Clp trunk
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Primal Column Pivot Steepest Edge Algorithm Class. More...
#include <ClpPrimalColumnSteepest.hpp>
Public Types | |
enum | Persistence { normal = 0x00, keep = 0x01 } |
enums for persistence More... | |
Public Member Functions | |
Algorithmic methods | |
virtual int | pivotColumn (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Returns pivot column, -1 if none. | |
int | pivotColumnOldMethod (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
For quadratic or funny nonlinearities. | |
void | justDjs (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Just update djs. | |
int | partialPricing (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, int numberWanted, int numberLook) |
Update djs doing partial pricing (dantzig) | |
void | djsAndDevex (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update djs, weights for Devex using djs. | |
void | djsAndSteepest (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update djs, weights for Steepest using djs. | |
void | djsAndDevex2 (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update djs, weights for Devex using pivot row. | |
void | djsAndSteepest2 (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update djs, weights for Steepest using pivot row. | |
void | justDevex (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update weights for Devex. | |
void | justSteepest (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update weights for Steepest. | |
void | transposeTimes2 (const CoinIndexedVector *pi1, CoinIndexedVector *dj1, const CoinIndexedVector *pi2, CoinIndexedVector *dj2, CoinIndexedVector *spare, double scaleFactor) |
Updates two arrays for steepest. | |
virtual void | updateWeights (CoinIndexedVector *input) |
Updates weights - part 1 - also checks accuracy. | |
void | checkAccuracy (int sequence, double relativeTolerance, CoinIndexedVector *rowArray1, CoinIndexedVector *rowArray2) |
Checks accuracy - just for debug. | |
void | initializeWeights () |
Initialize weights. | |
virtual void | saveWeights (ClpSimplex *model, int mode) |
Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization) | |
virtual void | unrollWeights () |
Gets rid of last update. | |
virtual void | clearArrays () |
Gets rid of all arrays. | |
virtual bool | looksOptimal () const |
Returns true if would not find any column. | |
virtual void | maximumPivotsChanged () |
Called when maximum pivots changes. | |
gets and sets | |
int | mode () const |
Mode. | |
virtual int | numberSprintColumns (int &numberIterations) const |
Returns number of extra columns for sprint algorithm - 0 means off. | |
virtual void | switchOffSprint () |
Switch off sprint idea. | |
Constructors and destructors | |
ClpPrimalColumnSteepest (int mode=3) | |
Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. | |
ClpPrimalColumnSteepest (const ClpPrimalColumnSteepest &rhs) | |
Copy constructor. | |
ClpPrimalColumnSteepest & | operator= (const ClpPrimalColumnSteepest &rhs) |
Assignment operator. | |
virtual | ~ClpPrimalColumnSteepest () |
Destructor. | |
virtual ClpPrimalColumnPivot * | clone (bool copyData=true) const |
Clone. | |
Private functions to deal with devex | |
bool | reference (int i) const |
reference would be faster using ClpSimplex's status_, but I prefer to keep modularity. | |
void | setReference (int i, bool trueFalse) |
void | setPersistence (Persistence life) |
Set/ get persistence. | |
Persistence | persistence () const |
Primal Column Pivot Steepest Edge Algorithm Class.
See Forrest-Goldfarb paper for algorithm
Definition at line 23 of file ClpPrimalColumnSteepest.hpp.
enums for persistence
Definition at line 140 of file ClpPrimalColumnSteepest.hpp.
ClpPrimalColumnSteepest::ClpPrimalColumnSteepest | ( | int | mode = 3 | ) |
Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.
By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems.
ClpPrimalColumnSteepest::ClpPrimalColumnSteepest | ( | const ClpPrimalColumnSteepest & | rhs | ) |
Copy constructor.
virtual ClpPrimalColumnSteepest::~ClpPrimalColumnSteepest | ( | ) | [virtual] |
Destructor.
virtual int ClpPrimalColumnSteepest::pivotColumn | ( | CoinIndexedVector * | updates, |
CoinIndexedVector * | spareRow1, | ||
CoinIndexedVector * | spareRow2, | ||
CoinIndexedVector * | spareColumn1, | ||
CoinIndexedVector * | spareColumn2 | ||
) | [virtual] |
Returns pivot column, -1 if none.
The Packed CoinIndexedVector updates has cost updates - for normal LP that is just +-weight where a feasibility changed. It also has reduced cost from last iteration in pivot row Parts of operation split out into separate functions for profiling and speed
Implements ClpPrimalColumnPivot.
int ClpPrimalColumnSteepest::pivotColumnOldMethod | ( | CoinIndexedVector * | updates, |
CoinIndexedVector * | spareRow1, | ||
CoinIndexedVector * | spareRow2, | ||
CoinIndexedVector * | spareColumn1, | ||
CoinIndexedVector * | spareColumn2 | ||
) |
For quadratic or funny nonlinearities.
void ClpPrimalColumnSteepest::justDjs | ( | CoinIndexedVector * | updates, |
CoinIndexedVector * | spareRow2, | ||
CoinIndexedVector * | spareColumn1, | ||
CoinIndexedVector * | spareColumn2 | ||
) |
Just update djs.
int ClpPrimalColumnSteepest::partialPricing | ( | CoinIndexedVector * | updates, |
CoinIndexedVector * | spareRow2, | ||
int | numberWanted, | ||
int | numberLook | ||
) |
Update djs doing partial pricing (dantzig)
void ClpPrimalColumnSteepest::djsAndDevex | ( | CoinIndexedVector * | updates, |
CoinIndexedVector * | spareRow2, | ||
CoinIndexedVector * | spareColumn1, | ||
CoinIndexedVector * | spareColumn2 | ||
) |
Update djs, weights for Devex using djs.
