient_[start+i]; - lastGradient_[iColumn] = valueG; - offset_ -= valueS * valueG; - } - } - functionValue = functionValue_; - offset = offset_; - memcpy(gradient, lastGradient_, numberColumns*sizeof(double)); - return 0; -} -// Resize constraint -void -ClpConstraintAmpl::resize(int newNumberColumns) -{ - abort(); -} -// Delete columns in constraint -void -ClpConstraintAmpl::deleteSome(int numberToDelete, const int * which) -{ - if (numberToDelete) { - abort(); - } -} -// Scale constraint -void -ClpConstraintAmpl::reallyScale(const double * columnScale) -{ - abort(); -} -/* Given a zeroed array sets nonlinear columns to 1. - Returns number of nonlinear columns -*/ -int -ClpConstraintAmpl::markNonlinear(char * which) const -{ - CbcAmplInfo * info = (CbcAmplInfo *) amplInfo_; - ASL_pfgh* asl = info->asl_; - int iColumn; - int numberNon = 0; - int nonLinear = CoinMax(nlvc, nlvo); - for (iColumn = 0; iColumn < numberCoefficients_; iColumn++) { - int jColumn = column_[iColumn]; - if (jColumn < nonLinear) { - which[jColumn] = 1; - numberNon++; - } - } - return numberNon; -} -/* Given a zeroed array sets possible nonzero coefficients to 1. - Returns number of nonzeros -*/ -int -ClpConstraintAmpl::markNonzero(char * which) const -{ - int iColumn; - for (iColumn = 0; iColumn < numberCoefficients_; iColumn++) { - which[column_[iColumn]] = 1; - } - return numberCoefficients_; -} -// Number of coefficients -int -ClpConstraintAmpl::numberCoefficients() const -{ - return numberCoefficients_; -} -// Say we have new primal solution - so may need to recompute -void -ClpConstraintAmpl::newXValues() -{ - CbcAmplInfo * info = (CbcAmplInfo *) amplInfo_; - info->conval_called_with_current_x_ = false; - info->objval_called_with_current_x_ = false; - info->jacval_called_with_current_x_ = false; -} - -/* Load nonlinear part of problem from AMPL info - Returns 0 if linear - 1 if quadratic objective - 2 if quadratic constraints - 3 if nonlinear objective - 4 if nonlinear constraints - -1 on failure -*/ -int -ClpSimplex::loadNonLinear(void * amplInfo, int & numberConstraints, - ClpConstraint ** & constraints) -{ - numberConstraints = 0; - constraints = NULL; - CbcAmplInfo * info = (CbcAmplInfo *) amplInfo; - ASL_pfgh* asl = info->asl_; - // For moment don't say quadratic - int type = 0; - if (nlo + nlc) { - // nonlinear - if (!nlc) { - type = 3; - delete objective_; - objective_ = new ClpAmplObjective(amplInfo); - } else { - type = 4; - numberConstraints = nlc; - constraints = new ClpConstraint * [numberConstraints]; - if (nlo) { - delete objective_; - objective_ = new ClpAmplObjective(amplInfo); - } - for (int i = 0; i < numberConstraints; i++) { - constraints[i] = new ClpConstraintAmpl(i, amplInfo); - } - } - } - return type; -} -#else -#include "ClpSimplex.hpp" -#include "ClpConstraint.hpp" -int -ClpSimplex::loadNonLinear(void * , int & , - ClpConstraint ** & ) -{ - abort(); - return 0; -} -#endif - diff --git a/cbits/coin/Cbc_C_Interface.cpp b/cbits/coin/Cbc_C_Interface.cpp deleted file mode 100644 --- a/cbits/coin/Cbc_C_Interface.cpp +++ /dev/null @@ -1,2553 +0,0 @@ -// $Id: Cbc_C_Interface.cpp 1902 2013-04-10 16:58:16Z stefan $ -// Copyright (C) 2004, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -#include -#include - -#include "CoinPragma.hpp" -//#include "CoinHelperFunctions.hpp" -//#include "CoinPackedMatrix.hpp" -#include "CoinTime.hpp" - -#include "CbcModel.hpp" -#include "CbcBranchActual.hpp" - -#include "CoinMessageHandler.hpp" -#include "OsiClpSolverInterface.hpp" - -// bobe including extras.h to get strdup() -#if defined(__MWERKS__) -// #include // bobe 06-02-14 -#endif - -// Get C stuff but with extern C -#define CBC_EXTERN_C -#include "Coin_C_defines.h" - -const int VERBOSE = 0; - -// To allow call backs -class Cbc_MessageHandler - : public CoinMessageHandler { - -public: - /**@name Overrides */ - //@{ - virtual int print(); - //@} - /**@name set and get */ - //@{ - /// Model - const Cbc_Model * model() const; - void setModel(Cbc_Model * model); - /// Call back - void setCallBack(cbc_callback callback); - //@} - - /**@name Constructors, destructor */ - //@{ - /** Default constructor. */ - Cbc_MessageHandler(); - /// Constructor with pointer to model - Cbc_MessageHandler(Cbc_Model * model, - FILE * userPointer = NULL); - /** Destructor */ - virtual ~Cbc_MessageHandler(); - //@} - - /**@name Copy method */ - //@{ - /** The copy constructor. */ - Cbc_MessageHandler(const Cbc_MessageHandler&); - /** The copy constructor from an CoinSimplexMessageHandler. */ - Cbc_MessageHandler(const CoinMessageHandler&); - - Cbc_MessageHandler& operator=(const Cbc_MessageHandler&); - /// Clone - virtual CoinMessageHandler * clone() const ; - //@} - - -protected: - /**@name Data members - The data members are protected to allow access for derived classes. */ - //@{ - /// Pointer back to model - Cbc_Model * model_; - /// call back - cbc_callback callback_; - //@} -}; - - -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -Cbc_MessageHandler::Cbc_MessageHandler () - : CoinMessageHandler(), - model_(NULL), - callback_(NULL) -{ -} - -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -Cbc_MessageHandler::Cbc_MessageHandler (const Cbc_MessageHandler & rhs) - : CoinMessageHandler(rhs), - model_(rhs.model_), - callback_(rhs.callback_) -{ -} - -Cbc_MessageHandler::Cbc_MessageHandler (const CoinMessageHandler & rhs) - : CoinMessageHandler(rhs), - model_(NULL), - callback_(NULL) -{ -} - -// Constructor with pointer to model -Cbc_MessageHandler::Cbc_MessageHandler(Cbc_Model * model, - FILE * /*userPointer*/) - : CoinMessageHandler(), - model_(model), - callback_(NULL) -{ -} - -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -Cbc_MessageHandler::~Cbc_MessageHandler () -{ -} - -//---------------------------------------------------------------- -// Assignment operator -//------------------------------------------------------------------- -Cbc_MessageHandler & -Cbc_MessageHandler::operator=(const Cbc_MessageHandler & rhs) -{ - if (this != &rhs) { - CoinMessageHandler::operator=(rhs); - model_ = rhs.model_; - callback_ = rhs.callback_; - } - return *this; -} -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -CoinMessageHandler * Cbc_MessageHandler::clone() const -{ - return new Cbc_MessageHandler(*this); -} -int -Cbc_MessageHandler::print() -{ - if (callback_) { - int messageNumber = currentMessage().externalNumber(); - if (currentSource() != "Cbc") - messageNumber += 1000000; - int i; - int nDouble = numberDoubleFields(); - assert (nDouble <= 200); - double vDouble[200]; - for (i = 0; i < nDouble; i++) - vDouble[i] = doubleValue(i); - int nInt = numberIntFields(); - assert (nInt <= 200); - int vInt[200]; - for (i = 0; i < nInt; i++) - vInt[i] = intValue(i); - int nString = numberStringFields(); - assert (nString <= 200); - char * vString[200]; - for (i = 0; i < nString; i++) { - std::string value = stringValue(i); - vString[i] = CoinStrdup(value.c_str()); - } - callback_(model_, messageNumber, - nDouble, vDouble, - nInt, vInt, - nString, vString); - for (i = 0; i < nString; i++) - free(vString[i]); - - } - return CoinMessageHandler::print(); - return 0; -} -const Cbc_Model * -Cbc_MessageHandler::model() const -{ - return model_; -} -void -Cbc_MessageHandler::setModel(Cbc_Model * model) -{ - model_ = model; -} -// Call back -void -Cbc_MessageHandler::setCallBack(cbc_callback callback) -{ - callback_ = callback; -} -/** - * - * C Interface Routines - * - */ -#include "Cbc_C_Interface.h" -#include -#include -#include - -#if defined(__MWERKS__) -#pragma export on -#endif - -/* Version */ -COINLIBAPI double COINLINKAGE Cbc_getVersion() -{ - double v = 1.0; - return v; -} - -/* Default Cbc_Model constructor */ -COINLIBAPI Cbc_Model * COINLINKAGE -Cbc_newModel() -{ - const char prefix[] = "Cbc_C_Interface::Cbc_newModel(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - Cbc_Model * model = new Cbc_Model; - OsiClpSolverInterface solver1; - model->solver_ = &solver1; - model->solver_->OsiClpSolverInterface::setHintParam(OsiDoReducePrint, true, OsiHintTry); - model->model_ = new CbcModel(solver1); - model->handler_ = NULL; - model->information_ = NULL; - - if (VERBOSE > 0) printf("%s return\n", prefix); - return model; -} -/* Cbc_Model Destructor */ -COINLIBAPI void COINLINKAGE -Cbc_deleteModel(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_deleteModel(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - fflush(stdout); - - if (VERBOSE > 1) printf("%s delete model->model_\n", prefix); - fflush(stdout); - delete model->model_; - - if (VERBOSE > 1) printf("%s delete model->handler_\n", prefix); - fflush(stdout); - delete model->handler_; - - if (VERBOSE > 1) printf("%s free model->information_\n", prefix); - fflush(stdout); - if (model->information_) free(model->information_); - - if (VERBOSE > 1) printf("%s delete model\n", prefix); - fflush(stdout); - delete model; - - if (VERBOSE > 0) printf("%s return\n", prefix); - fflush(stdout); -} - -/* Loads a problem (the constraints on the - rows are given by lower and upper bounds). If a pointer is NULL then the - following values are the default: -
    -
  • colub: all columns have upper bound infinity -
  • collb: all columns have lower bound 0 -
  • rowub: all rows have upper bound infinity -
  • rowlb: all rows have lower bound -infinity -
  • obj: all variables have 0 objective coefficient -
- - Just like the other loadProblem() method except that the matrix is - given in a standard column major ordered format (without gaps). -*/ -COINLIBAPI void COINLINKAGE -Cbc_loadProblem (Cbc_Model * model, const int numcols, const int numrows, - const CoinBigIndex * start, const int* index, - const double* value, - const double* collb, const double* colub, - const double* obj, - const double* rowlb, const double* rowub) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_loadProblem(): "; -// const int VERBOSE = 2; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - OsiSolverInterface * solver = model->model_->solver(); - - if (VERBOSE > 1) { - printf("%s numcols = %i, numrows = %i\n", - prefix, numcols, numrows); - printf("%s model = %p, start = %p, index = %p, value = %p\n", - prefix, static_cast(model), static_cast(start), - static_cast(index), static_cast(value)); - printf("%s collb = %p, colub = %p, obj = %p, rowlb = %p, rowub = %p\n", - prefix, static_cast(collb), - static_cast(colub), static_cast(obj), - static_cast(rowlb), static_cast(rowub)); - } - - if (VERBOSE > 1) printf("%s Calling solver->loadProblem()\n", prefix); - fflush(stdout); - - if (1) { - solver->loadProblem(numcols, numrows, start, index, value, - collb, colub, obj, rowlb, rowub); - } else { - solver->loadProblem(0, 0, NULL, NULL, NULL, - NULL, NULL, NULL, NULL, NULL); - } - if (VERBOSE > 1) printf("%s Finished solver->loadProblem()\n", prefix); - fflush(stdout); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} // Cbc_loadProblem() - -/* Read an mps file from the given filename */ -COINLIBAPI int COINLINKAGE -Cbc_readMps(Cbc_Model * model, const char *filename) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_readMps(): "; -// const int VERBOSE = 2; - if (VERBOSE > 0) printf("%s begin\n", prefix); - if (VERBOSE > 1) printf("%s filename = '%s'\n", prefix, filename); - - int result = 1; - result = model->model_->solver()->readMps(filename); - assert(result == 0); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Write an mps file from the given filename */ -COINLIBAPI void COINLINKAGE -Cbc_writeMps(Cbc_Model * model, const char *filename) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_writeMps(): "; -// const int VERBOSE = 2; - if (VERBOSE > 0) printf("%s begin\n", prefix); - if (VERBOSE > 1) printf("%s filename = '%s'\n", prefix, filename); - - model->model_->solver()->writeMps(filename, "mps", Cbc_optimizationDirection(model)); - - if (VERBOSE > 0) printf("%s return\n", prefix); - return; -} -/* Integer information */ -COINLIBAPI char * COINLINKAGE -Cbc_integerInformation(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_integerInformation(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int col; - int numcols = Cbc_getNumCols(model); - - // allocate model->information_ if null - // this is freed in Cbc_deleteModel() if not null - if (!model->information_) - model->information_ = (char *) malloc(numcols * sizeof(char)); - - for (col = 0; col < numcols; col++) - if (model->model_->solver()->isContinuous(col)) - model->information_[col] = 0; - else - model->information_[col] = 1; - - char * result = model->information_; - - if (VERBOSE > 0) printf("%s return %p\n", prefix, result); - return result; -} -/* Copy in integer information */ -COINLIBAPI void COINLINKAGE -Cbc_copyInIntegerInformation(Cbc_Model * model, const char * information) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_copyInIntegerInformation(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int col; - int numcols = Cbc_getNumCols(model); - for (col = 0; col < numcols; col++) - if (information[col]) - model->model_->solver()->setInteger(col); - else - model->model_->solver()->setContinuous(col); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Drop integer informations */ -COINLIBAPI void COINLINKAGE -Cbc_deleteIntegerInformation(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_deleteIntegerInformation(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// available through -// OsiClpSolverInterface::setContinuous -//tbd model->model_->deleteIntegerInformation(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Resizes rim part of model */ -COINLIBAPI void COINLINKAGE -Cbc_resize (Cbc_Model * /*model*/, int /*newNumberRows*/, - int /*newNumberColumns*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_resize(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find this in Cbc, Osi, or OsiClp -//tbd model->model_->solver()->resize(newNumberRows,newNumberColumns); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Deletes rows */ -COINLIBAPI void COINLINKAGE -Cbc_deleteRows(Cbc_Model * model, int number, const int * which) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_deleteRows(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - OsiSolverInterface * solver = model->model_->solver(); - solver->deleteRows(number, which); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Add rows */ -COINLIBAPI void COINLINKAGE -Cbc_addRows(Cbc_Model * /*model*/, const int /*number*/, - const double * /*rowLower*/, - const double * /*rowUpper*/, - const int * /*rowStarts*/, const int * /*columns*/, - const double * /*elements*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_addRows(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// available through OsiClp -//tbd model->model_->addRows(number,rowLower,rowUpper,rowStarts,columns,elements); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} - -/* Deletes columns */ -COINLIBAPI void COINLINKAGE -Cbc_deleteColumns(Cbc_Model * model, int number, const int * which) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_deleteColumns(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - OsiSolverInterface * solver = model->model_->solver(); - solver->deleteCols(number, which); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Add columns */ -COINLIBAPI void COINLINKAGE -Cbc_addColumns(Cbc_Model * /*model*/, int /*number*/, - const double * /*columnLower*/, - const double * /*columnUpper*/, - const double * /*objective*/, - const int * /*columnStarts*/, const int * /*rows*/, - const double * /*elements*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_addColumns(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// available through OsiClp -//tbd model->model_->addColumns(number,columnLower,columnUpper,objective, -//tbd columnStarts,rows,elements); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Drops names - makes lengthnames 0 and names empty */ -COINLIBAPI void COINLINKAGE -Cbc_dropNames(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_dropNames(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find names in Cbc, Osi, or OsiClp -//tbd model->model_->dropNames(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Copies in names */ -COINLIBAPI void COINLINKAGE -Cbc_copyNames(Cbc_Model * /*model*/, const char * const * /*rowNamesIn*/, - const char * const * /*columnNamesIn*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_copyNames(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find names in Cbc, Osi, or OsiClp - /*clean - int iRow; - std::vector rowNames; - int numberRows = model->model_->getNumRows(); - rowNames.reserve(numberRows); - for (iRow=0;iRow columnNames; - int numberColumns = model->model_->getNumCols(); - columnNames.reserve(numberColumns); - for (iColumn=0;iColumnmodel_->copyNames(rowNames,columnNames); - */ - - if (VERBOSE > 0) printf("%s return\n", prefix); -} - -/* Number of rows */ -COINLIBAPI int COINLINKAGE -Cbc_numberRows(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_numberRows(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->getNumRows(); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Number of columns */ -COINLIBAPI int COINLINKAGE -Cbc_numberColumns(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_numberColumns(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->getNumCols(); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Primal tolerance to use */ -COINLIBAPI double COINLINKAGE -Cbc_primalTolerance(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_primalTolerance(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0.0; - model->model_->solver()->getDblParam(OsiPrimalTolerance, result) ; - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setPrimalTolerance(Cbc_Model * model, double value) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setPrimalTolerance(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - model->model_->solver()->setDblParam(OsiPrimalTolerance, value) ; - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Dual tolerance to use */ -COINLIBAPI double COINLINKAGE -Cbc_dualTolerance(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_dualTolerance(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0.0; - model->model_->solver()->getDblParam(OsiDualTolerance, result) ; - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setDualTolerance(Cbc_Model * model, double value) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setDualTolerance(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - model->model_->solver()->setDblParam(OsiDualTolerance, value) ; - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Integer tolerance to use */ -COINLIBAPI double COINLINKAGE -Cbc_integerTolerance(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_primalTolerance(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0.0; - result = model->model_->getDblParam(CbcModel::CbcIntegerTolerance) ; - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setIntegerTolerance(Cbc_Model * model, double value) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setPrimalTolerance(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - model->model_->setDblParam(CbcModel::CbcIntegerTolerance, value) ; - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Dual objective limit */ -COINLIBAPI double COINLINKAGE -Cbc_dualObjectiveLimit(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_dualObjectiveLimit(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0.0; - model->model_->solver()->getDblParam(OsiDualObjectiveLimit, result) ; - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setDualObjectiveLimit(Cbc_Model * model, double value) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setDualObjectiveLimit(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - model->model_->solver()->setDblParam(OsiDualObjectiveLimit, value) ; - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Objective offset */ -COINLIBAPI double COINLINKAGE -Cbc_objectiveOffset(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_objectiveOffset(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0.0; -// cannot find names in Cbc, Osi, or OsiClp -//tbd return model->model_->objectiveOffset(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setObjectiveOffset(Cbc_Model * /*model*/, double /*value*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setObjectiveOffset(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find names in Cbc, Osi, or OsiClp -//tbd model->model_->solver()->setObjectiveOffset(value); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Fills in array with problem name */ -COINLIBAPI void COINLINKAGE -Cbc_problemName(Cbc_Model * model, int maxNumberCharacters, char * array) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_problemName(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - std::string name; - model->model_->solver()->getStrParam(OsiProbName, name); - maxNumberCharacters = CoinMin(maxNumberCharacters, (int)strlen(name.c_str())); - strncpy(array, name.c_str(), maxNumberCharacters - 1); - array[maxNumberCharacters-1] = '\0'; - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Sets problem name. Must have \0 at end. */ -COINLIBAPI int COINLINKAGE -Cbc_setProblemName(Cbc_Model * model, int /*maxNumberCharacters*/, char * array) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setProblemName(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - bool result = false; - result = model->model_->solver()->setStrParam(OsiProbName, array); - - if (VERBOSE > 0) printf("%s return\n", prefix); - return (result) ? 1 : 0; -} -/* Number of iterations */ -COINLIBAPI int COINLINKAGE -Cbc_numberIterations(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_numberIterations(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->getIterationCount(); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setNumberIterations(Cbc_Model * /*model*/, int /*numberIterations*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setNumberIterations(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find this in Cbc, Osi, or OsiClp -//tbd model->model_->setNumberIterations(numberIterations); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); - return; -} -/* Maximum number of iterations */ -COINLIBAPI int COINLINKAGE -Cbc_maximumIterations(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_maximumIterations(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -// cannot find this in Cbc, Osi, or OsiClp -//tbd result = model->model_->solver()->maximumIterations(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setMaximumIterations(Cbc_Model * /*model*/, int /*value*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setMaximumIterations(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find this in Cbc, Osi, or OsiClp -//tbd model->model_->setMaximumIterations(value); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Maximum number of nodes */ -COINLIBAPI int COINLINKAGE -Cbc_maxNumNode(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_maxNumNode(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->getIntParam(CbcModel::CbcMaxNumNode); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setMaxNumNode(Cbc_Model * model, int value) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setMaxNumNode(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - model->model_->setIntParam(CbcModel::CbcMaxNumNode, value); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Maximum number of solutions */ -COINLIBAPI int COINLINKAGE -Cbc_maxNumSol(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::maxNumSol(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->getIntParam(CbcModel::CbcMaxNumSol); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setMaxNumSol(Cbc_Model * model, int value) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setMaxNumSol(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - model->model_->setIntParam(CbcModel::CbcMaxNumSol, value); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Maximum time in seconds (from when set called) */ -COINLIBAPI double COINLINKAGE -Cbc_maximumSeconds(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_maximumSeconds(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0.0; - result = model->model_->getDblParam(CbcModel::CbcMaximumSeconds); - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setMaximumSeconds(Cbc_Model * model, double value) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setMaximumSeconds(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - model->model_->setDblParam(CbcModel::CbcMaximumSeconds, value); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Returns true if hit maximum iteratio`ns (or time) */ -COINLIBAPI int COINLINKAGE -Cbc_hitMaximumIterations(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_hitMaximumIterations(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -// cannot find names in Cbc, Osi, or OsiClp -//tbd result = model->model_->solver()->hitMaximumIterations() ? 1 : 0; - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Status of problem: - 0 - optimal - 1 - primal infeasible - 2 - dual infeasible - 3 - stopped on iterations etc - 4 - stopped due to errors -*/ -COINLIBAPI int COINLINKAGE -Cbc_status(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_status(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->status(); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Set problem status */ -COINLIBAPI void COINLINKAGE -Cbc_setProblemStatus(Cbc_Model * /*model*/, int /*problemStatus*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setProblemStatus(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find this in Cbc, Osi, or OsiClp -//tbd model->model_->setProblemStatus(problemStatus); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Secondary status of problem - may get extended - 0 - none - 1 - primal infeasible because dual limit reached - 2 - scaled problem optimal - unscaled has primal infeasibilities - 3 - scaled problem optimal - unscaled has dual infeasibilities - 4 - scaled problem optimal - unscaled has both dual and primal infeasibilities -*/ -COINLIBAPI int COINLINKAGE -Cbc_secondaryStatus(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_secondaryStatus(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -// cannot find this in Cbc, Osi, or OsiClp - result = model->model_->secondaryStatus(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setSecondaryStatus(Cbc_Model * /*model*/, int /*status*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setSecondaryStatus(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find this in Cbc, Osi, or OsiClp -//tbd model->model_->setSecondaryStatus(status); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore */ -COINLIBAPI double COINLINKAGE -Cbc_optimizationDirection(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_optimizationDirection(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0.0; - result = model->model_->getObjSense(); - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setOptimizationDirection(Cbc_Model * model, double value) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setOptimizationDirection(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin, value = %g\n", prefix, value); - - model->model_->setObjSense(value); -// model->model_->solver()->setObjSense(value); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Primal row solution */ -COINLIBAPI double * COINLINKAGE -Cbc_primalRowSolution(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_primalRowSolution(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double * result = NULL; - -// cannot find this in Cbc, Osi, or OsiClp -// may have to make it somehow -//tbd return model->model_->primalRowSolution(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -/* Primal column solution */ -COINLIBAPI double * COINLINKAGE -Cbc_primalColumnSolution(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_primalColumnSolution(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double * result = NULL; -// cannot find this in Cbc, Osi, or OsiClp -// may have to make it somehow -// result = model->model_->getColSolution(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -/* Dual row solution */ -COINLIBAPI double * COINLINKAGE -Cbc_dualRowSolution(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_dualRowSolution(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double * result = NULL; -// cannot find this in Cbc, Osi, or OsiClp -// may have to make it somehow -//tbd return model->model_->dualRowSolution(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, static_cast(result)); - return NULL; -} -/* Reduced costs */ -COINLIBAPI double * COINLINKAGE -Cbc_dualColumnSolution(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_dualColumnSolution(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double * result = NULL; -// cannot find this in Cbc, Osi, or OsiClp -// may have to make it somehow -//tbd return model->model_->dualColumnSolution(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, static_cast(result)); - return NULL; -} -/* Row lower */ -COINLIBAPI double * COINLINKAGE -Cbc_rowLower(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_rowLower(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double * result = NULL; -// cannot find this in Cbc, Osi, or OsiClp -// may have to make it somehow -//tbd return model->model_->rowLower(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, static_cast(result)); - return NULL; -} -/* Row upper */ -COINLIBAPI double * COINLINKAGE -Cbc_rowUpper(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_rowUpper(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double * result = NULL; -// cannot find this in Cbc, Osi, or OsiClp -// may have to make it somehow -//tbd return model->model_->rowUpper(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, static_cast(result)); - return NULL; -} -/* Objective Coefficients */ -COINLIBAPI double * COINLINKAGE -Cbc_objective(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_objective(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double * result = NULL; -// cannot find this in Cbc, Osi, or OsiClp -// may have to make it somehow -// result = model->model_->objective(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, static_cast(result)); - return NULL; -} -/* Column Lower */ -COINLIBAPI double * COINLINKAGE -Cbc_columnLower(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_columnLower(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double * result = NULL; -// cannot find this in Cbc, Osi, or OsiClp -// may have to make it somehow -//tbd return model->model_->columnLower(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, static_cast(result)); - return NULL; -} -/* Column Upper */ -COINLIBAPI double * COINLINKAGE -Cbc_columnUpper(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_columnUpper(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double * result = NULL; -// cannot find this in Cbc, Osi, or OsiClp -// may have to make it somehow -//tbd return model->model_->columnUpper(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, static_cast(result)); - return NULL; -} -/* Number of elements in matrix */ -COINLIBAPI int COINLINKAGE -Cbc_getNumElements(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getNumElements(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->getNumElements(); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} - -// Column starts in matrix -COINLIBAPI const CoinBigIndex * COINLINKAGE -Cbc_getVectorStarts(Cbc_Model * model) -{ - const CoinPackedMatrix * matrix = NULL; - matrix = model->model_->solver()->getMatrixByCol(); - return (matrix == NULL) ? NULL : matrix->getVectorStarts(); -} -// Row indices in matrix -COINLIBAPI const int * COINLINKAGE -Cbc_getIndices(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getIndices(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const int * result = NULL; - const CoinPackedMatrix * matrix = NULL; - matrix = model->model_->solver()->getMatrixByCol(); - result = (matrix == NULL) ? NULL : matrix->getIndices(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} - -// Column vector lengths in matrix -COINLIBAPI const int * COINLINKAGE -Cbc_getVectorLengths(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getVectorLengths(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const int * result = NULL; - const CoinPackedMatrix * matrix = NULL; - matrix = model->model_->solver()->getMatrixByCol(); - result = (matrix == NULL) ? NULL : matrix->getVectorLengths(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} - -// Element values in matrix -COINLIBAPI const double * COINLINKAGE -Cbc_getElements(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getElements(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const double * result = NULL; - const CoinPackedMatrix * matrix = NULL; - matrix = model->model_->solver()->getMatrixByCol(); - result = (matrix == NULL) ? NULL : matrix->getElements(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -// ====================================================================== - -/* Objective value */ -COINLIBAPI double COINLINKAGE -Cbc_objectiveValue(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_objectiveValue(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0.0; - result = model->model_->getObjValue(); - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -/* Infeasibility/unbounded ray (NULL returned if none/wrong) - Up to user to use delete [] on these arrays. */ -COINLIBAPI double * COINLINKAGE -Cbc_infeasibilityRay(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_infeasibilityRay(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double * result = NULL; - // lots of rays (probably too many) are available in - // OsiClpSolverInterface::getDualRays() - // -//tbd result = model->model_->infeasibilityRay(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -COINLIBAPI double * COINLINKAGE -Cbc_unboundedRay(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_unboundedRay(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double * result = NULL; - // lots of rays (probably too many) are available in - // OsiClpSolverInterface::getPrimalRays() - // -//tbd result = model->model_->unboundedRay(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -/* See if status array exists (partly for OsiClp) */ -COINLIBAPI int COINLINKAGE -Cbc_statusExists(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_statusExists(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -//tbd result = model->model_->statusExists() ? 1 : 0; - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Return address of status array (char[numberRows+numberColumns]) */ -COINLIBAPI void COINLINKAGE -Cbc_getBasisStatus(Cbc_Model * /*model*/, int * /*cstat*/, int * /*rstat*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getBasisStatus(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// have to figure this out -//tbd model->model_->solver()->getBasisStatus(cstat, rstat); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); - return; -} -/* Copy in status vector */ -COINLIBAPI void COINLINKAGE -Cbc_setBasisStatus(Cbc_Model * /*model*/, int * /*cstat*/, int * /*rstat*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setBasisStatus(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// model->model_->solver()->setBasisStatus(cstat, rstat); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} - -/* User pointer for whatever reason */ -COINLIBAPI void COINLINKAGE -Cbc_setUserPointer (Cbc_Model * /*model*/, void * /*pointer*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setUserPointer(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - // not sure what this is for - // -//tbd model->model_->setUserPointer(pointer); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -COINLIBAPI void * COINLINKAGE -Cbc_getUserPointer (Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getUserPointer(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - void * result = NULL; - // not sure what this is for - // -//tbd result = model->model_->getUserPointer(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %p\n", prefix, result); - return result; -} -/* Pass in Callback function */ -COINLIBAPI void COINLINKAGE -Cbc_registerCallBack(Cbc_Model * model, - cbc_callback userCallBack) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_registerCallBack(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - // reuse existing log level - int oldLogLevel = model->model_->messageHandler()->logLevel(); - // Will be copy of users one - delete model->handler_; - model->handler_ = new Cbc_MessageHandler(*(model->model_->messageHandler())); - model->handler_->setCallBack(userCallBack); - model->handler_->setModel(model); - model->model_->passInMessageHandler(model->handler_); - model->model_->messageHandler()->setLogLevel(oldLogLevel); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Unset Callback function */ -COINLIBAPI void COINLINKAGE -Cbc_clearCallBack(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_clearCallBack(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - delete model->handler_; - model->handler_ = NULL; - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Amount of print out: - 0 - none - 1 - just final - 2 - just factorizations - 3 - as 2 plus a bit more - 4 - verbose - above that 8,16,32 etc just for selective debug -*/ -COINLIBAPI void COINLINKAGE -Cbc_setLogLevel(Cbc_Model * model, int value) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setLogLevel(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - if (VERBOSE > 1) printf("%s value = %i\n", prefix, value); - - model->model_->messageHandler()->setLogLevel(value); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -COINLIBAPI int COINLINKAGE -Cbc_logLevel(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_logLevel(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->messageHandler()->logLevel(); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* length of names (0 means no names0 */ -COINLIBAPI int COINLINKAGE -Cbc_lengthNames(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_lengthNames(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -// cannot find names in Cbc, Osi, or OsiClp -//tbd result = model->model_->lengthNames(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Fill in array (at least lengthNames+1 long) with a row name */ -COINLIBAPI void COINLINKAGE -Cbc_rowName(Cbc_Model * /*model*/, int iRow, char * name) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_rowName(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - sprintf(name, "ROW%5i", iRow); -// cannot find names in Cbc, Osi, or OsiClp -//tbd std::string rowName=model->model_->rowName(iRow); -//tbd strcpy(name,rowName.c_str()); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Fill in array (at least lengthNames+1 long) with a column name */ -// cannot find names in Cbc, Osi, or OsiClp -COINLIBAPI void COINLINKAGE -Cbc_columnName(Cbc_Model * /*model*/, int iColumn, char * name) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_columnName(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - sprintf(name, "COL%5i", iColumn); -//tbd std::string columnName= model->model_->columnName(iColumn); -//tbd strcpy(name,columnName.c_str()); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} - -/* General branch and bound solve algorithm which can do presolve. - See CbcSolve.hpp for options -*/ -COINLIBAPI int COINLINKAGE -Cbc_initialSolve(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_initialSolve(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - model->model_->initialSolve(); - result = model->model_->status(); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* General solve algorithm which can do presolve. - See CbcModel.hpp for options -*/ -COINLIBAPI int COINLINKAGE -Cbc_branchAndBound(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_branchAndBound(): "; -// const int VERBOSE = 3; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - if (VERBOSE > 2) Cbc_printModel(model, prefix); - try { - model->model_->branchAndBound(); - model->model_->solver()->resolve(); - } catch (CoinError e) { - printf("%s ERROR: %s::%s, %s\n", prefix, - e.className().c_str(), e.methodName().c_str(), e.message().c_str()); - } - result = model->model_->status(); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Sets or unsets scaling, 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later) */ -COINLIBAPI void COINLINKAGE -Cbc_scaling(Cbc_Model * model, int mode) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_scaling(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - OsiSolverInterface * solver = model->model_->solver(); - bool modeBool = (mode == 0); - solver->setHintParam(OsiDoScale, modeBool); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Gets scalingFlag */ -COINLIBAPI int COINLINKAGE -Cbc_scalingFlag(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_scalingFlag(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -// try to use OsiSolverInterface::getHintParam(OsiDoScale, ???) -//tbd result = model->model_->scalingFlag(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Crash - at present just aimed at dual, returns - -2 if dual preferred and crash basis created - -1 if dual preferred and all slack basis preferred - 0 if basis going in was not all slack - 1 if primal preferred and all slack basis preferred - 2 if primal preferred and crash basis created. - - if gap between bounds <="gap" variables can be flipped - - If "pivot" is - 0 No pivoting (so will just be choice of algorithm) - 1 Simple pivoting e.g. gub - 2 Mini iterations -*/ -COINLIBAPI int COINLINKAGE -Cbc_crash(Cbc_Model * /*model*/, double /*gap*/, int /*pivot*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_crash(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -// cannot find names in Cbc, Osi, or OsiClp -//tbd result = model->model_->crash(gap,pivot); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* If problem is primal feasible */ -COINLIBAPI int COINLINKAGE -Cbc_primalFeasible(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_primalFeasible(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - OsiSolverInterface * solver = model->model_->solver(); - result = solver->isProvenPrimalInfeasible() ? 0 : 1; - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* If problem is dual feasible */ -COINLIBAPI int COINLINKAGE -Cbc_dualFeasible(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_dualFeasible(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - OsiSolverInterface * solver = model->model_->solver(); - result = solver->isProvenDualInfeasible() ? 0 : 1; - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Dual bound */ -COINLIBAPI double COINLINKAGE -Cbc_dualBound(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_dualBound(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0; -// cannot find in Cbc, Osi, or OsiClp -//tbd result = model->model_->dualBound(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setDualBound(Cbc_Model * /*model*/, double /*value*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setDualBound(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find names in Cbc, Osi, or OsiClp -//tbd model->model_->setDualBound(value); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Infeasibility cost */ -COINLIBAPI double COINLINKAGE -Cbc_infeasibilityCost(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_infeasibilityCost(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0; -// cannot find names in Cbc, Osi, or OsiClp -//tbd result = model->model_->solver()->infeasibilityCost(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setInfeasibilityCost(Cbc_Model * /*model*/, double /*value*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setInfeasibilityCost(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find names in Cbc, Osi, or OsiClp -//tbd model->model_->setInfeasibilityCost(value); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Perturbation: - 50 - switch on perturbation - 100 - auto perturb if takes too long (1.0e-6 largest nonzero) - 101 - we are perturbed - 102 - don't try perturbing again - default is 100 - others are for playing -*/ -COINLIBAPI int COINLINKAGE -Cbc_perturbation(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_perturbation(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -// cannot find names in Cbc, Osi, or OsiClp -//tbd result = model->model_->perturbation(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setPerturbation(Cbc_Model * /*model*/, int /*value*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setPerturbation(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find names in Cbc, Osi, or OsiClp -//tbd model->model_->setPerturbation(value); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Current (or last) algorithm */ -COINLIBAPI int COINLINKAGE -Cbc_algorithm(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setPerturbation(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -// cannot find names in Cbc, Osi, or OsiClp -//tbd result = model->model_->algorithm(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Set algorithm */ -COINLIBAPI void COINLINKAGE -Cbc_setAlgorithm(Cbc_Model * /*model*/, int /*value*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setAlgorithm(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - -// cannot find names in Cbc, Osi, or OsiClp -//tbd model->model_->setAlgorithm(value); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return\n", prefix); -} -/* Sum of dual infeasibilities */ -COINLIBAPI double COINLINKAGE -Cbc_sumDualInfeasibilities(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_sumDualInfeasibilities(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0; -// cannot find names in Cbc, Osi, or OsiClp -//tbd result = model->model_->sumDualInfeasibilities(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -/* Number of dual infeasibilities */ -COINLIBAPI int COINLINKAGE -Cbc_numberDualInfeasibilities(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_numberDualInfeasibilities(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -// cannot find names in Cbc, Osi, or OsiClp -//tbd result = model->model_->numberDualInfeasibilities(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Sum of primal infeasibilities */ -COINLIBAPI double COINLINKAGE -Cbc_sumPrimalInfeasibilities(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_sumPrimalInfeasibilities(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0; -// cannot find names in Cbc, Osi, or OsiClp -//tbd result = model->model_->sumPrimalInfeasibilities(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -/* Number of primal infeasibilities */ -COINLIBAPI int COINLINKAGE -Cbc_numberPrimalInfeasibilities(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_numberPrimalInfeasibilities(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -//tbd result = model->model_->getContinuousInfeasibilities(); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Save model to file, returns 0 if success. This is designed for - use outside algorithms so does not save iterating arrays etc. - It does not save any messaging information. - Does not save scaling values. - It does not know about all types of virtual functions. -*/ -COINLIBAPI int COINLINKAGE -Cbc_saveModel(Cbc_Model * /*model*/, const char * /*fileName*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_saveModel(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -// there is a writeMPS method in Osi -//tbd result = model->model_->saveModel(fileName); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Restore model from file, returns 0 if success, - deletes current model */ -COINLIBAPI int COINLINKAGE -Cbc_restoreModel(Cbc_Model * /*model*/, const char * /*fileName*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_restoreModel(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; -// there is a readMPS method in Osi -//tbd result = model->model_->restoreModel(fileName); - if (VERBOSE > 0) printf("%s WARNING: NOT IMPLEMENTED\n", prefix); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} - -/** Call this to really test if a valid solution can be feasible - Solution is number columns in size. - If fixVariables true then bounds of continuous solver updated. - Returns objective value (worse than cutoff if not feasible) -*/ -COINLIBAPI void COINLINKAGE -Cbc_checkSolution(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_checkSolution(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - // see CbcModel::checkSolution(double cutoff, const double * solution, - // bool fixVariables); -// model->model_->checkSolution(); - - if (VERBOSE > 0) printf("%s return\n", prefix); - return; -} -/* Number of rows */ -COINLIBAPI int COINLINKAGE -Cbc_getNumRows(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getNumRows(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->getNumRows(); - - if (VERBOSE > 0) printf("%s return %d\n", prefix, result); - return result; -} -/* Number of columns */ -COINLIBAPI int COINLINKAGE -Cbc_getNumCols(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getNumCols(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->getNumCols(); - - if (VERBOSE > 0) printf("%s return %d\n", prefix, result); - return result; -} -/* Number of iterations */ -COINLIBAPI int COINLINKAGE -Cbc_getIterationCount(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getIterationCount(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->getIterationCount(); - - if (VERBOSE > 0) printf("%s return %d\n", prefix, result); - return result; -} -/* Are there a numerical difficulties? */ -COINLIBAPI int COINLINKAGE -Cbc_isAbandoned(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_isAbandoned(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->isAbandoned() ? 1 : 0; - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Is optimality proven? */ -COINLIBAPI int COINLINKAGE -Cbc_isProvenOptimal(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_isProvenOptimal(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->isProvenOptimal() ? 1 : 0; - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Is primal infeasiblity proven? */ -COINLIBAPI int COINLINKAGE -Cbc_isProvenPrimalInfeasible(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_isProvenPrimalInfeasible(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - OsiSolverInterface * solver = model->model_->solver(); - result = solver->isProvenPrimalInfeasible() ? 1 : 0; - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Is dual infeasiblity proven? */ -COINLIBAPI int COINLINKAGE -Cbc_isProvenDualInfeasible(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_isProvenDualInfeasible(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - OsiSolverInterface * solver = model->model_->solver(); - result = solver->isProvenDualInfeasible() ? 1 : 0; - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Is the given primal objective limit reached? */ -COINLIBAPI int COINLINKAGE -Cbc_isPrimalObjectiveLimitReached(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_isPrimalObjectiveLimitReached(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - OsiSolverInterface * solver = model->model_->solver(); - result = solver->isPrimalObjectiveLimitReached() ? 1 : 0; - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Is the given dual objective limit reached? */ -COINLIBAPI int COINLINKAGE -Cbc_isDualObjectiveLimitReached(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_isDualObjectiveLimitReached(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - OsiSolverInterface * solver = model->model_->solver(); - result = solver->isDualObjectiveLimitReached() ? 1 : 0; - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Iteration limit reached? */ -COINLIBAPI int COINLINKAGE -Cbc_isIterationLimitReached(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_isIterationLimitReached(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - OsiSolverInterface * solver = model->model_->solver(); - result = solver->isIterationLimitReached() ? 1 : 0; - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/* Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore */ -COINLIBAPI double COINLINKAGE -Cbc_getObjSense(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getObjSense(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0; - result = model->model_->getObjSense(); - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -/* Primal row solution */ -COINLIBAPI const double * COINLINKAGE -Cbc_getRowActivity(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getRowActivity(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const double * result = NULL; - result = model->model_->getRowActivity(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -/* Primal column solution */ -COINLIBAPI const double * COINLINKAGE -Cbc_getColSolution(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getColSolution(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const double * result = NULL; - result = model->model_->getColSolution(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -COINLIBAPI void COINLINKAGE -Cbc_setColSolution(Cbc_Model * model, const double * input) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setColSolution(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - OsiSolverInterface * solver = model->model_->solver(); - solver->setColSolution(input); - - if (VERBOSE > 0) printf("%s return\n", prefix); - return; -} -/* Dual row solution */ -COINLIBAPI const double * COINLINKAGE -Cbc_getRowPrice(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getRowPrice(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const double * result = NULL; - result = model->model_->getRowPrice(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -/* Reduced costs */ -COINLIBAPI const double * COINLINKAGE -Cbc_getReducedCost(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getReducedCost(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const double * result = NULL; - result = model->model_->getReducedCost(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -/* Row lower */ -COINLIBAPI const double * COINLINKAGE -Cbc_getRowLower(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getRowLower(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const double * result = NULL; - result = model->model_->getRowLower(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -/* Row upper */ -COINLIBAPI const double * COINLINKAGE -Cbc_getRowUpper(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getRowUpper(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const double * result = NULL; - result = model->model_->getRowUpper(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -/* Objective Coefficients */ -COINLIBAPI const double * COINLINKAGE -Cbc_getObjCoefficients(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getObjCoefficients(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const double * result = NULL; - result = model->model_->getObjCoefficients(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -/* Column Lower */ -COINLIBAPI const double * COINLINKAGE -Cbc_getColLower(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getColLower(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const double * result = NULL; - result = model->model_->getColLower(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -/* Column Upper */ -COINLIBAPI const double * COINLINKAGE -Cbc_getColUpper(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getColUpper(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - const double * result = NULL; - result = model->model_->getColUpper(); - - if (VERBOSE > 0) - printf("%s return %p\n", prefix, static_cast(result)); - return result; -} -/* Objective value */ -COINLIBAPI double COINLINKAGE -Cbc_getObjValue(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getObjValue(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0; - result = model->model_->getObjValue(); - - if (VERBOSE > 0) - printf("%s return %g\n", prefix, result); - return result; -} -/* Print model */ -COINLIBAPI void COINLINKAGE -Cbc_printModel(Cbc_Model * model, const char * argPrefix) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_printModel(): "; - const int VERBOSE = 4; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - CbcModel *cbc_model = model->model_; - int numrows = cbc_model->getNumRows(); - int numcols = cbc_model->getNumCols(); - int numelem = cbc_model->getNumElements(); - const CoinPackedMatrix * matrix = cbc_model->solver()->getMatrixByCol(); - const CoinBigIndex * start = matrix->getVectorStarts(); - const int * index = matrix->getIndices(); - const double * value = matrix->getElements(); - const double * collb = cbc_model->getColLower(); - const double * colub = cbc_model->getColUpper(); - const double * obj = cbc_model->getObjCoefficients(); - const double * rowlb = cbc_model->getRowLower(); - const double * rowub = cbc_model->getRowUpper(); - - printf("%s numcols = %i, numrows = %i, numelem = %i\n", - argPrefix, numcols, numrows, numelem); - printf("%s model = %p, start = %p, index = %p, value = %p\n", - argPrefix, static_cast(model), static_cast(start), - static_cast(index), static_cast(value)); - matrix->dumpMatrix(NULL); - { - int i; - for (i = 0; i <= numcols; i++) - printf("%s start[%i] = %i\n", argPrefix, i, start[i]); - for (i = 0; i < numelem; i++) - printf("%s index[%i] = %i, value[%i] = %g\n", - argPrefix, i, index[i], i, value[i]); - } - - printf("%s collb = %p, colub = %p, obj = %p, rowlb = %p, rowub = %p\n", - argPrefix, static_cast(collb), - static_cast(colub), static_cast(obj), - static_cast(rowlb), static_cast(rowub)); - printf("%s optimization direction = %g\n", argPrefix, Cbc_optimizationDirection(model)); - printf(" (1 - minimize, -1 - maximize, 0 - ignore)\n"); - { - int i; - for (i = 0; i < numcols; i++) - printf("%s collb[%i] = %g, colub[%i] = %g, obj[%i] = %g\n", - argPrefix, i, collb[i], i, colub[i], i, obj[i]); - for (i = 0; i < numrows; i++) - printf("%s rowlb[%i] = %g, rowub[%i] = %g\n", - argPrefix, i, rowlb[i], i, rowub[i]); - } - - if (VERBOSE > 0) printf("%s return\n", prefix); -} // Cbc_printModel() - -COINLIBAPI int COINLINKAGE -Cbc_isInteger(Cbc_Model * model, int i) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_isInteger(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - bool result = false; - result = model->model_->isInteger(i); - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return (result) ? 