1 | /* $Id: ClpFactorization.cpp 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 | #include "CoinPragma.hpp" |
7 | #include "ClpFactorization.hpp" |
8 | #ifndef SLIM_CLP |
9 | #include "ClpQuadraticObjective.hpp" |
10 | #endif |
11 | #include "CoinHelperFunctions.hpp" |
12 | #include "CoinIndexedVector.hpp" |
13 | #include "ClpSimplex.hpp" |
14 | #include "ClpSimplexDual.hpp" |
15 | #include "ClpMatrixBase.hpp" |
16 | #ifndef SLIM_CLP |
17 | #include "ClpNetworkBasis.hpp" |
18 | #include "ClpNetworkMatrix.hpp" |
19 | //#define CHECK_NETWORK |
20 | #ifdef CHECK_NETWORK |
21 | const static bool doCheck = true; |
22 | #else |
23 | const static bool doCheck = false; |
24 | #endif |
25 | #endif |
26 | //#define CLP_FACTORIZATION_INSTRUMENT |
27 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
28 | #include "CoinTime.hpp" |
29 | double factorization_instrument(int type) |
30 | { |
31 | static int times[10] = {0, 0, 0, 0, 0, 0, 0, 0, 0, 0}; |
32 | static double startTime = 0.0; |
33 | static double totalTimes [10] = {0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0}; |
34 | if (type < 0) { |
35 | assert (!startTime); |
36 | startTime = CoinCpuTime(); |
37 | return 0.0; |
38 | } else if (type > 0) { |
39 | times[type]++; |
40 | double difference = CoinCpuTime() - startTime; |
41 | totalTimes[type] += difference; |
42 | startTime = 0.0; |
43 | return difference; |
44 | } else { |
45 | // report |
46 | const char * types[10] = { |
47 | "" , "fac=rhs_etc" , "factorize" , "replace" , "update_FT" , |
48 | "update" , "update_transpose" , "gosparse" , "getWeights!" , "update2_FT" |
49 | }; |
50 | double total = 0.0; |
51 | for (int i = 1; i < 10; i++) { |
52 | if (times[i]) { |
53 | printf("%s was called %d times taking %g seconds\n" , |
54 | types[i], times[i], totalTimes[i]); |
55 | total += totalTimes[i]; |
56 | times[i] = 0; |
57 | totalTimes[i] = 0.0; |
58 | } |
59 | } |
60 | return total; |
61 | } |
62 | } |
63 | #endif |
64 | //############################################################################# |
65 | // Constructors / Destructor / Assignment |
66 | //############################################################################# |
67 | #ifndef CLP_MULTIPLE_FACTORIZATIONS |
68 | |
69 | //------------------------------------------------------------------- |
70 | // Default Constructor |
71 | //------------------------------------------------------------------- |
72 | ClpFactorization::ClpFactorization () : |
73 | CoinFactorization() |
74 | { |
75 | #ifndef SLIM_CLP |
76 | networkBasis_ = NULL; |
77 | #endif |
78 | } |
79 | |
80 | //------------------------------------------------------------------- |
81 | // Copy constructor |
82 | //------------------------------------------------------------------- |
83 | ClpFactorization::ClpFactorization (const ClpFactorization & rhs, |
84 | int dummyDenseIfSmaller) : |
85 | CoinFactorization(rhs) |
86 | { |
87 | #ifndef SLIM_CLP |
88 | if (rhs.networkBasis_) |
89 | networkBasis_ = new ClpNetworkBasis(*(rhs.networkBasis_)); |
90 | else |
91 | networkBasis_ = NULL; |
92 | #endif |
93 | } |
94 | |
95 | ClpFactorization::ClpFactorization (const CoinFactorization & rhs) : |
96 | CoinFactorization(rhs) |
97 | { |
98 | #ifndef SLIM_CLP |
99 | networkBasis_ = NULL; |
100 | #endif |
101 | } |
102 | |
103 | //------------------------------------------------------------------- |
104 | // Destructor |
105 | //------------------------------------------------------------------- |
106 | ClpFactorization::~ClpFactorization () |
107 | { |
108 | #ifndef SLIM_CLP |
109 | delete networkBasis_; |
110 | #endif |
111 | } |
112 | |
113 | //---------------------------------------------------------------- |
114 | // Assignment operator |
115 | //------------------------------------------------------------------- |
116 | ClpFactorization & |
117 | ClpFactorization::operator=(const ClpFactorization& rhs) |
118 | { |
119 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
120 | factorization_instrument(-1); |
121 | #endif |
122 | if (this != &rhs) { |
123 | CoinFactorization::operator=(rhs); |
124 | #ifndef SLIM_CLP |
125 | delete networkBasis_; |
126 | if (rhs.networkBasis_) |
127 | networkBasis_ = new ClpNetworkBasis(*(rhs.networkBasis_)); |
128 | else |
129 | networkBasis_ = NULL; |
130 | #endif |
131 | } |
132 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
133 | factorization_instrument(1); |
134 | #endif |
135 | return *this; |
136 | } |
137 | #if 0 |
138 | static unsigned int saveList[10000]; |
139 | int numberSave = -1; |
140 | inline bool isDense(int i) |
141 | { |
142 | return ((saveList[i>>5] >> (i & 31)) & 1) != 0; |
143 | } |
144 | inline void setDense(int i) |
145 | { |
146 | unsigned int & value = saveList[i>>5]; |
147 | int bit = i & 31; |
148 | value |= (1 << bit); |
149 | } |
150 | #endif |
151 | int |
152 | ClpFactorization::factorize ( ClpSimplex * model, |
153 | int solveType, bool valuesPass) |
154 | { |
155 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
156 | factorization_instrument(-1); |
157 | #endif |
158 | ClpMatrixBase * matrix = model->clpMatrix(); |
159 | int numberRows = model->numberRows(); |
160 | int numberColumns = model->numberColumns(); |
161 | if (!numberRows) |
162 | return 0; |
163 | // If too many compressions increase area |
164 | if (numberPivots_ > 1 && numberCompressions_ * 10 > numberPivots_ + 10) { |
165 | areaFactor_ *= 1.1; |
166 | } |
167 | //int numberPivots=numberPivots_; |
168 | #if 0 |
169 | if (model->algorithm() > 0) |
170 | numberSave = -1; |
171 | #endif |
172 | #ifndef SLIM_CLP |
173 | if (!networkBasis_ || doCheck) { |
174 | #endif |
175 | status_ = -99; |
176 | int * pivotVariable = model->pivotVariable(); |
177 | //returns 0 -okay, -1 singular, -2 too many in basis, -99 memory */ |
178 | while (status_ < -98) { |
179 | |
180 | int i; |
181 | int numberBasic = 0; |
182 | int numberRowBasic; |
183 | // Move pivot variables across if they look good |
184 | int * pivotTemp = model->rowArray(0)->getIndices(); |
185 | assert (!model->rowArray(0)->getNumElements()); |
186 | if (!matrix->rhsOffset(model)) { |
187 | #if 0 |
188 | if (numberSave > 0) { |
189 | int nStill = 0; |
190 | int nAtBound = 0; |
191 | int nZeroDual = 0; |
192 | CoinIndexedVector * array = model->rowArray(3); |
193 | CoinIndexedVector * objArray = model->columnArray(1); |
194 | array->clear(); |
195 | objArray->clear(); |
196 | double * cost = model->costRegion(); |
197 | double tolerance = model->primalTolerance(); |
198 | double offset = 0.0; |
199 | for (i = 0; i < numberRows; i++) { |
200 | int iPivot = pivotVariable[i]; |
201 | if (iPivot < numberColumns && isDense(iPivot)) { |
202 | if (model->getColumnStatus(iPivot) == ClpSimplex::basic) { |
203 | nStill++; |
204 | double value = model->solutionRegion()[iPivot]; |
205 | double dual = model->dualRowSolution()[i]; |
206 | double lower = model->lowerRegion()[iPivot]; |
207 | double upper = model->upperRegion()[iPivot]; |
208 | ClpSimplex::Status status; |
209 | if (fabs(value - lower) < tolerance) { |
210 | status = ClpSimplex::atLowerBound; |
211 | nAtBound++; |
212 | } else if (fabs(value - upper) < tolerance) { |
213 | nAtBound++; |
214 | status = ClpSimplex::atUpperBound; |
215 | } else if (value > lower && value < upper) { |
216 | status = ClpSimplex::superBasic; |
217 | } else { |
218 | status = ClpSimplex::basic; |
219 | } |
220 | if (status != ClpSimplex::basic) { |
221 | if (model->getRowStatus(i) != ClpSimplex::basic) { |
222 | model->setColumnStatus(iPivot, ClpSimplex::atLowerBound); |
223 | model->setRowStatus(i, ClpSimplex::basic); |
224 | pivotVariable[i] = i + numberColumns; |
225 | model->dualRowSolution()[i] = 0.0; |
226 | model->djRegion(0)[i] = 0.0; |
227 | array->add(i, dual); |
228 | offset += dual * model->solutionRegion(0)[i]; |
229 | } |
230 | } |
231 | if (fabs(dual) < 1.0e-5) |
232 | nZeroDual++; |
233 | } |
234 | } |
235 | } |
236 | printf("out of %d dense, %d still in basis, %d at bound, %d with zero dual - offset %g\n" , |
237 | numberSave, nStill, nAtBound, nZeroDual, offset); |
238 | if (array->getNumElements()) { |
239 | // modify costs |
240 | model->clpMatrix()->transposeTimes(model, 1.0, array, model->columnArray(0), |
241 | objArray); |
242 | array->clear(); |
243 | int n = objArray->getNumElements(); |
244 | int * indices = objArray->getIndices(); |
245 | double * elements = objArray->denseVector(); |
246 | for (i = 0; i < n; i++) { |
247 | int iColumn = indices[i]; |
248 | cost[iColumn] -= elements[iColumn]; |
249 | elements[iColumn] = 0.0; |
250 | } |
251 | objArray->setNumElements(0); |
252 | } |
253 | } |
254 | #endif |
255 | // Seems to prefer things in order so quickest |
256 | // way is to go though like this |
257 | for (i = 0; i < numberRows; i++) { |
258 | if (model->getRowStatus(i) == ClpSimplex::basic) |
259 | pivotTemp[numberBasic++] = i; |
260 | } |
261 | numberRowBasic = numberBasic; |
262 | /* Put column basic variables into pivotVariable |
263 | This is done by ClpMatrixBase to allow override for gub |
264 | */ |
265 | matrix->generalExpanded(model, 0, numberBasic); |
266 | } else { |
267 | // Long matrix - do a different way |
268 | bool fullSearch = false; |
269 | for (i = 0; i < numberRows; i++) { |
270 | int iPivot = pivotVariable[i]; |
271 | if (iPivot >= numberColumns) { |
272 | pivotTemp[numberBasic++] = iPivot - numberColumns; |
273 | } |
274 | } |
275 | numberRowBasic = numberBasic; |
276 | for (i = 0; i < numberRows; i++) { |
277 | int iPivot = pivotVariable[i]; |
278 | if (iPivot < numberColumns) { |
279 | if (iPivot >= 0) { |
280 | pivotTemp[numberBasic++] = iPivot; |
281 | } else { |
282 | // not full basis |
283 | fullSearch = true; |
284 | break; |
285 | } |
286 | } |
287 | } |
288 | if (fullSearch) { |
289 | // do slow way |
290 | numberBasic = 0; |
291 | for (i = 0; i < numberRows; i++) { |
292 | if (model->getRowStatus(i) == ClpSimplex::basic) |
293 | pivotTemp[numberBasic++] = i; |
294 | } |
295 | numberRowBasic = numberBasic; |
296 | /* Put column basic variables into pivotVariable |
297 | This is done by ClpMatrixBase to allow override for gub |
298 | */ |
299 | matrix->generalExpanded(model, 0, numberBasic); |
300 | } |
301 | } |
302 | if (numberBasic > model->maximumBasic()) { |
303 | #if 0 // ndef NDEBUG |
304 | printf("%d basic - should only be %d\n" , |
305 | numberBasic, numberRows); |
306 | #endif |
307 | // Take out some |
308 | numberBasic = numberRowBasic; |
309 | for (int i = 0; i < numberColumns; i++) { |
310 | if (model->getColumnStatus(i) == ClpSimplex::basic) { |
311 | if (numberBasic < numberRows) |
312 | numberBasic++; |
313 | else |
314 | model->setColumnStatus(i, ClpSimplex::superBasic); |
315 | } |
316 | } |
317 | numberBasic = numberRowBasic; |
318 | matrix->generalExpanded(model, 0, numberBasic); |
319 | } |
320 | #ifndef SLIM_CLP |
321 | // see if matrix a network |
322 | #ifndef NO_RTTI |
323 | ClpNetworkMatrix* networkMatrix = |
324 | dynamic_cast< ClpNetworkMatrix*>(model->clpMatrix()); |
325 | #else |
326 | ClpNetworkMatrix* networkMatrix = NULL; |
327 | if (model->clpMatrix()->type() == 11) |
328 | networkMatrix = |
329 | static_cast< ClpNetworkMatrix*>(model->clpMatrix()); |
330 | #endif |
331 | // If network - still allow ordinary factorization first time for laziness |
332 | if (networkMatrix) |
333 | biasLU_ = 0; // All to U if network |
334 | //int saveMaximumPivots = maximumPivots(); |
335 | delete networkBasis_; |
336 | networkBasis_ = NULL; |
337 | if (networkMatrix && !doCheck) |
338 | maximumPivots(1); |
339 | #endif |
340 | //printf("L, U, R %d %d %d\n",numberElementsL(),numberElementsU(),numberElementsR()); |
341 | while (status_ == -99) { |
342 | // maybe for speed will be better to leave as many regions as possible |
343 | gutsOfDestructor(); |
344 | gutsOfInitialize(2); |
345 | CoinBigIndex numberElements = numberRowBasic; |
346 | |
347 | // compute how much in basis |
348 | |
349 | int i; |
350 | // can change for gub |
351 | int numberColumnBasic = numberBasic - numberRowBasic; |
352 | |
353 | numberElements += matrix->countBasis(model, |
354 | pivotTemp + numberRowBasic, |
355 | numberRowBasic, |
356 | numberColumnBasic); |
357 | // and recompute as network side say different |
358 | if (model->numberIterations()) |
359 | numberRowBasic = numberBasic - numberColumnBasic; |
360 | numberElements = 3 * numberBasic + 3 * numberElements + 20000; |
361 | #if 0 |
362 | // If iteration not zero then may be compressed |
363 | getAreas ( !model->numberIterations() ? numberRows : numberBasic, |
364 | numberRowBasic + numberColumnBasic, numberElements, |
365 | 2 * numberElements ); |
366 | #else |
367 | getAreas ( numberRows, |
368 | numberRowBasic + numberColumnBasic, numberElements, |
369 | 2 * numberElements ); |
370 | #endif |
371 | //fill |
372 | // Fill in counts so we can skip part of preProcess |
373 | int * numberInRow = numberInRow_.array(); |
374 | int * numberInColumn = numberInColumn_.array(); |
375 | CoinZeroN ( numberInRow, numberRows_ + 1 ); |
