// Copyright (C) 2002, International Business Machines
// Corporation and others. All Rights Reserved.
#ifndef ClpModel_H
#define ClpModel_H
#include "ClpConfig.h"
#include <iostream>
#include <cassert>
#include <cmath>
#include <vector>
#include <string>
//#ifndef COIN_USE_CLP
//#define COIN_USE_CLP
//#endif
#include "ClpPackedMatrix.hpp"
#include "CoinMessageHandler.hpp"
#include "ClpParameters.hpp"
#include "ClpObjective.hpp"
class ClpEventHandler;
// Plus infinity
#ifndef COIN_DBL_MAX
#define COIN_DBL_MAX DBL_MAX
#endif
/** This is the base class for Linear and quadratic Models
This knows nothing about the algorithm, but it seems to
have a reasonable amount of information
I would welcome suggestions for what should be in this and
how it relates to OsiSolverInterface. Some methods look
very similar.
*/
class CoinBuild;
class CoinModel;
class ClpModel {
public:
/**@name Constructors and destructor
Note - copy methods copy ALL data so can chew up memory
until other copy is freed
*/
//@{
/// Default constructor
ClpModel (bool emptyMessages=false );
/** Copy constructor. May scale depending on mode
-1 leave mode as is
0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)
*/
ClpModel(const ClpModel & rhs, int scalingMode=-1);
/// Assignment operator. This copies the data
ClpModel & operator=(const ClpModel & rhs);
/** Subproblem constructor. A subset of whole model is created from the
row and column lists given. The new order is given by list order and
duplicates are allowed. Name and integer information can be dropped
*/
ClpModel (const ClpModel * wholeModel,
int numberRows, const int * whichRows,
int numberColumns, const int * whichColumns,
bool dropNames=true, bool dropIntegers=true);
/// Destructor
~ClpModel ( );
//@}
/**@name Load model - loads some stuff and initializes others */
//@{
/** Loads a problem (the constraints on the
rows are given by lower and upper bounds). If a pointer is 0 then the
following values are the default:
<ul>
<li> <code>colub</code>: all columns have upper bound infinity
<li> <code>collb</code>: all columns have lower bound 0
<li> <code>rowub</code>: all rows have upper bound infinity
<li> <code>rowlb</code>: all rows have lower bound -infinity
<li> <code>obj</code>: all variables have 0 objective coefficient
</ul>
*/
void loadProblem ( const ClpMatrixBase& matrix,
const double* collb, const double* colub,
const double* obj,
const double* rowlb, const double* rowub,
const double * rowObjective=NULL);
void loadProblem ( const CoinPackedMatrix& matrix,
const double* collb, const double* colub,
const double* obj,
const double* rowlb, const double* rowub,
const double * rowObjective=NULL);
/** Just like the other loadProblem() method except that the matrix is
given in a standard column major ordered format (without gaps). */
void loadProblem ( const int numcols, const int numrows,
const CoinBigIndex* start, const int* index,
const double* value,
const double* collb, const double* colub,
const double* obj,
const double* rowlb, const double* rowub,
const double * rowObjective=NULL);
/** This loads a model from a coinModel object - returns number of errors.
modelObject not const as may be changed as part of process
If tryPlusMinusOne then will try adding as +-1 matrix
*/
int loadProblem ( CoinModel & modelObject,bool tryPlusMinusOne=false);
/// This one is for after presolve to save memory
void loadProblem ( const int numcols, const int numrows,
const CoinBigIndex* start, const int* index,
const double* value,const int * length,
const double* collb, const double* colub,
const double* obj,
const double* rowlb, const double* rowub,
const double * rowObjective=NULL);
/** Load up quadratic objective. This is stored as a CoinPackedMatrix */
void loadQuadraticObjective(const int numberColumns,
const CoinBigIndex * start,
const int * column, const double * element);
void loadQuadraticObjective ( const CoinPackedMatrix& matrix);
/// Get rid of quadratic objective
void deleteQuadraticObjective();
/// This just loads up a row objective
void setRowObjective(const double * rowObjective);
/// Read an mps file from the given filename
int readMps(const char *filename,
bool keepNames=false,
bool ignoreErrors = false);
/// Read GMPL files from the given filenames
int readGMPL(const char *filename,const char * dataName,
bool keepNames=false);
/// Copy in integer informations
void copyInIntegerInformation(const char * information);
/// Drop integer informations
void deleteIntegerInformation();
/** Set the index-th variable to be a continuous variable */
void setContinuous(int index);
/** Set the index-th variable to be an integer variable */
void setInteger(int index);
/** Return true if the index-th variable is an integer variable */
bool isInteger(int index) const;
/// Resizes rim part of model
void resize (int newNumberRows, int newNumberColumns);
/// Deletes rows
void deleteRows(int number, const int * which);
/// Add one row
void addRow(int numberInRow, const int * columns,
const double * elements, double rowLower=-COIN_DBL_MAX,
double rowUpper=COIN_DBL_MAX);
/// Add rows
void addRows(int number, const double * rowLower,
const double * rowUpper,
const CoinBigIndex * rowStarts, const int * columns,
const double * elements);
/// Add rows
void addRows(int number, const double * rowLower,
const double * rowUpper,
const CoinBigIndex * rowStarts, const int * rowLengths,
const int * columns,
const double * elements);
#ifndef CLP_NO_VECTOR
void addRows(int number, const double * rowLower,
const double * rowUpper,
const CoinPackedVectorBase * const * rows);
#endif
/** Add rows from a build object.
