| 1 | /* $Id: CoinPrePostsolveMatrix.cpp 1448 2011-06-19 15:34:41Z 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 <cstdio> |
| 7 | #include <cassert> |
| 8 | #include <iostream> |
| 9 | |
| 10 | #include "CoinHelperFunctions.hpp" |
| 11 | #include "CoinPresolveMatrix.hpp" |
| 12 | #ifndef SLIM_CLP |
| 13 | #include "CoinWarmStartBasis.hpp" |
| 14 | #endif |
| 15 | |
| 16 | /*! \file |
| 17 | This file contains methods for CoinPrePostsolveMatrix, the foundation class |
| 18 | for CoinPresolveMatrix and CoinPostsolveMatrix. |
| 19 | */ |
| 20 | |
| 21 | /* |
| 22 | Constructor and destructor for CoinPrePostsolveMatrix. |
| 23 | */ |
| 24 | |
| 25 | /* |
| 26 | CoinPrePostsolveMatrix constructor |
| 27 | |
| 28 | This constructor does next to nothing, because there's no sensible middle |
| 29 | ground between next to nothing and a constructor with twenty parameters |
| 30 | that all need to be extracted from the constraint system held by an OSI. |
| 31 | The alternative, creating a constructor which takes some flavour of OSI as |
| 32 | a parameter, seems to me (lh) to be wrong. That knowledge does not belong |
| 33 | in the generic COIN support library. |
| 34 | |
| 35 | The philosophy here is to create an empty CoinPrePostsolveMatrix object and |
| 36 | then load in the constraint matrix, vectors, and miscellaneous parameters. |
| 37 | Some of this will be done from CoinPresolveMatrix or CoinPostsolveMatrix |
| 38 | constructors, but in the end most of it should be pushed back to an |
| 39 | OSI-specific method. Then the knowledge of how to access the required data |
| 40 | in an OSI is pushed back to the individual OSI classes where it belongs. |
| 41 | |
| 42 | Thus, all vector allocation is postponed until load time. |
| 43 | */ |
| 44 | |
| 45 | CoinPrePostsolveMatrix::CoinPrePostsolveMatrix |
| 46 | (int ncols_alloc, int nrows_alloc, CoinBigIndex nelems_alloc) |
| 47 | |
| 48 | : ncols_(0), |
| 49 | nrows_(0), |
| 50 | nelems_(0), |
| 51 | ncols0_(ncols_alloc), |
| 52 | nrows0_(nrows_alloc), |
| 53 | nelems0_(nelems_alloc), |
| 54 | bulkRatio_(2.0), |
| 55 | |
| 56 | mcstrt_(0), |
| 57 | hincol_(0), |
| 58 | hrow_(0), |
| 59 | colels_(0), |
| 60 | |
| 61 | cost_(0), |
| 62 | originalOffset_(0), |
| 63 | clo_(0), |
| 64 | cup_(0), |
| 65 | rlo_(0), |
| 66 | rup_(0), |
| 67 | |
| 68 | originalColumn_(0), |
| 69 | originalRow_(0), |
| 70 | |
| 71 | ztolzb_(0.0), |
| 72 | ztoldj_(0.0), |
| 73 | |
| 74 | maxmin_(0), |
| 75 | |
| 76 | sol_(0), |
| 77 | rowduals_(0), |
| 78 | acts_(0), |
| 79 | rcosts_(0), |
| 80 | colstat_(0), |
| 81 | rowstat_(0), |
| 82 | |
| 83 | handler_(0), |
| 84 | defaultHandler_(false), |
| 85 | messages_() |
| 86 | |
| 87 | { handler_ = new CoinMessageHandler() ; |
| 88 | defaultHandler_ = true ; |
| 89 | bulk0_ = static_cast<CoinBigIndex> (bulkRatio_*nelems_alloc); |
| 90 | |
| 91 | return ; } |
| 92 | |
| 93 | /* |
| 94 | CoinPrePostsolveMatrix destructor |
| 95 | */ |
| 96 | |
| 97 | CoinPrePostsolveMatrix::~CoinPrePostsolveMatrix() |
| 98 | { |
| 99 | delete[] sol_ ; |
| 100 | delete[] rowduals_ ; |
| 101 | delete[] acts_ ; |
| 102 | delete[] rcosts_ ; |
| 103 | |
| 104 | /* |
| 105 | Note that we do NOT delete rowstat_. This is to maintain compatibility with |
| 106 | ClpPresolve and OsiPresolve, which allocate a single vector and split it |