376 | CoinZeroN ( numberInColumn, maximumColumnsExtra_ + 1 ); |
377 | double * elementU = elementU_.array(); |
378 | int * indexRowU = indexRowU_.array(); |
379 | CoinBigIndex * startColumnU = startColumnU_.array(); |
380 | for (i = 0; i < numberRowBasic; i++) { |
381 | int iRow = pivotTemp[i]; |
382 | indexRowU[i] = iRow; |
383 | startColumnU[i] = i; |
384 | elementU[i] = slackValue_; |
385 | numberInRow[iRow] = 1; |
386 | numberInColumn[i] = 1; |
387 | } |
388 | startColumnU[numberRowBasic] = numberRowBasic; |
389 | // can change for gub so redo |
390 | numberColumnBasic = numberBasic - numberRowBasic; |
391 | matrix->fillBasis(model, |
392 | pivotTemp + numberRowBasic, |
393 | numberColumnBasic, |
394 | indexRowU, |
395 | startColumnU + numberRowBasic, |
396 | numberInRow, |
397 | numberInColumn + numberRowBasic, |
398 | elementU); |
399 | #if 0 |
400 | { |
401 | printf("%d row basic, %d column basic\n" , numberRowBasic, numberColumnBasic); |
402 | for (int i = 0; i < numberElements; i++) |
403 | printf("row %d col %d value %g\n" , indexRowU_.array()[i], indexColumnU_[i], |
404 | elementU_.array()[i]); |
405 | } |
406 | #endif |
407 | // recompute number basic |
408 | numberBasic = numberRowBasic + numberColumnBasic; |
409 | if (numberBasic) |
410 | numberElements = startColumnU[numberBasic-1] |
411 | + numberInColumn[numberBasic-1]; |
412 | else |
413 | numberElements = 0; |
414 | lengthU_ = numberElements; |
415 | //saveFactorization("dump.d"); |
416 | if (biasLU_ >= 3 || numberRows_ != numberColumns_) |
417 | preProcess ( 2 ); |
418 | else |
419 | preProcess ( 3 ); // no row copy |
420 | factor ( ); |
421 | if (status_ == -99) { |
422 | // get more memory |
423 | areaFactor(2.0 * areaFactor()); |
424 | } else if (status_ == -1 && model->numberIterations() == 0 && |
425 | denseThreshold_) { |
426 | // Round again without dense |
427 | denseThreshold_ = 0; |
428 | status_ = -99; |
429 | } |
430 | } |
431 | // If we get here status is 0 or -1 |
432 | if (status_ == 0) { |
433 | // We may need to tamper with order and redo - e.g. network with side |
434 | int useNumberRows = numberRows; |
435 | // **** we will also need to add test in dual steepest to do |
436 | // as we do for network |
437 | matrix->generalExpanded(model, 12, useNumberRows); |
438 | const int * permuteBack = permuteBack_.array(); |
439 | const int * back = pivotColumnBack_.array(); |
440 | //int * pivotTemp = pivotColumn_.array(); |
441 | //ClpDisjointCopyN ( pivotVariable, numberRows , pivotTemp ); |
442 | // Redo pivot order |
443 | for (i = 0; i < numberRowBasic; i++) { |
444 | int k = pivotTemp[i]; |
445 | // so rowIsBasic[k] would be permuteBack[back[i]] |
446 | pivotVariable[permuteBack[back[i]]] = k + numberColumns; |
447 | } |
448 | for (; i < useNumberRows; i++) { |
449 | int k = pivotTemp[i]; |
450 | // so rowIsBasic[k] would be permuteBack[back[i]] |
451 | pivotVariable[permuteBack[back[i]]] = k; |
452 | } |
453 | #if 0 |
454 | if (numberSave >= 0) { |
455 | numberSave = numberDense_; |
456 | memset(saveList, 0, ((numberRows_ + 31) >> 5)*sizeof(int)); |
457 | for (i = numberRows_ - numberSave; i < numberRows_; i++) { |
458 | int k = pivotTemp[pivotColumn_.array()[i]]; |
459 | setDense(k); |
460 | } |
461 | } |
462 | #endif |
463 | // Set up permutation vector |
464 | // these arrays start off as copies of permute |
465 | // (and we could use permute_ instead of pivotColumn (not back though)) |
466 | ClpDisjointCopyN ( permute_.array(), useNumberRows , pivotColumn_.array() ); |
467 | ClpDisjointCopyN ( permuteBack_.array(), useNumberRows , pivotColumnBack_.array() ); |
468 | #ifndef SLIM_CLP |
469 | if (networkMatrix) { |
470 | maximumPivots(CoinMax(2000, maximumPivots())); |
471 | // redo arrays |
472 | for (int iRow = 0; iRow < 4; iRow++) { |
473 | int length = model->numberRows() + maximumPivots(); |
474 | if (iRow == 3 || model->objectiveAsObject()->type() > 1) |
475 | length += model->numberColumns(); |
476 | model->rowArray(iRow)->reserve(length); |
477 | } |
478 | // create network factorization |
479 | if (doCheck) |
480 | delete networkBasis_; // temp |
481 | networkBasis_ = new ClpNetworkBasis(model, numberRows_, |
482 | pivotRegion_.array(), |
483 | permuteBack_.array(), |
484 | startColumnU_.array(), |
485 | numberInColumn_.array(), |
486 | indexRowU_.array(), |
487 | elementU_.array()); |
488 | // kill off arrays in ordinary factorization |
489 | if (!doCheck) { |
490 | gutsOfDestructor(); |
491 | // but make sure numberRows_ set |
492 | numberRows_ = model->numberRows(); |
493 | status_ = 0; |
494 | #if 0 |
495 | // but put back permute arrays so odd things will work |
496 | int numberRows = model->numberRows(); |
497 | pivotColumnBack_ = new int [numberRows]; |
498 | permute_ = new int [numberRows]; |
499 | int i; |
500 | for (i = 0; i < numberRows; i++) { |
501 | pivotColumnBack_[i] = i; |
502 | permute_[i] = i; |
503 | } |
504 | #endif |
505 | } |
506 | } else { |
507 | #endif |
508 | // See if worth going sparse and when |
509 | if (numberFtranCounts_ > 100) { |
510 | ftranCountInput_ = CoinMax(ftranCountInput_, 1.0); |
511 | ftranAverageAfterL_ = CoinMax(ftranCountAfterL_ / ftranCountInput_, 1.0); |
512 | ftranAverageAfterR_ = CoinMax(ftranCountAfterR_ / ftranCountAfterL_, 1.0); |
513 | ftranAverageAfterU_ = CoinMax(ftranCountAfterU_ / ftranCountAfterR_, 1.0); |
514 | if (btranCountInput_ && btranCountAfterU_ && btranCountAfterR_) { |
515 | btranAverageAfterU_ = CoinMax(btranCountAfterU_ / btranCountInput_, 1.0); |
516 | btranAverageAfterR_ = CoinMax(btranCountAfterR_ / btranCountAfterU_, 1.0); |
517 | btranAverageAfterL_ = CoinMax(btranCountAfterL_ / btranCountAfterR_, 1.0); |
518 | } else { |
519 | // we have not done any useful btrans (values pass?) |
520 | btranAverageAfterU_ = 1.0; |
521 | btranAverageAfterR_ = 1.0; |
522 | btranAverageAfterL_ = 1.0; |
523 | } |
524 | } |
525 | // scale back |
526 | |
527 | ftranCountInput_ *= 0.8; |
528 | ftranCountAfterL_ *= 0.8; |
529 | ftranCountAfterR_ *= 0.8; |
530 | ftranCountAfterU_ *= 0.8; |
531 | btranCountInput_ *= 0.8; |
532 | btranCountAfterU_ *= 0.8; |
533 | btranCountAfterR_ *= 0.8; |
534 | btranCountAfterL_ *= 0.8; |
535 | #ifndef SLIM_CLP |
536 | } |
537 | #endif |
538 | } else if (status_ == -1 && (solveType == 0 || solveType == 2)) { |
539 | // This needs redoing as it was merged coding - does not need array |
540 | int numberTotal = numberRows + numberColumns; |
541 | int * isBasic = new int [numberTotal]; |
542 | int * rowIsBasic = isBasic + numberColumns; |
543 | int * columnIsBasic = isBasic; |
544 | for (i = 0; i < numberTotal; i++) |
545 | isBasic[i] = -1; |
546 | for (i = 0; i < numberRowBasic; i++) { |
547 | int iRow = pivotTemp[i]; |
548 | rowIsBasic[iRow] = 1; |
549 | } |
550 | for (; i < numberBasic; i++) { |
551 | int iColumn = pivotTemp[i]; |
552 | columnIsBasic[iColumn] = 1; |
553 | } |
554 | numberBasic = 0; |
555 | for (i = 0; i < numberRows; i++) |
556 | pivotVariable[i] = -1; |
557 | // mark as basic or non basic |
558 | const int * pivotColumn = pivotColumn_.array(); |
559 | for (i = 0; i < numberRows; i++) { |
560 | if (rowIsBasic[i] >= 0) { |
561 | if (pivotColumn[numberBasic] >= 0) { |
562 | rowIsBasic[i] = pivotColumn[numberBasic]; |
563 | } else { |
564 | rowIsBasic[i] = -1; |
565 | model->setRowStatus(i, ClpSimplex::superBasic); |
566 | } |
567 | numberBasic++; |
568 | } |
569 | } |
570 | for (i = 0; i < numberColumns; i++) { |
571 | if (columnIsBasic[i] >= 0) { |
572 | if (pivotColumn[numberBasic] >= 0) |
573 | columnIsBasic[i] = pivotColumn[numberBasic]; |
574 | else |
575 | columnIsBasic[i] = -1; |
576 | numberBasic++; |
577 | } |
578 | } |
579 | // leave pivotVariable in useful form for cleaning basis |
580 | int * pivotVariable = model->pivotVariable(); |
581 | for (i = 0; i < numberRows; i++) { |
582 | pivotVariable[i] = -1; |
583 | } |
584 | |
585 | for (i = 0; i < numberRows; i++) { |
586 | if (model->getRowStatus(i) == ClpSimplex::basic) { |
587 | int iPivot = rowIsBasic[i]; |
588 | if (iPivot >= 0) |
589 | pivotVariable[iPivot] = i + numberColumns; |
590 | } |
591 | } |
592 | for (i = 0; i < numberColumns; i++) { |
593 | if (model->getColumnStatus(i) == ClpSimplex::basic) { |
594 | int iPivot = columnIsBasic[i]; |
595 | if (iPivot >= 0) |
596 | pivotVariable[iPivot] = i; |
597 | } |
598 | } |
599 | delete [] isBasic; |
600 | double * columnLower = model->lowerRegion(); |
601 | double * columnUpper = model->upperRegion(); |
602 | double * columnActivity = model->solutionRegion(); |
603 | double * rowLower = model->lowerRegion(0); |
604 | double * rowUpper = model->upperRegion(0); |
605 | double * rowActivity = model->solutionRegion(0); |
606 | //redo basis - first take ALL columns out |
607 | int iColumn; |
608 | double largeValue = model->largeValue(); |
609 | for (iColumn = 0; iColumn < numberColumns; iColumn++) { |
610 | if (model->getColumnStatus(iColumn) == ClpSimplex::basic) { |
611 | // take out |
612 | if (!valuesPass) { |
613 | double lower = columnLower[iColumn]; |
614 | double upper = columnUpper[iColumn]; |
615 | double value = columnActivity[iColumn]; |
616 | if (lower > -largeValue || upper < largeValue) { |
617 | if (fabs(value - lower) < fabs(value - upper)) { |
618 | model->setColumnStatus(iColumn, ClpSimplex::atLowerBound); |
619 | columnActivity[iColumn] = lower; |
620 | } else { |
621 | model->setColumnStatus(iColumn, ClpSimplex::atUpperBound); |
622 | columnActivity[iColumn] = upper; |
623 | } |
624 | } else { |
625 | model->setColumnStatus(iColumn, ClpSimplex::isFree); |
626 | } |
627 | } else { |
628 | model->setColumnStatus(iColumn, ClpSimplex::superBasic); |
629 | } |
630 | } |
631 | } |
632 | int iRow; |
633 | for (iRow = 0; iRow < numberRows; iRow++) { |
634 | int iSequence = pivotVariable[iRow]; |
635 | if (iSequence >= 0) { |
636 | // basic |
637 | if (iSequence >= numberColumns) { |
638 | // slack in - leave |
639 | //assert (iSequence-numberColumns==iRow); |
640 | } else { |
641 | assert(model->getRowStatus(iRow) != ClpSimplex::basic); |
642 | // put back structural |
643 | model->setColumnStatus(iSequence, ClpSimplex::basic); |
644 | } |
645 | } else { |
646 | // put in slack |
647 | model->setRowStatus(iRow, ClpSimplex::basic); |
648 | } |
649 | } |
650 | // Put back any key variables for gub (status_ not touched) |
651 | matrix->generalExpanded(model, 1, status_); |
652 | // signal repeat |
653 | status_ = -99; |
654 | // set fixed if they are |
655 | for (iRow = 0; iRow < numberRows; iRow++) { |
656 | if (model->getRowStatus(iRow) != ClpSimplex::basic ) { |
657 | if (rowLower[iRow] == rowUpper[iRow]) { |
658 | rowActivity[iRow] = rowLower[iRow]; |
659 | model->setRowStatus(iRow, ClpSimplex::isFixed); |
660 | } |
661 | } |
662 | } |
663 | for (iColumn = 0; iColumn < numberColumns; iColumn++) { |
664 | if (model->getColumnStatus(iColumn) != ClpSimplex::basic ) { |
665 | if (columnLower[iColumn] == columnUpper[iColumn]) { |
666 | columnActivity[iColumn] = columnLower[iColumn]; |
667 | model->setColumnStatus(iColumn, ClpSimplex::isFixed); |
668 | } |
669 | } |
670 | } |
671 | } |
672 | } |
673 | #ifndef SLIM_CLP |
674 | } else { |
675 | // network - fake factorization - do nothing |
676 | status_ = 0; |
677 | numberPivots_ = 0; |
678 | } |
679 | #endif |
680 | #ifndef SLIM_CLP |
681 | if (!status_) { |
682 | // take out part if quadratic |
683 | if (model->algorithm() == 2) { |
684 | ClpObjective * obj = model->objectiveAsObject(); |
685 | #ifndef NDEBUG |
686 | ClpQuadraticObjective * quadraticObj = (dynamic_cast< ClpQuadraticObjective*>(obj)); |
687 | assert (quadraticObj); |
688 | #else |
689 | ClpQuadraticObjective * quadraticObj = (static_cast< ClpQuadraticObjective*>(obj)); |
690 | #endif |
691 | CoinPackedMatrix * quadratic = quadraticObj->quadraticObjective(); |
692 | int numberXColumns = quadratic->getNumCols(); |
693 | assert (numberXColumns < numberColumns); |
694 | int base = numberColumns - numberXColumns; |
695 | int * which = new int [numberXColumns]; |
696 | int * pivotVariable = model->pivotVariable(); |
697 | int * permute = pivotColumn(); |
698 | int i; |
699 | int n = 0; |
700 | for (i = 0; i < numberRows; i++) { |
701 | int iSj = pivotVariable[i] - base; |
702 | if (iSj >= 0 && iSj < numberXColumns) |
703 | which[n++] = permute[i]; |
704 | } |
705 | if (n) |
706 | emptyRows(n, which); |
707 | delete [] which; |
708 | } |
709 | } |
710 | #endif |
711 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
712 | factorization_instrument(2); |
713 | #endif |
714 | return status_; |
715 | } |
716 | /* Replaces one Column to basis, |
717 | returns 0=OK, 1=Probably OK, 2=singular, 3=no room |
718 | If checkBeforeModifying is true will do all accuracy checks |
719 | before modifying factorization. Whether to set this depends on |
720 | speed considerations. You could just do this on first iteration |
721 | after factorization and thereafter re-factorize |
722 | partial update already in U */ |
723 | int |
724 | ClpFactorization::replaceColumn ( const ClpSimplex * model, |