If tryPlusMinusOne then will try adding as +-1 matrix
if no matrix exists.
Returns number of errors e.g. duplicates
*/
int addRows(const CoinBuild & buildObject,bool tryPlusMinusOne=false,
bool checkDuplicates=true);
/** Add rows from a model object. returns
-1 if object in bad state (i.e. has column information)
otherwise number of errors.
modelObject non const as can be regularized as part of build
If tryPlusMinusOne then will try adding as +-1 matrix
if no matrix exists.
*/
int addRows(CoinModel & modelObject,bool tryPlusMinusOne=false,
bool checkDuplicates=true);
/// Deletes columns
void deleteColumns(int number, const int * which);
/// Add one column
void addColumn(int numberInColumn,
const int * rows,
const double * elements,
double columnLower=0.0,
double columnUpper=COIN_DBL_MAX,
double objective=0.0);
/// Add columns
void addColumns(int number, const double * columnLower,
const double * columnUpper,
const double * objective,
const CoinBigIndex * columnStarts, const int * rows,
const double * elements);
void addColumns(int number, const double * columnLower,
const double * columnUpper,
const double * objective,
const CoinBigIndex * columnStarts, const int * columnLengths,
const int * rows,
const double * elements);
#ifndef CLP_NO_VECTOR
void addColumns(int number, const double * columnLower,
const double * columnUpper,
const double * objective,
const CoinPackedVectorBase * const * columns);
#endif
/** Add columns from a build object
If tryPlusMinusOne then will try adding as +-1 matrix
if no matrix exists.
Returns number of errors e.g. duplicates
*/
int addColumns(const CoinBuild & buildObject,bool tryPlusMinusOne=false,
bool checkDuplicates=true);
/** Add columns from a model object. returns
-1 if object in bad state (i.e. has row information)
otherwise number of errors
modelObject non const as can be regularized as part of build
If tryPlusMinusOne then will try adding as +-1 matrix
if no matrix exists.
*/
int addColumns(CoinModel & modelObject,bool tryPlusMinusOne=false,
bool checkDuplicates=true);
/// Modify one element of a matrix
inline void modifyCoefficient(int row, int column, double newElement,
bool keepZero=false)
{matrix_->modifyCoefficient(row,column,newElement,keepZero);}
/** Change row lower bounds */
void chgRowLower(const double * rowLower);
/** Change row upper bounds */
void chgRowUpper(const double * rowUpper);
/** Change column lower bounds */
void chgColumnLower(const double * columnLower);
/** Change column upper bounds */
void chgColumnUpper(const double * columnUpper);
/** Change objective coefficients */
void chgObjCoefficients(const double * objIn);
/** Borrow model. This is so we don't have to copy large amounts
of data around. It assumes a derived class wants to overwrite
an empty model with a real one - while it does an algorithm */
void borrowModel(ClpModel & otherModel);
/** Return model - nulls all arrays so can be deleted safely
also updates any scalars */
void returnModel(ClpModel & otherModel);
/// Create empty ClpPackedMatrix
void createEmptyMatrix();
/** Really clean up matrix (if ClpPackedMatrix).