| 107 | between column and row status. |
| 108 | */ |
| 109 | delete[] colstat_ ; |
| 110 | |
| 111 | delete[] cost_ ; |
| 112 | delete[] clo_ ; |
| 113 | delete[] cup_ ; |
| 114 | delete[] rlo_ ; |
| 115 | delete[] rup_ ; |
| 116 | |
| 117 | delete[] mcstrt_ ; |
| 118 | delete[] hrow_ ; |
| 119 | delete[] colels_ ; |
| 120 | delete[] hincol_ ; |
| 121 | |
| 122 | delete[] originalColumn_ ; |
| 123 | delete[] originalRow_ ; |
| 124 | |
| 125 | if (defaultHandler_ == true) |
| 126 | delete handler_ ; |
| 127 | } |
| 128 | |
| 129 | |
| 130 | #ifndef SLIM_CLP |
| 131 | /* |
| 132 | Methods to set the miscellaneous parameters: max/min, objective offset, and |
| 133 | tolerances. |
| 134 | */ |
| 135 | |
| 136 | void CoinPrePostsolveMatrix::setObjOffset (double offset) |
| 137 | |
| 138 | { originalOffset_ = offset ; } |
| 139 | |
| 140 | void CoinPrePostsolveMatrix::setObjSense (double objSense) |
| 141 | |
| 142 | { maxmin_ = objSense ; } |
| 143 | |
| 144 | void CoinPrePostsolveMatrix::setPrimalTolerance (double primTol) |
| 145 | |
| 146 | { ztolzb_ = primTol ; } |
| 147 | |
| 148 | void CoinPrePostsolveMatrix::setDualTolerance (double dualTol) |
| 149 | |
| 150 | { ztoldj_ = dualTol ; } |
| 151 | |
| 152 | |
| 153 | |
| 154 | /* |
| 155 | Methods to set the various vectors. For all methods, lenParam can be |
| 156 | omitted and will default to -1. In that case, the default action is to copy |
| 157 | ncols_ or nrows_ entries, as appropriate. |
| 158 | |
| 159 | It is *not* considered an error to specify lenParam = 0! This allows for |
| 160 | allocation of vectors in an intially empty system. Note that ncols_ and |
| 161 | nrows_ will be 0 before a constraint system is loaded. Be careful what you |
| 162 | ask for. |
| 163 | |
| 164 | The vector allocated in the CoinPrePostsolveMatrix will be of size ncols0_ |
| 165 | or nrows0_, as appropriate. |
| 166 | */ |
| 167 | |
| 168 | void CoinPrePostsolveMatrix::setColLower (const double *colLower, int lenParam) |
| 169 | |
| 170 | { int len ; |
| 171 | |
| 172 | if (lenParam < 0) |
| 173 | { len = ncols_ ; } |
| 174 | else |
| 175 | if (lenParam > ncols0_) |
| 176 | { throw CoinError("length exceeds allocated size" , |
| 177 | "setColLower" ,"CoinPrePostsolveMatrix" ) ; } |
| 178 | else |
| 179 | { len = lenParam ; } |
| 180 | |
| 181 | if (clo_ == 0) clo_ = new double[ncols0_] ; |
| 182 | CoinMemcpyN(colLower,len,clo_) ; |
| 183 | |
| 184 | return ; } |
| 185 | |
| 186 | void CoinPrePostsolveMatrix::setColUpper (const double *colUpper, int lenParam) |
| 187 | |
| 188 | { int len ; |
| 189 | |
| 190 | if (lenParam < 0) |
| 191 | { len = ncols_ ; } |
| 192 | else |
| 193 | if (lenParam > ncols0_) |
| 194 | { throw CoinError("length exceeds allocated size" , |
| 195 | "setColUpper" ,"CoinPrePostsolveMatrix" ) ; } |
| 196 | else |
| 197 | { len = lenParam ; } |
| 198 | |
| 199 | if (cup_ == 0) cup_ = new double[ncols0_] ; |
| 200 | CoinMemcpyN(colUpper,len,cup_) ; |
| 201 | |
| 202 | return ; } |
| 203 | |
| 204 | void CoinPrePostsolveMatrix::setColSolution (const double *colSol, |
| 205 | int lenParam) |
| 206 | |
| 207 | { int len ; |
| 208 | |
| 209 | if (lenParam < 0) |
| 210 | { len = ncols_ ; } |
| 211 | else |
| 212 | if (lenParam > ncols0_) |
| 213 | { throw CoinError("length exceeds allocated size" , |
