| 1 | /* $Id: ClpDynamicExampleMatrix.cpp 1753 2011-06-19 16:27:26Z stefan $ */ |
| 2 | // Copyright (C) 2004, 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 | #include <cstdio> |
| 7 | |
| 8 | #include "CoinPragma.hpp" |
| 9 | #include "CoinIndexedVector.hpp" |
| 10 | #include "CoinHelperFunctions.hpp" |
| 11 | |
| 12 | #include "ClpSimplex.hpp" |
| 13 | #include "ClpFactorization.hpp" |
| 14 | #include "ClpQuadraticObjective.hpp" |
| 15 | #include "ClpNonLinearCost.hpp" |
| 16 | // at end to get min/max! |
| 17 | #include "ClpDynamicExampleMatrix.hpp" |
| 18 | #include "ClpMessage.hpp" |
| 19 | //#define CLP_DEBUG |
| 20 | //#define CLP_DEBUG_PRINT |
| 21 | //############################################################################# |
| 22 | // Constructors / Destructor / Assignment |
| 23 | //############################################################################# |
| 24 | |
| 25 | //------------------------------------------------------------------- |
| 26 | // Default Constructor |
| 27 | //------------------------------------------------------------------- |
| 28 | ClpDynamicExampleMatrix::ClpDynamicExampleMatrix () |
| 29 | : ClpDynamicMatrix(), |
| 30 | numberColumns_(0), |
| 31 | startColumnGen_(NULL), |
| 32 | rowGen_(NULL), |
| 33 | elementGen_(NULL), |
| 34 | costGen_(NULL), |
| 35 | fullStartGen_(NULL), |
| 36 | dynamicStatusGen_(NULL), |
| 37 | idGen_(NULL), |
| 38 | columnLowerGen_(NULL), |
| 39 | columnUpperGen_(NULL) |
| 40 | { |
| 41 | setType(25); |
| 42 | } |
| 43 | |
| 44 | //------------------------------------------------------------------- |
| 45 | // Copy constructor |
| 46 | //------------------------------------------------------------------- |
| 47 | ClpDynamicExampleMatrix::ClpDynamicExampleMatrix (const ClpDynamicExampleMatrix & rhs) |
| 48 | : ClpDynamicMatrix(rhs) |
| 49 | { |
| 50 | numberColumns_ = rhs.numberColumns_; |
| 51 | startColumnGen_ = ClpCopyOfArray(rhs.startColumnGen_, numberColumns_ + 1); |
| 52 | CoinBigIndex numberElements = startColumnGen_[numberColumns_]; |
| 53 | rowGen_ = ClpCopyOfArray(rhs.rowGen_, numberElements); |
| 54 | elementGen_ = ClpCopyOfArray(rhs.elementGen_, numberElements); |
| 55 | costGen_ = ClpCopyOfArray(rhs.costGen_, numberColumns_); |
| 56 | fullStartGen_ = ClpCopyOfArray(rhs.fullStartGen_, numberSets_ + 1); |
| 57 | dynamicStatusGen_ = ClpCopyOfArray(rhs.dynamicStatusGen_, numberColumns_); |
| 58 | idGen_ = ClpCopyOfArray(rhs.idGen_, maximumGubColumns_); |
| 59 | columnLowerGen_ = ClpCopyOfArray(rhs.columnLowerGen_, numberColumns_); |
| 60 | columnUpperGen_ = ClpCopyOfArray(rhs.columnUpperGen_, numberColumns_); |
| 61 | } |
| 62 | |
| 63 | /* This is the real constructor*/ |
| 64 | ClpDynamicExampleMatrix::ClpDynamicExampleMatrix(ClpSimplex * model, int numberSets, |
| 65 | int numberGubColumns, const int * starts, |
| 66 | const double * lower, const double * upper, |
| 67 | const CoinBigIndex * startColumn, const int * row, |
| 68 | const double * element, const double * cost, |
| 69 | const double * columnLower, const double * columnUpper, |
| 70 | const unsigned char * status, |
| 71 | const unsigned char * dynamicStatus, |
| 72 | int numberIds, const int *ids) |
| 73 | : ClpDynamicMatrix(model, numberSets, 0, NULL, lower, upper, NULL, NULL, NULL, NULL, NULL, NULL, |
| 74 | NULL, NULL) |
| 75 | { |
| 76 | setType(25); |
| 77 | numberColumns_ = numberGubColumns; |
| 78 | // start with safe values - then experiment |