1 : 0; -} - -COINLIBAPI double COINLINKAGE -Cbc_cpuTime(Cbc_Model * /*model*/) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_cpuTime(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - double result = 0; - result = CoinCpuTime() ; - - if (VERBOSE > 0) printf("%s return %g\n", prefix, result); - return result; -} -/** Number of nodes explored in B&B tree */ -COINLIBAPI int COINLINKAGE -Cbc_getNodeCount(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_getNodeCount(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - int result = 0; - result = model->model_->getNodeCount() ; - - if (VERBOSE > 0) printf("%s return %i\n", prefix, result); - return result; -} -/** Return a copy of this model */ -COINLIBAPI Cbc_Model * COINLINKAGE -Cbc_clone(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_clone(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - Cbc_Model * result = new Cbc_Model; - result->model_ = new CbcModel(*(model->model_)); - result->solver_ = dynamic_cast< OsiClpSolverInterface*> (result->model_->solver()); - result->handler_ = NULL; - - if (VERBOSE > 0) printf("%s return\n", prefix); - return model; -} -/** Set this the variable to be continuous */ -COINLIBAPI Cbc_Model * COINLINKAGE -Cbc_setContinuous(Cbc_Model * model, int iColumn) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_setContinuous(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - model->model_->solver()->setContinuous(iColumn); - - if (VERBOSE > 0) printf("%s return\n", prefix); - return model; -} -/* Add an SOS constraint to the model */ -COINLIBAPI void COINLINKAGE -Cbc_addSOS_Dense(Cbc_Model * model, int numObjects, const int * len, - const int * const* which, const double * weights, const int type) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_addSOS_Dense(): "; -// const int VERBOSE = 2; - if (VERBOSE > 0) printf("%sbegin\n", prefix); - - assert(1 > 0);// this is probably broken - int i, j; - // I think this is a different model due to overriding = operator - CbcModel m = *(model->model_); - - CbcObject ** objects = new CbcObject * [numObjects]; - - if (VERBOSE > 1) printf("%s numObjects = %i\n", prefix, numObjects); - for (i = 0; i < numObjects; i++) { - if (VERBOSE > 1) { - printf("%s len[%i] = %i, identifier = %i, type = %i\n", - prefix, i, len[i], i, type); - fflush(stdout); - for (j = 0; j < len[i]; j++) { - if (VERBOSE > 2 || j == 0 || j == (len[i] - 1)) { - printf("%s which[%i][%i] = %d, weights[%i] = %g\n", - prefix, i, j, which[i][j], j, weights[j]); - fflush(stdout); - } - } - } - - // Make a CbcSOS and assign it to objects - if (VERBOSE > 1) printf("%s len[%i] = %i\n", prefix, i, len[i]); - if (VERBOSE > 1) printf("%s new CbcSOS()\n", prefix); - // *** - objects[i] = new CbcSOS(model->model_, (int)(len[i]), - (const int*)which[i], (const double*)weights, (int)i, (int)type); - // *** - if (objects[i] == NULL) { - printf("%s ERROR: objects[%i] == NULL\n", prefix, i); - fflush(stdout); - assert(objects[i] != NULL); - } - } - if (VERBOSE > 1) printf("%s calling addObjects()\n", prefix); - fflush(stdout); - model->model_->addObjects(numObjects, objects); - if (VERBOSE > 1) printf("%s finished addObjects()\n", prefix); - - for (i = 0; i < numObjects; i++) delete objects[i]; - delete [] objects; - - if (VERBOSE > 0) printf("%sreturn\n", prefix); - return; -} -/** Add SOS constraints to the model using row-order matrix */ -COINLIBAPI void COINLINKAGE -Cbc_addSOS_Sparse(Cbc_Model * model, const int * rowStarts, - const int * rowIndices, const double * weights, const int type) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_addSOS_Sparse(): "; -// const int VERBOSE = 1; - if (VERBOSE > 0) printf("%sbegin\n", prefix); - - int numRows = Cbc_numberRows(model); - if (VERBOSE > 0) printf("%s numRows = %i\n", prefix, numRows); - - // The passed sparse matrix must have the same number of rows as the model - assert(numRows == Cbc_numberRows(model)); - - int row, i; - const int *colIndex; - const double *colWeight; - - // loop on rows and count number of objects according to numWeights>0 - int numObjects = 0; - for (row = 0; row < numRows; row++) { - if (VERBOSE > 2) { - printf("%s row = %i\n", prefix, row); - printf("%s rowStarts[%i] = %i\n", prefix, row, rowStarts[row]); - printf("%s rowStarts[%i+1] = %i\n", prefix, row, rowStarts[row+1]); - fflush(stdout); - } - const int numWeights = rowStarts[row+1] - rowStarts[row]; - if (VERBOSE > 2) printf("%s numWeights = %i\n", prefix, numWeights); - if (numWeights > 0) numObjects++; - } - - // make objects - CbcObject ** objects = new CbcObject * [numObjects]; -// if (VERBOSE>1) printf("%s numObjects = %i, objects = %X\n",prefix,numObjects,objects); - - // loop on rows and make an object when numWeights>0 - int objNum = 0; - for (row = 0; row < numRows; row++) { - if (VERBOSE > 2) { - printf("%s row = %i\n", prefix, row); - printf("%s rowStarts[%i] = %i\n", prefix, row, rowStarts[row]); - printf("%s rowStarts[%i+1] = %i\n", prefix, row, rowStarts[row+1]); - } - const int numWeights = rowStarts[row+1] - rowStarts[row]; - if (VERBOSE > 2) printf("%s numWeights = %i\n", prefix, numWeights); - colIndex = rowIndices + rowStarts[row]; - colWeight = weights + rowStarts[row]; - if (numWeights > 0) { - // Make a CbcSOS and assign it to objects - if (VERBOSE > 3) { - for (i = 0; i < numWeights; i++) { - printf("%s colIndex [%i] = %i\n", prefix, i, colIndex[i]); - printf("%s colWeight[%i] = %f\n", prefix, i, colWeight[i]); - } - fflush(stdout); - } - objects[objNum] = new CbcSOS(model->model_, (int)(numWeights), - (const int*)colIndex, (const double*)colWeight, (int)objNum, (int)type); -// if (VERBOSE>2) printf("%s objects[%i] = %X\n",prefix,objNum,objects[objNum]); - if (objects[objNum] == NULL) { - printf("%s ERROR: objects[%i] == NULL\n", prefix, objNum); - fflush(stdout); - assert(objects[objNum] != NULL); - } - objNum++; - } - } - if (VERBOSE > 2) { - printf("%s calling addObjects()\n", prefix); - /* - printf("%s numObjects = %i, objects = %X\n",prefix,numObjects,objects); - for (row=0; rowmodel_->addObjects(numObjects, objects); - if (VERBOSE > 1) printf("%s finished addObjects()\n", prefix); - - for (objNum = 0; objNum < numObjects; objNum++) delete objects[objNum]; - delete [] objects; - - if (VERBOSE > 0) printf("%sreturn\n", prefix); - return; -} - -/** Delete all object information */ -COINLIBAPI void COINLINKAGE -Cbc_deleteObjects(Cbc_Model * model) -{ - const char prefix[] = "Cbc_C_Interface::Cbc_deleteObjects(): "; -// const int VERBOSE = 2; - if (VERBOSE > 0) printf("%s begin\n", prefix); - - model->model_->deleteObjects(); - - if (VERBOSE > 0) printf("%s return\n", prefix); - return; -} - -/** Print the solution */ -COINLIBAPI void COINLINKAGE -Cbc_printSolution(Cbc_Model * model) -{ - { - // - // Now to print out row solution. The methods used return const - // pointers - which is of course much more virtuous. - // - // This version just does non-zero columns - // - - // * Rows - - int numberRows = Cbc_getNumRows(model); - int iRow; - - - const double * rowPrimal = Cbc_getRowActivity(model); - // * Alternatively getReducedCost(model) - const double * rowDual = Cbc_getRowPrice(model); - // * Alternatively getColLower(model) - const double * rowLower = Cbc_getRowLower(model); - // * Alternatively getColUpper(model) - const double * rowUpper = Cbc_getRowUpper(model); - printf("--------------------------------------\n"); - - // * If we have not kept names (parameter to readMps) this will be 0 - // assert(Cbc_lengthNames(model)); - - printf(" Primal Dual Lower Upper\n"); - for (iRow = 0; iRow < numberRows; iRow++) { - double value; - value = rowPrimal[iRow]; - if (value > 1.0e-8 || value < -1.0e-8) { - char name[20]; - // Cbc_columnName(model,iColumn,name); - sprintf(name, "ROW%5i", iRow); - printf("%6d %8s", iRow, name); - printf(" %13g", rowPrimal[iRow]); - printf(" %13g", rowDual[iRow]); - printf(" %13g", rowLower[iRow]); - printf(" %13g", rowUpper[iRow]); - printf("\n"); - } - } - printf("--------------------------------------\n"); - } - { - // - // Now to print out column solution. The methods used return const - // pointers - which is of course much more virtuous. - // - // This version just does non-zero columns - // - // - - // * Columns - - int numberColumns = Cbc_numberColumns(model); - int iColumn; - - - // * Alternatively getColSolution(model) - const double * columnPrimal = Cbc_getColSolution(model); - // * Alternatively getReducedCost(model) - const double * columnDual = Cbc_getReducedCost(model); - // * Alternatively getColLower(model) - const double * columnLower = Cbc_getColLower(model); - // * Alternatively getColUpper(model) - const double * columnUpper = Cbc_getColUpper(model); - // * Alternatively getObjCoefficients(model) - const double * columnObjective = Cbc_getObjCoefficients(model); - - const char * isInteger = Cbc_integerInformation(model); - - printf("--------------------------------------\n"); - - // * If we have not kept names (parameter to readMps) this will be 0 -// assert(Cbc_lengthNames(model)); - - printf(" Primal Dual Lower Upper Cost isInteger\n"); - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - double value; - value = columnPrimal[iColumn]; - if (value > 1.0e-8 || value < -1.0e-8) { - char name[20]; -// Cbc_columnName(model,iColumn,name); - sprintf(name, "COL%5i", iColumn); - printf("%6d %8s", iColumn, name); - printf(" %13g", columnPrimal[iColumn]); - printf(" %13g", columnDual[iColumn]); - printf(" %13g", columnLower[iColumn]); - printf(" %13g", columnUpper[iColumn]); - printf(" %13g", columnObjective[iColumn]); - printf(" %13i", isInteger[iColumn]); - printf("\n"); - } - } - printf("--------------------------------------\n"); - } - if (0) Cbc_printModel(model, "cbc::main(): "); - return; -} -/** Dual initial solve */ -COINLIBAPI int COINLINKAGE -Cbc_initialDualSolve(Cbc_Model * /*model*/) -{ - return 0; -} -/** Primal initial solve */ -COINLIBAPI int COINLINKAGE -Cbc_initialPrimalSolve(Cbc_Model * /*model*/) -{ - return 0; -} -/** Dual algorithm - see ClpSimplexDual.hpp for method */ -COINLIBAPI int COINLINKAGE -Cbc_dual(Cbc_Model * /*model*/, int /*ifValuesPass*/) -{ - return 0; -} -/** Primal algorithm - see ClpSimplexPrimal.hpp for method */ -COINLIBAPI int COINLINKAGE -Cbc_primal(Cbc_Model * /*model*/, int /*ifValuesPass*/) -{ - return 0; -} -#if defined(__MWERKS__) -#pragma export off -#endif - diff --git a/cbits/coin/Cbc_ampl.cpp b/cbits/coin/Cbc_ampl.cpp deleted file mode 100644 --- a/cbits/coin/Cbc_ampl.cpp +++ /dev/null @@ -1,1512 +0,0 @@ -/* $Id: Cbc_ampl.cpp 1926 2013-05-24 10:19:49Z stefan $ */ -/**************************************************************** -Copyright (C) 1997-2000 Lucent Technologies -Modifications for Coin - Copyright (C) 2006, International Business Machines Corporation and others. -All Rights Reserved - -Permission to use, copy, modify, and distribute this software and -its documentation for any purpose and without fee is hereby -granted, provided that the above copyright notice appear in all -copies and that both that the copyright notice and this -permission notice and warranty disclaimer appear in supporting -documentation, and that the name of Lucent or any of its entities -not be used in advertising or publicity pertaining to -distribution of the software without specific, written prior -permission. - -LUCENT DISCLAIMS ALL WARRANTIES WITH REGARD TO THIS SOFTWARE, -INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS. -IN NO EVENT SHALL LUCENT OR ANY OF ITS ENTITIES BE LIABLE FOR ANY -SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES -WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER -IN AN ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, -ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF -THIS SOFTWARE. -****************************************************************/ - -/*! \file Cbc_ampl.cpp - - Interface routines for AMPL. -*/ - -#include "CbcConfig.h" - -#ifdef COIN_HAS_ASL - -#ifdef HAVE_UNISTD_H -# include "unistd.h" -#endif -#include "CoinUtilsConfig.h" -#include "CoinHelperFunctions.hpp" -#include "CoinModel.hpp" -#include "CoinSort.hpp" -#include "CoinPackedMatrix.hpp" -#include "CoinMpsIO.hpp" -#include "CoinFloatEqual.hpp" -#ifdef COIN_HAS_CLP -#include "OsiClpSolverInterface.hpp" -#endif -#include "Cbc_ampl.h" -extern "C" { -# include "getstub.h" -# include "asl_pfgh.h" -} - -#include -#include -/* so decodePhrase and clpCheck can access */ -static ampl_info * saveInfo = NULL; -// Set to 1 if algorithm found -static char algFound[20] = ""; -static char* -checkPhrase(Option_Info *oi, keyword *kw, char *v) -{ - if (strlen(v)) - printf("string %s\n", v); - // Say algorithm found - strcpy(algFound, kw->desc); - return v; -} -static char* -checkPhrase2(Option_Info *oi, keyword *kw, char *v) -{ - if (strlen(v)) - printf("string %s\n", v); - // put out keyword - saveInfo->arguments = (char **) realloc(saveInfo->arguments, (saveInfo->numberArguments + 1) * sizeof(char *)); - saveInfo->arguments[saveInfo->numberArguments++] = strdup(kw->desc); - return v; -} -static fint -decodePhrase(char * phrase, ftnlen length) -{ - char * blank = strchr(phrase, ' '); - if (blank) { - /* split arguments */ - *blank = '\0'; - saveInfo->arguments = (char **) realloc(saveInfo->arguments, (saveInfo->numberArguments + 2) * sizeof(char *)); - saveInfo->arguments[saveInfo->numberArguments++] = strdup(phrase); - *blank = ' '; - phrase = blank + 1; /* move on */ - if (strlen(phrase)) - saveInfo->arguments[saveInfo->numberArguments++] = strdup(phrase); - } else if (strlen(phrase)) { - saveInfo->arguments = (char **) realloc(saveInfo->arguments, (saveInfo->numberArguments + 1) * sizeof(char *)); - saveInfo->arguments[saveInfo->numberArguments++] = strdup(phrase); - } - return 0; -} -static void -sos_kludge(int nsos, int *sosbeg, double *sosref, int * sosind) -{ - // Adjust sosref if necessary to make monotonic increasing - int i, j, k; - // first sort - for (i = 0; i < nsos; i++) { - k = sosbeg[i]; - int end = sosbeg[i+1]; - CoinSort_2(sosref + k, sosref + end, sosind + k); - } - double t, t1; - for (i = j = 0; i++ < nsos; ) { - k = sosbeg[i]; - t = sosref[j]; - while (++j < k) { - t1 = sosref[j]; - t += 1e-10; - if (t1 <= t) - sosref[j] = t1 = t + 1e-10; - t = t1; - } - } -} -static char xxxxxx[20]; -#define VP (char*) -static keyword keywds[] = { /* must be sorted */ - { const_cast("barrier"), checkPhrase, (char *) xxxxxx , - const_cast("-barrier")}, - { const_cast("dual"), checkPhrase, (char *) xxxxxx , - const_cast("-dualsimplex")}, - { const_cast("help"), checkPhrase2, (char *) xxxxxx , - const_cast("-?")}, - { const_cast("initial"), checkPhrase, (char *) xxxxxx , - const_cast("-initialsolve")}, - { const_cast("max"), checkPhrase2, (char *) xxxxxx , - const_cast("-maximize")}, - { const_cast("maximize"), checkPhrase2, (char *) xxxxxx , - const_cast("-maximize")}, - { const_cast("primal"), checkPhrase, (char *) xxxxxx , - const_cast("-primalsimplex")}, - { const_cast("quit"), checkPhrase2, (char *) xxxxxx , - const_cast("-quit")}, - { const_cast("wantsol"), WS_val, NULL, - const_cast("write .sol file (without -AMPL)")} -}; -static Option_Info Oinfo = { - const_cast("cbc"), - const_cast("CBC " CBC_VERSION), - const_cast("cbc_options"), - keywds, - nkeywds, - 0, - 0, - 0, - decodePhrase, - 0, - 0, - 0, - 20130502 -}; -// strdup used to avoid g++ compiler warning -static SufDecl suftab[] = { -#ifdef JJF_ZERO - { const_cast("current"), 0, ASL_Sufkind_con | ASL_Sufkind_outonly }, - { const_cast("current"), 0, ASL_Sufkind_var | ASL_Sufkind_outonly }, - { const_cast("direction"), 0, ASL_Sufkind_var }, - { const_cast("down"), 0, ASL_Sufkind_con | ASL_Sufkind_outonly }, - { const_cast("down"), 0, ASL_Sufkind_var | ASL_Sufkind_outonly }, - { const_cast("priority"), 0, ASL_Sufkind_var }, -#endif - { const_cast("cut"), 0, ASL_Sufkind_con }, - { const_cast("direction"), 0, ASL_Sufkind_var }, - { const_cast("downPseudocost"), 0, ASL_Sufkind_var | ASL_Sufkind_real }, - { const_cast("priority"), 0, ASL_Sufkind_var }, - { const_cast("ref"), 0, ASL_Sufkind_var | ASL_Sufkind_real }, - { const_cast("sos"), 0, ASL_Sufkind_var }, - { const_cast("sos"), 0, ASL_Sufkind_con }, - { const_cast("sosno"), 0, ASL_Sufkind_var | ASL_Sufkind_real }, - { const_cast("sosref"), 0, ASL_Sufkind_var | ASL_Sufkind_real }, - { const_cast("special"), 0, ASL_Sufkind_var }, - { const_cast("special"), 0, ASL_Sufkind_con }, - /*{ const_cast("special"), 0, ASL_Sufkind_con },*/ - { const_cast("sstatus"), 0, ASL_Sufkind_var, 0 }, - { const_cast("sstatus"), 0, ASL_Sufkind_con, 0 }, - { const_cast("upPseudocost"), 0, ASL_Sufkind_var | ASL_Sufkind_real } -#ifdef JJF_ZERO - { const_cast("unbdd"), 0, ASL_Sufkind_var | ASL_Sufkind_outonly}, - { const_cast("up"), 0, ASL_Sufkind_con | ASL_Sufkind_outonly }, - { const_cast("up"), 0, ASL_Sufkind_var | ASL_Sufkind_outonly } -#endif -}; -#include "float.h" -#include "limits.h" -static ASL *asl = NULL; -static FILE *nl = NULL; - -static void -mip_stuff(void) -{ - int i; - double *pseudoUp, *pseudoDown; - int *priority, *direction; - // To label cuts (there will be other uses for special) - int *cut; - // To label special variables - at present 1= must be >= 1 or <= -1 - int * special; - SufDesc *dpup, *dpdown, *dpri, *ddir, *dcut, *dspecial; - - ddir = suf_get("direction", ASL_Sufkind_var); - direction = ddir->u.i; - dpri = suf_get("priority", ASL_Sufkind_var); - priority = dpri->u.i; - dspecial = suf_get("special", ASL_Sufkind_con); - dcut = suf_get("cut", ASL_Sufkind_con); - cut = dcut->u.i; - if (!cut) { - // try special - dcut = suf_get("special", ASL_Sufkind_con); - cut = dcut->u.i; - } - dspecial = suf_get("special", ASL_Sufkind_var); - special = dspecial->u.i; - dpdown = suf_get("downPseudocost", ASL_Sufkind_var); - pseudoDown = dpdown->u.r; - dpup = suf_get("upPseudocost", ASL_Sufkind_var); - pseudoUp = dpup->u.r; - assert(saveInfo); - int numberColumns = saveInfo->numberColumns; - if (direction) { - int baddir = 0; - saveInfo->branchDirection = (int *) malloc(numberColumns * sizeof(int)); - for (i = 0; i < numberColumns; i++) { - int value = direction[i]; - if (value < -1 || value > 1) { - baddir++; - value = 0; - } - saveInfo->branchDirection[i] = value; - } - if (baddir) - fprintf(Stderr, - "Treating %d .direction values outside [-1, 1] as 0.\n", - baddir); - } - if (priority) { - int badpri = 0; - saveInfo->priorities = (int *) malloc(numberColumns * sizeof(int)); - for (i = 0; i < numberColumns; i++) { - int value = priority[i]; - if (value < 0) { - badpri++; - value = 0; - } - saveInfo->priorities[i] = value; - } - if (badpri) - fprintf(Stderr, - "Treating %d negative .priority values as 0\n", - badpri); - } - if (special) { - int badspecial = 0; - saveInfo->special = (int *) malloc(numberColumns * sizeof(int)); - for (i = 0; i < numberColumns; i++) { - int value = special[i]; - if (value < 0) { - badspecial++; - value = 0; - } - saveInfo->special[i] = value; - } - if (badspecial) - fprintf(Stderr, - "Treating %d negative special values as 0\n", - badspecial); - } - int numberRows = saveInfo->numberRows; - if (cut) { - int badcut = 0; - saveInfo->cut = (int *) malloc(numberRows * sizeof(int)); - for (i = 0; i < numberRows; i++) { - int value = cut[i]; - if (value < 0) { - badcut++; - value = 0; - } - saveInfo->cut[i] = value; - } - if (badcut) - fprintf(Stderr, - "Treating %d negative cut values as 0\n", - badcut); - } - if (pseudoDown || pseudoUp) { - int badpseudo = 0; - if (!pseudoDown || !pseudoUp) - fprintf(Stderr, - "Only one set of pseudocosts - assumed same\n"); - saveInfo->pseudoDown = (double *) malloc(numberColumns * sizeof(double)); - saveInfo->pseudoUp = (double *) malloc(numberColumns * sizeof(double)); - for (i = 0; i < numberColumns; i++) { - double valueD = 0.0, valueU = 0.0; - if (pseudoDown) { - valueD = pseudoDown[i]; - if (valueD < 0) { - badpseudo++; - valueD = 0.0; - } - } - if (pseudoUp) { - valueU = pseudoUp[i]; - if (valueU < 0) { - badpseudo++; - valueU = 0.0; - } - } - if (!valueD) - valueD = valueU; - if (!valueU) - valueU = valueD; - saveInfo->pseudoDown[i] = valueD; - saveInfo->pseudoUp[i] = valueU; - } - if (badpseudo) - fprintf(Stderr, - "Treating %d negative pseudoCosts as 0.0\n", badpseudo); - } -} -static void -stat_map(int *stat, int n, int *map, int mx, const char *what) -{ - int bad, i, i1 = 0, j, j1 = 0; - static char badfmt[] = "Coin driver: %s[%d] = %d\n"; - - for (i = bad = 0; i < n; i++) { - if ((j = stat[i]) >= 0 && j <= mx) - stat[i] = map[j]; - else { - stat[i] = 0; - i1 = i; - j1 = j; - if (!bad++) - fprintf(Stderr, badfmt, what, i, j); - } - } - if (bad > 1) { - if (bad == 2) - fprintf(Stderr, badfmt, what, i1, j1); - else - fprintf(Stderr, - "Coin driver: %d messages about bad %s values suppressed.\n", - bad - 1, what); - } -} - -int -readAmpl(ampl_info * info, int argc, char **argv, void ** coinModel) -{ - char *stub; - ograd *og; - int i; - SufDesc *csd; - SufDesc *rsd; - /*bool *basis, *lower;*/ - /*double *LU, *c, lb, objadj, *rshift, *shift, t, ub, *x, *x0, *x1;*/ - char * environment = getenv("cbc_options"); - char tempBuffer[20]; - double * obj; - double * columnLower; - double * columnUpper; - double * rowLower; - double * rowUpper; - char ** saveArgv = argv; - char fileName[1000]; - if (argc > 1) - strcpy(fileName, argv[1]); - else - fileName[0] = '\0'; - int nonLinearType = -1; - // testosi parameter - if >= 10 then go in through coinModel - for (i = 1; i < argc; i++) { - if (!strncmp(argv[i], "testosi", 7)) { - char * equals = strchr(argv[i], '='); - if (equals && atoi(equals + 1) >= 10 && atoi(equals + 1) <= 20) { - nonLinearType = atoi(equals + 1); - break; - } - } - } - int saveArgc = argc; - if (info->numberRows != -1234567) - memset(info, 0, sizeof(ampl_info)); // overwrite unless magic number set - /* save so can be accessed by decodePhrase */ - saveInfo = info; - info->numberArguments = 0; - info->arguments = (char **) malloc(2 * sizeof(char *)); - info->arguments[info->numberArguments++] = strdup("ampl"); - info->arguments[info->numberArguments++] = strdup("cbc"); - asl = ASL_alloc(ASL_read_f); - stub = getstub(&argv, &Oinfo); - if (!stub) - usage_ASL(&Oinfo, 1); - nl = jac0dim(stub, 0); - suf_declare(suftab, sizeof(suftab) / sizeof(SufDecl)); - - /* set A_vals to get the constraints column-wise (malloc so can be freed) */ - A_vals = (double *) malloc(nzc * sizeof(double)); - if (!A_vals) { - printf("no memory\n"); - return 1; - } - /* say we want primal solution */ - want_xpi0 = 1; - /* for basis info */ - info->columnStatus = (int *) malloc(n_var * sizeof(int)); - info->rowStatus = (int *) malloc(n_con * sizeof(int)); - csd = suf_iput("sstatus", ASL_Sufkind_var, info->columnStatus); - rsd = suf_iput("sstatus", ASL_Sufkind_con, info->rowStatus); - if (!(nlvc + nlvo) && nonLinearType < 10) { - /* read linear model*/ - f_read(nl, 0); - // see if any sos - if (true) { - char *sostype; - int nsosnz, *sosbeg, *sosind, * sospri; - double *sosref; - int nsos; - int i = ASL_suf_sos_explict_free; - int copri[2], **p_sospri; - copri[0] = 0; - copri[1] = 0; - p_sospri = &sospri; - nsos = suf_sos(i, &nsosnz, &sostype, p_sospri, copri, - &sosbeg, &sosind, &sosref); - if (nsos) { - info->numberSos = nsos; - info->sosType = (char *) malloc(nsos); - info->sosPriority = (int *) malloc(nsos * sizeof(int)); - info->sosStart = (int *) malloc((nsos + 1) * sizeof(int)); - info->sosIndices = (int *) malloc(nsosnz * sizeof(int)); - info->sosReference = (double *) malloc(nsosnz * sizeof(double)); - sos_kludge(nsos, sosbeg, sosref, sosind); - for (int i = 0; i < nsos; i++) { - char ichar = sostype[i]; - assert (ichar == '1' || ichar == '2'); - info->sosType[i] = static_cast(ichar - '0'); - } - memcpy(info->sosPriority, sospri, nsos*sizeof(int)); - memcpy(info->sosStart, sosbeg, (nsos + 1)*sizeof(int)); - memcpy(info->sosIndices, sosind, nsosnz*sizeof(int)); - memcpy(info->sosReference, sosref, nsosnz*sizeof(double)); - } - } - - /*sos_finish(&specialOrderedInfo, 0, &j, 0, 0, 0, 0, 0);*/ - Oinfo.uinfo = tempBuffer; - if (getopts(argv, &Oinfo)) - return 1; - /* objective*/ - obj = (double *) malloc(n_var * sizeof(double)); - for (i = 0; i < n_var; i++) - obj[i] = 0.0; - if (n_obj) { - for (og = Ograd[0]; og; og = og->next) - obj[og->varno] = og->coef; - } - if (objtype[0]) - info->direction = -1.0; - else - info->direction = 1.0; - info->offset = objconst(0); - /* Column bounds*/ - columnLower = (double *) malloc(n_var * sizeof(double)); - columnUpper = (double *) malloc(n_var * sizeof(double)); - for (i = 0; i < n_var; i++) { - columnLower[i] = LUv[2*i]; - if (columnLower[i] <= negInfinity) - columnLower[i] = -COIN_DBL_MAX; - columnUpper[i] = LUv[2*i+1]; - if (columnUpper[i] >= Infinity) - columnUpper[i] = COIN_DBL_MAX; - } - /* Row bounds*/ - rowLower = (double *) malloc(n_con * sizeof(double)); - rowUpper = (double *) malloc(n_con * sizeof(double)); - for (i = 0; i < n_con; i++) { - rowLower[i] = LUrhs[2*i]; - if (rowLower[i] <= negInfinity) - rowLower[i] = -COIN_DBL_MAX; - rowUpper[i] = LUrhs[2*i+1]; - if (rowUpper[i] >= Infinity) - rowUpper[i] = COIN_DBL_MAX; - } - info->numberRows = n_con; - info->numberColumns = n_var; - info->numberElements = nzc; - info->numberBinary = nbv; - info->numberIntegers = niv + nbv; - info->objective = obj; - info->rowLower = rowLower; - info->rowUpper = rowUpper; - info->columnLower = columnLower; - info->columnUpper = columnUpper; - info->starts = A_colstarts; - /*A_colstarts=NULL;*/ - info->rows = A_rownos; - /*A_rownos=NULL;*/ - info->elements = A_vals; - /*A_vals=NULL;*/ - info->primalSolution = NULL; - /* put in primalSolution if exists */ - if (X0) { - info->primalSolution = (double *) malloc(n_var * sizeof(double)); - memcpy(info->primalSolution, X0, n_var*sizeof(double)); - } - info->dualSolution = NULL; - if (niv + nbv > 0) - mip_stuff(); // get any extra info - if ((!(niv + nbv) && (csd->kind & ASL_Sufkind_input)) - || (rsd->kind & ASL_Sufkind_input)) { - /* convert status - need info on map */ - static int map[] = {1, 3, 1, 1, 2, 1, 1}; - stat_map(info->columnStatus, n_var, map, 6, "incoming columnStatus"); - stat_map(info->rowStatus, n_con, map, 6, "incoming rowStatus"); - } else { - /* all slack basis */ - // leave status for output */ -#ifdef JJF_ZERO - free(info->rowStatus); - info->rowStatus = NULL; - free(info->columnStatus); - info->columnStatus = NULL; -#endif - } - } else { - // QP - // Add .nl if not there - if (!strstr(fileName, ".nl")) - strcat(fileName, ".nl"); - CoinModel * model = new CoinModel((nonLinearType > 10) ? 2 : 1, fileName, info); - if (model->numberRows() > 0 || model->numberColumns() > 0) - *coinModel = (void *) model; - Oinfo.uinfo = tempBuffer; - if (getopts(argv, &Oinfo)) - return 1; - Oinfo.wantsol = 1; - if (objtype[0]) - info->direction = -1.0; - else - info->direction = 1.0; - model->setOptimizationDirection(info->direction); - info->offset = objconst(0); - info->numberRows = n_con; - info->numberColumns = n_var; - info->numberElements = nzc; - info->numberBinary = nbv; - int numberIntegers = niv + nlvci + nlvoi + nbv; - if (nlvci + nlvoi + nlvc + nlvo) { - // Non linear - // No idea if there are overlaps so compute - int numberIntegers = 0; - for ( i = 0; i < n_var; i++) { - if (model->columnIsInteger(i)) - numberIntegers++; - } - } - info->numberIntegers = numberIntegers; - // Say nonlinear if it is - info->nonLinear = nlvc + nlvo; - if (numberIntegers > 0) { - mip_stuff(); // get any extra info - if (info->cut) - model->setCutMarker(info->numberRows, info->cut); - if (info->priorities) - model->setPriorities(info->numberColumns, info->priorities); - } - } - /* add -solve - unless something there already - - also check for sleep=yes */ - { - int found = 0; - int foundLog = 0; - int foundSleep = 0; - const char * something[] = {"solve", "branch", "duals", "primals", "user"}; - for (i = 0; i < info->numberArguments; i++) { - unsigned int j; - const char * argument = info->arguments[i]; - for (j = 0; j < sizeof(something) / sizeof(char *); j++) { - const char * check = something[j]; - if (!strncmp(argument, check, sizeof(check))) { - found = (int)(j + 1); - } else if (!strncmp(argument, "log", 3)) { - foundLog = 1; - } else if (!strncmp(argument, "sleep", 5)) { - foundSleep = 1; - } - } - } - if (foundLog) { - /* print options etc */ - for (i = 0; i < saveArgc; i++) - printf("%s ", saveArgv[i]); - printf("\n"); - if (environment) - printf("env %s\n", environment); - /*printf("%d rows %d columns %d elements\n",n_con,n_var,nzc);*/ - } - if (!found) { - if (!strlen(algFound)) { - info->arguments = (char **) realloc(info->arguments, (info->numberArguments + 1) * sizeof(char *)); - info->arguments[info->numberArguments++] = strdup("-solve"); - } else { - // use algorithm from keyword - info->arguments = (char **) realloc(info->arguments, (info->numberArguments + 1) * sizeof(char *)); - info->arguments[info->numberArguments++] = strdup(algFound); - } - } - if (foundSleep) { - /* let user copy .nl file */ - fprintf(stderr, "You can copy .nl file %s for debug purposes or attach debugger\n", saveArgv[1]); - fprintf(stderr, "Type q to quit, anything else to continue\n"); - int getChar = getc(stdin); - if (getChar == 'q' || getChar == 'Q') - exit(1); - } - } - /* add -quit */ - info->arguments = (char **) realloc(info->arguments, (info->numberArguments + 1) * sizeof(char *)); - info->arguments[info->numberArguments++] = strdup("-quit"); - return 0; -} -void freeArrays1(ampl_info * info) -{ - free(info->objective); - info->objective = NULL; - free(info->rowLower); - info->rowLower = NULL; - free(info->rowUpper); - info->rowUpper = NULL; - free(info->columnLower); - info->columnLower = NULL; - free(info->columnUpper); - info->columnUpper = NULL; - /* this one not freed by ASL_free */ - free(info->elements); - info->elements = NULL; - free(info->primalSolution); - info->primalSolution = NULL; - free(info->dualSolution); - info->dualSolution = NULL; - /*free(info->rowStatus); - info->rowStatus=NULL; - free(info->columnStatus); - info->columnStatus=NULL;*/ -} -void freeArrays2(ampl_info * info) -{ - free(info->primalSolution); - info->primalSolution = NULL; - free(info->dualSolution); - info->dualSolution = NULL; - free(info->rowStatus); - info->rowStatus = NULL; - free(info->columnStatus); - info->columnStatus = NULL; - free(info->priorities); - info->priorities = NULL; - free(info->branchDirection); - info->branchDirection = NULL; - free(info->pseudoDown); - info->pseudoDown = NULL; - free(info->pseudoUp); - info->pseudoUp = NULL; - free(info->sosType); - info->sosType = NULL; - free(info->sosPriority); - info->sosPriority = NULL; - free(info->sosStart); - info->sosStart = NULL; - free(info->sosIndices); - info->sosIndices = NULL; - free(info->sosReference); - info->sosReference = NULL; - free(info->cut); - info->cut = NULL; - ASL_free(&asl); -} -void freeArgs(ampl_info * info) -{ - int i; - for ( i = 0; i < info->numberArguments; i++) - free(info->arguments[i]); - free(info->arguments); -} -int ampl_obj_prec() -{ - return obj_prec(); -} -void writeAmpl(ampl_info * info) -{ - char buf[1000]; - typedef struct { - const char *msg; - int code; - int wantObj; - } Sol_info; - static Sol_info solinfo[] = { - { "optimal solution", 000, 1 }, - { "infeasible", 200, 1 }, - { "unbounded", 300, 0 }, - { "iteration limit etc", 400, 1 }, - { "solution limit", 401, 1 }, - { "ran out of space", 500, 0 }, - { "status unknown", 501, 1 }, - { "bug!", 502, 0 }, - { "best MIP solution so far restored", 101, 1 }, - { "failed to restore best MIP solution", 503, 1 }, - { "optimal (?) solution", 100, 1 } - }; - /* convert status - need info on map */ - static int map[] = {0, 3, 4, 1}; - sprintf(buf, "%s %s", Oinfo.bsname, info->buffer); - solve_result_num = solinfo[info->problemStatus].code; - if (info->columnStatus) { - stat_map(info->columnStatus, n_var, map, 4, "outgoing columnStatus"); - stat_map(info->rowStatus, n_con, map, 4, "outgoing rowStatus"); - suf_iput("sstatus", ASL_Sufkind_var, info->columnStatus); - suf_iput("sstatus", ASL_Sufkind_con, info->rowStatus); - } - write_sol(buf, info->primalSolution, info->dualSolution, &Oinfo); -} -/* Read a problem from AMPL nl file - */ -CoinModel::CoinModel( int nonLinear, const char * fileName, const void * info) - : CoinBaseModel(), - maximumRows_(0), - maximumColumns_(0), - numberElements_(0), - maximumElements_(0), - numberQuadraticElements_(0), - maximumQuadraticElements_(0), - rowLower_(NULL), - rowUpper_(NULL), - rowType_(NULL), - objective_(NULL), - columnLower_(NULL), - columnUpper_(NULL), - integerType_(NULL), - columnType_(NULL), - start_(NULL), - elements_(NULL), - packedMatrix_(NULL), - quadraticElements_(NULL), - sortIndices_(NULL), - sortElements_(NULL), - sortSize_(0), - sizeAssociated_(0), - associated_(NULL), - numberSOS_(0), - startSOS_(NULL), - memberSOS_(NULL), - typeSOS_(NULL), - prioritySOS_(NULL), - referenceSOS_(NULL), - priority_(NULL), - cut_(NULL), - moreInfo_(NULL), - type_(-1), - noNames_(false), - links_(0) -{ - problemName_ = ""; - int status = 0; - if (!strcmp(fileName, "-") || !strcmp(fileName, "stdin")) { - // stdin - } else { - std::string name = fileName; - bool readable = fileCoinReadable(name); - if (!readable) { - std::cerr << "Unable to open file " - << fileName << std::endl; - status = -1; - } - } - if (!status) { - gdb(nonLinear, fileName, info); - } -} -#ifdef JJF_ZERO -static real -qterm(ASL *asl, fint *colq, fint *rowq, real *delsq) -{ - double t, t1, *x, *x0, *xe; - fint *rq0, *rqe; - - t = 0.; - x0 = x = X0; - xe = x + n_var; - rq0 = rowq; - while (x < xe) { - t1 = *x++; - rqe = rq0 + *++colq; - while (rowq < rqe) - t += t1 * x0[*rowq++]**delsq++; - } - return 0.5 * t; -} -#endif -// stolen from IPopt with changes -typedef struct { - double obj_sign_; - ASL_pfgh * asl_; - double * non_const_x_; - int * column_; // for jacobian - int * rowStart_; - double * gradient_; - double * constraintValues_; - int nz_h_full_; // number of nonzeros in hessian - int nerror_; - bool objval_called_with_current_x_; - bool conval_called_with_current_x_; - bool jacval_called_with_current_x_; -} CbcAmplInfo; - -void -CoinModel::gdb( int nonLinear, const char * fileName, const void * info) -{ - const ampl_info * amplInfo = (const ampl_info *) info; - ograd *og = NULL; - int i; - SufDesc *csd = NULL; - SufDesc *rsd = NULL; - /*bool *basis, *lower;*/ - /*double *LU, *c, lb, objadj, *rshift, *shift, t, ub, *x, *x0, *x1;*/ - //char tempBuffer[20]; - double * objective = NULL; - double * columnLower = NULL; - double * columnUpper = NULL; - double * rowLower = NULL; - double * rowUpper = NULL; - int * columnStatus = NULL; - int * rowStatus = NULL; - int numberRows = -1; - int numberColumns = -1; - int numberElements = -1; - int numberBinary = -1; - int numberIntegers = -1; - int numberAllNonLinearBoth = 0; - int numberIntegerNonLinearBoth = 0; - int numberAllNonLinearConstraints = 0; - int numberIntegerNonLinearConstraints = 0; - int numberAllNonLinearObjective = 0; - int numberIntegerNonLinearObjective = 0; - double * primalSolution = NULL; - double direction = 1.0; - char * stub = strdup(fileName); - CoinPackedMatrix matrixByRow; - fint ** colqp = NULL; - int *z = NULL; - if (nonLinear == 0) { - // linear - asl = ASL_alloc(ASL_read_f); - nl = jac0dim(stub, 0); - free(stub); - suf_declare(suftab, sizeof(suftab) / sizeof(SufDecl)); - - /* set A_vals to get the constraints column-wise (malloc so can be freed) */ - A_vals = (double *) malloc(nzc * sizeof(double)); - if (!A_vals) { - printf("no memory\n"); - return ; - } - /* say we want primal solution */ - want_xpi0 = 1; - /* for basis info */ - columnStatus = (int *) malloc(n_var * sizeof(int)); - rowStatus = (int *) malloc(n_con * sizeof(int)); - csd = suf_iput("sstatus", ASL_Sufkind_var, columnStatus); - rsd = suf_iput("sstatus", ASL_Sufkind_con, rowStatus); - /* read linear model*/ - f_read(nl, 0); - // see if any sos - if (true) { - char *sostype; - int nsosnz, *sosbeg, *sosind, * sospri; - double *sosref; - int nsos; - int i = ASL_suf_sos_explict_free; - int copri[2], **p_sospri; - copri[0] = 0; - copri[1] = 0; - p_sospri = &sospri; - nsos = suf_sos(i, &nsosnz, &sostype, p_sospri, copri, - &sosbeg, &sosind, &sosref); - if (nsos) { - abort(); -#ifdef JJF_ZERO - info->numberSos = nsos; - info->sosType = (char *) malloc(nsos); - info->sosPriority = (int *) malloc(nsos * sizeof(int)); - info->sosStart = (int *) malloc((nsos + 1) * sizeof(int)); - info->sosIndices = (int *) malloc(nsosnz * sizeof(int)); - info->sosReference = (double *) malloc(nsosnz * sizeof(double)); - sos_kludge(nsos, sosbeg, sosref, sosind); - for (int i = 0; i < nsos; i++) { - int ichar = sostype[i]; - assert (ichar == '1' || ichar == '2'); - info->sosType[i] = ichar - '0'; - } - memcpy(info->sosPriority, sospri, nsos*sizeof(int)); - memcpy(info->sosStart, sosbeg, (nsos + 1)*sizeof(int)); - memcpy(info->sosIndices, sosind, nsosnz*sizeof(int)); - memcpy(info->sosReference, sosref, nsosnz*sizeof(double)); -#endif - } - } - - /*sos_finish(&specialOrderedInfo, 0, &j, 0, 0, 0, 0, 0);*/ - //Oinfo.uinfo = tempBuffer; - //if (getopts(argv, &Oinfo)) - //return 1; - /* objective*/ - objective = (double *) malloc(n_var * sizeof(double)); - for (i = 0; i < n_var; i++) - objective[i] = 0.0; - if (n_obj) { - for (og = Ograd[0]; og; og = og->next) - objective[og->varno] = og->coef; - } - if (objtype[0]) - direction = -1.0; - else - direction = 1.0; - objectiveOffset_ = objconst(0); - /* Column bounds*/ - columnLower = (double *) malloc(n_var * sizeof(double)); - columnUpper = (double *) malloc(n_var * sizeof(double)); - for (i = 0; i < n_var; i++) { - columnLower[i] = LUv[2*i]; - if (columnLower[i] <= negInfinity) - columnLower[i] = -COIN_DBL_MAX; - columnUpper[i] = LUv[2*i+1]; - if (columnUpper[i] >= Infinity) - columnUpper[i] = COIN_DBL_MAX; - } - /* Row bounds*/ - rowLower = (double *) malloc(n_con * sizeof(double)); - rowUpper = (double *) malloc(n_con * sizeof(double)); - for (i = 0; i < n_con; i++) { - rowLower[i] = LUrhs[2*i]; - if (rowLower[i] <= negInfinity) - rowLower[i] = -COIN_DBL_MAX; - rowUpper[i] = LUrhs[2*i+1]; - if (rowUpper[i] >= Infinity) - rowUpper[i] = COIN_DBL_MAX; - } - numberRows = n_con; - numberColumns = n_var; - numberElements = nzc; - numberBinary = nbv; - numberIntegers = niv; - /* put in primalSolution if exists */ - if (X0) { - primalSolution = (double *) malloc(n_var * sizeof(double)); - memcpy( primalSolution, X0, n_var*sizeof(double)); - } - //double * dualSolution=NULL; - if (niv + nbv > 0) - mip_stuff(); // get any extra info - if ((!(niv + nbv) && (csd->kind & ASL_Sufkind_input)) - || (rsd->kind & ASL_Sufkind_input)) { - /* convert status - need info on map */ - static int map[] = {1, 3, 1, 1, 2, 1, 1}; - stat_map(columnStatus, n_var, map, 6, "incoming columnStatus"); - stat_map(rowStatus, n_con, map, 6, "incoming rowStatus"); - } else { - /* all slack basis */ - // leave status for output */ -#ifdef JJF_ZERO - free(rowStatus); - rowStatus = NULL; - free(columnStatus); - columnStatus = NULL; -#endif - } - CoinPackedMatrix columnCopy(true, numberRows, numberColumns, numberElements, - A_vals, A_rownos, A_colstarts, NULL); - matrixByRow.reverseOrderedCopyOf(columnCopy); - } else if (nonLinear == 1) { - // quadratic - asl = ASL_alloc(ASL_read_fg); - nl = jac0dim(stub, (ftnlen) strlen(stub)); - free(stub); - suf_declare(suftab, sizeof(suftab) / sizeof(SufDecl)); - /* read model*/ - X0 = (double*) malloc(n_var * sizeof(double)); - CoinZeroN(X0, n_var); - qp_read(nl, 0); - assert (n_obj == 1); - int nz = 1 + n_con; - colqp = (fint**) malloc(nz * (2 * sizeof(int*) - + sizeof(double*))); - fint ** rowqp = colqp + nz; - double ** delsqp = (double **)(rowqp + nz); - z = (int*) malloc(nz * sizeof(int)); - for (i = 0; i <= n_con; i++) { - z[i] = nqpcheck(-i, rowqp + i, colqp + i, delsqp + i); - } - qp_opify(); - /* objective*/ - objective = (double *) malloc(n_var * sizeof(double)); - for (i = 0; i < n_var; i++) - objective[i] = 0.0; - if (n_obj) { - for (og = Ograd[0]; og; og = og->next) - objective[og->varno] = og->coef; - } - if (objtype[0]) - direction = -1.0; - else - direction = 1.0; - objectiveOffset_ = objconst(0); - /* Column bounds*/ - columnLower = (double *) malloc(n_var * sizeof(double)); - columnUpper = (double *) malloc(n_var * sizeof(double)); - for (i = 0; i < n_var; i++) { - columnLower[i] = LUv[2*i]; - if (columnLower[i] <= negInfinity) - columnLower[i] = -COIN_DBL_MAX; - columnUpper[i] = LUv[2*i+1]; - if (columnUpper[i] >= Infinity) - columnUpper[i] = COIN_DBL_MAX; - } - // Build by row from scratch - //matrixByRow.reserve(n_var,nzc,true); - // say row orderded - matrixByRow.transpose(); - /* Row bounds*/ - rowLower = (double *) malloc(n_con * sizeof(double)); - rowUpper = (double *) malloc(n_con * sizeof(double)); - CoinBigIndex * rowStart = new CoinBigIndex [n_con+1]; - int * column = new int [nzc]; - double * element = new double [nzc]; - rowStart[0] = 0; - numberElements = 0; - for (i = 0; i < n_con; i++) { - rowLower[i] = LUrhs[2*i]; - if (rowLower[i] <= negInfinity) - rowLower[i] = -COIN_DBL_MAX; - rowUpper[i] = LUrhs[2*i+1]; - if (rowUpper[i] >= Infinity) - rowUpper[i] = COIN_DBL_MAX; - for (cgrad * cg = Cgrad[i]; cg; cg = cg->next) { - column[numberElements] = cg->varno; - element[numberElements++] = cg->coef; - } - rowStart[i+1] = numberElements; - } - assert (numberElements == nzc); - matrixByRow.appendRows(n_con, rowStart, column, element); - delete [] rowStart; - delete [] column; - delete [] element; - numberRows = n_con; - numberColumns = n_var; - //numberElements=nzc; - numberBinary = nbv; - numberIntegers = niv; - numberAllNonLinearBoth = nlvb; - numberIntegerNonLinearBoth = nlvbi; - numberAllNonLinearConstraints = nlvc; - numberIntegerNonLinearConstraints = nlvci; - numberAllNonLinearObjective = nlvo; - numberIntegerNonLinearObjective = nlvoi; - /* say we want primal solution */ - want_xpi0 = 1; - //double * dualSolution=NULL; - // save asl - // Fix memory leak one day - CbcAmplInfo * info = new CbcAmplInfo; - //amplGamsData_ = info; - info->asl_ = NULL; // as wrong form asl; - info->nz_h_full_ = -1; // number of nonzeros in hessian - info->objval_called_with_current_x_ = false; - info->nerror_ = 0; - info->obj_sign_ = direction; - info->conval_called_with_current_x_ = false; - info->non_const_x_ = NULL; - info->jacval_called_with_current_x_ = false; - info->rowStart_ = NULL; - info->column_ = NULL; - info->gradient_ = NULL; - info->constraintValues_ = NULL; - } else if (nonLinear == 2) { - // General nonlinear! - //ASL_pfgh* asl = (ASL_pfgh*)ASL_alloc(ASL_read_pfgh); - asl = ASL_alloc(ASL_read_pfgh); - nl = jac0dim(stub, (ftnlen) strlen(stub)); - free(stub); - suf_declare(suftab, sizeof(suftab) / sizeof(SufDecl)); - /* read model*/ - X0 = (double*) malloc(n_var * sizeof(double)); - CoinZeroN(X0, n_var); - // code stolen from Ipopt - int retcode = pfgh_read(nl, ASL_return_read_err | ASL_findgroups); - - switch (retcode) { - case ASL_readerr_none : {} - break; - case ASL_readerr_nofile : { - printf( "Cannot open .nl file\n"); - exit(-1); - } - break; - case ASL_readerr_nonlin : { - assert(false); // this better not be an error! - printf( "model involves nonlinearities (ed0read)\n"); - exit(-1); - } - break; - case ASL_readerr_argerr : { - printf( "user-defined function with bad args\n"); - exit(-1); - } - break; - case ASL_readerr_unavail : { - printf( "user-defined function not available\n"); - exit(-1); - } - break; - case ASL_readerr_corrupt : { - printf( "corrupt .nl file\n"); - exit(-1); - } - break; - case ASL_readerr_bug : { - printf( "bug in .nl reader\n"); - exit(-1); - } - break; - case ASL_readerr_CLP : { - printf( "ASL error message: \"solver cannot handle CLP extensions\"\n"); - exit(-1); - } - break; - default: { - printf( "Unknown error in stub file read. retcode = %d\n", retcode); - exit(-1); - } - break; - } - - // see "changes" in solvers directory of ampl code... - hesset(1, 0, 1, 0, nlc); - - assert (n_obj == 1); - // find the nonzero structure for the hessian - // parameters to sphsetup: - int coeff_obj = 1; // coefficient of the objective fn ??? - int mult_supplied = 1; // multipliers will be supplied - int uptri = 1; // only need the upper triangular part - // save asl - // Fix memory leak one day - CbcAmplInfo * info = new CbcAmplInfo; - moreInfo_ = (void *) info; - //amplGamsData_ = info; - info->asl_ = (ASL_pfgh *) asl; - // This is not easy to get from ampl so save - info->nz_h_full_ = sphsetup(-1, coeff_obj, mult_supplied, uptri); - info->objval_called_with_current_x_ = false; - info->nerror_ = 0; - info->obj_sign_ = direction; - info->conval_called_with_current_x_ = false; - info->non_const_x_ = NULL; - info->jacval_called_with_current_x_ = false; - // Look at nonlinear - if (nzc) { - n_conjac[1] = nlc; // just nonlinear - int * rowStart = new int [nlc+1]; - info->rowStart_ = rowStart; - // See how many - int current_nz = 0; - for (int i = 0; i < nlc; i++) { - for (cgrad* cg = Cgrad[i]; cg; cg = cg->next) { - current_nz++; - } - } - // setup the structure - int * column = new int [current_nz]; - info->column_ = column; - current_nz = 0; - rowStart[0] = 0; - for (int i = 0; i < nlc; i++) { - for (cgrad* cg = Cgrad[i]; cg; cg = cg->next) { - cg->goff = current_nz; - //iRow[cg->goff] = i ; - //jCol[cg->goff] = cg->varno + 1; - column[cg->goff] = cg->varno ; - current_nz++; - } - rowStart[i+1] = current_nz; - } - info->gradient_ = new double [nzc]; - info->constraintValues_ = new double [nlc]; - } - /* objective*/ - objective = (double *) malloc(n_var * sizeof(double)); - for (i = 0; i < n_var; i++) - objective[i] = 0.0; - if (n_obj) { - for (og = Ograd[0]; og; og = og->next) - objective[og->varno] = og->coef; - } - if (objtype[0]) - direction = -1.0; - else - direction = 1.0; - objectiveOffset_ = objconst(0); - /* Column bounds*/ - columnLower = (double *) malloc(n_var * sizeof(double)); - columnUpper = (double *) malloc(n_var * sizeof(double)); - for (i = 0; i < n_var; i++) { - columnLower[i] = LUv[2*i]; - if (columnLower[i] <= negInfinity) - columnLower[i] = -COIN_DBL_MAX; - columnUpper[i] = LUv[2*i+1]; - if (columnUpper[i] >= Infinity) - columnUpper[i] = COIN_DBL_MAX; - } - // Build by row from scratch - //matrixByRow.reserve(n_var,nzc,true); - // say row orderded - matrixByRow.transpose(); - CoinBigIndex * rowStart = new CoinBigIndex [n_con+1]; - int * column = new int [nzc]; - double * element = new double [nzc]; - rowStart[0] = 0; - numberElements = 0; - /* Row bounds*/ - rowLower = (double *) malloc(n_con * sizeof(double)); - rowUpper = (double *) malloc(n_con * sizeof(double)); - for (i = 0; i < n_con; i++) { - rowLower[i] = LUrhs[2*i]; - if (rowLower[i] <= negInfinity) - rowLower[i] = -COIN_DBL_MAX; - rowUpper[i] = LUrhs[2*i+1]; - if (rowUpper[i] >= Infinity) - rowUpper[i] = COIN_DBL_MAX; - for (cgrad * cg = Cgrad[i]; cg; cg = cg->next) { - column[numberElements] = cg->varno; - double value = cg->coef; - if (!value) - value = -1.2345e-29; - element[numberElements++] = value; - } - rowStart[i+1] = numberElements; - } - assert (numberElements == nzc); - matrixByRow.appendRows(n_con, rowStart, column, element); - delete [] rowStart; - delete [] column; - delete [] element; - numberRows = n_con; - numberColumns = n_var; - numberElements = nzc; - numberBinary = nbv; - numberIntegers = niv; - numberAllNonLinearBoth = nlvb; - numberIntegerNonLinearBoth = nlvbi; - numberAllNonLinearConstraints = nlvc; - numberIntegerNonLinearConstraints = nlvci; - numberAllNonLinearObjective = nlvo; - numberIntegerNonLinearObjective = nlvoi; - /* say we want primal solution */ - want_xpi0 = 1; - //double * dualSolution=NULL; - } else { - abort(); - } - // set problem name - problemName_ = "???"; - - // Build by row from scratch - const double * element = matrixByRow.getElements(); - const int * column = matrixByRow.getIndices(); - const CoinBigIndex * rowStart = matrixByRow.getVectorStarts(); - const int * rowLength = matrixByRow.getVectorLengths(); - for (i = 0; i < numberRows; i++) { - addRow(rowLength[i], column + rowStart[i], - element + rowStart[i], rowLower[i], rowUpper[i]); - } - // Now do column part - for (i = 0; i < numberColumns; i++) { - setColumnBounds(i, columnLower[i], columnUpper[i]); - setColumnObjective(i, objective[i]); - } - for ( i = numberColumns - numberBinary - numberIntegers; - i < numberColumns; i++) { - setColumnIsInteger(i, true); - } - // and non linear - for (i = numberAllNonLinearBoth - numberIntegerNonLinearBoth; - i < numberAllNonLinearBoth; i++) { - setColumnIsInteger(i, true); - } - for (i = numberAllNonLinearConstraints - numberIntegerNonLinearConstraints; - i < numberAllNonLinearConstraints; i++) { - setColumnIsInteger(i, true); - } - for (i = numberAllNonLinearObjective - numberIntegerNonLinearObjective; - i < numberAllNonLinearObjective; i++) { - setColumnIsInteger(i, true); - } - free(columnLower); - free(columnUpper); - free(rowLower); - free(rowUpper); - free(objective); - // do names - int iRow; - for (iRow = 0; iRow < numberRows_; iRow++) { - char name[9]; - sprintf(name, "r%7.7d", iRow); - setRowName(iRow, name); - } - int iColumn; - for (iColumn = 0; iColumn < numberColumns_; iColumn++) { - char name[9]; - sprintf(name, "c%7.7d", iColumn); - setColumnName(iColumn, name); - } - if (colqp) { - // add in quadratic - int nz = 1 + n_con; - int nOdd = 0; - fint ** rowqp = colqp + nz; - double ** delsqp = (double **)(rowqp + nz); - for (i = 0; i <= n_con; i++) { - int nels = z[i]; - if (nels) { - double * element = delsqp[i]; - int * start = (int *) colqp[i]; - int * row = (int *) rowqp[i]; - if (!element) { - // odd row - probably not quadratic - nOdd++; - continue; - } -#ifdef JJF_ZERO - printf("%d quadratic els\n", nels); - for (int j = 0; j < n_var; j++) { - for (int k = start[j]; k < start[j+1]; k++) - printf("%d %d %g\n", j, row[k], element[k]); - } -#endif - if (i) { - int iRow = i - 1; - for (int j = 0; j < n_var; j++) { - for (int k = start[j]; k < start[j+1]; k++) { - int kColumn = row[k]; - double value = element[k]; - // ampl gives twice with assumed 0.5 - if (kColumn < j) - continue; - else if (kColumn == j) - value *= 0.5; - const char * expr = getElementAsString(iRow, j); - double constant = 0.0; - bool linear; - if (expr && strcmp(expr, "Numeric")) { - linear = false; - } else { - constant = getElement(iRow, j); - linear = true; - } - char temp[1000]; - char temp2[30]; - if (value == 1.0) - sprintf(temp2, "c%7.7d", kColumn); - else - sprintf(temp2, "%g*c%7.7d", value, kColumn); - if (linear) { - if (!constant) - strcpy(temp, temp2); - else if (value > 0.0) - sprintf(temp, "%g+%s", constant, temp2); - else - sprintf(temp, "%g%s", constant, temp2); - } else { - if (value > 0.0) - sprintf(temp, "%s+%s", expr, temp2); - else - sprintf(temp, "%s%s", expr, temp2); - } - assert (strlen(temp) < 1000); - setElement(iRow, j, temp); - if (amplInfo->logLevel > 1) - printf("el for row %d column c%7.7d is %s\n", iRow, j, temp); - } - } - } else { - // objective - for (int j = 0; j < n_var; j++) { - for (int k = start[j]; k < start[j+1]; k++) { - int kColumn = row[k]; - double value = element[k]; - // ampl gives twice with assumed 0.5 - if (kColumn < j) - continue; - else if (kColumn == j) - value *= 0.5; - const char * expr = getColumnObjectiveAsString(j); - double constant = 0.0; - bool linear; - if (expr && strcmp(expr, "Numeric")) { - linear = false; - } else { - constant = getColumnObjective(j); - linear = true; - } - char temp[1000]; - char temp2[30]; - if (value == 1.0) - sprintf(temp2, "c%7.7d", kColumn); - else - sprintf(temp2, "%g*c%7.7d", value, kColumn); - if (linear) { - if (!constant) - strcpy(temp, temp2); - else if (value > 0.0) - sprintf(temp, "%g+%s", constant, temp2); - else - sprintf(temp, "%g%s", constant, temp2); - } else { - if (value > 0.0) - sprintf(temp, "%s+%s", expr, temp2); - else - sprintf(temp, "%s%s", expr, temp2); - } - assert (strlen(temp) < 1000); - setObjective(j, temp); - if (amplInfo->logLevel > 1) - printf("el for objective column c%7.7d is %s\n", j, temp); - } - } - } - } - } - if (nOdd) { - printf("%d non-linear constraints could not be converted to quadratic\n", nOdd); - exit(77); - } - } - free(colqp); - free(z); - // see if any sos - { - char *sostype; - int nsosnz, *sosbeg, *sosind, * sospri; - double *sosref; - int nsos; - int i = ASL_suf_sos_explict_free; - int copri[2], **p_sospri; - copri[0] = 0; - copri[1] = 0; - p_sospri = &sospri; - nsos = suf_sos(i, &nsosnz, &sostype, p_sospri, copri, - &sosbeg, &sosind, &sosref); - if (nsos) { - numberSOS_ = nsos; - typeSOS_ = new int [numberSOS_]; - prioritySOS_ = new int [numberSOS_]; - startSOS_ = new int [numberSOS_+1]; - memberSOS_ = new int[nsosnz]; - referenceSOS_ = new double [nsosnz]; - sos_kludge(nsos, sosbeg, sosref, sosind); - for (int i = 0; i < nsos; i++) { - int ichar = sostype[i]; - assert (ichar == '1' || ichar == '2'); - typeSOS_[i] = ichar - '0'; - } - memcpy(prioritySOS_, sospri, nsos*sizeof(int)); - memcpy(startSOS_, sosbeg, (nsos + 1)*sizeof(int)); - memcpy(memberSOS_, sosind, nsosnz*sizeof(int)); - memcpy(referenceSOS_, sosref, nsosnz*sizeof(double)); - } - } -} -#else -#include "Cbc_ampl.h" -int -readAmpl(ampl_info * , int , char **, void ** ) -{ - return 0; -} -void freeArrays1(ampl_info *) -{ -} -void freeArrays2(ampl_info *) -{ -} -void freeArgs(ampl_info * ) -{ -} -int ampl_obj_prec() -{ - return 0; -} -void writeAmpl(ampl_info * ) -{ -} -#endif - diff --git a/cbits/coin/CglAllDifferent.cpp b/cbits/coin/CglAllDifferent.cpp deleted file mode 100644 --- a/cbits/coin/CglAllDifferent.cpp +++ /dev/null @@ -1,578 +0,0 @@ -// Copyright (C) 2005, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -#include -#include -#include -#include -#include -#include -//#define PRINT_DEBUG -//#define CGL_DEBUG 1 -//#undef NDEBUG -#include "CoinPragma.hpp" -#include "CoinHelperFunctions.hpp" -#include "CoinPackedVector.hpp" -#include "CoinPackedMatrix.hpp" -#include "CoinFinite.hpp" -#include "OsiRowCutDebugger.hpp" -#include "CglAllDifferent.hpp" - -#ifdef CGL_DEBUG -// A declaration is required somewhere, eh? I'm assuming static so the value -// carries over between calls to generateCuts. -namespace { int nPath = 0 ; } -#endif -//------------------------------------------------------------------- -// Generate cuts -//------------------------------------------------------------------- -void CglAllDifferent::generateCuts(const OsiSolverInterface & si, OsiCuts & cs, - const CglTreeInfo ) -{ -#ifndef NDEBUG - int nCols=si.getNumCols(); -#endif - int i; - const double * lower = si.getColLower(); - const double * upper = si.getColUpper(); -#ifdef CGL_DEBUG - const OsiRowCutDebugger * debugger = si.getRowCutDebugger(); - if (debugger&&debugger->onOptimalPath(si)) { - printf("On optimal path %d\n",nPath); - nPath++; - int nCols=si.getNumCols(); - const double * solution = si.getColSolution(); - const double * optimal = debugger->optimalSolution(); - const double * objective = si.getObjCoefficients(); - double objval1=0.0,objval2=0.0; - for (i=0;i1 - printf("%d %g %g %g %g\n",i,lower[i],solution[i],upper[i],optimal[i]); -#endif - objval1 += solution[i]*objective[i]; - objval2 += optimal[i]*objective[i]; - assert(optimal[i]>=lower[i]&&optimal[i]<=upper[i]); - } - printf("current obj %g, integer %g\n",objval1,objval2); - } -#endif - int * lo = new int[numberDifferent_]; - int * up = new int[numberDifferent_]; - for (i=0;i (lower[iColumn]); - assert (floor(lower[iColumn]+0.5)==lower[iColumn]); - up[i] = static_cast (upper[iColumn]); - assert (floor(upper[iColumn]+0.5)==upper[iColumn]); - assert (up[i]>=lo[i]); - } - // We are going to assume we can just have one big 2d array! - // Could save by going to bits - // also could skip sets where all are fixed - // could do some of above by separate first pass - // once a variable fixed - can take out of list - // so need to redo complete stuff (including temp which_) every big pass - int offset = COIN_INT_MAX; - int maxValue = -COIN_INT_MAX; - int numberLook=0; - // copies - //int * which = new int [numberTotal]; - //int * start = new int [numberSets_+1]; - for (i=0;i (gap) * numberDifferent_; - if (size>1.0e7) { - if (logLevel_) - printf("Only looking at %d sets\n",numberLook); - break; - } - } - // Which sets a variable is in - int * back = new int [start_[numberSets_]]; - int * backStart = new int[numberDifferent_+1]; - memset(backStart,0,(numberDifferent_+1)*sizeof(int)); - int numberTotal = start_[numberLook]; - for (i=0;i=0) { - if (check[alreadyFixed[k]]==0) { - check[alreadyFixed[k]]=1; - continue; - } else { - // infeasible - infeasible=true; - i=numberLook; - break; - } - } - char * allowed = possible + k*gap; - int n=0; - for (int jj=0;jj= 0 - kLook=0; - for (j=kLook;jfixed) - finished=false; // try again - } - // Could try two sets - if (infeasible) { - // create infeasible cut - OsiRowCut rc; - rc.setLb(COIN_DBL_MAX); - rc.setUb(0.0); - cs.insert(rc); - } else { - // check to see if can tighten bounds - CoinPackedVector lbs; - CoinPackedVector ubs; - int nTightened=0; - for (i=0;ilo[i]) { - lbs.insert(iColumn,static_cast (firstLo+offset)); - nTightened++; - } - if (lastUp+offset (lastUp+offset)); - nTightened++; - } - } - if (nTightened) { - OsiColCut cc; - cc.setUbs(ubs); - cc.setLbs(lbs); - cc.setEffectiveness(100.0); - cs.insert(cc); - } - } - //delete [] which; - //delete [] start; - delete [] first; - delete [] stack; - delete [] bitmap; - delete [] check; - delete [] alreadyFixed; - delete [] back; - delete [] backStart; - delete [] possible; - delete [] lo; - delete [] up; -} - -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -CglAllDifferent::CglAllDifferent () -: -CglCutGenerator(), -numberSets_(0), -numberDifferent_(0), -maxLook_(2), -logLevel_(0), -start_(NULL), -which_(NULL), -originalWhich_(NULL) -{ -} - -//------------------------------------------------------------------- -// Useful Constructor -//------------------------------------------------------------------- -CglAllDifferent::CglAllDifferent (int numberSets, - const int * starts, const int * which) -: -CglCutGenerator(), -numberSets_(numberSets), -maxLook_(2), -logLevel_(0), -start_(NULL), -which_(NULL), -originalWhich_(NULL) -{ - if (numberSets_>0) { - int n = starts[numberSets_]; - start_ = CoinCopyOfArray(starts,numberSets_+1); - originalWhich_ = CoinCopyOfArray(which,n); - which_ = new int[n]; - int i; - int maxValue=-1; - for (i=0;i=0); - maxValue = CoinMax(iColumn,maxValue); - } - maxValue++; - int * translate = new int[maxValue]; - for (i=0;i=0); - which_[i]=iColumn; - } - delete [] translate; - } -} - -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -CglAllDifferent::CglAllDifferent ( const CglAllDifferent & rhs) - : - CglCutGenerator(rhs), - numberSets_(rhs.numberSets_), - numberDifferent_(rhs.numberDifferent_), - maxLook_(rhs.maxLook_), - logLevel_(rhs.logLevel_) -{ - if (numberSets_) { - int n = rhs.start_[numberSets_]; - start_ = CoinCopyOfArray(rhs.start_,numberSets_+1); - which_ = CoinCopyOfArray(rhs.which_,n); - originalWhich_ = CoinCopyOfArray(rhs.originalWhich_,n); - } else { - start_=NULL; - which_=NULL; - originalWhich_=NULL; - } -} - -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -CglCutGenerator * -CglAllDifferent::clone() const -{ - return new CglAllDifferent(*this); -} - -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -CglAllDifferent::~CglAllDifferent () -{ - // free memory - delete [] start_; - delete [] which_; - delete [] originalWhich_; -} - -//---------------------------------------------------------------- -// Assignment operator -//------------------------------------------------------------------- -CglAllDifferent & -CglAllDifferent::operator=( - const CglAllDifferent& rhs) -{ - if (this != &rhs) { - CglCutGenerator::operator=(rhs); - // free memory - delete [] start_; - delete [] which_; - delete [] originalWhich_; - numberSets_ = rhs.numberSets_; - numberDifferent_ = rhs.numberDifferent_; - maxLook_ = rhs.maxLook_; - logLevel_ = rhs.logLevel_; - if (numberSets_) { - int n = rhs.start_[numberSets_]; - start_ = CoinCopyOfArray(rhs.start_,numberSets_+1); - which_ = CoinCopyOfArray(rhs.which_,n); - originalWhich_ = CoinCopyOfArray(rhs.originalWhich_,n); - } else { - start_=NULL; - which_=NULL; - originalWhich_=NULL; - } - } - return *this; -} - -/// This can be used to refresh any inforamtion -void -CglAllDifferent::refreshSolver(OsiSolverInterface * ) -{ -} -// Create C++ lines to get to current state -std::string -CglAllDifferent::generateCpp( FILE * fp) -{ - CglAllDifferent other; - fprintf(fp,"0#include \"CglAllDifferent.hpp\"\n"); - fprintf(fp,"3 CglAllDifferent allDifferent;\n"); - if (logLevel_!=other.logLevel_) - fprintf(fp,"3 allDifferent.setLogLevel(%d);\n",logLevel_); - else - fprintf(fp,"4 allDifferent.setLogLevel(%d);\n",logLevel_); - if (maxLook_!=other.maxLook_) - fprintf(fp,"3 allDifferent.setMaxLook(%d);\n",maxLook_); - else - fprintf(fp,"4 allDifferent.setMaxLook(%d);\n",maxLook_); - if (getAggressiveness()!=other.getAggressiveness()) - fprintf(fp,"3 allDifferent.setAggressiveness(%d);\n",getAggressiveness()); - else - fprintf(fp,"4 allDifferent.setAggressiveness(%d);\n",getAggressiveness()); - return "allDifferent"; -} diff --git a/cbits/coin/CglLandPTest.cpp b/cbits/coin/CglLandPTest.cpp deleted file mode 100644 --- a/cbits/coin/CglLandPTest.cpp +++ /dev/null @@ -1,352 +0,0 @@ -// $Id: CglLandPTest.cpp 1123 2013-04-06 20:47:24Z stefan $ -// Copyright (C) 2000-2009, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -// UnitTest for CglGomory adapted for lift-and-project - -#include - -#ifdef NDEBUG -#undef NDEBUG -#endif - -#include - -#include "CoinPragma.hpp" -#include "CoinPackedMatrix.hpp" -#include "OsiCuts.hpp" -#include "CoinWarmStartBasis.hpp" -#include "CglLandP.hpp" - -void -CglLandPUnitTest( - OsiSolverInterface * si, - const std::string &mpsDir) -{ - CoinRelFltEq eq(1e-05); - // Test default constructor - { - CglLandP aGenerator; - assert(aGenerator.parameter().pivotLimit==20); - assert(aGenerator.parameter().maxCutPerRound==5000); - assert(aGenerator.parameter().failedPivotLimit==1); - assert(aGenerator.parameter().degeneratePivotLimit==0); - assert(eq(aGenerator.parameter().pivotTol, 1e-04)); - assert(eq(aGenerator.parameter().away, 5e-04)); - assert(eq(aGenerator.parameter().timeLimit, COIN_DBL_MAX)); - assert(eq(aGenerator.parameter().singleCutTimeLimit, COIN_DBL_MAX)); - assert(aGenerator.parameter().useTableauRow==true); - assert(aGenerator.parameter().modularize==false); - assert(aGenerator.parameter().strengthen==true); - assert(aGenerator.parameter().perturb==true); - assert(aGenerator.parameter().pivotSelection==CglLandP::mostNegativeRc); - } - - - // Test copy constructor - { - CglLandP a; - { - CglLandP b; - b.parameter().pivotLimit = 100; - b.parameter().maxCutPerRound = 100; - b.parameter().failedPivotLimit = 10; - b.parameter().degeneratePivotLimit = 10; - b.parameter().pivotTol = 1e-07; - b.parameter().away = 1e-10; - b.parameter().timeLimit = 120; - b.parameter().singleCutTimeLimit = 15; - b.parameter().useTableauRow = true; - b.parameter().modularize = true; - b.parameter().strengthen = false; - b.parameter().perturb = false; - b.parameter().pivotSelection=CglLandP::bestPivot; - //Test Copy - CglLandP c(b); - assert(c.parameter().pivotLimit == 100); - assert(c.parameter().maxCutPerRound == 100); - assert(c.parameter().failedPivotLimit == 10); - assert(c.parameter().degeneratePivotLimit == 10); - assert(c.parameter().pivotTol == 1e-07); - assert(c.parameter().away == 1e-10); - assert(c.parameter().timeLimit == 120); - assert(c.parameter().singleCutTimeLimit == 15); - assert(c.parameter().useTableauRow == true); - assert(c.parameter().modularize == true); - assert(c.parameter().strengthen == false); - assert(c.parameter().perturb == false); - assert(c.parameter().pivotSelection == CglLandP::bestPivot); - a=b; - assert(a.parameter().pivotLimit == 100); - assert(a.parameter().maxCutPerRound == 100); - assert(a.parameter().failedPivotLimit == 10); - assert(a.parameter().degeneratePivotLimit == 10); - assert(a.parameter().pivotTol == 1e-07); - assert(a.parameter().away == 1e-10); - assert(a.parameter().timeLimit == 120); - assert(a.parameter().singleCutTimeLimit == 15); - assert(a.parameter().useTableauRow == true); - assert(a.parameter().modularize == true); - assert(a.parameter().strengthen == false); - assert(a.parameter().perturb == false); - assert(a.parameter().pivotSelection == CglLandP::bestPivot); - } - } - - { - // Maximize 2 x2 - // s.t. - // 2x1 + 2x2 <= 3 - // -2x1 + 2x2 <= 1 - // 7x1 + 4x2 <= 8 - // -7x1 + 4x2 <= 1 - // x1, x2 >= 0 and x1, x2 integer - // Slacks are s1, s2, s3, s4 - - - - //Test that problem is correct - // Optimal Basis is x1, x2, s3, s4 with tableau - // x1 0.25 s1 -0.25 s2 = 0.5 - // x2 0.25 s1 0.25 s2 = 1 - // -2.75 s1 0.75 s2 s3 = 0.5 - // 0.75 s1 -2.75 s2 s4 = 0.5 - // z= -0.25 s1 -0.25 s2 = -1 - // Gomory cut from variable x1 is x2 <= 0.5 - // Can be improved by first pivoting s2 in and s4 out, then s1 in and s3 out - // to x2 <= 0.25 - { - int start[2] = {0,4}; - int length[2] = {4,4}; - int rows[8] = {0,1,2,3,0,1,2,3}; - double elements[8] = {2.0,-2.0,7.0,-7.0,2.0,2.0,4.0,4.0}; - CoinPackedMatrix columnCopy(true,4,2,8,elements,rows,start,length); - - double rowLower[4]={-COIN_DBL_MAX,-COIN_DBL_MAX, - -COIN_DBL_MAX,-COIN_DBL_MAX}; - double rowUpper[4]={3.,1.,8.,1.