| 214 | "setColSolution" ,"CoinPrePostsolveMatrix" ) ; } |
| 215 | else |
| 216 | { len = lenParam ; } |
| 217 | |
| 218 | if (sol_ == 0) sol_ = new double[ncols0_] ; |
| 219 | CoinMemcpyN(colSol,len,sol_) ; |
| 220 | |
| 221 | return ; } |
| 222 | |
| 223 | void CoinPrePostsolveMatrix::setCost (const double *cost, int lenParam) |
| 224 | |
| 225 | { int len ; |
| 226 | |
| 227 | if (lenParam < 0) |
| 228 | { len = ncols_ ; } |
| 229 | else |
| 230 | if (lenParam > ncols0_) |
| 231 | { throw CoinError("length exceeds allocated size" , |
| 232 | "setCost" ,"CoinPrePostsolveMatrix" ) ; } |
| 233 | else |
| 234 | { len = lenParam ; } |
| 235 | |
| 236 | if (cost_ == 0) cost_ = new double[ncols0_] ; |
| 237 | CoinMemcpyN(cost,len,cost_) ; |
| 238 | |
| 239 | return ; } |
| 240 | |
| 241 | void CoinPrePostsolveMatrix::setReducedCost (const double *redCost, |
| 242 | int lenParam) |
| 243 | |
| 244 | { int len ; |
| 245 | |
| 246 | if (lenParam < 0) |
| 247 | { len = ncols_ ; } |
| 248 | else |
| 249 | if (lenParam > ncols0_) |
| 250 | { throw CoinError("length exceeds allocated size" , |
| 251 | "setReducedCost" ,"CoinPrePostsolveMatrix" ) ; } |
| 252 | else |
| 253 | { len = lenParam ; } |
| 254 | |
| 255 | if (rcosts_ == 0) rcosts_ = new double[ncols0_] ; |
| 256 | CoinMemcpyN(redCost,len,rcosts_) ; |
| 257 | |
| 258 | return ; } |
| 259 | |
| 260 | |
| 261 | void CoinPrePostsolveMatrix::setRowLower (const double *rowLower, int lenParam) |
| 262 | |
| 263 | { int len ; |
| 264 | |
| 265 | if (lenParam < 0) |
| 266 | { len = nrows_ ; } |
| 267 | else |
| 268 | if (lenParam > nrows0_) |
| 269 | { throw CoinError("length exceeds allocated size" , |
| 270 | "setRowLower" ,"CoinPrePostsolveMatrix" ) ; } |
| 271 | else |
| 272 | { len = lenParam ; } |
| 273 | |
| 274 | if (rlo_ == 0) rlo_ = new double[nrows0_] ; |
| 275 | CoinMemcpyN(rowLower,len,rlo_) ; |
| 276 | |
| 277 | return ; } |
| 278 | |
| 279 | void CoinPrePostsolveMatrix::setRowUpper (const double *rowUpper, int lenParam) |
| 280 | |
| 281 | { int len ; |
| 282 | |
| 283 | if (lenParam < 0) |
| 284 | { len = nrows_ ; } |
| 285 | else |
| 286 | if (lenParam > nrows0_) |
| 287 | { throw CoinError("length exceeds allocated size" , |
| 288 | "setRowUpper" ,"CoinPrePostsolveMatrix" ) ; } |
| 289 | else |
| 290 | { len = lenParam ; } |
| 291 | |
| 292 | if (rup_ == 0) rup_ = new double[nrows0_] ; |
| 293 | CoinMemcpyN(rowUpper,len,rup_) ; |
| 294 | |
| 295 | return ; } |
| 296 | |
| 297 | void CoinPrePostsolveMatrix::setRowPrice (const double *rowSol, int lenParam) |
| 298 | |
| 299 | { int len ; |
| 300 | |
| 301 | if (lenParam < 0) |
| 302 | { len = nrows_ ; } |
| 303 | else |
| 304 | if (lenParam > nrows0_) |
| 305 | { throw CoinError("length exceeds allocated size" , |
| 306 | "setRowPrice" ,"CoinPrePostsolveMatrix" ) ; } |
| 307 | else |
| 308 | { len = lenParam ; } |
| 309 | |
| 310 | if (rowduals_ == 0) rowduals_ = new double[nrows0_] ; |
| 311 | CoinMemcpyN(rowSol,len,rowduals_) ; |
| 312 | |
| 313 | return ; } |
| 314 | |
| 315 | void CoinPrePostsolveMatrix::setRowActivity (const double *rowAct, int lenParam) |
| 316 | |
| 317 | { int len ; |
| 318 | |
| 319 | if (lenParam < 0) |
| 320 | { len = nrows_ ; } |
| 321 | else |
| 322 | if (lenParam > nrows0_) |
| 323 | { throw CoinError("length exceeds allocated size" , |