| 79 | maximumGubColumns_ = numberColumns_; |
| 80 | maximumElements_ = startColumn[numberColumns_]; |
| 81 | // delete odd stuff created by ClpDynamicMatrix constructor |
| 82 | delete [] startSet_; |
| 83 | startSet_ = new int [numberSets_]; |
| 84 | delete [] next_; |
| 85 | next_ = new int [maximumGubColumns_]; |
| 86 | delete [] row_; |
| 87 | delete [] element_; |
| 88 | delete [] startColumn_; |
| 89 | delete [] cost_; |
| 90 | delete [] columnLower_; |
| 91 | delete [] columnUpper_; |
| 92 | delete [] dynamicStatus_; |
| 93 | delete [] status_; |
| 94 | delete [] id_; |
| 95 | // and size correctly |
| 96 | row_ = new int [maximumElements_]; |
| 97 | element_ = new double [maximumElements_]; |
| 98 | startColumn_ = new CoinBigIndex [maximumGubColumns_+1]; |
| 99 | // say no columns yet |
| 100 | numberGubColumns_ = 0; |
| 101 | startColumn_[0] = 0; |
| 102 | cost_ = new double[maximumGubColumns_]; |
| 103 | dynamicStatus_ = new unsigned char [maximumGubColumns_]; |
| 104 | memset(dynamicStatus_, 0, maximumGubColumns_); |
| 105 | id_ = new int[maximumGubColumns_]; |
| 106 | if (columnLower) |
| 107 | columnLower_ = new double[maximumGubColumns_]; |
| 108 | else |
| 109 | columnLower_ = NULL; |
| 110 | if (columnUpper) |
| 111 | columnUpper_ = new double[maximumGubColumns_]; |
| 112 | else |
| 113 | columnUpper_ = NULL; |
| 114 | // space for ids |
| 115 | idGen_ = new int [maximumGubColumns_]; |
| 116 | int iSet; |
| 117 | for (iSet = 0; iSet < numberSets_; iSet++) |
| 118 | startSet_[iSet] = -1; |
| 119 | // This starts code specific to this storage method |
| 120 | CoinBigIndex i; |
| 121 | fullStartGen_ = ClpCopyOfArray(starts, numberSets_ + 1); |
| 122 | startColumnGen_ = ClpCopyOfArray(startColumn, numberColumns_ + 1); |
| 123 | CoinBigIndex numberElements = startColumnGen_[numberColumns_]; |
| 124 | rowGen_ = ClpCopyOfArray(row, numberElements); |
| 125 | elementGen_ = new double[numberElements]; |
| 126 | for (i = 0; i < numberElements; i++) |
| 127 | elementGen_[i] = element[i]; |
| 128 | costGen_ = new double[numberColumns_]; |
| 129 | for (i = 0; i < numberColumns_; i++) { |
| 130 | costGen_[i] = cost[i]; |
| 131 | // I don't think I need sorted but ... |
| 132 | CoinSort_2(rowGen_ + startColumnGen_[i], rowGen_ + startColumnGen_[i+1], elementGen_ + startColumnGen_[i]); |
| 133 | } |
| 134 | if (columnLower) { |
| 135 | columnLowerGen_ = new double[numberColumns_]; |
| 136 | for (i = 0; i < numberColumns_; i++) { |
| 137 | columnLowerGen_[i] = columnLower[i]; |
| 138 | if (columnLowerGen_[i]) { |
| 139 | printf("Non-zero lower bounds not allowed - subtract from model\n" ); |
| 140 | abort(); |
| 141 | } |
| 142 | } |
| 143 | } else { |
| 144 | columnLowerGen_ = NULL; |
| 145 | } |
| 146 | if (columnUpper) { |
| 147 | columnUpperGen_ = new double[numberColumns_]; |
| 148 | for (i = 0; i < numberColumns_; i++) |
| 149 | columnUpperGen_[i] = columnUpper[i]; |
| 150 | } else { |
| 151 | columnUpperGen_ = NULL; |
| 152 | } |
| 153 | // end specific coding |
| 154 | if (columnUpper_) { |
| 155 | // set all upper bounds so we have enough space |
| 156 | double * columnUpper = model->columnUpper(); |
| 157 | for(i = firstDynamic_; i < lastDynamic_; i++) |
| 158 | columnUpper[i] = 1.0e10; |
| 159 | } |
| 160 | if (status) { |
| 161 | status_ = ClpCopyOfArray(status, numberSets_); |
| 162 | assert (dynamicStatus); |
| 163 | CoinMemcpyN(dynamicStatus, numberIds, dynamicStatus_); |
