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ClpSimplex Class Reference

This solves LPs using the simplex method. More...

#include <ClpSimplex.hpp>

Inheritance diagram for ClpSimplex:

ClpModel ClpSimplexDual ClpSimplexOther ClpSimplexPrimal ClpSimplexNonlinear List of all members.

Public Types

enum  Status {
  isFree = 0x00, basic = 0x01, atUpperBound = 0x02, atLowerBound = 0x03,
  superBasic = 0x04, isFixed = 0x05
}
 enums for status of various sorts. More...

enum  FakeBound { noFake = 0x00, bothFake = 0x01, upperFake = 0x02, lowerFake = 0x03 }

Public Member Functions

Constructors and destructor and copy
 ClpSimplex ()
 Default constructor.

 ClpSimplex (const ClpSimplex &rhs, int scalingMode=-1)
 Copy constructor.

 ClpSimplex (const ClpModel &rhs, int scalingMode=-1)
 Copy constructor from model.

 ClpSimplex (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true)
 Subproblem constructor.

 ClpSimplex (ClpSimplex *wholeModel, int numberColumns, const int *whichColumns)
 This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex.

void originalModel (ClpSimplex *miniModel)
 This copies back stuff from miniModel and then deletes miniModel.

ClpSimplexoperator= (const ClpSimplex &rhs)
 Assignment operator. This copies the data.

 ~ClpSimplex ()
 Destructor.

void loadProblem (const ClpMatrixBase &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 Loads a problem (the constraints on the rows are given by lower and upper bounds).

void loadProblem (const CoinPackedMatrix &matrix, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 Default constructor.

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)
 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 int *length, const double *collb, const double *colub, const double *obj, const double *rowlb, const double *rowub, const double *rowObjective=NULL)
 This one is for after presolve to save memory.

int readMps (const char *filename, bool keepNames=false, bool ignoreErrors=false)
 Read an mps file from the given filename.

void borrowModel (ClpModel &otherModel)
 Borrow model.

void borrowModel (ClpSimplex &otherModel)
 Default constructor.

void passInEventHandler (const ClpEventHandler *eventHandler)
 Pass in Event handler (cloned and deleted at end).

Functions most useful to user
int initialSolve (ClpSolve &options)
 General solve algorithm which can do presolve.

int initialSolve ()
 Default initial solve.

int initialDualSolve ()
 Dual initial solve.

int initialPrimalSolve ()
 Primal initial solve.

int dual (int ifValuesPass=0)
 Dual algorithm - see ClpSimplexDual.hpp for method.

int primal (int ifValuesPass=0)
 Primal algorithm - see ClpSimplexPrimal.hpp for method.

int nonlinearSLP (int numberPasses, double deltaTolerance)
 Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small.

int barrier (bool crossover=true)
 Solves using barrier (assumes you have good cholesky factor code).

int reducedGradient (int phase=0)
 Solves non-linear using reduced gradient.

int dualRanging (int numberCheck, const int *which, double *costIncrease, int *sequenceIncrease, double *costDecrease, int *sequenceDecrease)
 Dual ranging.

int primalRanging (int numberCheck, const int *which, double *valueIncrease, int *sequenceIncrease, double *valueDecrease, int *sequenceDecrease)
 Primal ranging.

void setFactorization (ClpFactorization &factorization)
 Passes in factorization.

int tightenPrimalBounds (double factor=0.0)
 Tightens primal bounds to make dual faster.

int crash (double gap, int pivot)
 Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dual preferred and all slack basis preferred 0 if basis going in was not all slack 1 if primal preferred and all slack basis preferred 2 if primal preferred and crash basis created.

void setDualRowPivotAlgorithm (ClpDualRowPivot &choice)
 Sets row pivot choice algorithm in dual.

void setPrimalColumnPivotAlgorithm (ClpPrimalColumnPivot &choice)
 Sets column pivot choice algorithm in primal.

int strongBranching (int numberVariables, const int *variables, double *newLower, double *newUpper, double **outputSolution, int *outputStatus, int *outputIterations, bool stopOnFirstInfeasible=true, bool alwaysFinish=false)
 For strong branching.

Needed for functionality of OsiSimplexInterface
int pivot ()
 Pivot in a variable and out a variable.

int primalPivotResult ()
 Pivot in a variable and choose an outgoing one.

int dualPivotResult ()
 Pivot out a variable and choose an incoing one.

int startup (int ifValuesPass)
 Common bits of coding for dual and primal.

void finish ()
 Pivot in a variable and out a variable.

bool statusOfProblem ()
 Factorizes and returns true if optimal.

most useful gets and sets
bool primalFeasible () const
 If problem is primal feasible.

bool dualFeasible () const
 If problem is dual feasible.

ClpFactorizationfactorization () const
 factorization

bool sparseFactorization () const
 Sparsity on or off.

void setSparseFactorization (bool value)
 If problem is primal feasible.

int factorizationFrequency () const
 Factorization frequency.

void setFactorizationFrequency (int value)
 If problem is primal feasible.

double dualBound () const
 Dual bound.

void setDualBound (double value)
 If problem is primal feasible.

double infeasibilityCost () const
 Infeasibility cost.

void setInfeasibilityCost (double value)
 If problem is primal feasible.

int perturbation () const
 Perturbation: 50 - switch on perturbation 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100 others are for playing.

void setPerturbation (int value)
 If problem is primal feasible.

int algorithm () const
 Current (or last) algorithm.

void setAlgorithm (int value)
 Set algorithm.

double sumDualInfeasibilities () const
 Sum of dual infeasibilities.

void setSumDualInfeasibilities (double value)
 If problem is primal feasible.

double sumOfRelaxedDualInfeasibilities () const
 Sum of relaxed dual infeasibilities.

void setSumOfRelaxedDualInfeasibilities (double value)
 If problem is primal feasible.

int numberDualInfeasibilities () const
 Number of dual infeasibilities.

void setNumberDualInfeasibilities (int value)
 If problem is primal feasible.

double sumPrimalInfeasibilities () const
 Sum of primal infeasibilities.

void setSumPrimalInfeasibilities (double value)
 If problem is primal feasible.

double sumOfRelaxedPrimalInfeasibilities () const
 Sum of relaxed primal infeasibilities.

void setSumOfRelaxedPrimalInfeasibilities (double value)
 If problem is primal feasible.

int numberPrimalInfeasibilities () const
 Number of primal infeasibilities.

void setNumberPrimalInfeasibilities (int value)
 If problem is primal feasible.

int saveModel (const char *fileName)
 Save model to file, returns 0 if success.

int restoreModel (const char *fileName)
 Restore model from file, returns 0 if success, deletes current model.

void checkSolution ()
 Just check solution (for external use) - sets sum of infeasibilities etc.

CoinIndexedVector * rowArray (int index) const
 Useful row length arrays (0,1,2,3,4,5).

CoinIndexedVector * columnArray (int index) const
 Useful column length arrays (0,1,2,3,4,5).

Functions less likely to be useful to casual user
int getSolution (const double *rowActivities, const double *columnActivities)
 Given an existing factorization computes and checks primal and dual solutions.

int getSolution ()
 Given an existing factorization computes and checks primal and dual solutions.

int createPiecewiseLinearCosts (const int *starts, const double *lower, const double *gradient)
 Constructs a non linear cost from list of non-linearities (columns only) First lower of each column is taken as real lower Last lower is taken as real upper and cost ignored.

void returnModel (ClpSimplex &otherModel)
 Return model - updates any scalars.

int internalFactorize (int solveType)
 Factorizes using current basis.

ClpDataSave saveData ()
 Save data.

void restoreData (ClpDataSave saved)
 Restore data.

void cleanStatus ()
 Clean up status.

int factorize ()
 Factorizes using current basis. For external use.

void computeDuals (double *givenDjs)
 Computes duals from scratch.

void computePrimals (const double *rowActivities, const double *columnActivities)
 Computes primals from scratch.

void add (double *array, int column, double multiplier) const
 Adds multiple of a column into an array.

void unpack (CoinIndexedVector *rowArray) const
 Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed.

void unpack (CoinIndexedVector *rowArray, int sequence) const
 Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed.

void unpackPacked (CoinIndexedVector *rowArray)
 Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed.

void unpackPacked (CoinIndexedVector *rowArray, int sequence)
 Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumns Also applies scaling if needed.

int housekeeping (double objectiveChange)
 This does basis housekeeping and does values for in/out variables.

void checkPrimalSolution (const double *rowActivities=NULL, const double *columnActivies=NULL)
 This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal).

void checkDualSolution ()
 This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual).

void setValuesPassAction (float incomingInfeasibility, float allowedInfeasibility)
 For advanced use.

most useful gets and sets
double columnPrimalInfeasibility () const
 Worst column primal infeasibility.

int columnPrimalSequence () const
 Sequence of worst (-1 if feasible).

double rowPrimalInfeasibility () const
 Worst row primal infeasibility.

int rowPrimalSequence () const
 Sequence of worst (-1 if feasible).

double columnDualInfeasibility () const
 Worst column dual infeasibility (note - these may not be as meaningful if the problem is primal infeasible.