a) eliminate all duplicate AND small elements in matrix
b) remove all gaps and set extraGap_ and extraMajor_ to 0.0
c) reallocate arrays and make max lengths equal to lengths
d) orders elements
returns number of elements eliminated or -1 if not ClpPackedMatrix
*/
int cleanMatrix(double threshold=1.0e-20);
#ifndef CLP_NO_STD
/// Drops names - makes lengthnames 0 and names empty
void dropNames();
/// Copies in names
void copyNames(std::vector<std::string> & rowNames,
std::vector<std::string> & columnNames);
/// Copies in Row names - modifies names first .. last-1
void copyRowNames(const std::vector<std::string> & rowNames,int first, int last);
/// Copies in Column names - modifies names first .. last-1
void copyColumnNames(const std::vector<std::string> & columnNames, int first, int last);
/// Copies in Row names - modifies names first .. last-1
void copyRowNames(const char * const * rowNames,int first, int last);
/// Copies in Column names - modifies names first .. last-1
void copyColumnNames(const char * const * columnNames, int first, int last);
/// Set name of row
void setRowName(int rowIndex, std::string & name) ;
/// Set name of col
void setColumnName(int colIndex, std::string & name) ;
#endif
/** Find a network subset.
rotate array should be numberRows. On output
-1 not in network
0 in network as is
1 in network with signs swapped
Returns number of network rows
*/
int findNetwork(char * rotate, double fractionNeeded=0.75);
/** This creates a coinModel object
*/
CoinModel * createCoinModel() const;
/** Write the problem in MPS format to the specified file.
Row and column names may be null.
formatType is
<ul>
<li> 0 - normal
<li> 1 - extra accuracy
<li> 2 - IEEE hex (later)
</ul>
Returns non-zero on I/O error
*/
int writeMps(const char *filename,
int formatType=0,int numberAcross=2,
double objSense=0.0) const ;
//@}
/**@name gets and sets */
//@{
/// Number of rows
inline int numberRows() const {
return numberRows_;
}
inline int getNumRows() const {
return numberRows_;
}
/// Number of columns
inline int getNumCols() const {
return numberColumns_;
}
inline int numberColumns() const {
return numberColumns_;
}
/// Primal tolerance to use
inline double primalTolerance() const {
return dblParam_[ClpPrimalTolerance];
}
void setPrimalTolerance( double value) ;
/// Dual tolerance to use
inline double dualTolerance() const { return dblParam_[ClpDualTolerance]; }
void setDualTolerance( double value) ;
/// Primal objective limit
inline double primalObjectiveLimit() const { return dblParam_[ClpPrimalObjectiveLimit];}
void setPrimalObjectiveLimit(double value);
/// Dual objective limit
inline double dualObjectiveLimit() const { return dblParam_[ClpDualObjectiveLimit];}
void setDualObjectiveLimit(double value);
/// Objective offset
inline double objectiveOffset() const { return dblParam_[ClpObjOffset];}
void setObjectiveOffset(double value);
#ifndef CLP_NO_STD
inline std::string problemName() const { return strParam_[ClpProbName]; }
#endif
/// Number of iterations
inline int numberIterations() const { return numberIterations_; }
inline int getIterationCount() const { return numberIterations_; }
inline void setNumberIterations(int numberIterations)
{ numberIterations_ = numberIterations;}
/** Solve type - 1 simplex, 2 simplex interface, 3 Interior.*/
inline int solveType() const
{ return solveType_;}
inline void setSolveType(int type)
{ solveType_=type;}
/// Maximum number of iterations
inline int maximumIterations() const { return intParam_[ClpMaxNumIteration]; }
void setMaximumIterations(int value);
/// Maximum time in seconds (from when set called)
inline double maximumSeconds() const { return dblParam_[ClpMaxSeconds]; }
void setMaximumSeconds(double value);
/// Returns true if hit maximum iterations (or time)
bool hitMaximumIterations() const;
/** Status of problem:
-1 - unknown e.g. before solve or if postSolve says not optimal
0 - optimal
1 - primal infeasible
2 - dual infeasible
3 - stopped on iterations or time
4 - stopped due to errors
5 - stopped by event handler (virtual int ClpEventHandler::event())
*/
inline int status() const { return problemStatus_; }
inline int problemStatus() const { return problemStatus_; }
/// Set problem status
inline void setProblemStatus(int problemStatus)
{ problemStatus_ = problemStatus;}
/** Secondary status of problem - may get extended
0 - none
1 - primal infeasible because dual limit reached OR probably primal
infeasible but can't prove it (main status 4)
2 - scaled problem optimal - unscaled problem has primal infeasibilities
3 - scaled problem optimal - unscaled problem has dual infeasibilities
4 - scaled problem optimal - unscaled problem has primal and dual infeasibilities
5 - giving up in primal with flagged variables
6 - failed due to empty problem check
7 - postSolve says not optimal
8 - failed due to bad element check
9 - status was 3 and stopped on time
100 up - translation of enum from ClpEventHandler
*/
inline int secondaryStatus() const { return secondaryStatus_; }
inline void setSecondaryStatus(int status)
{ secondaryStatus_ = status;}
/// Are there a numerical difficulties?