725 | CoinIndexedVector * regionSparse, |
726 | CoinIndexedVector * tableauColumn, |
727 | int pivotRow, |
728 | double pivotCheck , |
729 | bool checkBeforeModifying, |
730 | double acceptablePivot) |
731 | { |
732 | int returnCode; |
733 | #ifndef SLIM_CLP |
734 | if (!networkBasis_) { |
735 | #endif |
736 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
737 | factorization_instrument(-1); |
738 | #endif |
739 | // see if FT |
740 | if (doForrestTomlin_) { |
741 | returnCode = CoinFactorization::replaceColumn(regionSparse, |
742 | pivotRow, |
743 | pivotCheck, |
744 | checkBeforeModifying, |
745 | acceptablePivot); |
746 | } else { |
747 | returnCode = CoinFactorization::replaceColumnPFI(tableauColumn, |
748 | pivotRow, pivotCheck); // Note array |
749 | } |
750 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
751 | factorization_instrument(3); |
752 | #endif |
753 | |
754 | #ifndef SLIM_CLP |
755 | } else { |
756 | if (doCheck) { |
757 | returnCode = CoinFactorization::replaceColumn(regionSparse, |
758 | pivotRow, |
759 | pivotCheck, |
760 | checkBeforeModifying, |
761 | acceptablePivot); |
762 | networkBasis_->replaceColumn(regionSparse, |
763 | pivotRow); |
764 | } else { |
765 | // increase number of pivots |
766 | numberPivots_++; |
767 | returnCode = networkBasis_->replaceColumn(regionSparse, |
768 | pivotRow); |
769 | } |
770 | } |
771 | #endif |
772 | return returnCode; |
773 | } |
774 | |
775 | /* Updates one column (FTRAN) from region2 |
776 | number returned is negative if no room |
777 | region1 starts as zero and is zero at end */ |
778 | int |
779 | ClpFactorization::updateColumnFT ( CoinIndexedVector * regionSparse, |
780 | CoinIndexedVector * regionSparse2) |
781 | { |
782 | #ifdef CLP_DEBUG |
783 | regionSparse->checkClear(); |
784 | #endif |
785 | if (!numberRows_) |
786 | return 0; |
787 | #ifndef SLIM_CLP |
788 | if (!networkBasis_) { |
789 | #endif |
790 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
791 | factorization_instrument(-1); |
792 | #endif |
793 | collectStatistics_ = true; |
794 | int returnCode = CoinFactorization::updateColumnFT(regionSparse, |
795 | regionSparse2); |
796 | collectStatistics_ = false; |
797 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
798 | factorization_instrument(4); |
799 | #endif |
800 | return returnCode; |
801 | #ifndef SLIM_CLP |
802 | } else { |
803 | #ifdef CHECK_NETWORK |
804 | CoinIndexedVector * save = new CoinIndexedVector(*regionSparse2); |
805 | double * check = new double[numberRows_]; |
806 | int returnCode = CoinFactorization::updateColumnFT(regionSparse, |
807 | regionSparse2); |
808 | networkBasis_->updateColumn(regionSparse, save, -1); |
809 | int i; |
810 | double * array = regionSparse2->denseVector(); |
811 | int * indices = regionSparse2->getIndices(); |
812 | int n = regionSparse2->getNumElements(); |
813 | memset(check, 0, numberRows_ * sizeof(double)); |
814 | double * array2 = save->denseVector(); |
815 | int * indices2 = save->getIndices(); |
816 | int n2 = save->getNumElements(); |
817 | assert (n == n2); |
818 | if (save->packedMode()) { |
819 | for (i = 0; i < n; i++) { |
820 | check[indices[i]] = array[i]; |
821 | } |
822 | for (i = 0; i < n; i++) { |
823 | double value2 = array2[i]; |
824 | assert (check[indices2[i]] == value2); |
825 | } |
826 | } else { |
827 | for (i = 0; i < numberRows_; i++) { |
828 | double value1 = array[i]; |
829 | double value2 = array2[i]; |
830 | assert (value1 == value2); |
831 | } |
832 | } |
833 | delete save; |
834 | delete [] check; |
835 | return returnCode; |
836 | #else |
837 | networkBasis_->updateColumn(regionSparse, regionSparse2, -1); |
838 | return 1; |
839 | #endif |
840 | } |
841 | #endif |
842 | } |
843 | /* Updates one column (FTRAN) from region2 |
844 | number returned is negative if no room |
845 | region1 starts as zero and is zero at end */ |
846 | int |
847 | ClpFactorization::updateColumn ( CoinIndexedVector * regionSparse, |
848 | CoinIndexedVector * regionSparse2, |
849 | bool noPermute) const |
850 | { |
851 | #ifdef CLP_DEBUG |
852 | if (!noPermute) |
853 | regionSparse->checkClear(); |
854 | #endif |
855 | if (!numberRows_) |
856 | return 0; |
857 | #ifndef SLIM_CLP |
858 | if (!networkBasis_) { |
859 | #endif |
860 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
861 | factorization_instrument(-1); |
862 | #endif |
863 | collectStatistics_ = true; |
864 | int returnCode = CoinFactorization::updateColumn(regionSparse, |
865 | regionSparse2, |
866 | noPermute); |
867 | collectStatistics_ = false; |
868 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
869 | factorization_instrument(5); |
870 | #endif |
871 | return returnCode; |
872 | #ifndef SLIM_CLP |
873 | } else { |
874 | #ifdef CHECK_NETWORK |
875 | CoinIndexedVector * save = new CoinIndexedVector(*regionSparse2); |
876 | double * check = new double[numberRows_]; |
877 | int returnCode = CoinFactorization::updateColumn(regionSparse, |
878 | regionSparse2, |
879 | noPermute); |
880 | networkBasis_->updateColumn(regionSparse, save, -1); |
881 | int i; |
882 | double * array = regionSparse2->denseVector(); |
883 | int * indices = regionSparse2->getIndices(); |
884 | int n = regionSparse2->getNumElements(); |
885 | memset(check, 0, numberRows_ * sizeof(double)); |
886 | double * array2 = save->denseVector(); |
887 | int * indices2 = save->getIndices(); |
888 | int n2 = save->getNumElements(); |
889 | assert (n == n2); |
890 | if (save->packedMode()) { |
891 | for (i = 0; i < n; i++) { |
892 | check[indices[i]] = array[i]; |
893 | } |
894 | for (i = 0; i < n; i++) { |
895 | double value2 = array2[i]; |
896 | assert (check[indices2[i]] == value2); |
897 | } |
898 | } else { |
899 | for (i = 0; i < numberRows_; i++) { |
900 | double value1 = array[i]; |
901 | double value2 = array2[i]; |
902 | assert (value1 == value2); |
903 | } |
904 | } |
905 | delete save; |
906 | delete [] check; |
907 | return returnCode; |
908 | #else |
909 | networkBasis_->updateColumn(regionSparse, regionSparse2, -1); |
910 | return 1; |
911 | #endif |
912 | } |
913 | #endif |
914 | } |
915 | /* Updates one column (FTRAN) from region2 |
916 | Tries to do FT update |
917 | number returned is negative if no room. |
918 | Also updates region3 |
919 | region1 starts as zero and is zero at end */ |
920 | int |
921 | ClpFactorization::updateTwoColumnsFT ( CoinIndexedVector * regionSparse1, |
922 | CoinIndexedVector * regionSparse2, |
923 | CoinIndexedVector * regionSparse3, |
924 | bool noPermuteRegion3) |
925 | { |
926 | int returnCode = updateColumnFT(regionSparse1, regionSparse2); |
927 | updateColumn(regionSparse1, regionSparse3, noPermuteRegion3); |
928 | return returnCode; |
929 | } |
930 | /* Updates one column (FTRAN) from region2 |
931 | number returned is negative if no room |
932 | region1 starts as zero and is zero at end */ |
933 | int |
934 | ClpFactorization::updateColumnForDebug ( CoinIndexedVector * regionSparse, |
935 | CoinIndexedVector * regionSparse2, |
936 | bool noPermute) const |
937 | { |
938 | if (!noPermute) |
939 | regionSparse->checkClear(); |
940 | if (!numberRows_) |
941 | return 0; |
942 | collectStatistics_ = false; |
943 | int returnCode = CoinFactorization::updateColumn(regionSparse, |
944 | regionSparse2, |
945 | noPermute); |
946 | return returnCode; |
947 | } |
948 | /* Updates one column (BTRAN) from region2 |
949 | region1 starts as zero and is zero at end */ |
950 | int |
951 | ClpFactorization::updateColumnTranspose ( CoinIndexedVector * regionSparse, |
952 | CoinIndexedVector * regionSparse2) const |
953 | { |
954 | if (!numberRows_) |
955 | return 0; |
956 | #ifndef SLIM_CLP |
957 | if (!networkBasis_) { |
958 | #endif |
959 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
960 | factorization_instrument(-1); |
961 | #endif |
962 | collectStatistics_ = true; |
963 | int returnCode = CoinFactorization::updateColumnTranspose(regionSparse, |
964 | regionSparse2); |
965 | collectStatistics_ = false; |
966 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
967 | factorization_instrument(6); |
968 | #endif |
969 | return returnCode; |
970 | #ifndef SLIM_CLP |
971 | } else { |
972 | #ifdef CHECK_NETWORK |
973 | CoinIndexedVector * save = new CoinIndexedVector(*regionSparse2); |
974 | double * check = new double[numberRows_]; |
975 | int returnCode = CoinFactorization::updateColumnTranspose(regionSparse, |
976 | regionSparse2); |
977 | networkBasis_->updateColumnTranspose(regionSparse, save); |
978 | int i; |
979 | double * array = regionSparse2->denseVector(); |
980 | int * indices = regionSparse2->getIndices(); |
981 | int n = regionSparse2->getNumElements(); |
982 | memset(check, 0, numberRows_ * sizeof(double)); |
983 | double * array2 = save->denseVector(); |
984 | int * indices2 = save->getIndices(); |
985 | int n2 = save->getNumElements(); |
986 | assert (n == n2); |
987 | if (save->packedMode()) { |
988 | for (i = 0; i < n; i++) { |
989 | check[indices[i]] = array[i]; |
990 | } |
991 | for (i = 0; i < n; i++) { |
992 | double value2 = array2[i]; |
993 | assert (check[indices2[i]] == value2); |
994 | } |
995 | } else { |
996 | for (i = 0; i < numberRows_; i++) { |
997 | double value1 = array[i]; |
998 | double value2 = array2[i]; |
999 | assert (value1 == value2); |
1000 | } |
1001 | } |
1002 | delete save; |
1003 | delete [] check; |
1004 | return returnCode; |
1005 | #else |
1006 | return networkBasis_->updateColumnTranspose(regionSparse, regionSparse2); |
1007 | #endif |
1008 | } |
1009 | #endif |
1010 | } |
1011 | /* makes a row copy of L for speed and to allow very sparse problems */ |
1012 | void |
1013 | ClpFactorization::goSparse() |
1014 | { |
1015 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1016 | factorization_instrument(-1); |
1017 | #endif |
1018 | #ifndef SLIM_CLP |
1019 | if (!networkBasis_) |
1020 | #endif |
1021 | CoinFactorization::goSparse(); |
1022 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1023 | factorization_instrument(7); |
1024 | #endif |
1025 | } |
1026 | // Cleans up i.e. gets rid of network basis |
1027 | void |
1028 | ClpFactorization::cleanUp() |
1029 | { |
1030 | #ifndef SLIM_CLP |
1031 | delete networkBasis_; |
1032 | networkBasis_ = NULL; |
1033 | #endif |
1034 | resetStatistics(); |
1035 | } |
1036 | /// Says whether to redo pivot order |
1037 | bool |
1038 | ClpFactorization::needToReorder() const |
1039 | { |
1040 | #ifdef CHECK_NETWORK |
1041 | return true; |
1042 | #endif |
1043 | #ifndef SLIM_CLP |
1044 | if (!networkBasis_) |
1045 | #endif |
1046 | return true; |
1047 | #ifndef SLIM_CLP |
1048 | else |
1049 | return false; |
1050 | #endif |
1051 | } |
1052 | // Get weighted row list |
1053 | void |
1054 | ClpFactorization::getWeights(int * weights) const |
1055 | { |
1056 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1057 | factorization_instrument(-1); |
1058 | #endif |
1059 | #ifndef SLIM_CLP |
1060 | if (networkBasis_) { |
1061 | // Network - just unit |
1062 | for (int i = 0; i < numberRows_; i++) |
1063 | weights[i] = 1; |
1064 | return; |
1065 | } |
1066 | #endif |
1067 | int * numberInRow = numberInRow_.array(); |
1068 | int * numberInColumn = numberInColumn_.array(); |
1069 | int * permuteBack = pivotColumnBack_.array(); |
1070 | int * indexRowU = indexRowU_.array(); |
1071 | const CoinBigIndex * startColumnU = startColumnU_.array(); |
1072 | const CoinBigIndex * startRowL = startRowL_.array(); |
1073 | if (!startRowL || !numberInRow_.array()) { |
1074 | int * temp = new int[numberRows_]; |
1075 | memset(temp, 0, numberRows_ * sizeof(int)); |
1076 | int i; |
1077 | for (i = 0; i < numberRows_; i++) { |
1078 | // one for pivot |
1079 | temp[i]++; |
1080 | CoinBigIndex j; |
1081 | for (j = startColumnU[i]; j < startColumnU[i] + numberInColumn[i]; j++) { |
1082 | int iRow = indexRowU[j]; |
1083 | temp[iRow]++; |
1084 | } |
1085 | } |
1086 | CoinBigIndex * startColumnL = startColumnL_.array(); |
1087 | int * indexRowL = indexRowL_.array(); |
1088 | for (i = baseL_; i < baseL_ + numberL_; i++) { |
1089 | CoinBigIndex j; |
1090 | for (j = startColumnL[i]; j < startColumnL[i+1]; j++) { |
1091 | int iRow = indexRowL[j]; |
1092 | temp[iRow]++; |
1093 | } |
1094 | } |
1095 | for (i = 0; i < numberRows_; i++) { |
1096 | int number = temp[i]; |
1097 | int iPermute = permuteBack[i]; |
1098 | weights[iPermute] = number; |
1099 | } |
1100 | delete [] temp; |
1101 | } else { |
1102 | int i; |
1103 | for (i = 0; i < numberRows_; i++) { |
1104 | int number = startRowL[i+1] - startRowL[i] + numberInRow[i] + 1; |
1105 | //number = startRowL[i+1]-startRowL[i]+1; |
1106 | //number = numberInRow[i]+1; |
1107 | int iPermute = permuteBack[i]; |
1108 | weights[iPermute] = number; |
1109 | } |
1110 | } |
1111 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1112 | factorization_instrument(8); |
1113 | #endif |
1114 | } |
1115 | #else |
1116 | // This one allows multiple factorizations |
1117 | #if CLP_MULTIPLE_FACTORIZATIONS == 1 |