int columnDualSequence () const
 Sequence of worst (-1 if feasible).

double rowDualInfeasibility () const
 Worst row dual infeasibility.

int rowDualSequence () const
 Sequence of worst (-1 if feasible).

double primalToleranceToGetOptimal () const
 Primal tolerance needed to make dual feasible (<largeTolerance).

double remainingDualInfeasibility () const
 Remaining largest dual infeasibility.

double largeValue () const
 Large bound value (for complementarity etc).

void setLargeValue (double value)
 Worst column primal infeasibility.

double largestPrimalError () const
 Largest error on Ax-b.

double largestDualError () const
 Largest error on basic duals.

double largestSolutionError () const
 Largest difference between input primal solution and computed.

int * pivotVariable () const
 Basic variables pivoting on which rows.

bool automaticScaling () const
 If automatic scaling on.

void setAutomaticScaling (bool onOff)
 Worst column primal infeasibility.

double currentDualTolerance () const
 Current dual tolerance.

void setCurrentDualTolerance (double value)
 Worst column primal infeasibility.

double currentPrimalTolerance () const
 Current primal tolerance.

void setCurrentPrimalTolerance (double value)
 Worst column primal infeasibility.

int numberRefinements () const
 How many iterative refinements to do.

void setNumberRefinements (int value)
 Worst column primal infeasibility.

double alpha () const
 Alpha (pivot element) for use by classes e.g. steepestedge.

void setAlpha (double value)
 Worst column primal infeasibility.

double dualIn () const
 Reduced cost of last incoming for use by classes e.g. steepestedge.

int pivotRow () const
 Pivot Row for use by classes e.g. steepestedge.

void setPivotRow (int value)
 Worst column primal infeasibility.

double valueIncomingDual () const
 value of incoming variable (in Dual)

public methods
double * solutionRegion (int section) const
 Return row or column sections - not as much needed as it once was.

double * djRegion (int section) const
 Return row or column sections - not as much needed as it once was.

double * lowerRegion (int section) const
 Return row or column sections - not as much needed as it once was.

double * upperRegion (int section) const
 Return row or column sections - not as much needed as it once was.

double * costRegion (int section) const
 Return row or column sections - not as much needed as it once was.

double * solutionRegion () const
 Return region as single array.

double * djRegion () const
 Return row or column sections - not as much needed as it once was.

double * lowerRegion () const
 Return row or column sections - not as much needed as it once was.

double * upperRegion () const
 Return row or column sections - not as much needed as it once was.

double * costRegion () const
 Return row or column sections - not as much needed as it once was.

Status getStatus (int sequence) const
 Return row or column sections - not as much needed as it once was.

void setStatus (int sequence, Status status)
 Return row or column sections - not as much needed as it once was.

void setInitialDenseFactorization (bool onOff)
 Normally the first factorization does sparse coding because the factorization could be singular.

bool initialDenseFactorization () const
 Return row or column sections - not as much needed as it once was.

int sequenceIn () const
 Return sequence In or Out.

int sequenceOut () const
 Return row or column sections - not as much needed as it once was.

void setSequenceIn (int sequence)
 Set sequenceIn or Out.

void setSequenceOut (int sequence)
 Return row or column sections - not as much needed as it once was.

int directionIn () const
 Return direction In or Out.

int directionOut () const
 Return row or column sections - not as much needed as it once was.

void setDirectionIn (int direction)
 Set directionIn or Out.

void setDirectionOut (int direction)
 Return row or column sections - not as much needed as it once was.

double valueOut () const
 Value of Out variable.

int isColumn (int sequence) const
 Returns 1 if sequence indicates column.

int sequenceWithin (int sequence) const
 Returns sequence number within section.

double solution (int sequence)
 Return row or column values.

double & solutionAddress (int sequence)
 Return address of row or column values.

double reducedCost (int sequence)
 Return row or column sections - not as much needed as it once was.

double & reducedCostAddress (int sequence)
 Return row or column sections - not as much needed as it once was.

double lower (int sequence)
 Return row or column sections - not as much needed as it once was.

double & lowerAddress (int sequence)
 Return address of row or column lower bound.

double upper (int sequence)
 Return row or column sections - not as much needed as it once was.

double & upperAddress (int sequence)
 Return address of row or column upper bound.

double cost (int sequence)
 Return row or column sections - not as much needed as it once was.

double & costAddress (int sequence)
 Return address of row or column cost.

double originalLower (int iSequence) const
 Return original lower bound.

double originalUpper (int iSequence) const
 Return original lower bound.

double theta () const
 Theta (pivot change).

ClpNonLinearCostnonLinearCost () const
 Return pointer to details of costs.

status methods
void setFakeBound (int sequence, FakeBound fakeBound)
FakeBound getFakeBound (int sequence) const
void setRowStatus (int sequence, Status status)
Status getRowStatus (int sequence) const
void setColumnStatus (int sequence, Status status)
Status getColumnStatus (int sequence) const
void setPivoted (int sequence)
void clearPivoted (int sequence)
bool pivoted (int sequence) const
void setFlagged (int sequence)
 To flag a variable (not inline to allow for column generation).

void clearFlagged (int sequence)
bool flagged (int sequence) const
void setActive (int iRow)
 To say row active in primal pivot row choice.

void clearActive (int iRow)
bool active (int iRow) const
void createStatus ()
 Set up status array (can be used by OsiClp).

void allSlackBasis ()
int lastBadIteration () const
 So we know when to be cautious.

int progressFlag () const
 Progress flag - at present 0 bit says artificials out.

void forceFactorization (int value)
 Force re-factorization early.

double rawObjectiveValue () const
 Raw objective value (so always minimize in primal).

int numberExtraRows () const
 Number of extra rows.

int maximumBasic () const
 Maximum number of basic variables - can be more than number of rows if GUB.

unsigned int specialOptions () const
 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.

void setSpecialOptions (unsigned int value)

Protected Member Functions

protected methods
int gutsOfSolution (double *givenDuals, const double *givenPrimals, bool valuesPass=false)
 May change basis and then returns number changed.

void gutsOfDelete (int type)
 Does most of deletion (0 = all, 1 = most, 2 most + factorization).

void gutsOfCopy (const ClpSimplex &rhs)
 Does most of copying.

bool createRim (int what, bool makeRowCopy=false)
 puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows, 2 bit does column bounds, 4 bit does objective(s).

void deleteRim (int getRidOfFactorizationData=2)
 releases above arrays and does solution scaling out.

bool sanityCheck ()
 Sanity check on input rim data (after scaling) - returns true if okay.


Protected Attributes

data. Many arrays have a row part and a column part.
There is a single array with both - columns then rows and then normally two arrays pointing to rows and columns.

The single array is the owner of memory

double columnPrimalInfeasibility_
 Worst column primal infeasibility.

double rowPrimalInfeasibility_
 Worst row primal infeasibility.

int columnPrimalSequence_
 Sequence of worst (-1 if feasible).

int rowPrimalSequence_
 Sequence of worst (-1 if feasible).

double columnDualInfeasibility_
 Worst column dual infeasibility.

double rowDualInfeasibility_
 Worst row dual infeasibility.

int columnDualSequence_
 Sequence of worst (-1 if feasible).

int rowDualSequence_
 Sequence of worst (-1 if feasible).

double primalToleranceToGetOptimal_
 Primal tolerance needed to make dual feasible (<largeTolerance).

double remainingDualInfeasibility_
 Remaining largest dual infeasibility.

double largeValue_
 Large bound value (for complementarity etc).

double largestPrimalError_
 Largest error on Ax-b.

double largestDualError_
 Largest error on basic duals.

double largestSolutionError_
 Largest difference between input primal solution and computed.

double dualBound_
 Dual bound.

double alpha_
 Alpha (pivot element).

double theta_
 Theta (pivot change).

double lowerIn_
 Lower Bound on In variable.

double valueIn_
 Value of In variable.

double upperIn_
 Upper Bound on In variable.

double dualIn_
 Reduced cost of In variable.

double lowerOut_
 Lower Bound on Out variable.

double valueOut_
 Value of Out variable.

double upperOut_
 Upper Bound on Out variable.

double dualOut_
 Infeasibility (dual) or ? (primal) of Out variable.

double dualTolerance_
 Current dual tolerance for algorithm.

double primalTolerance_
 Current primal tolerance for algorithm.

double sumDualInfeasibilities_
 Sum of dual infeasibilities.

double sumPrimalInfeasibilities_
 Sum of primal infeasibilities.

double infeasibilityCost_
 Weight assigned to being infeasible in primal.

double sumOfRelaxedDualInfeasibilities_
 Sum of Dual infeasibilities using tolerance based on error in duals.

double sumOfRelaxedPrimalInfeasibilities_
 Sum of Primal infeasibilities using tolerance based on error in primals.

double * lower_
 Working copy of lower bounds (Owner of arrays below).

double * rowLowerWork_
 Row lower bounds - working copy.

double * columnLowerWork_
 Column lower bounds - working copy.

double * upper_
 Working copy of upper bounds (Owner of arrays below).

double * rowUpperWork_
 Row upper bounds - working copy.

double * columnUpperWork_
 Column upper bounds - working copy.

double * cost_
 Working copy of objective (Owner of arrays below).

double * rowObjectiveWork_
 Row objective - working copy.

double * objectiveWork_
 Column objective - working copy.