| 164 | assert (numberIds); |
| 165 | } else { |
| 166 | assert (!numberIds); |
| 167 | status_ = new unsigned char [numberSets_]; |
| 168 | memset(status_, 0, numberSets_); |
| 169 | for (i = 0; i < numberSets_; i++) { |
| 170 | // make slack key |
| 171 | setStatus(i, ClpSimplex::basic); |
| 172 | } |
| 173 | } |
| 174 | dynamicStatusGen_ = new unsigned char [numberColumns_]; |
| 175 | memset(dynamicStatusGen_, 0, numberColumns_); // for clarity |
| 176 | for (i = 0; i < numberColumns_; i++) |
| 177 | setDynamicStatusGen(i, atLowerBound); |
| 178 | // Populate with enough columns |
| 179 | if (!numberIds) { |
| 180 | // This could be made more sophisticated |
| 181 | for (iSet = 0; iSet < numberSets_; iSet++) { |
| 182 | int sequence = fullStartGen_[iSet]; |
| 183 | CoinBigIndex start = startColumnGen_[sequence]; |
| 184 | addColumn(startColumnGen_[sequence+1] - start, |
| 185 | rowGen_ + start, |
| 186 | elementGen_ + start, |
| 187 | costGen_[sequence], |
| 188 | columnLowerGen_ ? columnLowerGen_[sequence] : 0, |
| 189 | columnUpperGen_ ? columnUpperGen_[sequence] : 1.0e30, |
| 190 | iSet, getDynamicStatusGen(sequence)); |
| 191 | idGen_[iSet] = sequence; // say which one in |
| 192 | setDynamicStatusGen(sequence, inSmall); |
| 193 | } |
| 194 | } else { |
| 195 | // put back old ones |
| 196 | int * set = new int[numberColumns_]; |
| 197 | for (iSet = 0; iSet < numberSets_; iSet++) { |
| 198 | for (CoinBigIndex j = fullStartGen_[iSet]; j < fullStartGen_[iSet+1]; j++) |
| 199 | set[j] = iSet; |
| 200 | } |
| 201 | for (int i = 0; i < numberIds; i++) { |
| 202 | int sequence = ids[i]; |
| 203 | CoinBigIndex start = startColumnGen_[sequence]; |
| 204 | addColumn(startColumnGen_[sequence+1] - start, |
| 205 | rowGen_ + start, |
| 206 | elementGen_ + start, |
| 207 | costGen_[sequence], |
| 208 | columnLowerGen_ ? columnLowerGen_[sequence] : 0, |
| 209 | columnUpperGen_ ? columnUpperGen_[sequence] : 1.0e30, |
| 210 | set[sequence], getDynamicStatus(i)); |
| 211 | idGen_[iSet] = sequence; // say which one in |
| 212 | setDynamicStatusGen(sequence, inSmall); |
| 213 | } |
| 214 | delete [] set; |
| 215 | } |
| 216 | if (!status) { |
| 217 | gubCrash(); |
| 218 | } else { |
| 219 | initialProblem(); |
| 220 | } |
| 221 | } |
| 222 | // This constructor just takes over ownership |
| 223 | ClpDynamicExampleMatrix::ClpDynamicExampleMatrix(ClpSimplex * model, int numberSets, |
| 224 | int numberGubColumns, int * starts, |
| 225 | const double * lower, const double * upper, |
| 226 | int * startColumn, int * row, |
| 227 | double * element, double * cost, |
| 228 | double * columnLower, double * columnUpper, |
| 229 | const unsigned char * status, |
| 230 | const unsigned char * dynamicStatus, |
| 231 | int numberIds, const int *ids) |
| 232 | : ClpDynamicMatrix(model, numberSets, 0, NULL, lower, upper, NULL, NULL, NULL, NULL, NULL, NULL, |
| 233 | NULL, NULL) |
| 234 | { |
| 235 | setType(25); |
| 236 | numberColumns_ = numberGubColumns; |
| 237 | // start with safe values - then experiment |
| 238 | maximumGubColumns_ = numberColumns_; |
| 239 | maximumElements_ = startColumn[numberColumns_]; |
| 240 | // delete odd stuff created by ClpDynamicMatrix constructor |
| 241 | delete [] startSet_; |
| 242 | startSet_ = new int [numberSets_]; |
| 243 | delete [] next_; |
| 244 | next_ = new int [maximumGubColumns_]; |
| 245 | delete [] row_; |
| 246 | delete [] element_; |