| 324 | "setRowActivity" ,"CoinPrePostsolveMatrix" ) ; } |
| 325 | else |
| 326 | { len = lenParam ; } |
| 327 | |
| 328 | if (acts_ == 0) acts_ = new double[nrows0_] ; |
| 329 | CoinMemcpyN(rowAct,len,acts_) ; |
| 330 | |
| 331 | return ; } |
| 332 | |
| 333 | |
| 334 | |
| 335 | /* |
| 336 | Methods to set the status vectors for a basis. Note that we need to allocate |
| 337 | colstat_ and rowstat_ as a single vector, to maintain compatibility with |
| 338 | OsiPresolve and ClpPresolve. |
| 339 | |
| 340 | The `using ::getStatus' declaration is required to get the compiler to |
| 341 | consider the getStatus helper function defined in CoinWarmStartBasis.hpp. |
| 342 | */ |
| 343 | |
| 344 | void CoinPrePostsolveMatrix::setStructuralStatus (const char *strucStatus, |
| 345 | int lenParam) |
| 346 | |
| 347 | { int len ; |
| 348 | using ::getStatus ; |
| 349 | |
| 350 | if (lenParam < 0) |
| 351 | { len = ncols_ ; } |
| 352 | else |
| 353 | if (lenParam > ncols0_) |
| 354 | { throw CoinError("length exceeds allocated size" , |
| 355 | "setStructuralStatus" ,"CoinPrePostsolveMatrix" ) ; } |
| 356 | else |
| 357 | { len = lenParam ; } |
| 358 | |
| 359 | if (colstat_ == 0) |
| 360 | { colstat_ = new unsigned char[ncols0_+nrows0_] ; |
| 361 | # ifdef ZEROFAULT |
| 362 | CoinZeroN(colstat_,ncols0_+nrows0_) ; |
| 363 | # endif |
| 364 | rowstat_ = colstat_+ncols0_ ; } |
| 365 | for (int j = 0 ; j < len ; j++) |
| 366 | { Status statj = Status(getStatus(strucStatus,j)) ; |
| 367 | setColumnStatus(j,statj) ; } |
| 368 | |
| 369 | return ; } |
| 370 | |
| 371 | |
| 372 | void CoinPrePostsolveMatrix::setArtificialStatus (const char *artifStatus, |
| 373 | int lenParam) |
| 374 | |
| 375 | { int len ; |
| 376 | using ::getStatus ; |
| 377 | |
| 378 | if (lenParam < 0) |
| 379 | { len = nrows_ ; } |
| 380 | else |
| 381 | if (lenParam > nrows0_) |
| 382 | { throw CoinError("length exceeds allocated size" , |
| 383 | "setArtificialStatus" ,"CoinPrePostsolveMatrix" ) ; } |
| 384 | else |
| 385 | { len = lenParam ; } |
| 386 | |
| 387 | if (colstat_ == 0) |
| 388 | { colstat_ = new unsigned char[ncols0_+nrows0_] ; |
| 389 | # ifdef ZEROFAULT |
| 390 | CoinZeroN(colstat_,ncols0_+nrows0_) ; |
| 391 | # endif |
| 392 | rowstat_ = colstat_+ncols0_ ; } |
| 393 | for (int i = 0 ; i < len ; i++) |
| 394 | { Status stati = Status(getStatus(artifStatus,i)) ; |
| 395 | setRowStatus(i,stati) ; } |
| 396 | |
| 397 | return ; } |
| 398 | |
| 399 | /* |
| 400 | This routine initialises structural and artificial status given a |
| 401 | CoinWarmStartBasis as the parameter. |
| 402 | */ |
| 403 | |
| 404 | void CoinPrePostsolveMatrix::setStatus (const CoinWarmStartBasis *basis) |
| 405 | |
| 406 | { setStructuralStatus(basis->getStructuralStatus(), |
| 407 | basis->getNumStructural()) ; |
| 408 | setArtificialStatus(basis->getArtificialStatus(), |
| 409 | basis->getNumArtificial()) ; |
| 410 | |
| 411 | return ; } |
| 412 | |
| 413 | /* |
| 414 | This routine returns structural and artificial status in the form of a |
| 415 | CoinWarmStartBasis object. |
| 416 | |
| 417 | What to do when CoinPrePostsolveMatrix::Status == superBasic? There's |
| 418 | no analog in CoinWarmStartBasis::Status. |
| 419 | */ |
| 420 | |
| 421 | CoinWarmStartBasis *CoinPrePostsolveMatrix::getStatus () |
| 422 | |