CoinIndexedVector * rowArray_ [6]
 Useful row length arrays.

CoinIndexedVector * columnArray_ [6]
 Useful column length arrays.

int sequenceIn_
 Sequence of In variable.

int directionIn_
 Direction of In, 1 going up, -1 going down, 0 not a clude.

int sequenceOut_
 Sequence of Out variable.

int directionOut_
 Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.

int pivotRow_
 Pivot Row.

int lastGoodIteration_
 Last good iteration (immediately after a re-factorization).

double * dj_
 Working copy of reduced costs (Owner of arrays below).

double * rowReducedCost_
 Reduced costs of slacks not same as duals (or - duals).

double * reducedCostWork_
 Possible scaled reduced costs.

double * solution_
 Working copy of primal solution (Owner of arrays below).

double * rowActivityWork_
 Row activities - working copy.

double * columnActivityWork_
 Column activities - working copy.

int numberDualInfeasibilities_
 Number of dual infeasibilities.

int numberDualInfeasibilitiesWithoutFree_
 Number of dual infeasibilities (without free).

int numberPrimalInfeasibilities_
 Number of primal infeasibilities.

int numberRefinements_
 How many iterative refinements to do.

ClpDualRowPivotdualRowPivot_
 dual row pivot choice

ClpPrimalColumnPivotprimalColumnPivot_
 primal column pivot choice

int * pivotVariable_
 Basic variables pivoting on which rows.

ClpFactorizationfactorization_
 factorization

double * savedSolution_
 Saved version of solution.

int numberTimesOptimal_
 Number of times code has tentatively thought optimal.

int changeMade_
 If change has been made (first attempt at stopping looping).

int algorithm_
 Algorithm >0 == Primal, <0 == Dual.

int forceFactorization_
 Now for some reliability aids This forces re-factorization early.

int perturbation_
 Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100.

unsigned char * saveStatus_
 Saved status regions.

ClpNonLinearCostnonLinearCost_
 Very wasteful way of dealing with infeasibilities in primal.

unsigned int specialOptions_
 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.

int lastBadIteration_
 So we know when to be cautious.

int lastFlaggedIteration_
 So we know when to open up again.

int numberFake_
 Can be used for count of fake bounds (dual) or fake costs (primal).

int progressFlag_
 Progress flag - at present 0 bit says artificials out, 1 free in.

int firstFree_
 First free/super-basic variable (-1 if none).

int numberExtraRows_
 Number of extra rows.

int maximumBasic_
 Maximum number of basic variables - can be more than number of rows if GUB.

float incomingInfeasibility_
 For advanced use.

float allowedInfeasibility_
 Worst column primal infeasibility.

int automaticScale_
 Automatic scaling of objective and rhs and bounds.

ClpSimplexProgressprogress_
 For dealing with all issues of cycling etc.


Friends

void ClpSimplexUnitTest (const std::string &mpsDir, const std::string &netlibDir)
 A function that tests the methods in the ClpSimplex class.


Detailed Description

This solves LPs using the simplex method.

It inherits from ClpModel and all its arrays are created at algorithm time. Originally I tried to work with model arrays but for simplicity of coding I changed to single arrays with structural variables then row variables. Some coding is still based on old style and needs cleaning up.

For a description of algorithms:

for dual see ClpSimplexDual.hpp and at top of ClpSimplexDual.cpp for primal see ClpSimplexPrimal.hpp and at top of ClpSimplexPrimal.cpp

There is an algorithm data member. + for primal variations and - for dual variations

This file also includes (at end) a very simple class ClpSimplexProgress which is where anti-looping stuff should migrate to

Definition at line 46 of file ClpSimplex.hpp.


Member Enumeration Documentation

enum ClpSimplex::Status
 

enums for status of various sorts.

First 4 match CoinWarmStartBasis, isFixed means fixed at lower bound and out of basis

Enumeration values:
isFree 
basic 
atUpperBound 
atLowerBound 
superBasic 
isFixed 

Definition at line 55 of file ClpSimplex.hpp.

Referenced by getColumnStatus(), getRowStatus(), and getStatus().

enum ClpSimplex::FakeBound
 

Enumeration values:
noFake 
bothFake 
upperFake 
lowerFake 

Definition at line 64 of file ClpSimplex.hpp.

Referenced by getFakeBound().


Constructor & Destructor Documentation

ClpSimplex::ClpSimplex  ) 
 

Default constructor.

ClpSimplex::ClpSimplex const ClpSimplex rhs,
int  scalingMode = -1
 

Copy constructor.

May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)

ClpSimplex::ClpSimplex const ClpModel rhs,
int  scalingMode = -1
 

Copy constructor from model.

May scale depending on mode -1 leave mode as is 0 -off, 1 equilibrium, 2 geometric, 3, auto, 4 dynamic(later)

ClpSimplex::ClpSimplex const ClpModel wholeModel,
int  numberRows,
const int *  whichRows,
int  numberColumns,
const int *  whichColumns,
bool  dropNames = true,
bool  dropIntegers = true
 

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

ClpSimplex::ClpSimplex ClpSimplex wholeModel,
int  numberColumns,
const int *  whichColumns
 

This constructor modifies original ClpSimplex and stores original stuff in created ClpSimplex.

It is only to be used in conjunction with originalModel

ClpSimplex::~ClpSimplex  ) 
 

Destructor.


Member Function Documentation

void ClpSimplex::originalModel ClpSimplex miniModel  ) 
 

This copies back stuff from miniModel and then deletes miniModel.

Only to be used with mini constructor

ClpSimplex& ClpSimplex::operator= const ClpSimplex rhs  ) 
 

Assignment operator. This copies the data.

void ClpSimplex::loadProblem const ClpMatrixBase matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub,
const double *  rowObjective = NULL
 

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:

  • colub: all columns have upper bound infinity
  • collb: all columns have lower bound 0
  • rowub: all rows have upper bound infinity
  • rowlb: all rows have lower bound -infinity
  • obj: all variables have 0 objective coefficient

Reimplemented from ClpModel.

void ClpSimplex::loadProblem const CoinPackedMatrix &  matrix,
const double *  collb,
const double *  colub,
const double *  obj,
const double *  rowlb,
const double *  rowub,
const double *  rowObjective = NULL
 

Default constructor.

Reimplemented from ClpModel.

void ClpSimplex::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
 

Just like the other loadProblem() method except that the matrix is given in a standard column major ordered format (without gaps).

Reimplemented from ClpModel.

void ClpSimplex::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
 

This one is for after presolve to save memory.

Reimplemented from ClpModel.

int ClpSimplex::readMps const char *  filename,
bool  keepNames = false,
bool  ignoreErrors = false
 

Read an mps file from the given filename.

Reimplemented from ClpModel.

void ClpSimplex::borrowModel ClpModel otherModel  ) 
 

Borrow model.

This is so we dont 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. This is same as ClpModel one, but sets scaling on etc.

Reimplemented from ClpModel.

void ClpSimplex::borrowModel ClpSimplex otherModel  ) 
 

Default constructor.

void ClpSimplex::passInEventHandler const ClpEventHandler eventHandler  ) 
 

Pass in Event handler (cloned and deleted at end).

Reimplemented from ClpModel.

int ClpSimplex::initialSolve ClpSolve options  ) 
 

General solve algorithm which can do presolve.

See ClpSolve.hpp for options

int ClpSimplex::initialSolve  ) 
 

Default initial solve.

int ClpSimplex::initialDualSolve  ) 
 

Dual initial solve.

int ClpSimplex::initialPrimalSolve  ) 
 

Primal initial solve.

int ClpSimplex::dual int  ifValuesPass = 0  ) 
 

Dual algorithm - see ClpSimplexDual.hpp for method.

ifValuesPass==2 just does values pass and then stops

int ClpSimplex::primal int  ifValuesPass = 0  ) 
 

Primal algorithm - see ClpSimplexPrimal.hpp for method.

ifValuesPass==2 just does values pass and then stops

int ClpSimplex::nonlinearSLP int  numberPasses,
double  deltaTolerance
 

Solves nonlinear problem using SLP - may be used as crash for other algorithms when number of iterations small.

Also exits if all problematical variables are changing less than deltaTolerance

int ClpSimplex::barrier bool  crossover = true  ) 
 

Solves using barrier (assumes you have good cholesky factor code).

Does crossover to simplex if asked

int ClpSimplex::reducedGradient int  phase = 0  ) 
 

Solves non-linear using reduced gradient.

Phase = 0 get feasible, =1 use solution

int ClpSimplex::dualRanging int  numberCheck,
const int *  which,
double *  costIncrease,
int *  sequenceIncrease,
double *  costDecrease,
int *  sequenceDecrease
 

Dual ranging.