| 247 | delete [] startColumn_; |
| 248 | delete [] cost_; |
| 249 | delete [] columnLower_; |
| 250 | delete [] columnUpper_; |
| 251 | delete [] dynamicStatus_; |
| 252 | delete [] status_; |
| 253 | delete [] id_; |
| 254 | // and size correctly |
| 255 | row_ = new int [maximumElements_]; |
| 256 | element_ = new double [maximumElements_]; |
| 257 | startColumn_ = new CoinBigIndex [maximumGubColumns_+1]; |
| 258 | // say no columns yet |
| 259 | numberGubColumns_ = 0; |
| 260 | startColumn_[0] = 0; |
| 261 | cost_ = new double[maximumGubColumns_]; |
| 262 | dynamicStatus_ = new unsigned char [maximumGubColumns_]; |
| 263 | memset(dynamicStatus_, 0, maximumGubColumns_); |
| 264 | id_ = new int[maximumGubColumns_]; |
| 265 | if (columnLower) |
| 266 | columnLower_ = new double[maximumGubColumns_]; |
| 267 | else |
| 268 | columnLower_ = NULL; |
| 269 | if (columnUpper) |
| 270 | columnUpper_ = new double[maximumGubColumns_]; |
| 271 | else |
| 272 | columnUpper_ = NULL; |
| 273 | // space for ids |
| 274 | idGen_ = new int [maximumGubColumns_]; |
| 275 | int iSet; |
| 276 | for (iSet = 0; iSet < numberSets_; iSet++) |
| 277 | startSet_[iSet] = -1; |
| 278 | // This starts code specific to this storage method |
| 279 | CoinBigIndex i; |
| 280 | fullStartGen_ = starts; |
| 281 | startColumnGen_ = startColumn; |
| 282 | rowGen_ = row; |
| 283 | elementGen_ = element; |
| 284 | costGen_ = cost; |
| 285 | for (i = 0; i < numberColumns_; i++) { |
| 286 | // I don't think I need sorted but ... |
| 287 | CoinSort_2(rowGen_ + startColumnGen_[i], rowGen_ + startColumnGen_[i+1], elementGen_ + startColumnGen_[i]); |
| 288 | } |
| 289 | if (columnLower) { |
| 290 | columnLowerGen_ = columnLower; |
| 291 | for (i = 0; i < numberColumns_; i++) { |
| 292 | if (columnLowerGen_[i]) { |
| 293 | printf("Non-zero lower bounds not allowed - subtract from model\n" ); |
| 294 | abort(); |
| 295 | } |
| 296 | } |
| 297 | } else { |
| 298 | columnLowerGen_ = NULL; |
| 299 | } |
| 300 | if (columnUpper) { |
| 301 | columnUpperGen_ = columnUpper; |
| 302 | } else { |
| 303 | columnUpperGen_ = NULL; |
| 304 | } |
| 305 | // end specific coding |
| 306 | if (columnUpper_) { |
| 307 | // set all upper bounds so we have enough space |
| 308 | double * columnUpper = model->columnUpper(); |
| 309 | for(i = firstDynamic_; i < lastDynamic_; i++) |
| 310 | columnUpper[i] = 1.0e10; |
| 311 | } |
| 312 | if (status) { |
| 313 | status_ = ClpCopyOfArray(status, numberSets_); |
| 314 | assert (dynamicStatus); |
| 315 | CoinMemcpyN(dynamicStatus, numberIds, dynamicStatus_); |
| 316 | assert (numberIds); |
| 317 | } else { |
| 318 | assert (!numberIds); |
| 319 | status_ = new unsigned char [numberSets_]; |
| 320 | memset(status_, 0, numberSets_); |
| 321 | for (i = 0; i < numberSets_; i++) { |
| 322 | // make slack key |
| 323 | setStatus(i, ClpSimplex::basic); |
| 324 | } |
| 325 | } |
| 326 | dynamicStatusGen_ = new unsigned char [numberColumns_]; |
| 327 | memset(dynamicStatusGen_, 0, numberColumns_); // for clarity |
| 328 | for (i = 0; i < numberColumns_; i++) |
| 329 | setDynamicStatusGen(i, atLowerBound); |
| 330 | // Populate with enough columns |
| 331 | if (!numberIds) { |
| 332 | // This could be made more sophisticated |
| 333 | for (iSet = 0; iSet < numberSets_; iSet++) { |
| 334 | int sequence = fullStartGen_[iSet]; |
| 335 | CoinBigIndex start = startColumnGen_[sequence]; |
| 336 | addColumn(startColumnGen_[sequence+1] - start, |