inline bool isAbandoned() const { return problemStatus_==4; }
/// Is optimality proven?
inline bool isProvenOptimal() const { return problemStatus_==0; }
/// Is primal infeasiblity proven?
inline bool isProvenPrimalInfeasible() const { return problemStatus_==1; }
/// Is dual infeasiblity proven?
inline bool isProvenDualInfeasible() const { return problemStatus_==2; }
/// Is the given primal objective limit reached?
bool isPrimalObjectiveLimitReached() const ;
/// Is the given dual objective limit reached?
bool isDualObjectiveLimitReached() const ;
/// Iteration limit reached?
inline bool isIterationLimitReached() const { return problemStatus_==3; }
/// Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore
inline double optimizationDirection() const {
return optimizationDirection_;
}
inline double getObjSense() const { return optimizationDirection_; }
void setOptimizationDirection(double value);
/// Primal row solution
inline double * primalRowSolution() const { return rowActivity_; }
inline const double * getRowActivity() const { return rowActivity_; }
/// Primal column solution
inline double * primalColumnSolution() const { return columnActivity_; }
inline const double * getColSolution() const { return columnActivity_; }
inline void setColSolution(const double * input)
{ memcpy(columnActivity_,input,numberColumns_*sizeof(double));}
/// Dual row solution
inline double * dualRowSolution() const { return dual_; }
inline const double * getRowPrice() const { return dual_; }
/// Reduced costs
inline double * dualColumnSolution() const { return reducedCost_; }
inline const double * getReducedCost() const { return reducedCost_; }
/// Row lower
inline double* rowLower() const { return rowLower_; }
inline const double* getRowLower() const { return rowLower_; }
/// Row upper
inline double* rowUpper() const { return rowUpper_; }
inline const double* getRowUpper() const { return rowUpper_; }
//-------------------------------------------------------------------------
/**@name Changing bounds on variables and constraints */
//@{
/** Set an objective function coefficient */
void setObjectiveCoefficient( int elementIndex, double elementValue );
/** Set an objective function coefficient */
inline void setObjCoeff( int elementIndex, double elementValue )
{ setObjectiveCoefficient( elementIndex, elementValue);}
/** Set a single column lower bound<br>
Use -DBL_MAX for -infinity. */
void setColumnLower( int elementIndex, double elementValue );
/** Set a single column upper bound<br>
Use DBL_MAX for infinity. */
void setColumnUpper( int elementIndex, double elementValue );
/** Set a single column lower and upper bound */
void setColumnBounds( int elementIndex,
double lower, double upper );
/** Set the bounds on a number of columns simultaneously<br>
The default implementation just invokes setColLower() and
setColUpper() over and over again.