| 423 | { int n = ncols_ ; |
| 424 | int m = nrows_ ; |
| 425 | CoinWarmStartBasis *wsb = new CoinWarmStartBasis() ; |
| 426 | wsb->setSize(n,m) ; |
| 427 | for (int j = 0 ; j < n ; j++) |
| 428 | { CoinWarmStartBasis::Status statj = |
| 429 | CoinWarmStartBasis::Status(getColumnStatus(j)) ; |
| 430 | wsb->setStructStatus(j,statj) ; } |
| 431 | for (int i = 0 ; i < m ; i++) |
| 432 | { CoinWarmStartBasis::Status stati = |
| 433 | CoinWarmStartBasis::Status(getRowStatus(i)) ; |
| 434 | wsb->setArtifStatus(i,stati) ; } |
| 435 | |
| 436 | return (wsb) ; } |
| 437 | #endif |
| 438 | /* |
| 439 | Set the status of a non-basic artificial variable based on the |
| 440 | variable's value and bounds. |
| 441 | */ |
| 442 | |
| 443 | void CoinPrePostsolveMatrix::setRowStatusUsingValue (int iRow) |
| 444 | |
| 445 | { double value = acts_[iRow]; |
| 446 | double lower = rlo_[iRow]; |
| 447 | double upper = rup_[iRow]; |
| 448 | if (lower<-1.0e20&&upper>1.0e20) { |
| 449 | setRowStatus(iRow,isFree); |
| 450 | } else if (fabs(lower-value)<=ztolzb_) { |
| 451 | setRowStatus(iRow,atLowerBound); |
| 452 | } else if (fabs(upper-value)<=ztolzb_) { |
| 453 | setRowStatus(iRow,atUpperBound); |
| 454 | } else { |
| 455 | setRowStatus(iRow,superBasic); |
| 456 | } |
| 457 | } |
| 458 | |
| 459 | /* |
| 460 | Set the status of a non-basic structural variable based on the |
| 461 | variable's value and bounds. |
| 462 | */ |
| 463 | |
| 464 | void CoinPrePostsolveMatrix::setColumnStatusUsingValue(int iColumn) |
| 465 | { |
| 466 | double value = sol_[iColumn]; |
| 467 | double lower = clo_[iColumn]; |
| 468 | double upper = cup_[iColumn]; |
| 469 | if (lower<-1.0e20&&upper>1.0e20) { |
| 470 | setColumnStatus(iColumn,isFree); |
| 471 | } else if (fabs(lower-value)<=ztolzb_) { |
| 472 | setColumnStatus(iColumn,atLowerBound); |
| 473 | } else if (fabs(upper-value)<=ztolzb_) { |
| 474 | setColumnStatus(iColumn,atUpperBound); |
| 475 | } else { |
| 476 | setColumnStatus(iColumn,superBasic); |
| 477 | } |
| 478 | } |
| 479 | #ifndef SLIM_CLP |
| 480 | |
| 481 | |
| 482 | /* |
| 483 | Simple routines to return a constant character string for the status value. |
| 484 | Separate row and column routines for convenience. |
| 485 | */ |
| 486 | |
| 487 | const char *CoinPrePostsolveMatrix::columnStatusString (int j) const |
| 488 | |
| 489 | { Status statj = getColumnStatus(j) ; |
| 490 | |
| 491 | switch (statj) |
| 492 | { case isFree: |
| 493 | { return ("NBF" ) ; } |
| 494 | case basic: |
| 495 | { return ("B" ) ; } |
| 496 | case atUpperBound: |
| 497 | { return ("NBUB" ) ; } |
| 498 | case atLowerBound: |
| 499 | { return ("NBLB" ) ; } |
| 500 | case superBasic: |
| 501 | { return ("SB" ) ; } |
| 502 | default: |
| 503 | { return ("INVALID" ) ; } } } |
| 504 | |
| 505 | const char *CoinPrePostsolveMatrix::rowStatusString (int j) const |
| 506 | |
| 507 | { Status statj = getRowStatus(j) ; |
| 508 | |
| 509 | switch (statj) |
| 510 | { case isFree: |
| 511 | { return ("NBF" ) ; } |
| 512 | case basic: |
| 513 | { return ("B" ) ; } |
| 514 | case atUpperBound: |
| 515 | { return ("NBUB" ) ; } |
| 516 | case atLowerBound: |
| 517 | { return ("NBLB" ) ; } |
| 518 | case superBasic: |
| 519 | { return ("SB" ) ; } |
| 520 | default: |
| 521 | { return ("INVALID" ) ; } } } |
| 522 | #endif |
| 523 | |