| 337 | rowGen_ + start, |
| 338 | elementGen_ + start, |
| 339 | costGen_[sequence], |
| 340 | columnLowerGen_ ? columnLowerGen_[sequence] : 0, |
| 341 | columnUpperGen_ ? columnUpperGen_[sequence] : 1.0e30, |
| 342 | iSet, getDynamicStatusGen(sequence)); |
| 343 | idGen_[iSet] = sequence; // say which one in |
| 344 | setDynamicStatusGen(sequence, inSmall); |
| 345 | } |
| 346 | } else { |
| 347 | // put back old ones |
| 348 | int * set = new int[numberColumns_]; |
| 349 | for (iSet = 0; iSet < numberSets_; iSet++) { |
| 350 | for (CoinBigIndex j = fullStartGen_[iSet]; j < fullStartGen_[iSet+1]; j++) |
| 351 | set[j] = iSet; |
| 352 | } |
| 353 | for (int i = 0; i < numberIds; i++) { |
| 354 | int sequence = ids[i]; |
| 355 | int iSet = set[sequence]; |
| 356 | CoinBigIndex start = startColumnGen_[sequence]; |
| 357 | addColumn(startColumnGen_[sequence+1] - start, |
| 358 | rowGen_ + start, |
| 359 | elementGen_ + start, |
| 360 | costGen_[sequence], |
| 361 | columnLowerGen_ ? columnLowerGen_[sequence] : 0, |
| 362 | columnUpperGen_ ? columnUpperGen_[sequence] : 1.0e30, |
| 363 | iSet, getDynamicStatus(i)); |
| 364 | idGen_[i] = sequence; // say which one in |
| 365 | setDynamicStatusGen(sequence, inSmall); |
| 366 | } |
| 367 | delete [] set; |
| 368 | } |
| 369 | if (!status) { |
| 370 | gubCrash(); |
| 371 | } else { |
| 372 | initialProblem(); |
| 373 | } |
| 374 | } |
| 375 | //------------------------------------------------------------------- |
| 376 | // Destructor |
| 377 | //------------------------------------------------------------------- |
| 378 | ClpDynamicExampleMatrix::~ClpDynamicExampleMatrix () |
| 379 | { |
| 380 | delete [] startColumnGen_; |
| 381 | delete [] rowGen_; |
| 382 | delete [] elementGen_; |
| 383 | delete [] costGen_; |
| 384 | delete [] fullStartGen_; |
| 385 | delete [] dynamicStatusGen_; |
| 386 | delete [] idGen_; |
| 387 | delete [] columnLowerGen_; |
| 388 | delete [] columnUpperGen_; |
| 389 | } |
| 390 | |
| 391 | //---------------------------------------------------------------- |
| 392 | // Assignment operator |
| 393 | //------------------------------------------------------------------- |
| 394 | ClpDynamicExampleMatrix & |
| 395 | ClpDynamicExampleMatrix::operator=(const ClpDynamicExampleMatrix& rhs) |
| 396 | { |
| 397 | if (this != &rhs) { |
| 398 | ClpDynamicMatrix::operator=(rhs); |
| 399 | numberColumns_ = rhs.numberColumns_; |
| 400 | delete [] startColumnGen_; |
| 401 | delete [] rowGen_; |
| 402 | delete [] elementGen_; |
| 403 | delete [] costGen_; |
| 404 | delete [] fullStartGen_; |
| 405 | delete [] dynamicStatusGen_; |
| 406 | delete [] idGen_; |
| 407 | delete [] columnLowerGen_; |
| 408 | delete [] columnUpperGen_; |
| 409 | startColumnGen_ = ClpCopyOfArray(rhs.startColumnGen_, numberColumns_ + 1); |
| 410 | CoinBigIndex numberElements = startColumnGen_[numberColumns_]; |
| 411 | rowGen_ = ClpCopyOfArray(rhs.rowGen_, numberElements); |
| 412 | elementGen_ = ClpCopyOfArray(rhs.elementGen_, numberElements); |
| 413 | costGen_ = ClpCopyOfArray(rhs.costGen_, numberColumns_); |
| 414 | fullStartGen_ = ClpCopyOfArray(rhs.fullStartGen_, numberSets_ + 1); |
| 415 | dynamicStatusGen_ = ClpCopyOfArray(rhs.dynamicStatusGen_, numberColumns_); |
| 416 | idGen_ = ClpCopyOfArray(rhs.idGen_, maximumGubColumns_); |
| 417 | columnLowerGen_ = ClpCopyOfArray(rhs.columnLowerGen_, numberColumns_); |
