| 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 | |