1118 | typedef CoinDenseFactorization CoinOtherFactorization; |
1119 | typedef CoinOslFactorization CoinOtherFactorization; |
1120 | #elif CLP_MULTIPLE_FACTORIZATIONS == 2 |
1121 | #include "CoinSimpFactorization.hpp" |
1122 | typedef CoinSimpFactorization CoinOtherFactorization; |
1123 | typedef CoinOslFactorization CoinOtherFactorization; |
1124 | #elif CLP_MULTIPLE_FACTORIZATIONS == 3 |
1125 | #include "CoinSimpFactorization.hpp" |
1126 | #define CoinOslFactorization CoinDenseFactorization |
1127 | #elif CLP_MULTIPLE_FACTORIZATIONS == 4 |
1128 | #include "CoinSimpFactorization.hpp" |
1129 | //#define CoinOslFactorization CoinDenseFactorization |
1130 | #include "CoinOslFactorization.hpp" |
1131 | #endif |
1132 | |
1133 | //------------------------------------------------------------------- |
1134 | // Default Constructor |
1135 | //------------------------------------------------------------------- |
1136 | ClpFactorization::ClpFactorization () |
1137 | { |
1138 | #ifndef SLIM_CLP |
1139 | networkBasis_ = NULL; |
1140 | #endif |
1141 | //coinFactorizationA_ = NULL; |
1142 | coinFactorizationA_ = new CoinFactorization() ; |
1143 | coinFactorizationB_ = NULL; |
1144 | //coinFactorizationB_ = new CoinOtherFactorization(); |
1145 | forceB_ = 0; |
1146 | goOslThreshold_ = -1; |
1147 | goDenseThreshold_ = -1; |
1148 | goSmallThreshold_ = -1; |
1149 | } |
1150 | |
1151 | //------------------------------------------------------------------- |
1152 | // Copy constructor |
1153 | //------------------------------------------------------------------- |
1154 | ClpFactorization::ClpFactorization (const ClpFactorization & rhs, |
1155 | int denseIfSmaller) |
1156 | { |
1157 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1158 | factorization_instrument(-1); |
1159 | #endif |
1160 | #ifndef SLIM_CLP |
1161 | if (rhs.networkBasis_) |
1162 | networkBasis_ = new ClpNetworkBasis(*(rhs.networkBasis_)); |
1163 | else |
1164 | networkBasis_ = NULL; |
1165 | #endif |
1166 | forceB_ = rhs.forceB_; |
1167 | goOslThreshold_ = rhs.goOslThreshold_; |
1168 | goDenseThreshold_ = rhs.goDenseThreshold_; |
1169 | goSmallThreshold_ = rhs.goSmallThreshold_; |
1170 | int goDense = 0; |
1171 | #ifdef CLP_REUSE_ETAS |
1172 | model_=rhs.model_; |
1173 | #endif |
1174 | if (denseIfSmaller > 0 && denseIfSmaller <= goDenseThreshold_) { |
1175 | CoinDenseFactorization * denseR = |
1176 | dynamic_cast<CoinDenseFactorization *>(rhs.coinFactorizationB_); |
1177 | if (!denseR) |
1178 | goDense = 1; |
1179 | } |
1180 | if (denseIfSmaller > 0 && !rhs.coinFactorizationB_) { |
1181 | if (denseIfSmaller <= goDenseThreshold_) |
1182 | goDense = 1; |
1183 | else if (denseIfSmaller <= goSmallThreshold_) |
1184 | goDense = 2; |
1185 | else if (denseIfSmaller <= goOslThreshold_) |
1186 | goDense = 3; |
1187 | } else if (denseIfSmaller < 0) { |
1188 | if (-denseIfSmaller <= goDenseThreshold_) |
1189 | goDense = 1; |
1190 | else if (-denseIfSmaller <= goSmallThreshold_) |
1191 | goDense = 2; |
1192 | else if (-denseIfSmaller <= goOslThreshold_) |
1193 | goDense = 3; |
1194 | } |
1195 | if (rhs.coinFactorizationA_ && !goDense) |
1196 | coinFactorizationA_ = new CoinFactorization(*(rhs.coinFactorizationA_)); |
1197 | else |
1198 | coinFactorizationA_ = NULL; |
1199 | if (rhs.coinFactorizationB_ && (denseIfSmaller >= 0 || !goDense)) |
1200 | coinFactorizationB_ = rhs.coinFactorizationB_->clone(); |
1201 | else |
1202 | coinFactorizationB_ = NULL; |
1203 | if (goDense) { |
1204 | delete coinFactorizationB_; |
1205 | if (goDense == 1) |
1206 | coinFactorizationB_ = new CoinDenseFactorization(); |
1207 | else if (goDense == 2) |
1208 | coinFactorizationB_ = new CoinSimpFactorization(); |
1209 | else |
1210 | coinFactorizationB_ = new CoinOslFactorization(); |
1211 | if (rhs.coinFactorizationA_) { |
1212 | coinFactorizationB_->maximumPivots(rhs.coinFactorizationA_->maximumPivots()); |
1213 | coinFactorizationB_->pivotTolerance(rhs.coinFactorizationA_->pivotTolerance()); |
1214 | coinFactorizationB_->zeroTolerance(rhs.coinFactorizationA_->zeroTolerance()); |
1215 | } else { |
1216 | assert (coinFactorizationB_); |
1217 | coinFactorizationB_->maximumPivots(rhs.coinFactorizationB_->maximumPivots()); |
1218 | coinFactorizationB_->pivotTolerance(rhs.coinFactorizationB_->pivotTolerance()); |
1219 | coinFactorizationB_->zeroTolerance(rhs.coinFactorizationB_->zeroTolerance()); |
1220 | } |
1221 | } |
1222 | assert (!coinFactorizationA_ || !coinFactorizationB_); |
1223 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1224 | factorization_instrument(1); |
1225 | #endif |
1226 | } |
1227 | |
1228 | ClpFactorization::ClpFactorization (const CoinFactorization & rhs) |
1229 | { |
1230 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1231 | factorization_instrument(-1); |
1232 | #endif |
1233 | #ifndef SLIM_CLP |
1234 | networkBasis_ = NULL; |
1235 | #endif |
1236 | coinFactorizationA_ = new CoinFactorization(rhs); |
1237 | coinFactorizationB_ = NULL; |
1238 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1239 | factorization_instrument(1); |
1240 | #endif |
1241 | forceB_ = 0; |
1242 | goOslThreshold_ = -1; |
1243 | goDenseThreshold_ = -1; |
1244 | goSmallThreshold_ = -1; |
1245 | assert (!coinFactorizationA_ || !coinFactorizationB_); |
1246 | } |
1247 | |
1248 | ClpFactorization::ClpFactorization (const CoinOtherFactorization & rhs) |
1249 | { |
1250 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1251 | factorization_instrument(-1); |
1252 | #endif |
1253 | #ifndef SLIM_CLP |
1254 | networkBasis_ = NULL; |
1255 | #endif |
1256 | coinFactorizationA_ = NULL; |
1257 | coinFactorizationB_ = rhs.clone(); |
1258 | //coinFactorizationB_ = new CoinOtherFactorization(rhs); |
1259 | forceB_ = 0; |
1260 | goOslThreshold_ = -1; |
1261 | goDenseThreshold_ = -1; |
1262 | goSmallThreshold_ = -1; |
1263 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1264 | factorization_instrument(1); |
1265 | #endif |
1266 | assert (!coinFactorizationA_ || !coinFactorizationB_); |
1267 | } |
1268 | |
1269 | //------------------------------------------------------------------- |
1270 | // Destructor |
1271 | //------------------------------------------------------------------- |
1272 | ClpFactorization::~ClpFactorization () |
1273 | { |
1274 | #ifndef SLIM_CLP |
1275 | delete networkBasis_; |
1276 | #endif |
1277 | delete coinFactorizationA_; |
1278 | delete coinFactorizationB_; |
1279 | } |
1280 | |
1281 | //---------------------------------------------------------------- |
1282 | // Assignment operator |
1283 | //------------------------------------------------------------------- |
1284 | ClpFactorization & |
1285 | ClpFactorization::operator=(const ClpFactorization& rhs) |
1286 | { |
1287 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1288 | factorization_instrument(-1); |
1289 | #endif |
1290 | if (this != &rhs) { |
1291 | #ifndef SLIM_CLP |
1292 | delete networkBasis_; |
1293 | if (rhs.networkBasis_) |
1294 | networkBasis_ = new ClpNetworkBasis(*(rhs.networkBasis_)); |
1295 | else |
1296 | networkBasis_ = NULL; |
1297 | #endif |
1298 | forceB_ = rhs.forceB_; |
1299 | #ifdef CLP_REUSE_ETAS |
1300 | model_=rhs.model_; |
1301 | #endif |
1302 | goOslThreshold_ = rhs.goOslThreshold_; |
1303 | goDenseThreshold_ = rhs.goDenseThreshold_; |
1304 | goSmallThreshold_ = rhs.goSmallThreshold_; |
1305 | if (rhs.coinFactorizationA_) { |
1306 | if (coinFactorizationA_) |
1307 | *coinFactorizationA_ = *(rhs.coinFactorizationA_); |
1308 | else |
1309 | coinFactorizationA_ = new CoinFactorization(*rhs.coinFactorizationA_); |
1310 | } else { |
1311 | delete coinFactorizationA_; |
1312 | coinFactorizationA_ = NULL; |
1313 | } |
1314 | |
1315 | if (rhs.coinFactorizationB_) { |
1316 | if (coinFactorizationB_) { |
1317 | CoinDenseFactorization * denseR = dynamic_cast<CoinDenseFactorization *>(rhs.coinFactorizationB_); |
1318 | CoinDenseFactorization * dense = dynamic_cast<CoinDenseFactorization *>(coinFactorizationB_); |
1319 | CoinOslFactorization * oslR = dynamic_cast<CoinOslFactorization *>(rhs.coinFactorizationB_); |
1320 | CoinOslFactorization * osl = dynamic_cast<CoinOslFactorization *>(coinFactorizationB_); |
1321 | CoinSimpFactorization * simpR = dynamic_cast<CoinSimpFactorization *>(rhs.coinFactorizationB_); |
1322 | CoinSimpFactorization * simp = dynamic_cast<CoinSimpFactorization *>(coinFactorizationB_); |
1323 | if (dense && denseR) { |
1324 | *dense = *denseR; |
1325 | } else if (osl && oslR) { |
1326 | *osl = *oslR; |
1327 | } else if (simp && simpR) { |
1328 | *simp = *simpR; |
1329 | } else { |
1330 | delete coinFactorizationB_; |
1331 | coinFactorizationB_ = rhs.coinFactorizationB_->clone(); |
1332 | } |
1333 | } else { |
1334 | coinFactorizationB_ = rhs.coinFactorizationB_->clone(); |
1335 | } |
1336 | } else { |
1337 | delete coinFactorizationB_; |
1338 | coinFactorizationB_ = NULL; |
1339 | } |
1340 | } |
1341 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1342 | factorization_instrument(1); |
1343 | #endif |
1344 | assert (!coinFactorizationA_ || !coinFactorizationB_); |
1345 | return *this; |
1346 | } |
1347 | // Go over to dense code |
1348 | void |
1349 | ClpFactorization::goDenseOrSmall(int numberRows) |
1350 | { |
1351 | if (!forceB_) { |
1352 | if (numberRows <= goDenseThreshold_) { |
1353 | delete coinFactorizationA_; |
1354 | delete coinFactorizationB_; |
1355 | coinFactorizationA_ = NULL; |
1356 | coinFactorizationB_ = new CoinDenseFactorization(); |
1357 | //printf("going dense\n"); |
1358 | } else if (numberRows <= goSmallThreshold_) { |
1359 | delete coinFactorizationA_; |
1360 | delete coinFactorizationB_; |
1361 | coinFactorizationA_ = NULL; |
1362 | coinFactorizationB_ = new CoinSimpFactorization(); |
1363 | //printf("going small\n"); |
1364 | } else if (numberRows <= goOslThreshold_) { |
1365 | delete coinFactorizationA_; |
1366 | delete coinFactorizationB_; |
1367 | coinFactorizationA_ = NULL; |
1368 | coinFactorizationB_ = new CoinOslFactorization(); |
1369 | //printf("going small\n"); |
1370 | } |
1371 | } |
1372 | assert (!coinFactorizationA_ || !coinFactorizationB_); |
1373 | } |
1374 | // If nonzero force use of 1,dense 2,small 3,osl |
1375 | void |
1376 | ClpFactorization::forceOtherFactorization(int which) |
1377 | { |
1378 | delete coinFactorizationB_; |
1379 | forceB_ = 0; |
1380 | coinFactorizationB_ = NULL; |
1381 | if (which > 0 && which < 4) { |
1382 | delete coinFactorizationA_; |
1383 | coinFactorizationA_ = NULL; |
1384 | forceB_ = which; |
1385 | switch (which) { |
1386 | case 1: |
1387 | coinFactorizationB_ = new CoinDenseFactorization(); |
1388 | goDenseThreshold_ = COIN_INT_MAX; |
1389 | break; |
1390 | case 2: |
1391 | coinFactorizationB_ = new CoinSimpFactorization(); |
1392 | goSmallThreshold_ = COIN_INT_MAX; |
1393 | break; |
1394 | case 3: |
1395 | coinFactorizationB_ = new CoinOslFactorization(); |
1396 | goOslThreshold_ = COIN_INT_MAX; |
1397 | break; |
1398 | } |
1399 | } else if (!coinFactorizationA_) { |
1400 | coinFactorizationA_ = new CoinFactorization(); |
1401 | goOslThreshold_ = -1; |
1402 | goDenseThreshold_ = -1; |
1403 | goSmallThreshold_ = -1; |
1404 | } |
1405 | } |
1406 | int |
1407 | ClpFactorization::factorize ( ClpSimplex * model, |
1408 | int solveType, bool valuesPass) |
1409 | { |
1410 | #ifdef CLP_REUSE_ETAS |
1411 | model_= model; |
1412 | #endif |
1413 | //if ((model->specialOptions()&16384)) |
1414 | //printf("factor at %d iterations\n",model->numberIterations()); |
1415 | ClpMatrixBase * matrix = model->clpMatrix(); |
1416 | int numberRows = model->numberRows(); |
1417 | int numberColumns = model->numberColumns(); |
1418 | if (!numberRows) |
1419 | return 0; |
1420 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1421 | factorization_instrument(-1); |
1422 | #endif |
1423 | bool anyChanged = false; |
1424 | if (coinFactorizationB_) { |
1425 | coinFactorizationB_->setStatus(-99); |
1426 | int * pivotVariable = model->pivotVariable(); |
1427 | //returns 0 -okay, -1 singular, -2 too many in basis */ |
1428 | // allow dense |
1429 | int solveMode = 2; |
1430 | if (model->numberIterations()) |
1431 | solveMode += 8; |
1432 | if (valuesPass) |
1433 | solveMode += 4; |
1434 | coinFactorizationB_->setSolveMode(solveMode); |
1435 | while (status() < -98) { |
1436 | |
1437 | int i; |
1438 | int numberBasic = 0; |
1439 | int numberRowBasic; |
1440 | // Move pivot variables across if they look good |
1441 | int * pivotTemp = model->rowArray(0)->getIndices(); |
1442 | assert (!model->rowArray(0)->getNumElements()); |
1443 | if (!matrix->rhsOffset(model)) { |
1444 | // Seems to prefer things in order so quickest |
1445 | // way is to go though like this |
1446 | for (i = 0; i < numberRows; i++) { |
1447 | if (model->getRowStatus(i) == ClpSimplex::basic) |
1448 | pivotTemp[numberBasic++] = i; |
1449 | } |
1450 | numberRowBasic = numberBasic; |
1451 | /* Put column basic variables into pivotVariable |
1452 | This is done by ClpMatrixBase to allow override for gub |
1453 | */ |
1454 | matrix->generalExpanded(model, 0, numberBasic); |
