Clp  1.17.6
AbcSimplexDual.hpp
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1 /* $Id: AbcSimplexDual.hpp 2385 2019-01-06 19:43:06Z unxusr $ */
2 // Copyright (C) 2002, International Business Machines
3 // Corporation and others, Copyright (C) 2012, FasterCoin. All Rights Reserved.
4 // This code is licensed under the terms of the Eclipse Public License (EPL).
5 /*
6  Authors
7 
8  John Forrest
9 
10 */
11 #ifndef AbcSimplexDual_H
12 #define AbcSimplexDual_H
13 
14 #include "AbcSimplex.hpp"
15 #if 0
16 #undef ABC_PARALLEL
17 #define ABC_PARALLEL 2
18 #undef cilk_for
19 #undef cilk_spawn
20 #undef cilk_sync
21 #include <cilk/cilk.h>
22 #endif
23 typedef struct {
24  double theta;
25  double totalThru;
26  double useThru;
27  double bestEverPivot;
32  double thruThis;
35  int sequence;
36  int block;
49 class AbcSimplexDual : public AbcSimplex {
50 
51 public:
143  int dual();
152  int strongBranching(int numberVariables, const int *variables,
153  double *newLower, double *newUpper,
154  double **outputSolution,
155  int *outputStatus, int *outputIterations,
156  bool stopOnFirstInfeasible = true,
157  bool alwaysFinish = false,
158  int startFinishOptions = 0);
161  int numberColumns, bool solveLp = false);
165 
182 #if ABC_PARALLEL == 1
183  int whileIteratingThread();
184 #endif
185 #if ABC_PARALLEL == 2
186  int whileIteratingCilk();
187 #endif
192  int noPivotRow();
199 #if ABC_PARALLEL == 1
201  void createDualPricingVectorThread();
202  int getTableauColumnFlipAndStartReplaceThread();
203  void getTableauColumnPart1Thread();
204 #endif
205 #if ABC_PARALLEL == 2
207  void createDualPricingVectorCilk();
208  int getTableauColumnFlipAndStartReplaceCilk();
209  void getTableauColumnPart1Cilk();
210 #endif
222  //void updateDualsInValuesPass(CoinIndexedVector * array,
223  // double theta);
228  int flipBounds();
231  void flipBack(int number);
238  void dualColumn1(bool doAll = false);
244  double dualColumn1A();
246  double dualColumn1B();
252  void dualColumn2();
265  void checkPossibleCleanup(CoinIndexedVector *array);
272  void dualPivotRow();
280  int changeBounds(int initialize, double &changeCost);
283  bool changeBound(int iSequence);
285  void originalBound(int iSequence);
288  int checkUnbounded(CoinIndexedVector &ray, double changeCost);
298  void statusOfProblemInDual(int type);
306  int whatNext();
310  int bounceTolerances(int type);
312  void perturb(double factor);
314  void perturbB(double factor, int type);
316  int makeNonFreeVariablesDualFeasible(bool changeCosts = false);
317  int fastDual(bool alwaysFinish = false);
321 
330  void startupSolve();
332  void finishSolve();
333  void gutsOfDual();
334  //int dual2(int ifValuesPass,int startFinishOptions=0);
335  int resetFakeBounds(int type);
336 
338 };
339 #if ABC_PARALLEL == 1
340 void *abc_parallelManager(void *simplex);
341 #endif
342 #endif
343 
344 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
345 */
This solves LPs using the dual simplex method.
int dual()
Dual algorithm.
void perturb(double factor)
Perturbs problem.
int whatNext()
Fast iterations.
void getTableauColumnPart1Serial()
void updatePrimalSolution()
void replaceColumnPart3()
int bounceTolerances(int type)
Does something about fake tolerances.
void dualPivotColumn()
int fastDual(bool alwaysFinish=false)
int getTableauColumnFlipAndStartReplaceSerial()
AbcSimplexFactorization * setupForStrongBranching(char *arrays, int numberRows, int numberColumns, bool solveLp=false)
This does first part of StrongBranching.
void checkReplacePart1a()
int whileIteratingSerial()
This has the flow between re-factorizations Broken out for clarity and will be used by strong branchi...
bool checkCutoff(bool computeObjective)
see if cutoff reached
void statusOfProblemInDual(int type)
Refactorizes if necessary Checks if finished.
void dualColumn2()
Chooses incoming Puts flipped ones in list If necessary will modify costs.
void dualColumn2Most(dualColumnResult &result)
double dualColumn1A()
Array has tableau row (row section) Just does slack part Returns guess at upper theta (infinite if no...
int resetFakeBounds(int type)
int nextSuperBasic()
Get next free , -1 if none.
double dualColumn1B()
Do all given tableau row.
void createDualPricingVectorSerial()
Create dual pricing vector.
void checkReplacePart1b()
void dualPivotRow()
Chooses dual pivot row Would be faster with separate region to scan and will have this (with square o...
void cleanupAfterStrongBranching(AbcSimplexFactorization *factorization)
This cleans up after strong branching.
int whileIteratingParallel(int numberIterations)
void dualColumn2First(dualColumnResult &result)
void startupSolve()
Startup part of dual.
void getTableauColumnPart2()
int whileIterating3()
void originalBound(int iSequence)
Restores bound to original bound.
void checkPossibleCleanup(CoinIndexedVector *array)
This sees what is best thing to do in branch and bound cleanup If sequenceIn_ < 0 then can't do anyth...
bool changeBound(int iSequence)
As changeBounds but just changes new bounds for a single variable.
void whileIterating2()
int strongBranching(int numberVariables, const int *variables, double *newLower, double *newUpper, double **outputSolution, int *outputStatus, int *outputIterations, bool stopOnFirstInfeasible=true, bool alwaysFinish=false, int startFinishOptions=0)
For strong branching.
int makeNonFreeVariablesDualFeasible(bool changeCosts=false)
Make non free variables dual feasible by moving to a bound.
void dualColumn1(bool doAll=false)
Array has tableau row (row section) Puts candidates for rows in list Returns guess at upper theta (in...
int checkUnbounded(CoinIndexedVector &ray, double changeCost)
Checks if tentative optimal actually means unbounded in dual Returns -3 if not, 2 if is unbounded.
int changeBounds(int initialize, double &changeCost)
Checks if any fake bounds active - if so returns number and modifies updatedDualBound_ and everything...
void finishSolve()
Ending part of dual.
int pivotResultPart1()
Pivot in a variable and choose an outgoing one.
void perturbB(double factor, int type)
Perturbs problem B.
int flipBounds()
The duals are updated by the given arrays.
int numberAtFakeBound()
Checks number of variables at fake bounds.
void flipBack(int number)
Undo a flip.
void dualColumn2(dualColumnResult &result)
Chooses part of incoming Puts flipped ones in list If necessary will modify costs.
void updateDualsInDual()
The duals are updated.
void checkReplacePart1()
This just implements AbcFactorization when an AbcMatrix object is passed.
void computeObjective()
Computes nonbasic cost and total cost.
AbcSimplexFactorization * factorization() const
factorization
Definition: AbcSimplex.hpp:200
double * ray() const
For advanced users - no need to delete - sign not changed.
Definition: ClpModel.hpp:863
int numberColumns() const
Definition: ClpModel.hpp:332
int numberRows() const
Number of rows.
Definition: ClpModel.hpp:319
int numberIterations() const
Number of iterations.
Definition: ClpModel.hpp:378