void ClpPrimalColumnSteepest::djsAndSteepest | ( | CoinIndexedVector * | updates, |
CoinIndexedVector * | spareRow2, | ||
CoinIndexedVector * | spareColumn1, | ||
CoinIndexedVector * | spareColumn2 | ||
) |
Update djs, weights for Steepest using djs.
void ClpPrimalColumnSteepest::djsAndDevex2 | ( | CoinIndexedVector * | updates, |
CoinIndexedVector * | spareRow2, | ||
CoinIndexedVector * | spareColumn1, | ||
CoinIndexedVector * | spareColumn2 | ||
) |
Update djs, weights for Devex using pivot row.
void ClpPrimalColumnSteepest::djsAndSteepest2 | ( | CoinIndexedVector * | updates, |
CoinIndexedVector * | spareRow2, | ||
CoinIndexedVector * | spareColumn1, | ||
CoinIndexedVector * | spareColumn2 | ||
) |
Update djs, weights for Steepest using pivot row.
void ClpPrimalColumnSteepest::justDevex | ( | CoinIndexedVector * | updates, |
CoinIndexedVector * | spareRow2, | ||
CoinIndexedVector * | spareColumn1, | ||
CoinIndexedVector * | spareColumn2 | ||
) |
Update weights for Devex.
void ClpPrimalColumnSteepest::justSteepest | ( | CoinIndexedVector * | updates, |
CoinIndexedVector * | spareRow2, | ||
CoinIndexedVector * | spareColumn1, | ||
CoinIndexedVector * | spareColumn2 | ||
) |
Update weights for Steepest.
void ClpPrimalColumnSteepest::transposeTimes2 | ( | const CoinIndexedVector * | pi1, |
CoinIndexedVector * | dj1, | ||
const CoinIndexedVector * | pi2, | ||
CoinIndexedVector * | dj2, | ||
CoinIndexedVector * | spare, | ||
double | scaleFactor | ||
) |
Updates two arrays for steepest.
virtual void ClpPrimalColumnSteepest::updateWeights | ( | CoinIndexedVector * | input | ) | [virtual] |
Updates weights - part 1 - also checks accuracy.
Reimplemented from ClpPrimalColumnPivot.
void ClpPrimalColumnSteepest::checkAccuracy | ( | int | sequence, |
double | relativeTolerance, | ||
CoinIndexedVector * | rowArray1, | ||
CoinIndexedVector * | rowArray2 | ||
) |
Checks accuracy - just for debug.
void ClpPrimalColumnSteepest::initializeWeights | ( | ) |
Initialize weights.
virtual void ClpPrimalColumnSteepest::saveWeights | ( | ClpSimplex * | model, |
int | mode | ||
) | [virtual] |
Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization)
Implements ClpPrimalColumnPivot.
virtual void ClpPrimalColumnSteepest::unrollWeights | ( | ) | [virtual] |
Gets rid of last update.
virtual void ClpPrimalColumnSteepest::clearArrays | ( | ) | [virtual] |
Gets rid of all arrays.
Reimplemented from ClpPrimalColumnPivot.
virtual bool ClpPrimalColumnSteepest::looksOptimal | ( | ) | const [virtual] |
Returns true if would not find any column.
Reimplemented from ClpPrimalColumnPivot.
virtual void ClpPrimalColumnSteepest::maximumPivotsChanged | ( | ) | [virtual] |
Called when maximum pivots changes.
Reimplemented from ClpPrimalColumnPivot.
int ClpPrimalColumnSteepest::mode | ( | ) | const [inline] |
Mode.
Definition at line 126 of file ClpPrimalColumnSteepest.hpp.
virtual int ClpPrimalColumnSteepest::numberSprintColumns | ( | int & | numberIterations | ) | const [virtual] |
Returns number of extra columns for sprint algorithm - 0 means off.
Also number of iterations before recompute
Reimplemented from ClpPrimalColumnPivot.
virtual void ClpPrimalColumnSteepest::switchOffSprint | ( | ) | [virtual] |
Switch off sprint idea.
Reimplemented from ClpPrimalColumnPivot.
ClpPrimalColumnSteepest& ClpPrimalColumnSteepest::operator= | ( | const ClpPrimalColumnSteepest & | rhs | ) |
Assignment operator.
virtual ClpPrimalColumnPivot* ClpPrimalColumnSteepest::clone | ( | bool | copyData = true | ) | const [virtual] |
Clone.
Implements ClpPrimalColumnPivot.
bool ClpPrimalColumnSteepest::reference | ( | int | i | ) | const [inline] |
reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.
Definition at line 175 of file ClpPrimalColumnSteepest.hpp.
void ClpPrimalColumnSteepest::setReference | ( | int | i, |
bool | trueFalse | ||
) | [inline] |
Definition at line 178 of file ClpPrimalColumnSteepest.hpp.
void ClpPrimalColumnSteepest::setPersistence | ( | Persistence | life | ) | [inline] |
Set/ get persistence.
Definition at line 187 of file ClpPrimalColumnSteepest.hpp.
Persistence ClpPrimalColumnSteepest::persistence | ( | ) | const [inline] |
Definition at line 190 of file ClpPrimalColumnSteepest.hpp.