1 | /* $Id: ClpObjective.hpp 1665 2011-01-04 17:55:54Z lou $ */ |
2 | // Copyright (C) 2002, International Business Machines |
3 | // Corporation and others. All Rights Reserved. |
4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
5 | |
6 | #ifndef ClpObjective_H |
7 | #define ClpObjective_H |
8 | |
9 | |
10 | //############################################################################# |
11 | class ClpSimplex; |
12 | class ClpModel; |
13 | |
14 | /** Objective Abstract Base Class |
15 | |
16 | Abstract Base Class for describing an objective function |
17 | |
18 | */ |
19 | class ClpObjective { |
20 | |
21 | public: |
22 | |
23 | ///@name Stuff |
24 | //@{ |
25 | |
26 | /** Returns gradient. If Linear then solution may be NULL, |
27 | also returns an offset (to be added to current one) |
28 | If refresh is false then uses last solution |
29 | Uses model for scaling |
30 | includeLinear 0 - no, 1 as is, 2 as feasible |
31 | */ |
32 | virtual double * gradient(const ClpSimplex * model, |
33 | const double * solution, |
34 | double & offset, bool refresh, |
35 | int includeLinear = 2) = 0; |
36 | /** Returns reduced gradient.Returns an offset (to be added to current one). |
37 | */ |
38 | virtual double reducedGradient(ClpSimplex * model, double * region, |
39 | bool useFeasibleCosts) = 0; |
40 | /** Returns step length which gives minimum of objective for |
41 | solution + theta * change vector up to maximum theta. |
42 | |
43 | arrays are numberColumns+numberRows |
44 | Also sets current objective, predicted and at maximumTheta |
45 | */ |
46 | virtual double stepLength(ClpSimplex * model, |
47 | const double * solution, |
48 | const double * change, |
49 | double maximumTheta, |
50 | double & currentObj, |
51 | double & predictedObj, |
52 | double & thetaObj) = 0; |
53 | /// Return objective value (without any ClpModel offset) (model may be NULL) |
54 | virtual double objectiveValue(const ClpSimplex * model, const double * solution) const = 0; |
55 | /// Resize objective |
56 | virtual void resize(int newNumberColumns) = 0; |
57 | /// Delete columns in objective |
58 | virtual void deleteSome(int numberToDelete, const int * which) = 0; |
59 | /// Scale objective |
60 | virtual void reallyScale(const double * columnScale) = 0; |
61 | /** Given a zeroed array sets nonlinear columns to 1. |
62 | Returns number of nonlinear columns |
63 | */ |
64 | virtual int markNonlinear(char * which); |
65 | /// Say we have new primal solution - so may need to recompute |
66 | virtual void newXValues() {} |
67 | //@} |
68 | |
69 | |
70 | ///@name Constructors and destructors |
71 | //@{ |
72 | /// Default Constructor |
73 | ClpObjective(); |
74 | |
75 | /// Copy constructor |
76 | ClpObjective(const ClpObjective &); |
77 | |
78 | /// Assignment operator |
79 | ClpObjective & operator=(const ClpObjective& rhs); |
80 | |
81 | /// Destructor |
82 | virtual ~ClpObjective (); |
83 | |
84 | /// Clone |
85 | virtual ClpObjective * clone() const = 0; |
86 | /** Subset clone. Duplicates are allowed |
87 | and order is as given. |
88 | Derived classes need not provide this as it may not always make |
89 | sense */ |
90 | virtual ClpObjective * subsetClone (int numberColumns, |
91 | const int * whichColumns) const; |
92 | |
93 | //@} |
94 | |
95 | ///@name Other |
96 | //@{ |
97 | /// Returns type (above 63 is extra information) |
98 | inline int type() { |
99 | return type_; |
100 | } |
101 | /// Whether activated |
102 | inline int activated() const { |
103 | return activated_; |
104 | } |
105 | /// Set whether activated |
106 | inline void setActivated(int value) { |
107 | activated_ = value; |
108 | } |
109 | |
110 | /// Objective offset |
111 | inline double nonlinearOffset () const { |
112 | return offset_; |
113 | } |
114 | //@} |
115 | |
116 | //--------------------------------------------------------------------------- |
117 | |
118 | protected: |
119 | ///@name Protected member data |
120 | //@{ |
121 | /// Value of non-linear part of objective |
122 | double offset_; |
123 | /// Type of objective - linear is 1 |
124 | int type_; |
125 | /// Whether activated |
126 | int activated_; |
127 | //@} |
128 | }; |
129 | |
130 | #endif |
131 | |