}; - double colLower[2]={0.0,0.0}; - double colUpper[2]={1.0,1.0}; - double obj[2]={-1,-1}; - int intVar[2]={0,1}; - - OsiSolverInterface * siP = si->clone(); - siP->loadProblem(columnCopy, colLower, colUpper, obj, rowLower, rowUpper); - siP->setInteger(intVar,2); - CglLandP test; - test.setLogLevel(2); - test.parameter().sepSpace = CglLandP::Full; - siP->resolve(); - // Test generateCuts method - { - OsiCuts cuts; - test.generateCuts(*siP,cuts); - cuts.printCuts(); - assert(cuts.sizeRowCuts()==1); - OsiRowCut aCut = cuts.rowCut(0); - assert(eq(aCut.lb(), -.0714286)); - CoinPackedVector row = aCut.row(); - if (row.getNumElements() == 1) - { - assert(row.getIndices()[0]==1); - assert(eq(row.getElements()[0], -4*.0714286)); - } - else if (row.getNumElements() == 2) - { - assert(row.getIndices()[0]==0); - assert(eq(row.getElements()[0], 0.)); - assert(row.getIndices()[1]==1); - assert(eq(row.getElements()[1], -1)); - } - OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts); - - siP->resolve(); - } - if (0) - { - OsiCuts cuts; - test.generateCuts(*siP,cuts); - cuts.printCuts(); - assert(cuts.sizeRowCuts()==1); - OsiRowCut aCut = cuts.rowCut(0); - CoinPackedVector row = aCut.row(); - if (row.getNumElements() == 1) - { - assert(row.getIndices()[0]==1); - assert(eq(row.getElements()[0], -1)); - } - else if (row.getNumElements() == 2) - { - assert(row.getIndices()[0]==0); - assert(eq(row.getElements()[0], 0.)); - assert(row.getIndices()[1]==1); - assert(eq(row.getElements()[1], -1)); - } - assert(eq(aCut.lb(), 0.)); - OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts); - - siP->resolve(); - } - delete siP; - } - } - - if (1) //Test on p0033 - { - // Setup - OsiSolverInterface * siP = si->clone(); - std::string fn(mpsDir+"p0033"); - siP->readMps(fn.c_str(),"mps"); - siP->activateRowCutDebugger("p0033"); - CglLandP test; - - // Solve the LP relaxation of the model and - // print out ofv for sake of comparison - siP->initialSolve(); - double lpRelaxBefore=siP->getObjValue(); - assert( eq(lpRelaxBefore, 2520.5717391304347) ); -#ifdef CGL_DEBUG - printf("\n\nOrig LP min=%f\n",lpRelaxBefore); -#endif - - OsiCuts cuts; - - // Test generateCuts method - test.generateCuts(*siP,cuts); - OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts); - - siP->resolve(); - double lpRelaxAfter=siP->getObjValue(); - //assert( eq(lpRelaxAfter, 2592.1908295194507) ); - - std::cout<<"Relaxation after "< 2840. ); -#ifdef CGL_DEBUG - printf("\n\nOrig LP min=%f\n",lpRelaxBefore); - printf("\n\nFinal LP min=%f\n",lpRelaxAfter); -#endif - assert( lpRelaxBefore < lpRelaxAfter ); - - delete siP; - } - if (1) //test again with modularization - { - // Setup - OsiSolverInterface * siP = si->clone(); - std::string fn(mpsDir+"p0033"); - siP->readMps(fn.c_str(),"mps"); - siP->activateRowCutDebugger("p0033"); - CglLandP test; - test.parameter().modularize = true; - // Solve the LP relaxation of the model and - // print out ofv for sake of comparison - siP->initialSolve(); - double lpRelaxBefore=siP->getObjValue(); - assert( eq(lpRelaxBefore, 2520.5717391304347) ); -#ifdef CGL_DEBUG - printf("\n\nOrig LP min=%f\n",lpRelaxBefore); -#endif - - OsiCuts cuts; - - // Test generateCuts method - test.generateCuts(*siP,cuts); - OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts); - - siP->resolve(); - double lpRelaxAfter=siP->getObjValue(); - //assert( eq(lpRelaxAfter, 2592.1908295194507) ); - - std::cout<<"Relaxation after "< 2840. ); -#ifdef CGL_DEBUG - printf("\n\nOrig LP min=%f\n",lpRelaxBefore); - printf("\n\nFinal LP min=%f\n",lpRelaxAfter); -#endif - assert( lpRelaxBefore < lpRelaxAfter ); - - delete siP; - } - if (1) //test again with alternate pivoting rule - { - // Setup - OsiSolverInterface * siP = si->clone(); - std::string fn(mpsDir+"p0033"); - siP->readMps(fn.c_str(),"mps"); - siP->activateRowCutDebugger("p0033"); - CglLandP test; - test.parameter().pivotSelection = CglLandP::bestPivot; - // Solve the LP relaxation of the model and - // print out ofv for sake of comparison - siP->initialSolve(); - double lpRelaxBefore=siP->getObjValue(); - assert( eq(lpRelaxBefore, 2520.5717391304347) ); -#ifdef CGL_DEBUG - printf("\n\nOrig LP min=%f\n",lpRelaxBefore); -#endif - - OsiCuts cuts; - - // Test generateCuts method - test.generateCuts(*siP,cuts); - OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts); - - siP->resolve(); - double lpRelaxAfter=siP->getObjValue(); - //assert( eq(lpRelaxAfter, 2592.1908295194507) ); - - std::cout<<"Relaxation after "< 2840. ); -#ifdef CGL_DEBUG - printf("\n\nOrig LP min=%f\n",lpRelaxBefore); - printf("\n\nFinal LP min=%f\n",lpRelaxAfter); -#endif - assert( lpRelaxBefore < lpRelaxAfter ); - - delete siP; - } - - if (1) //Finally test code in documentation - { - // Setup - OsiSolverInterface * siP = si->clone(); - std::string fn(mpsDir+"p0033"); - siP->readMps(fn.c_str(),"mps"); - siP->activateRowCutDebugger("p0033"); - CglLandP landpGen; - - landpGen.parameter().timeLimit = 10.; - landpGen.parameter().pivotLimit = 2; - - - // Solve the LP relaxation of the model and - // print out ofv for sake of comparison - siP->initialSolve(); - double lpRelaxBefore=siP->getObjValue(); - assert( eq(lpRelaxBefore, 2520.5717391304347) ); -#ifdef CGL_DEBUG - printf("\n\nOrig LP min=%f\n",lpRelaxBefore); -#endif - - OsiCuts cuts; - - // Test generateCuts method - landpGen.generateCuts(*siP, cuts); - OsiSolverInterface::ApplyCutsReturnCode rc = siP->applyCuts(cuts); - - siP->resolve(); - double lpRelaxAfter=siP->getObjValue(); - //assert( eq(lpRelaxAfter, 2592.1908295194507) ); - - std::cout<<"Relaxation after "< 2840. ); -#ifdef CGL_DEBUG - printf("\n\nOrig LP min=%f\n",lpRelaxBefore); - printf("\n\nFinal LP min=%f\n",lpRelaxAfter); -#endif - assert( lpRelaxBefore < lpRelaxAfter ); - - delete siP; - } -} diff --git a/cbits/coin/CglLiftAndProject.cpp b/cbits/coin/CglLiftAndProject.cpp deleted file mode 100644 --- a/cbits/coin/CglLiftAndProject.cpp +++ /dev/null @@ -1,396 +0,0 @@ -// Copyright (C) 2000, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -#include -#include -#include -#include -#include -#include - -#include "CoinPragma.hpp" -#include "CoinHelperFunctions.hpp" -#include "CglLiftAndProject.hpp" -#include "CoinPackedVector.hpp" -#include "CoinSort.hpp" -#include "CoinPackedMatrix.hpp" - -//----------------------------------------------------------------------------- -// Generate Lift-and-Project cuts -//------------------------------------------------------------------- -void CglLiftAndProject::generateCuts(const OsiSolverInterface& si, OsiCuts& cs, - const CglTreeInfo /*info*/) -{ - // Assumes the mixed 0-1 problem - // - // min {cx: >= btilde} - // - // is in canonical form with all bounds, - // including x_t>=0, -x_t>=-1 for x_t binary, - // explicitly stated in the constraint matrix. - // See ~/COIN/Examples/Cgl2/cgl2.cpp - // for a general purpose "convert" function. - - // Reference [BCC]: Balas, Ceria, and Corneujols, - // "A lift-and-project cutting plane algorithm - // for mixed 0-1 program", Math Prog 58, (1993) - // 295-324. - - // This implementation uses Normalization 1. - - // Given canonical problem and - // the lp-relaxation solution, x, - // the LAP cut generator attempts to construct - // a cut for every x_j such that 0getElements(); - const int * AtildeIndices = Atilde->getIndices(); - const CoinBigIndex * AtildeStarts = Atilde->getVectorStarts(); - const int * AtildeLengths = Atilde->getVectorLengths(); - const int AtildeFullSize = AtildeStarts[m]; - const double * btilde = si.getRowLower(); - - // Set up memory for system (10) [BCC:307] - // (the problem over the norm intersected - // with the polar cone) - // - // min <,u> + x_ju_0 - // s.t. - // = (0,...,0,beta_,beta)^T - // w is nonneg for all but the - // last two entries, which are free. - // where - // w = (u,v,v_0,u_0)in BCC notation - // u and v are m-vectors; u,v >=0 - // v_0 and u_0 are free-scalars, and - // - // B = Atilde^T -Atilde^T -e_j e_j - // btilde^T e_0^T 0 0 - // e_0^T btilde^T 1 0 - - // ^T indicates Transpose - // e_0 is a (AtildeNCols x 1) vector of all zeros - // e_j is e_0 with a 1 in the jth position - - // Storing B in column order. B is a (n+2 x 2m+2) matrix - // But need to allow for possible gaps in Atilde. - // At each iteration, only need to change 2 cols and objfunc - // Sane design of OsiSolverInterface does not permit mucking - // with matrix. - // Because we must delete and add cols to alter matrix, - // and we can only add columns on the end of the matrix - // put the v_0 and u_0 columns on the end. - // rather than as described in [BCC] - - // Initially allocating B with space for v_0 and u_O cols - // but not populating, for efficiency. - - // B without u_0 and v_0 is a (n+2 x 2m) size matrix. - - int twoM = 2*m; - int BNumRows = n+2; - int BNumCols = twoM+2; - int BFullSize = 2*AtildeFullSize+twoM+3; - double * BElements = new double[BFullSize]; - int * BIndices = new int[BFullSize]; - CoinBigIndex * BStarts = new CoinBigIndex [BNumCols+1]; - int * BLengths = new int[BNumCols]; - - - int i, ij, k=0; - int nPlus1=n+1; - int offset = AtildeStarts[m]+m; - for (i=0; i,u> - // Note: at each iteration coefficient u_0 - // changes to - // w=(u,v,beta,v_0,u_0) size 2m+3 - // So, BOjective[2m+2]=x[j] - double * BObjective= new double[BNumCols]; - double * Atildex = new double[m]; - CoinFillN(BObjective,BNumCols,0.0); - Atilde->times(x,Atildex); // Atildex is size m, x is size n - CoinDisjointCopyN(Atildex,m,BObjective); - - // Number of cols and size of Elements vector - // in B without the v_0 and u_0 cols - int BFullSizeLessThree = BFullSize-3; - - // Load B matrix into a column orders CoinPackedMatrix - CoinPackedMatrix * BMatrix = new CoinPackedMatrix(true, BNumRows, - BNumColsLessTwo, - BFullSizeLessThree, - BElements,BIndices, - BStarts,BLengths); - // Assign problem into a solver interface - // Note: coneSi will cleanup the memory itself - OsiSolverInterface * coneSi = si.clone(false); - coneSi->assignProblem (BMatrix, BColLowers, BColUppers, - BObjective, - BRowLowers, BRowUppers); - - // Problem sense should default to "min" by default, - // but just to be virtuous... - coneSi->setObjSense(1.0); - - // The plot outline from here on down: - // coneSi has been assigned B without the u_0 and v_0 columns - // Calculate base objective <,u> - // bool haveWarmStart = false; - // For (j=0; j=1) continue; - // // IMPROVEME: if(haveWarmStart) check if j attractive - // add {-e_j,0,-1} matrix column for v_0 - // add {e_j,0,0} matrix column for u_0 - // objective coefficient for u_0 is x_j - // if (haveWarmStart) - // set warmstart info - // solve min{objw:Bw=0; w>=0,except v_0, u_0 free} - // if (bounded) - // get warmstart info - // haveWarmStart=true; - // ustar = optimal u solution - // ustar_0 = optimal u_0 solution - // alpha^T= -ustar_0e_j^T - // (double check >= beta_ should be violated) - // add >= beta_ to cutset - // endif - // delete column for u_0 // this deletes all column info. - // delete column for v_0 - // endFor - // clean up memory - // return 0; - - int * nVectorIndices = new int[n]; - CoinIotaN(nVectorIndices, n, 0); - - bool haveWarmStart = false; - bool equalObj1, equalObj2; - CoinRelFltEq eq; - - double v_0Elements[2] = {-1,1}; - double u_0Elements[1] = {1}; - - CoinWarmStart * warmStart = 0; - - double * ustar = new double[m]; - CoinFillN(ustar, m, 0.0); - - double* alpha = new double[n]; - CoinFillN(alpha, n, 0.0); - - for (j=0;jgetMatrixByRow(); -#endif - - coneSi->addCol(v_0,-solverINFINITY,solverINFINITY,0); - coneSi->addCol(u_0,-solverINFINITY,solverINFINITY,x[j]); - if(haveWarmStart) { - coneSi->setWarmStart(warmStart); - coneSi->resolve(); - } - else { - -#if CGL_DEBUG - const CoinPackedMatrix *see2 = coneSi->getMatrixByRow(); -#endif - - coneSi->initialSolve(); - } - if(coneSi->isProvenOptimal()){ - warmStart = coneSi->getWarmStart(); - haveWarmStart=true; - const double * wstar = coneSi->getColSolution(); - CoinDisjointCopyN(wstar, m, ustar); - Atilde->transposeTimes(ustar,alpha); - alpha[j]+=wstar[BNumCols-1]; - -#if debug - int p; - double sum; - for(p=0;p >= beta_ to cutset - OsiRowCut rc; - rc.setRow(n,nVectorIndices,alpha); - rc.setLb(beta_); - rc.setUb(solverINFINITY); - cs.insert(rc); - } - // delete col for u_o and v_0 - coneSi->deleteCols(2,delCols); - - // clean up memory - } - // clean up - delete [] alpha; - delete [] ustar; - delete [] nVectorIndices; - // BMatrix, BColLowers,BColUppers, BObjective, BRowLowers, BRowUppers - // are all freed by OsiSolverInterface destructor (?) - delete [] BLengths; - delete [] BStarts; - delete [] BIndices; - delete [] BElements; -} - -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -CglLiftAndProject::CglLiftAndProject () -: -CglCutGenerator(), -beta_(1), -epsilon_(1.0e-08), -onetol_(1-epsilon_) -{ - // nothing to do here -} - -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -CglLiftAndProject::CglLiftAndProject (const CglLiftAndProject & source) : - CglCutGenerator(source), - beta_(source.beta_), - epsilon_(source.epsilon_), - onetol_(source.onetol_) -{ - // Nothing to do here -} - -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -CglCutGenerator * -CglLiftAndProject::clone() const -{ - return new CglLiftAndProject(*this); -} - -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -CglLiftAndProject::~CglLiftAndProject () -{ - // Nothing to do here -} - -//---------------------------------------------------------------- -// Assignment operator -//------------------------------------------------------------------- -CglLiftAndProject & -CglLiftAndProject::operator=( - const CglLiftAndProject& rhs) -{ - if (this != &rhs) { - CglCutGenerator::operator=(rhs); - beta_=rhs.beta_; - epsilon_=rhs.epsilon_; - onetol_=rhs.onetol_; - } - return *this; -} -// Create C++ lines to get to current state -std::string -CglLiftAndProject::generateCpp( FILE * fp) -{ - CglLiftAndProject other; - fprintf(fp,"0#include \"CglLiftAndProject.hpp\"\n"); - fprintf(fp,"3 CglLiftAndProject liftAndProject;\n"); - if (beta_!=other.beta_) - fprintf(fp,"3 liftAndProject.setBeta(%d);\n",static_cast (beta_)); - else - fprintf(fp,"4 liftAndProject.setBeta(%d);\n",static_cast (beta_)); - fprintf(fp,"3 liftAndProject.setAggressiveness(%d);\n",getAggressiveness()); - if (getAggressiveness()!=other.getAggressiveness()) - fprintf(fp,"3 liftAndProject.setAggressiveness(%d);\n",getAggressiveness()); - else - fprintf(fp,"4 liftAndProject.setAggressiveness(%d);\n",getAggressiveness()); - return "liftAndProject"; -} diff --git a/cbits/coin/CglMixedIntegerRounding.cpp b/cbits/coin/CglMixedIntegerRounding.cpp deleted file mode 100644 --- a/cbits/coin/CglMixedIntegerRounding.cpp +++ /dev/null @@ -1,1717 +0,0 @@ -// LAST EDIT: -//----------------------------------------------------------------------------- -// name: Mixed Integer Rounding Cut Generator -// authors: Joao Goncalves (jog7@lehigh.edu) -// Laszlo Ladanyi (ladanyi@us.ibm.com) -// date: August 11, 2004 -//----------------------------------------------------------------------------- -// Copyright (C) 2004, International Business Machines Corporation and others. -// All Rights Reserved. -// This code is published under the Eclipse Public License. - -//#include -//#include -#include - -#include "CoinPragma.hpp" -#include "CoinHelperFunctions.hpp" -#include "CoinPackedMatrix.hpp" -#include "CoinPackedVector.hpp" - -#include "CglMixedIntegerRounding.hpp" -//#define CGL_DEBUG 1 -//----------------------------------------------------------------------------- -// Generate Mixed Integer Rounding inequality -//------------------------------------------------------------------- -void -CglMixedIntegerRounding::generateCuts(const OsiSolverInterface& si, - OsiCuts& cs, - const CglTreeInfo ) -{ - - // If the LP or integer presolve is used, then need to redo preprocessing - // everytime this function is called. Otherwise, just do once. - bool preInit = false; - bool preReso = false; - si.getHintParam(OsiDoPresolveInInitial, preInit); - si.getHintParam(OsiDoPresolveInResolve, preReso); - if (preInit == false && preReso == false && doPreproc_ == -1 ) { // Do once - if (doneInitPre_ == false) { - mixIntRoundPreprocess(si); - doneInitPre_ = true; - } - } - else { - if(doPreproc_ == 1){ // Do everytime - mixIntRoundPreprocess(si); - doneInitPre_ = true; - } - else { - if (doneInitPre_ == false) { - mixIntRoundPreprocess(si); - doneInitPre_ = true; - } - } - } - - const double* xlp = si.getColSolution(); // LP solution - const double* colUpperBound = si.getColUpper(); // vector of upper bounds - const double* colLowerBound = si.getColLower(); // vector of lower bounds - - // get matrix by row - const CoinPackedMatrix & tempMatrixByRow = *si.getMatrixByRow(); - CoinPackedMatrix matrixByRow; - matrixByRow.submatrixOf(tempMatrixByRow, numRows_, indRows_); - CoinPackedMatrix matrixByCol = matrixByRow; - matrixByCol.reverseOrdering(); - //const CoinPackedMatrix & matrixByRow = *si.getMatrixByRow(); - const double* LHS = si.getRowActivity(); - const double* coefByRow = matrixByRow.getElements(); - const int* colInds = matrixByRow.getIndices(); - const int* rowStarts = matrixByRow.getVectorStarts(); - const int* rowLengths = matrixByRow.getVectorLengths(); - - // get matrix by column - //const CoinPackedMatrix & matrixByCol = *si.getMatrixByCol(); - const double* coefByCol = matrixByCol.getElements(); - const int* rowInds = matrixByCol.getIndices(); - const int* colStarts = matrixByCol.getVectorStarts(); - const int* colLengths = matrixByCol.getVectorLengths(); - - - generateMirCuts(si, xlp, colUpperBound, colLowerBound, - matrixByRow, LHS, coefByRow, - colInds, rowStarts, rowLengths, //matrixByCol, - coefByCol, rowInds, colStarts, colLengths, - cs); -} - -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -CglMixedIntegerRounding::CglMixedIntegerRounding () - : - CglCutGenerator() -{ - gutsOfConstruct(1, true, 1, -1); -} - - -//------------------------------------------------------------------- -// Alternate Constructor -//------------------------------------------------------------------- -CglMixedIntegerRounding::CglMixedIntegerRounding (const int maxaggr, - const bool multiply, - const int criterion, - const int preproc) - : - CglCutGenerator() -{ - gutsOfConstruct(maxaggr, multiply, criterion, preproc); -} - - -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -CglMixedIntegerRounding::CglMixedIntegerRounding ( - const CglMixedIntegerRounding & rhs) - : - CglCutGenerator(rhs) -{ - gutsOfCopy(rhs); -} - - -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -CglCutGenerator * -CglMixedIntegerRounding::clone() const -{ - return new CglMixedIntegerRounding(*this); -} - -//------------------------------------------------------------------ -// Assignment operator -//------------------------------------------------------------------- -CglMixedIntegerRounding & -CglMixedIntegerRounding::operator=(const CglMixedIntegerRounding& rhs) -{ - if (this != &rhs) { - gutsOfDelete(); - CglCutGenerator::operator=(rhs); - gutsOfCopy(rhs); - } - return *this; -} - - -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -CglMixedIntegerRounding::~CglMixedIntegerRounding () -{ - gutsOfDelete(); -} - -//------------------------------------------------------------------- -// Construct -//------------------------------------------------------------------- -void -CglMixedIntegerRounding::gutsOfConstruct (const int maxaggr, - const bool multiply, - const int criterion, - const int preproc) -{ - if (maxaggr > 0) { - MAXAGGR_ = maxaggr; - } - else { - throw CoinError("Unallowable value. maxaggr must be > 0", - "gutsOfConstruct","CglMixedIntegerRounding"); - } - MULTIPLY_ = multiply; - if ((criterion >= 1) && (criterion <= 3)) { - CRITERION_ = criterion; - } - else { - throw CoinError("Unallowable value. criterion must be 1, 2 or 3", - "gutsOfConstruct","CglMixedIntegerRounding"); - } - if ((preproc >= -1) && (preproc <= 2)) { - doPreproc_ = preproc; - } - else { - throw CoinError("Unallowable value. preproc must be -1, 0 or 1", - "gutsOfConstruct","CglMixedIntegerRounding"); - } - EPSILON_ = 1.0e-6; - UNDEFINED_ = -1; - TOLERANCE_ = 1.0e-4; - numRows_ = 0; - numCols_ = 0; - doneInitPre_ = false; - vubs_ = 0; - vlbs_ = 0; - rowTypes_ = 0; - indRows_ = 0; - numRowMix_ = 0; - indRowMix_ = 0; - numRowCont_ = 0; - indRowCont_ = 0; - numRowInt_ = 0; - indRowInt_ = 0; - numRowContVB_ = 0; - indRowContVB_ = 0; - sense_=NULL; - RHS_=NULL; -} - -//------------------------------------------------------------------- -// Delete -//------------------------------------------------------------------- -void -CglMixedIntegerRounding::gutsOfDelete () -{ - if (vubs_ != 0) { delete [] vubs_; vubs_ = 0; } - if (vlbs_ != 0) { delete [] vlbs_; vlbs_ = 0; } - if (rowTypes_ != 0) { delete [] rowTypes_; rowTypes_ = 0; } - if (indRows_ != 0) { delete [] indRows_; indRows_ = 0; } - if (indRowMix_ != 0) { delete [] indRowMix_; indRowMix_ = 0; } - if (indRowCont_ != 0) { delete [] indRowCont_; indRowCont_ = 0; } - if (indRowInt_ != 0) { delete [] indRowInt_; indRowInt_ = 0; } - if (indRowContVB_ != 0) { delete [] indRowContVB_; indRowContVB_ = 0; } - if (sense_ !=NULL) { delete [] sense_; sense_=NULL;} - if (RHS_ !=NULL) { delete [] RHS_; RHS_=NULL;} -} - -//------------------------------------------------------------------- -// Copy -//------------------------------------------------------------------- -void -CglMixedIntegerRounding::gutsOfCopy (const CglMixedIntegerRounding& rhs) -{ - MAXAGGR_ = rhs.MAXAGGR_; - MULTIPLY_ = rhs.MULTIPLY_; - CRITERION_ = rhs.CRITERION_; - EPSILON_ = rhs.EPSILON_; - UNDEFINED_ = rhs.UNDEFINED_; - TOLERANCE_ = rhs.TOLERANCE_; - doPreproc_ = rhs.doPreproc_; - numRows_ = rhs.numRows_; - numCols_ = rhs.numCols_; - doneInitPre_ = rhs.doneInitPre_; - numRowMix_ = rhs.numRowMix_; - numRowCont_ = rhs.numRowCont_; - numRowInt_ = rhs.numRowInt_; - numRowContVB_ = rhs.numRowContVB_; - - if (numCols_ > 0) { - vubs_ = new CglMixIntRoundVUB [numCols_]; - vlbs_ = new CglMixIntRoundVLB [numCols_]; - CoinDisjointCopyN(rhs.vubs_, numCols_, vubs_); - CoinDisjointCopyN(rhs.vlbs_, numCols_, vlbs_); - } - else { - vubs_ = 0; - vlbs_ = 0; - } - - if (numRows_ > 0) { - rowTypes_ = new RowType [numRows_]; - CoinDisjointCopyN(rhs.rowTypes_, numRows_, rowTypes_); - indRows_ = new int [numRows_]; - CoinDisjointCopyN(rhs.indRows_, numRows_, indRows_); - sense_ = CoinCopyOfArray(rhs.sense_,numRows_); - RHS_ = CoinCopyOfArray(rhs.RHS_,numRows_); - } - else { - rowTypes_ = 0; - indRows_ = 0; - sense_=NULL; - RHS_=NULL; - } - - if (numRowMix_ > 0) { - indRowMix_ = new int [numRowMix_]; - CoinDisjointCopyN(rhs.indRowMix_, numRowMix_, indRowMix_); - } - else { - indRowMix_ = 0; - } - - if (numRowCont_ > 0) { - indRowCont_ = new int [numRowCont_]; - CoinDisjointCopyN(rhs.indRowCont_, numRowCont_, indRowCont_); - indRowContVB_ = new int [numRowCont_]; - CoinDisjointCopyN(rhs.indRowContVB_, numRowCont_, indRowContVB_); - } - else { - indRowCont_ = 0; - indRowContVB_ = 0; - } - - if (numRowInt_ > 0) { - indRowInt_ = new int [numRowInt_]; - CoinDisjointCopyN(rhs.indRowInt_, numRowInt_, indRowInt_); - } - else { - indRowInt_ = 0; - } - -} - -//------------------------------------------------------------------- -// Do preprocessing -// It determines the type of each row. It also identifies the variable -// upper bounds and variable lower bounds. -//------------------------------------------------------------------- -void -CglMixedIntegerRounding:: -mixIntRoundPreprocess(const OsiSolverInterface& si) -{ - // get matrix stored by row - const CoinPackedMatrix & matrixByRow = *si.getMatrixByRow(); - numRows_ = si.getNumRows(); - numCols_ = si.getNumCols(); - const double* coefByRow = matrixByRow.getElements(); - const int* colInds = matrixByRow.getIndices(); - const int* rowStarts = matrixByRow.getVectorStarts(); - const int* rowLengths = matrixByRow.getVectorLengths(); - // Get copies of sense and RHS so we can modify if ranges - if (sense_) { - delete [] sense_; - delete [] RHS_; - } - sense_ = CoinCopyOfArray(si.getRowSense(),numRows_); - RHS_ = CoinCopyOfArray(si.getRightHandSide(),numRows_); - - if (rowTypes_ != 0) { - delete [] rowTypes_; rowTypes_ = 0; - } - rowTypes_ = new RowType [numRows_]; // Destructor will free memory - - // Summarize the row type infomation. - int numUNDEFINED = 0; - int numVARUB = 0; - int numVARLB = 0; - int numVAREQ = 0; - int numMIX = 0; - int numCONT = 0; - int numINT = 0; - int numOTHER = 0; - - int iRow; - const double* rowActivity = si.getRowActivity(); - const double* rowLower = si.getRowLower(); - const double* rowUpper = si.getRowUpper(); - for (iRow = 0; iRow < numRows_; ++iRow) { - // If range then choose which to use - if (sense_[iRow]=='R') { - if (rowActivity[iRow]-rowLower[iRow]< - rowUpper[iRow]-rowActivity[iRow]) { - // treat as G row - RHS_[iRow]=rowLower[iRow]; - sense_[iRow]='G'; - } else { - // treat as L row - RHS_[iRow]=rowUpper[iRow]; - sense_[iRow]='L'; - } - } - // get the type of a row - const RowType rowType = - determineRowType(si, rowLengths[iRow], colInds+rowStarts[iRow], - coefByRow+rowStarts[iRow], sense_[iRow], RHS_[iRow]); - // store the type of the current row - rowTypes_[iRow] = rowType; - - // Summarize information about row types - switch(rowType) { - case ROW_UNDEFINED: - ++numUNDEFINED; - break; - case ROW_VARUB: - ++numVARUB; - break; - case ROW_VARLB: - ++numVARLB; - break; - case ROW_VAREQ: - ++numVAREQ; - break; - case ROW_MIX: - ++numMIX; - break; - case ROW_CONT: - ++numCONT; - break; - case ROW_INT: - ++numINT; - break; - case ROW_OTHER: - ++numOTHER; - break; - default: - throw CoinError("Unknown row type", "MixIntRoundPreprocess", - "CglMixedIntegerRounding"); - } - } - - // allocate memory for vector of indices of all rows - if (indRows_ != 0) { delete [] indRows_; indRows_ = 0; } - if (numRows_ > 0) - indRows_ = new int [numRows_]; // Destructor will free memory - // allocate memory for vector of indices of rows of type ROW_MIX - numRowMix_ = numMIX; - if (indRowMix_ != 0) { delete [] indRowMix_; indRowMix_ = 0; } - if (numRowMix_ > 0) - indRowMix_ = new int [numRowMix_]; // Destructor will free memory - // allocate memory for vector of indices of rows of type ROW_CONT - numRowCont_ = numCONT; - if (indRowCont_ != 0) { delete [] indRowCont_; indRowCont_ = 0; } - if (numRowCont_ > 0) - indRowCont_ = new int [numRowCont_]; // Destructor will free memory - // allocate memory for vector of indices of rows of type ROW_INT - numRowInt_ = numINT; - if (indRowInt_ != 0) { delete [] indRowInt_; indRowInt_ = 0; } - if (numRowInt_ > 0) - indRowInt_ = new int [numRowInt_]; // Destructor will free memory - -#if CGL_DEBUG - std::cout << "The num of rows = " << numRows_ << std::endl; - std::cout << "Summary of Row Type" << std::endl; - std::cout << "numUNDEFINED = " << numUNDEFINED << std::endl; - std::cout << "numVARUB = " << numVARUB << std::endl; - std::cout << "numVARLB = " << numVARLB << std::endl; - std::cout << "numVAREQ = " << numVAREQ << std::endl; - std::cout << "numMIX = " << numMIX << std::endl; - std::cout << "numCONT = " << numCONT << std::endl; - std::cout << "numINT = " << numINT << std::endl; - std::cout << "numOTHER = " << numOTHER << std::endl; -#endif - - //--------------------------------------------------------------------------- - // Setup vubs_ and vlbs_ - if (vubs_ != 0) { delete [] vubs_; vubs_ = 0; } - vubs_ = new CglMixIntRoundVUB [numCols_]; // Destructor will free - if (vlbs_ != 0) { delete [] vlbs_; vlbs_ = 0; } - vlbs_ = new CglMixIntRoundVLB [numCols_]; // Destructor will free - - // Initialization. Altough this has been done in constructor, it is needed - // for the case where the mixIntRoundPreprocess is called more than once - for (int iCol = 0; iCol < numCols_; ++iCol) { - vubs_[iCol].setVar(UNDEFINED_); - vlbs_[iCol].setVar(UNDEFINED_); - } - - int countM = 0; - int countC = 0; - int countI = 0; - for ( iRow = 0; iRow < numRows_; ++iRow) { - - RowType rowType = rowTypes_[iRow]; - - // fill the vector indRows_ with the indices of all rows - indRows_[iRow] = iRow; - - // fill the vector indRowMix_ with the indices of the rows of type ROW_MIX - if (rowType == ROW_MIX) { - indRowMix_[countM] = iRow; - countM++; - } - // fill the vector indRowCont_ with the indices of rows of type ROW_CONT - else if (rowType == ROW_CONT) { - indRowCont_[countC] = iRow; - countC++; - } - // fill the vector indRowInt_ with the indices of the rows of type ROW_INT - else if (rowType == ROW_INT) { - indRowInt_[countI] = iRow; - countI++; - } - // create vectors with variable lower and upper bounds - else if ( (rowType == ROW_VARUB) || - (rowType == ROW_VARLB) || - (rowType == ROW_VAREQ) ) { - - int startPos = rowStarts[iRow]; - int stopPos = startPos + rowLengths[iRow]; - int xInd = 0, yInd = 0; // x is continuous, y is integer - double xCoef = 0.0, yCoef = 0.0; - - for (int i = startPos; i < stopPos; ++i) { - if ( fabs(coefByRow[i]) > EPSILON_ ) { - if( si.isInteger(colInds[i]) ) { - yInd = colInds[i]; - yCoef = coefByRow[i]; - } - else { - xInd = colInds[i]; - xCoef = coefByRow[i]; - } - } - } - - switch (rowType) { - case ROW_VARUB: // Inequality: x <= ? * y - vubs_[xInd].setVar(yInd); - vubs_[xInd].setVal(-yCoef / xCoef); - break; - case ROW_VARLB: // Inequality: x >= ? * y - vlbs_[xInd].setVar(yInd); - vlbs_[xInd].setVal(-yCoef / xCoef); - break; - case ROW_VAREQ: // Inequality: x >= AND <= ? * y - vubs_[xInd].setVar(yInd); - vubs_[xInd].setVal(-yCoef / xCoef); - vlbs_[xInd].setVar(yInd); - vlbs_[xInd].setVal(-yCoef / xCoef); - break; - default: - // I am getting compiler bug which gets here - I am disabling - JJF - //throw CoinError("Unknown row type: impossible", - // "MixIntRoundPreprocess", - // "CglMixedIntegerRounding"); - break; - } - } - } - - // allocate memory for vector of indices of rows of type ROW_CONT - // that have at least one variable with variable upper or lower bound - if (indRowContVB_ != 0) { delete [] indRowContVB_; indRowContVB_ = 0; } - if (numRowCont_ > 0) - indRowContVB_ = new int [numRowCont_]; // Destructor will free memory - // create vector with rows of type ROW_CONT that have at least - // one variable with variable upper or lower bound - countC = 0; - for (int i = 0; i < numRowCont_; ++i) { - int indRow = indRowCont_[i]; - int jStart = rowStarts[indRow]; - int jStop = jStart + rowLengths[indRow]; - for (int j = jStart; j < jStop; ++j) { - int indCol = colInds[j]; - CglMixIntRoundVLB VLB = vlbs_[indCol]; - CglMixIntRoundVUB VUB = vubs_[indCol]; - if (( VLB.getVar() != UNDEFINED_ ) || ( VUB.getVar() != UNDEFINED_ ) ){ - indRowContVB_[countC] = indRow; - countC++; - break; - } - } - } - numRowContVB_ = countC; - -} - -//------------------------------------------------------------------- -// Determine the type of a given row -//------------------------------------------------------------------- -CglMixedIntegerRounding::RowType -CglMixedIntegerRounding::determineRowType(const OsiSolverInterface& si, - const int rowLen, const int* ind, - const double* coef, const char sense, - const double rhs) const -{ - if (rowLen == 0) - return ROW_UNDEFINED; - - if (sense == 'N' || rhs == si.getInfinity() || rhs == -si.getInfinity()) - return ROW_OTHER; - - RowType rowType = ROW_UNDEFINED; - - int numPosInt = 0; // num of positive integer variables - int numNegInt = 0; // num of negative integer variables - int numInt = 0; // num of integer variables - int numPosCon = 0; // num of positive continuous variables - int numNegCon = 0; // num of negative continuous variables - int numCon = 0; // num of continuous variables - - - // Summarize the variable types of the given row. - for ( int i = 0; i < rowLen; ++i ) { - if ( coef[i] < -EPSILON_ ) { - if( si.isInteger(ind[i]) ) - ++numNegInt; - else - ++numNegCon; - } - else if ( coef[i] > EPSILON_ ) { - if( si.isInteger(ind[i]) ) - ++numPosInt; - else - ++numPosCon; - } - } - numInt = numNegInt + numPosInt; - numCon = numNegCon + numPosCon; - -#if CGL_DEBUG - std::cout << "numNegInt = " << numNegInt << std::endl; - std::cout << "numPosInt = " << numPosInt << std::endl; - std::cout << "numInt = " << numInt << std::endl; - std::cout << "numNegCon = " << numNegCon << std::endl; - std::cout << "numPosCon = " << numPosCon << std::endl; - std::cout << "numCon = " << numCon << std::endl; - std::cout << "rowLen = " << rowLen << std::endl; -#endif - - - //------------------------------------------------------------------------- - // Classify row type based on the types of variables. - - if ((numInt > 0) && (numCon > 0)) { - if ((numInt == 1) && (numCon == 1) && (fabs(rhs) <= EPSILON_)) { - // It's a variable bound constraint - switch (sense) { - case 'L': - rowType = numPosCon == 1 ? ROW_VARUB : ROW_VARLB; - break; - case 'G': - rowType = numPosCon == 1 ? ROW_VARLB : ROW_VARUB; - break; - case 'E': - rowType = ROW_VAREQ; - break; - default: - break; - } - } - else { - // It's a constraint with continuous and integer variables; - // The total number of variables is at least 2 - rowType = ROW_MIX; - } - } - else if (numInt == 0) { - // It's a constraint with only continuous variables - rowType = ROW_CONT; - } - else if ((numCon == 0) && ((sense == 'L') || (sense == 'G'))) { - // It's a <= or >= constraint with only integer variables - rowType = ROW_INT; - } - else - // It's a constraint that does not fit the above categories - rowType = ROW_OTHER; - - - return rowType; -} - -//------------------------------------------------------------------- -// Generate MIR cuts -//------------------------------------------------------------------- -void -CglMixedIntegerRounding::generateMirCuts( - const OsiSolverInterface& si, - const double* xlp, - const double* colUpperBound, - const double* colLowerBound, - const CoinPackedMatrix& matrixByRow, - const double* LHS, - const double* /*coefByRow*/, - const int* /*colInds*/, - const int* /*rowStarts*/, - const int* /*rowLengths*/, - //const CoinPackedMatrix& matrixByCol, - const double* coefByCol, - const int* rowInds, - const int* colStarts, - const int* colLengths, - OsiCuts& cs ) const -{ - -#if CGL_DEBUG - // Open debug data file; incorporate solver name so we get separate files - // when running unit test. - std::string dbgFname ; - si.getStrParam(OsiSolverName,dbgFname) ; - dbgFname = "mir_"+dbgFname+"_stats.dat" ; - std::ofstream fout(dbgFname.c_str()) ; -#endif - - // Define upper limit for the loop where the cMIRs are constructed - int upperLimit; - if (MULTIPLY_) - upperLimit = 2; - else - upperLimit = 1; - - // create a vector with the columns that were used in the aggregation - int* listColsSelected = new int[MAXAGGR_]; - // create a vector with the rows that were aggregated - int* listRowsAggregated = new int[MAXAGGR_]; - // create a vector with the LP solutions of the slack variables - double* xlpExtra = new double[MAXAGGR_]; - - // loop until maximum number of aggregated rows is reached or a - // violated cut is found - int numRowMixAndRowContVB = numRowMix_ + numRowContVB_; - int numRowMixAndRowContVBAndRowInt = numRowMixAndRowContVB + numRowInt_; - for (int iRow = 0; iRow < numRowMixAndRowContVBAndRowInt; ++iRow) { - - int rowSelected; // row selected to be aggregated next - int colSelected; // column selected for pivot in aggregation - CoinPackedVector rowAggregated; - double rhsAggregated; - // create a set with the indices of rows selected - std::set setRowsAggregated; - - // loop until the maximum number of aggregated rows is reached - for (int iAggregate = 0; iAggregate < MAXAGGR_; ++iAggregate) { - - if (iAggregate == 0) { - - // select row - if (iRow < numRowMix_) { - rowSelected = indRowMix_[iRow]; - } - else if (iRow < numRowMixAndRowContVB) { - rowSelected = indRowContVB_[iRow - numRowMix_]; - } - else { - rowSelected = indRowInt_[iRow - numRowMixAndRowContVB]; - } - - copyRowSelected(iAggregate, rowSelected, setRowsAggregated, - listRowsAggregated, xlpExtra, sense_[rowSelected], - RHS_[rowSelected], LHS[rowSelected], - matrixByRow, rowAggregated, rhsAggregated); - - } - else { - - // search for a row to aggregate - bool foundRowToAggregate = selectRowToAggregate( - si, rowAggregated, - colUpperBound, colLowerBound, - setRowsAggregated, xlp, - coefByCol, rowInds, colStarts, - colLengths, - rowSelected, colSelected); - - // if finds row to aggregate, compute aggregated row - if (foundRowToAggregate) { - - CoinPackedVector rowToAggregate; - double rhsToAggregate; - - listColsSelected[iAggregate] = colSelected; - - copyRowSelected(iAggregate, rowSelected, setRowsAggregated, - listRowsAggregated, xlpExtra, sense_[rowSelected], - RHS_[rowSelected], LHS[rowSelected], - matrixByRow, rowToAggregate, rhsToAggregate); - - // call aggregate row heuristic - aggregateRow(colSelected, rowToAggregate, rhsToAggregate, - rowAggregated, rhsAggregated); - - } - else - break; - } - - - // construct cMIR with current rowAggregated - // and, if upperLimit=2 construct also a cMIR with - // the current rowAggregated multiplied by -1 - for (int i = 0; i < upperLimit; ++i) { - - // create vector for mixed knapsack constraint - CoinPackedVector rowToUse = rowAggregated; - double rhsMixedKnapsack = rhsAggregated; - if (i == 1) { - rowToUse *= (-1.0); - rhsMixedKnapsack *= (-1.0); - } - CoinPackedVector mixedKnapsack; - double sStar = 0.0; - - // create vector for the continuous variables in s - CoinPackedVector contVariablesInS; - - // call bound substitution heuristic - bool foundMixedKnapsack = boundSubstitution( - si, rowToUse, - xlp, xlpExtra, - colUpperBound, colLowerBound, - mixedKnapsack, rhsMixedKnapsack, - sStar, contVariablesInS); - // may want some limit? - if (mixedKnapsack.getNumElements()>25000) { -#if CGL_DEBUG - std::cout << "mixed knapsack has " - <& setRowsAggregated, - int* listRowsAggregated, - double* xlpExtra, - const char sen, - const double rhs, - const double lhs, - const CoinPackedMatrix& matrixByRow, - CoinPackedVector& rowToAggregate, - double& rhsToAggregate) const -{ - - // copy the row selected to a vector of type CoinPackedVector - const CoinShallowPackedVector reqdBySunCC = matrixByRow.getVector(rowSelected); - rowToAggregate = reqdBySunCC ; - rhsToAggregate = rhs; - - // update list of indices of rows selected - setRowsAggregated.insert(rowSelected); - listRowsAggregated[iAggregate] = rowSelected; - - // Add a slack variable if needed and compute its current value - if (sen == 'L') { - rowToAggregate.insert(numCols_ + iAggregate, 1); - xlpExtra[iAggregate] = rhs - lhs; - } - else if (sen == 'G') { - rowToAggregate.insert(numCols_ + iAggregate, -1); - xlpExtra[iAggregate] = lhs - rhs; - } - -} - -//------------------------------------------------------------------- -// Construct the set P* and select a row to aggregate -//------------------------------------------------------------------- -bool -CglMixedIntegerRounding::selectRowToAggregate( - const OsiSolverInterface& si, - const CoinPackedVector& rowAggregated, - const double* colUpperBound, - const double* colLowerBound, - const std::set& setRowsAggregated, - const double* xlp, const double* coefByCol, - const int* rowInds, const int* colStarts, - const int* colLengths, - int& rowSelected, - int& colSelected ) const -{ - - bool foundRowToAggregate = false; - - double deltaMax = 0.0; // maximum delta - const int numColsAggregated = rowAggregated.getNumElements(); - const int *rowAggregatedIndices = rowAggregated.getIndices(); - const double *rowAggregatedElements = rowAggregated.getElements(); - - for (int j = 0; j < numColsAggregated; ++j) { - - // store the index and coefficient of column j - int indCol = rowAggregatedIndices[j]; - if (indCol >= numCols_) continue; - double coefCol = rowAggregatedElements[j]; - - // Consider only continuous variables - if ( (!si.isContinuous(indCol)) || (fabs(coefCol) < EPSILON_)) continue; - - // Compute current lower bound - CglMixIntRoundVLB VLB = vlbs_[indCol]; - double LB = ( VLB.getVar() != UNDEFINED_ ) ? - VLB.getVal() * xlp[VLB.getVar()] : colLowerBound[indCol]; - - // Compute current upper bound - CglMixIntRoundVUB VUB = vubs_[indCol]; - double UB = ( VUB.getVar() != UNDEFINED_ ) ? - VUB.getVal() * xlp[VUB.getVar()] : colUpperBound[indCol]; - - // Compute distances from current solution to upper and lower bounds - double delta = CoinMin(xlp[indCol] - LB, UB - xlp[indCol]); - - // In case this variable is acceptable look for possible rows - if (delta > deltaMax) { - - int iStart = colStarts[indCol]; - int iStop = iStart + colLengths[indCol]; - // int count = 0; - - // std::vector rowPossible; - - // find a row to use in aggregation - for (int i = iStart; i < iStop; ++i) { - int rowInd = rowInds[i]; - if (setRowsAggregated.find(rowInd) == setRowsAggregated.end()) { - // if the row was not already selected, select it - RowType rType = rowTypes_[rowInd]; - if ( ((rType == ROW_MIX) || (rType == ROW_CONT)) - && (fabs(coefByCol[i]) > EPSILON_) ) { - // rowPossible.push_back(rowInd); - rowSelected = rowInd; - deltaMax = delta; - colSelected = indCol; - foundRowToAggregate = true; - //count++; - break; - } - } - } - - // if (count > 0) - // rowSelected = rowPossible[rand() % count]; - // std::cout << count << std::endl; - } - - } - - return foundRowToAggregate; - -} - -//------------------------------------------------------------------- -// Aggregate the selected row with the current aggregated row -//------------------------------------------------------------------- -void -CglMixedIntegerRounding::aggregateRow( - const int colSelected, - CoinPackedVector& rowToAggregate, double rhs, - CoinPackedVector& rowAggregated, - double& rhsAggregated ) const -{ - - // quantity to multiply by the coefficients of the row to aggregate - double multiCoef = rowAggregated[colSelected] / rowToAggregate[colSelected]; - - rowToAggregate *= multiCoef; - rhs *= multiCoef; - - rowAggregated = rowAggregated - rowToAggregate; - rhsAggregated -= rhs; - -} - -//------------------------------------------------------------------- -// Choose the bound substitution based on the criteria defined by the user -//------------------------------------------------------------------- -inline bool -CglMixedIntegerRounding::isLowerSubst(const double inf, - const double aj, - const double xlp, - const double LB, - const double UB) const -{ - if (CRITERION_ == 1) { - // criterion 1 (the same as criterion (a) in the paper) - return xlp - LB < UB - xlp; - } - else { - if (UB == inf || xlp == LB) - return true; - if (LB == -inf || xlp == UB) - return false; - if (CRITERION_ == 2) - // criterion 2 (the same as criterion (b) in the paper) - return aj < 0; - else - // criterion 3 (the same as criterion (c) in the paper) - return aj > 0; - } -} - - - -//------------------------------------------------------------------- -// Bound substitution heuristic -//------------------------------------------------------------------- -bool -CglMixedIntegerRounding::boundSubstitution( - const OsiSolverInterface& si, - const CoinPackedVector& rowAggregated, - const double* xlp, - const double* xlpExtra, - const double* colUpperBound, - const double* colLowerBound, - CoinPackedVector& mixedKnapsack, - double& rhsMixedKnapsack, double& sStar, - CoinPackedVector& contVariablesInS ) const -{ - - bool generated = false; - const int numColsAggregated = rowAggregated.getNumElements(); - const int *rowAggregatedIndices = rowAggregated.getIndices(); - const double *rowAggregatedElements = rowAggregated.getElements(); - - // go through all the variables and if it is continuous and delta is - // negative, store variable in the vector contVariablesInS. - // If it is integer, store variable in the vector mixedKnapsack - int numCont = 0; - int j; - for ( j = 0; j < numColsAggregated; ++j) { - - // get index and coefficient of column j in the aggregated row - const int indCol = rowAggregatedIndices[j]; - const double coefCol = rowAggregatedElements[j]; - - // if the lower bound is equal to the upper bound, remove variable - if ( (indCol < numCols_) && - (colLowerBound[indCol] == colUpperBound[indCol]) ) { - rhsMixedKnapsack -= coefCol * colLowerBound[indCol]; - continue; - } - - if (fabs(coefCol) < EPSILON_) continue; - // set the coefficients of the integer variables - if ( (indCol < numCols_) && (!si.isContinuous(indCol)) ) { - // Copy the integer variable to the vector mixedKnapsack - if (mixedKnapsack.isExistingIndex(indCol)) { - const int index = mixedKnapsack.findIndex(indCol); - mixedKnapsack.setElement(index, mixedKnapsack[indCol] + coefCol); - } - else - mixedKnapsack.insert(indCol, coefCol); - continue; - } - - // Select the continuous variables and copy the ones in s to - // the vector contVariablesInS - if (indCol < numCols_) { // variable is model variable - - // Compute lower bound for variable indCol - const CglMixIntRoundVLB VLB = vlbs_[indCol]; - const double LB = ( VLB.getVar() != UNDEFINED_ ) ? - VLB.getVal() * xlp[VLB.getVar()] : colLowerBound[indCol]; - - // Compute upper bound for variable indCol - const CglMixIntRoundVUB VUB = vubs_[indCol]; - const double UB = ( VUB.getVar() != UNDEFINED_ ) ? - VUB.getVal() * xlp[VUB.getVar()] : colUpperBound[indCol]; - - // if both bounds are infinite, then we cannot form a mixed knapsack - if ( (LB == -1.0 * si.getInfinity()) && - (UB == si.getInfinity()) ) { -#if CGL_DEBUG - std::cout << "continuous var with infinite bounds. " << - "Cannot form mixed Knapsack = " << std::endl; -#endif - return generated; - } - - // Select the bound substitution - if (isLowerSubst(si.getInfinity(), rowAggregatedElements[j], - xlp[indCol], LB, UB)) { - if (VLB.getVar() != UNDEFINED_ ) { - const int indVLB = VLB.getVar(); - if (mixedKnapsack.isExistingIndex(indVLB)) { - const int index = mixedKnapsack.findIndex(indVLB); - mixedKnapsack.setElement(index, mixedKnapsack[indVLB] + - coefCol * VLB.getVal()); - } - else - mixedKnapsack.insert(indVLB, coefCol * VLB.getVal()); - } - else { - rhsMixedKnapsack -= coefCol * LB; - } - // Update sStar - if (coefCol < -EPSILON_) { - contVariablesInS.insert(indCol, coefCol); - sStar -= coefCol * (xlp[indCol] - LB); - numCont++; - } - } - else { - if (VUB.getVar() != UNDEFINED_ ) { - const int indVUB = VUB.getVar(); - if (mixedKnapsack.isExistingIndex(indVUB)) { - const int index = mixedKnapsack.findIndex(indVUB); - mixedKnapsack.setElement(index, mixedKnapsack[indVUB] + - coefCol * VUB.getVal()); - } - else - mixedKnapsack.insert(indVUB, coefCol * VUB.getVal()); - } - else { - rhsMixedKnapsack -= coefCol * UB; - } - // Update sStar - if (coefCol > EPSILON_) { - contVariablesInS.insert(indCol, - coefCol); - sStar += coefCol * (UB - xlp[indCol]); - numCont++; - } - } - } - else { // variable is slack variable - // in this case the LB = 0 and the UB = infinity - // Update sStar - const double tLB = xlpExtra[indCol - numCols_]; - if (coefCol < -EPSILON_) { - contVariablesInS.insert(indCol, coefCol); - sStar -= coefCol * tLB; - numCont++; - } - } - - } - - // if there are no continuous variables to form s, then we stop -#if CGL_DEBUG - std::cout << "# of continuous var in mixedKnapsack = " << numCont << - std::endl; -#endif - if (numCont == 0) return generated; - - // check that the integer variables have lower bound equal to zero - const int numInt = mixedKnapsack.getNumElements(); - // if there are not integer variables in mixedKnapsack, then we stop - // CAUTION: all the coefficients could be zero -#if CGL_DEBUG - std::cout << "# of integer var in mixedKnapsack = " << numInt << - std::endl; -#endif - if (numInt == 0) return generated; - const int *knapsackIndices = mixedKnapsack.getIndices(); - const double *knapsackElements = mixedKnapsack.getElements(); - - for ( j = 0; j < numInt; ++j) { - // if the coefficient is zero, disregard - if (fabs(knapsackElements[j]) < EPSILON_) continue; - // if the lower bound is not zero, then we stop - if (fabs(colLowerBound[knapsackIndices[j]]) > EPSILON_) return generated; - } - // if the lower bounds of all integer variables are zero, proceed - generated = true; - return generated; - -} - -//------------------------------------------------------------------- -// c-MIR separation heuristic -//------------------------------------------------------------------- -bool -CglMixedIntegerRounding::cMirSeparation( - const OsiSolverInterface& si, - const CoinPackedMatrix& matrixByRow, - const CoinPackedVector& rowAggregated, - const int* listRowsAggregated, - const char* sense, const double* RHS, - //const double* coefByRow, - //const int* colInds, const int* rowStarts, - //const int* rowLengths, - const double* xlp, const double sStar, - const double* colUpperBound, - const double* colLowerBound, - const CoinPackedVector& mixedKnapsack, - const double& rhsMixedKnapsack, - const CoinPackedVector& contVariablesInS, - OsiRowCut& cMirCut) const -{ - - bool generated = false; - double numeratorBeta = rhsMixedKnapsack; - CoinPackedVector cMIR = mixedKnapsack; - double rhscMIR; - double maxViolation = 0.0; - double bestDelta = 0.0; - CoinPackedVector bestCut; - double rhsBestCut = 0.0; - double sCoefBestCut = 0.0; - const int numInt = mixedKnapsack.getNumElements(); - const int *knapsackIndices = mixedKnapsack.getIndices(); - const double *knapsackElements = mixedKnapsack.getElements(); - const int *contVarInSIndices = contVariablesInS.getIndices(); - const double *contVarInSElements = contVariablesInS.getElements(); - - // Construct set C, T will be the rest. - // Also, for T we construct a CoinPackedVector named complT which - // contains the vars in T that are strictly between their bounds - std::set setC; - CoinPackedVector complT; - int j; - for ( j = 0; j < numInt; ++j) { - const int indCol = knapsackIndices[j]; - // if the upper bound is infinity, then indCol is in T and cannot - // be in complT - if (colUpperBound[indCol] != si.getInfinity()) { - if (xlp[indCol] >= colUpperBound[indCol] / 2.0) { - setC.insert(j); - numeratorBeta -= knapsackElements[j] * colUpperBound[indCol]; - } else { - if ( (xlp[indCol] <= EPSILON_) || - (xlp[indCol] >= colUpperBound[indCol] - EPSILON_)) - continue; - complT.insert(j, fabs(xlp[indCol] - colUpperBound[indCol]/2)); - } - } - } - - // Sort the indices in complT by nondecreasing values - // (which are $|y^*_j-u_j/2|$) - if (complT.getNumElements() > 0) { - complT.sortIncrElement(); - } - - // Construct c-MIR inequalities and take the one with the largest violation - for ( j = 0; j < numInt; ++j) { - int indCol = knapsackIndices[j]; - if ( (xlp[indCol] <= EPSILON_) || - (xlp[indCol] >= colUpperBound[indCol] - EPSILON_)) - continue; - double delta = knapsackElements[j]; - // delta has to be positive - if (delta <= EPSILON_) continue; - - double violation = 0.0; - double sCoef = 0.0; - - // form a cMIR inequality - cMirInequality(numInt, delta, numeratorBeta, knapsackIndices, - knapsackElements, xlp, sStar, colUpperBound, setC, cMIR, - rhscMIR, sCoef, violation); - - // store cut if it is the best found so far - if (violation > maxViolation + EPSILON_) { - bestCut = cMIR; - rhsBestCut = rhscMIR; - sCoefBestCut = sCoef; - maxViolation = violation; - bestDelta = delta; - } - } - - // if no violated inequality has been found, exit now - if (maxViolation == 0.0) return generated; - - // improve the best violated inequality. - // try to divide delta by 2, 4 or 8 and see if increases the violation - double deltaBase = bestDelta; - for (int multFactor = 2; multFactor <= 8; multFactor *= 2) { - double delta = deltaBase / multFactor; - double violation = 0.0; - double sCoef = 0.0; - - // form a cMIR inequality - cMirInequality(numInt, delta, numeratorBeta, knapsackIndices, - knapsackElements, xlp, sStar, colUpperBound, setC, cMIR, - rhscMIR, sCoef, violation); - - // store cut if it is the best found so far - if (violation > maxViolation + EPSILON_) { - bestCut = cMIR; - rhsBestCut = rhscMIR; - sCoefBestCut = sCoef; - maxViolation = violation; - bestDelta = delta; - } - } - - // improve cMIR for the best delta - // complT contains indices into mixedKnapsack for the variables - // which may be complemented and they are already appropriately - // sorted. - const int complTSize = complT.getNumElements(); - if (complTSize > 0) { - const int *complTIndices = complT.getIndices(); - for (int j = 0; j < complTSize; ++j) { - // move variable in set complT from set T to set C - int jIndex = complTIndices[j]; - int indCol = knapsackIndices[jIndex]; - // do nothing if upper bound is infinity - if (colUpperBound[indCol] >= si.getInfinity()) continue; - setC.insert(jIndex); - double violation = 0.0; - double sCoef = 0.0; - double localNumeratorBeta = numeratorBeta - - mixedKnapsack[indCol] * colUpperBound[indCol]; - - // form a cMIR inequality - cMirInequality(numInt, bestDelta, localNumeratorBeta, knapsackIndices, - knapsackElements, xlp, sStar, colUpperBound, setC, cMIR, - rhscMIR, sCoef, violation); - - // store cut if it is the best found so far; otherwise, move the variable - // that was added to set C back to set T - if (violation > maxViolation + EPSILON_) { - bestCut = cMIR; - rhsBestCut = rhscMIR; - sCoefBestCut = sCoef; - maxViolation = violation; - numeratorBeta = localNumeratorBeta; - } - else - setC.erase(jIndex); - } - } - - // write the best cut found with the model variables - int numCont = contVariablesInS.getNumElements(); - for ( j = 0; j < numCont; ++j) { - int indCol = contVarInSIndices[j]; - double coefCol = contVarInSElements[j]; - - if (indCol < numCols_) { // variable is model variable - - // Compute lower bound for variable indCol - CglMixIntRoundVLB VLB = vlbs_[indCol]; - double LB = ( VLB.getVar() != UNDEFINED_ ) ? - VLB.getVal() * xlp[VLB.getVar()] : colLowerBound[indCol]; - - // Compute upper bound for variable indCol - CglMixIntRoundVUB VUB = vubs_[indCol]; - double UB = ( VUB.getVar() != UNDEFINED_ ) ? - VUB.getVal() * xlp[VUB.getVar()] : colUpperBound[indCol]; - - // Select the bound substitution - if (isLowerSubst(si.getInfinity(), rowAggregated[indCol], - xlp[indCol], LB, UB)) { - if (VLB.getVar() != UNDEFINED_ ) { - int indVLB = VLB.getVar(); - if (bestCut.isExistingIndex(indVLB)){ - int index = bestCut.findIndex(indVLB); - bestCut.setElement(index, bestCut[indVLB] - - sCoefBestCut * coefCol * VLB.getVal()); - } - else - bestCut.insert(indVLB, - sCoefBestCut * coefCol * VLB.getVal()); - bestCut.insert(indCol, sCoefBestCut * coefCol); - } - else { - rhsBestCut += sCoefBestCut * coefCol * colLowerBound[indCol]; - bestCut.insert(indCol, sCoefBestCut * coefCol); - } - } - else { - if (VUB.getVar() != UNDEFINED_ ) { - int indVUB = VUB.getVar(); - if (bestCut.isExistingIndex(indVUB)){ - int index = bestCut.findIndex(indVUB); - bestCut.setElement(index, bestCut[indVUB] + - sCoefBestCut * coefCol * VUB.getVal()); - } - else - bestCut.insert(indVUB, sCoefBestCut * coefCol * VUB.getVal()); - bestCut.insert(indCol, - sCoefBestCut * coefCol); - } - else { - rhsBestCut -= sCoefBestCut * coefCol * colUpperBound[indCol]; - bestCut.insert(indCol, - sCoefBestCut * coefCol); - } - } - } - else { // variable is slack variable - // in this case the LB = 0 and the UB = infinity - // copy the row selected to a vector of type CoinPackedVector - const int iRow = listRowsAggregated[indCol - numCols_]; - const CoinShallowPackedVector reqdBySunCC = matrixByRow.getVector(iRow); - CoinPackedVector row = reqdBySunCC ; - double rhs = RHS[iRow]; - - if (sense[iRow] == 'L') { - // if it is a <= inequality, the coefficient of the slack is 1 - row *= (- sCoefBestCut * coefCol); - rhs *= (- sCoefBestCut * coefCol); - } - else { - assert (sense[iRow]=='G'); - // if it is a <= inequality, the coefficient of the slack is -1 - row *= (sCoefBestCut * coefCol); - rhs *= (sCoefBestCut * coefCol); - } - - rhsBestCut += rhs; - bestCut = bestCut + row; - } - } - - // Check the violation of the cut after it is written with the original - // variables. - int cutLen = bestCut.getNumElements(); - int* cutInd = bestCut.getIndices(); - double* cutCoef = bestCut.getElements(); - double cutRHS = rhsBestCut; - double violation = 0.0; - double normCut = 0.0; - // Also weaken by small coefficients - int n=0; - for ( j = 0; j < cutLen; ++j) { - double value = cutCoef[j]; - int column = cutInd[j]; - if (fabs(value)>1.0e-12) { - violation += cutCoef[j] * xlp[column]; - normCut += cutCoef[j] * cutCoef[j]; - cutCoef[n]=value; - cutInd[n++]=column; - } else if (value) { - // Weaken - if (value>0.0) { - // Allow for at lower bound - cutRHS -= value*colLowerBound[column]; - } else { - // Allow for at upper bound - cutRHS -= value*colUpperBound[column]; - } - } - } - cutLen=n; - violation -= cutRHS; - violation /= sqrt(normCut); - - if ( violation > TOLERANCE_ ) { - cMirCut.setRow(cutLen, cutInd, cutCoef); - cMirCut.setLb(-1.0 * si.getInfinity()); - cMirCut.setUb(cutRHS); - cMirCut.setEffectiveness(violation); -#ifdef CGL_DEBUG - { - for (int k=0; k=0); - assert(cutCoef[k]); - assert (fabs(cutCoef[k])>1.0e-12); - } - } -#endif - generated = true; - } - - return generated; - -} - -//------------------------------------------------------------------- -// construct a c-MIR inequality -//------------------------------------------------------------------- -void -CglMixedIntegerRounding::cMirInequality( - const int numInt, - const double delta, - const double numeratorBeta, - const int *knapsackIndices, - const double* knapsackElements, - const double* xlp, - const double sStar, - const double* colUpperBound, - const std::set& setC, - CoinPackedVector& cMIR, - double& rhscMIR, - double& sCoef, - double& violation) const -{ - - // form a cMIR inequality - double beta = numeratorBeta / delta; - double f = beta - floor(beta); - rhscMIR = floor(beta); - double normCut = 0.0; - // coefficients of variables in set T - for (int i = 0; i < numInt; ++i) { - const int iIndex = knapsackIndices[i]; - double G = 0.0; - if (setC.find(i) == setC.end()) { - // i is not in setC, i.e., it is in T - G = functionG(knapsackElements[i] / delta, f); - violation += (G * xlp[iIndex]); - normCut += G * G; - cMIR.setElement(i, G); - } else { - G = functionG( - knapsackElements[i] / delta, f); - violation -= (G * xlp[iIndex]); - normCut += G * G; - rhscMIR -= G * colUpperBound[iIndex]; - cMIR.setElement(i, -G); - } - } - sCoef = 1.0 / (delta * (1.0 - f)); - violation -= (rhscMIR + sCoef * sStar); - normCut += sCoef * sCoef; - violation /= sqrt(normCut); - -} - - -//------------------------------------------------------------------- -// function G for computing coefficients in cMIR inequality -//------------------------------------------------------------------- -inline double -CglMixedIntegerRounding::functionG( const double d, const double f ) const -{ - double delta = d - floor(d) - f; - if (delta > EPSILON_) - return floor(d) + delta / (1 - f); - else - return floor(d); -} - -//------------------------------------------------------------------- -// Printing statistics -//------------------------------------------------------------------- -void -CglMixedIntegerRounding::printStats( - std::ofstream & fout, - const bool hasCut, - const OsiSolverInterface& si, - const CoinPackedVector& rowAggregated, - const double& rhsAggregated, const double* xlp, - const double* xlpExtra, - const int* listRowsAggregated, - const int* listColsSelected, - const int level, - const double* colUpperBound, - const double* colLowerBound ) const -{ - - - const int numColsAggregated = rowAggregated.getNumElements(); - const int *rowAggregatedIndices = rowAggregated.getIndices(); - const double *rowAggregatedElements = rowAggregated.getElements(); - - fout << "Rows "; - for (int i = 0; i < level; ++i) { - fout << listRowsAggregated[i] << " "; - } - fout << std::endl; - - int numColsBack = 0; - - // go through all the variables - for (int j = 0; j < numColsAggregated; ++j) { - - // get index and coefficient of column j in the aggregated row - int indCol = rowAggregatedIndices[j]; - double coefCol = rowAggregatedElements[j]; - - // check if a column used in aggregation is back into the aggregated row - for (int i = 0; i < level-1; ++i) { - if ( (listColsSelected[i] == indCol) && (coefCol != 0) ) { - numColsBack++; - break; - } - } - - - - if (fabs(coefCol) < EPSILON_) { - // print variable number and coefficient - fout << indCol << " " << 0.0 << std::endl; - continue; - } - else { - // print variable number and coefficient - fout << indCol << " " << coefCol << " "; - } - - // integer variables - if ( (indCol < numCols_) && (!si.isContinuous(indCol)) ) { - - // print - fout << "I " << xlp[indCol] << " " << colLowerBound[indCol] << - " " << colUpperBound[indCol] << std::endl; - - continue; - } - - // continuous variables - if (indCol < numCols_) { // variable is model variable - - // print - fout << "C " << xlp[indCol] << " " << colLowerBound[indCol] << - " " << colUpperBound[indCol] << " "; - - // variable lower bound? - CglMixIntRoundVLB VLB = vlbs_[indCol]; - if (VLB.getVar() != UNDEFINED_) { - fout << VLB.getVal() << " " << xlp[VLB.getVar()] << " " << - colLowerBound[VLB.getVar()] << " " << - colUpperBound[VLB.getVar()] << " "; - } - else { - fout << "-1 -1 -1 -1 "; - } - - // variable upper bound? - CglMixIntRoundVUB VUB = vubs_[indCol]; - if (VUB.getVar() != UNDEFINED_) { - fout << VUB.getVal() << " " << xlp[VUB.getVar()] << " " << - colLowerBound[VUB.getVar()] << " " << - colUpperBound[VUB.getVar()] << " "; - } - else { - fout << "-1 -1 -1 -1 "; - } - - } - else { // variable is slack variable - // in this case the LB = 0 and the UB = infinity - // print - fout << "C " << xlpExtra[indCol-numCols_] << " " << 0.0 << - " " << si.getInfinity() << " "; - } - - fout << std::endl; - - } - - fout << "rhs " << rhsAggregated << std::endl; - - fout << "numColsBack " << numColsBack << std::endl; - - if (hasCut) { - fout << "CUT: YES" << std::endl; - } - else { - fout << "CUT: NO" << std::endl; - } - -} -// This can be used to refresh any inforamtion -void -CglMixedIntegerRounding::refreshSolver(OsiSolverInterface * ) -{ - doneInitPre_ = false; -} -// Create C++ lines to get to current state -std::string -CglMixedIntegerRounding::generateCpp( FILE * fp) -{ - CglMixedIntegerRounding other; - fprintf(fp,"0#include \"CglMixedIntegerRounding.hpp\"\n"); - fprintf(fp,"3 CglMixedIntegerRounding mixedIntegerRounding;\n"); - if (MAXAGGR_!