| 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 | |