This computes increase/decrease in cost for each given variable and corresponding sequence numbers which would change basis. Sequence numbers are 0..numberColumns and numberColumns.. for artificials/slacks. For non-basic variables the sequence number will be that of the non-basic variables. The increase/decrease value is always >= 0.0

Up to user to provide correct length arrays.

Returns non-zero if infeasible unbounded etc

Reimplemented in ClpSimplexOther.

int ClpSimplex::primalRanging int  numberCheck,
const int *  which,
double *  valueIncrease,
int *  sequenceIncrease,
double *  valueDecrease,
int *  sequenceDecrease
 

Primal ranging.

This computes increase/decrease in value for each given variable and corresponding sequence numbers which would change basis. Sequence numbers are 0..numberColumns and numberColumns.. for artificials/slacks. For basic variables the sequence number will be that of the basic variables.

Up to user to providen correct length arrays.

Returns non-zero if infeasible unbounded etc

Reimplemented in ClpSimplexOther.

void ClpSimplex::setFactorization ClpFactorization factorization  ) 
 

Passes in factorization.

int ClpSimplex::tightenPrimalBounds double  factor = 0.0  ) 
 

Tightens primal bounds to make dual faster.

Unless fixed, bounds are slightly looser than they could be. This is to make dual go faster and is probably not needed with a presolve. Returns non-zero if problem infeasible.

Fudge for branch and bound - put bounds on columns of factor * largest value (at continuous) - should improve stability in branch and bound on infeasible branches (0.0 is off)

int ClpSimplex::crash double  gap,
int  pivot
 

Crash - at present just aimed at dual, returns -2 if dual preferred and crash basis created -1 if dual preferred and all slack basis preferred 0 if basis going in was not all slack 1 if primal preferred and all slack basis preferred 2 if primal preferred and crash basis created.

if gap between bounds <="gap" variables can be flipped

If "pivot" is 0 No pivoting (so will just be choice of algorithm) 1 Simple pivoting e.g. gub 2 Mini iterations

void ClpSimplex::setDualRowPivotAlgorithm ClpDualRowPivot choice  ) 
 

Sets row pivot choice algorithm in dual.

void ClpSimplex::setPrimalColumnPivotAlgorithm ClpPrimalColumnPivot choice  ) 
 

Sets column pivot choice algorithm in primal.

int ClpSimplex::strongBranching int  numberVariables,
const int *  variables,
double *  newLower,
double *  newUpper,
double **  outputSolution,
int *  outputStatus,
int *  outputIterations,
bool  stopOnFirstInfeasible = true,
bool  alwaysFinish = false
 

For strong branching.

On input lower and upper are new bounds while on output they are change in objective function values (>1.0e50 infeasible). Return code is 0 if nothing interesting, -1 if infeasible both ways and +1 if infeasible one way (check values to see which one(s)) Solutions are filled in as well - even down, odd up - also status and number of iterations

Reimplemented in ClpSimplexDual.

int ClpSimplex::pivot  ) 
 

Pivot in a variable and out a variable.

Returns 0 if okay, 1 if inaccuracy forced re-factorization, -1 if would be singular. Also updates primal/dual infeasibilities. Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out.

int ClpSimplex::primalPivotResult  ) 
 

Pivot in a variable and choose an outgoing one.

Assumes primal feasible - will not go through a bound. Returns step length in theta Returns ray in ray_ (or NULL if no pivot) Return codes as before but -1 means no acceptable pivot

int ClpSimplex::dualPivotResult  ) 
 

Pivot out a variable and choose an incoing one.

Assumes dual feasible - will not go through a reduced cost. Returns step length in theta Returns ray in ray_ (or NULL if no pivot) Return codes as before but -1 means no acceptable pivot

int ClpSimplex::startup int  ifValuesPass  ) 
 

Common bits of coding for dual and primal.

Return s0 if okay, 1 if bad matrix, 2 if very bad factorization

void ClpSimplex::finish  ) 
 

Pivot in a variable and out a variable.

Returns 0 if okay, 1 if inaccuracy forced re-factorization, -1 if would be singular. Also updates primal/dual infeasibilities. Assumes sequenceIn_ and pivotRow_ set and also directionIn and Out.

bool ClpSimplex::statusOfProblem  ) 
 

Factorizes and returns true if optimal.

Used by user

bool ClpSimplex::primalFeasible  )  const [inline]
 

If problem is primal feasible.

Definition at line 301 of file ClpSimplex.hpp.

References numberPrimalInfeasibilities_.

bool ClpSimplex::dualFeasible  )  const [inline]
 

If problem is dual feasible.

Definition at line 304 of file ClpSimplex.hpp.

References numberDualInfeasibilities_.

ClpFactorization* ClpSimplex::factorization  )  const [inline]
 

factorization

Definition at line 307 of file ClpSimplex.hpp.

References factorization_.

bool ClpSimplex::sparseFactorization  )  const
 

Sparsity on or off.

void ClpSimplex::setSparseFactorization bool  value  ) 
 

If problem is primal feasible.

int ClpSimplex::factorizationFrequency  )  const
 

Factorization frequency.

void ClpSimplex::setFactorizationFrequency int  value  ) 
 

If problem is primal feasible.

double ClpSimplex::dualBound  )  const [inline]
 

Dual bound.

Definition at line 316 of file ClpSimplex.hpp.

References dualBound_.

void ClpSimplex::setDualBound double  value  ) 
 

If problem is primal feasible.

double ClpSimplex::infeasibilityCost  )  const [inline]
 

Infeasibility cost.

Definition at line 320 of file ClpSimplex.hpp.

References infeasibilityCost_.

void ClpSimplex::setInfeasibilityCost double  value  ) 
 

If problem is primal feasible.

int ClpSimplex::perturbation  )  const [inline]
 

Perturbation: 50 - switch on perturbation 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100 others are for playing.

Definition at line 339 of file ClpSimplex.hpp.

References perturbation_.

void ClpSimplex::setPerturbation int  value  ) 
 

If problem is primal feasible.

int ClpSimplex::algorithm  )  const [inline]
 

Current (or last) algorithm.

Definition at line 343 of file ClpSimplex.hpp.

References algorithm_.

void ClpSimplex::setAlgorithm int  value  )  [inline]
 

Set algorithm.

Definition at line 346 of file ClpSimplex.hpp.

References algorithm_.

double ClpSimplex::sumDualInfeasibilities  )  const [inline]
 

Sum of dual infeasibilities.

Definition at line 349 of file ClpSimplex.hpp.

References sumDualInfeasibilities_.

void ClpSimplex::setSumDualInfeasibilities double  value  )  [inline]
 

If problem is primal feasible.

Definition at line 351 of file ClpSimplex.hpp.

References sumDualInfeasibilities_.

double ClpSimplex::sumOfRelaxedDualInfeasibilities  )  const [inline]
 

Sum of relaxed dual infeasibilities.

Definition at line 354 of file ClpSimplex.hpp.

References sumOfRelaxedDualInfeasibilities_.

void ClpSimplex::setSumOfRelaxedDualInfeasibilities double  value  )  [inline]
 

If problem is primal feasible.

Definition at line 356 of file ClpSimplex.hpp.

References sumOfRelaxedDualInfeasibilities_.

int ClpSimplex::numberDualInfeasibilities  )  const [inline]
 

Number of dual infeasibilities.

Definition at line 359 of file ClpSimplex.hpp.

References numberDualInfeasibilities_.

void ClpSimplex::setNumberDualInfeasibilities int  value  )  [inline]
 

If problem is primal feasible.

Definition at line 361 of file ClpSimplex.hpp.

References numberDualInfeasibilities_.

double ClpSimplex::sumPrimalInfeasibilities  )  const [inline]
 

Sum of primal infeasibilities.

Definition at line 364 of file ClpSimplex.hpp.

References sumPrimalInfeasibilities_.

void ClpSimplex::setSumPrimalInfeasibilities double  value  )  [inline]
 

If problem is primal feasible.

Definition at line 366 of file ClpSimplex.hpp.

References sumPrimalInfeasibilities_.

double ClpSimplex::sumOfRelaxedPrimalInfeasibilities  )  const [inline]
 

Sum of relaxed primal infeasibilities.

Definition at line 369 of file ClpSimplex.hpp.

References sumOfRelaxedPrimalInfeasibilities_.

void ClpSimplex::setSumOfRelaxedPrimalInfeasibilities double  value  )  [inline]
 

If problem is primal feasible.

Definition at line 371 of file ClpSimplex.hpp.

References sumOfRelaxedPrimalInfeasibilities_.

int ClpSimplex::numberPrimalInfeasibilities  )  const [inline]
 

Number of primal infeasibilities.

Definition at line 374 of file ClpSimplex.hpp.

References numberPrimalInfeasibilities_.

void ClpSimplex::setNumberPrimalInfeasibilities int  value  )  [inline]
 

If problem is primal feasible.

Definition at line 376 of file ClpSimplex.hpp.

References numberPrimalInfeasibilities_.

int ClpSimplex::saveModel const char *  fileName  ) 
 

Save model to file, returns 0 if success.