1455 | } else { |
1456 | // Long matrix - do a different way |
1457 | bool fullSearch = false; |
1458 | for (i = 0; i < numberRows; i++) { |
1459 | int iPivot = pivotVariable[i]; |
1460 | if (iPivot >= numberColumns) { |
1461 | pivotTemp[numberBasic++] = iPivot - numberColumns; |
1462 | } |
1463 | } |
1464 | numberRowBasic = numberBasic; |
1465 | for (i = 0; i < numberRows; i++) { |
1466 | int iPivot = pivotVariable[i]; |
1467 | if (iPivot < numberColumns) { |
1468 | if (iPivot >= 0) { |
1469 | pivotTemp[numberBasic++] = iPivot; |
1470 | } else { |
1471 | // not full basis |
1472 | fullSearch = true; |
1473 | break; |
1474 | } |
1475 | } |
1476 | } |
1477 | if (fullSearch) { |
1478 | // do slow way |
1479 | numberBasic = 0; |
1480 | for (i = 0; i < numberRows; i++) { |
1481 | if (model->getRowStatus(i) == ClpSimplex::basic) |
1482 | pivotTemp[numberBasic++] = i; |
1483 | } |
1484 | numberRowBasic = numberBasic; |
1485 | /* Put column basic variables into pivotVariable |
1486 | This is done by ClpMatrixBase to allow override for gub |
1487 | */ |
1488 | matrix->generalExpanded(model, 0, numberBasic); |
1489 | } |
1490 | } |
1491 | if (numberBasic > model->maximumBasic()) { |
1492 | // Take out some |
1493 | numberBasic = numberRowBasic; |
1494 | for (int i = 0; i < numberColumns; i++) { |
1495 | if (model->getColumnStatus(i) == ClpSimplex::basic) { |
1496 | if (numberBasic < numberRows) |
1497 | numberBasic++; |
1498 | else |
1499 | model->setColumnStatus(i, ClpSimplex::superBasic); |
1500 | } |
1501 | } |
1502 | numberBasic = numberRowBasic; |
1503 | matrix->generalExpanded(model, 0, numberBasic); |
1504 | } else if (numberBasic < numberRows) { |
1505 | // add in some |
1506 | int needed = numberRows - numberBasic; |
1507 | // move up columns |
1508 | for (i = numberBasic - 1; i >= numberRowBasic; i--) |
1509 | pivotTemp[i+needed] = pivotTemp[i]; |
1510 | numberRowBasic = 0; |
1511 | numberBasic = numberRows; |
1512 | for (i = 0; i < numberRows; i++) { |
1513 | if (model->getRowStatus(i) == ClpSimplex::basic) { |
1514 | pivotTemp[numberRowBasic++] = i; |
1515 | } else if (needed) { |
1516 | needed--; |
1517 | model->setRowStatus(i, ClpSimplex::basic); |
1518 | pivotTemp[numberRowBasic++] = i; |
1519 | } |
1520 | } |
1521 | } |
1522 | CoinBigIndex numberElements = numberRowBasic; |
1523 | |
1524 | // compute how much in basis |
1525 | // can change for gub |
1526 | int numberColumnBasic = numberBasic - numberRowBasic; |
1527 | |
1528 | numberElements += matrix->countBasis(pivotTemp + numberRowBasic, |
1529 | numberColumnBasic); |
1530 | // Not needed for dense |
1531 | numberElements = 3 * numberBasic + 3 * numberElements + 20000; |
1532 | int numberIterations = model->numberIterations(); |
1533 | coinFactorizationB_->setUsefulInformation(&numberIterations, 0); |
1534 | coinFactorizationB_->getAreas ( numberRows, |
1535 | numberRowBasic + numberColumnBasic, numberElements, |
1536 | 2 * numberElements ); |
1537 | // Fill in counts so we can skip part of preProcess |
1538 | // This is NOT needed for dense but would be needed for later versions |
1539 | CoinFactorizationDouble * elementU; |
1540 | int * indexRowU; |
1541 | CoinBigIndex * startColumnU; |
1542 | int * numberInRow; |
1543 | int * numberInColumn; |
1544 | elementU = coinFactorizationB_->elements(); |
1545 | indexRowU = coinFactorizationB_->indices(); |
1546 | startColumnU = coinFactorizationB_->starts(); |
1547 | #ifndef COIN_FAST_CODE |
1548 | double slackValue; |
1549 | slackValue = coinFactorizationB_->slackValue(); |
1550 | #else |
1551 | #define slackValue -1.0 |
1552 | #endif |
1553 | numberInRow = coinFactorizationB_->numberInRow(); |
1554 | numberInColumn = coinFactorizationB_->numberInColumn(); |
1555 | CoinZeroN ( numberInRow, numberRows ); |
1556 | CoinZeroN ( numberInColumn, numberRows ); |
1557 | for (i = 0; i < numberRowBasic; i++) { |
1558 | int iRow = pivotTemp[i]; |
1559 | // Change pivotTemp to correct sequence |
1560 | pivotTemp[i] = iRow + numberColumns; |
1561 | indexRowU[i] = iRow; |
1562 | startColumnU[i] = i; |
1563 | elementU[i] = slackValue; |
1564 | numberInRow[iRow] = 1; |
1565 | numberInColumn[i] = 1; |
1566 | } |
1567 | startColumnU[numberRowBasic] = numberRowBasic; |
1568 | // can change for gub so redo |
1569 | numberColumnBasic = numberBasic - numberRowBasic; |
1570 | matrix->fillBasis(model, |
1571 | pivotTemp + numberRowBasic, |
1572 | numberColumnBasic, |
1573 | indexRowU, |
1574 | startColumnU + numberRowBasic, |
1575 | numberInRow, |
1576 | numberInColumn + numberRowBasic, |
1577 | elementU); |
1578 | // recompute number basic |
1579 | numberBasic = numberRowBasic + numberColumnBasic; |
1580 | for (i = numberBasic; i < numberRows; i++) |
1581 | pivotTemp[i] = -1; // mark not there |
1582 | if (numberBasic) |
1583 | numberElements = startColumnU[numberBasic-1] |
1584 | + numberInColumn[numberBasic-1]; |
1585 | else |
1586 | numberElements = 0; |
1587 | coinFactorizationB_->preProcess ( ); |
1588 | coinFactorizationB_->factor ( ); |
1589 | if (coinFactorizationB_->status() == -1 && |
1590 | (coinFactorizationB_->solveMode() % 3) != 0) { |
1591 | int solveMode = coinFactorizationB_->solveMode(); |
1592 | solveMode -= solveMode % 3; // so bottom will be 0 |
1593 | coinFactorizationB_->setSolveMode(solveMode); |
1594 | coinFactorizationB_->setStatus(-99); |
1595 | } |
1596 | if (coinFactorizationB_->status() == -99) |
1597 | continue; |
1598 | // If we get here status is 0 or -1 |
1599 | if (coinFactorizationB_->status() == 0 && numberBasic == numberRows) { |
1600 | coinFactorizationB_->postProcess(pivotTemp, pivotVariable); |
1601 | } else if (solveType == 0 || solveType == 2/*||solveType==1*/) { |
1602 | // Change pivotTemp to be correct list |
1603 | anyChanged = true; |
1604 | coinFactorizationB_->makeNonSingular(pivotTemp, numberColumns); |
1605 | double * columnLower = model->lowerRegion(); |
1606 | double * columnUpper = model->upperRegion(); |
1607 | double * columnActivity = model->solutionRegion(); |
1608 | double * rowLower = model->lowerRegion(0); |
1609 | double * rowUpper = model->upperRegion(0); |
1610 | double * rowActivity = model->solutionRegion(0); |
1611 | //redo basis - first take ALL out |
1612 | int iColumn; |
1613 | double largeValue = model->largeValue(); |
1614 | for (iColumn = 0; iColumn < numberColumns; iColumn++) { |
1615 | if (model->getColumnStatus(iColumn) == ClpSimplex::basic) { |
1616 | // take out |
1617 | if (!valuesPass) { |
1618 | double lower = columnLower[iColumn]; |
1619 | double upper = columnUpper[iColumn]; |
1620 | double value = columnActivity[iColumn]; |
1621 | if (lower > -largeValue || upper < largeValue) { |
1622 | if (fabs(value - lower) < fabs(value - upper)) { |
1623 | model->setColumnStatus(iColumn, ClpSimplex::atLowerBound); |
1624 | columnActivity[iColumn] = lower; |
1625 | } else { |
1626 | model->setColumnStatus(iColumn, ClpSimplex::atUpperBound); |
1627 | columnActivity[iColumn] = upper; |
1628 | } |
1629 | } else { |
1630 | model->setColumnStatus(iColumn, ClpSimplex::isFree); |
1631 | } |
1632 | } else { |
1633 | model->setColumnStatus(iColumn, ClpSimplex::superBasic); |
1634 | } |
1635 | } |
1636 | } |
1637 | int iRow; |
1638 | for (iRow = 0; iRow < numberRows; iRow++) { |
1639 | if (model->getRowStatus(iRow) == ClpSimplex::basic) { |
1640 | // take out |
1641 | if (!valuesPass) { |
1642 | double lower = columnLower[iRow]; |
1643 | double upper = columnUpper[iRow]; |
1644 | double value = columnActivity[iRow]; |
1645 | if (lower > -largeValue || upper < largeValue) { |
1646 | if (fabs(value - lower) < fabs(value - upper)) { |
1647 | model->setRowStatus(iRow, ClpSimplex::atLowerBound); |
1648 | columnActivity[iRow] = lower; |
1649 | } else { |
1650 | model->setRowStatus(iRow, ClpSimplex::atUpperBound); |
1651 | columnActivity[iRow] = upper; |
1652 | } |
1653 | } else { |
1654 | model->setRowStatus(iRow, ClpSimplex::isFree); |
1655 | } |
1656 | } else { |
1657 | model->setRowStatus(iRow, ClpSimplex::superBasic); |
1658 | } |
1659 | } |
1660 | } |
1661 | for (iRow = 0; iRow < numberRows; iRow++) { |
1662 | int iSequence = pivotTemp[iRow]; |
1663 | assert (iSequence >= 0); |
1664 | // basic |
1665 | model->setColumnStatus(iSequence, ClpSimplex::basic); |
1666 | } |
1667 | // signal repeat |
1668 | coinFactorizationB_->setStatus(-99); |
1669 | // set fixed if they are |
1670 | for (iRow = 0; iRow < numberRows; iRow++) { |
1671 | if (model->getRowStatus(iRow) != ClpSimplex::basic ) { |
1672 | if (rowLower[iRow] == rowUpper[iRow]) { |
1673 | rowActivity[iRow] = rowLower[iRow]; |
1674 | model->setRowStatus(iRow, ClpSimplex::isFixed); |
1675 | } |
1676 | } |
1677 | } |
1678 | for (iColumn = 0; iColumn < numberColumns; iColumn++) { |
1679 | if (model->getColumnStatus(iColumn) != ClpSimplex::basic ) { |
1680 | if (columnLower[iColumn] == columnUpper[iColumn]) { |
1681 | columnActivity[iColumn] = columnLower[iColumn]; |
1682 | model->setColumnStatus(iColumn, ClpSimplex::isFixed); |
1683 | } |
1684 | } |
1685 | } |
1686 | } |
1687 | } |
1688 | #ifdef CLP_DEBUG |
1689 | // check basic |
1690 | CoinIndexedVector region1(2 * numberRows); |
1691 | CoinIndexedVector region2B(2 * numberRows); |
1692 | int iPivot; |
1693 | double * arrayB = region2B.denseVector(); |
1694 | int i; |
1695 | for (iPivot = 0; iPivot < numberRows; iPivot++) { |
1696 | int iSequence = pivotVariable[iPivot]; |
1697 | model->unpack(®ion2B, iSequence); |
1698 | coinFactorizationB_->updateColumn(®ion1, ®ion2B); |
1699 | if (fabs(arrayB[iPivot] - 1.0) < 1.0e-4) { |
1700 | // OK? |
1701 | arrayB[iPivot] = 0.0; |
1702 | } else { |
1703 | assert (fabs(arrayB[iPivot]) < 1.0e-4); |
1704 | for (i = 0; i < numberRows; i++) { |
1705 | if (fabs(arrayB[i] - 1.0) < 1.0e-4) |
1706 | break; |
1707 | } |
1708 | assert (i < numberRows); |
1709 | printf("variable on row %d landed up on row %d\n" , iPivot, i); |
1710 | arrayB[i] = 0.0; |
1711 | } |
1712 | for (i = 0; i < numberRows; i++) |
1713 | assert (fabs(arrayB[i]) < 1.0e-4); |
1714 | region2B.clear(); |
1715 | } |
1716 | #endif |
1717 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
1718 | factorization_instrument(2); |
1719 | #endif |
1720 | if ( anyChanged && model->algorithm() < 0 && solveType > 0) { |
1721 | double dummyCost; |
1722 | static_cast<ClpSimplexDual *> (model)->changeBounds(3, |
1723 | NULL, dummyCost); |
1724 | } |
1725 | return coinFactorizationB_->status(); |
1726 | } |
1727 | // If too many compressions increase area |
1728 | if (coinFactorizationA_->pivots() > 1 && coinFactorizationA_->numberCompressions() * 10 > coinFactorizationA_->pivots() + 10) { |
1729 | coinFactorizationA_->areaFactor( coinFactorizationA_->areaFactor() * 1.1); |
1730 | } |
1731 | //int numberPivots=coinFactorizationA_->pivots(); |
1732 | #if 0 |
1733 | if (model->algorithm() > 0) |
1734 | numberSave = -1; |
1735 | #endif |
1736 | #ifndef SLIM_CLP |
1737 | if (!networkBasis_ || doCheck) { |
1738 | #endif |
1739 | coinFactorizationA_->setStatus(-99); |
1740 | int * pivotVariable = model->pivotVariable(); |
1741 | int nTimesRound = 0; |
1742 | //returns 0 -okay, -1 singular, -2 too many in basis, -99 memory */ |
1743 | while (coinFactorizationA_->status() < -98) { |
1744 | nTimesRound++; |
1745 | |
1746 | int i; |
1747 | int numberBasic = 0; |
1748 | int numberRowBasic; |
1749 | // Move pivot variables across if they look good |
1750 | int * pivotTemp = model->rowArray(0)->getIndices(); |
1751 | assert (!model->rowArray(0)->getNumElements()); |
1752 | if (!matrix->rhsOffset(model)) { |
1753 | #if 0 |
1754 | if (numberSave > 0) { |
1755 | int nStill = 0; |
1756 | int nAtBound = 0; |
1757 | int nZeroDual = 0; |
1758 | CoinIndexedVector * array = model->rowArray(3); |
1759 | CoinIndexedVector * objArray = model->columnArray(1); |
1760 | array->clear(); |
1761 | objArray->clear(); |
1762 | double * cost = model->costRegion(); |
1763 | double tolerance = model->primalTolerance(); |
1764 | double offset = 0.0; |
1765 | for (i = 0; i < numberRows; i++) { |
1766 | int iPivot = pivotVariable[i]; |
1767 | if (iPivot < numberColumns && isDense(iPivot)) { |
1768 | if (model->getColumnStatus(iPivot) == ClpSimplex::basic) { |
1769 | nStill++; |
1770 | double value = model->solutionRegion()[iPivot]; |
1771 | double dual = model->dualRowSolution()[i]; |
1772 | double lower = model->lowerRegion()[iPivot]; |
1773 | double upper = model->upperRegion()[iPivot]; |
1774 | ClpSimplex::Status status; |
1775 | if (fabs(value - lower) < tolerance) { |
1776 | status = ClpSimplex::atLowerBound; |
1777 | nAtBound++; |
1778 | } else if (fabs(value - upper) < tolerance) { |
1779 | nAtBound++; |
1780 | status = ClpSimplex::atUpperBound; |
1781 | } else if (value > lower && value < upper) { |
1782 | status = ClpSimplex::superBasic; |
1783 | } else { |
1784 | status = ClpSimplex::basic; |
1785 | } |
1786 | if (status != ClpSimplex::basic) { |
1787 | if (model->getRowStatus(i) != ClpSimplex::basic) { |
1788 | model->setColumnStatus(iPivot, ClpSimplex::atLowerBound); |