| 418 | columnUpperGen_ = ClpCopyOfArray(rhs.columnUpperGen_, numberColumns_); |
| 419 | } |
| 420 | return *this; |
| 421 | } |
| 422 | //------------------------------------------------------------------- |
| 423 | // Clone |
| 424 | //------------------------------------------------------------------- |
| 425 | ClpMatrixBase * ClpDynamicExampleMatrix::clone() const |
| 426 | { |
| 427 | return new ClpDynamicExampleMatrix(*this); |
| 428 | } |
| 429 | // Partial pricing |
| 430 | void |
| 431 | ClpDynamicExampleMatrix::partialPricing(ClpSimplex * model, double startFraction, double endFraction, |
| 432 | int & bestSequence, int & numberWanted) |
| 433 | { |
| 434 | numberWanted = currentWanted_; |
| 435 | assert(!model->rowScale()); |
| 436 | if (!numberSets_) { |
| 437 | // no gub |
| 438 | ClpPackedMatrix::partialPricing(model, startFraction, endFraction, bestSequence, numberWanted); |
| 439 | } else { |
| 440 | // and do some proportion of full set |
| 441 | int startG2 = static_cast<int> (startFraction * numberSets_); |
| 442 | int endG2 = static_cast<int> (endFraction * numberSets_ + 0.1); |
| 443 | endG2 = CoinMin(endG2, numberSets_); |
| 444 | //printf("gub price - set start %d end %d\n", |
| 445 | // startG2,endG2); |
| 446 | double tolerance = model->currentDualTolerance(); |
| 447 | double * reducedCost = model->djRegion(); |
| 448 | const double * duals = model->dualRowSolution(); |
| 449 | double bestDj; |
| 450 | int numberRows = model->numberRows(); |
| 451 | int slackOffset = lastDynamic_ + numberRows; |
| 452 | int structuralOffset = slackOffset + numberSets_; |
| 453 | int structuralOffset2 = structuralOffset + maximumGubColumns_; |
| 454 | // If nothing found yet can go all the way to end |
| 455 | int endAll = endG2; |
| 456 | if (bestSequence < 0 && !startG2) |
| 457 | endAll = numberSets_; |
| 458 | if (bestSequence >= 0) { |
| 459 | if (bestSequence != savedBestSequence_) |
| 460 | bestDj = fabs(reducedCost[bestSequence]); // dj from slacks or permanent |
| 461 | else |
| 462 | bestDj = savedBestDj_; |
| 463 | } else { |
| 464 | bestDj = tolerance; |
| 465 | } |
| 466 | int saveSequence = bestSequence; |
| 467 | double djMod = 0.0; |
| 468 | double bestDjMod = 0.0; |
| 469 | //printf("iteration %d start %d end %d - wanted %d\n",model->numberIterations(), |
| 470 | // startG2,endG2,numberWanted); |
| 471 | int bestSet = -1; |
| 472 | int minSet = minimumObjectsScan_ < 0 ? 5 : minimumObjectsScan_; |
| 473 | int minNeg = minimumGoodReducedCosts_ < 0 ? 5 : minimumGoodReducedCosts_; |
| 474 | for (int iSet = startG2; iSet < endAll; iSet++) { |
| 475 | if (numberWanted + minNeg < originalWanted_ && iSet > startG2 + minSet) { |
| 476 | // give up |
| 477 | numberWanted = 0; |
| 478 | break; |
| 479 | } else if (iSet == endG2 && bestSequence >= 0) { |
| 480 | break; |
| 481 | } |
| 482 | int gubRow = toIndex_[iSet]; |
| 483 | if (gubRow >= 0) { |
| 484 | djMod = duals[gubRow+numberStaticRows_]; // have I got sign right? |
| 485 | } else { |
| 486 | int iBasic = keyVariable_[iSet]; |
| 487 | if (iBasic >= numberColumns_) { |
| 488 | djMod = 0.0; // set not in |
| 489 | } else { |
| 490 | // get dj without |
| 491 | djMod = 0.0; |
| 492 | for (CoinBigIndex j = startColumn_[iBasic]; |
| 493 | j < startColumn_[iBasic+1]; j++) { |
| 494 | int jRow = row_[j]; |
| 495 | djMod -= duals[jRow] * element_[j]; |
| 496 | } |
| 497 | djMod += cost_[iBasic]; |
| 498 | // See if gub slack possible - dj is djMod |