This is designed for use outside algorithms so does not save iterating arrays etc. It does not save any messaging information. Does not save scaling values. It does not know about all types of virtual functions.

int ClpSimplex::restoreModel const char *  fileName  ) 
 

Restore model from file, returns 0 if success, deletes current model.

void ClpSimplex::checkSolution  ) 
 

Just check solution (for external use) - sets sum of infeasibilities etc.

CoinIndexedVector* ClpSimplex::rowArray int  index  )  const [inline]
 

Useful row length arrays (0,1,2,3,4,5).

Definition at line 393 of file ClpSimplex.hpp.

References rowArray_.

CoinIndexedVector* ClpSimplex::columnArray int  index  )  const [inline]
 

Useful column length arrays (0,1,2,3,4,5).

Definition at line 396 of file ClpSimplex.hpp.

References columnArray_.

int ClpSimplex::getSolution const double *  rowActivities,
const double *  columnActivities
 

Given an existing factorization computes and checks primal and dual solutions.

Uses input arrays for variables at bounds. Returns feasibility states

int ClpSimplex::getSolution  ) 
 

Given an existing factorization computes and checks primal and dual solutions.

Uses current problem arrays for bounds. Returns feasibility states

int ClpSimplex::createPiecewiseLinearCosts const int *  starts,
const double *  lower,
const double *  gradient
 

Constructs a non linear cost from list of non-linearities (columns only) First lower of each column is taken as real lower Last lower is taken as real upper and cost ignored.

Returns nonzero if bad data e.g. lowers not monotonic

void ClpSimplex::returnModel ClpSimplex otherModel  ) 
 

Return model - updates any scalars.

int ClpSimplex::internalFactorize int  solveType  ) 
 

Factorizes using current basis.

solveType - 1 iterating, 0 initial, -1 external If 10 added then in primal values pass Return codes are as from ClpFactorization unless initial factorization when total number of singularities is returned

ClpDataSave ClpSimplex::saveData  ) 
 

Save data.

void ClpSimplex::restoreData ClpDataSave  saved  ) 
 

Restore data.

void ClpSimplex::cleanStatus  ) 
 

Clean up status.

int ClpSimplex::factorize  ) 
 

Factorizes using current basis. For external use.

void ClpSimplex::computeDuals double *  givenDjs  ) 
 

Computes duals from scratch.

If givenDjs then allows for nonzero basic djs

void ClpSimplex::computePrimals const double *  rowActivities,
const double *  columnActivities
 

Computes primals from scratch.

void ClpSimplex::add double *  array,
int  column,
double  multiplier
const
 

Adds multiple of a column into an array.

void ClpSimplex::unpack CoinIndexedVector *  rowArray  )  const
 

Unpacks one column of the matrix into indexed array Uses sequenceIn_ Also applies scaling if needed.

void ClpSimplex::unpack CoinIndexedVector *  rowArray,
int  sequence
const
 

Unpacks one column of the matrix into indexed array Slack if sequence>= numberColumns Also applies scaling if needed.

void ClpSimplex::unpackPacked CoinIndexedVector *  rowArray  ) 
 

Unpacks one column of the matrix into indexed array as packed vector Uses sequenceIn_ Also applies scaling if needed.

void ClpSimplex::unpackPacked CoinIndexedVector *  rowArray,
int  sequence
 

Unpacks one column of the matrix into indexed array as packed vector Slack if sequence>= numberColumns Also applies scaling if needed.

int ClpSimplex::housekeeping double  objectiveChange  ) 
 

This does basis housekeeping and does values for in/out variables.

Can also decide to re-factorize

void ClpSimplex::checkPrimalSolution const double *  rowActivities = NULL,
const double *  columnActivies = NULL
 

This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Primal).

void ClpSimplex::checkDualSolution  ) 
 

This sets largest infeasibility and most infeasible and sum and number of infeasibilities (Dual).

void ClpSimplex::setValuesPassAction float  incomingInfeasibility,
float  allowedInfeasibility
 

For advanced use.

When doing iterative solves things can get nasty so on values pass if incoming solution has largest infeasibility < incomingInfeasibility throw out variables from basis until largest infeasibility < allowedInfeasibility or incoming largest infeasibility. If allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis.

Defaults are 1.0,10.0

double ClpSimplex::columnPrimalInfeasibility  )  const [inline]
 

Worst column primal infeasibility.

Definition at line 501 of file ClpSimplex.hpp.

References columnPrimalInfeasibility_.

int ClpSimplex::columnPrimalSequence  )  const [inline]
 

Sequence of worst (-1 if feasible).

Definition at line 504 of file ClpSimplex.hpp.

References columnPrimalSequence_.

double ClpSimplex::rowPrimalInfeasibility  )  const [inline]
 

Worst row primal infeasibility.

Definition at line 507 of file ClpSimplex.hpp.

References rowPrimalInfeasibility_.

int ClpSimplex::rowPrimalSequence  )  const [inline]
 

Sequence of worst (-1 if feasible).

Definition at line 510 of file ClpSimplex.hpp.

References rowPrimalSequence_.

double ClpSimplex::columnDualInfeasibility  )  const [inline]
 

Worst column dual infeasibility (note - these may not be as meaningful if the problem is primal infeasible.

Definition at line 514 of file ClpSimplex.hpp.

References columnDualInfeasibility_.

int ClpSimplex::columnDualSequence  )  const [inline]
 

Sequence of worst (-1 if feasible).

Definition at line 517 of file ClpSimplex.hpp.

References columnDualSequence_.

double ClpSimplex::rowDualInfeasibility  )  const [inline]
 

Worst row dual infeasibility.

Definition at line 520 of file ClpSimplex.hpp.

References rowDualInfeasibility_.

int ClpSimplex::rowDualSequence  )  const [inline]
 

Sequence of worst (-1 if feasible).

Definition at line 523 of file ClpSimplex.hpp.

References rowDualSequence_.

double ClpSimplex::primalToleranceToGetOptimal  )  const [inline]
 

Primal tolerance needed to make dual feasible (<largeTolerance).

Definition at line 526 of file ClpSimplex.hpp.

References primalToleranceToGetOptimal_.

double ClpSimplex::remainingDualInfeasibility  )  const [inline]
 

Remaining largest dual infeasibility.

Definition at line 529 of file ClpSimplex.hpp.

References remainingDualInfeasibility_.

double ClpSimplex::largeValue  )  const [inline]
 

Large bound value (for complementarity etc).

Definition at line 532 of file ClpSimplex.hpp.

References largeValue_.

void ClpSimplex::setLargeValue double  value  ) 
 

Worst column primal infeasibility.

double ClpSimplex::largestPrimalError  )  const [inline]
 

Largest error on Ax-b.

Definition at line 536 of file ClpSimplex.hpp.

References largestPrimalError_.

double ClpSimplex::largestDualError  )  const [inline]
 

Largest error on basic duals.

Definition at line 539 of file ClpSimplex.hpp.

References largestDualError_.

double ClpSimplex::largestSolutionError  )  const [inline]
 

Largest difference between input primal solution and computed.

Definition at line 542 of file ClpSimplex.hpp.

References largestSolutionError_.

int* ClpSimplex::pivotVariable  )  const [inline]
 

Basic variables pivoting on which rows.

Definition at line 545 of file ClpSimplex.hpp.

References pivotVariable_.

bool ClpSimplex::automaticScaling  )  const [inline]
 

If automatic scaling on.

Definition at line 548 of file ClpSimplex.hpp.

References automaticScale_.

void ClpSimplex::setAutomaticScaling bool  onOff  )  [inline]
 

Worst column primal infeasibility.

Definition at line 550 of file ClpSimplex.hpp.

References automaticScale_.

double ClpSimplex::currentDualTolerance  )  const [inline]
 

Current dual tolerance.

Definition at line 553 of file ClpSimplex.hpp.

References dualTolerance_.

void ClpSimplex::setCurrentDualTolerance double  value  )  [inline]
 

Worst column primal infeasibility.

Definition at line 555 of file ClpSimplex.hpp.

References dualTolerance_.

double ClpSimplex::currentPrimalTolerance  )  const [inline]
 

Current primal tolerance.

Definition at line 558 of file ClpSimplex.hpp.

References primalTolerance_.

void ClpSimplex::setCurrentPrimalTolerance double  value  )  [inline]
 

Worst column primal infeasibility.

Definition at line 560 of file ClpSimplex.hpp.

References primalTolerance_.

int ClpSimplex::numberRefinements  )  const [inline]
 

How many iterative refinements to do.

Definition at line 563 of file ClpSimplex.hpp.

References numberRefinements_.

void ClpSimplex::setNumberRefinements int  value  ) 
 

Worst column primal infeasibility.

double ClpSimplex::alpha  )  const [inline]
 

Alpha (pivot element) for use by classes e.g. steepestedge.

Definition at line 567 of file ClpSimplex.hpp.

References alpha_.

void ClpSimplex::setAlpha double  value  )  [inline]
 

Worst column primal infeasibility.

Definition at line 568 of file ClpSimplex.hpp.

References alpha_.

double ClpSimplex::dualIn  )  const [inline]
 

Reduced cost of last incoming for use by classes e.g. steepestedge.

Definition at line 570 of file ClpSimplex.hpp.