@param indexFirst,indexLast pointers to the beginning and after the
end of the array of the indices of the variables whose
<em>either</em> bound changes
@param boundList the new lower/upper bound pairs for the variables
*/
void setColumnSetBounds(const int* indexFirst,
const int* indexLast,
const double* boundList);
/** Set a single column lower bound<br>
Use -DBL_MAX for -infinity. */
inline void setColLower( int elementIndex, double elementValue )
{ setColumnLower(elementIndex, elementValue);}
/** Set a single column upper bound<br>
Use DBL_MAX for infinity. */
inline void setColUpper( int elementIndex, double elementValue )
{ setColumnUpper(elementIndex, elementValue);}
/** Set a single column lower and upper bound */
inline void setColBounds( int elementIndex,
double lower, double upper )
{ setColumnBounds(elementIndex, lower, upper);}
/** Set the bounds on a number of columns simultaneously<br>
@param indexFirst,indexLast pointers to the beginning and after the
end of the array of the indices of the variables whose
<em>either</em> bound changes
@param boundList the new lower/upper bound pairs for the variables
*/
inline void setColSetBounds(const int* indexFirst,
const int* indexLast,
const double* boundList)
{ setColumnSetBounds(indexFirst, indexLast, boundList);}
/** Set a single row lower bound<br>
Use -DBL_MAX for -infinity. */
void setRowLower( int elementIndex, double elementValue );
/** Set a single row upper bound<br>
Use DBL_MAX for infinity. */
void setRowUpper( int elementIndex, double elementValue ) ;
/** Set a single row lower and upper bound */
void setRowBounds( int elementIndex,
double lower, double upper ) ;
/** Set the bounds on a number of rows simultaneously<br>
@param indexFirst,indexLast pointers to the beginning and after the
end of the array of the indices of the constraints whose
<em>either</em> bound changes
@param boundList the new lower/upper bound pairs for the constraints
*/
void setRowSetBounds(const int* indexFirst,
const int* indexLast,
const double* boundList);
//@}
/// Scaling
inline const double * rowScale() const {return rowScale_;}
inline const double * columnScale() const {return columnScale_;}
inline void setRowScale(double * scale) { delete [] (double *) rowScale_; rowScale_ = scale;}
inline void setColumnScale(double * scale) { delete [] (double *) columnScale_; columnScale_ = scale;}
/// Scaling of objective
inline double objectiveScale() const
{ return objectiveScale_;}
inline void setObjectiveScale(double value)
{ objectiveScale_ = value;}
/// Scaling of rhs and bounds
inline double rhsScale() const
{ return rhsScale_;}
inline void setRhsScale(double value)
{ rhsScale_ = value;}
/// Sets or unsets scaling, 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)
void scaling(int mode=1);
/** If we constructed a "really" scaled model then this reverses the operation.
Quantities may not be exactly as they were before due to rounding errors */
void unscale();
/// Gets scalingFlag
inline int scalingFlag() const {return scalingFlag_;}
/// Objective
inline double * objective() const
{
if (objective_) {
double offset;
return objective_->gradient(NULL,NULL,offset,false);
} else {
return NULL;
}
}
inline double * objective(const double * solution, double & offset,bool refresh=true) const
{
offset=0.0;
if (objective_) {
return objective_->gradient(NULL,solution,offset,refresh);
} else {
return NULL;
}
}
inline const double * getObjCoefficients() const
{
if (objective_) {
double offset;
return objective_->gradient(NULL,NULL,offset,false);
} else {
return NULL;
}
}
/// Row Objective
inline double * rowObjective() const { return rowObjective_; }
inline const double * getRowObjCoefficients() const {
return rowObjective_;
}
/// Column Lower
inline double * columnLower() const { return columnLower_; }
inline const double * getColLower() const { return columnLower_; }
/// Column Upper
inline double * columnUpper() const { return columnUpper_; }
inline const double * getColUpper() const { return columnUpper_; }
/// Matrix (if not ClpPackedmatrix be careful about memory leak
inline CoinPackedMatrix * matrix() const {
if ( matrix_ == NULL ) return NULL;
else return matrix_->getPackedMatrix();
}
/// Number of elements in matrix
inline int getNumElements() const
{ return matrix_->getNumElements();}
/** Small element value - elements less than this set to zero,
default is 1.0e-20 */
inline double getSmallElementValue() const
{ return smallElement_;}
inline void setSmallElementValue(double value)
{ smallElement_=value;}
/// Row Matrix
inline ClpMatrixBase * rowCopy() const { return rowCopy_; }
/// Clp Matrix
inline ClpMatrixBase * clpMatrix() const { return matrix_; }
/** Replace Clp Matrix (current is not deleted unless told to
and new is used)
So up to user to delete current. This was used where
matrices were being rotated. ClpModel takes ownership.
*/
void replaceMatrix(ClpMatrixBase * matrix,bool deleteCurrent=false);
/** Replace Clp Matrix (current is not deleted unless told to
and new is used) So up to user to delete current. This was used where
matrices were being rotated. This version changes CoinPackedMatrix
to ClpPackedMatrix. ClpModel takes ownership.