| 499 | if (getStatus(iSet) == ClpSimplex::atLowerBound) { |
| 500 | double value = -djMod; |
| 501 | if (value > tolerance) { |
| 502 | numberWanted--; |
| 503 | if (value > bestDj) { |
| 504 | // check flagged variable and correct dj |
| 505 | if (!flagged(iSet)) { |
| 506 | bestDj = value; |
| 507 | bestSequence = slackOffset + iSet; |
| 508 | bestDjMod = djMod; |
| 509 | bestSet = iSet; |
| 510 | } else { |
| 511 | // just to make sure we don't exit before got something |
| 512 | numberWanted++; |
| 513 | abort(); |
| 514 | } |
| 515 | } |
| 516 | } |
| 517 | } else if (getStatus(iSet) == ClpSimplex::atUpperBound) { |
| 518 | double value = djMod; |
| 519 | if (value > tolerance) { |
| 520 | numberWanted--; |
| 521 | if (value > bestDj) { |
| 522 | // check flagged variable and correct dj |
| 523 | if (!flagged(iSet)) { |
| 524 | bestDj = value; |
| 525 | bestSequence = slackOffset + iSet; |
| 526 | bestDjMod = djMod; |
| 527 | bestSet = iSet; |
| 528 | } else { |
| 529 | // just to make sure we don't exit before got something |
| 530 | numberWanted++; |
| 531 | abort(); |
| 532 | } |
| 533 | } |
| 534 | } |
| 535 | } |
| 536 | } |
| 537 | } |
| 538 | // do ones in small |
| 539 | int iSequence = startSet_[iSet]; |
| 540 | while (iSequence >= 0) { |
| 541 | DynamicStatus status = getDynamicStatus(iSequence); |
| 542 | if (status == atLowerBound || status == atUpperBound) { |
| 543 | double value = cost_[iSequence] - djMod; |
| 544 | for (CoinBigIndex j = startColumn_[iSequence]; |
| 545 | j < startColumn_[iSequence+1]; j++) { |
| 546 | int jRow = row_[j]; |
| 547 | value -= duals[jRow] * element_[j]; |
| 548 | } |
| 549 | // change sign if at lower bound |
| 550 | if (status == atLowerBound) |
| 551 | value = -value; |
| 552 | if (value > tolerance) { |
| 553 | numberWanted--; |
| 554 | if (value > bestDj) { |
| 555 | // check flagged variable and correct dj |
| 556 | if (!flagged(iSequence)) { |
| 557 | bestDj = value; |
| 558 | bestSequence = structuralOffset + iSequence; |
| 559 | bestDjMod = djMod; |
| 560 | bestSet = iSet; |
| 561 | } else { |
| 562 | // just to make sure we don't exit before got something |
| 563 | numberWanted++; |
| 564 | } |
| 565 | } |
| 566 | } |
| 567 | } |
| 568 | iSequence = next_[iSequence]; //onto next in set |
| 569 | } |
| 570 | // and now get best by column generation |
| 571 | // If no upper bounds we may not need status test |
| 572 | for (iSequence = fullStartGen_[iSet]; iSequence < fullStartGen_[iSet+1]; iSequence++) { |
| 573 | DynamicStatus status = getDynamicStatusGen(iSequence); |
| 574 | assert (status != atUpperBound && status != soloKey); |
| 575 | if (status == atLowerBound) { |
| 576 | double value = costGen_[iSequence] - djMod; |
| 577 | for (CoinBigIndex j = startColumnGen_[iSequence]; |
| 578 | j < startColumnGen_[iSequence+1]; j++) { |
| 579 | int jRow = rowGen_[j]; |
| 580 | value -= duals[jRow] * elementGen_[j]; |
| 581 | } |
| 582 | // change sign as at lower bound |
| 583 | value = -value; |
| 584 | if (value > tolerance) { |
| 585 | numberWanted--; |
| 586 | if (value > bestDj) { |
| 587 | // check flagged variable and correct dj |
| 588 | if (!flaggedGen(iSequence)) { |
| 589 | bestDj = value; |
| 590 | bestSequence = structuralOffset2 + iSequence; |
| 591 | bestDjMod = djMod; |
| 592 | bestSet = iSet; |
| 593 | } else { |
| 594 | // just to make sure we don't exit before got something |
| 595 | numberWanted++; |