References dualIn_.

int ClpSimplex::pivotRow  )  const [inline]
 

Pivot Row for use by classes e.g. steepestedge.

Definition at line 572 of file ClpSimplex.hpp.

References pivotRow_.

void ClpSimplex::setPivotRow int  value  )  [inline]
 

Worst column primal infeasibility.

Definition at line 573 of file ClpSimplex.hpp.

References pivotRow_.

double ClpSimplex::valueIncomingDual  )  const
 

value of incoming variable (in Dual)

int ClpSimplex::gutsOfSolution double *  givenDuals,
const double *  givenPrimals,
bool  valuesPass = false
[protected]
 

May change basis and then returns number changed.

Computation of solutions may be overriden by given pi and solution

void ClpSimplex::gutsOfDelete int  type  )  [protected]
 

Does most of deletion (0 = all, 1 = most, 2 most + factorization).

void ClpSimplex::gutsOfCopy const ClpSimplex rhs  )  [protected]
 

Does most of copying.

bool ClpSimplex::createRim int  what,
bool  makeRowCopy = false
[protected]
 

puts in format I like (rowLower,rowUpper) also see StandardMatrix 1 bit does rows, 2 bit does column bounds, 4 bit does objective(s).

8 bit does solution scaling in 16 bit does rowArray and columnArray indexed vectors and makes row copy if wanted, also sets columnStart_ etc Also creates scaling arrays if needed. It does scaling if needed. 16 also moves solutions etc in to work arrays On 16 returns false if problem "bad" i.e. matrix or bounds bad

void ClpSimplex::deleteRim int  getRidOfFactorizationData = 2  )  [protected]
 

releases above arrays and does solution scaling out.

May also get rid of factorization data - 0 get rid of nothing, 1 get rid of arrays, 2 also factorization

bool ClpSimplex::sanityCheck  )  [protected]
 

Sanity check on input rim data (after scaling) - returns true if okay.

double* ClpSimplex::solutionRegion int  section  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 614 of file ClpSimplex.hpp.

References columnActivityWork_, and rowActivityWork_.

double* ClpSimplex::djRegion int  section  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 616 of file ClpSimplex.hpp.

References reducedCostWork_, and rowReducedCost_.

double* ClpSimplex::lowerRegion int  section  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 618 of file ClpSimplex.hpp.

References columnLowerWork_, and rowLowerWork_.

double* ClpSimplex::upperRegion int  section  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 620 of file ClpSimplex.hpp.

References columnUpperWork_, and rowUpperWork_.

double* ClpSimplex::costRegion int  section  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 622 of file ClpSimplex.hpp.

References objectiveWork_, and rowObjectiveWork_.

double* ClpSimplex::solutionRegion  )  const [inline]
 

Return region as single array.

Definition at line 625 of file ClpSimplex.hpp.

References solution_.

double* ClpSimplex::djRegion  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 627 of file ClpSimplex.hpp.

References dj_.

double* ClpSimplex::lowerRegion  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 629 of file ClpSimplex.hpp.

References lower_.

double* ClpSimplex::upperRegion  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 631 of file ClpSimplex.hpp.

References upper_.

double* ClpSimplex::costRegion  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 633 of file ClpSimplex.hpp.

References cost_.

Status ClpSimplex::getStatus int  sequence  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 635 of file ClpSimplex.hpp.

References Status.

void ClpSimplex::setStatus int  sequence,
Status  status
[inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 637 of file ClpSimplex.hpp.

void ClpSimplex::setInitialDenseFactorization bool  onOff  ) 
 

Normally the first factorization does sparse coding because the factorization could be singular.

This allows initial dense factorization when it is known to be safe

bool ClpSimplex::initialDenseFactorization  )  const
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

int ClpSimplex::sequenceIn  )  const [inline]
 

Return sequence In or Out.

Definition at line 650 of file ClpSimplex.hpp.

References sequenceIn_.

int ClpSimplex::sequenceOut  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 652 of file ClpSimplex.hpp.

References sequenceOut_.

void ClpSimplex::setSequenceIn int  sequence  )  [inline]
 

Set sequenceIn or Out.

Definition at line 655 of file ClpSimplex.hpp.

References sequenceIn_.

void ClpSimplex::setSequenceOut int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 657 of file ClpSimplex.hpp.

References sequenceOut_.

int ClpSimplex::directionIn  )  const [inline]
 

Return direction In or Out.

Definition at line 660 of file ClpSimplex.hpp.

References directionIn_.

int ClpSimplex::directionOut  )  const [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 662 of file ClpSimplex.hpp.

References directionOut_.

void ClpSimplex::setDirectionIn int  direction  )  [inline]
 

Set directionIn or Out.

Definition at line 665 of file ClpSimplex.hpp.

References directionIn_.

void ClpSimplex::setDirectionOut int  direction  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 667 of file ClpSimplex.hpp.

References directionOut_.

double ClpSimplex::valueOut  )  const [inline]
 

Value of Out variable.

Definition at line 670 of file ClpSimplex.hpp.

References valueOut_.

int ClpSimplex::isColumn int  sequence  )  const [inline]
 

Returns 1 if sequence indicates column.

Definition at line 673 of file ClpSimplex.hpp.

int ClpSimplex::sequenceWithin int  sequence  )  const [inline]
 

Returns sequence number within section.

Definition at line 676 of file ClpSimplex.hpp.

double ClpSimplex::solution int  sequence  )  [inline]
 

Return row or column values.

Definition at line 679 of file ClpSimplex.hpp.

References solution_.

double& ClpSimplex::solutionAddress int  sequence  )  [inline]
 

Return address of row or column values.

Definition at line 682 of file ClpSimplex.hpp.

References solution_.

double ClpSimplex::reducedCost int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 684 of file ClpSimplex.hpp.

References dj_.

double& ClpSimplex::reducedCostAddress int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 686 of file ClpSimplex.hpp.

References dj_.

double ClpSimplex::lower int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 688 of file ClpSimplex.hpp.

References lower_.

double& ClpSimplex::lowerAddress int  sequence  )  [inline]
 

Return address of row or column lower bound.

Definition at line 691 of file ClpSimplex.hpp.

References lower_.

double ClpSimplex::upper int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 693 of file ClpSimplex.hpp.

References upper_.

double& ClpSimplex::upperAddress int  sequence  )  [inline]
 

Return address of row or column upper bound.

Definition at line 696 of file ClpSimplex.hpp.

References upper_.

double ClpSimplex::cost int  sequence  )  [inline]
 

Return row or column sections - not as much needed as it once was.

These just map into single arrays

Definition at line 698 of file ClpSimplex.hpp.

References cost_.

double& ClpSimplex::costAddress int  sequence  )  [inline]
 

Return address of row or column cost.

Definition at line 701 of file ClpSimplex.hpp.

References cost_.

double ClpSimplex::originalLower int  iSequence  )  const [inline]
 

Return original lower bound.

Definition at line 704 of file ClpSimplex.hpp.

double ClpSimplex::originalUpper int  iSequence  )  const [inline]
 

Return original lower bound.

Definition at line 708 of file ClpSimplex.hpp.

double ClpSimplex::theta  )  const [inline]
 

Theta (pivot change).

Definition at line 712 of file ClpSimplex.hpp.

References theta_.

ClpNonLinearCost* ClpSimplex::nonLinearCost  )  const [inline]
 

Return pointer to details of costs.

Definition at line 715 of file ClpSimplex.hpp.

References nonLinearCost_.

void ClpSimplex::setFakeBound int  sequence,
FakeBound  fakeBound
[inline]
 

Definition at line 720 of file ClpSimplex.hpp.

FakeBound ClpSimplex::getFakeBound int  sequence  )  const [inline]
 

Definition at line 726 of file ClpSimplex.hpp.

References FakeBound.

void ClpSimplex::setRowStatus int  sequence,
Status  status
[inline]
 

Definition at line 728 of file ClpSimplex.hpp.

Status ClpSimplex::getRowStatus int  sequence  )  const [inline]
 

Definition at line 734 of file ClpSimplex.hpp.

References Status.

void ClpSimplex::setColumnStatus int  sequence,
Status  status
[inline]
 

Definition at line 736 of file ClpSimplex.hpp.

Status ClpSimplex::getColumnStatus int  sequence  )  const [inline]
 

Definition at line 742 of file ClpSimplex.hpp.

References Status.

void ClpSimplex::setPivoted int  sequence  )  [inline]
 

Definition at line 744 of file ClpSimplex.hpp.

void ClpSimplex::clearPivoted int  sequence  )  [inline]
 

Definition at line 746 of file ClpSimplex.hpp.

bool ClpSimplex::pivoted int  sequence  )  const [inline]
 

Definition at line 748 of file ClpSimplex.hpp.

void ClpSimplex::setFlagged int  sequence  ) 
 

To flag a variable (not inline to allow for column generation).

void ClpSimplex::clearFlagged int  sequence  )  [inline]
 

Definition at line 752 of file ClpSimplex.hpp.

bool ClpSimplex::flagged int  sequence  )  const [inline]
 

Definition at line 756 of file ClpSimplex.hpp.

void ClpSimplex::setActive int  iRow  )  [inline]
 

To say row active in primal pivot row choice.