*/
inline void replaceMatrix(CoinPackedMatrix * matrix,
bool deleteCurrent=false)
{ replaceMatrix(new ClpPackedMatrix(matrix),deleteCurrent);}
/// Objective value
inline double objectiveValue() const {
return objectiveValue_*optimizationDirection_ - dblParam_[ClpObjOffset];
}
inline void setObjectiveValue(double value) {
objectiveValue_ = (value+ dblParam_[ClpObjOffset])/optimizationDirection_;
}
inline double getObjValue() const {
return objectiveValue_*optimizationDirection_ - dblParam_[ClpObjOffset];
}
/// Integer information
inline char * integerInformation() const { return integerType_; }
/** Infeasibility/unbounded ray (NULL returned if none/wrong)
Up to user to use delete [] on these arrays. */
double * infeasibilityRay() const;
double * unboundedRay() const;
/// See if status (i.e. basis) array exists (partly for OsiClp)
inline bool statusExists() const
{ return (status_!=NULL);}
/// Return address of status (i.e. basis) array (char[numberRows+numberColumns])
inline unsigned char * statusArray() const
{ return status_;}
/** Return copy of status (i.e. basis) array (char[numberRows+numberColumns]),
use delete [] */
unsigned char * statusCopy() const;
/// Copy in status (basis) vector
void copyinStatus(const unsigned char * statusArray);
/// User pointer for whatever reason
inline void setUserPointer (void * pointer)
{ userPointer_=pointer;}
inline void * getUserPointer () const
{ return userPointer_;}
/// What has changed in model (only for masochistic users)
inline int whatsChanged() const
{ return whatsChanged_;}
inline void setWhatsChanged(int value)
{ whatsChanged_ = value;}
/// Number of threads (not really being used)
inline int numberThreads() const
{ return numberThreads_;}
inline void setNumberThreads(int value)
{ numberThreads_ = value;}
//@}
/**@name Message handling */
//@{
/// Pass in Message handler (not deleted at end)
void passInMessageHandler(CoinMessageHandler * handler);
/// Pass in Message handler (not deleted at end) and return current
CoinMessageHandler * pushMessageHandler(CoinMessageHandler * handler,
bool & oldDefault);
/// back to previous message handler
void popMessageHandler(CoinMessageHandler * oldHandler,bool oldDefault);
/// Set language
void newLanguage(CoinMessages::Language language);
inline void setLanguage(CoinMessages::Language language) { newLanguage(language); }
/// Return handler
inline CoinMessageHandler * messageHandler() const { return handler_; }
/// Return messages
inline CoinMessages messages() const { return messages_; }
/// Return pointer to messages
inline CoinMessages * messagesPointer() { return & messages_; }
/// Return Coin messages
inline CoinMessages coinMessages() const { return coinMessages_; }
/// Return pointer to Coin messages
inline CoinMessages * coinMessagesPointer() { return & coinMessages_; }
/** Amount of print out:
0 - none
1 - just final
2 - just factorizations
3 - as 2 plus a bit more
4 - verbose
above that 8,16,32 etc just for selective debug
*/
inline void setLogLevel(int value) { handler_->setLogLevel(value); }
inline int logLevel() const { return handler_->logLevel(); }
/// Return true if default handler
inline bool defaultHandler() const
{ return defaultHandler_;}
/// Pass in Event handler (cloned and deleted at end)
void passInEventHandler(const ClpEventHandler * eventHandler);
/// Event handler
inline ClpEventHandler * eventHandler() const
{ return eventHandler_;}
/// length of names (0 means no names0
inline int lengthNames() const { return lengthNames_; }
#ifndef CLP_NO_STD
/// length of names (0 means no names0
inline void setLengthNames(int value) { lengthNames_=value; }
/// Row names
inline const std::vector<std::string> * rowNames() const {
return &rowNames_;
}
inline const std::string& rowName(int iRow) const {
return rowNames_[iRow];
}
/// Return name or Rnnnnnnn
std::string getRowName(int iRow) const;
/// Column names
inline const std::vector<std::string> * columnNames() const {
return &columnNames_;
}
inline const std::string& columnName(int iColumn) const {
return columnNames_[iColumn];
}
/// Return name or Cnnnnnnn
std::string getColumnName(int iColumn) const;
#endif
/// Objective methods
inline ClpObjective * objectiveAsObject() const
{ return objective_;}
void setObjective(ClpObjective * objective);
inline void setObjectivePointer(ClpObjective * objective)
{ objective_ = objective;}
/** Solve a problem with no elements - return status and
dual and primal infeasibilites */
int emptyProblem(int * infeasNumber=NULL, double * infeasSum=NULL,bool printMessage=true);
//@}
/**@name Matrix times vector methods
They can be faster if scalar is +- 1
These are covers so user need not worry about scaling
Also for simplex I am not using basic/non-basic split */
//@{
/** Return <code>y + A * x * scalar</code> in <code>y</code>.
