1 | /* $Id: ClpPrimalColumnPivot.hpp 1753 2011-06-19 16:27:26Z stefan $ */ |
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 ClpPrimalcolumnPivot_H |
7 | #define ClpPrimalcolumnPivot_H |
8 | |
9 | class ClpSimplex; |
10 | class CoinIndexedVector; |
11 | |
12 | //############################################################################# |
13 | |
14 | /** Primal Column Pivot Abstract Base Class |
15 | |
16 | Abstract Base Class for describing an interface to an algorithm |
17 | to choose column pivot in primal simplex algorithm. For some algorithms |
18 | e.g. Dantzig choice then some functions may be null. For Dantzig |
19 | the only one of any importance is pivotColumn. |
20 | |
21 | If you wish to inherit from this look at ClpPrimalColumnDantzig.cpp |
22 | as that is simplest version. |
23 | */ |
24 | |
25 | class ClpPrimalColumnPivot { |
26 | |
27 | public: |
28 | |
29 | ///@name Algorithmic methods |
30 | //@{ |
31 | |
32 | /** Returns pivot column, -1 if none |
33 | |
34 | Normally updates reduced costs using result of last iteration |
35 | before selecting incoming column. |
36 | |
37 | The Packed CoinIndexedVector updates has cost updates - for normal LP |
38 | that is just +-weight where a feasibility changed. It also has |
39 | reduced cost from last iteration in pivot row |
40 | |
41 | Inside pivotColumn the pivotRow_ and reduced cost from last iteration |
42 | are also used. |
43 | |
44 | So in the simplest case i.e. feasible we compute the row of the |
45 | tableau corresponding to last pivot and add a multiple of this |
46 | to current reduced costs. |
47 | |
48 | We can use other arrays to help updates |
49 | */ |
50 | virtual int pivotColumn(CoinIndexedVector * updates, |
51 | CoinIndexedVector * spareRow1, |
52 | CoinIndexedVector * spareRow2, |
53 | CoinIndexedVector * spareColumn1, |
54 | CoinIndexedVector * spareColumn2) = 0; |
55 | |
56 | /// Updates weights - part 1 (may be empty) |
57 | virtual void updateWeights(CoinIndexedVector * input); |
58 | |
59 | /** Saves any weights round factorization as pivot rows may change |
60 | Will be empty unless steepest edge (will save model) |
61 | May also recompute infeasibility stuff |
62 | 1) before factorization |
63 | 2) after good factorization (if weights empty may initialize) |
64 | 3) after something happened but no factorization |
65 | (e.g. check for infeasible) |
66 | 4) as 2 but restore weights from previous snapshot |
67 | 5) forces some initialization e.g. weights |
68 | Also sets model |
69 | */ |
70 | virtual void saveWeights(ClpSimplex * model, int mode) = 0; |
71 | /** Signals pivot row choice: |
72 | -2 (default) - use normal pivot row choice |
73 | -1 to numberRows-1 - use this (will be checked) |
74 | way should be -1 to go to lower bound, +1 to upper bound |
75 | */ |
76 | virtual int pivotRow(double & way) { |
77 | way = 0; |
78 | return -2; |
79 | } |
80 | /// Gets rid of all arrays (may be empty) |
81 | virtual void clearArrays(); |
82 | /// Returns true if would not find any column |
83 | virtual bool looksOptimal() const { |
84 | return looksOptimal_; |
85 | } |
86 | /// Sets optimality flag (for advanced use) |
87 | virtual void setLooksOptimal(bool flag) { |
88 | looksOptimal_ = flag; |
89 | } |
90 | //@} |
91 | |
92 | |
93 | ///@name Constructors and destructors |
94 | //@{ |
95 | /// Default Constructor |
96 | ClpPrimalColumnPivot(); |
97 | |
98 | /// Copy constructor |
99 | ClpPrimalColumnPivot(const ClpPrimalColumnPivot &); |
100 | |
101 | /// Assignment operator |
102 | ClpPrimalColumnPivot & operator=(const ClpPrimalColumnPivot& rhs); |
103 | |
104 | /// Destructor |
105 | virtual ~ClpPrimalColumnPivot (); |
106 | |
107 | /// Clone |
108 | virtual ClpPrimalColumnPivot * clone(bool copyData = true) const = 0; |
109 | |
110 | //@} |
111 | |
112 | ///@name Other |
113 | //@{ |
114 | /// Returns model |
115 | inline ClpSimplex * model() { |
116 | return model_; |
117 | } |
118 | /// Sets model |
119 | inline void setModel(ClpSimplex * newmodel) { |
120 | model_ = newmodel; |
121 | } |
122 | |
123 | /// Returns type (above 63 is extra information) |
124 | inline int type() { |
125 | return type_; |
126 | } |
127 | |
128 | /** Returns number of extra columns for sprint algorithm - 0 means off. |
129 | Also number of iterations before recompute |
130 | */ |
131 | virtual int numberSprintColumns(int & numberIterations) const; |
132 | /// Switch off sprint idea |
133 | virtual void switchOffSprint(); |
134 | /// Called when maximum pivots changes |
135 | virtual void maximumPivotsChanged() {} |
136 | |
137 | //@} |
138 | |
139 | //--------------------------------------------------------------------------- |
140 | |
141 | protected: |
142 | ///@name Protected member data |
143 | //@{ |
144 | /// Pointer to model |
145 | ClpSimplex * model_; |
146 | /// Type of column pivot algorithm |
147 | int type_; |
148 | /// Says if looks optimal (normally computed) |
149 | bool looksOptimal_; |
150 | //@} |
151 | }; |
152 | #ifndef CLP_PRIMAL_SLACK_MULTIPLIER |
153 | #define CLP_PRIMAL_SLACK_MULTIPLIER 1.01 |
154 | #endif |
155 | #endif |
156 | |