Definition at line 759 of file ClpSimplex.hpp.

void ClpSimplex::clearActive int  iRow  )  [inline]
 

Definition at line 763 of file ClpSimplex.hpp.

bool ClpSimplex::active int  iRow  )  const [inline]
 

Definition at line 767 of file ClpSimplex.hpp.

void ClpSimplex::createStatus  ) 
 

Set up status array (can be used by OsiClp).

Also can be used to set up all slack basis

Referenced by allSlackBasis().

void ClpSimplex::allSlackBasis  )  [inline]
 

Definition at line 772 of file ClpSimplex.hpp.

References createStatus().

int ClpSimplex::lastBadIteration  )  const [inline]
 

So we know when to be cautious.

Definition at line 776 of file ClpSimplex.hpp.

References lastBadIteration_.

int ClpSimplex::progressFlag  )  const [inline]
 

Progress flag - at present 0 bit says artificials out.

Definition at line 779 of file ClpSimplex.hpp.

References progressFlag_.

void ClpSimplex::forceFactorization int  value  )  [inline]
 

Force re-factorization early.

Definition at line 782 of file ClpSimplex.hpp.

References forceFactorization_.

double ClpSimplex::rawObjectiveValue  )  const [inline]
 

Raw objective value (so always minimize in primal).

Definition at line 785 of file ClpSimplex.hpp.

int ClpSimplex::numberExtraRows  )  const [inline]
 

Number of extra rows.

These are ones which will be dynamically created each iteration. This is for GUB but may have other uses.

Definition at line 790 of file ClpSimplex.hpp.

References numberExtraRows_.

int ClpSimplex::maximumBasic  )  const [inline]
 

Maximum number of basic variables - can be more than number of rows if GUB.

Definition at line 794 of file ClpSimplex.hpp.

References maximumBasic_.

unsigned int ClpSimplex::specialOptions  )  const [inline]
 

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.

Definition at line 804 of file ClpSimplex.hpp.

References specialOptions_.

void ClpSimplex::setSpecialOptions unsigned int  value  )  [inline]
 

Definition at line 806 of file ClpSimplex.hpp.

References specialOptions_.


Friends And Related Function Documentation

void ClpSimplexUnitTest const std::string &  mpsDir,
const std::string &  netlibDir
[friend]
 

A function that tests the methods in the ClpSimplex class.

The only reason for it not to be a member method is that this way it doesn't have to be compiled into the library. And that's a gain, because the library should be compiled with optimization on, but this method should be compiled with debugging.

It also does some testing of ClpFactorization class


Member Data Documentation

double ClpSimplex::columnPrimalInfeasibility_ [protected]
 

Worst column primal infeasibility.

Definition at line 820 of file ClpSimplex.hpp.

Referenced by columnPrimalInfeasibility().

double ClpSimplex::rowPrimalInfeasibility_ [protected]
 

Worst row primal infeasibility.

Definition at line 822 of file ClpSimplex.hpp.

Referenced by rowPrimalInfeasibility().

int ClpSimplex::columnPrimalSequence_ [protected]
 

Sequence of worst (-1 if feasible).

Definition at line 824 of file ClpSimplex.hpp.

Referenced by columnPrimalSequence().

int ClpSimplex::rowPrimalSequence_ [protected]
 

Sequence of worst (-1 if feasible).

Definition at line 826 of file ClpSimplex.hpp.

Referenced by rowPrimalSequence().

double ClpSimplex::columnDualInfeasibility_ [protected]
 

Worst column dual infeasibility.

Definition at line 828 of file ClpSimplex.hpp.

Referenced by columnDualInfeasibility().

double ClpSimplex::rowDualInfeasibility_ [protected]
 

Worst row dual infeasibility.

Definition at line 830 of file ClpSimplex.hpp.

Referenced by rowDualInfeasibility().

int ClpSimplex::columnDualSequence_ [protected]
 

Sequence of worst (-1 if feasible).

Definition at line 832 of file ClpSimplex.hpp.

Referenced by columnDualSequence().

int ClpSimplex::rowDualSequence_ [protected]
 

Sequence of worst (-1 if feasible).

Definition at line 834 of file ClpSimplex.hpp.

Referenced by rowDualSequence().

double ClpSimplex::primalToleranceToGetOptimal_ [protected]
 

Primal tolerance needed to make dual feasible (<largeTolerance).

Definition at line 836 of file ClpSimplex.hpp.

Referenced by primalToleranceToGetOptimal().

double ClpSimplex::remainingDualInfeasibility_ [protected]
 

Remaining largest dual infeasibility.

Definition at line 838 of file ClpSimplex.hpp.

Referenced by remainingDualInfeasibility().

double ClpSimplex::largeValue_ [protected]
 

Large bound value (for complementarity etc).

Definition at line 840 of file ClpSimplex.hpp.

Referenced by largeValue().

double ClpSimplex::largestPrimalError_ [protected]
 

Largest error on Ax-b.

Definition at line 842 of file ClpSimplex.hpp.

Referenced by largestPrimalError().

double ClpSimplex::largestDualError_ [protected]
 

Largest error on basic duals.

Definition at line 844 of file ClpSimplex.hpp.

Referenced by largestDualError().

double ClpSimplex::largestSolutionError_ [protected]
 

Largest difference between input primal solution and computed.

Definition at line 846 of file ClpSimplex.hpp.

Referenced by largestSolutionError().

double ClpSimplex::dualBound_ [protected]
 

Dual bound.

Definition at line 848 of file ClpSimplex.hpp.

Referenced by dualBound().

double ClpSimplex::alpha_ [protected]
 

Alpha (pivot element).

Definition at line 850 of file ClpSimplex.hpp.

Referenced by alpha(), and setAlpha().

double ClpSimplex::theta_ [protected]
 

Theta (pivot change).

Definition at line 852 of file ClpSimplex.hpp.

Referenced by theta().

double ClpSimplex::lowerIn_ [protected]
 

Lower Bound on In variable.

Definition at line 854 of file ClpSimplex.hpp.

double ClpSimplex::valueIn_ [protected]
 

Value of In variable.

Definition at line 856 of file ClpSimplex.hpp.

double ClpSimplex::upperIn_ [protected]
 

Upper Bound on In variable.

Definition at line 858 of file ClpSimplex.hpp.

double ClpSimplex::dualIn_ [protected]
 

Reduced cost of In variable.

Definition at line 860 of file ClpSimplex.hpp.

Referenced by dualIn().

double ClpSimplex::lowerOut_ [protected]
 

Lower Bound on Out variable.

Definition at line 862 of file ClpSimplex.hpp.

double ClpSimplex::valueOut_ [protected]
 

Value of Out variable.

Definition at line 864 of file ClpSimplex.hpp.

Referenced by valueOut().

double ClpSimplex::upperOut_ [protected]
 

Upper Bound on Out variable.

Definition at line 866 of file ClpSimplex.hpp.

double ClpSimplex::dualOut_ [protected]
 

Infeasibility (dual) or ? (primal) of Out variable.

Definition at line 868 of file ClpSimplex.hpp.

double ClpSimplex::dualTolerance_ [protected]
 

Current dual tolerance for algorithm.

Definition at line 870 of file ClpSimplex.hpp.

Referenced by currentDualTolerance(), and setCurrentDualTolerance().

double ClpSimplex::primalTolerance_ [protected]
 

Current primal tolerance for algorithm.

Definition at line 872 of file ClpSimplex.hpp.

Referenced by currentPrimalTolerance(), and setCurrentPrimalTolerance().

double ClpSimplex::sumDualInfeasibilities_ [protected]
 

Sum of dual infeasibilities.

Definition at line 874 of file ClpSimplex.hpp.

Referenced by setSumDualInfeasibilities(), and sumDualInfeasibilities().

double ClpSimplex::sumPrimalInfeasibilities_ [protected]
 

Sum of primal infeasibilities.

Definition at line 876 of file ClpSimplex.hpp.

Referenced by setSumPrimalInfeasibilities(), and sumPrimalInfeasibilities().

double ClpSimplex::infeasibilityCost_ [protected]
 

Weight assigned to being infeasible in primal.

Definition at line 878 of file ClpSimplex.hpp.

Referenced by infeasibilityCost().

double ClpSimplex::sumOfRelaxedDualInfeasibilities_ [protected]
 

Sum of Dual infeasibilities using tolerance based on error in duals.

Definition at line 880 of file ClpSimplex.hpp.

Referenced by setSumOfRelaxedDualInfeasibilities(), and sumOfRelaxedDualInfeasibilities().

double ClpSimplex::sumOfRelaxedPrimalInfeasibilities_ [protected]
 

Sum of Primal infeasibilities using tolerance based on error in primals.

Definition at line 882 of file ClpSimplex.hpp.

Referenced by setSumOfRelaxedPrimalInfeasibilities(), and sumOfRelaxedPrimalInfeasibilities().

double* ClpSimplex::lower_ [protected]
 

Working copy of lower bounds (Owner of arrays below).