@pre <code>x</code> must be of size <code>numColumns()</code>
@pre <code>y</code> must be of size <code>numRows()</code> */
void times(double scalar,
const double * x, double * y) const;
/** Return <code>y + x * scalar * A</code> in <code>y</code>.
@pre <code>x</code> must be of size <code>numRows()</code>
@pre <code>y</code> must be of size <code>numColumns()</code> */
void transposeTimes(double scalar,
const double * x, double * y) const ;
//@}
//---------------------------------------------------------------------------
/**@name Parameter set/get methods
The set methods return true if the parameter was set to the given value,
false otherwise. There can be various reasons for failure: the given
parameter is not applicable for the solver (e.g., refactorization
frequency for the volume algorithm), the parameter is not yet implemented
for the solver or simply the value of the parameter is out of the range
the solver accepts. If a parameter setting call returns false check the
details of your solver.
The get methods return true if the given parameter is applicable for the
solver and is implemented. In this case the value of the parameter is
returned in the second argument. Otherwise they return false.
** once it has been decided where solver sits this may be redone
*/
//@{
/// Set an integer parameter
bool setIntParam(ClpIntParam key, int value) ;
/// Set an double parameter
bool setDblParam(ClpDblParam key, double value) ;
#ifndef CLP_NO_STD
/// Set an string parameter
bool setStrParam(ClpStrParam key, const std::string & value);
#endif
// Get an integer parameter
inline bool getIntParam(ClpIntParam key, int& value) const {
if (key<ClpLastIntParam) {
value = intParam_[key];
return true;
} else {
return false;
}
}
// Get an double parameter
inline bool getDblParam(ClpDblParam key, double& value) const {
if (key<ClpLastDblParam) {
value = dblParam_[key];
return true;
} else {
return false;
}
}
#ifndef CLP_NO_STD
// Get a string parameter
inline bool getStrParam(ClpStrParam key, std::string& value) const {
if (key<ClpLastStrParam) {
value = strParam_[key];
return true;
} else {
return false;
}
}
#endif
/// Create C++ lines to get to current state
void generateCpp( FILE * fp);
/** For advanced options
1 - Don't keep changing infeasibility weight
2 - Keep nonLinearCost round solves
4 - Force outgoing variables to exact bound (primal)
8 - Safe to use dense initial factorization
16 -Just use basic variables for operation if column generation
32 -Clean up with primal before strong branching
64 -Treat problem as feasible until last minute (i.e. minimize infeasibilities)
128 - Switch off all matrix sanity checks
256 - No row copy
512 - If not in values pass, solution guaranteed, skip as much as possible
1024 - In branch and bound
2048 - Don't bother to re-factorize if < 20 iterations
4096 - Skip some optimality checks
8192 - Do Primal when cleaning up primal
16384 - In fast dual (so we can switch off things)
32678 - called from Osi
65356 - keep arrays around as much as possible
131072 - scale factor arrays have inverse values at end
NOTE - many applications can call Clp but there may be some short cuts
which are taken which are not guaranteed safe from all applications.
Vetted applications will have a bit set and the code may test this
At present I expect a few such applications - if too many I will
have to re-think. It is up to application owner to change the code
if she/he needs these short cuts. I will not debug unless in Coin
repository. See COIN_CLP_VETTED comments.