1789 | model->setRowStatus(i, ClpSimplex::basic); |
1790 | pivotVariable[i] = i + numberColumns; |
1791 | model->dualRowSolution()[i] = 0.0; |
1792 | model->djRegion(0)[i] = 0.0; |
1793 | array->add(i, dual); |
1794 | offset += dual * model->solutionRegion(0)[i]; |
1795 | } |
1796 | } |
1797 | if (fabs(dual) < 1.0e-5) |
1798 | nZeroDual++; |
1799 | } |
1800 | } |
1801 | } |
1802 | printf("out of %d dense, %d still in basis, %d at bound, %d with zero dual - offset %g\n" , |
1803 | numberSave, nStill, nAtBound, nZeroDual, offset); |
1804 | if (array->getNumElements()) { |
1805 | // modify costs |
1806 | model->clpMatrix()->transposeTimes(model, 1.0, array, model->columnArray(0), |
1807 | objArray); |
1808 | array->clear(); |
1809 | int n = objArray->getNumElements(); |
1810 | int * indices = objArray->getIndices(); |
1811 | double * elements = objArray->denseVector(); |
1812 | for (i = 0; i < n; i++) { |
1813 | int iColumn = indices[i]; |
1814 | cost[iColumn] -= elements[iColumn]; |
1815 | elements[iColumn] = 0.0; |
1816 | } |
1817 | objArray->setNumElements(0); |
1818 | } |
1819 | } |
1820 | #endif |
1821 | // Seems to prefer things in order so quickest |
1822 | // way is to go though like this |
1823 | for (i = 0; i < numberRows; i++) { |
1824 | if (model->getRowStatus(i) == ClpSimplex::basic) |
1825 | pivotTemp[numberBasic++] = i; |
1826 | } |
1827 | numberRowBasic = numberBasic; |
1828 | /* Put column basic variables into pivotVariable |
1829 | This is done by ClpMatrixBase to allow override for gub |
1830 | */ |
1831 | matrix->generalExpanded(model, 0, numberBasic); |
1832 | } else { |
1833 | // Long matrix - do a different way |
1834 | bool fullSearch = false; |
1835 | for (i = 0; i < numberRows; i++) { |
1836 | int iPivot = pivotVariable[i]; |
1837 | if (iPivot >= numberColumns) { |
1838 | pivotTemp[numberBasic++] = iPivot - numberColumns; |
1839 | } |
1840 | } |
1841 | numberRowBasic = numberBasic; |
1842 | for (i = 0; i < numberRows; i++) { |
1843 | int iPivot = pivotVariable[i]; |
1844 | if (iPivot < numberColumns) { |
1845 | if (iPivot >= 0) { |
1846 | pivotTemp[numberBasic++] = iPivot; |
1847 | } else { |
1848 | // not full basis |
1849 | fullSearch = true; |
1850 | break; |
1851 | } |
1852 | } |
1853 | } |
1854 | if (fullSearch) { |
1855 | // do slow way |
1856 | numberBasic = 0; |
1857 | for (i = 0; i < numberRows; i++) { |
1858 | if (model->getRowStatus(i) == ClpSimplex::basic) |
1859 | pivotTemp[numberBasic++] = i; |
1860 | } |
1861 | numberRowBasic = numberBasic; |
1862 | /* Put column basic variables into pivotVariable |
1863 | This is done by ClpMatrixBase to allow override for gub |
1864 | */ |
1865 | matrix->generalExpanded(model, 0, numberBasic); |
1866 | } |
1867 | } |
1868 | if (numberBasic > model->maximumBasic()) { |
1869 | #if 0 // ndef NDEBUG |
1870 | printf("%d basic - should only be %d\n" , |
1871 | numberBasic, numberRows); |
1872 | #endif |
1873 | // Take out some |
1874 | numberBasic = numberRowBasic; |
1875 | for (int i = 0; i < numberColumns; i++) { |
1876 | if (model->getColumnStatus(i) == ClpSimplex::basic) { |
1877 | if (numberBasic < numberRows) |
1878 | numberBasic++; |
1879 | else |
1880 | model->setColumnStatus(i, ClpSimplex::superBasic); |
1881 | } |
1882 | } |
1883 | numberBasic = numberRowBasic; |
1884 | matrix->generalExpanded(model, 0, numberBasic); |
1885 | } |
1886 | #ifndef SLIM_CLP |
1887 | // see if matrix a network |
1888 | #ifndef NO_RTTI |
1889 | ClpNetworkMatrix* networkMatrix = |
1890 | dynamic_cast< ClpNetworkMatrix*>(model->clpMatrix()); |
1891 | #else |
1892 | ClpNetworkMatrix* networkMatrix = NULL; |
1893 | if (model->clpMatrix()->type() == 11) |
1894 | networkMatrix = |
1895 | static_cast< ClpNetworkMatrix*>(model->clpMatrix()); |
1896 | #endif |
1897 | // If network - still allow ordinary factorization first time for laziness |
1898 | if (networkMatrix) |
1899 | coinFactorizationA_->setBiasLU(0); // All to U if network |
1900 | //int saveMaximumPivots = maximumPivots(); |
1901 | delete networkBasis_; |
1902 | networkBasis_ = NULL; |
1903 | if (networkMatrix && !doCheck) |
1904 | maximumPivots(1); |
1905 | #endif |
1906 | //printf("L, U, R %d %d %d\n",numberElementsL(),numberElementsU(),numberElementsR()); |
1907 | while (coinFactorizationA_->status() == -99) { |
1908 | // maybe for speed will be better to leave as many regions as possible |
1909 | coinFactorizationA_->gutsOfDestructor(); |
1910 | coinFactorizationA_->gutsOfInitialize(2); |
1911 | CoinBigIndex numberElements = numberRowBasic; |
1912 | |
1913 | // compute how much in basis |
1914 | |
1915 | int i; |
1916 | // can change for gub |
1917 | int numberColumnBasic = numberBasic - numberRowBasic; |
1918 | |
1919 | numberElements += matrix->countBasis( pivotTemp + numberRowBasic, |
1920 | numberColumnBasic); |
1921 | // and recompute as network side say different |
1922 | if (model->numberIterations()) |
1923 | numberRowBasic = numberBasic - numberColumnBasic; |
1924 | numberElements = 3 * numberBasic + 3 * numberElements + 20000; |
1925 | coinFactorizationA_->getAreas ( numberRows, |
1926 | numberRowBasic + numberColumnBasic, numberElements, |
1927 | 2 * numberElements ); |
1928 | //fill |
1929 | // Fill in counts so we can skip part of preProcess |
1930 | int * numberInRow = coinFactorizationA_->numberInRow(); |
1931 | int * numberInColumn = coinFactorizationA_->numberInColumn(); |
1932 | CoinZeroN ( numberInRow, coinFactorizationA_->numberRows() + 1 ); |
1933 | CoinZeroN ( numberInColumn, coinFactorizationA_->maximumColumnsExtra() + 1 ); |
1934 | CoinFactorizationDouble * elementU = coinFactorizationA_->elementU(); |
1935 | int * indexRowU = coinFactorizationA_->indexRowU(); |
1936 | CoinBigIndex * startColumnU = coinFactorizationA_->startColumnU(); |
1937 | #ifndef COIN_FAST_CODE |
1938 | double slackValue = coinFactorizationA_->slackValue(); |
1939 | #endif |
1940 | for (i = 0; i < numberRowBasic; i++) { |
1941 | int iRow = pivotTemp[i]; |
1942 | indexRowU[i] = iRow; |
1943 | startColumnU[i] = i; |
1944 | elementU[i] = slackValue; |
1945 | numberInRow[iRow] = 1; |
1946 | numberInColumn[i] = 1; |
1947 | } |
1948 | startColumnU[numberRowBasic] = numberRowBasic; |
1949 | // can change for gub so redo |
1950 | numberColumnBasic = numberBasic - numberRowBasic; |
1951 | matrix->fillBasis(model, |
1952 | pivotTemp + numberRowBasic, |
1953 | numberColumnBasic, |
1954 | indexRowU, |
1955 | startColumnU + numberRowBasic, |
1956 | numberInRow, |
1957 | numberInColumn + numberRowBasic, |
1958 | elementU); |
1959 | #if 0 |
1960 | { |
1961 | printf("%d row basic, %d column basic\n" , numberRowBasic, numberColumnBasic); |
1962 | for (int i = 0; i < numberElements; i++) |
1963 | printf("row %d col %d value %g\n" , indexRowU[i], indexColumnU_[i], |
1964 | elementU[i]); |
1965 | } |
1966 | #endif |
1967 | // recompute number basic |
1968 | numberBasic = numberRowBasic + numberColumnBasic; |
1969 | if (numberBasic) |
1970 | numberElements = startColumnU[numberBasic-1] |
1971 | + numberInColumn[numberBasic-1]; |
1972 | else |
1973 | numberElements = 0; |
1974 | coinFactorizationA_->setNumberElementsU(numberElements); |
1975 | //saveFactorization("dump.d"); |
1976 | if (coinFactorizationA_->biasLU() >= 3 || coinFactorizationA_->numberRows() != coinFactorizationA_->numberColumns()) |
1977 | coinFactorizationA_->preProcess ( 2 ); |
1978 | else |
1979 | coinFactorizationA_->preProcess ( 3 ); // no row copy |
1980 | coinFactorizationA_->factor ( ); |
1981 | if (coinFactorizationA_->status() == -99) { |
1982 | // get more memory |
1983 | coinFactorizationA_->areaFactor(2.0 * coinFactorizationA_->areaFactor()); |
1984 | } else if (coinFactorizationA_->status() == -1 && |
1985 | (model->numberIterations() == 0 || nTimesRound > 2) && |
1986 | coinFactorizationA_->denseThreshold()) { |
1987 | // Round again without dense |
1988 | coinFactorizationA_->setDenseThreshold(0); |
1989 | coinFactorizationA_->setStatus(-99); |
1990 | } |
1991 | } |
1992 | // If we get here status is 0 or -1 |
1993 | if (coinFactorizationA_->status() == 0) { |
1994 | // We may need to tamper with order and redo - e.g. network with side |
1995 | int useNumberRows = numberRows; |
1996 | // **** we will also need to add test in dual steepest to do |
1997 | // as we do for network |
1998 | matrix->generalExpanded(model, 12, useNumberRows); |
1999 | const int * permuteBack = coinFactorizationA_->permuteBack(); |
2000 | const int * back = coinFactorizationA_->pivotColumnBack(); |
2001 | //int * pivotTemp = pivotColumn_.array(); |
2002 | //ClpDisjointCopyN ( pivotVariable, numberRows , pivotTemp ); |
2003 | #ifndef NDEBUG |
2004 | CoinFillN(pivotVariable, numberRows, -1); |
2005 | #endif |
2006 | // Redo pivot order |
2007 | for (i = 0; i < numberRowBasic; i++) { |
2008 | int k = pivotTemp[i]; |
2009 | // so rowIsBasic[k] would be permuteBack[back[i]] |
2010 | int j = permuteBack[back[i]]; |
2011 | assert (pivotVariable[j] == -1); |
2012 | pivotVariable[j] = k + numberColumns; |
2013 | } |
2014 | for (; i < useNumberRows; i++) { |
2015 | int k = pivotTemp[i]; |
2016 | // so rowIsBasic[k] would be permuteBack[back[i]] |
2017 | int j = permuteBack[back[i]]; |
2018 | assert (pivotVariable[j] == -1); |
2019 | pivotVariable[j] = k; |
2020 | } |
2021 | #if 0 |
2022 | if (numberSave >= 0) { |
2023 | numberSave = numberDense_; |
2024 | memset(saveList, 0, ((coinFactorizationA_->numberRows() + 31) >> 5)*sizeof(int)); |
2025 | for (i = coinFactorizationA_->numberRows() - numberSave; i < coinFactorizationA_->numberRows(); i++) { |
2026 | int k = pivotTemp[pivotColumn_.array()[i]]; |
2027 | setDense(k); |
2028 | } |
2029 | } |
2030 | #endif |
2031 | // Set up permutation vector |
2032 | // these arrays start off as copies of permute |
2033 | // (and we could use permute_ instead of pivotColumn (not back though)) |
2034 | ClpDisjointCopyN ( coinFactorizationA_->permute(), useNumberRows , coinFactorizationA_->pivotColumn() ); |
2035 | ClpDisjointCopyN ( coinFactorizationA_->permuteBack(), useNumberRows , coinFactorizationA_->pivotColumnBack() ); |
2036 | #ifndef SLIM_CLP |
2037 | if (networkMatrix) { |
2038 | maximumPivots(CoinMax(2000, maximumPivots())); |
2039 | // redo arrays |
2040 | for (int iRow = 0; iRow < 4; iRow++) { |
2041 | int length = model->numberRows() + maximumPivots(); |
2042 | if (iRow == 3 || model->objectiveAsObject()->type() > 1) |
2043 | length += model->numberColumns(); |
2044 | model->rowArray(iRow)->reserve(length); |
2045 | } |
2046 | // create network factorization |
2047 | if (doCheck) |
2048 | delete networkBasis_; // temp |
2049 | networkBasis_ = new ClpNetworkBasis(model, coinFactorizationA_->numberRows(), |
2050 | coinFactorizationA_->pivotRegion(), |
2051 | coinFactorizationA_->permuteBack(), |
2052 | coinFactorizationA_->startColumnU(), |
2053 | coinFactorizationA_->numberInColumn(), |
2054 | coinFactorizationA_->indexRowU(), |
2055 | coinFactorizationA_->elementU()); |
2056 | // kill off arrays in ordinary factorization |
2057 | if (!doCheck) { |
2058 | coinFactorizationA_->gutsOfDestructor(); |
2059 | // but make sure coinFactorizationA_->numberRows() set |
2060 | coinFactorizationA_->setNumberRows(model->numberRows()); |
2061 | coinFactorizationA_->setStatus(0); |
2062 | #if 0 |
2063 | // but put back permute arrays so odd things will work |
2064 | int numberRows = model->numberRows(); |
2065 | pivotColumnBack_ = new int [numberRows]; |
2066 | permute_ = new int [numberRows]; |
2067 | int i; |
2068 | for (i = 0; i < numberRows; i++) { |
2069 | pivotColumnBack_[i] = i; |
2070 | permute_[i] = i; |
2071 | } |
2072 | #endif |
2073 | } |
2074 | } else { |
2075 | #endif |
2076 | // See if worth going sparse and when |
2077 | coinFactorizationA_->checkSparse(); |
2078 | #ifndef SLIM_CLP |
2079 | } |
2080 | #endif |
2081 | } else if (coinFactorizationA_->status() == -1 && (solveType == 0 || solveType == 2)) { |
2082 | // This needs redoing as it was merged coding - does not need array |
2083 | int numberTotal = numberRows + numberColumns; |
2084 | int * isBasic = new int [numberTotal]; |
2085 | int * rowIsBasic = isBasic + numberColumns; |
2086 | int * columnIsBasic = isBasic; |
2087 | for (i = 0; i < numberTotal; i++) |
2088 | isBasic[i] = -1; |
2089 | for (i = 0; i < numberRowBasic; i++) { |
2090 | int iRow = pivotTemp[i]; |
2091 | rowIsBasic[iRow] = 1; |
2092 | } |
2093 | for (; i < numberBasic; i++) { |
2094 | int iColumn = pivotTemp[i]; |
2095 | columnIsBasic[iColumn] = 1; |
2096 | } |
2097 | numberBasic = 0; |
2098 | for (i = 0; i < numberRows; i++) |
2099 | pivotVariable[i] = -1; |
2100 | // mark as basic or non basic |
2101 | const int * pivotColumn = coinFactorizationA_->pivotColumn(); |
2102 | for (i = 0; i < numberRows; i++) { |
2103 | if (rowIsBasic[i] >= 0) { |
2104 | if (pivotColumn[numberBasic] >= 0) { |
2105 | rowIsBasic[i] = pivotColumn[numberBasic]; |
2106 | } else { |
2107 | rowIsBasic[i] = -1; |
2108 | model->setRowStatus(i, ClpSimplex::superBasic); |
2109 | } |
2110 | numberBasic++; |
