Clp trunk
ClpNonLinearCost.hpp
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00001 /* $Id$ */
00002 // Copyright (C) 2002, International Business Machines
00003 // Corporation and others.  All Rights Reserved.
00004 // This code is licensed under the terms of the Eclipse Public License (EPL).
00005 
00006 #ifndef ClpNonLinearCost_H
00007 #define ClpNonLinearCost_H
00008 
00009 
00010 #include "CoinPragma.hpp"
00011 
00012 class ClpSimplex;
00013 class CoinIndexedVector;
00014 
00032 /* status has original status and current status
00033    0 - below lower so stored is upper
00034    1 - in range
00035    2 - above upper so stored is lower
00036    4 - (for current) - same as original
00037 */
00038 #define CLP_BELOW_LOWER 0
00039 #define CLP_FEASIBLE 1
00040 #define CLP_ABOVE_UPPER 2
00041 #define CLP_SAME 4
00042 inline int originalStatus(unsigned char status)
00043 {
00044      return (status & 15);
00045 }
00046 inline int currentStatus(unsigned char status)
00047 {
00048      return (status >> 4);
00049 }
00050 inline void setOriginalStatus(unsigned char & status, int value)
00051 {
00052      status = static_cast<unsigned char>(status & ~15);
00053      status = static_cast<unsigned char>(status | value);
00054 }
00055 inline void setCurrentStatus(unsigned char &status, int value)
00056 {
00057      status = static_cast<unsigned char>(status & ~(15 << 4));
00058      status = static_cast<unsigned char>(status | (value << 4));
00059 }
00060 inline void setInitialStatus(unsigned char &status)
00061 {
00062      status = static_cast<unsigned char>(CLP_FEASIBLE | (CLP_SAME << 4));
00063 }
00064 inline void setSameStatus(unsigned char &status)
00065 {
00066      status = static_cast<unsigned char>(status & ~(15 << 4));
00067      status = static_cast<unsigned char>(status | (CLP_SAME << 4));
00068 }
00069 // Use second version to get more speed
00070 //#define FAST_CLPNON
00071 #ifndef FAST_CLPNON
00072 #define CLP_METHOD1 ((method_&1)!=0)
00073 #define CLP_METHOD2 ((method_&2)!=0)
00074 #else
00075 #define CLP_METHOD1 (false)
00076 #define CLP_METHOD2 (true)
00077 #endif
00078 class ClpNonLinearCost  {
00079 
00080 public:
00081 
00082 public:
00083 
00086 
00087      ClpNonLinearCost();
00092      ClpNonLinearCost(ClpSimplex * model, int method = 1);
00098      ClpNonLinearCost(ClpSimplex * model, const int * starts,
00099                       const double * lower, const double * cost);
00101      ~ClpNonLinearCost();
00102      // Copy
00103      ClpNonLinearCost(const ClpNonLinearCost&);
00104      // Assignment
00105      ClpNonLinearCost& operator=(const ClpNonLinearCost&);
00107 
00108 
00115      void checkInfeasibilities(double oldTolerance = 0.0);
00119      void checkInfeasibilities(int numberInArray, const int * index);
00126      void checkChanged(int numberInArray, CoinIndexedVector * update);
00133      void goThru(int numberInArray, double multiplier,
00134                  const int * index, const double * work,
00135                  double * rhs);
00138      void goBack(int numberInArray, const int * index,
00139                  double * rhs);
00145      void goBackAll(const CoinIndexedVector * update);
00147      void zapCosts();
00149      void refreshCosts(const double * columnCosts);
00151      void feasibleBounds();
00155      double setOne(int sequence, double solutionValue);
00158      void setOne(int sequence, double solutionValue, double lowerValue, double upperValue,
00159                  double costValue = 0.0);
00163      int setOneOutgoing(int sequence, double &solutionValue);
00165      double nearest(int sequence, double solutionValue);
00169      inline double changeInCost(int sequence, double alpha) const {
00170           double returnValue = 0.0;
00171           if (CLP_METHOD1) {
00172                int iRange = whichRange_[sequence] + offset_[sequence];
00173                if (alpha > 0.0)
00174                     returnValue = cost_[iRange] - cost_[iRange-1];
00175                else
00176                     returnValue = cost_[iRange] - cost_[iRange+1];
00177           }
00178           if (CLP_METHOD2) {
00179                returnValue = (alpha > 0.0) ? infeasibilityWeight_ : -infeasibilityWeight_;
00180           }
00181           return returnValue;
00182      }
00183      inline double changeUpInCost(int sequence) const {
00184           double returnValue = 0.0;
00185           if (CLP_METHOD1) {
00186                int iRange = whichRange_[sequence] + offset_[sequence];
00187                if (iRange + 1 != start_[sequence+1] && !infeasible(iRange + 1))
00188                     returnValue = cost_[iRange] - cost_[iRange+1];
00189                else
00190                     returnValue = -1.0e100;
00191           }
00192           if (CLP_METHOD2) {
00193                returnValue = -infeasibilityWeight_;
00194           }
00195           return returnValue;
00196      }
00197      inline double changeDownInCost(int sequence) const {
00198           double returnValue = 0.0;
00199           if (CLP_METHOD1) {
00200                int iRange = whichRange_[sequence] + offset_[sequence];
00201                if (iRange != start_[sequence] && !infeasible(iRange - 1))
00202                     returnValue = cost_[iRange] - cost_[iRange-1];
00203                else
00204                     returnValue = 1.0e100;
00205           }
00206           if (CLP_METHOD2) {
00207                returnValue = infeasibilityWeight_;
00208           }
00209           return returnValue;
00210      }
00212      inline double changeInCost(int sequence, double alpha, double &rhs) {