=other.MAXAGGR_) - fprintf(fp,"3 mixedIntegerRounding.setMAXAGGR_(%d);\n",MAXAGGR_); - else - fprintf(fp,"4 mixedIntegerRounding.setMAXAGGR_(%d);\n",MAXAGGR_); - if (MULTIPLY_!=other.MULTIPLY_) - fprintf(fp,"3 mixedIntegerRounding.setMULTIPLY_(%d);\n",MULTIPLY_); - else - fprintf(fp,"4 mixedIntegerRounding.setMULTIPLY_(%d);\n",MULTIPLY_); - if (CRITERION_!=other.CRITERION_) - fprintf(fp,"3 mixedIntegerRounding.setCRITERION_(%d);\n",CRITERION_); - if (doPreproc_!=other.doPreproc_) - fprintf(fp,"3 mixedIntegerRounding.setDoPreproc_(%d);\n", doPreproc_); - if (getAggressiveness()!=other.getAggressiveness()) - fprintf(fp,"3 mixedIntegerRounding.setAggressiveness(%d);\n",getAggressiveness()); - else - fprintf(fp,"4 mixedIntegerRounding.setAggressiveness(%d);\n",getAggressiveness()); - return "mixedIntegerRounding"; -} -void CglMixedIntegerRounding::setDoPreproc(int value) -{ - if (value != -1 && value != 0 && value != 1) { - throw CoinError("setDoPrepoc", "invalid value", - "CglMixedIntegerRounding2"); - } - else { - doPreproc_ = value; - } -} - -bool CglMixedIntegerRounding::getDoPreproc() const -{ - return (doPreproc_!=0); -} diff --git a/cbits/coin/CglSimpleRounding.cpp b/cbits/coin/CglSimpleRounding.cpp deleted file mode 100644 --- a/cbits/coin/CglSimpleRounding.cpp +++ /dev/null @@ -1,482 +0,0 @@ -// $Id: CglSimpleRounding.cpp 1123 2013-04-06 20:47:24Z stefan $ -// Copyright (C) 2000, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -#include -#include -#include -#include -#include - -#include "CoinPragma.hpp" -#include "CglSimpleRounding.hpp" -#include "CoinPackedVector.hpp" -#include "CoinSort.hpp" -#include "CoinPackedMatrix.hpp" - -//------------------------------------------------------------- -void -CglSimpleRounding::generateCuts(const OsiSolverInterface & si, OsiCuts & cs, - const CglTreeInfo /*info*/) -{ - int nRows=si.getNumRows(); // number of rows in the coefficient matrix - int nCols=si.getNumCols(); // number of columns in the coefficient matrix - int rowIndex; // index into the constraint matrix stored in row - // order - CoinPackedVector irow; // "integer row": working space to hold the integer - // <= inequality derived from the rowIndex-th - // constraint - double b=0; // working space for the rhs of integer <= inequality - bool * negative= new bool[nCols]; // negative[i]= true if coefficient of the - // ith variable is negative and false - // otherwise - int k; // dummy iterator variable - for ( k=0; kgetVector(rowIndex), - irow, b, negative)) - { - - // Reset local data for the next iteration of the rowIndex-loop - for(k=0; k=0) { - - xInt = new int[irow.getNumElements()]; - double dxInt; // a double version of xInt for error trapping - - -#ifdef CGL_DEBUG - printf("The (double) coefficients and their integer-ized counterparts:\n"); -#endif - - for (k=0; k (dxInt+0.5); // Need to add the 0.5 - // so that a dxInt=9.999 will give a xInt=1 - -#ifdef CGL_DEBUG - printf("%g %g \n",irow.getElements()[k],dxInt); -#endif - - } - - } else { - - // If overflow is detected, one warning message is printed and - // the row is skipped. -#ifdef CGL_DEBUG - printf("SimpleRounding: Warning: Overflow detected \n"); - printf(" on %i of vars in processing row %i. Row skipped.\n", - -power, rowIndex); -#endif - // reset local data for next iteration - for(k=0; k epsilon_){ // if the cut and row are different. - OsiRowCut rc; - rc.setRow(cut.getNumElements(),cut.getIndices(),cut.getElements()); - rc.setLb(-COIN_DBL_MAX); - rc.setUb(cutRhs); - cs.insert(rc); - -#ifdef CGL_DEBUG - printf("Row %i had a simple rounding cut:\n",rowIndex); - printf("Cut size: %i Cut rhs: %g Index Element \n", - cut.getNumElements(), cutRhs); - for (k=0; kepsilon_){ - // and the continuous variable has a finite lower bound - if (collower[matrixRow.getIndices()[i]] > -si.getInfinity()){ - // then replace the variable with its lower bound. - b=b-(sign*matrixRow.getElements()[i]*collower[matrixRow.getIndices()[i]]); - } - else - return 0; - } - // else the coefficient is essentially an explicitly stored zero; do - // nothing - } - // else: the variable is integer - else{ - // if the integer variable is fixed, net it out of the integer inequality - if (colupper[matrixRow.getIndices()[i]]- collower[matrixRow.getIndices()[i]]< - epsilon_){ - b=b-(sign*matrixRow.getElements()[i]*colupper[matrixRow.getIndices()[i]]); - } - // else the variable is a free integer variable and it becomes - // part of the integer inequality - else { - irow.insert(matrixRow.getIndices()[i],sign*matrixRow.getElements()[i]); - } - } - } - - // if there are no free integer variables, then abandon this row; - if(irow.getNumElements() == 0){ - return 0; - } - - // Store the values and the signs of the coefficients separately. - // irow.elements stores the absolute values of the coefficients - // negative indicates the sign. - // Note: after this point b is essentially the effecitve rhs of a le - // contraint - { - const int s = irow.getNumElements(); - const int * indices = irow.getIndices(); - double * elements = irow.getElements(); - for(i=0; i 0 ); - - - int i; // loop iterator - int maxPower=0; // maximum power of 10 used to convert any x[i] to an - // integer - // this is the number we are after. - int power = 0; // power of 10 used to convert a particular x[i] to an - // integer - -#ifdef OLD_MULT - double intPart; // the integer part of the number -#endif - double fracPart; // the fractional part of the number - // we keep multiplying by 10 until the fractional part is 0 - // (well, really just until the factional part is less than - // dataTol) - - // JJF - code seems to fail sometimes as multiplying by 10 - so - // definition of dataTol changed - see header file - - const double multiplier[16]={1.0,1.0e1,1.0e2,1.0e3,1.0e4,1.0e5, - 1.0e6,1.0e7,1.0e8,1.0e9,1.0e10,1.0e11, - 1.0e12,1.0e13,1.0e14,1.0e15}; - - // Loop through every element in the array in x - for (i=0; i2147483647) { -#ifdef CGL_DEBUG - printf("Overflow %g => %g, power %d\n",x[i],scaledValue,power); -#endif - return -1; - } -#endif -#ifdef CGL_DEBUG - printf("The smallest power of 10 to make %g integral = %i\n",x[i],power); -#endif - - - // keep track of the largest power needed so that at the end of the for - // loop - // x[i]*10**maxPower will be integral for all i - if (maxPower < power) maxPower=power; - } - - return maxPower; -} - -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -CglSimpleRounding::CglSimpleRounding () -: -CglCutGenerator(), -epsilon_(1.0e-08) -{ - // nothing to do here -} -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -CglSimpleRounding::CglSimpleRounding ( - const CglSimpleRounding & source) -: -CglCutGenerator(source), -epsilon_(source.epsilon_) -{ - // Nothing to do here -} - - -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -CglCutGenerator * -CglSimpleRounding::clone() const -{ - return new CglSimpleRounding(*this); -} - -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -CglSimpleRounding::~CglSimpleRounding () -{ - // Nothing to do here -} - -//---------------------------------------------------------------- -// Assignment operator -//------------------------------------------------------------------- -CglSimpleRounding & -CglSimpleRounding::operator=( - const CglSimpleRounding& rhs) -{ - if (this != &rhs) { - CglCutGenerator::operator=(rhs); - epsilon_=rhs.epsilon_; - } - return *this; -} -// Create C++ lines to get to current state -std::string -CglSimpleRounding::generateCpp( FILE * fp) -{ - CglSimpleRounding other; - fprintf(fp,"0#include \"CglSimpleRounding.hpp\"\n"); - fprintf(fp,"3 CglSimpleRounding simpleRounding;\n"); - if (getAggressiveness()!=other.getAggressiveness()) - fprintf(fp,"3 simpleRounding.setAggressiveness(%d);\n",getAggressiveness()); - else - fprintf(fp,"4 simpleRounding.setAggressiveness(%d);\n",getAggressiveness()); - return "simpleRounding"; -} diff --git a/cbits/coin/ClpDummyMatrix.cpp b/cbits/coin/ClpDummyMatrix.cpp deleted file mode 100644 --- a/cbits/coin/ClpDummyMatrix.cpp +++ /dev/null @@ -1,263 +0,0 @@ -/* $Id: ClpDummyMatrix.cpp 1665 2011-01-04 17:55:54Z lou $ */ -// 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). - -#include - -#include "CoinPragma.hpp" - -#include "ClpSimplex.hpp" -#include "ClpDummyMatrix.hpp" -#include "ClpFactorization.hpp" -#include "ClpMessage.hpp" - -//############################################################################# -// Constructors / Destructor / Assignment -//############################################################################# - -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -ClpDummyMatrix::ClpDummyMatrix () - : ClpMatrixBase() -{ - setType(14); - numberRows_ = 0; - numberColumns_ = 0; - numberElements_ = 0; -} - -/* Constructor from data */ -ClpDummyMatrix::ClpDummyMatrix(int numberColumns, int numberRows, - int numberElements) - : ClpMatrixBase() -{ - setType(14); - numberRows_ = numberRows; - numberColumns_ = numberColumns; - numberElements_ = numberElements; -} -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -ClpDummyMatrix::ClpDummyMatrix (const ClpDummyMatrix & rhs) - : ClpMatrixBase(rhs) -{ - numberRows_ = rhs.numberRows_; - numberColumns_ = rhs.numberColumns_; - numberElements_ = rhs.numberElements_; -} - -ClpDummyMatrix::ClpDummyMatrix (const CoinPackedMatrix & ) - : ClpMatrixBase() -{ - std::cerr << "Constructor from CoinPackedMatrix nnot supported - ClpDummyMatrix" << std::endl; - abort(); -} - -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -ClpDummyMatrix::~ClpDummyMatrix () -{ -} - -//---------------------------------------------------------------- -// Assignment operator -//------------------------------------------------------------------- -ClpDummyMatrix & -ClpDummyMatrix::operator=(const ClpDummyMatrix& rhs) -{ - if (this != &rhs) { - ClpMatrixBase::operator=(rhs); - numberRows_ = rhs.numberRows_; - numberColumns_ = rhs.numberColumns_; - numberElements_ = rhs.numberElements_; - } - return *this; -} -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -ClpMatrixBase * ClpDummyMatrix::clone() const -{ - return new ClpDummyMatrix(*this); -} - -/* Returns a new matrix in reverse order without gaps */ -ClpMatrixBase * -ClpDummyMatrix::reverseOrderedCopy() const -{ - std::cerr << "reverseOrderedCopy not supported - ClpDummyMatrix" << std::endl; - abort(); - return NULL; -} -//unscaled versions -void -ClpDummyMatrix::times(double , - const double * , double * ) const -{ - std::cerr << "times not supported - ClpDummyMatrix" << std::endl; - abort(); -} -void -ClpDummyMatrix::transposeTimes(double , - const double * , double * ) const -{ - std::cerr << "transposeTimes not supported - ClpDummyMatrix" << std::endl; - abort(); -} -void -ClpDummyMatrix::times(double , - const double * , double * , - const double * , - const double * ) const -{ - std::cerr << "timesnot supported - ClpDummyMatrix" << std::endl; - abort(); -} -void -ClpDummyMatrix::transposeTimes( double, - const double * , double * , - const double * , - const double * ) const -{ - std::cerr << "transposeTimesnot supported - ClpDummyMatrix" << std::endl; - abort(); -} -/* Return x * A + y in z. - Squashes small elements and knows about ClpSimplex */ -void -ClpDummyMatrix::transposeTimes(const ClpSimplex * , double , - const CoinIndexedVector * , - CoinIndexedVector * , - CoinIndexedVector * ) const -{ - std::cerr << "transposeTimes not supported - ClpDummyMatrix" << std::endl; - abort(); -} -/* Return x *A in z but - just for indices in y */ -void -ClpDummyMatrix::subsetTransposeTimes(const ClpSimplex * , - const CoinIndexedVector * , - const CoinIndexedVector * , - CoinIndexedVector * ) const -{ - std::cerr << "subsetTransposeTimes not supported - ClpDummyMatrix" << std::endl; - abort(); -} -/// returns number of elements in column part of basis, -CoinBigIndex -ClpDummyMatrix::countBasis(const int * , - int & ) -{ - std::cerr << "countBasis not supported - ClpDummyMatrix" << std::endl; - abort(); - return 0; -} -void -ClpDummyMatrix::fillBasis(ClpSimplex * , - const int * , - int & , - int * , int * , - int * , int * , - CoinFactorizationDouble * ) -{ - std::cerr << "fillBasis not supported - ClpDummyMatrix" << std::endl; - abort(); -} -/* Unpacks a column into an CoinIndexedvector - */ -void -ClpDummyMatrix::unpack(const ClpSimplex * , CoinIndexedVector * , - int ) const -{ - std::cerr << "unpack not supported - ClpDummyMatrix" << std::endl; - abort(); -} -/* Unpacks a column into an CoinIndexedvector -** in packed foramt -Note that model is NOT const. Bounds and objective could -be modified if doing column generation (just for this variable) */ -void -ClpDummyMatrix::unpackPacked(ClpSimplex * , - CoinIndexedVector * , - int ) const -{ - std::cerr << "unpackPacked not supported - ClpDummyMatrix" << std::endl; - abort(); -} -/* Adds multiple of a column into an CoinIndexedvector - You can use quickAdd to add to vector */ -void -ClpDummyMatrix::add(const ClpSimplex * , CoinIndexedVector * , - int , double ) const -{ - std::cerr << "add not supported - ClpDummyMatrix" << std::endl; - abort(); -} -/* Adds multiple of a column into an array */ -void -ClpDummyMatrix::add(const ClpSimplex * , double * , - int , double ) const -{ - std::cerr << "add not supported - ClpDummyMatrix" << std::endl; - abort(); -} - -// Return a complete CoinPackedMatrix -CoinPackedMatrix * -ClpDummyMatrix::getPackedMatrix() const -{ - std::cerr << "getPackedMatrix not supported - ClpDummyMatrix" << std::endl; - abort(); - return NULL; -} -/* A vector containing the elements in the packed matrix. Note that there - might be gaps in this list, entries that do not belong to any - major-dimension vector. To get the actual elements one should look at - this vector together with vectorStarts and vectorLengths. */ -const double * -ClpDummyMatrix::getElements() const -{ - std::cerr << "getElements not supported - ClpDummyMatrix" << std::endl; - abort(); - return NULL; -} - -const CoinBigIndex * -ClpDummyMatrix::getVectorStarts() const -{ - std::cerr << "getVectorStarts not supported - ClpDummyMatrix" << std::endl; - abort(); - return NULL; -} -/* The lengths of the major-dimension vectors. */ -const int * -ClpDummyMatrix::getVectorLengths() const -{ - std::cerr << "get VectorLengths not supported - ClpDummyMatrix" << std::endl; - abort(); - return NULL; -} -/* Delete the columns whose indices are listed in indDel. */ -void ClpDummyMatrix::deleteCols(const int , const int * ) -{ - std::cerr << "deleteCols not supported - ClpDummyMatrix" << std::endl; - abort(); -} -/* Delete the rows whose indices are listed in indDel. */ -void ClpDummyMatrix::deleteRows(const int , const int * ) -{ - std::cerr << "deleteRows not supported - ClpDummyMatrix" << std::endl; - abort(); -} -const int * -ClpDummyMatrix::getIndices() const -{ - std::cerr << "getIndices not supported - ClpDummyMatrix" << std::endl; - abort(); - return NULL; -} diff --git a/cbits/coin/ClpDynamicExampleMatrix.cpp b/cbits/coin/ClpDynamicExampleMatrix.cpp deleted file mode 100644 --- a/cbits/coin/ClpDynamicExampleMatrix.cpp +++ /dev/null @@ -1,683 +0,0 @@ -/* $Id: ClpDynamicExampleMatrix.cpp 1941 2013-04-10 16:52:27Z stefan $ */ -// Copyright (C) 2004, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -#include - -#include "CoinPragma.hpp" -#include "CoinIndexedVector.hpp" -#include "CoinHelperFunctions.hpp" - -#include "ClpSimplex.hpp" -#include "ClpFactorization.hpp" -#include "ClpQuadraticObjective.hpp" -#include "ClpNonLinearCost.hpp" -// at end to get min/max! -#include "ClpDynamicExampleMatrix.hpp" -#include "ClpMessage.hpp" -//#define CLP_DEBUG -//#define CLP_DEBUG_PRINT -//############################################################################# -// Constructors / Destructor / Assignment -//############################################################################# - -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -ClpDynamicExampleMatrix::ClpDynamicExampleMatrix () - : ClpDynamicMatrix(), - numberColumns_(0), - startColumnGen_(NULL), - rowGen_(NULL), - elementGen_(NULL), - costGen_(NULL), - fullStartGen_(NULL), - dynamicStatusGen_(NULL), - idGen_(NULL), - columnLowerGen_(NULL), - columnUpperGen_(NULL) -{ - setType(25); -} - -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -ClpDynamicExampleMatrix::ClpDynamicExampleMatrix (const ClpDynamicExampleMatrix & rhs) - : ClpDynamicMatrix(rhs) -{ - numberColumns_ = rhs.numberColumns_; - startColumnGen_ = ClpCopyOfArray(rhs.startColumnGen_, numberColumns_ + 1); - CoinBigIndex numberElements = startColumnGen_[numberColumns_]; - rowGen_ = ClpCopyOfArray(rhs.rowGen_, numberElements);; - elementGen_ = ClpCopyOfArray(rhs.elementGen_, numberElements);; - costGen_ = ClpCopyOfArray(rhs.costGen_, numberColumns_); - fullStartGen_ = ClpCopyOfArray(rhs.fullStartGen_, numberSets_ + 1); - dynamicStatusGen_ = ClpCopyOfArray(rhs.dynamicStatusGen_, numberColumns_); - idGen_ = ClpCopyOfArray(rhs.idGen_, maximumGubColumns_); - columnLowerGen_ = ClpCopyOfArray(rhs.columnLowerGen_, numberColumns_); - columnUpperGen_ = ClpCopyOfArray(rhs.columnUpperGen_, numberColumns_); -} - -/* This is the real constructor*/ -ClpDynamicExampleMatrix::ClpDynamicExampleMatrix(ClpSimplex * model, int numberSets, - int numberGubColumns, const int * starts, - const double * lower, const double * upper, - const CoinBigIndex * startColumn, const int * row, - const double * element, const double * cost, - const double * columnLower, const double * columnUpper, - const unsigned char * status, - const unsigned char * dynamicStatus, - int numberIds, const int *ids) - : ClpDynamicMatrix(model, numberSets, 0, NULL, lower, upper, NULL, NULL, NULL, NULL, NULL, NULL, - NULL, NULL) -{ - setType(25); - numberColumns_ = numberGubColumns; - // start with safe values - then experiment - maximumGubColumns_ = numberColumns_; - maximumElements_ = startColumn[numberColumns_]; - // delete odd stuff created by ClpDynamicMatrix constructor - delete [] startSet_; - startSet_ = new int [numberSets_]; - delete [] next_; - next_ = new int [maximumGubColumns_]; - delete [] row_; - delete [] element_; - delete [] startColumn_; - delete [] cost_; - delete [] columnLower_; - delete [] columnUpper_; - delete [] dynamicStatus_; - delete [] status_; - delete [] id_; - // and size correctly - row_ = new int [maximumElements_]; - element_ = new double [maximumElements_]; - startColumn_ = new CoinBigIndex [maximumGubColumns_+1]; - // say no columns yet - numberGubColumns_ = 0; - startColumn_[0] = 0; - cost_ = new double[maximumGubColumns_]; - dynamicStatus_ = new unsigned char [2*maximumGubColumns_]; - memset(dynamicStatus_, 0, maximumGubColumns_); - id_ = new int[maximumGubColumns_]; - if (columnLower) - columnLower_ = new double[maximumGubColumns_]; - else - columnLower_ = NULL; - if (columnUpper) - columnUpper_ = new double[maximumGubColumns_]; - else - columnUpper_ = NULL; - // space for ids - idGen_ = new int [maximumGubColumns_]; - int iSet; - for (iSet = 0; iSet < numberSets_; iSet++) - startSet_[iSet] = -1; - // This starts code specific to this storage method - CoinBigIndex i; - fullStartGen_ = ClpCopyOfArray(starts, numberSets_ + 1); - startColumnGen_ = ClpCopyOfArray(startColumn, numberColumns_ + 1); - CoinBigIndex numberElements = startColumnGen_[numberColumns_]; - rowGen_ = ClpCopyOfArray(row, numberElements); - elementGen_ = new double[numberElements]; - for (i = 0; i < numberElements; i++) - elementGen_[i] = element[i]; - costGen_ = new double[numberColumns_]; - for (i = 0; i < numberColumns_; i++) { - costGen_[i] = cost[i]; - // I don't think I need sorted but ... - CoinSort_2(rowGen_ + startColumnGen_[i], rowGen_ + startColumnGen_[i+1], elementGen_ + startColumnGen_[i]); - } - if (columnLower) { - columnLowerGen_ = new double[numberColumns_]; - for (i = 0; i < numberColumns_; i++) { - columnLowerGen_[i] = columnLower[i]; - if (columnLowerGen_[i]) { - printf("Non-zero lower bounds not allowed - subtract from model\n"); - abort(); - } - } - } else { - columnLowerGen_ = NULL; - } - if (columnUpper) { - columnUpperGen_ = new double[numberColumns_]; - for (i = 0; i < numberColumns_; i++) - columnUpperGen_[i] = columnUpper[i]; - } else { - columnUpperGen_ = NULL; - } - // end specific coding - if (columnUpper_) { - // set all upper bounds so we have enough space - double * columnUpper = model->columnUpper(); - for(i = firstDynamic_; i < lastDynamic_; i++) - columnUpper[i] = 1.0e10; - } - status_ = new unsigned char [2*numberSets_+4]; - if (status) { - memcpy(status_,status, numberSets_ * sizeof(char)); - assert (dynamicStatus); - CoinMemcpyN(dynamicStatus, numberIds, dynamicStatus_); - assert (numberIds); - } else { - assert (!numberIds); - memset(status_, 0, numberSets_); - for (i = 0; i < numberSets_; i++) { - // make slack key - setStatus(i, ClpSimplex::basic); - } - } - dynamicStatusGen_ = new unsigned char [numberColumns_]; - memset(dynamicStatusGen_, 0, numberColumns_); // for clarity - for (i = 0; i < numberColumns_; i++) - setDynamicStatusGen(i, atLowerBound); - // Populate with enough columns - if (!numberIds) { - // This could be made more sophisticated - for (iSet = 0; iSet < numberSets_; iSet++) { - int sequence = fullStartGen_[iSet]; - CoinBigIndex start = startColumnGen_[sequence]; - addColumn(startColumnGen_[sequence+1] - start, - rowGen_ + start, - elementGen_ + start, - costGen_[sequence], - columnLowerGen_ ? columnLowerGen_[sequence] : 0, - columnUpperGen_ ? columnUpperGen_[sequence] : 1.0e30, - iSet, getDynamicStatusGen(sequence)); - idGen_[iSet] = sequence; // say which one in - setDynamicStatusGen(sequence, inSmall); - } - } else { - // put back old ones - int * set = new int[numberColumns_]; - for (iSet = 0; iSet < numberSets_; iSet++) { - for (CoinBigIndex j = fullStartGen_[iSet]; j < fullStartGen_[iSet+1]; j++) - set[j] = iSet; - } - for (int i = 0; i < numberIds; i++) { - int sequence = ids[i]; - CoinBigIndex start = startColumnGen_[sequence]; - addColumn(startColumnGen_[sequence+1] - start, - rowGen_ + start, - elementGen_ + start, - costGen_[sequence], - columnLowerGen_ ? columnLowerGen_[sequence] : 0, - columnUpperGen_ ? columnUpperGen_[sequence] : 1.0e30, - set[sequence], getDynamicStatus(i)); - idGen_[iSet] = sequence; // say which one in - setDynamicStatusGen(sequence, inSmall); - } - delete [] set; - } - if (!status) { - gubCrash(); - } else { - initialProblem(); - } -} -#if 0 -// This constructor just takes over ownership -ClpDynamicExampleMatrix::ClpDynamicExampleMatrix(ClpSimplex * model, int numberSets, - int numberGubColumns, int * starts, - const double * lower, const double * upper, - int * startColumn, int * row, - double * element, double * cost, - double * columnLower, double * columnUpper, - const unsigned char * status, - const unsigned char * dynamicStatus, - int numberIds, const int *ids) - : ClpDynamicMatrix(model, numberSets, 0, NULL, lower, upper, NULL, NULL, NULL, NULL, NULL, NULL, - NULL, NULL) -{ - setType(25); - numberColumns_ = numberGubColumns; - // start with safe values - then experiment - maximumGubColumns_ = numberColumns_; - maximumElements_ = startColumn[numberColumns_]; - // delete odd stuff created by ClpDynamicMatrix constructor - delete [] startSet_; - startSet_ = new int [numberSets_]; - delete [] next_; - next_ = new int [maximumGubColumns_]; - delete [] row_; - delete [] element_; - delete [] startColumn_; - delete [] cost_; - delete [] columnLower_; - delete [] columnUpper_; - delete [] dynamicStatus_; - delete [] status_; - delete [] id_; - // and size correctly - row_ = new int [maximumElements_]; - element_ = new double [maximumElements_]; - startColumn_ = new CoinBigIndex [maximumGubColumns_+1]; - // say no columns yet - numberGubColumns_ = 0; - startColumn_[0] = 0; - cost_ = new double[maximumGubColumns_]; - dynamicStatus_ = new unsigned char [2*maximumGubColumns_]; - memset(dynamicStatus_, 0, maximumGubColumns_); - id_ = new int[maximumGubColumns_]; - if (columnLower) - columnLower_ = new double[maximumGubColumns_]; - else - columnLower_ = NULL; - if (columnUpper) - columnUpper_ = new double[maximumGubColumns_]; - else - columnUpper_ = NULL; - // space for ids - idGen_ = new int [maximumGubColumns_]; - int iSet; - for (iSet = 0; iSet < numberSets_; iSet++) - startSet_[iSet] = -1; - // This starts code specific to this storage method - CoinBigIndex i; - fullStartGen_ = starts; - startColumnGen_ = startColumn; - rowGen_ = row; - elementGen_ = element; - costGen_ = cost; - for (i = 0; i < numberColumns_; i++) { - // I don't think I need sorted but ... - CoinSort_2(rowGen_ + startColumnGen_[i], rowGen_ + startColumnGen_[i+1], elementGen_ + startColumnGen_[i]); - } - if (columnLower) { - columnLowerGen_ = columnLower; - for (i = 0; i < numberColumns_; i++) { - if (columnLowerGen_[i]) { - printf("Non-zero lower bounds not allowed - subtract from model\n"); - abort(); - } - } - } else { - columnLowerGen_ = NULL; - } - if (columnUpper) { - columnUpperGen_ = columnUpper; - } else { - columnUpperGen_ = NULL; - } - // end specific coding - if (columnUpper_) { - // set all upper bounds so we have enough space - double * columnUpper = model->columnUpper(); - for(i = firstDynamic_; i < lastDynamic_; i++) - columnUpper[i] = 1.0e10; - } - status_ = new unsigned char [2*numberSets_+4]; - if (status) { - memcpy(status_,status, numberSets_ * sizeof(char)); - assert (dynamicStatus); - CoinMemcpyN(dynamicStatus, numberIds, dynamicStatus_); - assert (numberIds); - } else { - assert (!numberIds); - memset(status_, 0, numberSets_); - for (i = 0; i < numberSets_; i++) { - // make slack key - setStatus(i, ClpSimplex::basic); - } - } - dynamicStatusGen_ = new unsigned char [numberColumns_]; - memset(dynamicStatusGen_, 0, numberColumns_); // for clarity - for (i = 0; i < numberColumns_; i++) - setDynamicStatusGen(i, atLowerBound); - // Populate with enough columns - if (!numberIds) { - // This could be made more sophisticated - for (iSet = 0; iSet < numberSets_; iSet++) { - int sequence = fullStartGen_[iSet]; - CoinBigIndex start = startColumnGen_[sequence]; - addColumn(startColumnGen_[sequence+1] - start, - rowGen_ + start, - elementGen_ + start, - costGen_[sequence], - columnLowerGen_ ? columnLowerGen_[sequence] : 0, - columnUpperGen_ ? columnUpperGen_[sequence] : 1.0e30, - iSet, getDynamicStatusGen(sequence)); - idGen_[iSet] = sequence; // say which one in - setDynamicStatusGen(sequence, inSmall); - } - } else { - // put back old ones - int * set = new int[numberColumns_]; - for (iSet = 0; iSet < numberSets_; iSet++) { - for (CoinBigIndex j = fullStartGen_[iSet]; j < fullStartGen_[iSet+1]; j++) - set[j] = iSet; - } - for (int i = 0; i < numberIds; i++) { - int sequence = ids[i]; - int iSet = set[sequence]; - CoinBigIndex start = startColumnGen_[sequence]; - addColumn(startColumnGen_[sequence+1] - start, - rowGen_ + start, - elementGen_ + start, - costGen_[sequence], - columnLowerGen_ ? columnLowerGen_[sequence] : 0, - columnUpperGen_ ? columnUpperGen_[sequence] : 1.0e30, - iSet, getDynamicStatus(i)); - idGen_[i] = sequence; // say which one in - setDynamicStatusGen(sequence, inSmall); - } - delete [] set; - } - if (!status) { - gubCrash(); - } else { - initialProblem(); - } -} -#endif -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -ClpDynamicExampleMatrix::~ClpDynamicExampleMatrix () -{ - delete [] startColumnGen_; - delete [] rowGen_; - delete [] elementGen_; - delete [] costGen_; - delete [] fullStartGen_; - delete [] dynamicStatusGen_; - delete [] idGen_; - delete [] columnLowerGen_; - delete [] columnUpperGen_; -} - -//---------------------------------------------------------------- -// Assignment operator -//------------------------------------------------------------------- -ClpDynamicExampleMatrix & -ClpDynamicExampleMatrix::operator=(const ClpDynamicExampleMatrix& rhs) -{ - if (this != &rhs) { - ClpDynamicMatrix::operator=(rhs); - numberColumns_ = rhs.numberColumns_; - delete [] startColumnGen_; - delete [] rowGen_; - delete [] elementGen_; - delete [] costGen_; - delete [] fullStartGen_; - delete [] dynamicStatusGen_; - delete [] idGen_; - delete [] columnLowerGen_; - delete [] columnUpperGen_; - startColumnGen_ = ClpCopyOfArray(rhs.startColumnGen_, numberColumns_ + 1); - CoinBigIndex numberElements = startColumnGen_[numberColumns_]; - rowGen_ = ClpCopyOfArray(rhs.rowGen_, numberElements);; - elementGen_ = ClpCopyOfArray(rhs.elementGen_, numberElements);; - costGen_ = ClpCopyOfArray(rhs.costGen_, numberColumns_); - fullStartGen_ = ClpCopyOfArray(rhs.fullStartGen_, numberSets_ + 1); - dynamicStatusGen_ = ClpCopyOfArray(rhs.dynamicStatusGen_, numberColumns_); - idGen_ = ClpCopyOfArray(rhs.idGen_, maximumGubColumns_); - columnLowerGen_ = ClpCopyOfArray(rhs.columnLowerGen_, numberColumns_); - columnUpperGen_ = ClpCopyOfArray(rhs.columnUpperGen_, numberColumns_); - } - return *this; -} -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -ClpMatrixBase * ClpDynamicExampleMatrix::clone() const -{ - return new ClpDynamicExampleMatrix(*this); -} -// Partial pricing -void -ClpDynamicExampleMatrix::partialPricing(ClpSimplex * model, double startFraction, double endFraction, - int & bestSequence, int & numberWanted) -{ - numberWanted = currentWanted_; - assert(!model->rowScale()); - if (!numberSets_) { - // no gub - ClpPackedMatrix::partialPricing(model, startFraction, endFraction, bestSequence, numberWanted); - } else { - // and do some proportion of full set - int startG2 = static_cast (startFraction * numberSets_); - int endG2 = static_cast (endFraction * numberSets_ + 0.1); - endG2 = CoinMin(endG2, numberSets_); - //printf("gub price - set start %d end %d\n", - // startG2,endG2); - double tolerance = model->currentDualTolerance(); - double * reducedCost = model->djRegion(); - const double * duals = model->dualRowSolution(); - double bestDj; - int numberRows = model->numberRows(); - int slackOffset = lastDynamic_ + numberRows; - int structuralOffset = slackOffset + numberSets_; - int structuralOffset2 = structuralOffset + maximumGubColumns_; - // If nothing found yet can go all the way to end - int endAll = endG2; - if (bestSequence < 0 && !startG2) - endAll = numberSets_; - if (bestSequence >= 0) { - if (bestSequence != savedBestSequence_) - bestDj = fabs(reducedCost[bestSequence]); // dj from slacks or permanent - else - bestDj = savedBestDj_; - } else { - bestDj = tolerance; - } - int saveSequence = bestSequence; - double djMod = 0.0; - double bestDjMod = 0.0; - //printf("iteration %d start %d end %d - wanted %d\n",model->numberIterations(), - // startG2,endG2,numberWanted); - int bestSet = -1; - int minSet = minimumObjectsScan_ < 0 ? 5 : minimumObjectsScan_; - int minNeg = minimumGoodReducedCosts_ < 0 ? 5 : minimumGoodReducedCosts_; - for (int iSet = startG2; iSet < endAll; iSet++) { - if (numberWanted + minNeg < originalWanted_ && iSet > startG2 + minSet) { - // give up - numberWanted = 0; - break; - } else if (iSet == endG2 && bestSequence >= 0) { - break; - } - int gubRow = toIndex_[iSet]; - if (gubRow >= 0) { - djMod = duals[gubRow+numberStaticRows_]; // have I got sign right? - } else { - int iBasic = keyVariable_[iSet]; - if (iBasic >= numberColumns_) { - djMod = 0.0; // set not in - } else { - // get dj without - djMod = 0.0; - for (CoinBigIndex j = startColumn_[iBasic]; - j < startColumn_[iBasic+1]; j++) { - int jRow = row_[j]; - djMod -= duals[jRow] * element_[j]; - } - djMod += cost_[iBasic]; - // See if gub slack possible - dj is djMod - if (getStatus(iSet) == ClpSimplex::atLowerBound) { - double value = -djMod; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!flagged(iSet)) { - bestDj = value; - bestSequence = slackOffset + iSet; - bestDjMod = djMod; - bestSet = iSet; - } else { - // just to make sure we don't exit before got something - numberWanted++; - abort(); - } - } - } - } else if (getStatus(iSet) == ClpSimplex::atUpperBound) { - double value = djMod; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!flagged(iSet)) { - bestDj = value; - bestSequence = slackOffset + iSet; - bestDjMod = djMod; - bestSet = iSet; - } else { - // just to make sure we don't exit before got something - numberWanted++; - abort(); - } - } - } - } - } - } - // do ones in small - int iSequence = startSet_[iSet]; - while (iSequence >= 0) { - DynamicStatus status = getDynamicStatus(iSequence); - if (status == atLowerBound || status == atUpperBound) { - double value = cost_[iSequence] - djMod; - for (CoinBigIndex j = startColumn_[iSequence]; - j < startColumn_[iSequence+1]; j++) { - int jRow = row_[j]; - value -= duals[jRow] * element_[j]; - } - // change sign if at lower bound - if (status == atLowerBound) - value = -value; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!flagged(iSequence)) { - bestDj = value; - bestSequence = structuralOffset + iSequence; - bestDjMod = djMod; - bestSet = iSet; - } else { - // just to make sure we don't exit before got something - numberWanted++; - } - } - } - } - iSequence = next_[iSequence]; //onto next in set - } - // and now get best by column generation - // If no upper bounds we may not need status test - for (iSequence = fullStartGen_[iSet]; iSequence < fullStartGen_[iSet+1]; iSequence++) { - DynamicStatus status = getDynamicStatusGen(iSequence); - assert (status != atUpperBound && status != soloKey); - if (status == atLowerBound) { - double value = costGen_[iSequence] - djMod; - for (CoinBigIndex j = startColumnGen_[iSequence]; - j < startColumnGen_[iSequence+1]; j++) { - int jRow = rowGen_[j]; - value -= duals[jRow] * elementGen_[j]; - } - // change sign as at lower bound - value = -value; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!flaggedGen(iSequence)) { - bestDj = value; - bestSequence = structuralOffset2 + iSequence; - bestDjMod = djMod; - bestSet = iSet; - } else { - // just to make sure we don't exit before got something - numberWanted++; - } - } - } - } - } - if (numberWanted <= 0) { - numberWanted = 0; - break; - } - } - if (bestSequence != saveSequence) { - savedBestGubDual_ = bestDjMod; - savedBestDj_ = bestDj; - savedBestSequence_ = bestSequence; - savedBestSet_ = bestSet; - } - // Do packed part before gub - // always??? - // Resize so just do to gub - numberActiveColumns_ = firstDynamic_; - int saveMinNeg = minimumGoodReducedCosts_; - if (bestSequence >= 0) - minimumGoodReducedCosts_ = -2; - currentWanted_ = numberWanted; - ClpPackedMatrix::partialPricing(model, startFraction, endFraction, bestSequence, numberWanted); - numberActiveColumns_ = matrix_->getNumCols(); - minimumGoodReducedCosts_ = saveMinNeg; - // See if may be finished - if (!startG2 && bestSequence < 0) - infeasibilityWeight_ = model_->infeasibilityCost(); - else if (bestSequence >= 0) - infeasibilityWeight_ = -1.0; - currentWanted_ = numberWanted; - } -} -/* Creates a variable. This is called after partial pricing and may modify matrix. - May update bestSequence. -*/ -void -ClpDynamicExampleMatrix::createVariable(ClpSimplex * model, int & bestSequence) -{ - int numberRows = model->numberRows(); - int slackOffset = lastDynamic_ + numberRows; - int structuralOffset = slackOffset + numberSets_; - int bestSequence2 = savedBestSequence_ - structuralOffset; - if (bestSequence2 >= 0) { - // See if needs new - if (bestSequence2 >= maximumGubColumns_) { - bestSequence2 -= maximumGubColumns_; - int sequence = addColumn(startColumnGen_[bestSequence2+1] - startColumnGen_[bestSequence2], - rowGen_ + startColumnGen_[bestSequence2], - elementGen_ + startColumnGen_[bestSequence2], - costGen_[bestSequence2], - columnLowerGen_ ? columnLowerGen_[bestSequence2] : 0, - columnUpperGen_ ? columnUpperGen_[bestSequence2] : 1.0e30, - savedBestSet_, getDynamicStatusGen(bestSequence2)); - savedBestSequence_ = structuralOffset + sequence; - idGen_[sequence] = bestSequence2; - setDynamicStatusGen(bestSequence2, inSmall); - } - } - ClpDynamicMatrix::createVariable(model, bestSequence/*, bestSequence2*/); - // clear for next iteration - savedBestSequence_ = -1; -} -/* If addColumn forces compression then this allows descendant to know what to do. - If >=0 then entry stayed in, if -1 then entry went out to lower bound.of zero. - Entries at upper bound (really nonzero) never go out (at present). -*/ -void -ClpDynamicExampleMatrix::packDown(const int * in, int numberToPack) -{ - int put = 0; - for (int i = 0; i < numberToPack; i++) { - int id = idGen_[i]; - if (in[i] >= 0) { - // stays in - assert (put == in[i]); // true for now - idGen_[put++] = id; - } else { - // out to lower bound - setDynamicStatusGen(id, atLowerBound); - } - } - assert (put == numberGubColumns_); -} diff --git a/cbits/coin/ClpGubDynamicMatrix.cpp b/cbits/coin/ClpGubDynamicMatrix.cpp deleted file mode 100644 --- a/cbits/coin/ClpGubDynamicMatrix.cpp +++ /dev/null @@ -1,2166 +0,0 @@ -/* $Id: ClpGubDynamicMatrix.cpp 1732 2011-05-31 08:09:41Z forrest $ */ -// 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). - - -#include - -#include "CoinPragma.hpp" -#include "CoinIndexedVector.hpp" -#include "CoinHelperFunctions.hpp" - -#include "ClpSimplex.hpp" -#include "ClpFactorization.hpp" -#include "ClpQuadraticObjective.hpp" -#include "ClpNonLinearCost.hpp" -// at end to get min/max! -#include "ClpGubDynamicMatrix.hpp" -#include "ClpMessage.hpp" -//#define CLP_DEBUG -//#define CLP_DEBUG_PRINT -//############################################################################# -// Constructors / Destructor / Assignment -//############################################################################# - -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -ClpGubDynamicMatrix::ClpGubDynamicMatrix () - : ClpGubMatrix(), - objectiveOffset_(0.0), - startColumn_(NULL), - row_(NULL), - element_(NULL), - cost_(NULL), - fullStart_(NULL), - id_(NULL), - dynamicStatus_(NULL), - lowerColumn_(NULL), - upperColumn_(NULL), - lowerSet_(NULL), - upperSet_(NULL), - numberGubColumns_(0), - firstAvailable_(0), - savedFirstAvailable_(0), - firstDynamic_(0), - lastDynamic_(0), - numberElements_(0) -{ - setType(13); -} - -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -ClpGubDynamicMatrix::ClpGubDynamicMatrix (const ClpGubDynamicMatrix & rhs) - : ClpGubMatrix(rhs) -{ - objectiveOffset_ = rhs.objectiveOffset_; - numberGubColumns_ = rhs.numberGubColumns_; - firstAvailable_ = rhs.firstAvailable_; - savedFirstAvailable_ = rhs.savedFirstAvailable_; - firstDynamic_ = rhs.firstDynamic_; - lastDynamic_ = rhs.lastDynamic_; - numberElements_ = rhs.numberElements_; - startColumn_ = ClpCopyOfArray(rhs.startColumn_, numberGubColumns_ + 1); - CoinBigIndex numberElements = startColumn_[numberGubColumns_]; - row_ = ClpCopyOfArray(rhs.row_, numberElements);; - element_ = ClpCopyOfArray(rhs.element_, numberElements);; - cost_ = ClpCopyOfArray(rhs.cost_, numberGubColumns_); - fullStart_ = ClpCopyOfArray(rhs.fullStart_, numberSets_ + 1); - id_ = ClpCopyOfArray(rhs.id_, lastDynamic_ - firstDynamic_); - lowerColumn_ = ClpCopyOfArray(rhs.lowerColumn_, numberGubColumns_); - upperColumn_ = ClpCopyOfArray(rhs.upperColumn_, numberGubColumns_); - dynamicStatus_ = ClpCopyOfArray(rhs.dynamicStatus_, numberGubColumns_); - lowerSet_ = ClpCopyOfArray(rhs.lowerSet_, numberSets_); - upperSet_ = ClpCopyOfArray(rhs.upperSet_, numberSets_); -} - -/* This is the real constructor*/ -ClpGubDynamicMatrix::ClpGubDynamicMatrix(ClpSimplex * model, int numberSets, - int numberGubColumns, const int * starts, - const double * lower, const double * upper, - const CoinBigIndex * startColumn, const int * row, - const double * element, const double * cost, - const double * lowerColumn, const double * upperColumn, - const unsigned char * status) - : ClpGubMatrix() -{ - objectiveOffset_ = model->objectiveOffset(); - model_ = model; - numberSets_ = numberSets; - numberGubColumns_ = numberGubColumns; - fullStart_ = ClpCopyOfArray(starts, numberSets_ + 1); - lower_ = ClpCopyOfArray(lower, numberSets_); - upper_ = ClpCopyOfArray(upper, numberSets_); - int numberColumns = model->numberColumns(); - int numberRows = model->numberRows(); - // Number of columns needed - int numberGubInSmall = numberSets_ + numberRows + 2 * model->factorizationFrequency() + 2; - // for small problems this could be too big - //numberGubInSmall = CoinMin(numberGubInSmall,numberGubColumns_); - int numberNeeded = numberGubInSmall + numberColumns; - firstAvailable_ = numberColumns; - savedFirstAvailable_ = numberColumns; - firstDynamic_ = numberColumns; - lastDynamic_ = numberNeeded; - startColumn_ = ClpCopyOfArray(startColumn, numberGubColumns_ + 1); - CoinBigIndex numberElements = startColumn_[numberGubColumns_]; - row_ = ClpCopyOfArray(row, numberElements); - element_ = new double[numberElements]; - CoinBigIndex i; - for (i = 0; i < numberElements; i++) - element_[i] = element[i]; - cost_ = new double[numberGubColumns_]; - for (i = 0; i < numberGubColumns_; i++) { - cost_[i] = cost[i]; - // need sorted - CoinSort_2(row_ + startColumn_[i], row_ + startColumn_[i+1], element_ + startColumn_[i]); - } - if (lowerColumn) { - lowerColumn_ = new double[numberGubColumns_]; - for (i = 0; i < numberGubColumns_; i++) - lowerColumn_[i] = lowerColumn[i]; - } else { - lowerColumn_ = NULL; - } - if (upperColumn) { - upperColumn_ = new double[numberGubColumns_]; - for (i = 0; i < numberGubColumns_; i++) - upperColumn_[i] = upperColumn[i]; - } else { - upperColumn_ = NULL; - } - if (upperColumn || lowerColumn) { - lowerSet_ = new double[numberSets_]; - for (i = 0; i < numberSets_; i++) { - if (lower[i] > -1.0e20) - lowerSet_[i] = lower[i]; - else - lowerSet_[i] = -1.0e30; - } - upperSet_ = new double[numberSets_]; - for (i = 0; i < numberSets_; i++) { - if (upper[i] < 1.0e20) - upperSet_[i] = upper[i]; - else - upperSet_[i] = 1.0e30; - } - } else { - lowerSet_ = NULL; - upperSet_ = NULL; - } - start_ = NULL; - end_ = NULL; - dynamicStatus_ = NULL; - id_ = new int[numberGubInSmall]; - for (i = 0; i < numberGubInSmall; i++) - id_[i] = -1; - ClpPackedMatrix* originalMatrixA = - dynamic_cast< ClpPackedMatrix*>(model->clpMatrix()); - assert (originalMatrixA); - CoinPackedMatrix * originalMatrix = originalMatrixA->getPackedMatrix(); - originalMatrixA->setMatrixNull(); // so can be deleted safely - // guess how much space needed - double guess = originalMatrix->getNumElements() + 10; - guess /= static_cast (numberColumns); - guess *= 2 * numberGubColumns_; - numberElements_ = static_cast (CoinMin(guess, 10000000.0)); - numberElements_ = CoinMin(numberElements_, numberElements) + originalMatrix->getNumElements(); - matrix_ = originalMatrix; - flags_ &= ~1; - // resize model (matrix stays same) - model->resize(numberRows, numberNeeded); - if (upperColumn_) { - // set all upper bounds so we have enough space - double * columnUpper = model->columnUpper(); - for(i = firstDynamic_; i < lastDynamic_; i++) - columnUpper[i] = 1.0e10; - } - // resize matrix - // extra 1 is so can keep number of elements handy - originalMatrix->reserve(numberNeeded, numberElements_, true); - originalMatrix->reserve(numberNeeded + 1, numberElements_, false); - originalMatrix->getMutableVectorStarts()[numberColumns] = originalMatrix->getNumElements(); - // redo number of columns - numberColumns = matrix_->getNumCols(); - backward_ = new int[numberNeeded]; - backToPivotRow_ = new int[numberNeeded]; - // We know a bit better - delete [] changeCost_; - changeCost_ = new double [numberRows+numberSets_]; - keyVariable_ = new int[numberSets_]; - // signal to need new ordering - next_ = NULL; - for (int iColumn = 0; iColumn < numberNeeded; iColumn++) - backward_[iColumn] = -1; - - firstGub_ = firstDynamic_; - lastGub_ = lastDynamic_; - if (!lowerColumn_ && !upperColumn_) - gubType_ = 8; - if (status) { - status_ = ClpCopyOfArray(status, numberSets_); - } else { - status_ = new unsigned char [numberSets_]; - memset(status_, 0, numberSets_); - int i; - for (i = 0; i < numberSets_; i++) { - // make slack key - setStatus(i, ClpSimplex::basic); - } - } - saveStatus_ = new unsigned char [numberSets_]; - memset(saveStatus_, 0, numberSets_); - savedKeyVariable_ = new int [numberSets_]; - memset(savedKeyVariable_, 0, numberSets_ * sizeof(int)); -} - -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -ClpGubDynamicMatrix::~ClpGubDynamicMatrix () -{ - delete [] startColumn_; - delete [] row_; - delete [] element_; - delete [] cost_; - delete [] fullStart_; - delete [] id_; - delete [] dynamicStatus_; - delete [] lowerColumn_; - delete [] upperColumn_; - delete [] lowerSet_; - delete [] upperSet_; -} - -//---------------------------------------------------------------- -// Assignment operator -//------------------------------------------------------------------- -ClpGubDynamicMatrix & -ClpGubDynamicMatrix::operator=(const ClpGubDynamicMatrix& rhs) -{ - if (this != &rhs) { - ClpGubMatrix::operator=(rhs); - delete [] startColumn_; - delete [] row_; - delete [] element_; - delete [] cost_; - delete [] fullStart_; - delete [] id_; - delete [] dynamicStatus_; - delete [] lowerColumn_; - delete [] upperColumn_; - delete [] lowerSet_; - delete [] upperSet_; - objectiveOffset_ = rhs.objectiveOffset_; - numberGubColumns_ = rhs.numberGubColumns_; - firstAvailable_ = rhs.firstAvailable_; - savedFirstAvailable_ = rhs.savedFirstAvailable_; - firstDynamic_ = rhs.firstDynamic_; - lastDynamic_ = rhs.lastDynamic_; - numberElements_ = rhs.numberElements_; - startColumn_ = ClpCopyOfArray(rhs.startColumn_, numberGubColumns_ + 1); - int numberElements = startColumn_[numberGubColumns_]; - row_ = ClpCopyOfArray(rhs.row_, numberElements);; - element_ = ClpCopyOfArray(rhs.element_, numberElements);; - cost_ = ClpCopyOfArray(rhs.cost_, numberGubColumns_); - fullStart_ = ClpCopyOfArray(rhs.fullStart_, numberSets_ + 1); - id_ = ClpCopyOfArray(rhs.id_, lastDynamic_ - firstDynamic_); - lowerColumn_ = ClpCopyOfArray(rhs.lowerColumn_, numberGubColumns_); - upperColumn_ = ClpCopyOfArray(rhs.upperColumn_, numberGubColumns_); - dynamicStatus_ = ClpCopyOfArray(rhs.dynamicStatus_, numberGubColumns_); - lowerSet_ = ClpCopyOfArray(rhs.lowerSet_, numberSets_); - upperSet_ = ClpCopyOfArray(rhs.upperSet_, numberSets_); - } - return *this; -} -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -ClpMatrixBase * ClpGubDynamicMatrix::clone() const -{ - return new ClpGubDynamicMatrix(*this); -} -// Partial pricing -void -ClpGubDynamicMatrix::partialPricing(ClpSimplex * model, double startFraction, double endFraction, - int & bestSequence, int & numberWanted) -{ - assert(!model->rowScale()); - numberWanted = currentWanted_; - if (!numberSets_) { - // no gub - ClpPackedMatrix::partialPricing(model, startFraction, endFraction, bestSequence, numberWanted); - return; - } else { - // and do some proportion of full set - int startG2 = static_cast (startFraction * numberSets_); - int endG2 = static_cast (endFraction * numberSets_ + 0.1); - endG2 = CoinMin(endG2, numberSets_); - //printf("gub price - set start %d end %d\n", - // startG2,endG2); - double tolerance = model->currentDualTolerance(); - double * reducedCost = model->djRegion(); - const double * duals = model->dualRowSolution(); - double * cost = model->costRegion(); - double bestDj; - int numberRows = model->numberRows(); - int numberColumns = lastDynamic_; - // If nothing found yet can go all the way to end - int endAll = endG2; - if (bestSequence < 0 && !startG2) - endAll = numberSets_; - if (bestSequence >= 0) - bestDj = fabs(reducedCost[bestSequence]); - else - bestDj = tolerance; - int saveSequence = bestSequence; - double djMod = 0.0; - double infeasibilityCost = model->infeasibilityCost(); - double bestDjMod = 0.0; - //printf("iteration %d start %d end %d - wanted %d\n",model->numberIterations(), - // startG2,endG2,numberWanted); - int bestType = -1; - int bestSet = -1; - const double * element = matrix_->getElements(); - const int * row = matrix_->getIndices(); - const CoinBigIndex * startColumn = matrix_->getVectorStarts(); - int * length = matrix_->getMutableVectorLengths(); -#if 0 - // make sure first available is clean (in case last iteration rejected) - cost[firstAvailable_] = 0.0; - length[firstAvailable_] = 0; - model->nonLinearCost()->setOne(firstAvailable_, 0.0, 0.0, COIN_DBL_MAX, 0.0); - model->setStatus(firstAvailable_, ClpSimplex::atLowerBound); - { - for (int i = firstAvailable_; i < lastDynamic_; i++) - assert(!cost[i]); - } -#endif -#ifdef CLP_DEBUG - { - for (int i = firstDynamic_; i < firstAvailable_; i++) { - assert (getDynamicStatus(id_[i-firstDynamic_]) == inSmall); - } - } -#endif - int minSet = minimumObjectsScan_ < 0 ? 5 : minimumObjectsScan_; - int minNeg = minimumGoodReducedCosts_ < 0 ? 5 : minimumGoodReducedCosts_; - for (int iSet = startG2; iSet < endAll; iSet++) { - if (numberWanted + minNeg < originalWanted_ && iSet > startG2 + minSet) { - // give up - numberWanted = 0; - break; - } else if (iSet == endG2 && bestSequence >= 0) { - break; - } - CoinBigIndex j; - int iBasic = keyVariable_[iSet]; - if (iBasic >= numberColumns) { - djMod = - weight(iSet) * infeasibilityCost; - } else { - // get dj without - assert (model->getStatus(iBasic) == ClpSimplex::basic); - djMod = 0.0; - - for (j = startColumn[iBasic]; - j < startColumn[iBasic] + length[iBasic]; j++) { - int jRow = row[j]; - djMod -= duals[jRow] * element[j]; - } - djMod += cost[iBasic]; - // See if gub slack possible - dj is djMod - if (getStatus(iSet) == ClpSimplex::atLowerBound) { - double value = -djMod; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!flagged(iSet)) { - bestDj = value; - bestSequence = numberRows + numberColumns + iSet; - bestDjMod = djMod; - bestType = 0; - bestSet = iSet; - } else { - // just to make sure we don't exit before got something - numberWanted++; - abort(); - } - } - } - } else if (getStatus(iSet) == ClpSimplex::atUpperBound) { - double value = djMod; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!flagged(iSet)) { - bestDj = value; - bestSequence = numberRows + numberColumns + iSet; - bestDjMod = djMod; - bestType = 0; - bestSet = iSet; - } else { - // just to make sure we don't exit before got something - numberWanted++; - abort(); - } - } - } - } - } - for (int iSequence = fullStart_[iSet]; iSequence < fullStart_[iSet+1]; iSequence++) { - DynamicStatus status = getDynamicStatus(iSequence); - if (status != inSmall) { - double value = cost_[iSequence] - djMod; - for (j = startColumn_[iSequence]; - j < startColumn_[iSequence+1]; j++) { - int jRow = row_[j]; - value -= duals[jRow] * element_[j]; - } - // change sign if at lower bound - if (status == atLowerBound) - value = -value; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!flagged(iSequence)) { - bestDj = value; - bestSequence = iSequence; - bestDjMod = djMod; - bestType = 1; - bestSet = iSet; - } else { - // just to make sure we don't exit before got something - numberWanted++; - } - } - } - } - } - if (numberWanted <= 0) { - numberWanted = 0; - break; - } - } - // Do packed part before gub and small gub - but lightly - int saveMinNeg = minimumGoodReducedCosts_; - int saveSequence2 = bestSequence; - if (bestSequence >= 0) - minimumGoodReducedCosts_ = -2; - int saveLast = lastGub_; - lastGub_ = firstAvailable_; - currentWanted_ = numberWanted; - ClpGubMatrix::partialPricing(model, startFraction, endFraction, bestSequence, numberWanted); - minimumGoodReducedCosts_ = saveMinNeg; - lastGub_ = saveLast; - if (bestSequence != saveSequence2) { - bestType = -1; // in normal or small gub part - saveSequence = bestSequence; - } - if (bestSequence != saveSequence || bestType >= 0) { - double * lowerColumn = model->lowerRegion(); - double * upperColumn = model->upperRegion(); - double * solution = model->solutionRegion(); - if (bestType > 0) { - // recompute dj and create - double value = cost_[bestSequence] - bestDjMod; - for (CoinBigIndex jBigIndex = startColumn_[bestSequence]; - jBigIndex < startColumn_[bestSequence+1]; jBigIndex++) { - int jRow = row_[jBigIndex]; - value -= duals[jRow] * element_[jBigIndex]; - } - double * element = matrix_->getMutableElements(); - int * row = matrix_->getMutableIndices(); - CoinBigIndex * startColumn = matrix_->getMutableVectorStarts(); - int * length = matrix_->getMutableVectorLengths(); - CoinBigIndex numberElements = startColumn[firstAvailable_]; - int numberThis = startColumn_[bestSequence+1] - startColumn_[bestSequence]; - if (numberElements + numberThis > numberElements_) { - // need to redo - numberElements_ = CoinMax(3 * numberElements_ / 2, numberElements + numberThis); - matrix_->reserve(numberColumns, numberElements_); - element = matrix_->getMutableElements(); - row = matrix_->getMutableIndices(); - // these probably okay but be safe - startColumn = matrix_->getMutableVectorStarts(); - length = matrix_->getMutableVectorLengths(); - } - // already set startColumn[firstAvailable_]=numberElements; - length[firstAvailable_] = numberThis; - model->costRegion()[firstAvailable_] = cost_[bestSequence]; - CoinBigIndex base = startColumn_[bestSequence]; - for (int j = 0; j < numberThis; j++) { - row[numberElements] = row_[base+j]; - element[numberElements++] = element_[base+j]; - } - id_[firstAvailable_-firstDynamic_] = bestSequence; - //printf("best %d\n",bestSequence); - backward_[firstAvailable_] = bestSet; - model->solutionRegion()[firstAvailable_] = 0.0; - if (!lowerColumn_ && !upperColumn_) { - model->setStatus(firstAvailable_, ClpSimplex::atLowerBound); - lowerColumn[firstAvailable_] = 0.0; - upperColumn[firstAvailable_] = COIN_DBL_MAX; - } else { - DynamicStatus status = getDynamicStatus(bestSequence); - if (lowerColumn_) - lowerColumn[firstAvailable_] = lowerColumn_[bestSequence]; - else - lowerColumn[firstAvailable_] = 0.0; - if (upperColumn_) - upperColumn[firstAvailable_] = upperColumn_[bestSequence]; - else - upperColumn[firstAvailable_] = COIN_DBL_MAX; - if (status == atLowerBound) { - solution[firstAvailable_] = lowerColumn[firstAvailable_]; - model->setStatus(firstAvailable_, ClpSimplex::atLowerBound); - } else { - solution[firstAvailable_] = upperColumn[firstAvailable_]; - model->setStatus(firstAvailable_, ClpSimplex::atUpperBound); - } - } - model->nonLinearCost()->setOne(firstAvailable_, solution[firstAvailable_], - lowerColumn[firstAvailable_], - upperColumn[firstAvailable_], cost_[bestSequence]); - bestSequence = firstAvailable_; - // firstAvailable_ only updated if good pivot (in updatePivot) - startColumn[firstAvailable_+1] = numberElements; - //printf("price struct %d - dj %g gubpi %g\n",bestSequence,value,bestDjMod); - reducedCost[bestSequence] = value; - gubSlackIn_ = -1; - } else { - // slack - make last column - gubSlackIn_ = bestSequence - numberRows - numberColumns; - bestSequence = numberColumns + 2 * numberRows; - reducedCost[bestSequence] = bestDjMod; - //printf("price slack %d - gubpi %g\n",gubSlackIn_,bestDjMod); - model->setStatus(bestSequence, getStatus(gubSlackIn_)); - if (getStatus(gubSlackIn_) == ClpSimplex::atUpperBound) - solution[bestSequence] = upper_[gubSlackIn_]; - else - solution[bestSequence] = lower_[gubSlackIn_]; - lowerColumn[bestSequence] = lower_[gubSlackIn_]; - upperColumn[bestSequence] = upper_[gubSlackIn_]; - model->costRegion()[bestSequence] = 0.0; - model->nonLinearCost()->setOne(bestSequence, solution[bestSequence], lowerColumn[bestSequence], - upperColumn[bestSequence], 0.0); - } - savedBestSequence_ = bestSequence; - savedBestDj_ = reducedCost[savedBestSequence_]; - } - // See if may be finished - if (!startG2 && bestSequence < 0) - infeasibilityWeight_ = model_->infeasibilityCost(); - else if (bestSequence >= 0) - infeasibilityWeight_ = -1.0; - } - currentWanted_ = numberWanted; -} -// This is local to Gub to allow synchronization when status is good -int -ClpGubDynamicMatrix::synchronize(ClpSimplex * model, int mode) -{ - int returnNumber = 0; - switch (mode) { - case 0: { -#ifdef CLP_DEBUG - { - for (int i = 0; i < numberSets_; i++) - assert(toIndex_[i] == -1); - } -#endif - // lookup array - int * lookup = new int[lastDynamic_]; - int iColumn; - int numberColumns = model->numberColumns(); - double * element = matrix_->getMutableElements(); - int * row = matrix_->getMutableIndices(); - CoinBigIndex * startColumn = matrix_->getMutableVectorStarts(); - int * length = matrix_->getMutableVectorLengths(); - double * cost = model->costRegion(); - double * lowerColumn = model->lowerRegion(); - double * upperColumn = model->upperRegion(); - int * pivotVariable = model->pivotVariable(); - CoinBigIndex numberElements = startColumn[firstDynamic_]; - // first just do lookup and basic stuff - int currentNumber = firstAvailable_; - firstAvailable_ = firstDynamic_; - int numberToDo = 0; - double objectiveChange = 0.0; - double * solution = model->solutionRegion(); - for (iColumn = firstDynamic_; iColumn < currentNumber; iColumn++) { - int iSet = backward_[iColumn]; - if (toIndex_[iSet] < 0) { - toIndex_[iSet] = 0; - fromIndex_[numberToDo++] = iSet; - } - if (model->getStatus(iColumn) == ClpSimplex::basic || iColumn == keyVariable_[iSet]) { - lookup[iColumn] = firstAvailable_; - if (iColumn != keyVariable_[iSet]) { - int iPivot = backToPivotRow_[iColumn]; - backToPivotRow_[firstAvailable_] = iPivot; - pivotVariable[iPivot] = firstAvailable_; - } - firstAvailable_++; - } else { - int jColumn = id_[iColumn-firstDynamic_]; - setDynamicStatus(jColumn, atLowerBound); - if (lowerColumn_ || upperColumn_) { - if (model->getStatus(iColumn) == ClpSimplex::atUpperBound) - setDynamicStatus(jColumn, atUpperBound); - // treat solution as if exactly at a bound - double value = solution[iColumn]; - if (fabs(value - lowerColumn[iColumn]) < fabs(value - upperColumn[iColumn])) - value = lowerColumn[iColumn]; - else - value = upperColumn[iColumn]; - objectiveChange += cost[iColumn] * value; - // redo lower and upper on sets - double shift = value; - if (lowerSet_[iSet] > -1.0e20) - lower_[iSet] = lowerSet_[iSet] - shift; - if (upperSet_[iSet] < 1.0e20) - upper_[iSet] = upperSet_[iSet] - shift; - } - lookup[iColumn] = -1; - } - } - model->setObjectiveOffset(model->objectiveOffset() + objectiveChange); - firstAvailable_ = firstDynamic_; - for (iColumn = firstDynamic_; iColumn < currentNumber; iColumn++) { - if (lookup[iColumn] >= 0) { - // move - int jColumn = id_[iColumn-firstDynamic_]; - id_[firstAvailable_-firstDynamic_] = jColumn; - int numberThis = startColumn_[jColumn+1] - startColumn_[jColumn]; - length[firstAvailable_] = numberThis; - cost[firstAvailable_] = cost[iColumn]; - lowerColumn[firstAvailable_] = lowerColumn[iColumn]; - upperColumn[firstAvailable_] = upperColumn[iColumn]; - double originalLower = lowerColumn_ ? lowerColumn_[jColumn] : 0.0; - double originalUpper = upperColumn_ ? upperColumn_[jColumn] : COIN_DBL_MAX; - if (originalUpper > 1.0e30) - originalUpper = COIN_DBL_MAX; - model->nonLinearCost()->setOne(firstAvailable_, solution[iColumn], - originalLower, originalUpper, - cost_[jColumn]); - CoinBigIndex base = startColumn_[jColumn]; - for (int j = 0; j < numberThis; j++) { - row[numberElements] = row_[base+j]; - element[numberElements++] = element_[base+j]; - } - model->setStatus(firstAvailable_, model->getStatus(iColumn)); - backward_[firstAvailable_] = backward_[iColumn]; - solution[firstAvailable_] = solution[iColumn]; - firstAvailable_++; - startColumn[firstAvailable_] = numberElements; - } - } - // clean up next_ - int * temp = new int [firstAvailable_]; - for (int jSet = 0; jSet < numberToDo; jSet++) { - int iSet = fromIndex_[jSet]; - toIndex_[iSet] = -1; - int last = keyVariable_[iSet]; - int j = next_[last]; - bool setTemp = true; - if (last < lastDynamic_) { - last = lookup[last]; - assert (last >= 0); - keyVariable_[iSet] = last; - } else if (j >= 0) { - int newJ = lookup[j]; - assert (newJ >= 0); - j = next_[j]; - next_[last] = newJ; - last = newJ; - } else { - next_[last] = -(iSet + numberColumns + 1); - setTemp = false; - } - while (j >= 0) { - int newJ = lookup[j]; - assert (newJ >= 0); - temp[last] = newJ; - last = newJ; - j = next_[j]; - } - if (setTemp) - temp[last] = -(keyVariable_[iSet] + 1); - if (lowerSet_) { - // we only need to get lower_ and upper_ correct - double shift = 0.0; - for (int j = fullStart_[iSet]; j < fullStart_[iSet+1]; j++) - if (getDynamicStatus(j) == atUpperBound) - shift += upperColumn_[j]; - else if (getDynamicStatus(j) == atLowerBound && lowerColumn_) - shift += lowerColumn_[j]; - if (lowerSet_[iSet] > -1.0e20) - lower_[iSet] = lowerSet_[iSet] - shift; - if (upperSet_[iSet] < 1.0e20) - upper_[iSet] = upperSet_[iSet] - shift; - } - } - // move to next_ - CoinMemcpyN(temp + firstDynamic_, (firstAvailable_ - firstDynamic_), next_ + firstDynamic_); - // if odd iterations may be one out so adjust currentNumber - currentNumber = CoinMin(currentNumber + 1, lastDynamic_); - // zero solution - CoinZeroN(solution + firstAvailable_, currentNumber - firstAvailable_); - // zero cost - CoinZeroN(cost + firstAvailable_, currentNumber - firstAvailable_); - // zero lengths - CoinZeroN(length + firstAvailable_, currentNumber - firstAvailable_); - for ( iColumn = firstAvailable_; iColumn < currentNumber; iColumn++) { - model->nonLinearCost()->setOne(iColumn, 0.0, 0.0, COIN_DBL_MAX, 0.0); - model->setStatus(iColumn, ClpSimplex::atLowerBound); - backward_[iColumn] = -1; - } - delete [] lookup; - delete [] temp; - // make sure fromIndex clean - fromIndex_[0] = -1; - //#define CLP_DEBUG -#ifdef CLP_DEBUG - // debug - { - int i; - int numberRows = model->numberRows(); - char * xxxx = new char[numberColumns]; - memset(xxxx, 0, numberColumns); - for (i = 0; i < numberRows; i++) { - int iPivot = pivotVariable[i]; - assert (model->getStatus(iPivot) == ClpSimplex::basic); - if (iPivot < numberColumns && backward_[iPivot] >= 0) - xxxx[iPivot] = 1; - } - for (i = 0; i < numberSets_; i++) { - int key = keyVariable_[i]; - int iColumn = next_[key]; - int k = 0; - while(iColumn >= 0) { - k++; - assert (k < 100); - assert (backward_[iColumn] == i); - iColumn = next_[iColumn]; - } - int stop = -(key + 1); - while (iColumn != stop) { - assert (iColumn < 0); - iColumn = -iColumn - 1; - k++; - assert (k < 100); - assert (backward_[iColumn] == i); - iColumn = next_[iColumn]; - } - iColumn = next_[key]; - while (iColumn >= 0) { - assert (xxxx[iColumn]); - xxxx[iColumn] = 0; - iColumn = next_[iColumn]; - } - } - for (i = 0; i < numberColumns; i++) { - if (i < numberColumns && backward_[i] >= 0) { - assert (!xxxx[i] || i == keyVariable_[backward_[i]]); - } - } - delete [] xxxx; - } - { - for (int i = 0; i < numberSets_; i++) - assert(toIndex_[i] == -1); - } -#endif - savedFirstAvailable_ = firstAvailable_; - } - break; - // flag a variable - case 1: { - // id will be sitting at firstAvailable - int sequence = id_[firstAvailable_-firstDynamic_]; - assert (!flagged(sequence)); - setFlagged(sequence); - model->clearFlagged(firstAvailable_); - } - break; - // unflag all variables - case 2: { - for (int i = 0; i < numberGubColumns_; i++) { - if (flagged(i)) { - unsetFlagged(i); - returnNumber++; - } - } - } - break; - // just reset costs and bounds (primal) - case 3: { - double * cost = model->costRegion(); - double * solution = model->solutionRegion(); - double * lowerColumn = model->columnLower(); - double * upperColumn = model->columnUpper(); - for (int i = firstDynamic_; i < firstAvailable_; i++) { - int jColumn = id_[i-firstDynamic_]; - cost[i] = cost_[jColumn]; - if (!lowerColumn_ && !upperColumn_) { - lowerColumn[i] = 0.0; - upperColumn[i] = COIN_DBL_MAX; - } else { - if (lowerColumn_) - lowerColumn[i] = lowerColumn_[jColumn]; - else - lowerColumn[i] = 0.0; - if (upperColumn_) - upperColumn[i] = upperColumn_[jColumn]; - else - upperColumn[i] = COIN_DBL_MAX; - } - if (model->nonLinearCost()) - model->nonLinearCost()->setOne(i, solution[i], - lowerColumn[i], - upperColumn[i], cost_[jColumn]); - } - if (!model->numberIterations() && rhsOffset_) { - lastRefresh_ = - refreshFrequency_; // force refresh - } - } - break; - // and get statistics for column generation - case 4: { - // In theory we should subtract out ones we have done but .... - // If key slack then dual 0.0 - // If not then slack could be dual infeasible - // dj for key is zero so that defines dual on set - int i; - int numberColumns = model->numberColumns(); - double * dual = model->dualRowSolution(); - double infeasibilityCost = model->infeasibilityCost(); - double dualTolerance = model->dualTolerance(); - double relaxedTolerance = dualTolerance; - // we can't really trust infeasibilities if there is dual error - double error = CoinMin(1.0e-2, model->largestDualError()); - // allow tolerance at least slightly bigger than standard - relaxedTolerance = relaxedTolerance + error; - // but we will be using difference - relaxedTolerance -= dualTolerance; - double objectiveOffset = 0.0; - for (i = 0; i < numberSets_; i++) { - int kColumn = keyVariable_[i]; - double value = 0.0; - if (kColumn < numberColumns) { - kColumn = id_[kColumn-firstDynamic_]; - // dj without set - value = cost_[kColumn]; - for (CoinBigIndex j = startColumn_[kColumn]; - j < startColumn_[kColumn+1]; j++) { - int iRow = row_[j]; - value -= dual[iRow] * element_[j]; - } - double infeasibility = 0.0; - if (getStatus(i) == ClpSimplex::atLowerBound) { - if (-value > dualTolerance) - infeasibility = -value - dualTolerance; - } else if (getStatus(i) == ClpSimplex::atUpperBound) { - if (value > dualTolerance) - infeasibility = value - dualTolerance; - } - if (infeasibility > 0.0) { - sumDualInfeasibilities_ += infeasibility; - if (infeasibility > relaxedTolerance) - sumOfRelaxedDualInfeasibilities_ += infeasibility; - numberDualInfeasibilities_ ++; - } - } else { - // slack key - may not be feasible - assert (getStatus(i) == ClpSimplex::basic); - // negative as -1.0 for slack - value = -weight(i) * infeasibilityCost; - } - // Now subtract out from all - for (CoinBigIndex k = fullStart_[i]; k < fullStart_[i+1]; k++) { - if (getDynamicStatus(k) != inSmall) { - double djValue = cost_[k] - value; - for (CoinBigIndex j = startColumn_[k]; - j < startColumn_[k+1]; j++) { - int iRow = row_[j]; - djValue -= dual[iRow] * element_[j]; - } - double infeasibility = 0.0; - double shift = 0.0; - if (getDynamicStatus(k) == atLowerBound) { - if (lowerColumn_) - shift = lowerColumn_[k]; - if (djValue < -dualTolerance) - infeasibility = -djValue - dualTolerance; - } else { - // at upper bound - shift = upperColumn_[k]; - if (djValue > dualTolerance) - infeasibility = djValue - dualTolerance; - } - objectiveOffset += shift * cost_[k]; - if (infeasibility > 0.0) { - sumDualInfeasibilities_ += infeasibility; - if (infeasibility > relaxedTolerance) - sumOfRelaxedDualInfeasibilities_ += infeasibility; - numberDualInfeasibilities_ ++; - } - } - } - } - model->setObjectiveOffset(objectiveOffset_ - objectiveOffset); - } - break; - // see if time to re-factorize - case 5: { - if (firstAvailable_ > numberSets_ + model->numberRows() + model->factorizationFrequency()) - returnNumber = 4; - } - break; - // return 1 if there may be changing bounds on variable (column generation) - case 6: { - returnNumber = (lowerColumn_ != NULL || upperColumn_ != NULL) ? 