2111 | } |
2112 | } |
2113 | for (i = 0; i < numberColumns; i++) { |
2114 | if (columnIsBasic[i] >= 0) { |
2115 | if (pivotColumn[numberBasic] >= 0) |
2116 | columnIsBasic[i] = pivotColumn[numberBasic]; |
2117 | else |
2118 | columnIsBasic[i] = -1; |
2119 | numberBasic++; |
2120 | } |
2121 | } |
2122 | // leave pivotVariable in useful form for cleaning basis |
2123 | int * pivotVariable = model->pivotVariable(); |
2124 | for (i = 0; i < numberRows; i++) { |
2125 | pivotVariable[i] = -1; |
2126 | } |
2127 | |
2128 | for (i = 0; i < numberRows; i++) { |
2129 | if (model->getRowStatus(i) == ClpSimplex::basic) { |
2130 | int iPivot = rowIsBasic[i]; |
2131 | if (iPivot >= 0) |
2132 | pivotVariable[iPivot] = i + numberColumns; |
2133 | } |
2134 | } |
2135 | for (i = 0; i < numberColumns; i++) { |
2136 | if (model->getColumnStatus(i) == ClpSimplex::basic) { |
2137 | int iPivot = columnIsBasic[i]; |
2138 | if (iPivot >= 0) |
2139 | pivotVariable[iPivot] = i; |
2140 | } |
2141 | } |
2142 | delete [] isBasic; |
2143 | double * columnLower = model->lowerRegion(); |
2144 | double * columnUpper = model->upperRegion(); |
2145 | double * columnActivity = model->solutionRegion(); |
2146 | double * rowLower = model->lowerRegion(0); |
2147 | double * rowUpper = model->upperRegion(0); |
2148 | double * rowActivity = model->solutionRegion(0); |
2149 | //redo basis - first take ALL columns out |
2150 | int iColumn; |
2151 | double largeValue = model->largeValue(); |
2152 | for (iColumn = 0; iColumn < numberColumns; iColumn++) { |
2153 | if (model->getColumnStatus(iColumn) == ClpSimplex::basic) { |
2154 | // take out |
2155 | if (!valuesPass) { |
2156 | double lower = columnLower[iColumn]; |
2157 | double upper = columnUpper[iColumn]; |
2158 | double value = columnActivity[iColumn]; |
2159 | if (lower > -largeValue || upper < largeValue) { |
2160 | if (fabs(value - lower) < fabs(value - upper)) { |
2161 | model->setColumnStatus(iColumn, ClpSimplex::atLowerBound); |
2162 | columnActivity[iColumn] = lower; |
2163 | } else { |
2164 | model->setColumnStatus(iColumn, ClpSimplex::atUpperBound); |
2165 | columnActivity[iColumn] = upper; |
2166 | } |
2167 | } else { |
2168 | model->setColumnStatus(iColumn, ClpSimplex::isFree); |
2169 | } |
2170 | } else { |
2171 | model->setColumnStatus(iColumn, ClpSimplex::superBasic); |
2172 | } |
2173 | } |
2174 | } |
2175 | int iRow; |
2176 | for (iRow = 0; iRow < numberRows; iRow++) { |
2177 | int iSequence = pivotVariable[iRow]; |
2178 | if (iSequence >= 0) { |
2179 | // basic |
2180 | if (iSequence >= numberColumns) { |
2181 | // slack in - leave |
2182 | //assert (iSequence-numberColumns==iRow); |
2183 | } else { |
2184 | assert(model->getRowStatus(iRow) != ClpSimplex::basic); |
2185 | // put back structural |
2186 | model->setColumnStatus(iSequence, ClpSimplex::basic); |
2187 | } |
2188 | } else { |
2189 | // put in slack |
2190 | model->setRowStatus(iRow, ClpSimplex::basic); |
2191 | } |
2192 | } |
2193 | // Put back any key variables for gub |
2194 | int dummy; |
2195 | matrix->generalExpanded(model, 1, dummy); |
2196 | // signal repeat |
2197 | coinFactorizationA_->setStatus(-99); |
2198 | // set fixed if they are |
2199 | for (iRow = 0; iRow < numberRows; iRow++) { |
2200 | if (model->getRowStatus(iRow) != ClpSimplex::basic ) { |
2201 | if (rowLower[iRow] == rowUpper[iRow]) { |
2202 | rowActivity[iRow] = rowLower[iRow]; |
2203 | model->setRowStatus(iRow, ClpSimplex::isFixed); |
2204 | } |
2205 | } |
2206 | } |
2207 | for (iColumn = 0; iColumn < numberColumns; iColumn++) { |
2208 | if (model->getColumnStatus(iColumn) != ClpSimplex::basic ) { |
2209 | if (columnLower[iColumn] == columnUpper[iColumn]) { |
2210 | columnActivity[iColumn] = columnLower[iColumn]; |
2211 | model->setColumnStatus(iColumn, ClpSimplex::isFixed); |
2212 | } |
2213 | } |
2214 | } |
2215 | } |
2216 | } |
2217 | #ifndef SLIM_CLP |
2218 | } else { |
2219 | // network - fake factorization - do nothing |
2220 | coinFactorizationA_->setStatus(0); |
2221 | coinFactorizationA_->setPivots(0); |
2222 | } |
2223 | #endif |
2224 | #ifndef SLIM_CLP |
2225 | if (!coinFactorizationA_->status()) { |
2226 | // take out part if quadratic |
2227 | if (model->algorithm() == 2) { |
2228 | ClpObjective * obj = model->objectiveAsObject(); |
2229 | #ifndef NDEBUG |
2230 | ClpQuadraticObjective * quadraticObj = (dynamic_cast< ClpQuadraticObjective*>(obj)); |
2231 | assert (quadraticObj); |
2232 | #else |
2233 | ClpQuadraticObjective * quadraticObj = (static_cast< ClpQuadraticObjective*>(obj)); |
2234 | #endif |
2235 | CoinPackedMatrix * quadratic = quadraticObj->quadraticObjective(); |
2236 | int numberXColumns = quadratic->getNumCols(); |
2237 | assert (numberXColumns < numberColumns); |
2238 | int base = numberColumns - numberXColumns; |
2239 | int * which = new int [numberXColumns]; |
2240 | int * pivotVariable = model->pivotVariable(); |
2241 | int * permute = pivotColumn(); |
2242 | int i; |
2243 | int n = 0; |
2244 | for (i = 0; i < numberRows; i++) { |
2245 | int iSj = pivotVariable[i] - base; |
2246 | if (iSj >= 0 && iSj < numberXColumns) |
2247 | which[n++] = permute[i]; |
2248 | } |
2249 | if (n) |
2250 | coinFactorizationA_->emptyRows(n, which); |
2251 | delete [] which; |
2252 | } |
2253 | } |
2254 | #endif |
2255 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2256 | factorization_instrument(2); |
2257 | #endif |
2258 | return coinFactorizationA_->status(); |
2259 | } |
2260 | /* Replaces one Column in basis, |
2261 | returns 0=OK, 1=Probably OK, 2=singular, 3=no room |
2262 | If checkBeforeModifying is true will do all accuracy checks |
2263 | before modifying factorization. Whether to set this depends on |
2264 | speed considerations. You could just do this on first iteration |
2265 | after factorization and thereafter re-factorize |
2266 | partial update already in U */ |
2267 | int |
2268 | ClpFactorization::replaceColumn ( const ClpSimplex * model, |
2269 | CoinIndexedVector * regionSparse, |
2270 | CoinIndexedVector * tableauColumn, |
2271 | int pivotRow, |
2272 | double pivotCheck , |
2273 | bool checkBeforeModifying, |
2274 | double acceptablePivot) |
2275 | { |
2276 | #ifndef SLIM_CLP |
2277 | if (!networkBasis_) { |
2278 | #endif |
2279 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2280 | factorization_instrument(-1); |
2281 | #endif |
2282 | int returnCode; |
2283 | // see if FT |
2284 | if (!coinFactorizationA_ || coinFactorizationA_->forrestTomlin()) { |
2285 | if (coinFactorizationA_) { |
2286 | returnCode = coinFactorizationA_->replaceColumn(regionSparse, |
2287 | pivotRow, |
2288 | pivotCheck, |
2289 | checkBeforeModifying, |
2290 | acceptablePivot); |
2291 | } else { |
2292 | bool tab = coinFactorizationB_->wantsTableauColumn(); |
2293 | #ifdef CLP_REUSE_ETAS |
2294 | int tempInfo[2]; |
2295 | tempInfo[1] = model_->sequenceOut(); |
2296 | #else |
2297 | int tempInfo[1]; |
2298 | #endif |
2299 | tempInfo[0] = model->numberIterations(); |
2300 | coinFactorizationB_->setUsefulInformation(tempInfo, 1); |
2301 | returnCode = |
2302 | coinFactorizationB_->replaceColumn(tab ? tableauColumn : regionSparse, |
2303 | pivotRow, |
2304 | pivotCheck, |
2305 | checkBeforeModifying, |
2306 | acceptablePivot); |
2307 | #ifdef CLP_DEBUG |
2308 | // check basic |
2309 | int numberRows = coinFactorizationB_->numberRows(); |
2310 | CoinIndexedVector region1(2 * numberRows); |
2311 | CoinIndexedVector region2A(2 * numberRows); |
2312 | CoinIndexedVector region2B(2 * numberRows); |
2313 | int iPivot; |
2314 | double * arrayB = region2B.denseVector(); |
2315 | int * pivotVariable = model->pivotVariable(); |
2316 | int i; |
2317 | for (iPivot = 0; iPivot < numberRows; iPivot++) { |
2318 | int iSequence = pivotVariable[iPivot]; |
2319 | if (iPivot == pivotRow) |
2320 | iSequence = model->sequenceIn(); |
2321 | model->unpack(®ion2B, iSequence); |
2322 | coinFactorizationB_->updateColumn(®ion1, ®ion2B); |
2323 | assert (fabs(arrayB[iPivot] - 1.0) < 1.0e-4); |
2324 | arrayB[iPivot] = 0.0; |
2325 | for (i = 0; i < numberRows; i++) |
2326 | assert (fabs(arrayB[i]) < 1.0e-4); |
2327 | region2B.clear(); |
2328 | } |
2329 | #endif |
2330 | } |
2331 | } else { |
2332 | returnCode = coinFactorizationA_->replaceColumnPFI(tableauColumn, |
2333 | pivotRow, pivotCheck); // Note array |
2334 | } |
2335 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2336 | factorization_instrument(3); |
2337 | #endif |
2338 | return returnCode; |
2339 | |
2340 | #ifndef SLIM_CLP |
2341 | } else { |
2342 | if (doCheck) { |
2343 | int returnCode = coinFactorizationA_->replaceColumn(regionSparse, |
2344 | pivotRow, |
2345 | pivotCheck, |
2346 | checkBeforeModifying, |
2347 | acceptablePivot); |
2348 | networkBasis_->replaceColumn(regionSparse, |
2349 | pivotRow); |
2350 | return returnCode; |
2351 | } else { |
2352 | // increase number of pivots |
2353 | coinFactorizationA_->setPivots(coinFactorizationA_->pivots() + 1); |
2354 | return networkBasis_->replaceColumn(regionSparse, |
2355 | pivotRow); |
2356 | } |
2357 | } |
2358 | #endif |
2359 | } |
2360 | |
2361 | /* Updates one column (FTRAN) from region2 |
2362 | number returned is negative if no room |
2363 | region1 starts as zero and is zero at end */ |
2364 | int |
2365 | ClpFactorization::updateColumnFT ( CoinIndexedVector * regionSparse, |
2366 | CoinIndexedVector * regionSparse2) |
2367 | { |
2368 | #ifdef CLP_DEBUG |
2369 | regionSparse->checkClear(); |
2370 | #endif |
2371 | if (!numberRows()) |
2372 | return 0; |
2373 | #ifndef SLIM_CLP |
2374 | if (!networkBasis_) { |
2375 | #endif |
2376 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2377 | factorization_instrument(-1); |
2378 | #endif |
2379 | int returnCode; |
2380 | if (coinFactorizationA_) { |
2381 | coinFactorizationA_->setCollectStatistics(true); |
2382 | returnCode = coinFactorizationA_->updateColumnFT(regionSparse, |
2383 | regionSparse2); |
2384 | coinFactorizationA_->setCollectStatistics(false); |
2385 | } else { |
2386 | #ifdef CLP_REUSE_ETAS |
2387 | int tempInfo[2]; |
2388 | tempInfo[0] = model_->numberIterations(); |
2389 | tempInfo[1] = model_->sequenceIn(); |
2390 | coinFactorizationB_->setUsefulInformation(tempInfo, 2); |
2391 | #endif |
2392 | returnCode = coinFactorizationB_->updateColumnFT(regionSparse, |
2393 | regionSparse2); |
2394 | } |
2395 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2396 | factorization_instrument(4); |
2397 | #endif |
2398 | return returnCode; |
2399 | #ifndef SLIM_CLP |
2400 | } else { |
2401 | #ifdef CHECK_NETWORK |
2402 | CoinIndexedVector * save = new CoinIndexedVector(*regionSparse2); |
2403 | double * check = new double[coinFactorizationA_->numberRows()]; |
2404 | int returnCode = coinFactorizationA_->updateColumnFT(regionSparse, |
2405 | regionSparse2); |
2406 | networkBasis_->updateColumn(regionSparse, save, -1); |
2407 | int i; |
2408 | double * array = regionSparse2->denseVector(); |
2409 | int * indices = regionSparse2->getIndices(); |
2410 | int n = regionSparse2->getNumElements(); |
2411 | memset(check, 0, coinFactorizationA_->numberRows()*sizeof(double)); |
2412 | double * array2 = save->denseVector(); |
2413 | int * indices2 = save->getIndices(); |
2414 | int n2 = save->getNumElements(); |
2415 | assert (n == n2); |
2416 | if (save->packedMode()) { |
2417 | for (i = 0; i < n; i++) { |
2418 | check[indices[i]] = array[i]; |
2419 | } |
2420 | for (i = 0; i < n; i++) { |
2421 | double value2 = array2[i]; |
2422 | assert (check[indices2[i]] == value2); |
2423 | } |
2424 | } else { |
2425 | int numberRows = coinFactorizationA_->numberRows(); |
2426 | for (i = 0; i < numberRows; i++) { |
2427 | double value1 = array[i]; |
2428 | double value2 = array2[i]; |
2429 | assert (value1 == value2); |
2430 | } |
2431 | } |
2432 | delete save; |
2433 | delete [] check; |
2434 | return returnCode; |
2435 | #else |
2436 | networkBasis_->updateColumn(regionSparse, regionSparse2, -1); |
2437 | return 1; |
2438 | #endif |
2439 | } |
2440 | #endif |
2441 | } |
2442 | /* Updates one column (FTRAN) from region2 |
2443 | number returned is negative if no room |
2444 | region1 starts as zero and is zero at end */ |
2445 | int |
2446 | ClpFactorization::updateColumn ( CoinIndexedVector * regionSparse, |
2447 | CoinIndexedVector * regionSparse2, |
2448 | bool noPermute) const |
2449 | { |
2450 | #ifdef CLP_DEBUG |
2451 | if (!noPermute) |
2452 | regionSparse->checkClear(); |
2453 | #endif |
2454 | if (!numberRows()) |
2455 | return 0; |
2456 | #ifndef SLIM_CLP |
2457 | if (!networkBasis_) { |
2458 | #endif |
2459 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2460 | factorization_instrument(-1); |
2461 | #endif |
2462 | int returnCode; |
2463 | if (coinFactorizationA_) { |
2464 | coinFactorizationA_->setCollectStatistics(true); |
2465 | returnCode = coinFactorizationA_->updateColumn(regionSparse, |
2466 | regionSparse2, |
2467 | noPermute); |
2468 | coinFactorizationA_->setCollectStatistics(false); |
2469 | } else { |
2470 | returnCode = coinFactorizationB_->updateColumn(regionSparse, |