0x01000000 is Cbc (and in branch and bound)
0x02000000 is in a different branch and bound
*/
#define COIN_CBC_USING_CLP 0x01000000
inline unsigned int specialOptions() const
{ return specialOptions_;}
void setSpecialOptions(unsigned int value);
//@}
/**@name private or protected methods */
//@{
protected:
/// Does most of deletion
void gutsOfDelete();
/** Does most of copying
If trueCopy false then just points to arrays */
void gutsOfCopy(const ClpModel & rhs, bool trueCopy=true);
/// gets lower and upper bounds on rows
void getRowBound(int iRow, double& lower, double& upper) const;
/// puts in format I like - 4 array matrix - may make row copy
void gutsOfLoadModel ( int numberRows, int numberColumns,
const double* collb, const double* colub,
const double* obj,
const double* rowlb, const double* rowub,
const double * rowObjective=NULL);
/// Does much of scaling
void gutsOfScaling();
/// Objective value - always minimize
inline double rawObjectiveValue() const {
return objectiveValue_;
}
/// Create row names as char **
const char * const * rowNamesAsChar() const;
/// Create column names as char **
const char * const * columnNamesAsChar() const;
/// Delete char * version of names
void deleteNamesAsChar(const char * const * names,int number) const;
/// On stopped - sets secondary status
void onStopped();
//@}
////////////////// data //////////////////
protected:
/**@name data */
//@{
/// Direction of optimization (1 - minimize, -1 - maximize, 0 - ignore
double optimizationDirection_;
/// Array of double parameters
double dblParam_[ClpLastDblParam];
/// Objective value
double objectiveValue_;
/// Small element value
double smallElement_;
/// Scaling of objective
double objectiveScale_;
/// Scaling of rhs and bounds
double rhsScale_;
/// Number of rows
int numberRows_;
/// Number of columns
int numberColumns_;
/// Row activities
double * rowActivity_;
/// Column activities
double * columnActivity_;
/// Duals
double * dual_;
/// Reduced costs
double * reducedCost_;
/// Row lower
double* rowLower_;
/// Row upper
double* rowUpper_;
/// Objective
ClpObjective * objective_;
/// Row Objective (? sign) - may be NULL
double * rowObjective_;
/// Column Lower
double * columnLower_;
/// Column Upper
double * columnUpper_;
/// Packed matrix
ClpMatrixBase * matrix_;
/// Row copy if wanted
ClpMatrixBase * rowCopy_;
/// Infeasible/unbounded ray
double * ray_;
/// Row scale factors for matrix
double * rowScale_;
/// Column scale factors
double * columnScale_;
/// Scale flag, 0 none, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic
int scalingFlag_;
/** Status (i.e. basis) Region. I know that not all algorithms need a status
array, but it made sense for things like crossover and put
all permanent stuff in one place. No assumption is made
about what is in status array (although it might be good to reserve
bottom 3 bits (i.e. 0-7 numeric) for classic status). This
is number of columns + number of rows long (in that order).
*/
unsigned char * status_;
/// Integer information
char * integerType_;
/// User pointer for whatever reason
void * userPointer_;
/// Array of integer parameters
int intParam_[ClpLastIntParam];
/// Number of iterations
int numberIterations_;
/** Solve type - 1 simplex, 2 simplex interface, 3 Interior.*/
int solveType_;
/** Whats changed since last solve. This is a work in progress
It is designed so careful people can make go faster.
It is only used when startFinishOptions used in dual or primal.
Bit 1 - number of rows/columns has not changed (so work arrays valid)
2 - matrix has not changed
4 - if matrix has changed only by adding rows
8 - if matrix has changed only by adding columns
16 - row lbs not changed
32 - row ubs not changed
64 - column objective not changed
128 - column lbs not changed
256 - column ubs not changed
512 - basis not changed (up to user to set this to 0)
top bits may be used internally
*/
unsigned int whatsChanged_;
/// Status of problem
int problemStatus_;
/// Secondary status of problem
int secondaryStatus_;
/// length of names (0 means no names)
int lengthNames_;
/// Number of threads (not very operational)
int numberThreads_;
/** For advanced options
See get and set for meaning
*/
unsigned int specialOptions_;
/// Message handler
CoinMessageHandler * handler_;
/// Flag to say if default handler (so delete)
bool defaultHandler_;
/// Event handler
ClpEventHandler * eventHandler_;
#ifndef CLP_NO_STD
/// Row names
std::vector<std::string> rowNames_;
/// Column names
std::vector<std::string> columnNames_;
#endif
/// Messages
CoinMessages messages_;
/// Coin messages
CoinMessages coinMessages_;
#ifndef CLP_NO_STD
/// Array of string parameters
std::string strParam_[ClpLastStrParam];
#endif
//@}
};
/** This is a tiny class where data can be saved round calls.
*/
class ClpDataSave {
public:
/**@name Constructors and destructor
*/
//@{
/// Default constructor
ClpDataSave ( );
/// Copy constructor.
ClpDataSave(const ClpDataSave &);
/// Assignment operator. This copies the data
ClpDataSave & operator=(const ClpDataSave & rhs);
/// Destructor
~ClpDataSave ( );
//@}
////////////////// data //////////////////
public:
/**@name data - with same names as in other classes*/
//@{
double dualBound_;
double infeasibilityCost_;
double pivotTolerance_;
double acceptablePivot_;
double objectiveScale_;
int sparseThreshold_;
int perturbation_;
int forceFactorization_;
int scalingFlag_;
//@}
};
#endif
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