00213           double returnValue = 0.0;
00214 #ifdef NONLIN_DEBUG
00215           double saveRhs = rhs;
00216 #endif
00217           if (CLP_METHOD1) {
00218                int iRange = whichRange_[sequence] + offset_[sequence];
00219                if (alpha > 0.0) {
00220                     assert(iRange - 1 >= start_[sequence]);
00221                     offset_[sequence]--;
00222                     rhs += lower_[iRange] - lower_[iRange-1];
00223                     returnValue = alpha * (cost_[iRange] - cost_[iRange-1]);
00224                } else {
00225                     assert(iRange + 1 < start_[sequence+1] - 1);
00226                     offset_[sequence]++;
00227                     rhs += lower_[iRange+2] - lower_[iRange+1];
00228                     returnValue = alpha * (cost_[iRange] - cost_[iRange+1]);
00229                }
00230           }
00231           if (CLP_METHOD2) {
00232 #ifdef NONLIN_DEBUG
00233                double saveRhs1 = rhs;
00234                rhs = saveRhs;
00235 #endif
00236                unsigned char iStatus = status_[sequence];
00237                int iWhere = currentStatus(iStatus);
00238                if (iWhere == CLP_SAME)
00239                     iWhere = originalStatus(iStatus);
00240                // rhs always increases
00241                if (iWhere == CLP_FEASIBLE) {
00242                     if (alpha > 0.0) {
00243                          // going below
00244                          iWhere = CLP_BELOW_LOWER;
00245                          rhs = COIN_DBL_MAX;
00246                     } else {
00247                          // going above
00248                          iWhere = CLP_ABOVE_UPPER;
00249                          rhs = COIN_DBL_MAX;
00250                     }
00251                } else if (iWhere == CLP_BELOW_LOWER) {
00252                     assert (alpha < 0);
00253                     // going feasible
00254                     iWhere = CLP_FEASIBLE;
00255                     rhs += bound_[sequence] - model_->upperRegion()[sequence];
00256                } else {
00257                     assert (iWhere == CLP_ABOVE_UPPER);
00258                     // going feasible
00259                     iWhere = CLP_FEASIBLE;
00260                     rhs += model_->lowerRegion()[sequence] - bound_[sequence];
00261                }
00262                setCurrentStatus(status_[sequence], iWhere);
00263 #ifdef NONLIN_DEBUG
00264                assert(saveRhs1 == rhs);
00265 #endif
00266                returnValue = fabs(alpha) * infeasibilityWeight_;
00267           }
00268           return returnValue;
00269      }
00271      inline double lower(int sequence) const {
00272           return lower_[whichRange_[sequence] + offset_[sequence]];
00273      }
00275      inline double upper(int sequence) const {
00276           return lower_[whichRange_[sequence] + offset_[sequence] + 1];
00277      }
00279      inline double cost(int sequence) const {
00280           return cost_[whichRange_[sequence] + offset_[sequence]];
00281      }
00283 
00284 
00287 
00288      inline int numberInfeasibilities() const {
00289           return numberInfeasibilities_;
00290      }
00292      inline double changeInCost() const {
00293           return changeCost_;
00294      }
00296      inline double feasibleCost() const {
00297           return feasibleCost_;
00298      }
00300      double feasibleReportCost() const;
00302      inline double sumInfeasibilities() const {
00303           return sumInfeasibilities_;
00304      }
00306      inline double largestInfeasibility() const {
00307           return largestInfeasibility_;
00308      }
00310      inline double averageTheta() const {
00311           return averageTheta_;
00312      }
00313      inline void setAverageTheta(double value) {
00314           averageTheta_ = value;
00315      }
00316      inline void setChangeInCost(double value) {
00317           changeCost_ = value;
00318      }
00319      inline void setMethod(int value) {
00320           method_ = value;
00321      }
00323      inline bool lookBothWays() const {
00324           return bothWays_;
00325      }
00327 
00328      inline bool infeasible(int i) const {
00329           return ((infeasible_[i>>5] >> (i & 31)) & 1) != 0;
00330      }
00331      inline void setInfeasible(int i, bool trueFalse) {
00332           unsigned int & value = infeasible_[i>>5];
00333           int bit = i & 31;
00334           if (trueFalse)
00335                value |= (1 << bit);
00336           else
00337                value &= ~(1 << bit);
00338      }
00339      inline unsigned char * statusArray() const {
00340           return status_;
00341      }
00343      void validate();
00345 
00346 private:
00349 
00350      double changeCost_;
00352      double feasibleCost_;
00354      double infeasibilityWeight_;
00356      double largestInfeasibility_;
00358      double sumInfeasibilities_;
00360      double averageTheta_;
00362      int numberRows_;
00364      int numberColumns_;
00366      int * start_;
00368      int * whichRange_;
00370      int * offset_;
00374      double * lower_;
00376      double * cost_;
00378      ClpSimplex * model_;
00379      // Array to say which regions are infeasible
00380      unsigned int * infeasible_;
00382      int numberInfeasibilities_;
00383      // new stuff
00385      unsigned char * status_;
00387      double * bound_;
00389      double * cost2_;
00391      int method_;
00393      bool convex_;
00395      bool bothWays_;
00397 };
00398 
00399 #endif
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