1 : 0; -#if 0 - if (!returnNumber) { - // may be gub slacks - for (int i = 0; i < numberSets_; i++) { - if (upper_[i] > lower_[i]) { - returnNumber = 1; - break; - } - } - } -#endif - } - break; - // restore firstAvailable_ - case 7: { - int iColumn; - int * length = matrix_->getMutableVectorLengths(); - double * cost = model->costRegion(); - double * solution = model->solutionRegion(); - int currentNumber = firstAvailable_; - firstAvailable_ = savedFirstAvailable_; - // zero solution - CoinZeroN(solution + firstAvailable_, currentNumber - firstAvailable_); - // zero cost - CoinZeroN(cost + firstAvailable_, currentNumber - firstAvailable_); - // zero lengths - CoinZeroN(length + firstAvailable_, currentNumber - firstAvailable_); - for ( iColumn = firstAvailable_; iColumn < currentNumber; iColumn++) { - model->nonLinearCost()->setOne(iColumn, 0.0, 0.0, COIN_DBL_MAX, 0.0); - model->setStatus(iColumn, ClpSimplex::atLowerBound); - backward_[iColumn] = -1; - } - } - break; - // make sure set is clean - case 8: { - int sequenceIn = model->sequenceIn(); - if (sequenceIn < model->numberColumns()) { - int iSet = backward_[sequenceIn]; - if (iSet >= 0 && lowerSet_) { - // we only need to get lower_ and upper_ correct - double shift = 0.0; - for (int j = fullStart_[iSet]; j < fullStart_[iSet+1]; j++) - if (getDynamicStatus(j) == atUpperBound) - shift += upperColumn_[j]; - else if (getDynamicStatus(j) == atLowerBound && lowerColumn_) - shift += lowerColumn_[j]; - if (lowerSet_[iSet] > -1.0e20) - lower_[iSet] = lowerSet_[iSet] - shift; - if (upperSet_[iSet] < 1.0e20) - upper_[iSet] = upperSet_[iSet] - shift; - } - if (sequenceIn == firstAvailable_) { - // not really in small problem - int iBig = id_[sequenceIn-firstDynamic_]; - if (model->getStatus(sequenceIn) == ClpSimplex::atLowerBound) - setDynamicStatus(iBig, atLowerBound); - else - setDynamicStatus(iBig, atUpperBound); - } - } - } - break; - // adjust lower,upper - case 9: { - int sequenceIn = model->sequenceIn(); - if (sequenceIn >= firstDynamic_ && sequenceIn < lastDynamic_ && lowerSet_) { - int iSet = backward_[sequenceIn]; - assert (iSet >= 0); - int inBig = id_[sequenceIn-firstDynamic_]; - const double * solution = model->solutionRegion(); - setDynamicStatus(inBig, inSmall); - if (lowerSet_[iSet] > -1.0e20) - lower_[iSet] += solution[sequenceIn]; - if (upperSet_[iSet] < 1.0e20) - upper_[iSet] += solution[sequenceIn]; - model->setObjectiveOffset(model->objectiveOffset() - - solution[sequenceIn]*cost_[inBig]); - } - } - } - return returnNumber; -} -// Add a new variable to a set -void -ClpGubDynamicMatrix::insertNonBasic(int sequence, int iSet) -{ - int last = keyVariable_[iSet]; - int j = next_[last]; - while (j >= 0) { - last = j; - j = next_[j]; - } - next_[last] = -(sequence + 1); - next_[sequence] = j; -} -// Sets up an effective RHS and does gub crash if needed -void -ClpGubDynamicMatrix::useEffectiveRhs(ClpSimplex * model, bool cheapest) -{ - // Do basis - cheapest or slack if feasible (unless cheapest set) - int longestSet = 0; - int iSet; - for (iSet = 0; iSet < numberSets_; iSet++) - longestSet = CoinMax(longestSet, fullStart_[iSet+1] - fullStart_[iSet]); - - double * upper = new double[longestSet+1]; - double * cost = new double[longestSet+1]; - double * lower = new double[longestSet+1]; - double * solution = new double[longestSet+1]; - assert (!next_); - delete [] next_; - int numberColumns = model->numberColumns(); - next_ = new int[numberColumns+numberSets_+CoinMax(2*longestSet, lastDynamic_-firstDynamic_)]; - char * mark = new char[numberColumns]; - memset(mark, 0, numberColumns); - for (int iColumn = 0; iColumn < numberColumns; iColumn++) - next_[iColumn] = COIN_INT_MAX; - int i; - int * keys = new int[numberSets_]; - int * back = new int[numberGubColumns_]; - CoinFillN(back, numberGubColumns_, -1); - for (i = 0; i < numberSets_; i++) - keys[i] = COIN_INT_MAX; - delete [] dynamicStatus_; - dynamicStatus_ = new unsigned char [numberGubColumns_]; - memset(dynamicStatus_, 0, numberGubColumns_); // for clarity - for (i = 0; i < numberGubColumns_; i++) - setDynamicStatus(i, atLowerBound); - // set up chains - for (i = firstDynamic_; i < lastDynamic_; i++) { - if (id_[i-firstDynamic_] >= 0) { - if (model->getStatus(i) == ClpSimplex::basic) - mark[i] = 1; - int iSet = backward_[i]; - assert (iSet >= 0); - int iNext = keys[iSet]; - next_[i] = iNext; - keys[iSet] = i; - back[id_[i-firstDynamic_]] = i; - } else { - model->setStatus(i, ClpSimplex::atLowerBound); - backward_[i] = -1; - } - } - double * columnSolution = model->solutionRegion(); - int numberRows = getNumRows(); - toIndex_ = new int[numberSets_]; - for (iSet = 0; iSet < numberSets_; iSet++) - toIndex_[iSet] = -1; - fromIndex_ = new int [numberRows+numberSets_]; - double tolerance = model->primalTolerance(); - double * element = matrix_->getMutableElements(); - int * row = matrix_->getMutableIndices(); - CoinBigIndex * startColumn = matrix_->getMutableVectorStarts(); - int * length = matrix_->getMutableVectorLengths(); - double objectiveOffset = 0.0; - for (iSet = 0; iSet < numberSets_; iSet++) { - int j; - int numberBasic = 0; - int iBasic = -1; - int iStart = fullStart_[iSet]; - int iEnd = fullStart_[iSet+1]; - // find one with smallest length - int smallest = numberRows + 1; - double value = 0.0; - j = keys[iSet]; - while (j != COIN_INT_MAX) { - if (model->getStatus(j) == ClpSimplex::basic) { - if (length[j] < smallest) { - smallest = length[j]; - iBasic = j; - } - numberBasic++; - } - value += columnSolution[j]; - j = next_[j]; - } - bool done = false; - if (numberBasic > 1 || (numberBasic == 1 && getStatus(iSet) == ClpSimplex::basic)) { - if (getStatus(iSet) == ClpSimplex::basic) - iBasic = iSet + numberColumns; // slack key - use - done = true; - } else if (numberBasic == 1) { - // see if can be key - double thisSolution = columnSolution[iBasic]; - if (thisSolution < 0.0) { - value -= thisSolution; - thisSolution = 0.0; - columnSolution[iBasic] = thisSolution; - } - // try setting slack to a bound - assert (upper_[iSet] < 1.0e20 || lower_[iSet] > -1.0e20); - double cost1 = COIN_DBL_MAX; - int whichBound = -1; - if (upper_[iSet] < 1.0e20) { - // try slack at ub - double newBasic = thisSolution + upper_[iSet] - value; - if (newBasic >= -tolerance) { - // can go - whichBound = 1; - cost1 = newBasic * cost_[iBasic]; - // But if exact then may be good solution - if (fabs(upper_[iSet] - value) < tolerance) - cost1 = -COIN_DBL_MAX; - } - } - if (lower_[iSet] > -1.0e20) { - // try slack at lb - double newBasic = thisSolution + lower_[iSet] - value; - if (newBasic >= -tolerance) { - // can go but is it cheaper - double cost2 = newBasic * cost_[iBasic]; - // But if exact then may be good solution - if (fabs(lower_[iSet] - value) < tolerance) - cost2 = -COIN_DBL_MAX; - if (cost2 < cost1) - whichBound = 0; - } - } - if (whichBound != -1) { - // key - done = true; - if (whichBound) { - // slack to upper - columnSolution[iBasic] = thisSolution + upper_[iSet] - value; - setStatus(iSet, ClpSimplex::atUpperBound); - } else { - // slack to lower - columnSolution[iBasic] = thisSolution + lower_[iSet] - value; - setStatus(iSet, ClpSimplex::atLowerBound); - } - } - } - if (!done) { - if (!cheapest) { - // see if slack can be key - if (value >= lower_[iSet] - tolerance && value <= upper_[iSet] + tolerance) { - done = true; - setStatus(iSet, ClpSimplex::basic); - iBasic = iSet + numberColumns; - } - } - if (!done) { - // set non basic if there was one - if (iBasic >= 0) - model->setStatus(iBasic, ClpSimplex::atLowerBound); - // find cheapest - int numberInSet = iEnd - iStart; - if (!lowerColumn_) { - CoinZeroN(lower, numberInSet); - } else { - for (int j = 0; j < numberInSet; j++) - lower[j] = lowerColumn_[j+iStart]; - } - if (!upperColumn_) { - CoinFillN(upper, numberInSet, COIN_DBL_MAX); - } else { - for (int j = 0; j < numberInSet; j++) - upper[j] = upperColumn_[j+iStart]; - } - CoinFillN(solution, numberInSet, 0.0); - // and slack - iBasic = numberInSet; - solution[iBasic] = -value; - lower[iBasic] = -upper_[iSet]; - upper[iBasic] = -lower_[iSet]; - int kphase; - if (value >= lower_[iSet] - tolerance && value <= upper_[iSet] + tolerance) { - // feasible - kphase = 1; - cost[iBasic] = 0.0; - for (int j = 0; j < numberInSet; j++) - cost[j] = cost_[j+iStart]; - } else { - // infeasible - kphase = 0; - // remember bounds are flipped so opposite to natural - if (value < lower_[iSet] - tolerance) - cost[iBasic] = 1.0; - else - cost[iBasic] = -1.0; - CoinZeroN(cost, numberInSet); - } - double dualTolerance = model->dualTolerance(); - for (int iphase = kphase; iphase < 2; iphase++) { - if (iphase) { - cost[numberInSet] = 0.0; - for (int j = 0; j < numberInSet; j++) - cost[j] = cost_[j+iStart]; - } - // now do one row lp - bool improve = true; - while (improve) { - improve = false; - double dual = cost[iBasic]; - int chosen = -1; - double best = dualTolerance; - int way = 0; - for (int i = 0; i <= numberInSet; i++) { - double dj = cost[i] - dual; - double improvement = 0.0; - if (iphase || i < numberInSet) - assert (solution[i] >= lower[i] && solution[i] <= upper[i]); - if (dj > dualTolerance) - improvement = dj * (solution[i] - lower[i]); - else if (dj < -dualTolerance) - improvement = dj * (solution[i] - upper[i]); - if (improvement > best) { - best = improvement; - chosen = i; - if (dj < 0.0) { - way = 1; - } else { - way = -1; - } - } - } - if (chosen >= 0) { - improve = true; - // now see how far - if (way > 0) { - // incoming increasing so basic decreasing - // if phase 0 then go to nearest bound - double distance = upper[chosen] - solution[chosen]; - double basicDistance; - if (!iphase) { - assert (iBasic == numberInSet); - assert (solution[iBasic] > upper[iBasic]); - basicDistance = solution[iBasic] - upper[iBasic]; - } else { - basicDistance = solution[iBasic] - lower[iBasic]; - } - // need extra coding for unbounded - assert (CoinMin(distance, basicDistance) < 1.0e20); - if (distance > basicDistance) { - // incoming becomes basic - solution[chosen] += basicDistance; - if (!iphase) - solution[iBasic] = upper[iBasic]; - else - solution[iBasic] = lower[iBasic]; - iBasic = chosen; - } else { - // flip - solution[chosen] = upper[chosen]; - solution[iBasic] -= distance; - } - } else { - // incoming decreasing so basic increasing - // if phase 0 then go to nearest bound - double distance = solution[chosen] - lower[chosen]; - double basicDistance; - if (!iphase) { - assert (iBasic == numberInSet); - assert (solution[iBasic] < lower[iBasic]); - basicDistance = lower[iBasic] - solution[iBasic]; - } else { - basicDistance = upper[iBasic] - solution[iBasic]; - } - // need extra coding for unbounded - for now just exit - if (CoinMin(distance, basicDistance) > 1.0e20) { - printf("unbounded on set %d\n", iSet); - iphase = 1; - iBasic = numberInSet; - break; - } - if (distance > basicDistance) { - // incoming becomes basic - solution[chosen] -= basicDistance; - if (!iphase) - solution[iBasic] = lower[iBasic]; - else - solution[iBasic] = upper[iBasic]; - iBasic = chosen; - } else { - // flip - solution[chosen] = lower[chosen]; - solution[iBasic] += distance; - } - } - if (!iphase) { - if(iBasic < numberInSet) - break; // feasible - else if (solution[iBasic] >= lower[iBasic] && - solution[iBasic] <= upper[iBasic]) - break; // feasible (on flip) - } - } - } - } - // do solution i.e. bounds - if (lowerColumn_ || upperColumn_) { - for (int j = 0; j < numberInSet; j++) { - if (j != iBasic) { - objectiveOffset += solution[j] * cost[j]; - if (lowerColumn_ && upperColumn_) { - if (fabs(solution[j] - lowerColumn_[j+iStart]) > - fabs(solution[j] - upperColumn_[j+iStart])) - setDynamicStatus(j + iStart, atUpperBound); - } else if (upperColumn_ && solution[j] > 0.0) { - setDynamicStatus(j + iStart, atUpperBound); - } else { - setDynamicStatus(j + iStart, atLowerBound); - } - } - } - } - // convert iBasic back and do bounds - if (iBasic == numberInSet) { - // slack basic - setStatus(iSet, ClpSimplex::basic); - iBasic = iSet + numberColumns; - } else { - iBasic += fullStart_[iSet]; - if (back[iBasic] >= 0) { - // exists - iBasic = back[iBasic]; - } else { - // create - CoinBigIndex numberElements = startColumn[firstAvailable_]; - int numberThis = startColumn_[iBasic+1] - startColumn_[iBasic]; - if (numberElements + numberThis > numberElements_) { - // need to redo - numberElements_ = CoinMax(3 * numberElements_ / 2, numberElements + numberThis); - matrix_->reserve(numberColumns, numberElements_); - element = matrix_->getMutableElements(); - row = matrix_->getMutableIndices(); - // these probably okay but be safe - startColumn = matrix_->getMutableVectorStarts(); - length = matrix_->getMutableVectorLengths(); - } - length[firstAvailable_] = numberThis; - model->costRegion()[firstAvailable_] = cost_[iBasic]; - if (lowerColumn_) - model->lowerRegion()[firstAvailable_] = lowerColumn_[iBasic]; - else - model->lowerRegion()[firstAvailable_] = 0.0; - if (upperColumn_) - model->upperRegion()[firstAvailable_] = upperColumn_[iBasic]; - else - model->upperRegion()[firstAvailable_] = COIN_DBL_MAX; - columnSolution[firstAvailable_] = solution[iBasic-fullStart_[iSet]]; - CoinBigIndex base = startColumn_[iBasic]; - for (int j = 0; j < numberThis; j++) { - row[numberElements] = row_[base+j]; - element[numberElements++] = element_[base+j]; - } - // already set startColumn[firstAvailable_]=numberElements; - id_[firstAvailable_-firstDynamic_] = iBasic; - setDynamicStatus(iBasic, inSmall); - backward_[firstAvailable_] = iSet; - iBasic = firstAvailable_; - firstAvailable_++; - startColumn[firstAvailable_] = numberElements; - } - model->setStatus(iBasic, ClpSimplex::basic); - // remember bounds flipped - if (upper[numberInSet] == lower[numberInSet]) - setStatus(iSet, ClpSimplex::isFixed); - else if (solution[numberInSet] == upper[numberInSet]) - setStatus(iSet, ClpSimplex::atLowerBound); - else if (solution[numberInSet] == lower[numberInSet]) - setStatus(iSet, ClpSimplex::atUpperBound); - else - abort(); - } - for (j = iStart; j < iEnd; j++) { - int iBack = back[j]; - if (iBack >= 0) { - if (model->getStatus(iBack) != ClpSimplex::basic) { - int inSet = j - iStart; - columnSolution[iBack] = solution[inSet]; - if (upper[inSet] == lower[inSet]) - model->setStatus(iBack, ClpSimplex::isFixed); - else if (solution[inSet] == upper[inSet]) - model->setStatus(iBack, ClpSimplex::atUpperBound); - else if (solution[inSet] == lower[inSet]) - model->setStatus(iBack, ClpSimplex::atLowerBound); - } - } - } - } - } - keyVariable_[iSet] = iBasic; - } - model->setObjectiveOffset(objectiveOffset_ - objectiveOffset); - delete [] lower; - delete [] solution; - delete [] upper; - delete [] cost; - // make sure matrix is in good shape - matrix_->orderMatrix(); - // create effective rhs - delete [] rhsOffset_; - rhsOffset_ = new double[numberRows]; - // and redo chains - memset(mark, 0, numberColumns); - for (int iColumnX = 0; iColumnX < firstAvailable_; iColumnX++) - next_[iColumnX] = COIN_INT_MAX; - for (i = 0; i < numberSets_; i++) { - keys[i] = COIN_INT_MAX; - int iKey = keyVariable_[i]; - if (iKey < numberColumns) - model->setStatus(iKey, ClpSimplex::basic); - } - // set up chains - for (i = 0; i < firstAvailable_; i++) { - if (model->getStatus(i) == ClpSimplex::basic) - mark[i] = 1; - int iSet = backward_[i]; - if (iSet >= 0) { - int iNext = keys[iSet]; - next_[i] = iNext; - keys[iSet] = i; - } - } - for (i = 0; i < numberSets_; i++) { - if (keys[i] != COIN_INT_MAX) { - // something in set - int j; - if (getStatus(i) != ClpSimplex::basic) { - // make sure fixed if it is - if (upper_[i] == lower_[i]) - setStatus(i, ClpSimplex::isFixed); - // slack not key - choose one with smallest length - int smallest = numberRows + 1; - int key = -1; - j = keys[i]; - while (1) { - if (mark[j] && length[j] < smallest) { - key = j; - smallest = length[j]; - } - if (next_[j] != COIN_INT_MAX) { - j = next_[j]; - } else { - // correct end - next_[j] = -(keys[i] + 1); - break; - } - } - if (key >= 0) { - keyVariable_[i] = key; - } else { - // nothing basic - make slack key - //((ClpGubMatrix *)this)->setStatus(i,ClpSimplex::basic); - // fudge to avoid const problem - status_[i] = 1; - } - } else { - // slack key - keyVariable_[i] = numberColumns + i; - int j; - double sol = 0.0; - j = keys[i]; - while (1) { - sol += columnSolution[j]; - if (next_[j] != COIN_INT_MAX) { - j = next_[j]; - } else { - // correct end - next_[j] = -(keys[i] + 1); - break; - } - } - if (sol > upper_[i] + tolerance) { - setAbove(i); - } else if (sol < lower_[i] - tolerance) { - setBelow(i); - } else { - setFeasible(i); - } - } - // Create next_ - int key = keyVariable_[i]; - redoSet(model, key, keys[i], i); - } else { - // nothing in set! - next_[i+numberColumns] = -(i + numberColumns + 1); - keyVariable_[i] = numberColumns + i; - double sol = 0.0; - if (sol > upper_[i] + tolerance) { - setAbove(i); - } else if (sol < lower_[i] - tolerance) { - setBelow(i); - } else { - setFeasible(i); - } - } - } - delete [] keys; - delete [] mark; - delete [] back; - rhsOffset(model, true); -} -/* Returns effective RHS if it is being used. This is used for long problems - or big gub or anywhere where going through full columns is - expensive. This may re-compute */ -double * -ClpGubDynamicMatrix::rhsOffset(ClpSimplex * model, bool forceRefresh, - bool -#ifdef CLP_DEBUG - check -#endif - ) -{ - //forceRefresh=true; - //check=false; -#ifdef CLP_DEBUG - double * saveE = NULL; - if (rhsOffset_ && check) { - int numberRows = model->numberRows(); - saveE = new double[numberRows]; - } -#endif - if (rhsOffset_) { -#ifdef CLP_DEBUG - if (check) { - // no need - but check anyway - int numberRows = model->numberRows(); - double * rhs = new double[numberRows]; - int numberColumns = model->numberColumns(); - int iRow; - CoinZeroN(rhs, numberRows); - // do ones at bounds before gub - const double * smallSolution = model->solutionRegion(); - const double * element = matrix_->getElements(); - const int * row = matrix_->getIndices(); - const CoinBigIndex * startColumn = matrix_->getVectorStarts(); - const int * length = matrix_->getVectorLengths(); - int iColumn; - for (iColumn = 0; iColumn < firstDynamic_; iColumn++) { - if (model->getStatus(iColumn) != ClpSimplex::basic) { - double value = smallSolution[iColumn]; - for (CoinBigIndex j = startColumn[iColumn]; - j < startColumn[iColumn] + length[iColumn]; j++) { - int jRow = row[j]; - rhs[jRow] -= value * element[j]; - } - } - } - if (lowerColumn_ || upperColumn_) { - double * solution = new double [numberGubColumns_]; - for (iColumn = 0; iColumn < numberGubColumns_; iColumn++) { - double value = 0.0; - if(getDynamicStatus(iColumn) == atUpperBound) - value = upperColumn_[iColumn]; - else if (lowerColumn_) - value = lowerColumn_[iColumn]; - solution[iColumn] = value; - } - // ones at bounds in small and gub - for (iColumn = firstDynamic_; iColumn < firstAvailable_; iColumn++) { - int jFull = id_[iColumn-firstDynamic_]; - solution[jFull] = smallSolution[iColumn]; - } - // zero all basic in small model - int * pivotVariable = model->pivotVariable(); - for (iRow = 0; iRow < numberRows; iRow++) { - int iColumn = pivotVariable[iRow]; - if (iColumn >= firstDynamic_ && iColumn < lastDynamic_) { - int iSequence = id_[iColumn-firstDynamic_]; - solution[iSequence] = 0.0; - } - } - // and now compute value to use for key - ClpSimplex::Status iStatus; - for (int iSet = 0; iSet < numberSets_; iSet++) { - iColumn = keyVariable_[iSet]; - if (iColumn < numberColumns) { - int iSequence = id_[iColumn-firstDynamic_]; - solution[iSequence] = 0.0; - double b = 0.0; - // key is structural - where is slack - iStatus = getStatus(iSet); - assert (iStatus != ClpSimplex::basic); - if (iStatus == ClpSimplex::atLowerBound) - b = lowerSet_[iSet]; - else - b = upperSet_[iSet]; - // subtract out others at bounds - for (int j = fullStart_[iSet]; j < fullStart_[iSet+1]; j++) - b -= solution[j]; - solution[iSequence] = b; - } - } - for (iColumn = 0; iColumn < numberGubColumns_; iColumn++) { - double value = solution[iColumn]; - if (value) { - for (CoinBigIndex j = startColumn_[iColumn]; j < startColumn_[iColumn+1]; j++) { - int iRow = row_[j]; - rhs[iRow] -= element_[j] * value; - } - } - } - // now do lower and upper bounds on sets - for (int iSet = 0; iSet < numberSets_; iSet++) { - iColumn = keyVariable_[iSet]; - double shift = 0.0; - for (int j = fullStart_[iSet]; j < fullStart_[iSet+1]; j++) { - if (getDynamicStatus(j) != inSmall && j != iColumn) { - if (getDynamicStatus(j) == atLowerBound) { - if (lowerColumn_) - shift += lowerColumn_[j]; - } else { - shift += upperColumn_[j]; - } - } - } - if (lowerSet_[iSet] > -1.0e20) - assert(fabs(lower_[iSet] - (lowerSet_[iSet] - shift)) < 1.0e-3); - if (upperSet_[iSet] < 1.0e20) - assert(fabs(upper_[iSet] - ( upperSet_[iSet] - shift)) < 1.0e-3); - } - delete [] solution; - } else { - // no bounds - ClpSimplex::Status iStatus; - for (int iSet = 0; iSet < numberSets_; iSet++) { - int iColumn = keyVariable_[iSet]; - if (iColumn < numberColumns) { - int iSequence = id_[iColumn-firstDynamic_]; - double b = 0.0; - // key is structural - where is slack - iStatus = getStatus(iSet); - assert (iStatus != ClpSimplex::basic); - if (iStatus == ClpSimplex::atLowerBound) - b = lower_[iSet]; - else - b = upper_[iSet]; - if (b) { - for (CoinBigIndex j = startColumn_[iSequence]; j < startColumn_[iSequence+1]; j++) { - int iRow = row_[j]; - rhs[iRow] -= element_[j] * b; - } - } - } - } - } - for (iRow = 0; iRow < numberRows; iRow++) { - if (fabs(rhs[iRow] - rhsOffset_[iRow]) > 1.0e-3) - printf("** bad effective %d - true %g old %g\n", iRow, rhs[iRow], rhsOffset_[iRow]); - } - CoinMemcpyN(rhs, numberRows, saveE); - delete [] rhs; - } -#endif - if (forceRefresh || (refreshFrequency_ && model->numberIterations() >= - lastRefresh_ + refreshFrequency_)) { - int numberRows = model->numberRows(); - int numberColumns = model->numberColumns(); - int iRow; - CoinZeroN(rhsOffset_, numberRows); - // do ones at bounds before gub - const double * smallSolution = model->solutionRegion(); - const double * element = matrix_->getElements(); - const int * row = matrix_->getIndices(); - const CoinBigIndex * startColumn = matrix_->getVectorStarts(); - const int * length = matrix_->getVectorLengths(); - int iColumn; - for (iColumn = 0; iColumn < firstDynamic_; iColumn++) { - if (model->getStatus(iColumn) != ClpSimplex::basic) { - double value = smallSolution[iColumn]; - for (CoinBigIndex j = startColumn[iColumn]; - j < startColumn[iColumn] + length[iColumn]; j++) { - int jRow = row[j]; - rhsOffset_[jRow] -= value * element[j]; - } - } - } - if (lowerColumn_ || upperColumn_) { - double * solution = new double [numberGubColumns_]; - for (iColumn = 0; iColumn < numberGubColumns_; iColumn++) { - double value = 0.0; - if(getDynamicStatus(iColumn) == atUpperBound) - value = upperColumn_[iColumn]; - else if (lowerColumn_) - value = lowerColumn_[iColumn]; - solution[iColumn] = value; - } - // ones in gub and in small problem - for (iColumn = firstDynamic_; iColumn < firstAvailable_; iColumn++) { - int jFull = id_[iColumn-firstDynamic_]; - solution[jFull] = smallSolution[iColumn]; - } - // zero all basic in small model - int * pivotVariable = model->pivotVariable(); - for (iRow = 0; iRow < numberRows; iRow++) { - int iColumn = pivotVariable[iRow]; - if (iColumn >= firstDynamic_ && iColumn < lastDynamic_) { - int iSequence = id_[iColumn-firstDynamic_]; - solution[iSequence] = 0.0; - } - } - // and now compute value to use for key - ClpSimplex::Status iStatus; - int iSet; - for ( iSet = 0; iSet < numberSets_; iSet++) { - iColumn = keyVariable_[iSet]; - if (iColumn < numberColumns) { - int iSequence = id_[iColumn-firstDynamic_]; - solution[iSequence] = 0.0; - double b = 0.0; - // key is structural - where is slack - iStatus = getStatus(iSet); - assert (iStatus != ClpSimplex::basic); - if (iStatus == ClpSimplex::atLowerBound) - b = lowerSet_[iSet]; - else - b = upperSet_[iSet]; - // subtract out others at bounds - for (int j = fullStart_[iSet]; j < fullStart_[iSet+1]; j++) - b -= solution[j]; - solution[iSequence] = b; - } - } - for (iColumn = 0; iColumn < numberGubColumns_; iColumn++) { - double value = solution[iColumn]; - if (value) { - for (CoinBigIndex j = startColumn_[iColumn]; j < startColumn_[iColumn+1]; j++) { - int iRow = row_[j]; - rhsOffset_[iRow] -= element_[j] * value; - } - } - } - // now do lower and upper bounds on sets - // and offset - double objectiveOffset = 0.0; - for ( iSet = 0; iSet < numberSets_; iSet++) { - iColumn = keyVariable_[iSet]; - double shift = 0.0; - for (CoinBigIndex j = fullStart_[iSet]; j < fullStart_[iSet+1]; j++) { - if (getDynamicStatus(j) != inSmall) { - double value = 0.0; - if (getDynamicStatus(j) == atLowerBound) { - if (lowerColumn_) - value = lowerColumn_[j]; - } else { - value = upperColumn_[j]; - } - if (j != iColumn) - shift += value; - objectiveOffset += value * cost_[j]; - } - } - if (lowerSet_[iSet] > -1.0e20) - lower_[iSet] = lowerSet_[iSet] - shift; - if (upperSet_[iSet] < 1.0e20) - upper_[iSet] = upperSet_[iSet] - shift; - } - delete [] solution; - model->setObjectiveOffset(objectiveOffset_ - objectiveOffset); - } else { - // no bounds - ClpSimplex::Status iStatus; - for (int iSet = 0; iSet < numberSets_; iSet++) { - int iColumn = keyVariable_[iSet]; - if (iColumn < numberColumns) { - int iSequence = id_[iColumn-firstDynamic_]; - double b = 0.0; - // key is structural - where is slack - iStatus = getStatus(iSet); - assert (iStatus != ClpSimplex::basic); - if (iStatus == ClpSimplex::atLowerBound) - b = lower_[iSet]; - else - b = upper_[iSet]; - if (b) { - for (CoinBigIndex j = startColumn_[iSequence]; j < startColumn_[iSequence+1]; j++) { - int iRow = row_[j]; - rhsOffset_[iRow] -= element_[j] * b; - } - } - } - } - } -#ifdef CLP_DEBUG - if (saveE) { - for (iRow = 0; iRow < numberRows; iRow++) { - if (fabs(saveE[iRow] - rhsOffset_[iRow]) > 1.0e-3) - printf("** %d - old eff %g new %g\n", iRow, saveE[iRow], rhsOffset_[iRow]); - } - delete [] saveE; - } -#endif - lastRefresh_ = model->numberIterations(); - } - } - return rhsOffset_; -} -/* - update information for a pivot (and effective rhs) -*/ -int -ClpGubDynamicMatrix::updatePivot(ClpSimplex * model, double oldInValue, double oldOutValue) -{ - - // now update working model - int sequenceIn = model->sequenceIn(); - int sequenceOut = model->sequenceOut(); - bool doPrinting = (model->messageHandler()->logLevel() == 63); - bool print = false; - int iSet; - int trueIn = -1; - int trueOut = -1; - int numberRows = model->numberRows(); - int numberColumns = model->numberColumns(); - if (sequenceIn == firstAvailable_) { - if (doPrinting) - printf("New variable "); - if (sequenceIn != sequenceOut) { - insertNonBasic(firstAvailable_, backward_[firstAvailable_]); - setDynamicStatus(id_[sequenceIn-firstDynamic_], inSmall); - firstAvailable_++; - } else { - int bigSequence = id_[sequenceIn-firstDynamic_]; - if (model->getStatus(sequenceIn) == ClpSimplex::atUpperBound) - setDynamicStatus(bigSequence, atUpperBound); - else - setDynamicStatus(bigSequence, atLowerBound); - } - synchronize(model, 8); - } - if (sequenceIn < lastDynamic_) { - iSet = backward_[sequenceIn]; - if (iSet >= 0) { - int bigSequence = id_[sequenceIn-firstDynamic_]; - trueIn = bigSequence + numberRows + numberColumns + numberSets_; - if (doPrinting) - printf(" incoming set %d big seq %d", iSet, bigSequence); - print = true; - } - } else if (sequenceIn >= numberRows + numberColumns) { - trueIn = numberRows + numberColumns + gubSlackIn_; - } - if (sequenceOut < lastDynamic_) { - iSet = backward_[sequenceOut]; - if (iSet >= 0) { - int bigSequence = id_[sequenceOut-firstDynamic_]; - trueOut = bigSequence + firstDynamic_; - if (getDynamicStatus(bigSequence) != inSmall) { - if (model->getStatus(sequenceOut) == ClpSimplex::atUpperBound) - setDynamicStatus(bigSequence, atUpperBound); - else - setDynamicStatus(bigSequence, atLowerBound); - } - if (doPrinting) - printf(" ,outgoing set %d big seq %d,", iSet, bigSequence); - print = true; - model->setSequenceIn(sequenceOut); - synchronize(model, 8); - model->setSequenceIn(sequenceIn); - } - } - if (print && doPrinting) - printf("\n"); - ClpGubMatrix::updatePivot(model, oldInValue, oldOutValue); - // Redo true in and out - if (trueIn >= 0) - trueSequenceIn_ = trueIn; - if (trueOut >= 0) - trueSequenceOut_ = trueOut; - if (doPrinting && 0) { - for (int i = 0; i < numberSets_; i++) { - printf("set %d key %d lower %g upper %g\n", i, keyVariable_[i], lower_[i], upper_[i]); - for (int j = fullStart_[i]; j < fullStart_[i+1]; j++) - if (getDynamicStatus(j) == atUpperBound) { - bool print = true; - for (int k = firstDynamic_; k < firstAvailable_; k++) { - if (id_[k-firstDynamic_] == j) - print = false; - if (id_[k-firstDynamic_] == j) - assert(getDynamicStatus(j) == inSmall); - } - if (print) - printf("variable %d at ub\n", j); - } - } - } -#ifdef CLP_DEBUG - char * inSmall = new char [numberGubColumns_]; - memset(inSmall, 0, numberGubColumns_); - for (int i = 0; i < numberGubColumns_; i++) - if (getDynamicStatus(i) == ClpGubDynamicMatrix::inSmall) - inSmall[i] = 1; - for (int i = firstDynamic_; i < firstAvailable_; i++) { - int k = id_[i-firstDynamic_]; - inSmall[k] = 0; - } - for (int i = 0; i < numberGubColumns_; i++) - assert (!inSmall[i]); - delete [] inSmall; -#endif - return 0; -} -void -ClpGubDynamicMatrix::times(double scalar, - const double * x, double * y) const -{ - if (model_->specialOptions() != 16) { - ClpPackedMatrix::times(scalar, x, y); - } else { - int iRow; - int numberColumns = model_->numberColumns(); - int numberRows = model_->numberRows(); - const double * element = matrix_->getElements(); - const int * row = matrix_->getIndices(); - const CoinBigIndex * startColumn = matrix_->getVectorStarts(); - const int * length = matrix_->getVectorLengths(); - int * pivotVariable = model_->pivotVariable(); - int numberToDo = 0; - for (iRow = 0; iRow < numberRows; iRow++) { - y[iRow] -= scalar * rhsOffset_[iRow]; - int iColumn = pivotVariable[iRow]; - if (iColumn < numberColumns) { - int iSet = backward_[iColumn]; - if (iSet >= 0 && toIndex_[iSet] < 0) { - toIndex_[iSet] = 0; - fromIndex_[numberToDo++] = iSet; - } - CoinBigIndex j; - double value = scalar * x[iColumn]; - if (value) { - for (j = startColumn[iColumn]; - j < startColumn[iColumn] + length[iColumn]; j++) { - int jRow = row[j]; - y[jRow] += value * element[j]; - } - } - } - } - // and gubs which are interacting - for (int jSet = 0; jSet < numberToDo; jSet++) { - int iSet = fromIndex_[jSet]; - toIndex_[iSet] = -1; - int iKey = keyVariable_[iSet]; - if (iKey < numberColumns) { - double valueKey; - if (getStatus(iSet) == ClpSimplex::atLowerBound) - valueKey = lower_[iSet]; - else - valueKey = upper_[iSet]; - double value = scalar * (x[iKey] - valueKey); - if (value) { - for (CoinBigIndex j = startColumn[iKey]; - j < startColumn[iKey] + length[iKey]; j++) { - int jRow = row[j]; - y[jRow] += value * element[j]; - } - } - } - } - } -} -/* Just for debug - may be extended to other matrix types later. - Returns number and sum of primal infeasibilities. -*/ -int -ClpGubDynamicMatrix::checkFeasible(ClpSimplex * /*model*/, double & sum) const -{ - int numberRows = model_->numberRows(); - double * rhs = new double[numberRows]; - int numberColumns = model_->numberColumns(); - int iRow; - CoinZeroN(rhs, numberRows); - // do ones at bounds before gub - const double * smallSolution = model_->solutionRegion(); - const double * element = matrix_->getElements(); - const int * row = matrix_->getIndices(); - const CoinBigIndex * startColumn = matrix_->getVectorStarts(); - const int * length = matrix_->getVectorLengths(); - int iColumn; - int numberInfeasible = 0; - const double * rowLower = model_->rowLower(); - const double * rowUpper = model_->rowUpper(); - sum = 0.0; - for (iRow = 0; iRow < numberRows; iRow++) { - double value = smallSolution[numberColumns+iRow]; - if (value < rowLower[iRow] - 1.0e-5 || - value > rowUpper[iRow] + 1.0e-5) { - //printf("row %d %g %g %g\n", - // iRow,rowLower[iRow],value,rowUpper[iRow]); - numberInfeasible++; - sum += CoinMax(rowLower[iRow] - value, value - rowUpper[iRow]); - } - rhs[iRow] = value; - } - const double * columnLower = model_->columnLower(); - const double * columnUpper = model_->columnUpper(); - for (iColumn = 0; iColumn < firstDynamic_; iColumn++) { - double value = smallSolution[iColumn]; - if (value < columnLower[iColumn] - 1.0e-5 || - value > columnUpper[iColumn] + 1.0e-5) { - //printf("column %d %g %g %g\n", - // iColumn,columnLower[iColumn],value,columnUpper[iColumn]); - numberInfeasible++; - sum += CoinMax(columnLower[iColumn] - value, value - columnUpper[iColumn]); - } - for (CoinBigIndex j = startColumn[iColumn]; - j < startColumn[iColumn] + length[iColumn]; j++) { - int jRow = row[j]; - rhs[jRow] -= value * element[j]; - } - } - double * solution = new double [numberGubColumns_]; - for (iColumn = 0; iColumn < numberGubColumns_; iColumn++) { - double value = 0.0; - if(getDynamicStatus(iColumn) == atUpperBound) - value = upperColumn_[iColumn]; - else if (lowerColumn_) - value = lowerColumn_[iColumn]; - solution[iColumn] = value; - } - // ones in small and gub - for (iColumn = firstDynamic_; iColumn < firstAvailable_; iColumn++) { - int jFull = id_[iColumn-firstDynamic_]; - solution[jFull] = smallSolution[iColumn]; - } - // fill in all basic in small model - int * pivotVariable = model_->pivotVariable(); - for (iRow = 0; iRow < numberRows; iRow++) { - int iColumn = pivotVariable[iRow]; - if (iColumn >= firstDynamic_ && iColumn < lastDynamic_) { - int iSequence = id_[iColumn-firstDynamic_]; - solution[iSequence] = smallSolution[iColumn]; - } - } - // and now compute value to use for key - ClpSimplex::Status iStatus; - for (int iSet = 0; iSet < numberSets_; iSet++) { - iColumn = keyVariable_[iSet]; - if (iColumn < numberColumns) { - int iSequence = id_[iColumn-firstDynamic_]; - solution[iSequence] = 0.0; - double b = 0.0; - // key is structural - where is slack - iStatus = getStatus(iSet); - assert (iStatus != ClpSimplex::basic); - if (iStatus == ClpSimplex::atLowerBound) - b = lower_[iSet]; - else - b = upper_[iSet]; - // subtract out others at bounds - for (int j = fullStart_[iSet]; j < fullStart_[iSet+1]; j++) - b -= solution[j]; - solution[iSequence] = b; - } - } - for (iColumn = 0; iColumn < numberGubColumns_; iColumn++) { - double value = solution[iColumn]; - if ((lowerColumn_ && value < lowerColumn_[iColumn] - 1.0e-5) || - (!lowerColumn_ && value < -1.0e-5) || - (upperColumn_ && value > upperColumn_[iColumn] + 1.0e-5)) { - //printf("column %d %g %g %g\n", - // iColumn,lowerColumn_[iColumn],value,upperColumn_[iColumn]); - numberInfeasible++; - } - if (value) { - for (CoinBigIndex j = startColumn_[iColumn]; j < startColumn_[iColumn+1]; j++) { - int iRow = row_[j]; - rhs[iRow] -= element_[j] * value; - } - } - } - for (iRow = 0; iRow < numberRows; iRow++) { - if (fabs(rhs[iRow]) > 1.0e-5) - printf("rhs mismatch %d %g\n", iRow, rhs[iRow]); - } - delete [] solution; - delete [] rhs; - return numberInfeasible; -} -// Cleans data after setWarmStart -void -ClpGubDynamicMatrix::cleanData(ClpSimplex * model) -{ - // and redo chains - int numberColumns = model->numberColumns(); - int iColumn; - // do backward - int * mark = new int [numberGubColumns_]; - for (iColumn = 0; iColumn < numberGubColumns_; iColumn++) - mark[iColumn] = -1; - int i; - for (i = 0; i < firstDynamic_; i++) { - assert (backward_[i] == -1); - next_[i] = -1; - } - for (i = firstDynamic_; i < firstAvailable_; i++) { - iColumn = id_[i-firstDynamic_]; - mark[iColumn] = i; - } - for (i = 0; i < numberSets_; i++) { - int iKey = keyVariable_[i]; - int lastNext = -1; - int firstNext = -1; - for (CoinBigIndex k = fullStart_[i]; k < fullStart_[i+1]; k++) { - iColumn = mark[k]; - if (iColumn >= 0) { - if (iColumn != iKey) { - if (lastNext >= 0) - next_[lastNext] = iColumn; - else - firstNext = iColumn; - lastNext = iColumn; - } - backward_[iColumn] = i; - } - } - setFeasible(i); - if (firstNext >= 0) { - // others - next_[iKey] = firstNext; - next_[lastNext] = -(iKey + 1); - } else if (iKey < numberColumns) { - next_[iKey] = -(iKey + 1); - } - } - delete [] mark; - // fill matrix - double * element = matrix_->getMutableElements(); - int * row = matrix_->getMutableIndices(); - CoinBigIndex * startColumn = matrix_->getMutableVectorStarts(); - int * length = matrix_->getMutableVectorLengths(); - CoinBigIndex numberElements = startColumn[firstDynamic_]; - for (i = firstDynamic_; i < firstAvailable_; i++) { - int iColumn = id_[i-firstDynamic_]; - int numberThis = startColumn_[iColumn+1] - startColumn_[iColumn]; - length[i] = numberThis; - for (CoinBigIndex jBigIndex = startColumn_[iColumn]; - jBigIndex < startColumn_[iColumn+1]; jBigIndex++) { - row[numberElements] = row_[jBigIndex]; - element[numberElements++] = element_[jBigIndex]; - } - startColumn[i+1] = numberElements; - } -} diff --git a/cbits/coin/ClpGubMatrix.cpp b/cbits/coin/ClpGubMatrix.cpp deleted file mode 100644 --- a/cbits/coin/ClpGubMatrix.cpp +++ /dev/null @@ -1,4061 +0,0 @@ -/* $Id: ClpGubMatrix.cpp 1931 2013-04-06 20:44:29Z stefan $ */ -// 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). - - -#include - -#include "CoinPragma.hpp" -#include "CoinIndexedVector.hpp" -#include "CoinHelperFunctions.hpp" - -#include "ClpSimplex.hpp" -#include "ClpFactorization.hpp" -#include "ClpQuadraticObjective.hpp" -#include "ClpNonLinearCost.hpp" -// at end to get min/max! -#include "ClpGubMatrix.hpp" -//#include "ClpGubDynamicMatrix.hpp" -#include "ClpMessage.hpp" -//#define CLP_DEBUG -//#define CLP_DEBUG_PRINT -//############################################################################# -// Constructors / Destructor / Assignment -//############################################################################# - -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -ClpGubMatrix::ClpGubMatrix () - : ClpPackedMatrix(), - sumDualInfeasibilities_(0.0), - sumPrimalInfeasibilities_(0.0), - sumOfRelaxedDualInfeasibilities_(0.0), - sumOfRelaxedPrimalInfeasibilities_(0.0), - infeasibilityWeight_(0.0), - start_(NULL), - end_(NULL), - lower_(NULL), - upper_(NULL), - status_(NULL), - saveStatus_(NULL), - savedKeyVariable_(NULL), - backward_(NULL), - backToPivotRow_(NULL), - changeCost_(NULL), - keyVariable_(NULL), - next_(NULL), - toIndex_(NULL), - fromIndex_(NULL), - model_(NULL), - numberDualInfeasibilities_(0), - numberPrimalInfeasibilities_(0), - noCheck_(-1), - numberSets_(0), - saveNumber_(0), - possiblePivotKey_(0), - gubSlackIn_(-1), - firstGub_(0), - lastGub_(0), - gubType_(0) -{ - setType(16); -} - -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -ClpGubMatrix::ClpGubMatrix (const ClpGubMatrix & rhs) - : ClpPackedMatrix(rhs) -{ - numberSets_ = rhs.numberSets_; - saveNumber_ = rhs.saveNumber_; - possiblePivotKey_ = rhs.possiblePivotKey_; - gubSlackIn_ = rhs.gubSlackIn_; - start_ = ClpCopyOfArray(rhs.start_, numberSets_); - end_ = ClpCopyOfArray(rhs.end_, numberSets_); - lower_ = ClpCopyOfArray(rhs.lower_, numberSets_); - upper_ = ClpCopyOfArray(rhs.upper_, numberSets_); - status_ = ClpCopyOfArray(rhs.status_, numberSets_); - saveStatus_ = ClpCopyOfArray(rhs.saveStatus_, numberSets_); - savedKeyVariable_ = ClpCopyOfArray(rhs.savedKeyVariable_, numberSets_); - int numberColumns = getNumCols(); - backward_ = ClpCopyOfArray(rhs.backward_, numberColumns); - backToPivotRow_ = ClpCopyOfArray(rhs.backToPivotRow_, numberColumns); - changeCost_ = ClpCopyOfArray(rhs.changeCost_, getNumRows() + numberSets_); - fromIndex_ = ClpCopyOfArray(rhs.fromIndex_, getNumRows() + numberSets_ + 1); - keyVariable_ = ClpCopyOfArray(rhs.keyVariable_, numberSets_); - // find longest set - int * longest = new int[numberSets_]; - CoinZeroN(longest, numberSets_); - int j; - for (j = 0; j < numberColumns; j++) { - int iSet = backward_[j]; - if (iSet >= 0) - longest[iSet]++; - } - int length = 0; - for (j = 0; j < numberSets_; j++) - length = CoinMax(length, longest[j]); - next_ = ClpCopyOfArray(rhs.next_, numberColumns + numberSets_ + 2 * length); - toIndex_ = ClpCopyOfArray(rhs.toIndex_, numberSets_); - sumDualInfeasibilities_ = rhs. sumDualInfeasibilities_; - sumPrimalInfeasibilities_ = rhs.sumPrimalInfeasibilities_; - sumOfRelaxedDualInfeasibilities_ = rhs.sumOfRelaxedDualInfeasibilities_; - sumOfRelaxedPrimalInfeasibilities_ = rhs.sumOfRelaxedPrimalInfeasibilities_; - infeasibilityWeight_ = rhs.infeasibilityWeight_; - numberDualInfeasibilities_ = rhs.numberDualInfeasibilities_; - numberPrimalInfeasibilities_ = rhs.numberPrimalInfeasibilities_; - noCheck_ = rhs.noCheck_; - firstGub_ = rhs.firstGub_; - lastGub_ = rhs.lastGub_; - gubType_ = rhs.gubType_; - model_ = rhs.model_; -} - -//------------------------------------------------------------------- -// assign matrix (for space reasons) -//------------------------------------------------------------------- -ClpGubMatrix::ClpGubMatrix (CoinPackedMatrix * rhs) - : ClpPackedMatrix(rhs), - sumDualInfeasibilities_(0.0), - sumPrimalInfeasibilities_(0.0), - sumOfRelaxedDualInfeasibilities_(0.0), - sumOfRelaxedPrimalInfeasibilities_(0.0), - infeasibilityWeight_(0.0), - start_(NULL), - end_(NULL), - lower_(NULL), - upper_(NULL), - status_(NULL), - saveStatus_(NULL), - savedKeyVariable_(NULL), - backward_(NULL), - backToPivotRow_(NULL), - changeCost_(NULL), - keyVariable_(NULL), - next_(NULL), - toIndex_(NULL), - fromIndex_(NULL), - model_(NULL), - numberDualInfeasibilities_(0), - numberPrimalInfeasibilities_(0), - noCheck_(-1), - numberSets_(0), - saveNumber_(0), - possiblePivotKey_(0), - gubSlackIn_(-1), - firstGub_(0), - lastGub_(0), - gubType_(0) -{ - setType(16); -} - -/* This takes over ownership (for space reasons) and is the - real constructor*/ -ClpGubMatrix::ClpGubMatrix(ClpPackedMatrix * matrix, int numberSets, - const int * start, const int * end, - const double * lower, const double * upper, - const unsigned char * status) - : ClpPackedMatrix(matrix->matrix()), - sumDualInfeasibilities_(0.0), - sumPrimalInfeasibilities_(0.0), - sumOfRelaxedDualInfeasibilities_(0.0), - sumOfRelaxedPrimalInfeasibilities_(0.0), - numberDualInfeasibilities_(0), - numberPrimalInfeasibilities_(0), - saveNumber_(0), - possiblePivotKey_(0), - gubSlackIn_(-1) -{ - model_ = NULL; - numberSets_ = numberSets; - start_ = ClpCopyOfArray(start, numberSets_); - end_ = ClpCopyOfArray(end, numberSets_); - lower_ = ClpCopyOfArray(lower, numberSets_); - upper_ = ClpCopyOfArray(upper, numberSets_); - // Check valid and ordered - int last = -1; - int numberColumns = matrix_->getNumCols(); - int numberRows = matrix_->getNumRows(); - backward_ = new int[numberColumns]; - backToPivotRow_ = new int[numberColumns]; - changeCost_ = new double [numberRows+numberSets_]; - keyVariable_ = new int[numberSets_]; - // signal to need new ordering - next_ = NULL; - for (int iColumn = 0; iColumn < numberColumns; iColumn++) - backward_[iColumn] = -1; - - int iSet; - for (iSet = 0; iSet < numberSets_; iSet++) { - // set key variable as slack - keyVariable_[iSet] = iSet + numberColumns; - if (start_[iSet] < 0 || start_[iSet] >= numberColumns) - throw CoinError("Index out of range", "constructor", "ClpGubMatrix"); - if (end_[iSet] < 0 || end_[iSet] > numberColumns) - throw CoinError("Index out of range", "constructor", "ClpGubMatrix"); - if (end_[iSet] <= start_[iSet]) - throw CoinError("Empty or negative set", "constructor", "ClpGubMatrix"); - if (start_[iSet] < last) - throw CoinError("overlapping or non-monotonic sets", "constructor", "ClpGubMatrix"); - last = end_[iSet]; - int j; - for (j = start_[iSet]; j < end_[iSet]; j++) - backward_[j] = iSet; - } - // Find type of gub - firstGub_ = numberColumns + 1; - lastGub_ = -1; - int i; - for (i = 0; i < numberColumns; i++) { - if (backward_[i] >= 0) { - firstGub_ = CoinMin(firstGub_, i); - lastGub_ = CoinMax(lastGub_, i); - } - } - gubType_ = 0; - // adjust lastGub_ - if (lastGub_ > 0) - lastGub_++; - for (i = firstGub_; i < lastGub_; i++) { - if (backward_[i] < 0) { - gubType_ = 1; - printf("interior non gub %d\n", i); - break; - } - } - if (status) { - status_ = ClpCopyOfArray(status, numberSets_); - } else { - status_ = new unsigned char [numberSets_]; - memset(status_, 0, numberSets_); - int i; - for (i = 0; i < numberSets_; i++) { - // make slack key - setStatus(i, ClpSimplex::basic); - } - } - saveStatus_ = new unsigned char [numberSets_]; - memset(saveStatus_, 0, numberSets_); - savedKeyVariable_ = new int [numberSets_]; - memset(savedKeyVariable_, 0, numberSets_ * sizeof(int)); - noCheck_ = -1; - infeasibilityWeight_ = 0.0; -} - -ClpGubMatrix::ClpGubMatrix (const CoinPackedMatrix & rhs) - : ClpPackedMatrix(rhs), - sumDualInfeasibilities_(0.0), - sumPrimalInfeasibilities_(0.0), - sumOfRelaxedDualInfeasibilities_(0.0), - sumOfRelaxedPrimalInfeasibilities_(0.0), - infeasibilityWeight_(0.0), - start_(NULL), - end_(NULL), - lower_(NULL), - upper_(NULL), - status_(NULL), - saveStatus_(NULL), - savedKeyVariable_(NULL), - backward_(NULL), - backToPivotRow_(NULL), - changeCost_(NULL), - keyVariable_(NULL), - next_(NULL), - toIndex_(NULL), - fromIndex_(NULL), - model_(NULL), - numberDualInfeasibilities_(0), - numberPrimalInfeasibilities_(0), - noCheck_(-1), - numberSets_(0), - saveNumber_(0), - possiblePivotKey_(0), - gubSlackIn_(-1), - firstGub_(0), - lastGub_(0), - gubType_(0) -{ - setType(16); - -} - -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -ClpGubMatrix::~ClpGubMatrix () -{ - delete [] start_; - delete [] end_; - delete [] lower_; - delete [] upper_; - delete [] status_; - delete [] saveStatus_; - delete [] savedKeyVariable_; - delete [] backward_; - delete [] backToPivotRow_; - delete [] changeCost_; - delete [] keyVariable_; - delete [] next_; - delete [] toIndex_; - delete [] fromIndex_; -} - -//---------------------------------------------------------------- -// Assignment operator -//------------------------------------------------------------------- -ClpGubMatrix & -ClpGubMatrix::operator=(const ClpGubMatrix& rhs) -{ - if (this != &rhs) { - ClpPackedMatrix::operator=(rhs); - delete [] start_; - delete [] end_; - delete [] lower_; - delete [] upper_; - delete [] status_; - delete [] saveStatus_; - delete [] savedKeyVariable_; - delete [] backward_; - delete [] backToPivotRow_; - delete [] changeCost_; - delete [] keyVariable_; - delete [] next_; - delete [] toIndex_; - delete [] fromIndex_; - numberSets_ = rhs.numberSets_; - saveNumber_ = rhs.saveNumber_; - possiblePivotKey_ = rhs.possiblePivotKey_; - gubSlackIn_ = rhs.gubSlackIn_; - start_ = ClpCopyOfArray(rhs.start_, numberSets_); - end_ = ClpCopyOfArray(rhs.end_, numberSets_); - lower_ = ClpCopyOfArray(rhs.lower_, numberSets_); - upper_ = ClpCopyOfArray(rhs.upper_, numberSets_); - status_ = ClpCopyOfArray(rhs.status_, numberSets_); - saveStatus_ = ClpCopyOfArray(rhs.saveStatus_, numberSets_); - savedKeyVariable_ = ClpCopyOfArray(rhs.savedKeyVariable_, numberSets_); - int numberColumns = getNumCols(); - backward_ = ClpCopyOfArray(rhs.backward_, numberColumns); - backToPivotRow_ = ClpCopyOfArray(rhs.backToPivotRow_, numberColumns); - changeCost_ = ClpCopyOfArray(rhs.changeCost_, getNumRows() + numberSets_); - fromIndex_ = ClpCopyOfArray(rhs.fromIndex_, getNumRows() + numberSets_ + 1); - keyVariable_ = ClpCopyOfArray(rhs.keyVariable_, numberSets_); - // find longest set - int * longest = new int[numberSets_]; - CoinZeroN(longest, numberSets_); - int j; - for (j = 0; j < numberColumns; j++) { - int iSet = backward_[j]; - if (iSet >= 0) - longest[iSet]++; - } - int length = 0; - for (j = 0; j < numberSets_; j++) - length = CoinMax(length, longest[j]); - next_ = ClpCopyOfArray(rhs.next_, numberColumns + numberSets_ + 2 * length); - toIndex_ = ClpCopyOfArray(rhs.toIndex_, numberSets_); - sumDualInfeasibilities_ = rhs. sumDualInfeasibilities_; - sumPrimalInfeasibilities_ = rhs.sumPrimalInfeasibilities_; - sumOfRelaxedDualInfeasibilities_ = rhs.sumOfRelaxedDualInfeasibilities_; - sumOfRelaxedPrimalInfeasibilities_ = rhs.sumOfRelaxedPrimalInfeasibilities_; - infeasibilityWeight_ = rhs.infeasibilityWeight_; - numberDualInfeasibilities_ = rhs.numberDualInfeasibilities_; - numberPrimalInfeasibilities_ = rhs.numberPrimalInfeasibilities_; - noCheck_ = rhs.noCheck_; - firstGub_ = rhs.firstGub_; - lastGub_ = rhs.lastGub_; - gubType_ = rhs.gubType_; - model_ = rhs.model_; - } - return *this; -} -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -ClpMatrixBase * ClpGubMatrix::clone() const -{ - return new ClpGubMatrix(*this); -} -/* Subset clone (without gaps). Duplicates are allowed - and order is as given */ -ClpMatrixBase * -ClpGubMatrix::subsetClone (int numberRows, const int * whichRows, - int numberColumns, - const int * whichColumns) const -{ - return new ClpGubMatrix(*this, numberRows, whichRows, - numberColumns, whichColumns); -} -/* Returns a new matrix in reverse order without gaps - Is allowed to return NULL if doesn't want to have row copy */ -ClpMatrixBase * -ClpGubMatrix::reverseOrderedCopy() const -{ - return NULL; -} -int -ClpGubMatrix::hiddenRows() const -{ - return numberSets_; -} -/* Subset constructor (without gaps). Duplicates are allowed - and order is as given */ -ClpGubMatrix::ClpGubMatrix ( - const ClpGubMatrix & rhs, - int numberRows, const int * whichRows, - int numberColumns, const int * whichColumns) - : ClpPackedMatrix(rhs, numberRows, whichRows, numberColumns, whichColumns) -{ - // Assuming no gub rows deleted - // We also assume all sets in same order - // Get array with backward pointers - int numberColumnsOld = rhs.matrix_->getNumCols(); - int * array = new int [ numberColumnsOld]; - int i; - for (i = 0; i < numberColumnsOld; i++) - array[i] = -1; - for (int iSet = 0; iSet < numberSets_; iSet++) { - for (int j = start_[iSet]; j < end_[iSet]; j++) - array[j] = iSet; - } - numberSets_ = -1; - int lastSet = -1; - bool inSet = false; - for (i = 0; i < numberColumns; i++) { - int iColumn = whichColumns[i]; - int iSet = array[iColumn]; - if (iSet < 0) { - inSet = false; - } else { - if (!inSet) { - // start of new set but check okay - if (iSet <= lastSet) - throw CoinError("overlapping or non-monotonic sets", "subset constructor", "ClpGubMatrix"); - lastSet = iSet; - numberSets_++; - start_[numberSets_] = i; - end_[numberSets_] = i + 1; - lower_[numberSets_] = lower_[iSet]; - upper_[numberSets_] = upper_[iSet]; - inSet = true; - } else { - if (iSet < lastSet) { - throw CoinError("overlapping or non-monotonic sets", "subset constructor", "ClpGubMatrix"); - } else if (iSet == lastSet) { - end_[numberSets_] = i + 1; - } else { - // new set - lastSet = iSet; - numberSets_++; - start_[numberSets_] = i; - end_[numberSets_] = i + 1; - lower_[numberSets_] = lower_[iSet]; - upper_[numberSets_] = upper_[iSet]; - } - } - } - } - delete [] array; - numberSets_++; // adjust - // Find type of gub - firstGub_ = numberColumns + 1; - lastGub_ = -1; - for (i = 0; i < numberColumns; i++) { - if (backward_[i] >= 0) { - firstGub_ = CoinMin(firstGub_, i); - lastGub_ = CoinMax(lastGub_, i); - } - } - if (lastGub_ > 0) - lastGub_++; - gubType_ = 0; - for (i = firstGub_; i < lastGub_; i++) { - if (backward_[i] < 0) { - gubType_ = 1; - break; - } - } - - // Make sure key is feasible if only key in set -} -ClpGubMatrix::ClpGubMatrix ( - const CoinPackedMatrix & rhs, - int numberRows, const int * whichRows, - int numberColumns, const int * whichColumns) - : ClpPackedMatrix(rhs, numberRows, whichRows, numberColumns, whichColumns), - sumDualInfeasibilities_(0.0), - sumPrimalInfeasibilities_(0.0), - sumOfRelaxedDualInfeasibilities_(0.0), - sumOfRelaxedPrimalInfeasibilities_(0.0), - start_(NULL), - end_(NULL), - lower_(NULL), - upper_(NULL), - backward_(NULL), - backToPivotRow_(NULL), - changeCost_(NULL), - keyVariable_(NULL), - next_(NULL), - toIndex_(NULL), - fromIndex_(NULL), - numberDualInfeasibilities_(0), - numberPrimalInfeasibilities_(0), - numberSets_(0), - saveNumber_(0), - possiblePivotKey_(0), - gubSlackIn_(-1), - firstGub_(0), - lastGub_(0), - gubType_(0) -{ - setType(16); -} -/* Return x * A + y in z. - Squashes small elements and knows about ClpSimplex */ -void -ClpGubMatrix::transposeTimes(const ClpSimplex * model, double scalar, - const CoinIndexedVector * rowArray, - CoinIndexedVector * y, - CoinIndexedVector * columnArray) const -{ - columnArray->clear(); - double * pi = rowArray->denseVector(); - int numberNonZero = 0; - int * index = columnArray->getIndices(); - double * array = columnArray->denseVector(); - int numberInRowArray = rowArray->getNumElements(); - // maybe I need one in OsiSimplex - double zeroTolerance = model->zeroTolerance(); - int numberRows = model->numberRows(); - ClpPackedMatrix* rowCopy = - dynamic_cast< ClpPackedMatrix*>(model->rowCopy()); - bool packed = rowArray->packedMode(); - double factor = 0.3; - // We may not want to do by row if there may be cache problems - int numberColumns = model->numberColumns(); - // It would be nice to find L2 cache size - for moment 512K - // Be slightly optimistic - if (numberColumns * sizeof(double) > 1000000) { - if (numberRows * 10 < numberColumns) - factor = 0.1; - else if (numberRows * 4 < numberColumns) - factor = 0.15; - else if (numberRows * 2 < numberColumns) - factor = 0.2; - //if (model->numberIterations()%50==0) - //printf("%d nonzero\n",numberInRowArray); - } - // reduce for gub - factor *= 0.5; - assert (!y->getNumElements()); - if (numberInRowArray > factor * numberRows || !rowCopy) { - // do by column - int iColumn; - // get matrix data pointers - const int * row = matrix_->getIndices(); - const CoinBigIndex * columnStart = matrix_->getVectorStarts(); - const int * columnLength = matrix_->getVectorLengths(); - const double * elementByColumn = matrix_->getElements(); - const double * rowScale = model->rowScale(); - int numberColumns = model->numberColumns(); - int iSet = -1; - double djMod = 0.0; - if (packed) { - // need to expand pi into y - assert(y->capacity() >= numberRows); - double * piOld = pi; - pi = y->denseVector(); - const int * whichRow = rowArray->getIndices(); - int i; - if (!rowScale) { - // modify pi so can collapse to one loop - for (i = 0; i < numberInRowArray; i++) { - int iRow = whichRow[i]; - pi[iRow] = scalar * piOld[i]; - } - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - if (backward_[iColumn] != iSet) { - // get pi on gub row - iSet = backward_[iColumn]; - if (iSet >= 0) { - int iBasic = keyVariable_[iSet]; - if (iBasic < numberColumns) { - // get dj without - assert (model->getStatus(iBasic) == ClpSimplex::basic); - djMod = 0.0; - for (CoinBigIndex j = columnStart[iBasic]; - j < columnStart[iBasic] + columnLength[iBasic]; j++) { - int jRow = row[j]; - djMod -= pi[jRow] * elementByColumn[j]; - } - } else { - djMod = 0.0; - } - } else { - djMod = 0.0; - } - } - double value = -djMod; - CoinBigIndex j; - for (j = columnStart[iColumn]; - j < columnStart[iColumn] + columnLength[iColumn]; j++) { - int iRow = row[j]; - value += pi[iRow] * elementByColumn[j]; - } - if (fabs(value) > zeroTolerance) { - array[numberNonZero] = value; - index[numberNonZero++] = iColumn; - } - } - } else { - // scaled - // modify pi so can collapse to one loop - for (i = 0; i < numberInRowArray; i++) { - int iRow = whichRow[i]; - pi[iRow] = scalar * piOld[i] * rowScale[iRow]; - } - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - if (backward_[iColumn] != iSet) { - // get pi on gub row - iSet = backward_[iColumn]; - if (iSet >= 0) { - int iBasic = keyVariable_[iSet]; - if (iBasic < numberColumns) { - // get dj without - assert (model->getStatus(iBasic) == ClpSimplex::basic); - djMod = 0.0; - // scaled - for (CoinBigIndex j = columnStart[iBasic]; - j < columnStart[iBasic] + columnLength[iBasic]; j++) { - int jRow = row[j]; - djMod -= pi[jRow] * elementByColumn[j] * rowScale[jRow]; - } - } else { - djMod = 0.0; - } - } else { - djMod = 0.0; - } - } - double value = -djMod; - CoinBigIndex j; - const double * columnScale = model->columnScale(); - for (j = columnStart[iColumn]; - j < columnStart[iColumn] + columnLength[iColumn]; j++) { - int iRow = row[j]; - value += pi[iRow] * elementByColumn[j]; - } - value *= columnScale[iColumn]; - if (fabs(value) > zeroTolerance) { - array[numberNonZero] = value; - index[numberNonZero++] = iColumn; - } - } - } - // zero out - for (i = 0; i < numberInRowArray; i++) { - int iRow = whichRow[i]; - pi[iRow] = 0.0; - } - } else { - // code later - assert (packed); - if (!rowScale) { - if (scalar == -1.0) { - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - double value = 0.0; - CoinBigIndex j; - for (j = columnStart[iColumn]; - j < columnStart[iColumn] + columnLength[iColumn]; j++) { - int iRow = row[j]; - value += pi[iRow] * elementByColumn[j]; - } - if (fabs(value) > zeroTolerance) { - index[numberNonZero++] = iColumn; - array[iColumn] = -value; - } - } - } else if (scalar == 1.0) { - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - double value = 0.0; - CoinBigIndex j; - for (j = columnStart[iColumn]; - j < columnStart[iColumn] + columnLength[iColumn]; j++) { - int iRow = row[j]; - value += pi[iRow] * elementByColumn[j]; - } - if (fabs(value) > zeroTolerance) { - index[numberNonZero++] = iColumn; - array[iColumn] = value; - } - } - } else { - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - double value = 0.0; - CoinBigIndex j; - for (j = columnStart[iColumn]; - j < columnStart[iColumn] + columnLength[iColumn]; j++) { - int iRow = row[j]; - value += pi[iRow] * elementByColumn[j]; - } - value *= scalar; - if (fabs(value) > zeroTolerance) { - index[numberNonZero++] = iColumn; - array[iColumn] = value; - } - } - } - } else { - // scaled - if (scalar == -1.0) { - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - double value = 0.0; - CoinBigIndex j; - const double * columnScale = model->columnScale(); - for (j = columnStart[iColumn]; - j < columnStart[iColumn] + columnLength[iColumn]; j++) { - int iRow = row[j]; - value += pi[iRow] * elementByColumn[j] * rowScale[iRow]; - } - value *= columnScale[iColumn]; - if (fabs(value) > zeroTolerance) { - index[numberNonZero++] = iColumn; - array[iColumn] = -value; - } - } - } else if (scalar == 1.0) { - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - double value = 0.0; - CoinBigIndex j; - const double * columnScale = model->columnScale(); - for (j = columnStart[iColumn]; - j < columnStart[iColumn] + columnLength[iColumn]; j++) { - int iRow = row[j]; - value += pi[iRow] * elementByColumn[j] * rowScale[iRow]; - } - value *= columnScale[iColumn]; - if (fabs(value) > zeroTolerance) { - index[numberNonZero++] = iColumn; - array[iColumn] = value; - } - } - } else { - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - double value = 0.0; - CoinBigIndex j; - const double * columnScale = model->columnScale(); - for (j = columnStart[iColumn]; - j < columnStart[iColumn] + columnLength[iColumn]; j++) { - int iRow = row[j]; - value += pi[iRow] * elementByColumn[j] * rowScale[iRow]; - } - value *= scalar * columnScale[iColumn]; - if (fabs(value) > zeroTolerance) { - index[numberNonZero++] = iColumn; - array[iColumn] = value; - } - } - } - } - } - columnArray->setNumElements(numberNonZero); - y->setNumElements(0); - } else { - // do by row - transposeTimesByRow(model, scalar, rowArray, y, columnArray); - } - if (packed) - columnArray->setPackedMode(true); - if (0) { - columnArray->checkClean(); - int numberNonZero = columnArray->getNumElements();; - int * index = columnArray->getIndices(); - double * array = columnArray->denseVector(); - int i; - for (i = 0; i < numberNonZero; i++) { - int j = index[i]; - double value; - if (packed) - value = array[i]; - else - value = array[j]; - printf("Ti %d %d %g\n", i, j, value); - } - } -} -/* Return x * A + y in z. - Squashes small elements and knows about ClpSimplex */ -void -ClpGubMatrix::transposeTimesByRow(const ClpSimplex * model, double scalar, - const CoinIndexedVector * rowArray, - CoinIndexedVector * y, - CoinIndexedVector * columnArray) const -{ - // Do packed part - ClpPackedMatrix::transposeTimesByRow(model, scalar, rowArray, y, columnArray); - if (numberSets_) { - /* what we need to do is do by row as normal but get list of sets touched - and then update those ones */ - abort(); - } -} -/* Return x *A in z but - just for indices in y. */ -void -ClpGubMatrix::subsetTransposeTimes(const ClpSimplex * model, - const CoinIndexedVector * rowArray, - const CoinIndexedVector * y, - CoinIndexedVector * columnArray) const -{ - columnArray->clear(); - double * pi = rowArray->denseVector(); - double * array = columnArray->denseVector(); - int jColumn; - // get matrix data pointers - const int * row = matrix_->getIndices(); - const CoinBigIndex * columnStart = matrix_->getVectorStarts(); - const int * columnLength = matrix_->getVectorLengths(); - const double * elementByColumn = matrix_->getElements(); - const double * rowScale = model->rowScale(); - int numberToDo = y->getNumElements(); - const int * which = y->getIndices(); - assert (!rowArray->packedMode()); - columnArray->setPacked(); - int numberTouched = 0; - if (!rowScale) { - for (jColumn = 0; jColumn < numberToDo; jColumn++) { - int iColumn = which[jColumn]; - double value = 0.0; - CoinBigIndex j; - for (j = columnStart[iColumn]; - j < columnStart[iColumn] + columnLength[iColumn]; j++) { - int iRow = row[j]; - value += pi[iRow] * elementByColumn[j]; - } - array[jColumn] = value; - if (value) { - int iSet = backward_[iColumn]; - if (iSet >= 0) { - int iBasic = keyVariable_[iSet]; - if (iBasic == iColumn) { - toIndex_[iSet] = jColumn; - fromIndex_[numberTouched++] = iSet; - } - } - } - } - } else { - // scaled - for (jColumn = 0; jColumn < numberToDo; jColumn++) { - int iColumn = which[jColumn]; - double value = 0.0; - CoinBigIndex j; - const double * columnScale = model->columnScale(); - for (j = columnStart[iColumn]; - j < columnStart[iColumn] + columnLength[iColumn]; j++) { - int iRow = row[j]; - value += pi[iRow] * elementByColumn[j] * rowScale[iRow]; - } - value *= columnScale[iColumn]; - array[jColumn] = value; - if (value) { - int iSet = backward_[iColumn]; - if (iSet >= 0) { - int iBasic = keyVariable_[iSet]; - if (iBasic == iColumn) { - toIndex_[iSet] = jColumn; - fromIndex_[numberTouched++] = iSet; - } - } - } - } - } - // adjust djs - for (jColumn = 0; jColumn < numberToDo; jColumn++) { - int iColumn = which[jColumn]; - int iSet = backward_[iColumn]; - if (iSet >= 0) { - int kColumn = toIndex_[iSet]; - if (kColumn >= 0) - array[jColumn] -= array[kColumn]; - } - } - // and clear basic - for (int j = 0; j < numberTouched; j++) { - int iSet = fromIndex_[j]; - int kColumn = toIndex_[iSet]; - toIndex_[iSet] = -1; - array[kColumn] = 0.0; - } -} -/// returns number of elements in column part of basis, -CoinBigIndex -ClpGubMatrix::countBasis(const int * whichColumn, - int & numberColumnBasic) -{ - int i; - int numberColumns = getNumCols(); - const int * columnLength = matrix_->getVectorLengths(); - int numberRows = getNumRows(); - int numberBasic = 0; - CoinBigIndex numberElements = 0; - int lastSet = -1; - int key = -1; - int keyLength = -1; - double * work = new double[numberRows]; - CoinZeroN(work, numberRows); - char * mark = new char[numberRows]; - CoinZeroN(mark, numberRows); - const CoinBigIndex * columnStart = matrix_->getVectorStarts(); - const int * row = matrix_->getIndices(); - const double * elementByColumn = matrix_->getElements(); - //ClpGubDynamicMatrix* gubx = - //dynamic_cast< ClpGubDynamicMatrix*>(this); - //int * id = gubx->id(); - // just count - for (i = 0; i < numberColumnBasic; i++) { - int iColumn = whichColumn[i]; - int iSet = backward_[iColumn]; - int length = columnLength[iColumn]; - if (iSet < 0 || keyVariable_[iSet] >= numberColumns) { - numberElements += length; - numberBasic++; - //printf("non gub - set %d id %d (column %d) nel %d\n",iSet,id[iColumn-20],iColumn,length); - } else { - // in gub set - if (iColumn != keyVariable_[iSet]) { - numberBasic++; - CoinBigIndex j; - // not key - if (lastSet < iSet) { - // erase work - if (key >= 0) { - for (j = columnStart[key]; j < columnStart[key] + keyLength; j++) - work[row[j]] = 0.0; - } - key = keyVariable_[iSet]; - lastSet = iSet; - keyLength = columnLength[key]; - for (j = columnStart[key]; j < columnStart[key] + keyLength; j++) - work[row[j]] = elementByColumn[j]; - } - int extra = keyLength; - for (j = columnStart[iColumn]; j < columnStart[iColumn] + length; j++) { - int iRow = row[j]; - double keyValue = work[iRow]; - double value = elementByColumn[j]; - if (!keyValue) { - if (fabs(value) > 1.0e-20) - extra++; - } else { - value -= keyValue; - if (fabs(value) <= 1.0e-20) - extra--; - } - } - numberElements += extra; - //printf("gub - set %d id %d (column %d) nel %d\n",iSet,id[iColumn-20],iColumn,extra); - } - } - } - delete [] work; - delete [] mark; - // update number of column basic - numberColumnBasic = numberBasic; - return numberElements; -} -void -ClpGubMatrix::fillBasis(ClpSimplex * model, - const int * whichColumn, - int & numberColumnBasic, - int * indexRowU, int * start, - int * rowCount, int * columnCount, - CoinFactorizationDouble * elementU) -{ - int i; - int numberColumns = getNumCols(); - const int * columnLength = matrix_->getVectorLengths(); - int numberRows = getNumRows(); - assert (next_ || !elementU) ; - CoinBigIndex numberElements = start[0]; - int lastSet = -1; - int key = -1; - int keyLength = -1; - double * work = new double[numberRows]; - CoinZeroN(work, numberRows); - char * mark = new char[numberRows]; - CoinZeroN(mark, numberRows); - const CoinBigIndex * columnStart = matrix_->getVectorStarts(); - const int * row = matrix_->getIndices(); - const double * elementByColumn = matrix_->getElements(); - const double * rowScale = model->rowScale(); - int numberBasic = 0; - if (0) { - printf("%d basiccolumns\n", numberColumnBasic); - int i; - for (i = 0; i < numberSets_; i++) { - int k = keyVariable_[i]; - if (k < numberColumns) { - printf("key %d on set %d, %d elements\n", k, i, columnStart[k+1] - columnStart[k]); - for (int j = columnStart[k]; j < columnStart[k+1]; j++) - printf("row %d el %g\n", row[j], elementByColumn[j]); - } else { - printf("slack key on set %d\n", i); - } - } - } - // fill - if (!rowScale) { - // no scaling - for (i = 0; i < numberColumnBasic; i++) { - int iColumn = whichColumn[i]; - int iSet = backward_[iColumn]; - int length = columnLength[iColumn]; - if (0) { - int k = iColumn; - printf("column %d in set %d, %d elements\n", k, iSet, columnStart[k+1] - columnStart[k]); - for (int j = columnStart[k]; j < columnStart[k+1]; j++) - printf("row %d el %g\n", row[j], elementByColumn[j]); - } - CoinBigIndex j; - if (iSet < 0 || keyVariable_[iSet] >= numberColumns) { - for (j = columnStart[iColumn]; j < columnStart[iColumn] + columnLength[iColumn]; j++) { - double value = elementByColumn[j]; - if (fabs(value) > 1.0e-20) { - int iRow = row[j]; - indexRowU[numberElements] = iRow; - rowCount[iRow]++; - elementU[numberElements++] = value; - } - } - // end of column - columnCount[numberBasic] = numberElements - start[numberBasic]; - numberBasic++; - start[numberBasic] = numberElements; - } else { - // in gub set - if (iColumn != keyVariable_[iSet]) { - // not key - if (lastSet != iSet) { - // erase work - if (key >= 0) { - for (j = columnStart[key]; j < columnStart[key] + keyLength; j++) { - int iRow = row[j]; - work[iRow] = 0.0; - mark[iRow] = 0; - } - } - key = keyVariable_[iSet]; - lastSet = iSet; - keyLength = columnLength[key]; - for (j = columnStart[key]; j < columnStart[key] + keyLength; j++) { - int iRow = row[j]; - work[iRow] = elementByColumn[j]; - mark[iRow] = 1; - } - } - for (j = columnStart[iColumn]; j < columnStart[iColumn] + length; j++) { - int iRow = row[j]; - double value = elementByColumn[j]; - if (mark[iRow]) { - mark[iRow] = 0; - double keyValue = work[iRow]; - value -= keyValue; - } - if (fabs(value) > 1.0e-20) { - indexRowU[numberElements] = iRow; - rowCount[iRow]++; - elementU[numberElements++] = value; - } - } - for (j = columnStart[key]; j < columnStart[key] + keyLength; j++) { - int iRow = row[j]; - if (mark[iRow]) { - double value = -work[iRow]; - if (fabs(value) > 1.0e-20) { - indexRowU[numberElements] = iRow; - rowCount[iRow]++; - elementU[numberElements++] = value; - } - } else { - // just put back mark - mark[iRow] = 1; - } - } - // end of column - columnCount[numberBasic] = numberElements - start[numberBasic]; - numberBasic++; - start[numberBasic] = numberElements; - } - } - } - } else { - // scaling - const double * columnScale = model->columnScale(); - for (i = 0; i < numberColumnBasic; i++) { - int iColumn = whichColumn[i]; - int iSet = backward_[iColumn]; - int length = columnLength[iColumn]; - CoinBigIndex j; - if (iSet < 0 || keyVariable_[iSet] >= numberColumns) { - double scale = columnScale[iColumn]; - for (j = columnStart[iColumn]; j < columnStart[iColumn] + columnLength[iColumn]; j++) { - int iRow = row[j]; - double value = elementByColumn[j] * scale * rowScale[iRow]; - if (fabs(value) > 1.0e-20) { - indexRowU[numberElements] = iRow; - rowCount[iRow]++; - elementU[numberElements++] = value; - } - } - // end of column - columnCount[numberBasic] = numberElements - start[numberBasic]; - numberBasic++; - start[numberBasic] = numberElements; - } else { - // in gub set - if (iColumn != keyVariable_[iSet]) { - double scale = columnScale[iColumn]; - // not key - if (lastSet < iSet) { - // erase work - if (key >= 0) { - for (j = columnStart[key]; j < columnStart[key] + keyLength; j++) { - int iRow = row[j]; - work[iRow] = 0.0; - mark[iRow] = 0; - } - } - key = keyVariable_[iSet]; - lastSet = iSet; - keyLength = columnLength[key]; - double scale = columnScale[key]; - for (j = columnStart[key]; j < columnStart[key] + keyLength; j++) { - int iRow = row[j]; - work[iRow] = elementByColumn[j] * scale * rowScale[iRow]; - mark[iRow] = 1; - } - } - for (j = columnStart[iColumn]; j < columnStart[iColumn] + length; j++) { - int iRow = row[j]; - double value = elementByColumn[j] * scale * rowScale[iRow]; - if (mark[iRow]) { - mark[iRow] = 0; - double keyValue = work[iRow]; - value -= keyValue; - } - if (fabs(value) > 1.0e-20) { - indexRowU[numberElements] = iRow; - rowCount[iRow]++; - elementU[numberElements++] = value; - } - } - for (j = columnStart[key]; j < columnStart[key] + keyLength; j++) { - int iRow = row[j]; - if (mark[iRow]) { - double value = -work[iRow]; - if (fabs(value) > 1.0e-20) { - indexRowU[numberElements] = iRow; - rowCount[iRow]++; - elementU[numberElements++] = value; - } - } else { - // just put back mark - mark[iRow] = 1; - } - } - // end of column - columnCount[numberBasic] = numberElements - start[numberBasic]; - numberBasic++; - start[numberBasic] = numberElements; - } - } - } - } - delete [] work; - delete [] mark; - // update number of column basic - numberColumnBasic = numberBasic; -} -/* Unpacks a column into an CoinIndexedvector - */ -void -ClpGubMatrix::unpack(const ClpSimplex * model, CoinIndexedVector * rowArray, - int iColumn) const -{ - assert (iColumn < model->numberColumns()); - // Do packed part - ClpPackedMatrix::unpack(model, rowArray, iColumn); - int iSet = backward_[iColumn]; - if (iSet >= 0) { - int iBasic = keyVariable_[iSet]; - if (iBasic < model->numberColumns()) { - add(model, rowArray, iBasic, -1.0); - } - } -} -/* Unpacks a column into a CoinIndexedVector -** in packed format -Note that model is NOT const. Bounds and objective could -be modified if doing column generation (just for this variable) */ -void -ClpGubMatrix::unpackPacked(ClpSimplex * model, - CoinIndexedVector * rowArray, - int iColumn) const -{ - int numberColumns = model->numberColumns(); - if (iColumn < numberColumns) { - // Do packed part - ClpPackedMatrix::unpackPacked(model, rowArray, iColumn); - int iSet = backward_[iColumn]; - if (iSet >= 0) { - // columns are in order - int iBasic = keyVariable_[iSet]; - if (iBasic < numberColumns) { - int number = rowArray->getNumElements(); - const double * rowScale = model->rowScale(); - const int * row = matrix_->getIndices(); - const CoinBigIndex * columnStart = matrix_->getVectorStarts(); - const int * columnLength = matrix_->getVectorLengths(); - const double * elementByColumn = matrix_->getElements(); - double * array = rowArray->denseVector(); - int * index = rowArray->getIndices(); - CoinBigIndex i; - int numberOld = number; - int lastIndex = 0; - int next = index[lastIndex]; - if (!rowScale) { - for (i = columnStart[iBasic]; - i < columnStart[iBasic] + columnLength[iBasic]; i++) { - int iRow = row[i]; - while (iRow > next) { - lastIndex++; - if (lastIndex == numberOld) - next = matrix_->getNumRows(); - else - next = index[lastIndex]; - } - if (iRow < next) { - array[number] = -elementByColumn[i]; - index[number++] = iRow; - } else { - assert (iRow == next); - array[lastIndex] -= elementByColumn[i]; - if (!array[lastIndex]) - array[lastIndex] = 1.0e-100; - } - } - } else { - // apply scaling - double scale = model->columnScale()[iBasic]; - for (i = columnStart[iBasic]; - i < columnStart[iBasic] + columnLength[iBasic]; i++) { - int iRow = row[i]; - while (iRow > next) { - lastIndex++; - if (lastIndex == numberOld) - next = matrix_->getNumRows(); - else - next = index[lastIndex]; - } - if (iRow < next) { - array[number] = -elementByColumn[i] * scale * rowScale[iRow]; - index[number++] = iRow; - } else { - assert (iRow == next); - array[lastIndex] -= elementByColumn[i] * scale * rowScale[iRow]; - if (!array[lastIndex]) - array[lastIndex] = 1.0e-100; - } - } - } - rowArray->setNumElements(number); - } - } - } else { - // key slack entering - int iBasic = keyVariable_[gubSlackIn_]; - assert (iBasic < numberColumns); - int number = 0; - const double * rowScale = model->rowScale(); - const int * row = matrix_->getIndices(); - const CoinBigIndex * columnStart = matrix_->getVectorStarts(); - const int * columnLength = matrix_->getVectorLengths(); - const double * elementByColumn = matrix_->getElements(); - double * array = rowArray->denseVector(); - int * index = rowArray->getIndices(); - CoinBigIndex i; - if (!rowScale) { - for (i = columnStart[iBasic]; - i < columnStart[iBasic] + columnLength[iBasic]; i++) { - int iRow = row[i]; - array[number] = elementByColumn[i]; - index[number++] = iRow; - } - } else { - // apply scaling - double scale = model->columnScale()[iBasic]; - for (i = columnStart[iBasic]; - i < columnStart[iBasic] + columnLength[iBasic]; i++) { - int iRow = row[i]; - array[number] = elementByColumn[i] * scale * rowScale[iRow]; - index[number++] = iRow; - } - } - rowArray->setNumElements(number); - rowArray->setPacked(); - } -} -/* Adds multiple of a column into an CoinIndexedvector - You can use quickAdd to add to vector */ -void -ClpGubMatrix::add(const ClpSimplex * model, CoinIndexedVector * rowArray, - int iColumn, double multiplier) const -{ - assert (iColumn < model->numberColumns()); - // Do packed part - ClpPackedMatrix::add(model, rowArray, iColumn, multiplier); - int iSet = backward_[iColumn]; - if (iSet >= 0 && iColumn != keyVariable_[iSet]) { - ClpPackedMatrix::add(model, rowArray, keyVariable_[iSet], -multiplier); - } -} -/* Adds multiple of a column into an array */ -void -ClpGubMatrix::add(const ClpSimplex * model, double * array, - int iColumn, double multiplier) const -{ - assert (iColumn < model->numberColumns()); - // Do packed part - ClpPackedMatrix::add(model, array, iColumn, multiplier); - if (iColumn < model->numberColumns()) { - int iSet = backward_[iColumn]; - if (iSet >= 0 && iColumn != keyVariable_[iSet] && keyVariable_[iSet] < model->numberColumns()) { - ClpPackedMatrix::add(model, array, keyVariable_[iSet], -multiplier); - } - } -} -// Partial pricing -void -ClpGubMatrix::partialPricing(ClpSimplex * model, double startFraction, double endFraction, - int & bestSequence, int & numberWanted) -{ - numberWanted = currentWanted_; - if (numberSets_) { - // Do packed part before gub - int numberColumns = matrix_->getNumCols(); - double ratio = static_cast (firstGub_) / - static_cast (numberColumns); - ClpPackedMatrix::partialPricing(model, startFraction * ratio, - endFraction * ratio, bestSequence, numberWanted); - if (numberWanted || minimumGoodReducedCosts_ < -1) { - // do gub - const double * element = matrix_->getElements(); - const int * row = matrix_->getIndices(); - const CoinBigIndex * startColumn = matrix_->getVectorStarts(); - const int * length = matrix_->getVectorLengths(); - const double * rowScale = model->rowScale(); - const double * columnScale = model->columnScale(); - int iSequence; - CoinBigIndex j; - double tolerance = model->currentDualTolerance(); - double * reducedCost = model->djRegion(); - const double * duals = model->dualRowSolution(); - const double * cost = model->costRegion(); - double bestDj; - int numberColumns = model->numberColumns(); - int numberRows = model->numberRows(); - if (bestSequence >= 0) - bestDj = fabs(this->reducedCost(model, bestSequence)); - else - bestDj = tolerance; - int sequenceOut = model->sequenceOut(); - int saveSequence = bestSequence; - int startG = firstGub_ + static_cast (startFraction * (lastGub_ - firstGub_)); - int endG = firstGub_ + static_cast (endFraction * (lastGub_ - firstGub_)); - endG = CoinMin(lastGub_, endG + 1); - // If nothing found yet can go all the way to end - int endAll = endG; - if (bestSequence < 0 && !startG) - endAll = lastGub_; - int minSet = minimumObjectsScan_ < 0 ? 5 : minimumObjectsScan_; - int minNeg = minimumGoodReducedCosts_ == -1 ? 5 : minimumGoodReducedCosts_; - int nSets = 0; - int iSet = -1; - double djMod = 0.0; - double infeasibilityCost = model->infeasibilityCost(); - if (rowScale) { - double bestDjMod = 0.0; - // scaled - for (iSequence = startG; iSequence < endAll; iSequence++) { - if (numberWanted + minNeg < originalWanted_ && nSets > minSet) { - // give up - numberWanted = 0; - break; - } else if (iSequence == endG && bestSequence >= 0) { - break; - } - if (backward_[iSequence] != iSet) { - // get pi on gub row - iSet = backward_[iSequence]; - if (iSet >= 0) { - nSets++; - int iBasic = keyVariable_[iSet]; - if (iBasic >= numberColumns) { - djMod = - weight(iSet) * infeasibilityCost; - } else { - // get dj without - assert (model->getStatus(iBasic) == ClpSimplex::basic); - djMod = 0.0; - // scaled - for (j = startColumn[iBasic]; - j < startColumn[iBasic] + length[iBasic]; j++) { - int jRow = row[j]; - djMod -= duals[jRow] * element[j] * rowScale[jRow]; - } - // allow for scaling - djMod += cost[iBasic] / columnScale[iBasic]; - // See if gub slack possible - dj is djMod - if (getStatus(iSet) == ClpSimplex::atLowerBound) { - double value = -djMod; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!flagged(iSet)) { - bestDj = value; - bestSequence = numberRows + numberColumns + iSet; - bestDjMod = djMod; - } else { - // just to make sure we don't exit before got something - numberWanted++; - abort(); - } - } - } - } else if (getStatus(iSet) == ClpSimplex::atUpperBound) { - double value = djMod; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!flagged(iSet)) { - bestDj = value; - bestSequence = numberRows + numberColumns + iSet; - bestDjMod = djMod; - } else { - // just to make sure we don't exit before got something - numberWanted++; - abort(); - } - } - } - } - } - } else { - // not in set - djMod = 0.0; - } - } - if (iSequence != sequenceOut) { - double value; - ClpSimplex::Status status = model->getStatus(iSequence); - - switch(status) { - - case ClpSimplex::basic: - case ClpSimplex::isFixed: - break; - case ClpSimplex::isFree: - case ClpSimplex::superBasic: - value = -djMod; - // scaled - for (j = startColumn[iSequence]; - j < startColumn[iSequence] + length[iSequence]; j++) { - int jRow = row[j]; - value -= duals[jRow] * element[j] * rowScale[jRow]; - } - value = fabs(cost[iSequence] + value * columnScale[iSequence]); - if (value > FREE_ACCEPT * tolerance) { - numberWanted--; - // we are going to bias towards free (but only if reasonable) - value *= FREE_BIAS; - if (value > bestDj) { - // check flagged variable and correct dj - if (!model->flagged(iSequence)) { - bestDj = value; - bestSequence = iSequence; - bestDjMod = djMod; - } else { - // just to make sure we don't exit before got something - numberWanted++; - } - } - } - break; - case ClpSimplex::atUpperBound: - value = -djMod; - // scaled - for (j = startColumn[iSequence]; - j < startColumn[iSequence] + length[iSequence]; j++) { - int jRow = row[j]; - value -= duals[jRow] * element[j] * rowScale[jRow]; - } - value = cost[iSequence] + value * columnScale[iSequence]; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!model->flagged(iSequence)) { - bestDj = value; - bestSequence = iSequence; - bestDjMod = djMod; - } else { - // just to make sure we don't exit before got something - numberWanted++; - } - } - } - break; - case ClpSimplex::atLowerBound: - value = -djMod; - // scaled - for (j = startColumn[iSequence]; - j < startColumn[iSequence] + length[iSequence]; j++) { - int jRow = row[j]; - value -= duals[jRow] * element[j] * rowScale[jRow]; - } - value = -(cost[iSequence] + value * columnScale[iSequence]); - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!model->flagged(iSequence)) { - bestDj = value; - bestSequence = iSequence; - bestDjMod = djMod; - } else { - // just to make sure we don't exit before got something - numberWanted++; - } - } - } - break; - } - } - if (!numberWanted) - break; - } - if (bestSequence != saveSequence) { - if (bestSequence < numberRows + numberColumns) { - // recompute dj - double value = bestDjMod; - // scaled - for (j = startColumn[bestSequence]; - j < startColumn[bestSequence] + length[bestSequence]; j++) { - int jRow = row[j]; - value -= duals[jRow] * element[j] * rowScale[jRow]; - } - reducedCost[bestSequence] = cost[bestSequence] + value * columnScale[bestSequence]; - gubSlackIn_ = -1; - } else { - // slack - make last column - gubSlackIn_ = bestSequence - numberRows - numberColumns; - bestSequence = numberColumns + 2 * numberRows; - reducedCost[bestSequence] = bestDjMod; - model->setStatus(bestSequence, getStatus(gubSlackIn_)); - if (getStatus(gubSlackIn_) == ClpSimplex::atUpperBound) - model->solutionRegion()[bestSequence] = upper_[gubSlackIn_]; - else - model->solutionRegion()[bestSequence] = lower_[gubSlackIn_]; - model->lowerRegion()[bestSequence] = lower_[gubSlackIn_]; - model->upperRegion()[bestSequence] = upper_[gubSlackIn_]; - model->costRegion()[bestSequence] = 0.0; - } - savedBestSequence_ = bestSequence; - savedBestDj_ = reducedCost[savedBestSequence_]; - } - } else { - double bestDjMod = 0.0; - //printf("iteration %d start %d end %d - wanted %d\n",model->numberIterations(), - // startG,endG,numberWanted); - for (iSequence = startG; iSequence < endG; iSequence++) { - if (numberWanted + minNeg < originalWanted_ && nSets > minSet) { - // give up - numberWanted = 0; - break; - } else if (iSequence == endG && bestSequence >= 0) { - break; - } - if (backward_[iSequence] != iSet) { - // get pi on gub row - iSet = backward_[iSequence]; - if (iSet >= 0) { - nSets++; - int iBasic = keyVariable_[iSet]; - if (iBasic >= numberColumns) { - djMod = - weight(iSet) * infeasibilityCost; - } else { - // get dj without - assert (model->getStatus(iBasic) == ClpSimplex::basic); - djMod = 0.0; - - for (j = startColumn[iBasic]; - j < startColumn[iBasic] + length[iBasic]; j++) { - int jRow = row[j]; - djMod -= duals[jRow] * element[j]; - } - djMod += cost[iBasic]; - // See if gub slack possible - dj is djMod - if (getStatus(iSet) == ClpSimplex::atLowerBound) { - double value = -djMod; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!flagged(iSet)) { - bestDj = value; - bestSequence = numberRows + numberColumns + iSet; - bestDjMod = djMod; - } else { - // just to make sure we don't exit before got something - numberWanted++; - abort(); - } - } - } - } else if (getStatus(iSet) == ClpSimplex::atUpperBound) { - double value = djMod; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!flagged(iSet)) { - bestDj = value; - bestSequence = numberRows + numberColumns + iSet; - bestDjMod = djMod; - } else { - // just to make sure we don't exit before got something - numberWanted++; - abort(); - } - } - } - } - } - } else { - // not in set - djMod = 0.0; - } - } - if (iSequence != sequenceOut) { - double value; - ClpSimplex::Status status = model->getStatus(iSequence); - - switch(status) { - - case ClpSimplex::basic: - case ClpSimplex::isFixed: - break; - case ClpSimplex::isFree: - case ClpSimplex::superBasic: - value = cost[iSequence] - djMod; - for (j = startColumn[iSequence]; - j < startColumn[iSequence] + length[iSequence]; j++) { - int jRow = row[j]; - value -= duals[jRow] * element[j]; - } - value = fabs(value); - if (value > FREE_ACCEPT * tolerance) { - numberWanted--; - // we are going to bias towards free (but only if reasonable) - value *= FREE_BIAS; - if (value > bestDj) { - // check flagged variable and correct dj - if (!model->flagged(iSequence)) { - bestDj = value; - bestSequence = iSequence; - bestDjMod = djMod; - } else { - // just to make sure we don't exit before got something - numberWanted++; - } - } - } - break; - case ClpSimplex::atUpperBound: - value = cost[iSequence] - djMod; - for (j = startColumn[iSequence]; - j < startColumn[iSequence] + length[iSequence]; j++) { - int jRow = row[j]; - value -= duals[jRow] * element[j]; - } - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!model->flagged(iSequence)) { - bestDj = value; - bestSequence = iSequence; - bestDjMod = djMod; - } else { - // just to make sure we don't exit before got something - numberWanted++; - } - } - } - break; - case ClpSimplex::atLowerBound: - value = cost[iSequence] - djMod; - for (j = startColumn[iSequence]; - j < startColumn[iSequence] + length[iSequence]; j++) { - int jRow = row[j]; - value -= duals[jRow] * element[j]; - } - value = -value; - if (value > tolerance) { - numberWanted--; - if (value > bestDj) { - // check flagged variable and correct dj - if (!model->flagged(iSequence)) { - bestDj = value; - bestSequence = iSequence; - bestDjMod = djMod; - } else { - // just to make sure we don't exit before got something - numberWanted++; - } - } - } - break; - } - } - if (!numberWanted) - break; - } - if (bestSequence != saveSequence) { - if (bestSequence < numberRows + numberColumns) { - // recompute dj - double value = cost[bestSequence] - bestDjMod; - for (j = startColumn[bestSequence]; - j < startColumn[bestSequence] + length[bestSequence]; j++) { - int jRow = row[j]; - value -= duals[jRow] * element[j]; - } - //printf("price struct %d - dj %g gubpi %g\n",bestSequence,value,bestDjMod); - reducedCost[bestSequence] = value; - gubSlackIn_ = -1; - } else { - // slack - make last column - gubSlackIn_ = bestSequence - numberRows - numberColumns; - bestSequence = numberColumns + 2 * numberRows; - reducedCost[bestSequence] = bestDjMod; - //printf("price slack %d - gubpi %g\n",gubSlackIn_,bestDjMod); - model->setStatus(bestSequence, getStatus(gubSlackIn_)); - if (getStatus(gubSlackIn_) == ClpSimplex::atUpperBound) - model->solutionRegion()[bestSequence] = upper_[gubSlackIn_]; - else - model->solutionRegion()[bestSequence] = lower_[gubSlackIn_]; - model->lowerRegion()[bestSequence] = lower_[gubSlackIn_]; - model->upperRegion()[bestSequence] = upper_[gubSlackIn_]; - model->costRegion()[bestSequence] = 0.0; - } - } - } - // See if may be finished - if (startG == firstGub_ && bestSequence < 0) - infeasibilityWeight_ = model_->infeasibilityCost(); - else if (bestSequence >= 0) - infeasibilityWeight_ = -1.0; - } - if (numberWanted) { - // Do packed part after gub - double offset = static_cast (lastGub_) / - static_cast (numberColumns); - double ratio = static_cast (numberColumns) / - static_cast (numberColumns) - offset; - double start2 = offset + ratio * startFraction; - double end2 = CoinMin(1.0, offset + ratio * endFraction + 1.0e-6); - ClpPackedMatrix::partialPricing(model, start2, end2, bestSequence, numberWanted); - } - } else { - // no gub - ClpPackedMatrix::partialPricing(model, startFraction, endFraction, bestSequence, numberWanted); - } - if (bestSequence >= 0) - infeasibilityWeight_ = -1.0; // not optimal - currentWanted_ = numberWanted; -} -/* expands an updated column to allow for extra rows which the main - solver does not know about and returns number added. -*/ -int -ClpGubMatrix::extendUpdated(ClpSimplex * model, CoinIndexedVector * update, int mode) -{ - // I think we only need to bother about sets with two in basis or incoming set - int number = update->getNumElements(); - double * array = update->denseVector(); - int * index = update->getIndices(); - int i; - assert (!number || update->packedMode()); - int * pivotVariable = model->pivotVariable(); - int numberRows = model->numberRows(); - int numberColumns = model->numberColumns(); - int numberTotal = numberRows + numberColumns; - int sequenceIn = model->sequenceIn(); - int returnCode = 0; - int iSetIn; - if (sequenceIn < numberColumns) { - iSetIn = backward_[sequenceIn]; - gubSlackIn_ = -1; // in case set - } else if (sequenceIn < numberRows + numberColumns) { - iSetIn = -1; - gubSlackIn_ = -1; // in case set - } else { - iSetIn = gubSlackIn_; - } - double * lower = model->lowerRegion(); - double * upper = model->upperRegion(); - double * cost = model->costRegion(); - double * solution = model->solutionRegion(); - int number2 = number; - if (!mode) { - double primalTolerance = model->primalTolerance(); - double infeasibilityCost = model->infeasibilityCost(); - // extend - saveNumber_ = number; - for (i = 0; i < number; i++) { - int iRow = index[i]; - int iPivot = pivotVariable[iRow]; - if (iPivot < numberColumns) { - int iSet = backward_[iPivot]; - if (iSet >= 0) { - // two (or more) in set - int iIndex = toIndex_[iSet]; - double otherValue = array[i]; - double value; - if (iIndex < 0) { - toIndex_[iSet] = number2; - int iNew = number2 - number; - fromIndex_[number2-number] = iSet; - iIndex = number2; - index[number2] = numberRows + iNew; - // do key stuff - int iKey = keyVariable_[iSet]; - if (iKey < numberColumns) { - // Save current cost of key - changeCost_[number2-number] = cost[iKey]; - if (iSet != iSetIn) - value = 0.0; - else if (iSetIn != gubSlackIn_) - value = 1.0; - else - value = -1.0; - pivotVariable[numberRows+iNew] = iKey; - // Do I need to recompute? - double sol; - assert (getStatus(iSet) != ClpSimplex::basic); - if (getStatus(iSet) == ClpSimplex::atLowerBound) - sol = lower_[iSet]; - else - sol = upper_[iSet]; - if ((gubType_ & 8) != 0) { - int iColumn = next_[iKey]; - // sum all non-key variables - while(iColumn >= 0) { - sol -= solution[iColumn]; - iColumn = next_[iColumn]; - } - } else { - int stop = -(iKey + 1); - int iColumn = next_[iKey]; - // sum all non-key variables - while(iColumn != stop) { - if (iColumn < 0) - iColumn = -iColumn - 1; - sol -= solution[iColumn]; - iColumn = next_[iColumn]; - } - } - solution[iKey] = sol; - if (model->algorithm() > 0) - model->nonLinearCost()->setOne(iKey, sol); - //assert (fabs(sol-solution[iKey])<1.0e-3); - } else { - // gub slack is basic - // Save current cost of key - changeCost_[number2-number] = -weight(iSet) * infeasibilityCost; - otherValue = - otherValue; //allow for - sign on slack - if (iSet != iSetIn) - value = 0.0; - else - value = -1.0; - pivotVariable[numberRows+iNew] = iNew + numberTotal; - model->djRegion()[iNew+numberTotal] = 0.0; - double sol = 0.0; - if ((gubType_ & 8) != 0) { - int iColumn = next_[iKey]; - // sum all non-key variables - while(iColumn >= 0) { - sol += solution[iColumn]; - iColumn = next_[iColumn]; - } - } else { - int stop = -(iKey + 1); - int iColumn = next_[iKey]; - // sum all non-key variables - while(iColumn != stop) { - if (iColumn < 0) - iColumn = -iColumn - 1; - sol += solution[iColumn]; - iColumn = next_[iColumn]; - } - } - solution[iNew+numberTotal] = sol; - // and do cost in nonLinearCost - if (model->algorithm() > 0) - model->nonLinearCost()->setOne(iNew + numberTotal, sol, lower_[iSet], upper_[iSet]); - if (sol > upper_[iSet] + primalTolerance) { - setAbove(iSet); - lower[iNew+numberTotal] = upper_[iSet]; - upper[iNew+numberTotal] = COIN_DBL_MAX; - } else if (sol < lower_[iSet] - primalTolerance) { - setBelow(iSet); - lower[iNew+numberTotal] = -COIN_DBL_MAX; - upper[iNew+numberTotal] = lower_[iSet]; - } else { - setFeasible(iSet); - lower[iNew+numberTotal] = lower_[iSet]; - upper[iNew+numberTotal] = upper_[iSet]; - } - cost[iNew+numberTotal] = weight(iSet) * infeasibilityCost; - } - number2++; - } else { - value = array[iIndex]; - int iKey = keyVariable_[iSet]; - if (iKey >= numberColumns) - otherValue = - otherValue; //allow for - sign on slack - } - value -= otherValue; - array[iIndex] = value; - } - } - } - if (iSetIn >= 0 && toIndex_[iSetIn] < 0) { - // Do incoming - update->setPacked(); // just in case no elements - toIndex_[iSetIn] = number2; - int iNew = number2 - number; - fromIndex_[number2-number] = iSetIn; - // Save current cost of key - double currentCost; - int key = keyVariable_[iSetIn]; - if (key < numberColumns) - currentCost = cost[key]; - else - currentCost = -weight(iSetIn) * infeasibilityCost; - changeCost_[number2-number] = currentCost; - index[number2] = numberRows + iNew; - // do key stuff - int iKey = keyVariable_[iSetIn]; - if (iKey < numberColumns) { - if (gubSlackIn_ < 0) - array[number2] = 1.0; - else - array[number2] = -1.0; - pivotVariable[numberRows+iNew] = iKey; - // Do I need to recompute? - double sol; - assert (getStatus(iSetIn) != ClpSimplex::basic); - if (getStatus(iSetIn) == ClpSimplex::atLowerBound) - sol = lower_[iSetIn]; - else - sol = upper_[iSetIn]; - if ((gubType_ & 8) != 0) { - int iColumn = next_[iKey]; - // sum all non-key variables - while(iColumn >= 0) { - sol -= solution[iColumn]; - iColumn = next_[iColumn]; - } - } else { - // bounds exist - sum over all except key - int stop = -(iKey + 1); - int iColumn = next_[iKey]; - // sum all non-key variables - while(iColumn != stop) { - if (iColumn < 0) - iColumn = -iColumn - 1; - sol -= solution[iColumn]; - iColumn = next_[iColumn]; - } - } - solution[iKey] = sol; - if (model->algorithm() > 0) - model->nonLinearCost()->setOne(iKey, sol); - //assert (fabs(sol-solution[iKey])<1.0e-3); - } else { - // gub slack is basic - array[number2] = -1.0; - pivotVariable[numberRows+iNew] = iNew + numberTotal; - model->djRegion()[iNew+numberTotal] = 0.0; - double sol = 0.0; - if ((gubType_ & 8) != 0) { - int iColumn = next_[iKey]; - // sum all non-key variables - while(iColumn >= 0) { - sol += solution[iColumn]; - iColumn = next_[iColumn]; - } - } else { - // bounds exist - sum over all except key - int stop = -(iKey + 1); - int iColumn = next_[iKey]; - // sum all non-key variables - while(iColumn != stop) { - if (iColumn < 0) - iColumn = -iColumn - 1; - sol += solution[iColumn]; - iColumn = next_[iColumn]; - } - } - solution[iNew+numberTotal] = sol; - // and do cost in nonLinearCost - if (model->algorithm() > 0) - model->nonLinearCost()->setOne(iNew + numberTotal, sol, lower_[iSetIn], upper_[iSetIn]); - if (sol > upper_[iSetIn] + primalTolerance) { - setAbove(iSetIn); - lower[iNew+numberTotal] = upper_[iSetIn]; - upper[iNew+numberTotal] = COIN_DBL_MAX; - } else if (sol < lower_[iSetIn] - primalTolerance) { - setBelow(iSetIn); - lower[iNew+numberTotal] = -COIN_DBL_MAX; - upper[iNew+numberTotal] = lower_[iSetIn]; - } else { - setFeasible(iSetIn); - lower[iNew+numberTotal] = lower_[iSetIn]; - upper[iNew+numberTotal] = upper_[iSetIn]; - } - cost[iNew+numberTotal] = weight(iSetIn) * infeasibilityCost; - } - number2++; - } - // mark end - fromIndex_[number2-number] = -1; - returnCode = number2 - number; - // make sure lower_ upper_ adjusted - synchronize(model, 9); - } else { - // take off? - if (number > saveNumber_) { - // clear - double theta = model->theta(); - double * solution = model->solutionRegion(); - for (i = saveNumber_; i < number; i++) { - int iRow = index[i]; - int iColumn = pivotVariable[iRow]; -#ifdef CLP_DEBUG_PRINT - printf("Column %d (set %d) lower %g, upper %g - alpha %g - old value %g, new %g (theta %g)\n", - iColumn, fromIndex_[i-saveNumber_], lower[iColumn], upper[iColumn], array[i], - solution[iColumn], solution[iColumn] - model->theta()*array[i], model->theta()); -#endif - double value = array[i]; - array[i] = 0.0; - int iSet = fromIndex_[i-saveNumber_]; - toIndex_[iSet] = -1; - if (iSet == iSetIn && iColumn < numberColumns) { - // update as may need value - solution[iColumn] -= theta * value; - } - } - } -#ifdef CLP_DEBUG - for (i = 0; i < numberSets_; i++) - assert(toIndex_[i] == -1); -#endif - number2 = saveNumber_; - } - update->setNumElements(number2); - return returnCode; -} -/* - utility primal function for dealing with dynamic constraints - mode=n see ClpGubMatrix.hpp for definition - Remember to update here when settled down -*/ -void -ClpGubMatrix::primalExpanded(ClpSimplex * model, int mode) -{ - int numberColumns = model->numberColumns(); - switch (mode) { - // If key variable then slot in gub rhs so will get correct contribution - case 0: { - int i; - double * solution = model->solutionRegion(); - ClpSimplex::Status iStatus; - for (i = 0; i < numberSets_; i++) { - int iColumn = keyVariable_[i]; - if (iColumn < numberColumns) { - // key is structural - where is slack - iStatus = getStatus(i); - assert (iStatus != ClpSimplex::basic); - if (iStatus == ClpSimplex::atLowerBound) - solution[iColumn] = lower_[i]; - else - solution[iColumn] = upper_[i]; - } - } - } - break; - // Compute values of key variables - case 1: { - int i; - double * solution = model->solutionRegion(); - //const int * columnLength = matrix_->getVectorLengths(); - //const CoinBigIndex * columnStart = matrix_->getVectorStarts(); - //const int * row = matrix_->getIndices(); - //const double * elementByColumn = matrix_->getElements(); - //int * pivotVariable = model->pivotVariable(); - sumPrimalInfeasibilities_ = 0.0; - numberPrimalInfeasibilities_ = 0; - double primalTolerance = model->primalTolerance(); - double relaxedTolerance = primalTolerance; - // we can't really trust infeasibilities if there is primal error - double error = CoinMin(1.0e-2, model->largestPrimalError()); - // allow tolerance at least slightly bigger than standard - relaxedTolerance = relaxedTolerance + error; - // but we will be using difference - relaxedTolerance -= primalTolerance; - sumOfRelaxedPrimalInfeasibilities_ = 0.0; - for (i = 0; i < numberSets_; i++) { // Could just be over basics (esp if no bounds) - int kColumn = keyVariable_[i]; - double value = 0.0; - if ((gubType_ & 8) != 0) { - int iColumn = next_[kColumn]; - // sum all non-key variables - while(iColumn >= 0) { - value += solution[iColumn]; - iColumn = next_[iColumn]; - } - } else { - // bounds exist - sum over all except key - int stop = -(kColumn + 1); - int iColumn = next_[kColumn]; - // sum all non-key variables - while(iColumn != stop) { - if (iColumn < 0) - iColumn = -iColumn - 1; - value += solution[iColumn]; - iColumn = next_[iColumn]; - } - } - if (kColumn < numberColumns) { - // make sure key is basic - so will be skipped in values pass - model->setStatus(kColumn, ClpSimplex::basic); - // feasibility will be done later - assert (getStatus(i) != ClpSimplex::basic); - if (getStatus(i) == ClpSimplex::atUpperBound) - solution[kColumn] = upper_[i] - value; - else - solution[kColumn] = lower_[i] - value; - //printf("Value of key structural %d for set %d is %g\n",kColumn,i,solution[kColumn]); - } else { - // slack is key - assert (getStatus(i) == ClpSimplex::basic); - double infeasibility = 0.0; - if (value > upper_[i] + primalTolerance) { - infeasibility = value - upper_[i] - primalTolerance; - setAbove(i); - } else if (value < lower_[i] - primalTolerance) { - infeasibility = lower_[i] - value - primalTolerance ; - setBelow(i); - } else { - setFeasible(i); - } - //printf("Value of key slack for set %d is %g\n",i,value); - if (infeasibility > 0.0) { - sumPrimalInfeasibilities_ += infeasibility; - if (infeasibility > relaxedTolerance) - sumOfRelaxedPrimalInfeasibilities_ += infeasibility; - numberPrimalInfeasibilities_ ++; - } - } - } - } - break; - // Report on infeasibilities of key variables - case 2: { - model->setSumPrimalInfeasibilities(model->sumPrimalInfeasibilities() + - sumPrimalInfeasibilities_); - model->setNumberPrimalInfeasibilities(model->numberPrimalInfeasibilities() + - numberPrimalInfeasibilities_); - model->setSumOfRelaxedPrimalInfeasibilities(model->sumOfRelaxedPrimalInfeasibilities() + - sumOfRelaxedPrimalInfeasibilities_); - } - break; - } -} -/* - utility dual function for dealing with dynamic constraints - mode=n see ClpGubMatrix.hpp for definition - Remember to update here when settled down -*/ -void -ClpGubMatrix::dualExpanded(ClpSimplex * model, - CoinIndexedVector * array, - double * /*other*/, int mode) -{ - switch (mode) { - // modify costs before transposeUpdate - case 0: { - int i; - double * cost = model->costRegion(); - // not dual values yet - //assert (!other); - //double * work = array->denseVector(); - double infeasibilityCost = model->infeasibilityCost(); - int * pivotVariable = model->pivotVariable(); - int numberRows = model->numberRows(); - int numberColumns = model->numberColumns(); - for (i = 0; i < numberRows; i++) { - int iPivot = pivotVariable[i]; - if (iPivot < numberColumns) { - int iSet = backward_[iPivot]; - if (iSet >= 0) { - int kColumn = keyVariable_[iSet]; - double costValue; - if (kColumn < numberColumns) { - // structural has cost - costValue = cost[kColumn]; - } else { - // slack is key - assert (getStatus(iSet) == ClpSimplex::basic); - // negative as -1.0 for slack - costValue = -weight(iSet) * infeasibilityCost; - } - array->add(i, -costValue); // was work[i]-costValue - } - } - } - } - break; - // create duals for key variables (without check on dual infeasible) - case 1: { - // If key slack then dual 0.0 (if feasible) - // dj for key is zero so that defines dual on set - int i; - double * dj = model->djRegion(); - int numberColumns = model->numberColumns(); - double infeasibilityCost = model->infeasibilityCost(); - for (i = 0; i < numberSets_; i++) { - int kColumn = keyVariable_[i]; - if (kColumn < numberColumns) { - // dj without set - double value = dj[kColumn]; - // Now subtract out from all - dj[kColumn] = 0.0; - int iColumn = next_[kColumn]; - // modify all non-key variables - while(iColumn >= 0) { - dj[iColumn] -= value; - iColumn = next_[iColumn]; - } - } else { - // slack key - may not be feasible - assert (getStatus(i) == ClpSimplex::basic); - // negative as -1.0 for slack - double value = -weight(i) * infeasibilityCost; - if (value) { - int iColumn = next_[kColumn]; - // modify all non-key variables basic - while(iColumn >= 0) { - dj[iColumn] -= value; - iColumn = next_[iColumn]; - } - } - } - } - } - break; - // as 1 but check slacks and compute djs - case 2: { - // If key slack then dual 0.0 - // If not then slack could be dual infeasible - // dj for key is zero so that defines dual on set - int i; - // make sure fromIndex will not confuse pricing - fromIndex_[0] = -1; - possiblePivotKey_ = -1; - // Create array - int numberColumns = model->numberColumns(); - int * pivotVariable = model->pivotVariable(); - int numberRows = model->numberRows(); - for (i = 0; i < numberRows; i++) { - int iPivot = pivotVariable[i]; - if (iPivot < numberColumns) - backToPivotRow_[iPivot] = i; - } - if (noCheck_ >= 0) { - if (infeasibilityWeight_ != model->infeasibilityCost()) { - // don't bother checking - sumDualInfeasibilities_ = 100.0; - numberDualInfeasibilities_ = 1; - sumOfRelaxedDualInfeasibilities_ = 100.0; - return; - } - } - double * dj = model->djRegion(); - double * dual = model->dualRowSolution(); - double * cost = model->costRegion(); - ClpSimplex::Status iStatus; - const int * columnLength = matrix_->getVectorLengths(); - const CoinBigIndex * columnStart = matrix_->getVectorStarts(); - const int * row = matrix_->getIndices(); - const double * elementByColumn = matrix_->getElements(); - double infeasibilityCost = model->infeasibilityCost(); - sumDualInfeasibilities_ = 0.0; - numberDualInfeasibilities_ = 0; - double dualTolerance = model->dualTolerance(); - double relaxedTolerance = dualTolerance; - // we can't really trust infeasibilities if there is dual error - double error = CoinMin(1.0e-2, model->largestDualError()); - // allow tolerance at least slightly bigger than standard - relaxedTolerance = relaxedTolerance + error; - // but we will be using difference - relaxedTolerance -= dualTolerance; - sumOfRelaxedDualInfeasibilities_ = 0.0; - for (i = 0; i < numberSets_; i++) { - int kColumn = keyVariable_[i]; - if (kColumn < numberColumns) { - // dj without set - double value = cost[kColumn]; - for (CoinBigIndex j = columnStart[kColumn]; - j < columnStart[kColumn] + columnLength[kColumn]; j++) { - int iRow = row[j]; - value -= dual[iRow] * elementByColumn[j]; - } - // Now subtract out from all - dj[kColumn] -= value; - int stop = -(kColumn + 1); - kColumn = next_[kColumn]; - while (kColumn != stop) { - if (kColumn < 0) - kColumn = -kColumn - 1; - double djValue = dj[kColumn] - value; - dj[kColumn] = djValue;; - double infeasibility = 0.0; - iStatus = model->getStatus(kColumn); - if (iStatus == ClpSimplex::atLowerBound) { - if (djValue < -dualTolerance) - infeasibility = -djValue - dualTolerance; - } else if (iStatus == ClpSimplex::atUpperBound) { - // at upper bound - if (djValue > dualTolerance) - infeasibility = djValue - dualTolerance; - } - if (infeasibility > 0.0) { - sumDualInfeasibilities_ += infeasibility; - if (infeasibility > relaxedTolerance) - sumOfRelaxedDualInfeasibilities_ += infeasibility; - numberDualInfeasibilities_ ++; - } - kColumn = next_[kColumn]; - } - // check slack - iStatus = getStatus(i); - assert (iStatus != ClpSimplex::basic); - double infeasibility = 0.0; - // dj of slack is -(-1.0)value - if (iStatus == ClpSimplex::atLowerBound) { - if (value < -dualTolerance) - infeasibility = -value - dualTolerance; - } else if (iStatus == ClpSimplex::atUpperBound) { - // at upper bound - if (value > dualTolerance) - infeasibility = value - dualTolerance; - } - if (infeasibility > 0.0) { - sumDualInfeasibilities_ += infeasibility; - if (infeasibility > relaxedTolerance) - sumOfRelaxedDualInfeasibilities_ += infeasibility; - numberDualInfeasibilities_ ++; - } - } else { - // slack key - may not be feasible - assert (getStatus(i) == ClpSimplex::basic); - // negative as -1.0 for slack - double value = -weight(i) * infeasibilityCost; - if (value) { - // Now subtract out from all - int kColumn = i + numberColumns; - int stop = -(kColumn + 1); - kColumn = next_[kColumn]; - while (kColumn != stop) { - if (kColumn < 0) - kColumn = -kColumn - 1; - double djValue = dj[kColumn] - value; - dj[kColumn] = djValue;; - double infeasibility = 0.0; - iStatus = model->getStatus(kColumn); - if (iStatus == ClpSimplex::atLowerBound) { - if (djValue < -dualTolerance) - infeasibility = -djValue - dualTolerance; - } else if (iStatus == ClpSimplex::atUpperBound) { - // at upper bound - if (djValue > dualTolerance) - infeasibility = djValue - dualTolerance; - } - if (infeasibility > 0.0) { - sumDualInfeasibilities_ += infeasibility; - if (infeasibility > relaxedTolerance) - sumOfRelaxedDualInfeasibilities_ += infeasibility; - numberDualInfeasibilities_ ++; - } - kColumn = next_[kColumn]; - } - } - } - } - // and get statistics for column generation - synchronize(model, 4); - infeasibilityWeight_ = -1.0; - } - break; - // Report on infeasibilities of key variables - case 3: { - model->setSumDualInfeasibilities(model->sumDualInfeasibilities() + - sumDualInfeasibilities_); - model->setNumberDualInfeasibilities(model->numberDualInfeasibilities() + - numberDualInfeasibilities_); - model->setSumOfRelaxedDualInfeasibilities(model->sumOfRelaxedDualInfeasibilities() + - sumOfRelaxedDualInfeasibilities_); - } - break; - // modify costs before transposeUpdate for partial pricing - case 4: { - // First compute new costs etc for interesting gubs - int iLook = 0; - int iSet = fromIndex_[0]; - double primalTolerance = model->primalTolerance(); - const double * cost = model->costRegion(); - double * solution = model->solutionRegion(); - double infeasibilityCost = model->infeasibilityCost(); - int numberColumns = model->numberColumns(); - int numberChanged = 0; - int * pivotVariable = model->pivotVariable(); - while (iSet >= 0) { - int key = keyVariable_[iSet]; - double value = 0.0; - // sum over all except key - if ((gubType_ & 8) != 0) { - int iColumn = next_[key]; - // sum all non-key variables - while(iColumn >= 0) { - value += solution[iColumn]; - iColumn = next_[iColumn]; - } - } else { - // bounds exist - sum over all except key - int stop = -(key + 1); - int iColumn = next_[key]; - // sum all non-key variables - while(iColumn != stop) { - if (iColumn < 0) - iColumn = -iColumn - 1; - value += solution[iColumn]; - iColumn = next_[iColumn]; - } - } - double costChange; - double oldCost = changeCost_[iLook]; - if (key < numberColumns) { - assert (getStatus(iSet) != ClpSimplex::basic); - double sol; - if (getStatus(iSet) == ClpSimplex::atUpperBound) - sol = upper_[iSet] - value; - else - sol = lower_[iSet] - value; - solution[key] = sol; - // fix up cost - model->nonLinearCost()->setOne(key, sol); -#ifdef CLP_DEBUG_PRINT - printf("yy Value of key structural %d for set %d is %g - cost %g old cost %g\n", key, iSet, sol, - cost[key], oldCost); -#endif - costChange = cost[key] - oldCost; - } else { - // slack is key - if (value > upper_[iSet] + primalTolerance) { - setAbove(iSet); - } else if (value < lower_[iSet] - primalTolerance) { - setBelow(iSet); - } else { - setFeasible(iSet); - } - // negative as -1.0 for slack - costChange = -weight(iSet) * infeasibilityCost - oldCost; -#ifdef CLP_DEBUG_PRINT - printf("yy Value of key slack for set %d is %g - cost %g old cost %g\n", iSet, value, - weight(iSet)*infeasibilityCost, oldCost); -#endif - } - if (costChange) { - fromIndex_[numberChanged] = iSet; - toIndex_[iSet] = numberChanged; - changeCost_[numberChanged++] = costChange; - } - iSet = fromIndex_[++iLook]; - } - if (numberChanged || possiblePivotKey_ >= 0) { - // first do those in list already - int number = array->getNumElements(); - array->setPacked(); - int i; - double * work = array->denseVector(); - int * which = array->getIndices(); - for (i = 0; i < number; i++) { - int iRow = which[i]; - int iPivot = pivotVariable[iRow]; - if (iPivot < numberColumns) { - int iSet = backward_[iPivot]; - if (iSet >= 0 && toIndex_[iSet] >= 0) { - double newValue = work[i] + changeCost_[toIndex_[iSet]]; - if (!newValue) - newValue = 1.0e-100; - work[i] = newValue; - // mark as done - backward_[iPivot] = -1; - } - } - if (possiblePivotKey_ == iRow) { - double newValue = work[i] - model->dualIn(); - if (!newValue) - newValue = 1.0e-100; - work[i] = newValue; - possiblePivotKey_ = -1; - } - } - // now do rest and clean up - for (i = 0; i < numberChanged; i++) { - int iSet = fromIndex_[i]; - int key = keyVariable_[iSet]; - int iColumn = next_[key]; - double change = changeCost_[i]; - while (iColumn >= 0) { - if (backward_[iColumn] >= 0) { - int iRow = backToPivotRow_[iColumn]; - assert (iRow >= 0); - work[number] = change; - if (possiblePivotKey_ == iRow) { - double newValue = work[number] - model->dualIn(); - if (!newValue) - newValue = 1.0e-100; - work[number] = newValue; - possiblePivotKey_ = -1; - } - which[number++] = iRow; - } else { - // reset - backward_[iColumn] = iSet; - } - iColumn = next_[iColumn]; - } - toIndex_[iSet] = -1; - } - if (possiblePivotKey_ >= 0) { - work[number] = -model->dualIn(); - which[number++] = possiblePivotKey_; - possiblePivotKey_ = -1; - } - fromIndex_[0] = -1; - array->setNumElements(number); - } - } - break; - } -} -// This is local to Gub to allow synchronization when status is good -int -ClpGubMatrix::synchronize(ClpSimplex *, int) -{ - return 0; -} -/* - general utility function for dealing with dynamic constraints - mode=n see ClpGubMatrix.hpp for definition - Remember to update here when settled down -*/ -int -ClpGubMatrix::generalExpanded(ClpSimplex * model, int mode, int &number) -{ - int returnCode = 0; - int numberColumns = model->numberColumns(); - switch (mode) { - // Fill in pivotVariable but not for key variables - case 0: { - if (!next_ ) { - // do ordering - assert (!rhsOffset_); - // create and do gub crash - useEffectiveRhs(model, false); - } - int i; - int numberBasic = number; - // Use different array so can build from true pivotVariable_ - //int * pivotVariable = model->pivotVariable(); - int * pivotVariable = model->rowArray(0)->getIndices(); - for (i = 0; i < numberColumns; i++) { - if (model->getColumnStatus(i) == ClpSimplex::basic) { - int iSet = backward_[i]; - if (iSet < 0 || i != keyVariable_[iSet]) - pivotVariable[numberBasic++] = i; - } - } - number = numberBasic; - if (model->numberIterations()) - assert (number == model->numberRows()); - } - break; - // Make all key variables basic - case 1: { - int i; - for (i = 0; i < numberSets_; i++) { - int iColumn = keyVariable_[i]; - if (iColumn < numberColumns) - model->setColumnStatus(iColumn, ClpSimplex::basic); - } - } - break; - // Do initial extra rows + maximum basic - case 2: { - returnCode = getNumRows() + 1; - number = model->numberRows() + numberSets_; - } - break; - // Before normal replaceColumn - case 3: { - int sequenceIn = model->sequenceIn(); - int sequenceOut = model->sequenceOut(); - int numberColumns = model->numberColumns(); - int numberRows = model->numberRows(); - int pivotRow = model->pivotRow(); - if (gubSlackIn_ >= 0) - assert (sequenceIn > numberRows + numberColumns); - if (sequenceIn == sequenceOut) - return -1; - int iSetIn = -1; - int iSetOut = -1; - if (sequenceOut < numberColumns) { - iSetOut = backward_[sequenceOut]; - } else if (sequenceOut >= numberRows + numberColumns) { - assert (pivotRow >= numberRows); - int iExtra = pivotRow - numberRows; - assert (iExtra >= 0); - if (iSetOut < 0) - iSetOut = fromIndex_[iExtra]; - else - assert(iSetOut == fromIndex_[iExtra]); - } - if (sequenceIn < numberColumns) { - iSetIn = backward_[sequenceIn]; - } else if (gubSlackIn_ >= 0) { - iSetIn = gubSlackIn_; - } - possiblePivotKey_ = -1; - number = 0; // say do ordinary - int * pivotVariable = model->pivotVariable(); - if (pivotRow >= numberRows) { - int iExtra = pivotRow - numberRows; - //const int * length = matrix_->getVectorLengths(); - - assert (sequenceOut >= numberRows + numberColumns || - sequenceOut == keyVariable_[iSetOut]); - int incomingColumn = sequenceIn; // to be used in updates - if (iSetIn != iSetOut) { - // We need to find a possible pivot for incoming - // look through rowArray_[1] - int n = model->rowArray(1)->getNumElements(); - int * which = model->rowArray(1)->getIndices(); - double * array = model->rowArray(1)->denseVector(); - double bestAlpha = 1.0e-5; - //int shortest=numberRows+1; - for (int i = 0; i < n; i++) { - int iRow = which[i]; - int iPivot = pivotVariable[iRow]; - if (iPivot < numberColumns && backward_[iPivot] == iSetOut) { - if (fabs(array[i]) > fabs(bestAlpha)) { - bestAlpha = array[i]; - possiblePivotKey_ = iRow; - } - } - } - assert (possiblePivotKey_ >= 0); // could set returnCode=4 - number = 1; - if (sequenceIn >= numberRows + numberColumns) { - number = 3; - // need swap as gub slack in and must become key - // is this best way - int key = keyVariable_[iSetIn]; - assert (key < numberColumns); - // check other basic - int iColumn = next_[key]; - // set new key to be used by unpack - keyVariable_[iSetIn] = iSetIn + numberColumns; - // change cost in changeCost - { - int iLook = 0; - int iSet = fromIndex_[0]; - while (iSet >= 0) { - if (iSet == iSetIn) { - changeCost_[iLook] = 0.0; - break; - } - iSet = fromIndex_[++iLook]; - } - } - while (iColumn >= 0) { - if (iColumn != sequenceOut) { - // need partial ftran and skip accuracy check in replaceColumn -#ifdef CLP_DEBUG_PRINT - printf("TTTTTry 5\n"); -#endif - int iRow = backToPivotRow_[iColumn]; - assert (iRow >= 0); - unpack(model, model->rowArray(3), iColumn); - model->factorization()->updateColumnFT(model->rowArray(2), model->rowArray(3)); - double alpha = model->rowArray(3)->denseVector()[iRow]; - //if (!alpha) - //printf("zero alpha a\n"); - int updateStatus = model->factorization()->replaceColumn(model, - model->rowArray(2), - model->rowArray(3), - iRow, alpha); - returnCode = CoinMax(updateStatus, returnCode); - model->rowArray(3)->clear(); - if (returnCode) - break; - } - iColumn = next_[iColumn]; - } - if (!returnCode) { - // now factorization looks as if key is out - // pivot back in -#ifdef CLP_DEBUG_PRINT - printf("TTTTTry 6\n"); -#endif - unpack(model, model->rowArray(3), key); - model->factorization()->updateColumnFT(model->rowArray(2), model->rowArray(3)); - pivotRow = possiblePivotKey_; - double alpha = model->rowArray(3)->denseVector()[pivotRow]; - //if (!alpha) - //printf("zero alpha b\n"); - int updateStatus = model->factorization()->replaceColumn(model, - model->rowArray(2), - model->rowArray(3), - pivotRow, alpha); - returnCode = CoinMax(updateStatus, returnCode); - model->rowArray(3)->clear(); - } - // restore key - keyVariable_[iSetIn] = key; - // now alternate column can replace key on out - incomingColumn = pivotVariable[possiblePivotKey_]; - } else { -#ifdef CLP_DEBUG_PRINT - printf("TTTTTTry 4 %d\n", possiblePivotKey_); -#endif - int updateStatus = model->factorization()->replaceColumn(model, - model->rowArray(2), - model->rowArray(1), - possiblePivotKey_, - bestAlpha); - returnCode = CoinMax(updateStatus, returnCode); - incomingColumn = pivotVariable[possiblePivotKey_]; - } - - //returnCode=4; // need swap - } else { - // key swap - number = -1; - } - int key = keyVariable_[iSetOut]; - if (key < numberColumns) - assert(key == sequenceOut); - // check if any other basic - int iColumn = next_[key]; - if (returnCode) - iColumn = -1; // skip if error on previous - // set new key to be used by unpack - if (incomingColumn < numberColumns) - keyVariable_[iSetOut] = incomingColumn; - else - keyVariable_[iSetOut] = iSetIn + numberColumns; - double * cost = model->costRegion(); - if (possiblePivotKey_ < 0) { - double dj = model->djRegion()[sequenceIn] - cost[sequenceIn]; - changeCost_[iExtra] = -dj; -#ifdef CLP_DEBUG_PRINT - printf("modifying changeCost %d by %g - cost %g\n", iExtra, dj, cost[sequenceIn]); -#endif - } - while (iColumn >= 0) { - if (iColumn != incomingColumn) { - number = -2; - // need partial ftran and skip accuracy check in replaceColumn -#ifdef CLP_DEBUG_PRINT - printf("TTTTTTry 1\n"); -#endif - int iRow = backToPivotRow_[iColumn]; - assert (iRow >= 0 && iRow < numberRows); - unpack(model, model->rowArray(3), iColumn); - model->factorization()->updateColumnFT(model->rowArray(2), model->rowArray(3)); - double * array = model->rowArray(3)->denseVector(); - double alpha = array[iRow]; - //if (!alpha) - //printf("zero alpha d\n"); - int updateStatus = model->factorization()->replaceColumn(model, - model->rowArray(2), - model->rowArray(3), - iRow, alpha); - returnCode = CoinMax(updateStatus, returnCode); - model->rowArray(3)->clear(); - if (returnCode) - break; - } - iColumn = next_[iColumn]; - } - // restore key - keyVariable_[iSetOut] = key; - } else if (sequenceIn >= numberRows + numberColumns) { - number = 2; - //returnCode=4; - // need swap as gub slack in and must become key - // is this best way - int key = keyVariable_[iSetIn]; - assert (key < numberColumns); - // check other basic - int iColumn = next_[key]; - // set new key to be used by unpack - keyVariable_[iSetIn] = iSetIn + numberColumns; - // change cost in changeCost - { - int iLook = 0; - int iSet = fromIndex_[0]; - while (iSet >= 0) { - if (iSet == iSetIn) { - changeCost_[iLook] = 0.0; - break; - } - iSet = fromIndex_[++iLook]; - } - } - while (iColumn >= 0) { - if (iColumn != sequenceOut) { - // need partial ftran and skip accuracy check in replaceColumn -#ifdef CLP_DEBUG_PRINT - printf("TTTTTry 2\n"); -#endif - int iRow = backToPivotRow_[iColumn]; - assert (iRow >= 0); - unpack(model, model->rowArray(3), iColumn); - model->factorization()->updateColumnFT(model->rowArray(2), model->rowArray(3)); - double alpha = model->rowArray(3)->denseVector()[iRow]; - //if (!alpha) - //printf("zero alpha e\n"); - int updateStatus = model->factorization()->replaceColumn(model, - model->rowArray(2), - model->rowArray(3), - iRow, alpha); - returnCode = CoinMax(updateStatus, returnCode); - model->rowArray(3)->clear(); - if (returnCode) - break; - } - iColumn = next_[iColumn]; - } - if (!returnCode) { - // now factorization looks as if key is out - // pivot back in -#ifdef CLP_DEBUG_PRINT - printf("TTTTTry 3\n"); -#endif - unpack(model, model->rowArray(3), key); - model->factorization()->updateColumnFT(model->rowArray(2), model->rowArray(3)); - double alpha = model->rowArray(3)->denseVector()[pivotRow]; - //if (!alpha) - //printf("zero alpha f\n"); - int updateStatus = model->factorization()->replaceColumn(model, - model->rowArray(2), - model->rowArray(3), - pivotRow, alpha); - returnCode = CoinMax(updateStatus, returnCode); - model->rowArray(3)->clear(); - } - // restore key - keyVariable_[iSetIn] = key; - } else { - // normal - but might as well do here - returnCode = model->factorization()->replaceColumn(model, - model->rowArray(2), - model->rowArray(1), - model->pivotRow(), - model->alpha()); - } - } -#ifdef CLP_DEBUG_PRINT - printf("Update type after %d - status %d - pivot row %d\n", - number, returnCode, model->pivotRow()); -#endif - // see if column generation says time to re-factorize - returnCode = CoinMax(returnCode, synchronize(model, 5)); - number = -1; // say no need for normal replaceColumn - break; - // To see if can dual or primal - case 4: { - returnCode = 1; - } - break; - // save status - case 5: { - synchronize(model, 0); - CoinMemcpyN(status_, numberSets_, saveStatus_); - CoinMemcpyN(keyVariable_, numberSets_, savedKeyVariable_); - } - break; - // restore status - case 6: { - CoinMemcpyN(saveStatus_, numberSets_, status_); - CoinMemcpyN(savedKeyVariable_, numberSets_, keyVariable_); - // restore firstAvailable_ - synchronize(model, 7); - // redo next_ - int i; - int * last = new int[numberSets_]; - for (i = 0; i < numberSets_; i++) { - int iKey = keyVariable_[i]; - assert(iKey >= numberColumns || backward_[iKey] == i); - last[i] = iKey; - // make sure basic - //if (iKeysetStatus(iKey,ClpSimplex::basic); - } - for (i = 0; i < numberColumns; i++) { - int iSet = backward_[i]; - if (iSet >= 0) { - next_[last[iSet]] = i; - last[iSet] = i; - } - } - for (i = 0; i < numberSets_; i++) { - next_[last[i]] = -(keyVariable_[i] + 1); - redoSet(model, keyVariable_[i], keyVariable_[i], i); - } - delete [] last; - // redo pivotVariable - int * pivotVariable = model->pivotVariable(); - int iRow; - int numberBasic = 0; - int numberRows = model->numberRows(); - for (iRow = 0; iRow < numberRows; iRow++) { - if (model->getRowStatus(iRow) == ClpSimplex::basic) { - numberBasic++; - pivotVariable[iRow] = iRow + numberColumns; - } else { - pivotVariable[iRow] = -1; - } - } - i = 0; - int iColumn; - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - if (model->getStatus(iColumn) == ClpSimplex::basic) { - int iSet = backward_[iColumn]; - if (iSet < 0 || keyVariable_[iSet] != iColumn) { - while (pivotVariable[i] >= 0) { - i++; - assert (i < numberRows); - } - pivotVariable[i] = iColumn; - backToPivotRow_[iColumn] = i; - numberBasic++; - } - } - } - assert (numberBasic == numberRows); - rhsOffset(model, true); - } - break; - // flag a variable - case 7: { - assert (number == model->sequenceIn()); - synchronize(model, 1); - synchronize(model, 8); - } - break; - // unflag all variables - case 8: { - returnCode = synchronize(model, 2); - } - break; - // redo costs in primal - case 9: { - returnCode = synchronize(model, 3); - } - break; - // return 1 if there may be changing bounds on variable (column generation) - case 10: { - returnCode = synchronize(model, 6); - } - break; - // make sure set is clean - case 11: { - assert (number == model->sequenceIn()); - returnCode = synchronize(model, 8); - } - break; - default: - break; - } - return returnCode; -} -// Sets up an effective RHS and does gub crash if needed -void -ClpGubMatrix::useEffectiveRhs(ClpSimplex * model, bool cheapest) -{ - // Do basis - cheapest or slack if feasible (unless cheapest set) - int longestSet = 0; - int iSet; - for (iSet = 0; iSet < numberSets_; iSet++) - longestSet = CoinMax(longestSet, end_[iSet] - start_[iSet]); - - double * upper = new double[longestSet+1]; - double * cost = new double[longestSet+1]; - double * lower = new double[longestSet+1]; - double * solution = new double[longestSet+1]; - assert (!next_); - int numberColumns = getNumCols(); - const int * columnLength = matrix_->getVectorLengths(); - const double * columnLower = model->lowerRegion(); - const double * columnUpper = model->upperRegion(); - double * columnSolution = model->solutionRegion(); - const double * objective = model->costRegion(); - int numberRows = getNumRows(); - toIndex_ = new int[numberSets_]; - for (iSet = 0; iSet < numberSets_; iSet++) - toIndex_[iSet] = -1; - fromIndex_ = new int [getNumRows()+1]; - double tolerance = model->primalTolerance(); - bool noNormalBounds = true; - gubType_ &= ~8; - bool gotBasis = false; - for (iSet = 0; iSet < numberSets_; iSet++) { - if (keyVariable_[iSet] < numberColumns) - gotBasis = true; - CoinBigIndex j; - CoinBigIndex iStart = start_[iSet]; - CoinBigIndex iEnd = end_[iSet]; - for (j = iStart; j < iEnd; j++) { - if (columnLower[j] && columnLower[j] > -1.0e20) - noNormalBounds = false; - if (columnUpper[j] && columnUpper[j] < 1.0e20) - noNormalBounds = false; - } - } - if (noNormalBounds) - gubType_ |= 8; - if (!gotBasis) { - for (iSet = 0; iSet < numberSets_; iSet++) { - CoinBigIndex j; - int numberBasic = 0; - int iBasic = -1; - CoinBigIndex iStart = start_[iSet]; - CoinBigIndex iEnd = end_[iSet]; - // find one with smallest length - int smallest = numberRows + 1; - double value = 0.0; - for (j = iStart; j < iEnd; j++) { - if (model->getStatus(j) == ClpSimplex::basic) { - if (columnLength[j] < smallest) { - smallest = columnLength[j]; - iBasic = j; - } - numberBasic++; - } - value += columnSolution[j]; - } - bool done = false; - if (numberBasic > 1 || (numberBasic == 1 && getStatus(iSet) == ClpSimplex::basic)) { - if (getStatus(iSet) == ClpSimplex::basic) - iBasic = iSet + numberColumns; // slack key - use - done = true; - } else if (numberBasic == 1) { - // see if can be key - double thisSolution = columnSolution[iBasic]; - if (thisSolution > columnUpper[iBasic]) { - value -= thisSolution - columnUpper[iBasic]; - thisSolution = columnUpper[iBasic]; - columnSolution[iBasic] = thisSolution; - } - if (thisSolution < columnLower[iBasic]) { - value -= thisSolution - columnLower[iBasic]; - thisSolution = columnLower[iBasic]; - columnSolution[iBasic] = thisSolution; - } - // try setting slack to a bound - assert (upper_[iSet] < 1.0e20 || lower_[iSet] > -1.0e20); - double cost1 = COIN_DBL_MAX; - int whichBound = -1; - if (upper_[iSet] < 1.0e20) { - // try slack at ub - double newBasic = thisSolution + upper_[iSet] - value; - if (newBasic >= columnLower[iBasic] - tolerance && - newBasic <= columnUpper[iBasic] + tolerance) { - // can go - whichBound = 1; - cost1 = newBasic * objective[iBasic]; - // But if exact then may be good solution - if (fabs(upper_[iSet] - value) < tolerance) - cost1 = -COIN_DBL_MAX; - } - } - if (lower_[iSet] > -1.0e20) { - // try slack at lb - double newBasic = thisSolution + lower_[iSet] - value; - if (newBasic >= columnLower[iBasic] - tolerance && - newBasic <= columnUpper[iBasic] + tolerance) { - // can go but is it cheaper - double cost2 = newBasic * objective[iBasic]; - // But if exact then may be good solution - if (fabs(lower_[iSet] - value) < tolerance) - cost2 = -COIN_DBL_MAX; - if (cost2 < cost1) - whichBound = 0; - } - } - if (whichBound != -1) { - // key - done = true; - if (whichBound) { - // slack to upper - columnSolution[iBasic] = thisSolution + upper_[iSet] - value; - setStatus(iSet, ClpSimplex::atUpperBound); - } else { - // slack to lower - columnSolution[iBasic] = thisSolution + lower_[iSet] - value; - setStatus(iSet, ClpSimplex::atLowerBound); - } - } - } - if (!done) { - if (!cheapest) { - // see if slack can be key - if (value >= lower_[iSet] - tolerance && value <= upper_[iSet] + tolerance) { - done = true; - setStatus(iSet, ClpSimplex::basic); - iBasic = iSet + numberColumns; - } - } - if (!done) { - // set non basic if there was one - if (iBasic >= 0) - model->setStatus(iBasic, ClpSimplex::atLowerBound); - // find cheapest - int numberInSet = iEnd - iStart; - CoinMemcpyN(columnLower + iStart, numberInSet, lower); - CoinMemcpyN(columnUpper + iStart, numberInSet, upper); - CoinMemcpyN(columnSolution + iStart, numberInSet, solution); - // and slack - iBasic = numberInSet; - solution[iBasic] = -value; - lower[iBasic] = -upper_[iSet]; - upper[iBasic] = -lower_[iSet]; - int kphase; - if (value >= lower_[iSet] - tolerance && value <= upper_[iSet] + tolerance) { - // feasible - kphase = 1; - cost[iBasic] = 0.0; - CoinMemcpyN(objective + iStart, numberInSet, cost); - } else { - // infeasible - kphase = 0; - // remember bounds are flipped so opposite to natural - if (value < lower_[iSet] - tolerance) - cost[iBasic] = 1.0; - else - cost[iBasic] = -1.0; - CoinZeroN(cost, numberInSet); - } - double dualTolerance = model->dualTolerance(); - for (int iphase = kphase; iphase < 2; iphase++) { - if (iphase) { - cost[numberInSet] = 0.0; - CoinMemcpyN(objective + iStart, numberInSet, cost); - } - // now do one row lp - bool improve = true; - while (improve) { - improve = false; - double dual = cost[iBasic]; - int chosen = -1; - double best = dualTolerance; - int way = 0; - for (int i = 0; i <= numberInSet; i++) { - double dj = cost[i] - dual; - double improvement = 0.0; - if (iphase || i < numberInSet) - assert (solution[i] >= lower[i] && solution[i] <= upper[i]); - if (dj > dualTolerance) - improvement = dj * (solution[i] - lower[i]); - else if (dj < -dualTolerance) - improvement = dj * (solution[i] - upper[i]); - if (improvement > best) { - best = improvement; - chosen = i; - if (dj < 0.0) { - way = 1; - } else { - way = -1; - } - } - } - if (chosen >= 0) { - improve = true; - // now see how far - if (way > 0) { - // incoming increasing so basic decreasing - // if phase 0 then go to nearest bound - double distance = upper[chosen] - solution[chosen]; - double basicDistance; - if (!iphase) { - assert (iBasic == numberInSet); - assert (solution[iBasic] > upper[iBasic]); - basicDistance = solution[iBasic] - upper[iBasic]; - } else { - basicDistance = solution[iBasic] - lower[iBasic]; - } - // need extra coding for unbounded - assert (CoinMin(distance, basicDistance) < 1.0e20); - if (distance > basicDistance) { - // incoming becomes basic - solution[chosen] += basicDistance; - if (!iphase) - solution[iBasic] = upper[iBasic]; - else - solution[iBasic] = lower[iBasic]; - iBasic = chosen; - } else { - // flip - solution[chosen] = upper[chosen]; - solution[iBasic] -= distance; - } - } else { - // incoming decreasing so basic increasing - // if phase 0 then go to nearest bound - double distance = solution[chosen] - lower[chosen]; - double basicDistance; - if (!iphase) { - assert (iBasic == numberInSet); - assert (solution[iBasic] < lower[iBasic]); - basicDistance = lower[iBasic] - solution[iBasic]; - } else { - basicDistance = upper[iBasic] - solution[iBasic]; - } - // need extra coding for unbounded - for now just exit - if (CoinMin(distance, basicDistance) > 1.0e20) { - printf("unbounded on set %d\n", iSet); - iphase = 1; - iBasic = numberInSet; - break; - } - if (distance > basicDistance) { - // incoming becomes basic - solution[chosen] -= basicDistance; - if (!iphase) - solution[iBasic] = lower[iBasic]; - else - solution[iBasic] = upper[iBasic]; - iBasic = chosen; - } else { - // flip - solution[chosen] = lower[chosen]; - solution[iBasic] += distance; - } - } - if (!iphase) { - if(iBasic < numberInSet) - break; // feasible - else if (solution[iBasic] >= lower[iBasic] && - solution[iBasic] <= upper[iBasic]) - break; // feasible (on flip) - } - } - } - } - // convert iBasic back and do bounds - if (iBasic == numberInSet) { - // slack basic - setStatus(iSet, ClpSimplex::basic); - iBasic = iSet + numberColumns; - } else { - iBasic += start_[iSet]; - model->setStatus(iBasic, ClpSimplex::basic); - // remember bounds flipped - if (upper[numberInSet] == lower[numberInSet]) - setStatus(iSet, ClpSimplex::isFixed); - else if (solution[numberInSet] == upper[numberInSet]) - setStatus(iSet, ClpSimplex::atLowerBound); - else if (solution[numberInSet] == lower[numberInSet]) - setStatus(iSet, ClpSimplex::atUpperBound); - else - abort(); - } - for (j = iStart; j < iEnd; j++) { - if (model->getStatus(j) != ClpSimplex::basic) { - int inSet = j - iStart; - columnSolution[j] = solution[inSet]; - if (upper[inSet] == lower[inSet]) - model->setStatus(j, ClpSimplex::isFixed); - else if (solution[inSet] == upper[inSet]) - model->setStatus(j, ClpSimplex::atUpperBound); - else if (solution[inSet] == lower[inSet]) - model->setStatus(j, ClpSimplex::atLowerBound); - } - } - } - } - keyVariable_[iSet] = iBasic; - } - } - delete [] lower; - delete [] solution; - delete [] upper; - delete [] cost; - // make sure matrix is in good shape - matrix_->orderMatrix(); - // create effective rhs - delete [] rhsOffset_; - rhsOffset_ = new double[numberRows]; - delete [] next_; - next_ = new int[numberColumns+numberSets_+2*longestSet]; - char * mark = new char[numberColumns]; - memset(mark, 0, numberColumns); - for (int iColumn = 0; iColumn < numberColumns; iColumn++) - next_[iColumn] = COIN_INT_MAX; - int i; - int * keys = new int[numberSets_]; - for (i = 0; i < numberSets_; i++) - keys[i] = COIN_INT_MAX; - // set up chains - for (i = 0; i < numberColumns; i++) { - if (model->getStatus(i) == ClpSimplex::basic) - mark[i] = 1; - int iSet = backward_[i]; - if (iSet >= 0) { - int iNext = keys[iSet]; - next_[i] = iNext; - keys[iSet] = i; - } - } - for (i = 0; i < numberSets_; i++) { - int j; - if (getStatus(i) != ClpSimplex::basic) { - // make sure fixed if it is - if (upper_[i] == lower_[i]) - setStatus(i, ClpSimplex::isFixed); - // slack not key - choose one with smallest length - int smallest = numberRows + 1; - int key = -1; - j = keys[i]; - if (j != COIN_INT_MAX) { - while (1) { - if (mark[j] && columnLength[j] < smallest && !gotBasis) { - key = j; - smallest = columnLength[j]; - } - if (next_[j] != COIN_INT_MAX) { - j = next_[j]; - } else { - // correct end - next_[j] = -(keys[i] + 1); - break; - } - } - } else { - next_[i+numberColumns] = -(numberColumns + i + 1); - } - if (gotBasis) - key = keyVariable_[i]; - if (key >= 0) { - keyVariable_[i] = key; - } else { - // nothing basic - make slack key - //((ClpGubMatrix *)this)->setStatus(i,ClpSimplex::basic); - // fudge to avoid const problem - status_[i] = 1; - } - } else { - // slack key - keyVariable_[i] = numberColumns + i; - int j; - double sol = 0.0; - j = keys[i]; - if (j != COIN_INT_MAX) { - while (1) { - sol += columnSolution[j]; - if (next_[j] != COIN_INT_MAX) { - j = next_[j]; - } else { - // correct end - next_[j] = -(keys[i] + 1); - break; - } - } - } else { - next_[i+numberColumns] = -(numberColumns + i + 1); - } - if (sol > upper_[i] + tolerance) { - setAbove(i); - } else if (sol < lower_[i] - tolerance) { - setBelow(i); - } else { - setFeasible(i); - } - } - // Create next_ - int key = keyVariable_[i]; - redoSet(model, key, keys[i], i); - } - delete [] keys; - delete [] mark; - rhsOffset(model, true); -} -// redoes next_ for a set. -void -ClpGubMatrix::redoSet(ClpSimplex * model, int newKey, int oldKey, int iSet) -{ - int numberColumns = model->numberColumns(); - int * save = next_ + numberColumns + numberSets_; - int number = 0; - int stop = -(oldKey + 1); - int j = next_[oldKey]; - while (j != stop) { - if (j < 0) - j = -j - 1; - if (j != newKey) - save[number++] = j; - j = next_[j]; - } - // and add oldkey - if (newKey != oldKey) - save[number++] = oldKey; - // now do basic - int lastMarker = -(newKey + 1); - keyVariable_[iSet] = newKey; - next_[newKey] = lastMarker; - int last = newKey; - for ( j = 0; j < number; j++) { - int iColumn = save[j]; - if (iColumn < numberColumns) { - if (model->getStatus(iColumn) == ClpSimplex::basic) { - next_[last] = iColumn; - next_[iColumn] = lastMarker; - last = iColumn; - } - } - } - // now add in non-basic - for ( j = 0; j < number; j++) { - int iColumn = save[j]; - if (iColumn < numberColumns) { - if (model->getStatus(iColumn) != ClpSimplex::basic) { - next_[last] = -(iColumn + 1); - next_[iColumn] = lastMarker; - last = iColumn; - } - } - } - -} -/* Returns effective RHS if it is being used. This is used for long problems - or big gub or anywhere where going through full columns is - expensive. This may re-compute */ -double * -ClpGubMatrix::rhsOffset(ClpSimplex * model, bool forceRefresh, bool -#ifdef CLP_DEBUG - check -#endif - ) -{ - //forceRefresh=true; - if (rhsOffset_) { -#ifdef CLP_DEBUG - if (check) { - // no need - but check anyway - // zero out basic - int numberRows = model->numberRows(); - int numberColumns = model->numberColumns(); - double * solution = new double [numberColumns]; - double * rhs = new double[numberRows]; - CoinMemcpyN(model->solutionRegion(), numberColumns, solution); - CoinZeroN(rhs, numberRows); - int iRow; - for (int iColumn = 0; iColumn < numberColumns; iColumn++) { - if (model->getColumnStatus(iColumn) == ClpSimplex::basic) - solution[iColumn] = 0.0; - } - for (int iSet = 0; iSet < numberSets_; iSet++) { - int iColumn = keyVariable_[iSet]; - if (iColumn < numberColumns) - solution[iColumn] = 0.0; - } - times(-1.0, solution, rhs); - delete [] solution; - const double * columnSolution = model->solutionRegion(); - // and now subtract out non basic - ClpSimplex::Status iStatus; - for (int iSet = 0; iSet < numberSets_; iSet++) { - int iColumn = keyVariable_[iSet]; - if (iColumn < numberColumns) { - double b = 0.0; - // key is structural - where is slack - iStatus = getStatus(iSet); - assert (iStatus != ClpSimplex::basic); - if (iStatus == ClpSimplex::atLowerBound) - b = lower_[iSet]; - else - b = upper_[iSet]; - // subtract out others at bounds - if ((gubType_ & 8) == 0) { - int stop = -(iColumn + 1); - int jColumn = next_[iColumn]; - // sum all non-basic variables - first skip basic - while(jColumn >= 0) - jColumn = next_[jColumn]; - while(jColumn != stop) { - assert (jColumn < 0); - jColumn = -jColumn - 1; - b -= columnSolution[jColumn]; - jColumn = next_[jColumn]; - } - } - // subtract out - ClpPackedMatrix::add(model, rhs, iColumn, -b); - } - } - for (iRow = 0; iRow < numberRows; iRow++) { - if (fabs(rhs[iRow] - rhsOffset_[iRow]) > 1.0e-3) - printf("** bad effective %d - true %g old %g\n", iRow, rhs[iRow], rhsOffset_[iRow]); - } - delete [] rhs; - } -#endif - if (forceRefresh || (refreshFrequency_ && model->numberIterations() >= - lastRefresh_ + refreshFrequency_)) { - // zero out basic - int numberRows = model->numberRows(); - int numberColumns = model->numberColumns(); - double * solution = new double [numberColumns]; - CoinMemcpyN(model->solutionRegion(), numberColumns, solution); - CoinZeroN(rhsOffset_, numberRows); - for (int iColumn = 0; iColumn < numberColumns; iColumn++) { - if (model->getColumnStatus(iColumn) == ClpSimplex::basic) - solution[iColumn] = 0.0; - } - int iSet; - for ( iSet = 0; iSet < numberSets_; iSet++) { - int iColumn = keyVariable_[iSet]; - if (iColumn < numberColumns) - solution[iColumn] = 0.0; - } - times(-1.0, solution, rhsOffset_); - delete [] solution; - lastRefresh_ = model->numberIterations(); - const double * columnSolution = model->solutionRegion(); - // and now subtract out non basic - ClpSimplex::Status iStatus; - for ( iSet = 0; iSet < numberSets_; iSet++) { - int iColumn = keyVariable_[iSet]; - if (iColumn < numberColumns) { - double b = 0.0; - // key is structural - where is slack - iStatus = getStatus(iSet); - assert (iStatus != ClpSimplex::basic); - if (iStatus == ClpSimplex::atLowerBound) - b = lower_[iSet]; - else - b = upper_[iSet]; - // subtract out others at bounds - if ((gubType_ & 8) == 0) { - int stop = -(iColumn + 1); - int jColumn = next_[iColumn]; - // sum all non-basic variables - first skip basic - while(jColumn >= 0) - jColumn = next_[jColumn]; - while(jColumn != stop) { - assert (jColumn < 0); - jColumn = -jColumn - 1; - b -= columnSolution[jColumn]; - jColumn = next_[jColumn]; - } - } - // subtract out - if (b) - ClpPackedMatrix::add(model, rhsOffset_, iColumn, -b); - } - } - } - } - return rhsOffset_; -} -/* - update information for a pivot (and effective rhs) -*/ -int -ClpGubMatrix::updatePivot(ClpSimplex * model, double oldInValue, double /*oldOutValue*/) -{ - int sequenceIn = model->sequenceIn(); - int sequenceOut = model->sequenceOut(); - double * solution = model->solutionRegion(); - int numberColumns = model->numberColumns(); - int numberRows = model->numberRows(); - int pivotRow = model->pivotRow(); - int iSetIn; - // Correct sequence in - trueSequenceIn_ = sequenceIn; - if (sequenceIn < numberColumns) { - iSetIn = backward_[sequenceIn]; - } else if (sequenceIn < numberColumns + numberRows) { - iSetIn = -1; - } else { - iSetIn = gubSlackIn_; - trueSequenceIn_ = numberColumns + numberRows + iSetIn; - } - int iSetOut = -1; - trueSequenceOut_ = sequenceOut; - if (sequenceOut < numberColumns) { - iSetOut = backward_[sequenceOut]; - } else if (sequenceOut >= numberRows + numberColumns) { - assert (pivotRow >= numberRows); - int iExtra = pivotRow - numberRows; - assert (iExtra >= 0); - if (iSetOut < 0) - iSetOut = fromIndex_[iExtra]; - else - assert(iSetOut == fromIndex_[iExtra]); - trueSequenceOut_ = numberColumns + numberRows + iSetOut; - } - if (rhsOffset_) { - // update effective rhs - if (sequenceIn == sequenceOut) { - assert (sequenceIn < numberRows + numberColumns); // should be easy to deal with - if (sequenceIn < numberColumns) - add(model, rhsOffset_, sequenceIn, oldInValue - solution[sequenceIn]); - } else { - if (sequenceIn < numberColumns) { - // we need to test if WILL be key - ClpPackedMatrix::add(model, rhsOffset_, sequenceIn, oldInValue); - if (iSetIn >= 0) { - // old contribution to rhsOffset_ - int key = keyVariable_[iSetIn]; - if (key < numberColumns) { - double oldB = 0.0; - ClpSimplex::Status iStatus = getStatus(iSetIn); - if (iStatus == ClpSimplex::atLowerBound) - oldB = lower_[iSetIn]; - else - oldB = upper_[iSetIn]; - // subtract out others at bounds - if ((gubType_ & 8) == 0) { - int stop = -(key + 1); - int iColumn = next_[key]; - // skip basic - while (iColumn >= 0) - iColumn = next_[iColumn]; - // sum all non-key variables - while(iColumn != stop) { - assert (iColumn < 0); - iColumn = -iColumn - 1; - if (iColumn == sequenceIn) - oldB -= oldInValue; - else if ( iColumn != sequenceOut ) - oldB -= solution[iColumn]; - iColumn = next_[iColumn]; - } - } - if (oldB) - ClpPackedMatrix::add(model, rhsOffset_, key, oldB); - } - } - } else if (sequenceIn < numberRows + numberColumns) { - //rhsOffset_[sequenceIn-numberColumns] -= oldInValue; - } else { -#ifdef CLP_DEBUG_PRINT - printf("** in is key slack %d\n", sequenceIn); -#endif - // old contribution to rhsOffset_ - int key = keyVariable_[iSetIn]; - if (key < numberColumns) { - double oldB = 0.0; - ClpSimplex::Status iStatus = getStatus(iSetIn); - if (iStatus == ClpSimplex::atLowerBound) - oldB = lower_[iSetIn]; - else - oldB = upper_[iSetIn]; - // subtract out others at bounds - if ((gubType_ & 8) == 0) { - int stop = -(key + 1); - int iColumn = next_[key]; - // skip basic - while (iColumn >= 0) - iColumn = next_[iColumn]; - // sum all non-key variables - while(iColumn != stop) { - assert (iColumn < 0); - iColumn = -iColumn - 1; - if ( iColumn != sequenceOut ) - oldB -= solution[iColumn]; - iColumn = next_[iColumn]; - } - } - if (oldB) - ClpPackedMatrix::add(model, rhsOffset_, key, oldB); - } - } - if (sequenceOut < numberColumns) { - ClpPackedMatrix::add(model, rhsOffset_, sequenceOut, -solution[sequenceOut]); - if (iSetOut >= 0) { - // old contribution to rhsOffset_ - int key = keyVariable_[iSetOut]; - if (key < numberColumns && iSetIn != iSetOut) { - double oldB = 0.0; - ClpSimplex::Status iStatus = getStatus(iSetOut); - if (iStatus == ClpSimplex::atLowerBound) - oldB = lower_[iSetOut]; - else - oldB = upper_[iSetOut]; - // subtract out others at bounds - if ((gubType_ & 8) == 0) { - int stop = -(key + 1); - int iColumn = next_[key]; - // skip basic - while (iColumn >= 0) - iColumn = next_[iColumn]; - // sum all non-key variables - while(iColumn != stop) { - assert (iColumn < 0); - iColumn = -iColumn - 1; - if (iColumn == sequenceIn) - oldB -= oldInValue; - else if ( iColumn != sequenceOut ) - oldB -= solution[iColumn]; - iColumn = next_[iColumn]; - } - } - if (oldB) - ClpPackedMatrix::add(model, rhsOffset_, key, oldB); - } - } - } else if (sequenceOut < numberRows + numberColumns) { - //rhsOffset_[sequenceOut-numberColumns] -= -solution[sequenceOut]; - } else { -#ifdef CLP_DEBUG_PRINT - printf("** out is key slack %d\n", sequenceOut); -#endif - assert (pivotRow >= numberRows); - } - } - } - int * pivotVariable = model->pivotVariable(); - // may need to deal with key - // Also need coding to mark/allow key slack entering - if (pivotRow >= numberRows) { - assert (sequenceOut >= numberRows + numberColumns || sequenceOut == keyVariable_[iSetOut]); -#ifdef CLP_DEBUG_PRINT - if (sequenceIn >= numberRows + numberColumns) - printf("key slack %d in, set out %d\n", gubSlackIn_, iSetOut); - printf("** danger - key out for set %d in %d (set %d)\n", iSetOut, sequenceIn, - iSetIn); -#endif - // if slack out mark correctly - if (sequenceOut >= numberRows + numberColumns) { - double value = model->valueOut(); - if (value == upper_[iSetOut]) { - setStatus(iSetOut, ClpSimplex::atUpperBound); - } else if (value == lower_[iSetOut]) { - setStatus(iSetOut, ClpSimplex::atLowerBound); - } else { - if (fabs(value - upper_[iSetOut]) < - fabs(value - lower_[iSetOut])) { - setStatus(iSetOut, ClpSimplex::atUpperBound); - } else { - setStatus(iSetOut, ClpSimplex::atLowerBound); - } - } - if (upper_[iSetOut] == lower_[iSetOut]) - setStatus(iSetOut, ClpSimplex::isFixed); - setFeasible(iSetOut); - } - if (iSetOut == iSetIn) { - // key swap - int key; - if (sequenceIn >= numberRows + numberColumns) { - key = numberColumns + iSetIn; - setStatus(iSetIn, ClpSimplex::basic); - } else { - key = sequenceIn; - } - redoSet(model, key, keyVariable_[iSetIn], iSetIn); - } else { - // key was chosen - assert (possiblePivotKey_ >= 0 && possiblePivotKey_ < numberRows); - int key = pivotVariable[possiblePivotKey_]; - // and set incoming here - if (sequenceIn >= numberRows + numberColumns) { - // slack in - so use old key - sequenceIn = keyVariable_[iSetIn]; - model->setStatus(sequenceIn, ClpSimplex::basic); - setStatus(iSetIn, ClpSimplex::basic); - redoSet(model, iSetIn + numberColumns, keyVariable_[iSetIn], iSetIn); - } - //? do not do if iSetIn<0 ? as will be done later - pivotVariable[possiblePivotKey_] = sequenceIn; - if (sequenceIn < numberColumns) - backToPivotRow_[sequenceIn] = possiblePivotKey_; - redoSet(model, key, keyVariable_[iSetOut], iSetOut); - } - } else { - if (sequenceOut < numberColumns) { - if (iSetIn >= 0 && iSetOut == iSetIn) { - // key not out - only problem is if slack in - int key; - if (sequenceIn >= numberRows + numberColumns) { - key = numberColumns + iSetIn; - setStatus(iSetIn, ClpSimplex::basic); - assert (pivotRow < numberRows); - // must swap with current key - int key = keyVariable_[iSetIn]; - model->setStatus(key, ClpSimplex::basic); - pivotVariable[pivotRow] = key; - backToPivotRow_[key] = pivotRow; - } else { - key = keyVariable_[iSetIn]; - } - redoSet(model, key, keyVariable_[iSetIn], iSetIn); - } else if (iSetOut >= 0) { - // just redo set - int key = keyVariable_[iSetOut];; - redoSet(model, key, keyVariable_[iSetOut], iSetOut); - } - } - } - if (iSetIn >= 0 && iSetIn != iSetOut) { - int key = keyVariable_[iSetIn]; - if (sequenceIn == numberColumns + 2 * numberRows) { - // key slack in - assert (pivotRow < numberRows); - // must swap with current key - model->setStatus(key, ClpSimplex::basic); - pivotVariable[pivotRow] = key; - backToPivotRow_[key] = pivotRow; - setStatus(iSetIn, ClpSimplex::basic); - key = iSetIn + numberColumns; - } - // redo set to allow for new one - redoSet(model, key, keyVariable_[iSetIn], iSetIn); - } - // update pivot - if (sequenceIn < numberColumns) { - if (pivotRow < numberRows) { - backToPivotRow_[sequenceIn] = pivotRow; - } else { - if (possiblePivotKey_ >= 0) { - assert (possiblePivotKey_ < numberRows); - backToPivotRow_[sequenceIn] = possiblePivotKey_; - pivotVariable[possiblePivotKey_] = sequenceIn; - } - } - } else if (sequenceIn >= numberRows + numberColumns) { - // key in - something should have been done before - int key = keyVariable_[iSetIn]; - assert (key == numberColumns + iSetIn); - //pivotVariable[pivotRow]=key; - //backToPivotRow_[key]=pivotRow; - //model->setStatus(key,ClpSimplex::basic); - //key=numberColumns+iSetIn; - setStatus(iSetIn, ClpSimplex::basic); - redoSet(model, key, keyVariable_[iSetIn], iSetIn); - } -#ifdef CLP_DEBUG - { - char * xx = new char[numberColumns+numberRows]; - memset(xx, 0, numberRows + numberColumns); - for (int i = 0; i < numberRows; i++) { - int iPivot = pivotVariable[i]; - assert (iPivot < numberRows + numberColumns); - assert (!xx[iPivot]); - xx[iPivot] = 1; - if (iPivot < numberColumns) { - int iBack = backToPivotRow_[iPivot]; - assert (i == iBack); - } - } - delete [] xx; - } -#endif - if (rhsOffset_) { - // update effective rhs - if (sequenceIn != sequenceOut) { - if (sequenceIn < numberColumns) { - if (iSetIn >= 0) { - // new contribution to rhsOffset_ - int key = keyVariable_[iSetIn]; - if (key < numberColumns) { - double newB = 0.0; - ClpSimplex::Status iStatus = getStatus(iSetIn); - if (iStatus == ClpSimplex::atLowerBound) - newB = lower_[iSetIn]; - else - newB = upper_[iSetIn]; - // subtract out others at bounds - if ((gubType_ & 8) == 0) { - int stop = -(key + 1); - int iColumn = next_[key]; - // skip basic - while (iColumn >= 0) - iColumn = next_[iColumn]; - // sum all non-key variables - while(iColumn != stop) { - assert (iColumn < 0); - iColumn = -iColumn - 1; - newB -= solution[iColumn]; - iColumn = next_[iColumn]; - } - } - if (newB) - ClpPackedMatrix::add(model, rhsOffset_, key, -newB); - } - } - } - if (iSetOut >= 0) { - // new contribution to rhsOffset_ - int key = keyVariable_[iSetOut]; - if (key < numberColumns && iSetIn != iSetOut) { - double newB = 0.0; - ClpSimplex::Status iStatus = getStatus(iSetOut); - if (iStatus == ClpSimplex::atLowerBound) - newB = lower_[iSetOut]; - else - newB = upper_[iSetOut]; - // subtract out others at bounds - if ((gubType_ & 8) == 0) { - int stop = -(key + 1); - int iColumn = next_[key]; - // skip basic - while (iColumn >= 0) - iColumn = next_[iColumn]; - // sum all non-key variables - while(iColumn != stop) { - assert (iColumn < 0); - iColumn = -iColumn - 1; - newB -= solution[iColumn]; - iColumn = next_[iColumn]; - } - } - if (newB) - ClpPackedMatrix::add(model, rhsOffset_, key, -newB); - } - } - } - } -#ifdef CLP_DEBUG - // debug - { - int i; - char * xxxx = new char[numberColumns]; - memset(xxxx, 0, numberColumns); - for (i = 0; i < numberRows; i++) { - int iPivot = pivotVariable[i]; - assert (model->getStatus(iPivot) == ClpSimplex::basic); - if (iPivot < numberColumns && backward_[iPivot] >= 0) - xxxx[iPivot] = 1; - } - double primalTolerance = model->primalTolerance(); - for (i = 0; i < numberSets_; i++) { - int key = keyVariable_[i]; - double value = 0.0; - // sum over all except key - int iColumn = next_[key]; - // sum all non-key variables - int k = 0; - int stop = -(key + 1); - while (iColumn != stop) { - if (iColumn < 0) - iColumn = -iColumn - 1; - value += solution[iColumn]; - k++; - assert (k < 100); - assert (backward_[iColumn] == i); - iColumn = next_[iColumn]; - } - iColumn = next_[key]; - if (key < numberColumns) { - // feasibility will be done later - assert (getStatus(i) != ClpSimplex::basic); - double sol; - if (getStatus(i) == ClpSimplex::atUpperBound) - sol = upper_[i] - value; - else - sol = lower_[i] - value; - //printf("xx Value of key structural %d for set %d is %g - cost %g\n",key,i,sol, - // cost[key]); - //if (fabs(sol-solution[key])>1.0e-3) - //printf("** stored value was %g\n",solution[key]); - } else { - // slack is key - double infeasibility = 0.0; - if (value > upper_[i] + primalTolerance) { - infeasibility = value - upper_[i] - primalTolerance; - //setAbove(i); - } else if (value < lower_[i] - primalTolerance) { - infeasibility = lower_[i] - value - primalTolerance ; - //setBelow(i); - } else { - //setFeasible(i); - } - //printf("xx Value of key slack for set %d is %g\n",i,value); - } - while (iColumn >= 0) { - assert (xxxx[iColumn]); - xxxx[iColumn] = 0; - iColumn = next_[iColumn]; - } - } - for (i = 0; i < numberColumns; i++) { - if (i < numberColumns && backward_[i] >= 0) { - assert (!xxxx[i] || i == keyVariable_[backward_[i]]); - } - } - delete [] xxxx; - } -#endif - return 0; -} -// Switches off dj checking each factorization (for BIG models) -void -ClpGubMatrix::switchOffCheck() -{ - noCheck_ = 0; - infeasibilityWeight_ = 0.0; -} -// Correct sequence in and out to give true value -void -ClpGubMatrix::correctSequence(const ClpSimplex * /*model*/, int & sequenceIn, int & sequenceOut) -{ - if (sequenceIn != -999) { - sequenceIn = trueSequenceIn_; - sequenceOut = trueSequenceOut_; - } -} diff --git a/cbits/coin/Clp_C_Interface.cpp b/cbits/coin/Clp_C_Interface.cpp deleted file mode 100644 --- a/cbits/coin/Clp_C_Interface.cpp +++ /dev/null @@ -1,1323 +0,0 @@ -// $Id: Clp_C_Interface.cpp 1928 2013-04-06 12:54:16Z stefan $ -// 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). - - -#include "CoinPragma.hpp" - -#include -#include - -#include "CoinHelperFunctions.hpp" -#include "ClpSimplex.hpp" -#include "ClpInterior.hpp" -#ifndef SLIM_CLP -#include "Idiot.hpp" -#endif -#include -// Get C stuff but with extern C -#define CLP_EXTERN_C -#include "Coin_C_defines.h" - -/// To allow call backs -class CMessageHandler : public CoinMessageHandler { - -public: - /**@name Overrides */ - //@{ - virtual int print(); - //@} - /**@name set and get */ - //@{ - /// Model - const Clp_Simplex * model() const; - void setModel(Clp_Simplex * model); - /// Call back - void setCallBack(clp_callback callback); - //@} - - /**@name Constructors, destructor */ - //@{ - /** Default constructor. */ - CMessageHandler(); - /// Constructor with pointer to model - CMessageHandler(Clp_Simplex * model, - FILE * userPointer = NULL); - /** Destructor */ - virtual ~CMessageHandler(); - //@} - - /**@name Copy method */ - //@{ - /** The copy constructor. */ - CMessageHandler(const CMessageHandler&); - /** The copy constructor from an CoinSimplexMessageHandler. */ - CMessageHandler(const CoinMessageHandler&); - - CMessageHandler& operator=(const CMessageHandler&); - /// Clone - virtual CoinMessageHandler * clone() const ; - //@} - - -protected: - /**@name Data members - The data members are protected to allow access for derived classes. */ - //@{ - /// Pointer back to model - Clp_Simplex * model_; - /// call back - clp_callback callback_; - //@} -}; - - -//------------------------------------------------------------------- -// Default Constructor -//------------------------------------------------------------------- -CMessageHandler::CMessageHandler () - : CoinMessageHandler(), - model_(NULL), - callback_(NULL) -{ -} - -//------------------------------------------------------------------- -// Copy constructor -//------------------------------------------------------------------- -CMessageHandler::CMessageHandler (const CMessageHandler & rhs) - : CoinMessageHandler(rhs), - model_(rhs.model_), - callback_(rhs.callback_) -{ -} - -CMessageHandler::CMessageHandler (const CoinMessageHandler & rhs) - : CoinMessageHandler(rhs), - model_(NULL), - callback_(NULL) -{ -} - -// Constructor with pointer to model -CMessageHandler::CMessageHandler(Clp_Simplex * model, - FILE * ) - : CoinMessageHandler(), - model_(model), - callback_(NULL) -{ -} - -//------------------------------------------------------------------- -// Destructor -//------------------------------------------------------------------- -CMessageHandler::~CMessageHandler () -{ -} - -//---------------------------------------------------------------- -// Assignment operator -//------------------------------------------------------------------- -CMessageHandler & -CMessageHandler::operator=(const CMessageHandler& rhs) -{ - if (this != &rhs) { - CoinMessageHandler::operator=(rhs); - model_ = rhs.model_; - callback_ = rhs.callback_; - } - return *this; -} -//------------------------------------------------------------------- -// Clone -//------------------------------------------------------------------- -CoinMessageHandler * CMessageHandler::clone() const -{ - return new CMessageHandler(*this); -} - -int -CMessageHandler::print() -{ - if (callback_) { - int messageNumber = currentMessage().externalNumber(); - if (currentSource() != "Clp") - messageNumber += 1000000; - int i; - int nDouble = numberDoubleFields(); - assert (nDouble <= 10); - double vDouble[10]; - for (i = 0; i < nDouble; i++) - vDouble[i] = doubleValue(i); - int nInt = numberIntFields(); - assert (nInt <= 10); - int vInt[10]; - for (i = 0; i < nInt; i++) - vInt[i] = intValue(i); - int nString = numberStringFields(); - assert (nString <= 10); - char * vString[10]; - for (i = 0; i < nString; i++) { - std::string value = stringValue(i); - vString[i] = CoinStrdup(value.c_str()); - } - callback_(model_, messageNumber, - nDouble, vDouble, - nInt, vInt, - nString, vString); - for (i = 0; i < nString; i++) - free(vString[i]); - - } - return CoinMessageHandler::print(); -} -const Clp_Simplex * -CMessageHandler::model() const -{ - return model_; -} -void -CMessageHandler::setModel(Clp_Simplex * model) -{ - model_ = model; -} -// Call back -void -CMessageHandler::setCallBack(clp_callback callback) -{ - callback_ = callback; -} - -#include "Clp_C_Interface.h" -#include -#include -#include - -#if defined(__MWERKS__) -#pragma export on -#endif -/* Default constructor */ -COINLIBAPI Clp_Simplex * COINLINKAGE -Clp_newModel() -{ - Clp_Simplex * model = new Clp_Simplex; - model->model_ = new ClpSimplex(); - model->handler_ = NULL; - return model; -} -/* Destructor */ -COINLIBAPI void COINLINKAGE -Clp_deleteModel(Clp_Simplex * model) -{ - delete model->model_; - delete model->handler_; - delete model; -} - -/* Loads a problem (the constraints on the - rows are given by lower and upper bounds). If a pointer is NULL then the - following values are the default: -
    -
  • colub: all columns have upper bound infinity -
  • collb: all columns have lower bound 0 -
  • rowub: all rows have upper bound infinity -
  • rowlb: all rows have lower bound -infinity -
  • obj: all variables have 0 objective coefficient -
-*/ -/* Just like the other loadProblem() method except that the matrix is - given in a standard column major ordered format (without gaps). */ -COINLIBAPI void COINLINKAGE -Clp_loadProblem (Clp_Simplex * model, const int numcols, const int numrows, - const CoinBigIndex * start, const int* index, - const double* value, - const double* collb, const double* colub, - const double* obj, - const double* rowlb, const double* rowub) -{ - const char prefix[] = "Clp_c_Interface::Clp_loadProblem(): "; - const int verbose = 0; - if (verbose > 1) { - printf("%s numcols = %i, numrows = %i\n", - prefix, numcols, numrows); - printf("%s model = %p, start = %p, index = %p, value = %p\n", - prefix, reinterpret_cast(model), reinterpret_cast(start), reinterpret_cast(index), reinterpret_cast(value)); - printf("%s collb = %p, colub = %p, obj = %p, rowlb = %p, rowub = %p\n", - prefix, reinterpret_cast(collb), reinterpret_cast(colub), reinterpret_cast(obj), reinterpret_cast(rowlb), reinterpret_cast(rowub)); - } - model->model_->loadProblem(numcols, numrows, start, index, value, - collb, colub, obj, rowlb, rowub); -} -/* read quadratic part of the objective (the matrix part) */ -COINLIBAPI void COINLINKAGE -Clp_loadQuadraticObjective(Clp_Simplex * model, - const int numberColumns, - const CoinBigIndex * start, - const int * column, - const double * element) -{ - - model->model_->loadQuadraticObjective(numberColumns, - start, column, element); - -} -/* Read an mps file from the given filename */ -COINLIBAPI int COINLINKAGE -Clp_readMps(Clp_Simplex * model, const char *filename, - int keepNames, - int ignoreErrors) -{ - return model->model_->readMps(filename, keepNames != 0, ignoreErrors != 0); -} -/* Copy in integer informations */ -COINLIBAPI void COINLINKAGE -Clp_copyInIntegerInformation(Clp_Simplex * model, const char * information) -{ - model->model_->copyInIntegerInformation(information); -} -/* Drop integer informations */ -COINLIBAPI void COINLINKAGE -Clp_deleteIntegerInformation(Clp_Simplex * model) -{ - model->model_->deleteIntegerInformation(); -} -/* Resizes rim part of model */ -COINLIBAPI void COINLINKAGE -Clp_resize (Clp_Simplex * model, int newNumberRows, int newNumberColumns) -{ - model->model_->resize(newNumberRows, newNumberColumns); -} -/* Deletes rows */ -COINLIBAPI void COINLINKAGE -Clp_deleteRows(Clp_Simplex * model, int number, const int * which) -{ - model->model_->deleteRows(number, which); -} -/* Add rows */ -COINLIBAPI void COINLINKAGE -Clp_addRows(Clp_Simplex * model, int number, const double * rowLower, - const double * rowUpper, - const int * rowStarts, const int * columns, - const double * elements) -{ - model->model_->addRows(number, rowLower, rowUpper, rowStarts, columns, elements); -} - -/* Deletes columns */ -COINLIBAPI void COINLINKAGE -Clp_deleteColumns(Clp_Simplex * model, int number, const int * which) -{ - model->model_->deleteColumns(number, which); -} -/* Add columns */ -COINLIBAPI void COINLINKAGE -Clp_addColumns(Clp_Simplex * model, int number, const double * columnLower, - const double * columnUpper, - const double * objective, - const int * columnStarts, const int * rows, - const double * elements) -{ - model->model_->addColumns(number, columnLower, columnUpper, objective, - columnStarts, rows, elements); -} -/* Change row lower bounds */ -COINLIBAPI void COINLINKAGE -Clp_chgRowLower(Clp_Simplex * model, const double * rowLower) -{ - model->model_->chgRowLower(rowLower); -} -/* Change row upper bounds */ -COINLIBAPI void COINLINKAGE -Clp_chgRowUpper(Clp_Simplex * model, const double * rowUpper) -{ - model->model_->chgRowUpper(rowUpper); -} -/* Change column lower bounds */ -COINLIBAPI void COINLINKAGE -Clp_chgColumnLower(Clp_Simplex * model, const double * columnLower) -{ - model->model_->chgColumnLower(columnLower); -} -/* Change column upper bounds */ -COINLIBAPI void COINLINKAGE -Clp_chgColumnUpper(Clp_Simplex * model, const double * columnUpper) -{ - model->model_->chgColumnUpper(columnUpper); -} -/* Change objective coefficients */ -COINLIBAPI void COINLINKAGE -Clp_chgObjCoefficients(Clp_Simplex * model, const double * objIn) -{ - model->model_->chgObjCoefficients(objIn); -} -/* Drops names - makes lengthnames 0 and names empty */ -COINLIBAPI void COINLINKAGE -Clp_dropNames(Clp_Simplex * model) -{ - model->model_->dropNames(); -} -/* Copies in names */ -COINLIBAPI void COINLINKAGE -Clp_copyNames(Clp_Simplex * model, const char * const * rowNamesIn, - const char * const * columnNamesIn) -{ - int iRow; - std::vector rowNames; - int numberRows = model->model_->numberRows(); - rowNames.reserve(numberRows); - for (iRow = 0; iRow < numberRows; iRow++) { - rowNames.push_back(rowNamesIn[iRow]); - } - - int iColumn; - std::vector columnNames; - int numberColumns = model->model_->numberColumns(); - columnNames.reserve(numberColumns); - for (iColumn = 0; iColumn < numberColumns; iColumn++) { - columnNames.push_back(columnNamesIn[iColumn]); - } - model->model_->copyNames(rowNames, columnNames); -} - -/* Number of rows */ -COINLIBAPI int COINLINKAGE -Clp_numberRows(Clp_Simplex * model) -{ - return model->model_->numberRows(); -} -/* Number of columns */ -COINLIBAPI int COINLINKAGE -Clp_numberColumns(Clp_Simplex * model) -{ - return model->model_->numberColumns(); -} -/* Primal tolerance to use */ -COINLIBAPI double COINLINKAGE -Clp_primalTolerance(Clp_Simplex * model) -{ - return model->model_->primalTolerance(); -} -COINLIBAPI void COINLINKAGE -Clp_setPrimalTolerance(Clp_Simplex * model, double value) -{ - model->model_->setPrimalTolerance(value); -} -/* Dual tolerance to use */ -COINLIBAPI double COINLINKAGE -Clp_dualTolerance(Clp_Simplex * model) -{ - return model->model_->dualTolerance(); -} -COINLIBAPI void COINLINKAGE -Clp_setDualTolerance(Clp_Simplex * model, double value) -{ - model->model_->setDualTolerance(value); -} -/* Dual objective limit */ -COINLIBAPI double COINLINKAGE -Clp_dualObjectiveLimit(Clp_Simplex * model) -{ - return model->model_->dualObjectiveLimit(); -} -COINLIBAPI void COINLINKAGE -Clp_setDualObjectiveLimit(Clp_Simplex * model, double value) -{ - model->model_->setDualObjectiveLimit(value); -} -/* Objective offset */ -COINLIBAPI double COINLINKAGE -Clp_objectiveOffset(Clp_Simplex * model) -{ - return model->model_->objectiveOffset(); -} -COINLIBAPI void COINLINKAGE -Clp_setObjectiveOffset(Clp_Simplex * model, double value) -{ - model->model_->setObjectiveOffset(value); -} -/* Fills in array with problem name */ -COINLIBAPI void COINLINKAGE -Clp_problemName(Clp_Simplex * model, int maxNumberCharacters, char * array) -{ - std::string name = model->model_->problemName(); - maxNumberCharacters = CoinMin(maxNumberCharacters, - ((int) strlen(name.c_str()))+1) ; - strncpy(array, name.c_str(), maxNumberCharacters - 1); - array[maxNumberCharacters-1] = '\0'; -} -/* Sets problem name. Must have \0 at end. */ -COINLIBAPI int COINLINKAGE -Clp_setProblemName(Clp_Simplex * model, int /*maxNumberCharacters*/, char * array) -{ - return model->model_->setStrParam(ClpProbName, array); -} -/* Number of iterations */ -COINLIBAPI int COINLINKAGE -Clp_numberIterations(Clp_Simplex * model) -{ - return model->model_->numberIterations(); -} -COINLIBAPI void COINLINKAGE -Clp_setNumberIterations(Clp_Simplex * model, int numberIterations) -{ - model->model_->setNumberIterations(numberIterations); -} -/* Maximum number of iterations */ -COINLIBAPI int maximumIterations(Clp_Simplex * model) -{ - return model->model_->maximumIterations(); -} -COINLIBAPI void COINLINKAGE -Clp_setMaximumIterations(Clp_Simplex * model, int value) -{ - model->model_->setMaximumIterations(value); -} -/* Maximum time in seconds (from when set called) */ -COINLIBAPI double COINLINKAGE -Clp_maximumSeconds(Clp_Simplex * model) -{ - return model->model_->maximumSeconds(); -} -COINLIBAPI void COINLINKAGE -Clp_setMaximumSeconds(Clp_Simplex * model, double value) -{ - model->model_->setMaximumSeconds(value); -} -/* Returns true if hit maximum iteratio`ns (or time) */ -COINLIBAPI int COINLINKAGE -Clp_hitMaximumIterations(Clp_Simplex * model) -{ - return model->model_->hitMaximumIterations() ? 1 : 0; -} -/* Status of problem: - 0 - optimal - 1 - primal infeasible - 2 - dual infeasible - 3 - stopped on iterations etc - 4 - stopped due to errors -*/ -COINLIBAPI int COINLINKAGE -Clp_status(Clp_Simplex * model) -{ - return model->model_->status(); -} -/* Set problem status */ -COINLIBAPI void COINLINKAGE -Clp_setProblemStatus(Clp_Simplex * model, int problemStatus) -{ - model->model_->setProblemStatus(problemStatus); -} -/* Secondary status of problem - may get extended - 0 - none - 1 - primal infeasible because dual limit reached - 2 - scaled problem optimal - unscaled has primal infeasibilities - 3 - scaled problem optimal - unscaled has dual infeasibilities - 4 - scaled problem optimal - unscaled has both dual and primal infeasibilities -*/ -COINLIBAPI int COINLINKAGE -Clp_secondaryStatus(Clp_Simplex * model) -{ - return model->model_->secondaryStatus(); -} -COINLIBAPI void COINLINKAGE -Clp_setSecondaryStatus(Clp_Simplex * model, int status) -{ - model->model_->setSecondaryStatus(status); -} -/* Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore */ -COINLIBAPI double COINLINKAGE -Clp_optimizationDirection(Clp_Simplex * model) -{ - return model->model_->optimizationDirection(); -} -COINLIBAPI void COINLINKAGE -Clp_setOptimizationDirection(Clp_Simplex * model, double value) -{ - model->model_->setOptimizationDirection(value); -} -/* Primal row solution */ -COINLIBAPI double * COINLINKAGE -Clp_primalRowSolution(Clp_Simplex * model) -{ - return model->model_->primalRowSolution(); -} -/* Primal column solution */ -COINLIBAPI double * COINLINKAGE -Clp_primalColumnSolution(Clp_Simplex * model) -{ - return model->model_->primalColumnSolution(); -} -/* Dual row solution */ -COINLIBAPI double * COINLINKAGE -Clp_dualRowSolution(Clp_Simplex * model) -{ - return model->model_->dualRowSolution(); -} -/* Reduced costs */ -COINLIBAPI double * COINLINKAGE -Clp_dualColumnSolution(Clp_Simplex * model) -{ - return model->model_->dualColumnSolution(); -} -/* Row lower */ -COINLIBAPI double* COINLINKAGE -Clp_rowLower(Clp_Simplex * model) -{ - return model->model_->rowLower(); -} -/* Row upper */ -COINLIBAPI double* COINLINKAGE -Clp_rowUpper(Clp_Simplex * model) -{ - return model->model_->rowUpper(); -} -/* Objective */ -COINLIBAPI double * COINLINKAGE -Clp_objective(Clp_Simplex * model) -{ - return model->model_->objective(); -} -/* Column Lower */ -COINLIBAPI double * COINLINKAGE -Clp_columnLower(Clp_Simplex * model) -{ - return model->model_->columnLower(); -} -/* Column Upper */ -COINLIBAPI double * COINLINKAGE -Clp_columnUpper(Clp_Simplex * model) -{ - return model->model_->columnUpper(); -} -/* Number of elements in matrix */ -COINLIBAPI int COINLINKAGE -Clp_getNumElements(Clp_Simplex * model) -{ - return model->model_->getNumElements(); -} -// Column starts in matrix -COINLIBAPI const CoinBigIndex * COINLINKAGE Clp_getVectorStarts(Clp_Simplex * model) -{ - CoinPackedMatrix * matrix; - matrix = model->model_->matrix(); - return (matrix == NULL) ? NULL : matrix->getVectorStarts(); -} - -// Row indices in matrix -COINLIBAPI const int * COINLINKAGE Clp_getIndices(Clp_Simplex * model) -{ - CoinPackedMatrix * matrix = model->model_->matrix(); - return (matrix == NULL) ? NULL : matrix->getIndices(); -} - -// Column vector lengths in matrix -COINLIBAPI const int * COINLINKAGE Clp_getVectorLengths(Clp_Simplex * model) -{ - CoinPackedMatrix * matrix = model->model_->matrix(); - return (matrix == NULL) ? NULL : matrix->getVectorLengths(); -} - -// Element values in matrix -COINLIBAPI const double * COINLINKAGE Clp_getElements(Clp_Simplex * model) -{ - CoinPackedMatrix * matrix = model->model_->matrix(); - return (matrix == NULL) ? NULL : matrix->getElements(); -} -/* Objective value */ -COINLIBAPI double COINLINKAGE -Clp_objectiveValue(Clp_Simplex * model) -{ - return model->model_->objectiveValue(); -} -/* Integer information */ -COINLIBAPI char * COINLINKAGE -Clp_integerInformation(Clp_Simplex * model) -{ - return model->model_->integerInformation(); -} -/* Infeasibility/unbounded ray (NULL returned if none/wrong) - Up to user to use free() on these arrays. */ -COINLIBAPI double * COINLINKAGE -Clp_infeasibilityRay(Clp_Simplex * model) -{ - const double * ray = model->model_->internalRay(); - double * array = NULL; - int numberRows = model->model_->numberRows(); - int status = model->model_->status(); - if (status == 1 && ray) { - array = static_cast(malloc(numberRows*sizeof(double))); - memcpy(array,ray,numberRows*sizeof(double)); -#ifdef PRINT_RAY_METHOD - printf("Infeasibility ray obtained by algorithm %s\n",model->model_->algorithm()>0 ? - "primal" : "dual"); -#endif - } - return array; -} -COINLIBAPI double * COINLINKAGE -Clp_unboundedRay(Clp_Simplex * model) -{ - const double * ray = model->model_->internalRay(); - double * array = NULL; - int numberColumns = model->model_->numberColumns(); - int status = model->model_->status(); - if (status == 2 && ray) { - array = static_cast(malloc(numberColumns*sizeof(double))); - memcpy(array,ray,numberColumns*sizeof(double)); - } - return array; -} -/* See if status array exists (partly for OsiClp) */ -COINLIBAPI int COINLINKAGE -Clp_statusExists(Clp_Simplex * model) -{ - return model->model_->statusExists() ? 1 : 0; -} -/* Return address of status array (char[numberRows+numberColumns]) */ -COINLIBAPI unsigned char * COINLINKAGE -Clp_statusArray(Clp_Simplex * model) -{ - return model->model_->statusArray(); -} -/* Copy in status vector */ -COINLIBAPI void COINLINKAGE -Clp_copyinStatus(Clp_Simplex * model, const unsigned char * statusArray) -{ - model->model_->copyinStatus(statusArray); -} - -/* User pointer for whatever reason */ -COINLIBAPI void COINLINKAGE -Clp_setUserPointer (Clp_Simplex * model, void * pointer) -{ - model->model_->setUserPointer(pointer); -} -COINLIBAPI void * COINLINKAGE -Clp_getUserPointer (Clp_Simplex * model) -{ - return model->model_->getUserPointer(); -} -/* Pass in Callback function */ -COINLIBAPI void COINLINKAGE -Clp_registerCallBack(Clp_Simplex * model, - clp_callback userCallBack) -{ - // Will be copy of users one - delete model->handler_; - model->handler_ = new CMessageHandler(*(model->model_->messageHandler())); - model->handler_->setCallBack(userCallBack); - model->handler_->setModel(model); - model->model_->passInMessageHandler(model->handler_); -} -/* Unset Callback function */ -COINLIBAPI void COINLINKAGE -Clp_clearCallBack(Clp_Simplex * model) -{ - delete model->handler_; - model->handler_ = NULL; -} -/* Amount of print out: - 0 - none - 1 - just final - 2 - just factorizations - 3 - as 2 plus a bit more - 4 - verbose - above that 8,16,32 etc just for selective debug -*/ -COINLIBAPI void COINLINKAGE -Clp_setLogLevel(Clp_Simplex * model, int value) -{ - model->model_->setLogLevel(value); -} -COINLIBAPI int COINLINKAGE -Clp_logLevel(Clp_Simplex * model) -{ - return model->model_->logLevel(); -} -/* length of names (0 means no names0 */ -COINLIBAPI int COINLINKAGE -Clp_lengthNames(Clp_Simplex * model) -{ - return model->model_->lengthNames(); -} -/* Fill in array (at least lengthNames+1 long) with a row name */ -COINLIBAPI void COINLINKAGE -Clp_rowName(Clp_Simplex * model, int iRow, char * name) -{ - std::string rowName = model->model_->rowName(iRow); - strcpy(name, rowName.c_str()); -} -/* Fill in array (at least lengthNames+1 long) with a column name */ -COINLIBAPI void COINLINKAGE -Clp_columnName(Clp_Simplex * model, int iColumn, char * name) -{ - std::string columnName = model->model_->columnName(iColumn); - strcpy(name, columnName.c_str()); -} - -/* General solve algorithm which can do presolve. - See ClpSolve.hpp for options -*/ -COINLIBAPI int COINLINKAGE -Clp_initialSolve(Clp_Simplex * model) -{ - return model->model_->initialSolve(); -} -/* Pass solve options. (Exception to direct analogue rule) */ -COINLIBAPI int COINLINKAGE -Clp_initialSolveWithOptions(Clp_Simplex * model, Clp_Solve * s) -{ - return model->model_->initialSolve(s->options); -} -/* Barrier initial solve */ -COINLIBAPI int COINLINKAGE -Clp_initialBarrierSolve(Clp_Simplex * model0) -{ - ClpSimplex *model = model0->model_; - - return model->initialBarrierSolve(); - -} -/* Barrier initial solve */ -COINLIBAPI int COINLINKAGE -Clp_initialBarrierNoCrossSolve(Clp_Simplex * model0) -{ - ClpSimplex *model = model0->model_; - - return model->initialBarrierNoCrossSolve(); - -} -/* Dual initial solve */ -COINLIBAPI int COINLINKAGE -Clp_initialDualSolve(Clp_Simplex * model) -{ - return model->model_->initialDualSolve(); -} -/* Primal initial solve */ -COINLIBAPI int COINLINKAGE -Clp_initialPrimalSolve(Clp_Simplex * model) -{ - return model->model_->initialPrimalSolve(); -} -/* Dual algorithm - see ClpSimplexDual.hpp for method */ -COINLIBAPI int COINLINKAGE -Clp_dual(Clp_Simplex * model, int ifValuesPass) -{ - return model->model_->dual(ifValuesPass); -} -/* Primal algorithm - see ClpSimplexPrimal.hpp for method */ -COINLIBAPI int COINLINKAGE -Clp_primal(Clp_Simplex * model, int ifValuesPass) -{ - return model->model_->primal(ifValuesPass); -} -/* Sets or unsets scaling, 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later) */ -COINLIBAPI void COINLINKAGE -Clp_scaling(Clp_Simplex * model, int mode) -{ - model->model_->scaling(mode); -} -/* Gets scalingFlag */ -COINLIBAPI int COINLINKAGE -Clp_scalingFlag(Clp_Simplex * model) -{ - return model->model_->scalingFlag(); -} -/* Crash - at present just aimed at dual, returns - -2 if dual preferred and crash basis created - -1 if dual preferred and all slack basis preferred - 0 if basis going in was not all slack - 1 if primal preferred and all slack basis preferred - 2 if primal preferred and crash basis created. - - if gap between bounds <="gap" variables can be flipped - - If "pivot" is - 0 No pivoting (so will just be choice of algorithm) - 1 Simple pivoting e.g. gub - 2 Mini iterations -*/ -COINLIBAPI int COINLINKAGE -Clp_crash(Clp_Simplex * model, double gap, int pivot) -{ - return model->model_->crash(gap, pivot); -} -/* If problem is primal feasible */ -COINLIBAPI int COINLINKAGE -Clp_primalFeasible(Clp_Simplex * model) -{ - return model->model_->primalFeasible() ? 1 : 0; -} -/* If problem is dual feasible */ -COINLIBAPI int COINLINKAGE -Clp_dualFeasible(Clp_Simplex * model) -{ - return model->model_->dualFeasible() ? 