2471 | regionSparse2, |
2472 | noPermute); |
2473 | } |
2474 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2475 | factorization_instrument(5); |
2476 | #endif |
2477 | //#define PRINT_VECTOR |
2478 | #ifdef PRINT_VECTOR |
2479 | printf("Update\n" ); |
2480 | regionSparse2->print(); |
2481 | #endif |
2482 | return returnCode; |
2483 | #ifndef SLIM_CLP |
2484 | } else { |
2485 | #ifdef CHECK_NETWORK |
2486 | CoinIndexedVector * save = new CoinIndexedVector(*regionSparse2); |
2487 | double * check = new double[coinFactorizationA_->numberRows()]; |
2488 | int returnCode = coinFactorizationA_->updateColumn(regionSparse, |
2489 | regionSparse2, |
2490 | noPermute); |
2491 | networkBasis_->updateColumn(regionSparse, save, -1); |
2492 | int i; |
2493 | double * array = regionSparse2->denseVector(); |
2494 | int * indices = regionSparse2->getIndices(); |
2495 | int n = regionSparse2->getNumElements(); |
2496 | memset(check, 0, coinFactorizationA_->numberRows()*sizeof(double)); |
2497 | double * array2 = save->denseVector(); |
2498 | int * indices2 = save->getIndices(); |
2499 | int n2 = save->getNumElements(); |
2500 | assert (n == n2); |
2501 | if (save->packedMode()) { |
2502 | for (i = 0; i < n; i++) { |
2503 | check[indices[i]] = array[i]; |
2504 | } |
2505 | for (i = 0; i < n; i++) { |
2506 | double value2 = array2[i]; |
2507 | assert (check[indices2[i]] == value2); |
2508 | } |
2509 | } else { |
2510 | int numberRows = coinFactorizationA_->numberRows(); |
2511 | for (i = 0; i < numberRows; i++) { |
2512 | double value1 = array[i]; |
2513 | double value2 = array2[i]; |
2514 | assert (value1 == value2); |
2515 | } |
2516 | } |
2517 | delete save; |
2518 | delete [] check; |
2519 | return returnCode; |
2520 | #else |
2521 | networkBasis_->updateColumn(regionSparse, regionSparse2, -1); |
2522 | return 1; |
2523 | #endif |
2524 | } |
2525 | #endif |
2526 | } |
2527 | /* Updates one column (FTRAN) from region2 |
2528 | Tries to do FT update |
2529 | number returned is negative if no room. |
2530 | Also updates region3 |
2531 | region1 starts as zero and is zero at end */ |
2532 | int |
2533 | ClpFactorization::updateTwoColumnsFT ( CoinIndexedVector * regionSparse1, |
2534 | CoinIndexedVector * regionSparse2, |
2535 | CoinIndexedVector * regionSparse3, |
2536 | bool noPermuteRegion3) |
2537 | { |
2538 | #ifdef CLP_DEBUG |
2539 | regionSparse1->checkClear(); |
2540 | #endif |
2541 | if (!numberRows()) |
2542 | return 0; |
2543 | int returnCode = 0; |
2544 | #ifndef SLIM_CLP |
2545 | if (!networkBasis_) { |
2546 | #endif |
2547 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2548 | factorization_instrument(-1); |
2549 | #endif |
2550 | if (coinFactorizationA_) { |
2551 | coinFactorizationA_->setCollectStatistics(true); |
2552 | if (coinFactorizationA_->spaceForForrestTomlin()) { |
2553 | assert (regionSparse2->packedMode()); |
2554 | assert (!regionSparse3->packedMode()); |
2555 | returnCode = coinFactorizationA_->updateTwoColumnsFT(regionSparse1, |
2556 | regionSparse2, |
2557 | regionSparse3, |
2558 | noPermuteRegion3); |
2559 | } else { |
2560 | returnCode = coinFactorizationA_->updateColumnFT(regionSparse1, |
2561 | regionSparse2); |
2562 | coinFactorizationA_->updateColumn(regionSparse1, |
2563 | regionSparse3, |
2564 | noPermuteRegion3); |
2565 | } |
2566 | coinFactorizationA_->setCollectStatistics(false); |
2567 | } else { |
2568 | #if 0 |
2569 | CoinSimpFactorization * fact = |
2570 | dynamic_cast< CoinSimpFactorization*>(coinFactorizationB_); |
2571 | if (!fact) { |
2572 | returnCode = coinFactorizationB_->updateColumnFT(regionSparse1, |
2573 | regionSparse2); |
2574 | coinFactorizationB_->updateColumn(regionSparse1, |
2575 | regionSparse3, |
2576 | noPermuteRegion3); |
2577 | } else { |
2578 | returnCode = fact->updateTwoColumnsFT(regionSparse1, |
2579 | regionSparse2, |
2580 | regionSparse3, |
2581 | noPermuteRegion3); |
2582 | } |
2583 | #else |
2584 | #ifdef CLP_REUSE_ETAS |
2585 | int tempInfo[2]; |
2586 | tempInfo[0] = model_->numberIterations(); |
2587 | tempInfo[1] = model_->sequenceIn(); |
2588 | coinFactorizationB_->setUsefulInformation(tempInfo, 3); |
2589 | #endif |
2590 | returnCode = |
2591 | coinFactorizationB_->updateTwoColumnsFT( |
2592 | regionSparse1, |
2593 | regionSparse2, |
2594 | regionSparse3, |
2595 | noPermuteRegion3); |
2596 | #endif |
2597 | } |
2598 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2599 | factorization_instrument(9); |
2600 | #endif |
2601 | #ifdef PRINT_VECTOR |
2602 | printf("UpdateTwoFT\n" ); |
2603 | regionSparse2->print(); |
2604 | regionSparse3->print(); |
2605 | #endif |
2606 | return returnCode; |
2607 | #ifndef SLIM_CLP |
2608 | } else { |
2609 | returnCode = updateColumnFT(regionSparse1, regionSparse2); |
2610 | updateColumn(regionSparse1, regionSparse3, noPermuteRegion3); |
2611 | } |
2612 | #endif |
2613 | return returnCode; |
2614 | } |
2615 | /* Updates one column (FTRAN) from region2 |
2616 | number returned is negative if no room |
2617 | region1 starts as zero and is zero at end */ |
2618 | int |
2619 | ClpFactorization::updateColumnForDebug ( CoinIndexedVector * regionSparse, |
2620 | CoinIndexedVector * regionSparse2, |
2621 | bool noPermute) const |
2622 | { |
2623 | if (!noPermute) |
2624 | regionSparse->checkClear(); |
2625 | if (!coinFactorizationA_->numberRows()) |
2626 | return 0; |
2627 | coinFactorizationA_->setCollectStatistics(false); |
2628 | int returnCode = coinFactorizationA_->updateColumn(regionSparse, |
2629 | regionSparse2, |
2630 | noPermute); |
2631 | return returnCode; |
2632 | } |
2633 | /* Updates one column (BTRAN) from region2 |
2634 | region1 starts as zero and is zero at end */ |
2635 | int |
2636 | ClpFactorization::updateColumnTranspose ( CoinIndexedVector * regionSparse, |
2637 | CoinIndexedVector * regionSparse2) const |
2638 | { |
2639 | if (!numberRows()) |
2640 | return 0; |
2641 | #ifndef SLIM_CLP |
2642 | if (!networkBasis_) { |
2643 | #endif |
2644 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2645 | factorization_instrument(-1); |
2646 | #endif |
2647 | int returnCode; |
2648 | |
2649 | if (coinFactorizationA_) { |
2650 | coinFactorizationA_->setCollectStatistics(true); |
2651 | returnCode = coinFactorizationA_->updateColumnTranspose(regionSparse, |
2652 | regionSparse2); |
2653 | coinFactorizationA_->setCollectStatistics(false); |
2654 | } else { |
2655 | returnCode = coinFactorizationB_->updateColumnTranspose(regionSparse, |
2656 | regionSparse2); |
2657 | } |
2658 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2659 | factorization_instrument(6); |
2660 | #endif |
2661 | #ifdef PRINT_VECTOR |
2662 | printf("UpdateTranspose\n" ); |
2663 | regionSparse2->print(); |
2664 | #endif |
2665 | return returnCode; |
2666 | #ifndef SLIM_CLP |
2667 | } else { |
2668 | #ifdef CHECK_NETWORK |
2669 | CoinIndexedVector * save = new CoinIndexedVector(*regionSparse2); |
2670 | double * check = new double[coinFactorizationA_->numberRows()]; |
2671 | int returnCode = coinFactorizationA_->updateColumnTranspose(regionSparse, |
2672 | regionSparse2); |
2673 | networkBasis_->updateColumnTranspose(regionSparse, save); |
2674 | int i; |
2675 | double * array = regionSparse2->denseVector(); |
2676 | int * indices = regionSparse2->getIndices(); |
2677 | int n = regionSparse2->getNumElements(); |
2678 | memset(check, 0, coinFactorizationA_->numberRows()*sizeof(double)); |
2679 | double * array2 = save->denseVector(); |
2680 | int * indices2 = save->getIndices(); |
2681 | int n2 = save->getNumElements(); |
2682 | assert (n == n2); |
2683 | if (save->packedMode()) { |
2684 | for (i = 0; i < n; i++) { |
2685 | check[indices[i]] = array[i]; |
2686 | } |
2687 | for (i = 0; i < n; i++) { |
2688 | double value2 = array2[i]; |
2689 | assert (check[indices2[i]] == value2); |
2690 | } |
2691 | } else { |
2692 | int numberRows = coinFactorizationA_->numberRows(); |
2693 | for (i = 0; i < numberRows; i++) { |
2694 | double value1 = array[i]; |
2695 | double value2 = array2[i]; |
2696 | assert (value1 == value2); |
2697 | } |
2698 | } |
2699 | delete save; |
2700 | delete [] check; |
2701 | return returnCode; |
2702 | #else |
2703 | return networkBasis_->updateColumnTranspose(regionSparse, regionSparse2); |
2704 | #endif |
2705 | } |
2706 | #endif |
2707 | } |
2708 | /* makes a row copy of L for speed and to allow very sparse problems */ |
2709 | void |
2710 | ClpFactorization::goSparse() |
2711 | { |
2712 | #ifndef SLIM_CLP |
2713 | if (!networkBasis_) { |
2714 | #endif |
2715 | if (coinFactorizationA_) { |
2716 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2717 | factorization_instrument(-1); |
2718 | #endif |
2719 | coinFactorizationA_->goSparse(); |
2720 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2721 | factorization_instrument(7); |
2722 | #endif |
2723 | } |
2724 | } |
2725 | } |
2726 | // Cleans up i.e. gets rid of network basis |
2727 | void |
2728 | ClpFactorization::cleanUp() |
2729 | { |
2730 | #ifndef SLIM_CLP |
2731 | delete networkBasis_; |
2732 | networkBasis_ = NULL; |
2733 | #endif |
2734 | if (coinFactorizationA_) |
2735 | coinFactorizationA_->resetStatistics(); |
2736 | } |
2737 | /// Says whether to redo pivot order |
2738 | bool |
2739 | ClpFactorization::needToReorder() const |
2740 | { |
2741 | #ifdef CHECK_NETWORK |
2742 | return true; |
2743 | #endif |
2744 | #ifndef SLIM_CLP |
2745 | if (!networkBasis_) |
2746 | #endif |
2747 | return true; |
2748 | #ifndef SLIM_CLP |
2749 | else |
2750 | return false; |
2751 | #endif |
2752 | } |
2753 | // Get weighted row list |
2754 | void |
2755 | ClpFactorization::getWeights(int * weights) const |
2756 | { |
2757 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2758 | factorization_instrument(-1); |
2759 | #endif |
2760 | #ifndef SLIM_CLP |
2761 | if (networkBasis_) { |
2762 | // Network - just unit |
2763 | int numberRows = coinFactorizationA_->numberRows(); |
2764 | for (int i = 0; i < numberRows; i++) |
2765 | weights[i] = 1; |
2766 | return; |
2767 | } |
2768 | #endif |
2769 | int * numberInRow = coinFactorizationA_->numberInRow(); |
2770 | int * numberInColumn = coinFactorizationA_->numberInColumn(); |
2771 | int * permuteBack = coinFactorizationA_->pivotColumnBack(); |
2772 | int * indexRowU = coinFactorizationA_->indexRowU(); |
2773 | const CoinBigIndex * startColumnU = coinFactorizationA_->startColumnU(); |
2774 | const CoinBigIndex * startRowL = coinFactorizationA_->startRowL(); |
2775 | int numberRows = coinFactorizationA_->numberRows(); |
2776 | if (!startRowL || !coinFactorizationA_->numberInRow()) { |
2777 | int * temp = new int[numberRows]; |
2778 | memset(temp, 0, numberRows * sizeof(int)); |
2779 | int i; |
2780 | for (i = 0; i < numberRows; i++) { |
2781 | // one for pivot |
2782 | temp[i]++; |
2783 | CoinBigIndex j; |
2784 | for (j = startColumnU[i]; j < startColumnU[i] + numberInColumn[i]; j++) { |
2785 | int iRow = indexRowU[j]; |
2786 | temp[iRow]++; |
2787 | } |
2788 | } |
2789 | CoinBigIndex * startColumnL = coinFactorizationA_->startColumnL(); |
2790 | int * indexRowL = coinFactorizationA_->indexRowL(); |
2791 | int numberL = coinFactorizationA_->numberL(); |
2792 | CoinBigIndex baseL = coinFactorizationA_->baseL(); |
2793 | for (i = baseL; i < baseL + numberL; i++) { |
2794 | CoinBigIndex j; |
2795 | for (j = startColumnL[i]; j < startColumnL[i+1]; j++) { |
2796 | int iRow = indexRowL[j]; |
2797 | temp[iRow]++; |
2798 | } |
2799 | } |
2800 | for (i = 0; i < numberRows; i++) { |
2801 | int number = temp[i]; |
2802 | int iPermute = permuteBack[i]; |
2803 | weights[iPermute] = number; |
2804 | } |
2805 | delete [] temp; |
2806 | } else { |
2807 | int i; |
2808 | for (i = 0; i < numberRows; i++) { |
2809 | int number = startRowL[i+1] - startRowL[i] + numberInRow[i] + 1; |
2810 | //number = startRowL[i+1]-startRowL[i]+1; |
2811 | //number = numberInRow[i]+1; |
2812 | int iPermute = permuteBack[i]; |
2813 | weights[iPermute] = number; |
2814 | } |
2815 | } |
2816 | #ifdef CLP_FACTORIZATION_INSTRUMENT |
2817 | factorization_instrument(8); |
2818 | #endif |
2819 | } |
2820 | // Set tolerances to safer of existing and given |
2821 | void |
2822 | ClpFactorization::saferTolerances ( double zeroValue, |
2823 | double pivotValue) |
2824 | { |
2825 | double newValue; |
2826 | // better to have small tolerance even if slower |
2827 | if (zeroValue > 0.0) |
2828 | newValue = zeroValue; |
2829 | else |
2830 | newValue = -zeroTolerance() * zeroValue; |
2831 | zeroTolerance(CoinMin(zeroTolerance(), zeroValue)); |
2832 | // better to have large tolerance even if slower |
2833 | if (pivotValue > 0.0) |
2834 | newValue = pivotValue; |
2835 | else |
2836 | newValue = -pivotTolerance() * pivotValue; |
2837 | pivotTolerance(CoinMin(CoinMax(pivotTolerance(), newValue), 0.999)); |
2838 | } |
2839 | // Sets factorization |
2840 | void |
2841 | ClpFactorization::setFactorization(ClpFactorization & rhs) |
2842 | { |
2843 | ClpFactorization::operator=(rhs); |
2844 | } |
2845 | #endif |
2846 | |