| 596 | } |
| 597 | } |
| 598 | } |
| 599 | } |
| 600 | } |
| 601 | if (numberWanted <= 0) { |
| 602 | numberWanted = 0; |
| 603 | break; |
| 604 | } |
| 605 | } |
| 606 | if (bestSequence != saveSequence) { |
| 607 | savedBestGubDual_ = bestDjMod; |
| 608 | savedBestDj_ = bestDj; |
| 609 | savedBestSequence_ = bestSequence; |
| 610 | savedBestSet_ = bestSet; |
| 611 | } |
| 612 | // Do packed part before gub |
| 613 | // always??? |
| 614 | // Resize so just do to gub |
| 615 | numberActiveColumns_ = firstDynamic_; |
| 616 | int saveMinNeg = minimumGoodReducedCosts_; |
| 617 | if (bestSequence >= 0) |
| 618 | minimumGoodReducedCosts_ = -2; |
| 619 | currentWanted_ = numberWanted; |
| 620 | ClpPackedMatrix::partialPricing(model, startFraction, endFraction, bestSequence, numberWanted); |
| 621 | numberActiveColumns_ = matrix_->getNumCols(); |
| 622 | minimumGoodReducedCosts_ = saveMinNeg; |
| 623 | // See if may be finished |
| 624 | if (!startG2 && bestSequence < 0) |
| 625 | infeasibilityWeight_ = model_->infeasibilityCost(); |
| 626 | else if (bestSequence >= 0) |
| 627 | infeasibilityWeight_ = -1.0; |
| 628 | currentWanted_ = numberWanted; |
| 629 | } |
| 630 | } |
| 631 | /* Creates a variable. This is called after partial pricing and may modify matrix. |
| 632 | May update bestSequence. |
| 633 | */ |
| 634 | void |
| 635 | ClpDynamicExampleMatrix::createVariable(ClpSimplex * model, int & bestSequence) |
| 636 | { |
| 637 | int numberRows = model->numberRows(); |
| 638 | int slackOffset = lastDynamic_ + numberRows; |
| 639 | int structuralOffset = slackOffset + numberSets_; |
| 640 | int bestSequence2 = savedBestSequence_ - structuralOffset; |
| 641 | if (bestSequence2 >= 0) { |
| 642 | // See if needs new |
| 643 | if (bestSequence2 >= maximumGubColumns_) { |
| 644 | bestSequence2 -= maximumGubColumns_; |
| 645 | int sequence = addColumn(startColumnGen_[bestSequence2+1] - startColumnGen_[bestSequence2], |
| 646 | rowGen_ + startColumnGen_[bestSequence2], |
| 647 | elementGen_ + startColumnGen_[bestSequence2], |
| 648 | costGen_[bestSequence2], |
| 649 | columnLowerGen_ ? columnLowerGen_[bestSequence2] : 0, |
| 650 | columnUpperGen_ ? columnUpperGen_[bestSequence2] : 1.0e30, |
| 651 | savedBestSet_, getDynamicStatusGen(bestSequence2)); |
| 652 | savedBestSequence_ = structuralOffset + sequence; |
| 653 | idGen_[sequence] = bestSequence2; |
| 654 | setDynamicStatusGen(bestSequence2, inSmall); |
| 655 | } |
| 656 | } |
| 657 | ClpDynamicMatrix::createVariable(model, bestSequence/*, bestSequence2*/); |
| 658 | // clear for next iteration |
| 659 | savedBestSequence_ = -1; |
| 660 | } |
| 661 | /* If addColumn forces compression then this allows descendant to know what to do. |
| 662 | If >=0 then entry stayed in, if -1 then entry went out to lower bound.of zero. |
| 663 | Entries at upper bound (really nonzero) never go out (at present). |
| 664 | */ |
| 665 | void |
| 666 | ClpDynamicExampleMatrix::packDown(const int * in, int numberToPack) |
| 667 | { |
| 668 | int put = 0; |
| 669 | for (int i = 0; i < numberToPack; i++) { |
| 670 | int id = idGen_[i]; |
| 671 | if (in[i] >= 0) { |
| 672 | // stays in |
| 673 | assert (put == in[i]); // true for now |
| 674 | idGen_[put++] = id; |
| 675 | } else { |
| 676 | // out to lower bound |
| 677 | setDynamicStatusGen(id, atLowerBound); |
| 678 | } |
| 679 | } |
| 680 | assert (put == numberGubColumns_); |
| 681 | } |
| 682 | |