1 : 0; -} -/* Dual bound */ -COINLIBAPI double COINLINKAGE -Clp_dualBound(Clp_Simplex * model) -{ - return model->model_->dualBound(); -} -COINLIBAPI void COINLINKAGE -Clp_setDualBound(Clp_Simplex * model, double value) -{ - model->model_->setDualBound(value); -} -/* Infeasibility cost */ -COINLIBAPI double COINLINKAGE -Clp_infeasibilityCost(Clp_Simplex * model) -{ - return model->model_->infeasibilityCost(); -} -COINLIBAPI void COINLINKAGE -Clp_setInfeasibilityCost(Clp_Simplex * model, double value) -{ - model->model_->setInfeasibilityCost(value); -} -/* Perturbation: - 50 - switch on perturbation - 100 - auto perturb if takes too long (1.0e-6 largest nonzero) - 101 - we are perturbed - 102 - don't try perturbing again - default is 100 - others are for playing -*/ -COINLIBAPI int COINLINKAGE -Clp_perturbation(Clp_Simplex * model) -{ - return model->model_->perturbation(); -} -COINLIBAPI void COINLINKAGE -Clp_setPerturbation(Clp_Simplex * model, int value) -{ - model->model_->setPerturbation(value); -} -/* Current (or last) algorithm */ -COINLIBAPI int COINLINKAGE -Clp_algorithm(Clp_Simplex * model) -{ - return model->model_->algorithm(); -} -/* Set algorithm */ -COINLIBAPI void COINLINKAGE -Clp_setAlgorithm(Clp_Simplex * model, int value) -{ - model->model_->setAlgorithm(value); -} -/* Sum of dual infeasibilities */ -COINLIBAPI double COINLINKAGE -Clp_sumDualInfeasibilities(Clp_Simplex * model) -{ - return model->model_->sumDualInfeasibilities(); -} -/* Number of dual infeasibilities */ -COINLIBAPI int COINLINKAGE -Clp_numberDualInfeasibilities(Clp_Simplex * model) -{ - return model->model_->numberDualInfeasibilities(); -} -/* Sum of primal infeasibilities */ -COINLIBAPI double COINLINKAGE -Clp_sumPrimalInfeasibilities(Clp_Simplex * model) -{ - return model->model_->sumPrimalInfeasibilities(); -} -/* Number of primal infeasibilities */ -COINLIBAPI int COINLINKAGE -Clp_numberPrimalInfeasibilities(Clp_Simplex * model) -{ - return model->model_->numberPrimalInfeasibilities(); -} -/* Save model to file, returns 0 if success. This is designed for - use outside algorithms so does not save iterating arrays etc. - It does not save any messaging information. - Does not save scaling values. - It does not know about all types of virtual functions. -*/ -COINLIBAPI int COINLINKAGE -Clp_saveModel(Clp_Simplex * model, const char * fileName) -{ - return model->model_->saveModel(fileName); -} -/* Restore model from file, returns 0 if success, - deletes current model */ -COINLIBAPI int COINLINKAGE -Clp_restoreModel(Clp_Simplex * model, const char * fileName) -{ - return model->model_->restoreModel(fileName); -} - -/* Just check solution (for external use) - sets sum of - infeasibilities etc */ -COINLIBAPI void COINLINKAGE -Clp_checkSolution(Clp_Simplex * model) -{ - model->model_->checkSolution(); -} -/* Number of rows */ -COINLIBAPI int COINLINKAGE -Clp_getNumRows(Clp_Simplex * model) -{ - return model->model_->getNumRows(); -} -/* Number of columns */ -COINLIBAPI int COINLINKAGE -Clp_getNumCols(Clp_Simplex * model) -{ - return model->model_->getNumCols(); -} -/* Number of iterations */ -COINLIBAPI int COINLINKAGE -Clp_getIterationCount(Clp_Simplex * model) -{ - return model->model_->getIterationCount(); -} -/* Are there a numerical difficulties? */ -COINLIBAPI int COINLINKAGE -Clp_isAbandoned(Clp_Simplex * model) -{ - return model->model_->isAbandoned() ? 1 : 0; -} -/* Is optimality proven? */ -COINLIBAPI int COINLINKAGE -Clp_isProvenOptimal(Clp_Simplex * model) -{ - return model->model_->isProvenOptimal() ? 1 : 0; -} -/* Is primal infeasiblity proven? */ -COINLIBAPI int COINLINKAGE -Clp_isProvenPrimalInfeasible(Clp_Simplex * model) -{ - return model->model_->isProvenPrimalInfeasible() ? 1 : 0; -} -/* Is dual infeasiblity proven? */ -COINLIBAPI int COINLINKAGE -Clp_isProvenDualInfeasible(Clp_Simplex * model) -{ - return model->model_->isProvenDualInfeasible() ? 1 : 0; -} -/* Is the given primal objective limit reached? */ -COINLIBAPI int COINLINKAGE -Clp_isPrimalObjectiveLimitReached(Clp_Simplex * model) -{ - return model->model_->isPrimalObjectiveLimitReached() ? 1 : 0; -} -/* Is the given dual objective limit reached? */ -COINLIBAPI int COINLINKAGE -Clp_isDualObjectiveLimitReached(Clp_Simplex * model) -{ - return model->model_->isDualObjectiveLimitReached() ? 1 : 0; -} -/* Iteration limit reached? */ -COINLIBAPI int COINLINKAGE -Clp_isIterationLimitReached(Clp_Simplex * model) -{ - return model->model_->isIterationLimitReached() ? 1 : 0; -} -/* Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore */ -COINLIBAPI double COINLINKAGE -Clp_getObjSense(Clp_Simplex * model) -{ - return model->model_->getObjSense(); -} -/* Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore */ -COINLIBAPI void COINLINKAGE -Clp_setObjSense(Clp_Simplex * model, double objsen) -{ - model->model_->setOptimizationDirection(objsen); -} -/* Primal row solution */ -COINLIBAPI const double * COINLINKAGE -Clp_getRowActivity(Clp_Simplex * model) -{ - return model->model_->getRowActivity(); -} -/* Primal column solution */ -COINLIBAPI const double * COINLINKAGE -Clp_getColSolution(Clp_Simplex * model) -{ - return model->model_->getColSolution(); -} -COINLIBAPI void COINLINKAGE -Clp_setColSolution(Clp_Simplex * model, const double * input) -{ - model->model_->setColSolution(input); -} -/* Dual row solution */ -COINLIBAPI const double * COINLINKAGE -Clp_getRowPrice(Clp_Simplex * model) -{ - return model->model_->getRowPrice(); -} -/* Reduced costs */ -COINLIBAPI const double * COINLINKAGE -Clp_getReducedCost(Clp_Simplex * model) -{ - return model->model_->getReducedCost(); -} -/* Row lower */ -COINLIBAPI const double* COINLINKAGE -Clp_getRowLower(Clp_Simplex * model) -{ - return model->model_->getRowLower(); -} -/* Row upper */ -COINLIBAPI const double* COINLINKAGE -Clp_getRowUpper(Clp_Simplex * model) -{ - return model->model_->getRowUpper(); -} -/* Objective */ -COINLIBAPI const double * COINLINKAGE -Clp_getObjCoefficients(Clp_Simplex * model) -{ - return model->model_->getObjCoefficients(); -} -/* Column Lower */ -COINLIBAPI const double * COINLINKAGE -Clp_getColLower(Clp_Simplex * model) -{ - return model->model_->getColLower(); -} -/* Column Upper */ -COINLIBAPI const double * COINLINKAGE -Clp_getColUpper(Clp_Simplex * model) -{ - return model->model_->getColUpper(); -} -/* Objective value */ -COINLIBAPI double COINLINKAGE -Clp_getObjValue(Clp_Simplex * model) -{ - return model->model_->getObjValue(); -} -/* Get variable basis info */ -COINLIBAPI int COINLINKAGE -Clp_getColumnStatus(Clp_Simplex * model, int sequence) -{ - return (int) model->model_->getColumnStatus(sequence); -} -/* Get row basis info */ -COINLIBAPI int COINLINKAGE -Clp_getRowStatus(Clp_Simplex * model, int sequence) -{ - return (int) model->model_->getRowStatus(sequence); -} -/* Set variable basis info */ -COINLIBAPI void COINLINKAGE -Clp_setColumnStatus(Clp_Simplex * model, int sequence, int value) -{ - if (value >= 0 && value <= 5) { - model->model_->setColumnStatus(sequence, (ClpSimplex::Status) value ); - if (value == 3 || value == 5) - model->model_->primalColumnSolution()[sequence] = - model->model_->columnLower()[sequence]; - else if (value == 2) - model->model_->primalColumnSolution()[sequence] = - model->model_->columnUpper()[sequence]; - } -} -/* Set row basis info */ -COINLIBAPI void COINLINKAGE -Clp_setRowStatus(Clp_Simplex * model, int sequence, int value) -{ - if (value >= 0 && value <= 5) { - model->model_->setRowStatus(sequence, (ClpSimplex::Status) value ); - if (value == 3 || value == 5) - model->model_->primalRowSolution()[sequence] = - model->model_->rowLower()[sequence]; - else if (value == 2) - model->model_->primalRowSolution()[sequence] = - model->model_->rowUpper()[sequence]; - } -} -/* Small element value - elements less than this set to zero, - default is 1.0e-20 */ -COINLIBAPI double COINLINKAGE -Clp_getSmallElementValue(Clp_Simplex * model) -{ - return model->model_->getSmallElementValue(); -} -COINLIBAPI void COINLINKAGE -Clp_setSmallElementValue(Clp_Simplex * model, double value) -{ - model->model_->setSmallElementValue(value); -} -/* Print model */ -COINLIBAPI void COINLINKAGE -Clp_printModel(Clp_Simplex * model, const char * prefix) -{ - ClpSimplex *clp_simplex = model->model_; - int numrows = clp_simplex->numberRows(); - int numcols = clp_simplex->numberColumns(); - int numelem = clp_simplex->getNumElements(); - const CoinBigIndex *start = clp_simplex->matrix()->getVectorStarts(); - const int *index = clp_simplex->matrix()->getIndices(); - const double *value = clp_simplex->matrix()->getElements(); - const double *collb = model->model_->columnLower(); - const double *colub = model->model_->columnUpper(); - const double *obj = model->model_->objective(); - const double *rowlb = model->model_->rowLower(); - const double *rowub = model->model_->rowUpper(); - printf("%s numcols = %i, numrows = %i, numelem = %i\n", - prefix, numcols, numrows, numelem); - printf("%s model = %p, start = %p, index = %p, value = %p\n", - prefix, reinterpret_cast(model), reinterpret_cast(start), reinterpret_cast(index), reinterpret_cast(value)); - clp_simplex->matrix()->dumpMatrix(NULL); - { - int i; - for (i = 0; i <= numcols; i++) - printf("%s start[%i] = %i\n", prefix, i, start[i]); - for (i = 0; i < numelem; i++) - printf("%s index[%i] = %i, value[%i] = %g\n", - prefix, i, index[i], i, value[i]); - } - - printf("%s collb = %p, colub = %p, obj = %p, rowlb = %p, rowub = %p\n", - prefix, reinterpret_cast(collb), reinterpret_cast(colub), reinterpret_cast(obj), reinterpret_cast(rowlb), reinterpret_cast(rowub)); - printf("%s optimization direction = %g\n", prefix, Clp_optimizationDirection(model)); - printf(" (1 - minimize, -1 - maximize, 0 - ignore)\n"); - { - int i; - for (i = 0; i < numcols; i++) - printf("%s collb[%i] = %g, colub[%i] = %g, obj[%i] = %g\n", - prefix, i, collb[i], i, colub[i], i, obj[i]); - for (i = 0; i < numrows; i++) - printf("%s rowlb[%i] = %g, rowub[%i] = %g\n", - prefix, i, rowlb[i], i, rowub[i]); - } -} - -#ifndef SLIM_CLP -/** Solve the problem with the idiot code */ -/* tryhard values: - tryhard & 7: - 0: NOT lightweight, 105 iterations within a pass (when mu stays fixed) - 1: lightweight, but focus more on optimality (mu is high) - (23 iters in a pass) - 2: lightweight, but focus more on feasibility (11 iters in a pass) - 3: lightweight, but focus more on feasibility (23 iters in a pass, so it - goes closer to opt than option 2) - tryhard >> 3: - number of passes, the larger the number the closer it gets to optimality -*/ -COINLIBAPI void COINLINKAGE -Clp_idiot(Clp_Simplex * model, int tryhard) -{ - ClpSimplex *clp = model->model_; - Idiot info(*clp); - int numberpass = tryhard >> 3; - int lightweight = tryhard & 7; - info.setLightweight(lightweight); - info.crash(numberpass, clp->messageHandler(), clp->messagesPointer(), false); -} -#endif - -COINLIBAPI Clp_Solve * COINLINKAGE -ClpSolve_new() -{ - return new Clp_Solve(); -} - -COINLIBAPI void COINLINKAGE -ClpSolve_delete(Clp_Solve * solve) -{ - delete solve; -} - -// space- and error-saving macros -#define ClpSolveGetIntProperty(prop) \ -COINLIBAPI int COINLINKAGE \ -ClpSolve_ ## prop (Clp_Solve *s) \ -{ \ - return s->options.prop(); \ -} - -#define ClpSolveSetIntProperty(prop) \ -COINLIBAPI void COINLINKAGE \ -ClpSolve_ ## prop (Clp_Solve *s, int val) \ -{ \ - s->options.prop(val); \ -} - -COINLIBAPI void COINLINKAGE -ClpSolve_setSpecialOption(Clp_Solve * s, int which, int value, int extraInfo) -{ - s->options.setSpecialOption(which,value,extraInfo); -} - -COINLIBAPI int COINLINKAGE -ClpSolve_getSpecialOption(Clp_Solve * s, int which) -{ - return s->options.getSpecialOption(which); -} - -COINLIBAPI void COINLINKAGE -ClpSolve_setSolveType(Clp_Solve * s, int method, int extraInfo) -{ - s->options.setSolveType(static_cast(method), extraInfo); -} - -ClpSolveGetIntProperty(getSolveType) - -COINLIBAPI void COINLINKAGE ClpSolve_setPresolveType(Clp_Solve * s, int amount, int extraInfo) -{ - s->options.setPresolveType(static_cast(amount),extraInfo); -} - -ClpSolveGetIntProperty(getPresolveType) - -ClpSolveGetIntProperty(getPresolvePasses) - - -COINLIBAPI int COINLINKAGE -ClpSolve_getExtraInfo(Clp_Solve * s, int which) { - return s->options.getExtraInfo(which); -} - -ClpSolveSetIntProperty(setInfeasibleReturn) -ClpSolveGetIntProperty(infeasibleReturn) - -ClpSolveGetIntProperty(doDual) -ClpSolveSetIntProperty(setDoDual) - -ClpSolveGetIntProperty(doSingleton) -ClpSolveSetIntProperty(setDoSingleton) - -ClpSolveGetIntProperty(doDoubleton) -ClpSolveSetIntProperty(setDoDoubleton) - -ClpSolveGetIntProperty(doTripleton) -ClpSolveSetIntProperty(setDoTripleton) - -ClpSolveGetIntProperty(doTighten) -ClpSolveSetIntProperty(setDoTighten) - -ClpSolveGetIntProperty(doForcing) -ClpSolveSetIntProperty(setDoForcing) - -ClpSolveGetIntProperty(doImpliedFree) -ClpSolveSetIntProperty(setDoImpliedFree) - -ClpSolveGetIntProperty(doDupcol) -ClpSolveSetIntProperty(setDoDupcol) - -ClpSolveGetIntProperty(doDuprow) -ClpSolveSetIntProperty(setDoDuprow) - -ClpSolveGetIntProperty(doSingletonColumn) -ClpSolveSetIntProperty(setDoSingletonColumn) - -ClpSolveGetIntProperty(presolveActions) -ClpSolveSetIntProperty(setPresolveActions) - -ClpSolveGetIntProperty(substitution) -ClpSolveSetIntProperty(setSubstitution) - -#if defined(__MWERKS__) -#pragma export off -#endif - diff --git a/cbits/coin/CoinAlloc.cpp b/cbits/coin/CoinAlloc.cpp deleted file mode 100644 --- a/cbits/coin/CoinAlloc.cpp +++ /dev/null @@ -1,176 +0,0 @@ -/* $Id: CoinAlloc.cpp 1373 2011-01-03 23:57:44Z lou $ */ -// Copyright (C) 2007, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -#include -#include -#include -#include "CoinAlloc.hpp" - -#if (COINUTILS_MEMPOOL_MAXPOOLED >= 0) - -//============================================================================= - -CoinMempool::CoinMempool(size_t entry) : -#if (COIN_MEMPOOL_SAVE_BLOCKHEADS==1) - block_heads_(NULL), - block_num_(0), - max_block_num_(0), -#endif - last_block_size_(0), - first_free_(NULL), - entry_size_(entry) -{ -#if defined(COINUTILS_PTHREADS) && (COINUTILS_PTHREAD == 1) - pthread_mutex_init(&mutex_, NULL); -#endif - assert((entry_size_/COINUTILS_MEMPOOL_ALIGNMENT)*COINUTILS_MEMPOOL_ALIGNMENT - == entry_size_); -} - -//============================================================================= - -CoinMempool::~CoinMempool() -{ -#if (COIN_MEMPOOL_SAVE_BLOCKHEADS==1) - for (size_t i = 0; i < block_num_; ++i) { - free(block_heads_[i]); - } -#endif -#if defined(COINUTILS_PTHREADS) && (COINUTILS_PTHREAD == 1) - pthread_mutex_destroy(&mutex_); -#endif -} - -//============================================================================== - -char* -CoinMempool::alloc() -{ - lock_mutex(); - if (first_free_ == NULL) { - unlock_mutex(); - char* block = allocate_new_block(); - lock_mutex(); -#if (COIN_MEMPOOL_SAVE_BLOCKHEADS==1) - // see if we can record another block head. If not, then resize - // block_heads - if (max_block_num_ == block_num_) { - max_block_num_ = 2 * block_num_ + 10; - char** old_block_heads = block_heads_; - block_heads_ = (char**)malloc(max_block_num_ * sizeof(char*)); - CoinMemcpyN( old_block_heads,block_num_,block_heads_); - free(old_block_heads); - } - // save the new block - block_heads_[block_num_++] = block; -#endif - // link in the new block - *(char**)(block+((last_block_size_-1)*entry_size_)) = first_free_; - first_free_ = block; - } - char* p = first_free_; - first_free_ = *(char**)p; - unlock_mutex(); - return p; -} - -//============================================================================= - -char* -CoinMempool::allocate_new_block() -{ - last_block_size_ = static_cast(1.5 * last_block_size_ + 32); - char* block = static_cast(std::malloc(last_block_size_*entry_size_)); - // link the entries in the new block together - for (int i = last_block_size_-2; i >= 0; --i) { - *(char**)(block+(i*entry_size_)) = block+((i+1)*entry_size_); - } - // terminate the linked list with a null pointer - *(char**)(block+((last_block_size_-1)*entry_size_)) = NULL; - return block; -} - -//############################################################################# - -CoinAlloc CoinAllocator; - -CoinAlloc::CoinAlloc() : - pool_(NULL), - maxpooled_(COINUTILS_MEMPOOL_MAXPOOLED) -{ - const char* maxpooled = std::getenv("COINUTILS_MEMPOOL_MAXPOOLED"); - if (maxpooled) { - maxpooled_ = std::atoi(maxpooled); - } - const size_t poolnum = maxpooled_ / COINUTILS_MEMPOOL_ALIGNMENT; - maxpooled_ = poolnum * COINUTILS_MEMPOOL_ALIGNMENT; - if (maxpooled_ > 0) { - pool_ = (CoinMempool*)malloc(sizeof(CoinMempool)*poolnum); - for (int i = poolnum-1; i >= 0; --i) { - new (&pool_[i]) CoinMempool(i*COINUTILS_MEMPOOL_ALIGNMENT); - } - } -} - -//############################################################################# - -#if defined(COINUTILS_MEMPOOL_OVERRIDE_NEW) && (COINUTILS_MEMPOOL_OVERRIDE_NEW == 1) -void* operator new(std::size_t sz) throw (std::bad_alloc) -{ - return CoinAllocator.alloc(sz); -} - -void* operator new[](std::size_t sz) throw (std::bad_alloc) -{ - return CoinAllocator.alloc(sz); -} - -void operator delete(void* p) throw() -{ - CoinAllocator.dealloc(p); -} - -void operator delete[](void* p) throw() -{ - CoinAllocator.dealloc(p); -} - -void* operator new(std::size_t sz, const std::nothrow_t&) throw() -{ - void *p = NULL; - try { - p = CoinAllocator.alloc(sz); - } - catch (std::bad_alloc &ba) { - return NULL; - } - return p; -} - -void* operator new[](std::size_t sz, const std::nothrow_t&) throw() -{ - void *p = NULL; - try { - p = CoinAllocator.alloc(sz); - } - catch (std::bad_alloc &ba) { - return NULL; - } - return p; -} - -void operator delete(void* p, const std::nothrow_t&) throw() -{ - CoinAllocator.dealloc(p); -} - -void operator delete[](void* p, const std::nothrow_t&) throw() -{ - CoinAllocator.dealloc(p); -} - -#endif - -#endif /*(COINUTILS_MEMPOOL_MAXPOOLED >= 0)*/ diff --git a/cbits/coin/CoinParam.cpp b/cbits/coin/CoinParam.cpp deleted file mode 100644 --- a/cbits/coin/CoinParam.cpp +++ /dev/null @@ -1,566 +0,0 @@ -/* $Id: CoinParam.cpp 1424 2011-05-02 08:02:28Z stefan $ */ -// Copyright (C) 2006, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -#include -#include -#include - -#include "CoinPragma.hpp" -#include "CoinParam.hpp" - -/* - Constructors and destructors - - There's a generic constructor and one for integer, double, keyword, string, - and action parameters. -*/ - -/* - Default constructor. -*/ -CoinParam::CoinParam () - : type_(coinParamInvalid), - name_(), - lengthName_(0), - lengthMatch_(0), - lowerDblValue_(0.0), - upperDblValue_(0.0), - dblValue_(0.0), - lowerIntValue_(0), - upperIntValue_(0), - intValue_(0), - strValue_(), - definedKwds_(), - currentKwd_(-1), - pushFunc_(0), - pullFunc_(0), - shortHelp_(), - longHelp_(), - display_(false) -{ - /* Nothing to be done here */ -} - - -/* - Constructor for double parameter -*/ -CoinParam::CoinParam (std::string name, std::string help, - double lower, double upper, double dflt, bool display) - : type_(coinParamDbl), - name_(name), - lengthName_(0), - lengthMatch_(0), - lowerDblValue_(lower), - upperDblValue_(upper), - dblValue_(dflt), - lowerIntValue_(0), - upperIntValue_(0), - intValue_(0), - strValue_(), - definedKwds_(), - currentKwd_(-1), - pushFunc_(0), - pullFunc_(0), - shortHelp_(help), - longHelp_(), - display_(display) -{ - processName() ; -} - -/* - Constructor for integer parameter -*/ -CoinParam::CoinParam (std::string name, std::string help, - int lower, int upper, int dflt, bool display) - : type_(coinParamInt), - name_(name), - lengthName_(0), - lengthMatch_(0), - lowerDblValue_(0.0), - upperDblValue_(0.0), - dblValue_(0.0), - lowerIntValue_(lower), - upperIntValue_(upper), - intValue_(dflt), - strValue_(), - definedKwds_(), - currentKwd_(-1), - pushFunc_(0), - pullFunc_(0), - shortHelp_(help), - longHelp_(), - display_(display) -{ - processName() ; -} - -/* - Constructor for keyword parameter. -*/ -CoinParam::CoinParam (std::string name, std::string help, - std::string firstValue, int dflt, bool display) - : type_(coinParamKwd), - name_(name), - lengthName_(0), - lengthMatch_(0), - lowerDblValue_(0.0), - upperDblValue_(0.0), - dblValue_(0.0), - lowerIntValue_(0), - upperIntValue_(0), - intValue_(0), - strValue_(), - definedKwds_(), - currentKwd_(dflt), - pushFunc_(0), - pullFunc_(0), - shortHelp_(help), - longHelp_(), - display_(display) -{ - processName() ; - definedKwds_.push_back(firstValue) ; -} - -/* - Constructor for string parameter. -*/ -CoinParam::CoinParam (std::string name, std::string help, - std::string dflt, bool display) - : type_(coinParamStr), - name_(name), - lengthName_(0), - lengthMatch_(0), - lowerDblValue_(0.0), - upperDblValue_(0.0), - dblValue_(0.0), - lowerIntValue_(0), - upperIntValue_(0), - intValue_(0), - strValue_(dflt), - definedKwds_(), - currentKwd_(0), - pushFunc_(0), - pullFunc_(0), - shortHelp_(help), - longHelp_(), - display_(display) -{ - processName() ; -} - -/* - Constructor for action parameter. -*/ -CoinParam::CoinParam (std::string name, std::string help, bool display) - : type_(coinParamAct), - name_(name), - lengthName_(0), - lengthMatch_(0), - lowerDblValue_(0.0), - upperDblValue_(0.0), - dblValue_(0.0), - lowerIntValue_(0), - upperIntValue_(0), - intValue_(0), - strValue_(), - definedKwds_(), - currentKwd_(0), - pushFunc_(0), - pullFunc_(0), - shortHelp_(help), - longHelp_(), - display_(display) -{ - processName() ; -} - -/* - Copy constructor. -*/ -CoinParam::CoinParam (const CoinParam &orig) - : type_(orig.type_), - lengthName_(orig.lengthName_), - lengthMatch_(orig.lengthMatch_), - lowerDblValue_(orig.lowerDblValue_), - upperDblValue_(orig.upperDblValue_), - dblValue_(orig.dblValue_), - lowerIntValue_(orig.lowerIntValue_), - upperIntValue_(orig.upperIntValue_), - intValue_(orig.intValue_), - currentKwd_(orig.currentKwd_), - pushFunc_(orig.pushFunc_), - pullFunc_(orig.pullFunc_), - display_(orig.display_) -{ - name_ = orig.name_ ; - strValue_ = orig.strValue_ ; - definedKwds_ = orig.definedKwds_ ; - shortHelp_ = orig.shortHelp_ ; - longHelp_ = orig.longHelp_ ; -} - -/* - Clone -*/ - -CoinParam *CoinParam::clone () -{ - return (new CoinParam(*this)) ; -} - -CoinParam &CoinParam::operator= (const CoinParam &rhs) -{ - if (this != &rhs) - { type_ = rhs.type_ ; - name_ = rhs.name_ ; - lengthName_ = rhs.lengthName_ ; - lengthMatch_ = rhs.lengthMatch_ ; - lowerDblValue_ = rhs.lowerDblValue_ ; - upperDblValue_ = rhs.upperDblValue_ ; - dblValue_ = rhs.dblValue_ ; - lowerIntValue_ = rhs.lowerIntValue_ ; - upperIntValue_ = rhs.upperIntValue_ ; - intValue_ = rhs.intValue_ ; - strValue_ = rhs.strValue_ ; - definedKwds_ = rhs.definedKwds_ ; - currentKwd_ = rhs.currentKwd_ ; - pushFunc_ = rhs.pushFunc_ ; - pullFunc_ = rhs.pullFunc_ ; - shortHelp_ = rhs.shortHelp_ ; - longHelp_ = rhs.longHelp_ ; - display_ = rhs.display_ ; } - - return *this ; } - -/* - Destructor -*/ -CoinParam::~CoinParam () -{ /* Nothing more to do */ } - - -/* - Methods to manipulate a CoinParam object. -*/ - -/* - Process the parameter name. - - Process the name for efficient matching: determine if an `!' is present. If - so, locate and record the position and remove the `!'. -*/ - -void CoinParam::processName() - -{ std::string::size_type shriekPos = name_.find('!') ; - lengthName_ = name_.length() ; - if (shriekPos == std::string::npos) - { lengthMatch_ = lengthName_ ; } - else - { lengthMatch_ = shriekPos ; - name_ = name_.substr(0,shriekPos)+name_.substr(shriekPos+1) ; - lengthName_-- ; } - - return ; } - -/* - Check an input string to see if it matches the parameter name. The whole - input string must match, and the length of the match must exceed the - minimum match length. A match is impossible if the string is longer than - the name. - - Returns: 0 for no match, 1 for a successful match, 2 if the match is short -*/ -int CoinParam::matches (std::string input) const -{ - size_t inputLen = input.length() ; - if (inputLen <= lengthName_) - { size_t i ; - for (i = 0 ; i < inputLen ; i++) - { if (tolower(name_[i]) != tolower(input[i])) - break ; } - if (i < inputLen) - { return (0) ; } - else - if (i >= lengthMatch_) - { return (1) ; } - else - { return (2) ; } } - - return (0) ; -} - - -/* - Return the parameter name, formatted to indicate how it'll be matched. - E.g., some!Name will come back as some(Name). -*/ -std::string CoinParam::matchName () const -{ - if (lengthMatch_ == lengthName_) - { return name_ ; } - else - { return name_.substr(0,lengthMatch_)+"("+name_.substr(lengthMatch_)+")" ; } -} - - -/* - Print the long help message and a message about appropriate values. -*/ -void CoinParam::printLongHelp() const -{ - if (longHelp_ != "") - { CoinParamUtils::printIt(longHelp_.c_str()) ; } - else - if (shortHelp_ != "") - { CoinParamUtils::printIt(shortHelp_.c_str()) ; } - else - { CoinParamUtils::printIt("No help provided.") ; } - - switch (type_) - { case coinParamDbl: - { std::cout << "" - << std::endl ; - assert (upperDblValue_>lowerDblValue_) ; - break ; } - case coinParamInt: - { std::cout << "" - << std::endl ; - assert (upperIntValue_>lowerIntValue_) ; - break ; } - case coinParamKwd: - { printKwds() ; - break ; } - case coinParamStr: - { std::cout << "" ; } - else - { std::cout << "`" << strValue_ << "'>" ; } - std::cout << std::endl ; - break ; } - case coinParamAct: - { break ; } - default: - { std::cout << "!! invalid parameter type !!" << std::endl ; - assert (false) ; } } -} - - -/* - Methods to manipulate the value of a parameter. -*/ - -/* - Methods to manipulate the values associated with a keyword parameter. -*/ - -/* - Add a keyword to the list for a keyword parameter. -*/ -void CoinParam::appendKwd (std::string kwd) -{ - assert (type_ == coinParamKwd) ; - - definedKwds_.push_back(kwd) ; -} - -/* - Scan the keywords of a keyword parameter and return the integer index of - the keyword matching the input, or -1 for no match. -*/ -int CoinParam::kwdIndex (std::string input) const -{ - assert (type_ == coinParamKwd) ; - - int whichItem = -1 ; - size_t numberItems = definedKwds_.size() ; - if (numberItems > 0) - { size_t inputLen = input.length() ; - size_t it ; -/* - Open a loop to check each keyword against the input string. We don't record - the match length for keywords, so we need to check each one for an `!' and - do the necessary preprocessing (record position and elide `!') before - checking for a match of the required length. -*/ - for (it = 0 ; it < numberItems ; it++) - { std::string kwd = definedKwds_[it] ; - std::string::size_type shriekPos = kwd.find('!') ; - size_t kwdLen = kwd.length() ; - size_t matchLen = kwdLen ; - if (shriekPos != std::string::npos) - { matchLen = shriekPos ; - kwd = kwd.substr(0,shriekPos)+kwd.substr(shriekPos+1) ; - kwdLen = kwd.length() ; } -/* - Match is possible only if input is shorter than the keyword. The entire input - must match and the match must exceed the minimum length. -*/ - if (inputLen <= kwdLen) - { unsigned int i ; - for (i = 0 ; i < inputLen ; i++) - { if (tolower(kwd[i]) != tolower(input[i])) - break ; } - if (i >= inputLen && i >= matchLen) - { whichItem = static_cast(it) ; - break ; } } } } - - return (whichItem) ; -} - -/* - Set current value for a keyword parameter using a string. -*/ -void CoinParam::setKwdVal (const std::string value) -{ - assert (type_ == coinParamKwd) ; - - int action = kwdIndex(value) ; - if (action >= 0) - { currentKwd_ = action ; } -} - -/* - Set current value for keyword parameter using an integer. Echo the new value - to cout if requested. -*/ -void CoinParam::setKwdVal (int value, bool printIt) -{ - assert (type_ == coinParamKwd) ; - assert (value >= 0 && unsigned(value) < definedKwds_.size()) ; - - if (printIt && value != currentKwd_) - { std::cout << "Option for " << name_ << " changed from " - << definedKwds_[currentKwd_] << " to " - << definedKwds_[value] << std::endl ; } - - currentKwd_ = value ; -} - -/* - Return the string corresponding to the current value. -*/ -std::string CoinParam::kwdVal() const -{ - assert (type_ == coinParamKwd) ; - - return (definedKwds_[currentKwd_]) ; -} - -/* - Print the keywords for a keyword parameter, formatted to indicate how they'll - be matched. (E.g., some!Name prints as some(Name).). Follow with current - value. -*/ -void CoinParam::printKwds () const -{ - assert (type_ == coinParamKwd) ; - - std::cout << "Possible options for " << name_ << " are:" ; - unsigned int it ; - int maxAcross = 5 ; - for (it = 0 ; it < definedKwds_.size() ; it++) - { std::string kwd = definedKwds_[it] ; - std::string::size_type shriekPos = kwd.find('!') ; - if (shriekPos != std::string::npos) - { kwd = kwd.substr(0,shriekPos)+"("+kwd.substr(shriekPos+1)+")" ; } - if (it%maxAcross == 0) - { std::cout << std::endl ; } - std::cout << " " << kwd ; } - std::cout << std::endl ; - - assert (currentKwd_ >= 0 && unsigned(currentKwd_) < definedKwds_.size()) ; - - std::string current = definedKwds_[currentKwd_] ; - std::string::size_type shriekPos = current.find('!') ; - if (shriekPos != std::string::npos) - { current = current.substr(0,shriekPos)+ - "("+current.substr(shriekPos+1)+")" ; } - std::cout << " " << std::endl ; -} - - -/* - Methods to manipulate the value of a string parameter. -*/ - -void CoinParam::setStrVal (std::string value) -{ - assert (type_ == coinParamStr) ; - - strValue_ = value ; -} - -std::string CoinParam::strVal () const -{ - assert (type_ == coinParamStr) ; - - return (strValue_) ; -} - - -/* - Methods to manipulate the value of a double parameter. -*/ - -void CoinParam::setDblVal (double value) -{ - assert (type_ == coinParamDbl) ; - - dblValue_ = value ; -} - -double CoinParam::dblVal () const -{ - assert (type_ == coinParamDbl) ; - - return (dblValue_) ; -} - - -/* - Methods to manipulate the value of an integer parameter. -*/ - -void CoinParam::setIntVal (int value) -{ - assert (type_ == coinParamInt) ; - - intValue_ = value ; -} - -int CoinParam::intVal () const -{ - assert (type_ == coinParamInt) ; - - return (intValue_) ; -} - -/* - A print function (friend of the class) -*/ - -std::ostream &operator<< (std::ostream &s, const CoinParam ¶m) -{ - switch (param.type()) - { case CoinParam::coinParamDbl: - { return (s << param.dblVal()) ; } - case CoinParam::coinParamInt: - { return (s << param.intVal()) ; } - case CoinParam::coinParamKwd: - { return (s << param.kwdVal()) ; } - case CoinParam::coinParamStr: - { return (s << param.strVal()) ; } - case CoinParam::coinParamAct: - { return (s << "") ; } - default: - { return (s << "!! invalid parameter type !!") ; } } -} diff --git a/cbits/coin/CoinParamUtils.cpp b/cbits/coin/CoinParamUtils.cpp deleted file mode 100644 --- a/cbits/coin/CoinParamUtils.cpp +++ /dev/null @@ -1,800 +0,0 @@ -/* $Id: CoinParamUtils.cpp 1468 2011-09-03 17:19:13Z stefan $ */ -// Copyright (C) 2007, International Business Machines -// Corporation and others. All Rights Reserved. -// This code is licensed under the terms of the Eclipse Public License (EPL). - -#include -#include -#include - -#include "CoinUtilsConfig.h" -#include "CoinParam.hpp" -#include -#include -#include - -#ifdef COIN_HAS_READLINE -#include -#include -#endif - -/* Unnamed local namespace */ -namespace -{ - -/* - cmdField: The index of the current command line field. Forced to -1 when - accepting commands from stdin (interactive) or a command file. - readSrc: Current input source. - - pendingVal: When the form param=value is encountered, both keyword and value - form one command line field. We need to return `param' as the - field and somehow keep the value around for the upcoming call - that'll request it. That's the purpose of pendingVal. -*/ - -int cmdField = 1 ; -FILE *readSrc = stdin ; -std::string pendingVal = "" ; - - -/* - Get next command or field in command. When in interactive mode, prompt the - user and read the resulting line of input. -*/ -std::string nextField (const char *prompt) -{ - static char line[1000] ; - static char *where = NULL ; - std::string field ; - const char *dflt_prompt = "Eh? " ; - - if (prompt == 0) - { prompt = dflt_prompt ; } -/* - Do we have a line at the moment? If not, acquire one. When we're done, - line holds the input line and where points to the start of the line. If we're - using the readline library, add non-empty lines to the history list. -*/ - if (!where) { -#ifdef COIN_HAS_READLINE - if (readSrc == stdin) - { where = readline(prompt) ; - if (where) - { if (*where) - add_history (where) ; - strcpy(line,where) ; - free(where) ; - where = line ; } } - else - { where = fgets(line,1000,readSrc) ; } -#else - if (readSrc == stdin) - { fprintf(stdout,"%s",prompt) ; - fflush(stdout) ; } - where = fgets(line,1000,readSrc) ; -#endif -/* - If where is NULL, we have EOF. Return a null string. -*/ - if (!where) - return field ; -/* - Clean the image. Trailing junk first. The line will be cut off at the last - non-whitespace character, but we need to scan until we find the end of the - string or some other non-printing character to make sure we don't miss a - printing character after whitespace. -*/ - char *lastNonBlank = line-1 ; - for (where = line ; *where != '\0' ; where++) - { if (*where != '\t' && *where < ' ') - { break ; } - if (*where != '\t' && *where != ' ') - { lastNonBlank = where ; } } - *(lastNonBlank+1) = '\0' ; - where = line ; } -/* - Munch through leading white space. -*/ - while (*where == ' ' || *where == '\t') - where++ ; -/* - See if we can separate a field; if so, copy it over into field for return. - If we're out of line, return the string "EOL". -*/ - char *saveWhere = where ; - while (*where != ' ' && *where != '\t' && *where!='\0') - where++ ; - if (where != saveWhere) - { char save = *where ; - *where = '\0' ; - field = saveWhere ; - *where = save ; } - else - { where = NULL ; - field = "EOL" ; } - - return (field) ; } - -} - - -/* Visible functions */ - -namespace CoinParamUtils -{ - -/* - As mentioned above, cmdField set to -1 is the indication that we're reading - from stdin or a file. -*/ -void setInputSrc (FILE *src) - -{ if (src != 0) - { cmdField = -1 ; - readSrc = src ; } } - -/* - A utility to allow clients to determine if we're processing parameters from - the comand line or otherwise. -*/ -bool isCommandLine () - -{ assert(cmdField != 0) ; - - if (cmdField > 0) - { return (true) ; } - else - { return (false) ; } } - -/* - A utility to allow clients to determine if we're accepting parameters - interactively. -*/ -bool isInteractive () - -{ assert(cmdField != 0) ; - - if (cmdField < 0 && readSrc == stdin) - { return (true) ; } - else - { return (false) ; } } - -/* - Utility functions for acquiring input. -*/ - - -/* - Return the next field (word) from the current command line. Generally, this - is expected to be of the form `-param' or `--param', with special cases as - set out below. - - If we're in interactive mode (cmdField == -1), nextField does all the work - to prompt the user and return the next field from the resulting input. It is - assumed that the user knows not to use `-' or `--' prefixes in interactive - mode. - - If we're in command line mode (cmdField > 0), cmdField indicates the - current command line word. The order of processing goes like this: - * A stand-alone `-' is converted to `stdin' - * A stand-alone '--' is returned as a word; interpretation is up to the - client. - * A prefix of '-' or '--' is stripped from the field. - If the result is `stdin', it's assumed we're switching to interactive mode - and the user is prompted for another command. - - Whatever results from the above sequence is returned to the client as the - next field. An empty string indicates end of input. - - Prompt will be used by nextField if it's necessary to prompt the user for - a command (only when reading from stdin). - - If provided, pfx is set to the prefix ("-", "--", or "") stripped from the - field. Lack of prefix is not necessarily an error because of the following - scenario: To read a file, the verbose command might be "foo -import - myfile". But we might want to allow a short form, "foo myfile". And we'd - like "foo import" to be interpreted as "foo -import import" (i.e., import the - file named `import'). -*/ - -std::string getCommand (int argc, const char *argv[], - const std::string prompt, std::string *pfx) - -{ std::string field = "EOL" ; - pendingVal = "" ; - int pfxlen ; - - if (pfx != 0) - { (*pfx) = "" ; } -/* - Acquire the next field, and convert as outlined above if we're processing - command line parameters. -*/ - while (field == "EOL") - { pfxlen = 0 ; - if (cmdField > 0) - { if (cmdField < argc) - { field = argv[cmdField++] ; - if (field == "-") - { field = "stdin" ; } - else - if (field == "--") - { /* Prevent `--' from being eaten by next case. */ } - else - { if (field[0] == '-') - { pfxlen = 1 ; - if (field[1] == '-') - pfxlen = 2 ; - if (pfx != 0) - (*pfx) = field.substr(0,pfxlen) ; - field = field.substr(pfxlen) ; } } } - else - { field = "" ; } } - else - { field = nextField(prompt.c_str()) ; } - if (field == "stdin") - { std::cout << "Switching to line mode" << std::endl ; - cmdField = -1 ; - field = nextField(prompt.c_str()) ; } } -/* - Are we left with something of the form param=value? If so, separate the - pieces, returning `param' and saving `value' for later use as per comments - at the head of the file. -*/ - std::string::size_type found = field.find('='); - if (found != std::string::npos) - { pendingVal = field.substr(found+1) ; - field = field.substr(0,found) ; } - - return (field) ; } - - -/* - Function to look up a parameter keyword (name) in the parameter vector and - deal with the result. The keyword may end in one or more `?' characters; - this is a query for information about matching parameters. - - If we have a single match satisfying the minimal match requirements, and - there's no query, we simply return the index of the matching parameter in - the parameter vector. If there are no matches, and no query, the return - value will be -3. No matches on a query returns -1. - - A single short match, or a single match of any length with a query, will - result in a short help message - - If present, these values are set as follows: - * matchCntp is set to the number of parameters that matched. - * shortCntp is set to the number of matches that failed to meet the minimum - match requirement. - * queryCntp is set to the number of trailing `?' characters at the end - of name. - - Return values: - >0: index of the single unique match for the name - -1: query present - -2: no query, one or more short matches - -3: no query, no match - -4: multiple full matches (indicates configuration error) - - The final three parameters (matchCnt, shortCnt, queryCnt) are optional and - default to null. Use them if you want more detail on the match. -*/ - -int lookupParam (std::string name, CoinParamVec ¶mVec, - int *matchCntp, int *shortCntp, int *queryCntp) - -{ - int retval = -3 ; - - if (matchCntp != 0) - { *matchCntp = 0 ; } - if (shortCntp != 0) - { *shortCntp = 0 ; } - if (queryCntp != 0) - { *queryCntp = 0 ; } -/* - Is there anything here at all? -*/ - if (name.length() == 0) - { return (retval) ; } -/* - Scan the parameter name to see if it ends in one or more `?' characters. If - so, take it as a request to return a list of parameters that match name up - to the first `?'. The strings '?' and '???' are considered to be valid - parameter names (short and long help, respectively) and are handled as - special cases: If the whole string is `?'s, one and three are commands as - is, while 2 and 4 or more are queries about `?' or `???'. -*/ - int numQuery = 0 ; - { int length = static_cast(name.length()) ; - int i ; - for (i = length-1 ; i >= 0 && name[i] == '?' ; i--) - { numQuery++ ; } - if (numQuery == length) - { switch (length) - { case 1: - case 3: - { numQuery = 0 ; - break ; } - case 2: - { numQuery -= 1 ; - break ; } - default: - { numQuery -= 3 ; - break ; } } } - name = name.substr(0,length-numQuery) ; - if (queryCntp != 0) - { *queryCntp = numQuery ; } } -/* - See if we can match the parameter name. On return, matchNdx is set to the - last match satisfying the minimal match criteria, or -1 if there's no - match. matchCnt is the number of matches satisfying the minimum match - length, and shortCnt is possible matches that were short of the minimum - match length, -*/ - int matchNdx = -1 ; - int shortCnt = 0 ; - int matchCnt = CoinParamUtils::matchParam(paramVec,name,matchNdx,shortCnt) ; -/* - Set up return values before we get into further processing. -*/ - if (matchCntp != 0) - { *matchCntp = matchCnt ; } - if (shortCntp != 0) - { *shortCntp = shortCnt ; } - if (numQuery > 0) - { retval = -1 ; } - else - { if (matchCnt+shortCnt == 0) - { retval = -3 ; } - else - if (matchCnt > 1) - { retval = -4 ; } - else - { retval = -2 ; } } -/* - No matches? Nothing more to be done here. -*/ - if (matchCnt+shortCnt == 0) - { return (retval) ; } -/* - A unique match and no `?' in the name says we have our parameter. Return - the result. -*/ - if (matchCnt == 1 && shortCnt == 0 && numQuery == 0) - { assert (matchNdx >= 0 && matchNdx < static_cast(paramVec.size())) ; - return (matchNdx) ; } -/* - A single match? There are two possibilities: - * The string specified is shorter than the match length requested by the - parameter. (Useful for avoiding inadvertent execution of commands that - the client might regret.) - * The string specified contained a `?', in which case we print the help. - The match may or may not be short. -*/ - if (matchCnt+shortCnt == 1) - { CoinParamUtils::shortOrHelpOne(paramVec,matchNdx,name,numQuery) ; - return (retval) ; } -/* - The final case: multiple matches. Most commonly this will be multiple short - matches. If we have multiple matches satisfying the minimal length - criteria, we have a configuration problem. The other question is whether - the user wanted help information. Two question marks gets short help. -*/ - if (matchCnt > 1) - { std::cout - << "Configuration error! `" << name - <<"' was fully matched " << matchCnt << " times!" - << std::endl ; } - std::cout - << "Multiple matches for `" << name << "'; possible completions:" - << std::endl ; - CoinParamUtils::shortOrHelpMany(paramVec,name,numQuery) ; - - return (retval) ; } - - -/* - Utility functions to acquire parameter values from the command line. For - all of these, a pendingVal is consumed if it exists. -*/ - - -/* - Read a string and return a pointer to the string. Set valid to indicate the - result of parsing: 0: okay, 1: , 2: not present. -*/ - -std::string getStringField (int argc, const char *argv[], int *valid) - -{ std::string field ; - - if (pendingVal != "") - { field = pendingVal ; - pendingVal = "" ; } - else - { field = "EOL" ; - if (cmdField > 0) - { if (cmdField < argc) - { field = argv[cmdField++] ; } } - else - { field = nextField(0) ; } } - - if (valid != 0) - { if (field != "EOL") - { *valid = 0 ; } - else - { *valid = 2 ; } } - - return (field) ; } - -/* - Read an int and return the value. Set valid to indicate the result of - parsing: 0: okay, 1: parse error, 2: not present. -*/ - -int getIntField (int argc, const char *argv[], int *valid) - -{ std::string field ; - - if (pendingVal != "") - { field = pendingVal ; - pendingVal = "" ; } - else - { field = "EOL" ; - if (cmdField > 0) - { if (cmdField < argc) - { field = argv[cmdField++] ; } } - else - { field = nextField(0) ; } } -/* - The only way to check for parse error here is to set the system variable - errno to 0 and then see if it's nonzero after we try to convert the string - to integer. -*/ - int value = 0 ; - errno = 0 ; - if (field != "EOL") - { value = atoi(field.c_str()) ; } - - if (valid != 0) - { if (field != "EOL") - { if (errno == 0) - { *valid = 0 ; } - else - { *valid = 1 ; } } - else - { *valid = 2 ; } } - - return (value) ; } - - -/* - Read a double and return the value. Set valid to indicate the result of - parsing: 0: okay, 1: bad parse, 2: not present. But we'll never return - valid == 1 because atof gives us no way to tell.) -*/ - -double getDoubleField (int argc, const char *argv[], int *valid) - -{ std::string field ; - - if (pendingVal != "") - { field = pendingVal ; - pendingVal = "" ; } - else - { field = "EOL" ; - if (cmdField > 0) - { if (cmdField < argc) - { field = argv[cmdField++] ; } } - else - { field = nextField(0) ; } } -/* - The only way to check for parse error here is to set the system variable - errno to 0 and then see if it's nonzero after we try to convert the string - to integer. -*/ - double value = 0.0 ; - errno = 0 ; - if (field != "EOL") - { value = atof(field.c_str()) ; } - - if (valid != 0) - { if (field != "EOL") - { if (errno == 0) - { *valid = 0 ; } - else - { *valid = 1 ; } } - else - { *valid = 2 ; } } - - return (value) ; } - - -/* - Utility function to scan a parameter vector for matches. Sets matchNdx to - the index of the last parameter that meets the minimal match criteria (but - note there should be at most one such parameter if the parameter vector is - properly configured). Sets shortCnt to the number of short matches (should - be zero in a properly configured vector if a minimal match is found). - Returns the number of matches satisfying the minimal match requirement - (should be 0 or 1 in a properly configured vector). - - The routine allows for the possibility of null entries in the parameter - vector. - - In order to handle `?' and `???', there's nothing to it but to force a - unique match if we match `?' exactly. (This is another quirk of clp/cbc - parameter parsing, which we need to match for historical reasons.) -*/ - -int matchParam (const CoinParamVec ¶mVec, std::string name, - int &matchNdx, int &shortCnt) - -{ - int vecLen = static_cast(paramVec.size()) ; - int matchCnt = 0 ; - - matchNdx = -1 ; - shortCnt = 0 ; - - for (int i = 0 ; i < vecLen ; i++) - { CoinParam *param = paramVec[i] ; - if (param == 0) continue ; - int match = paramVec[i]->matches(name) ; - if (match == 1) - { matchNdx = i ; - matchCnt++ ; - if (name == "?") - { matchCnt = 1 ; - break ; } } - else - { shortCnt += match>>1 ; } } - - return (matchCnt) ; -} - -/* - Now a bunch of routines that are useful in the context of generating help - messages. -*/ - -/* - Simple formatting routine for long messages. Used to print long help for - parameters. Lines are broken at the first white space after 65 characters, - or when an explicit return (`\n') character is scanned. Leading spaces are - suppressed. -*/ - -void printIt (const char *msg) - -{ int length = static_cast(strlen(msg)) ; - char temp[101] ; - int i ; - int n = 0 ; - for (i = 0 ; i < length ; i++) - { if (msg[i] == '\n' || - (n >= 65 && (msg[i] == ' ' || msg[i] == '\t'))) - { temp[n] = '\0' ; - std::cout << temp << std::endl ; - n = 0 ; } - else - if (n || msg[i] != ' ') - { temp[n++] = msg[i] ; } } - if (n > 0) - { temp[n] = '\0' ; - std::cout << temp << std::endl ; } - - return ; } - - -/* - Utility function for the case where a name matches a single parameter, but - either it's short, or the user wanted help, or both. - - The routine allows for the possibility that there are null entries in the - parameter vector, but matchNdx should point to a valid entry if it's >= 0. -*/ - -void shortOrHelpOne (CoinParamVec ¶mVec, - int matchNdx, std::string name, int numQuery) - -{ int i ; - int numParams = static_cast(paramVec.size()) ; - int lclNdx = -1 ; -/* - For a short match, we need to look up the parameter again. This should find - a short match, given the conditions where this routine is called. But be - prepared to find a full match. - - If matchNdx >= 0, just use the index we're handed. -*/ - if (matchNdx < 0) - { int match = 0 ; - for (i = 0 ; i < numParams ; i++) - { CoinParam *param = paramVec[i] ; - if (param == 0) continue ; - int match = param->matches(name) ; - if (match != 0) - { lclNdx = i ; - break ; } } - - assert (lclNdx >= 0) ; - - if (match == 1) - { std::cout - << "Match for '" << name << "': " - << paramVec[matchNdx]->matchName() << "." ; } - else - { std::cout - << "Short match for '" << name << "'; possible completion: " - << paramVec[lclNdx]->matchName() << "." ; } } - else - { assert(matchNdx >= 0 && matchNdx < static_cast(paramVec.size())) ; - std::cout << "Match for `" << name << "': " - << paramVec[matchNdx]->matchName() ; - lclNdx = matchNdx ; } -/* - Print some help, if there was a `?' in the name. `??' gets the long help. -*/ - if (numQuery > 0) - { std::cout << std::endl ; - if (numQuery == 1) - { std::cout << paramVec[lclNdx]->shortHelp() ; } - else - { paramVec[lclNdx]->printLongHelp() ; } } - std::cout << std::endl ; - - return ; } - -/* - Utility function for the case where a name matches multiple parameters. - Zero or one `?' gets just the matching names, while `??' gets short help - with each match. - - The routine allows for the possibility that there are null entries in the - parameter vector. -*/ - -void shortOrHelpMany (CoinParamVec ¶mVec, std::string name, int numQuery) - -{ int numParams = static_cast(paramVec.size()) ; -/* - Scan the parameter list. For each match, print just the name, or the name - and short help. -*/ - int lineLen = 0 ; - bool printed = false ; - for (int i = 0 ; i < numParams ; i++) - { CoinParam *param = paramVec[i] ; - if (param == 0) continue ; - int match = param->matches(name) ; - if (match > 0) - { std::string nme = param->matchName() ; - int len = static_cast(nme.length()) ; - if (numQuery >= 2) - { std::cout << nme << " : " << param->shortHelp() ; - std::cout << std::endl ; } - else - { lineLen += 2+len ; - if (lineLen > 80) - { std::cout << std::endl ; - lineLen = 2+len ; } - std::cout << " " << nme ; - printed = true ; } } } - - if (printed) - { std::cout << std::endl ; } - - return ; } - - -/* - A generic help message that explains the basic operation of parameter - parsing. -*/ - -void printGenericHelp () - -{ std::cout << std::endl ; - std::cout - << "For command line arguments, keywords have a leading `-' or '--'; " - << std::endl ; - std::cout - << "-stdin or just - switches to stdin with a prompt." - << std::endl ; - std::cout - << "When prompted, one command per line, without the leading `-'." - << std::endl ; - std::cout - << "abcd value sets abcd to value." - << std::endl ; - std::cout - << "abcd without a value (where one is expected) gives the current value." - << std::endl ; - std::cout - << "abcd? gives a list of possible matches; if there's only one, a short" - << std::endl ; - std::cout - << "help message is printed." - << std::endl ; - std::cout - << "abcd?? prints the short help for all matches; if there's only one" - << std::endl ; - std::cout - << "match, a longer help message and current value are printed." - << std::endl ; - - return ; } - - -/* - Utility function for various levels of `help' command. The entries between - paramVec[firstParam] and paramVec[lastParam], inclusive, will be printed. - If shortHelp is true, the short help message will be printed for each - parameter. If longHelp is true, the long help message will be printed for - each parameter. If hidden is true, even parameters with display = false - will be printed. Each line is prefaced with the specified prefix. - - The routine allows for the possibility that there are null entries in the - parameter vector. -*/ - -void printHelp (CoinParamVec ¶mVec, int firstParam, int lastParam, - std::string prefix, - bool shortHelp, bool longHelp, bool hidden) - -{ bool noHelp = !(shortHelp || longHelp) ; - int i ; - int pfxLen = static_cast(prefix.length()) ; - bool printed = false ; - - if (noHelp) - { int lineLen = 0 ; - for (i = firstParam ; i <= lastParam ; i++) - { CoinParam *param = paramVec[i] ; - if (param == 0) continue ; - if (param->display() || hidden) - { std::string nme = param->matchName() ; - int len = static_cast(nme.length()) ; - if (!printed) - { std::cout << std::endl << prefix ; - lineLen += pfxLen ; - printed = true ; } - lineLen += 2+len ; - if (lineLen > 80) - { std::cout << std::endl << prefix ; - lineLen = pfxLen+2+len ; } - std::cout << " " << nme ; } } - if (printed) - { std::cout << std::endl ; } } - else - if (shortHelp) - { for (i = firstParam ; i <= lastParam ; i++) - { CoinParam *param = paramVec[i] ; - if (param == 0) continue ; - if (param->display() || hidden) - { std::cout << std::endl << prefix ; - std::cout << param->matchName() ; - std::cout << ": " ; - std::cout << param->shortHelp() ; } } - std::cout << std::endl ; } - else - if (longHelp) - { for (i = firstParam ; i <= lastParam ; i++) - { CoinParam *param = paramVec[i] ; - if (param == 0) continue ; - if (param->display() || hidden) - { std::cout << std::endl << prefix ; - std::cout << "Command: " << param->matchName() ; - std::cout << std::endl << prefix ; - std::cout << "---- description" << std::endl ; - printIt(param->longHelp().c_str()) ; - std::cout << prefix << "----" << std::endl ; } } } - - std::cout << std::endl ; - - return ; } - -} // end namespace CoinParamUtils diff --git a/examples/Base.hs b/examples/Base.hs new file mode 100644 --- /dev/null +++ b/examples/Base.hs @@ -0,0 +1,36 @@ +module Base where + +import Numeric.Limp.Rep +import Numeric.Limp.Program +import Numeric.Limp.Solvers.Cbc + +data V0 + +deriving instance Ord V0 +deriving instance Eq V0 +deriving instance Show V0 + +data V2 = A | B + deriving (Ord, Eq, Show) + + +solve_problem :: (Show z, Show r, Ord z, Ord r) => (Direction -> Program z r IntDouble) -> IO () +solve_problem problem + = do let a1 = solve $ problem Minimise + putStrLn "*** Minimise *** " + show_result a1 + + let a2 = solve $ problem Maximise + putStrLn "*** Maximise *** " + show_result a2 + +show_result :: (Show z, Show r, Ord z, Ord r) => Either Error (Assignment z r IntDouble) -> IO () +show_result as + = case as of + Left e + -> do putStrLn "Error:" + print e + Right a + -> do putStrLn "Success:" + print a + diff --git a/examples/Clustering.hs b/examples/Clustering.hs new file mode 100644 --- /dev/null +++ b/examples/Clustering.hs @@ -0,0 +1,114 @@ +-- Example program based on one generated by our fusion/clustering algorithm +-- +-- sum1 = fold (+) 0 xs +-- nor1 = map (/ sum1) xs +-- ys = filter (> 0) xs +-- sum2 = fold (+) 0 ys +-- nor2 = map (/ sum2) xs +-- + +module Clustering (clustering) where + +import Base +import Numeric.Limp.Rep +import Numeric.Limp.Program + +import qualified Numeric.Limp.Canon as C +import qualified Numeric.Limp.Canon.Pretty as C + +-- | One for each combinator +data Node + = Sum1 | Nor1 | Ys | Sum2 | Nor2 + deriving (Ord, Eq, Show) + +-- | The integer variables: +-- forall a b. 0 <= F a b <= 1 :: Z +-- F a b == 0 iff a and b are fused +data VZ + = F Node Node + deriving (Ord, Eq, Show) + +-- | The real variables: +-- forall a b. F a b == 0 ==> O a == O b +-- O a > O b if edge from a to b +data VR + = O Node + deriving (Ord, Eq, Show) + + +problem1 :: Direction -> Program VZ VR IntDouble +problem1 dir + = program dir + objective + constraints + bounds + +--Minimise 5f(sum1, ys) + 1f(sum1, sum2) +-- + 5f(sum1, nor2) + 5f(ys, sum2) +-- + 5f(ys, nor1) + 5f(sum2, nor1) +-- + 5f(nor1, nor2) +objective + = f100 Sum1 Ys .+. f1 Sum1 Sum2 + .+. f100 Sum1 Nor2 .+. f100 Ys Sum2 + .+. f100 Ys Nor1 .+. f1 Sum2 Nor1 + .+. f100 Nor1 Nor2 + +--Subject to +-- f(sum1, ys) ≤ f(sum1, sum2) +-- f(sum2, ys) ≤ f(sum1, sum2) +-- -5f(sum1, ys) ≤ o(ys) - o(sum1) ≤ 5f(sum1, ys) +-- -5f(sum1, sum2) ≤ o(sum2) - o(sum1) ≤ 5f(sum1, sum2) +-- 1f(ys, sum2) ≤ o(sum2) - o(ys) ≤ 5f(ys, sum2) +-- -5f(nor1, nor2) ≤ o(nor2) - o(nor1) ≤ 5f(nor1, nor2) +-- o(sum1) < o(nor1) +-- o(sum2) < o(nor2) +-- +constraints + = filt Sum1 Sum2 Ys + :&& filt Sum2 Nor1 Ys + :&& odiff (-5) Sum1 Ys 5 + :&& odiff (-5) Sum1 Sum2 5 + :&& odiff 1 Ys Sum2 5 + :&& odiff (-5) Ys Nor1 5 + :&& odiff (-5) Nor1 Nor2 5 + :&& odiff (-5) Sum1 Nor2 5 + :&& odiff (-5) Sum2 Nor1 5 + :&& o Sum1 `lt` o Nor1 + :&& o Sum2 `lt` o Nor2 + where + + o = r1 . O + + lt a b = a .+. c1 :<= b + + filt a b c + = f1 a c :<= f1 a b + :&& f1 b c :<= f1 a b + + odiff p a b q + = Between (p *. f1 a b) (o b .-. o a) (q *. f1 a b) + +bounds + = [ binary $ F Sum1 Sum2 + , binary $ F Sum1 Ys + , binary $ F Sum1 Nor2 + , binary $ F Ys Sum2 + , binary $ F Nor1 Ys + , binary $ F Nor1 Sum2 + , binary $ F Nor1 Nor2 + ] + +f100 :: Node -> Node -> Linear VZ VR IntDouble KZ +f100 a b + = 100 *. f1 a b + +f1 :: Node -> Node -> Linear VZ VR IntDouble KZ +f1 a b + = z1 $ F (min a b) (max a b) + + +clustering :: IO () +clustering + = do solve_problem problem1 + putStr (show $ C.program $ problem1 Minimise) + diff --git a/examples/Infeasible.hs b/examples/Infeasible.hs new file mode 100644 --- /dev/null +++ b/examples/Infeasible.hs @@ -0,0 +1,21 @@ +module Infeasible (infeasible) where + +import Base +import Numeric.Limp.Rep +import Numeric.Limp.Program + +-- Minimise 1 +-- Subject to a >= b + 1 +-- b >= a + 1 +problem1 :: Direction -> Program V0 V2 IntDouble +problem1 dir + = program dir + c1 + ( r1 A :>= r1 B .+. c1 + :&& r1 B :>= r1 A .+. c1) + [] + +infeasible :: IO () +infeasible + = do solve_problem problem1 + diff --git a/examples/Simple.hs b/examples/Simple.hs new file mode 100644 --- /dev/null +++ b/examples/Simple.hs @@ -0,0 +1,59 @@ +module Simple (simple) where + +import Base +import Numeric.Limp.Rep +import Numeric.Limp.Program + +-- Minimise a + b +-- Subject to a + 2b >= 3 +-- Where 0 <= a <= 10 :: Z +-- 0 <= b <= 10 :: R +problem1 :: Direction -> Program String String IntDouble +problem1 dir + = program dir + (z1 "a" .+. r1 "b" ) + (z1 "a" .+. r "b" 2 :>= con 3) + [ lowerUpperZ 0 "a" 10 + , lowerUpperR 0 "b" 10 ] + +-- As above, but swap coefficients on >= 3 constraint. +-- +-- Minimise a + b +-- Subject to 2a + b >= 3 +-- Where 0 <= a <= 10 :: Z +-- 0 <= b <= 10 :: R +problem2 :: Direction -> Program String String IntDouble +problem2 dir + = program dir + (z1 "a" .+. r1 "b" ) + (z "a" 2 .+. r1 "b" :>= con 3) + [ lowerUpperZ 0 "a" 10 + , lowerUpperR 0 "b" 10 ] + + +-- Leave out the bounds on variables +-- +-- Minimise a + b +-- Subject to a >= b +-- b >= a +-- a >= 3 +-- b <= 10 +-- Where a :: Z +-- b :: R +problem3 :: Direction -> Program String String IntDouble +problem3 dir + = program dir + (z1 "a" .+. r1 "b") + ( z1 "a" :>= r1 "b" + :&& r1 "b" :>= z1 "a" + :&& z1 "a" :>= con 3 + :&& r1 "b" :<= con 10) + [ ] + + +simple :: IO () +simple + = do solve_problem problem1 + solve_problem problem2 + solve_problem problem3 + diff --git a/examples/Stupid.hs b/examples/Stupid.hs new file mode 100644 --- /dev/null +++ b/examples/Stupid.hs @@ -0,0 +1,19 @@ +-- Stupid examples that might just fail +module Stupid (stupid) where + +import Base +import Numeric.Limp.Rep +import Numeric.Limp.Program + +problem1 :: Direction -> Program String String IntDouble +problem1 dir + = program dir + c1 + CTrue + [] + +stupid :: IO () +stupid + = do solve_problem problem1 + + diff --git a/limp-cbc.cabal b/limp-cbc.cabal --- a/limp-cbc.cabal +++ b/limp-cbc.cabal @@ -1,5 +1,5 @@ name: limp-cbc -version: 0.3.2.0 +version: 0.3.2.1 synopsis: bindings for integer linear programming solver Coin/CBC description: very simple binding to external solver, CBC. CBC is somewhat faster than GLPK, and also has a more permissive licence. @@ -294,6 +294,7 @@ extra-libraries: Cbc Clp CbcSolver Cgl Osi OsiCbc OsiClp OsiCommonTests CoinUtils CoinMP stdc++ include-dirs: cbits includes: Cbc.h + c-sources: cbits/Cbc.cpp else extra-libraries: stdc++ include-dirs: cbits, cbits/coin @@ -302,31 +303,23 @@ c-sources: cbits/Cbc.cpp - cbits/coin/Cbc_ampl.cpp - cbits/coin/Cbc_C_Interface.cpp - cbits/coin/CbcBranchAllDifferent.cpp cbits/coin/CbcBranchCut.cpp cbits/coin/CbcBranchDecision.cpp cbits/coin/CbcBranchDefaultDecision.cpp cbits/coin/CbcBranchDynamic.cpp cbits/coin/CbcBranchingObject.cpp cbits/coin/CbcBranchLotsize.cpp - cbits/coin/CbcBranchToFixLots.cpp - cbits/coin/CbcCbcParam.cpp cbits/coin/CbcClique.cpp cbits/coin/CbcCompareDefault.cpp cbits/coin/CbcCompareDepth.cpp - cbits/coin/CbcCompareEstimate.cpp - cbits/coin/CbcCompareObjective.cpp cbits/coin/CbcConsequence.cpp cbits/coin/CbcCountRowCut.cpp cbits/coin/CbcCutGenerator.cpp cbits/coin/CbcCutModifier.cpp - cbits/coin/CbcCutSubsetModifier.cpp cbits/coin/CbcDummyBranchingObject.cpp + cbits/coin/CbcOrClpParam.cpp cbits/coin/CbcEventHandler.cpp cbits/coin/CbcFathom.cpp - cbits/coin/CbcFathomDynamicProgramming.cpp cbits/coin/CbcFixVariable.cpp cbits/coin/CbcFollowOn.cpp cbits/coin/CbcFullNodeInfo.cpp @@ -350,7 +343,6 @@ cbits/coin/CbcHeuristicRINS.cpp cbits/coin/CbcHeuristicVND.cpp cbits/coin/CbcLinked.cpp - cbits/coin/CbcLinkedUtils.cpp cbits/coin/CbcMessage.cpp cbits/coin/CbcMipStartIO.cpp cbits/coin/CbcModel.cpp @@ -375,7 +367,6 @@ cbits/coin/CbcTree.cpp cbits/coin/CbcTreeLocal.cpp cbits/coin/Cgl012cut.cpp - cbits/coin/CglAllDifferent.cpp cbits/coin/CglClique.cpp cbits/coin/CglCliqueHelper.cpp cbits/coin/CglCutGenerator.cpp @@ -389,12 +380,9 @@ cbits/coin/CglLandPMessages.cpp cbits/coin/CglLandPSimplex.cpp cbits/coin/CglLandPTabRow.cpp - cbits/coin/CglLandPTest.cpp cbits/coin/CglLandPUtils.cpp cbits/coin/CglLandPValidator.cpp - cbits/coin/CglLiftAndProject.cpp cbits/coin/CglMessage.cpp - cbits/coin/CglMixedIntegerRounding.cpp cbits/coin/CglMixedIntegerRounding2.cpp cbits/coin/CglOddHole.cpp cbits/coin/CglParam.cpp @@ -405,12 +393,10 @@ cbits/coin/CglRedSplit2Param.cpp cbits/coin/CglRedSplitParam.cpp cbits/coin/CglResidualCapacity.cpp - cbits/coin/CglSimpleRounding.cpp cbits/coin/CglStored.cpp cbits/coin/CglTreeInfo.cpp cbits/coin/CglTwomir.cpp cbits/coin/CglZeroHalf.cpp - cbits/coin/Clp_C_Interface.cpp cbits/coin/ClpCholeskyBase.cpp cbits/coin/ClpCholeskyDense.cpp cbits/coin/ClpConstraint.cpp @@ -419,13 +405,9 @@ cbits/coin/ClpDualRowDantzig.cpp cbits/coin/ClpDualRowPivot.cpp cbits/coin/ClpDualRowSteepest.cpp - cbits/coin/ClpDummyMatrix.cpp - cbits/coin/ClpDynamicExampleMatrix.cpp cbits/coin/ClpDynamicMatrix.cpp cbits/coin/ClpEventHandler.cpp cbits/coin/ClpFactorization.cpp - cbits/coin/ClpGubDynamicMatrix.cpp - cbits/coin/ClpGubMatrix.cpp cbits/coin/ClpHelperFunctions.cpp cbits/coin/ClpInterior.cpp cbits/coin/ClpLinearObjective.cpp @@ -454,7 +436,6 @@ cbits/coin/ClpSimplexOther.cpp cbits/coin/ClpSimplexPrimal.cpp cbits/coin/ClpSolve.cpp - cbits/coin/CoinAlloc.cpp cbits/coin/CoinBuild.cpp cbits/coin/CoinDenseFactorization.cpp cbits/coin/CoinDenseVector.cpp @@ -479,8 +460,6 @@ cbits/coin/CoinPackedMatrix.cpp cbits/coin/CoinPackedVector.cpp cbits/coin/CoinPackedVectorBase.cpp - cbits/coin/CoinParam.cpp - cbits/coin/CoinParamUtils.cpp cbits/coin/CoinPostsolveMatrix.cpp cbits/coin/CoinPrePostsolveMatrix.cpp cbits/coin/CoinPresolveDoubleton.cpp @@ -531,6 +510,12 @@ type: exitcode-stdio-1.0 hs-source-dirs: examples main-is: Test.hs + other-modules: + Base + Clustering + Infeasible + Simple + Stupid build-depends: base, limp, limp-cbc default-language: Haskell2010 default-extensions: TemplateHaskell TypeFamilies FlexibleContexts GeneralizedNewtypeDeriving DataKinds GADTs RankNTypes StandaloneDeriving