Definition at line 884 of file ClpSimplex.hpp.

Referenced by lower(), lowerAddress(), and lowerRegion().

double* ClpSimplex::rowLowerWork_ [protected]
 

Row lower bounds - working copy.

Definition at line 886 of file ClpSimplex.hpp.

Referenced by lowerRegion().

double* ClpSimplex::columnLowerWork_ [protected]
 

Column lower bounds - working copy.

Definition at line 888 of file ClpSimplex.hpp.

Referenced by lowerRegion().

double* ClpSimplex::upper_ [protected]
 

Working copy of upper bounds (Owner of arrays below).

Definition at line 890 of file ClpSimplex.hpp.

Referenced by upper(), upperAddress(), and upperRegion().

double* ClpSimplex::rowUpperWork_ [protected]
 

Row upper bounds - working copy.

Definition at line 892 of file ClpSimplex.hpp.

Referenced by upperRegion().

double* ClpSimplex::columnUpperWork_ [protected]
 

Column upper bounds - working copy.

Definition at line 894 of file ClpSimplex.hpp.

Referenced by upperRegion().

double* ClpSimplex::cost_ [protected]
 

Working copy of objective (Owner of arrays below).

Definition at line 896 of file ClpSimplex.hpp.

Referenced by cost(), costAddress(), and costRegion().

double* ClpSimplex::rowObjectiveWork_ [protected]
 

Row objective - working copy.

Definition at line 898 of file ClpSimplex.hpp.

Referenced by costRegion().

double* ClpSimplex::objectiveWork_ [protected]
 

Column objective - working copy.

Definition at line 900 of file ClpSimplex.hpp.

Referenced by costRegion().

CoinIndexedVector* ClpSimplex::rowArray_[6] [protected]
 

Useful row length arrays.

Definition at line 902 of file ClpSimplex.hpp.

Referenced by rowArray().

CoinIndexedVector* ClpSimplex::columnArray_[6] [protected]
 

Useful column length arrays.

Definition at line 904 of file ClpSimplex.hpp.

Referenced by columnArray().

int ClpSimplex::sequenceIn_ [protected]
 

Sequence of In variable.

Definition at line 906 of file ClpSimplex.hpp.

Referenced by sequenceIn(), and setSequenceIn().

int ClpSimplex::directionIn_ [protected]
 

Direction of In, 1 going up, -1 going down, 0 not a clude.

Definition at line 908 of file ClpSimplex.hpp.

Referenced by directionIn(), and setDirectionIn().

int ClpSimplex::sequenceOut_ [protected]
 

Sequence of Out variable.

Definition at line 910 of file ClpSimplex.hpp.

Referenced by sequenceOut(), and setSequenceOut().

int ClpSimplex::directionOut_ [protected]
 

Direction of Out, 1 to upper bound, -1 to lower bound, 0 - superbasic.

Definition at line 912 of file ClpSimplex.hpp.

Referenced by directionOut(), and setDirectionOut().

int ClpSimplex::pivotRow_ [protected]
 

Pivot Row.

Definition at line 914 of file ClpSimplex.hpp.

Referenced by pivotRow(), and setPivotRow().

int ClpSimplex::lastGoodIteration_ [protected]
 

Last good iteration (immediately after a re-factorization).

Definition at line 916 of file ClpSimplex.hpp.

double* ClpSimplex::dj_ [protected]
 

Working copy of reduced costs (Owner of arrays below).

Definition at line 918 of file ClpSimplex.hpp.

Referenced by djRegion(), reducedCost(), and reducedCostAddress().

double* ClpSimplex::rowReducedCost_ [protected]
 

Reduced costs of slacks not same as duals (or - duals).

Definition at line 920 of file ClpSimplex.hpp.

Referenced by djRegion().

double* ClpSimplex::reducedCostWork_ [protected]
 

Possible scaled reduced costs.

Definition at line 922 of file ClpSimplex.hpp.

Referenced by djRegion().

double* ClpSimplex::solution_ [protected]
 

Working copy of primal solution (Owner of arrays below).

Definition at line 924 of file ClpSimplex.hpp.

Referenced by solution(), solutionAddress(), and solutionRegion().

double* ClpSimplex::rowActivityWork_ [protected]
 

Row activities - working copy.

Definition at line 926 of file ClpSimplex.hpp.

Referenced by solutionRegion().

double* ClpSimplex::columnActivityWork_ [protected]
 

Column activities - working copy.

Definition at line 928 of file ClpSimplex.hpp.

Referenced by solutionRegion().

int ClpSimplex::numberDualInfeasibilities_ [protected]
 

Number of dual infeasibilities.

Definition at line 930 of file ClpSimplex.hpp.

Referenced by dualFeasible(), numberDualInfeasibilities(), and setNumberDualInfeasibilities().

int ClpSimplex::numberDualInfeasibilitiesWithoutFree_ [protected]
 

Number of dual infeasibilities (without free).

Definition at line 932 of file ClpSimplex.hpp.

int ClpSimplex::numberPrimalInfeasibilities_ [protected]
 

Number of primal infeasibilities.

Definition at line 934 of file ClpSimplex.hpp.

Referenced by numberPrimalInfeasibilities(), primalFeasible(), and setNumberPrimalInfeasibilities().

int ClpSimplex::numberRefinements_ [protected]
 

How many iterative refinements to do.

Definition at line 936 of file ClpSimplex.hpp.

Referenced by numberRefinements().

ClpDualRowPivot* ClpSimplex::dualRowPivot_ [protected]
 

dual row pivot choice

Definition at line 938 of file ClpSimplex.hpp.

ClpPrimalColumnPivot* ClpSimplex::primalColumnPivot_ [protected]
 

primal column pivot choice

Definition at line 940 of file ClpSimplex.hpp.

int* ClpSimplex::pivotVariable_ [protected]
 

Basic variables pivoting on which rows.

Definition at line 942 of file ClpSimplex.hpp.

Referenced by pivotVariable().

ClpFactorization* ClpSimplex::factorization_ [protected]
 

factorization

Definition at line 944 of file ClpSimplex.hpp.

Referenced by factorization().

double* ClpSimplex::savedSolution_ [protected]
 

Saved version of solution.

Definition at line 946 of file ClpSimplex.hpp.

int ClpSimplex::numberTimesOptimal_ [protected]
 

Number of times code has tentatively thought optimal.

Definition at line 948 of file ClpSimplex.hpp.

int ClpSimplex::changeMade_ [protected]
 

If change has been made (first attempt at stopping looping).

Definition at line 950 of file ClpSimplex.hpp.

int ClpSimplex::algorithm_ [protected]
 

Algorithm >0 == Primal, <0 == Dual.

Definition at line 952 of file ClpSimplex.hpp.

Referenced by algorithm(), and setAlgorithm().

int ClpSimplex::forceFactorization_ [protected]
 

Now for some reliability aids This forces re-factorization early.

Definition at line 955 of file ClpSimplex.hpp.

Referenced by forceFactorization().

int ClpSimplex::perturbation_ [protected]
 

Perturbation: -50 to +50 - perturb by this power of ten (-6 sounds good) 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again default is 100.

Definition at line 963 of file ClpSimplex.hpp.

Referenced by perturbation().

unsigned char* ClpSimplex::saveStatus_ [protected]
 

Saved status regions.

Definition at line 965 of file ClpSimplex.hpp.

ClpNonLinearCost* ClpSimplex::nonLinearCost_ [protected]
 

Very wasteful way of dealing with infeasibilities in primal.

However it will allow non-linearities and use of dual analysis. If it doesn't work it can easily be replaced.

Definition at line 970 of file ClpSimplex.hpp.

Referenced by nonLinearCost().

unsigned int ClpSimplex::specialOptions_ [protected]
 

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.

Definition at line 978 of file ClpSimplex.hpp.

Referenced by setSpecialOptions(), and specialOptions().

int ClpSimplex::lastBadIteration_ [protected]
 

So we know when to be cautious.

Definition at line 980 of file ClpSimplex.hpp.

Referenced by lastBadIteration().

int ClpSimplex::lastFlaggedIteration_ [protected]
 

So we know when to open up again.

Definition at line 982 of file ClpSimplex.hpp.

int ClpSimplex::numberFake_ [protected]
 

Can be used for count of fake bounds (dual) or fake costs (primal).

Definition at line 984 of file ClpSimplex.hpp.

int ClpSimplex::progressFlag_ [protected]
 

Progress flag - at present 0 bit says artificials out, 1 free in.

Definition at line 986 of file ClpSimplex.hpp.

Referenced by progressFlag().

int ClpSimplex::firstFree_ [protected]
 

First free/super-basic variable (-1 if none).

Definition at line 988 of file ClpSimplex.hpp.

int ClpSimplex::numberExtraRows_ [protected]
 

Number of extra rows.

These are ones which will be dynamically created each iteration. This is for GUB but may have other uses.

Definition at line 992 of file ClpSimplex.hpp.

Referenced by numberExtraRows().

int ClpSimplex::maximumBasic_ [protected]
 

Maximum number of basic variables - can be more than number of rows if GUB.

Definition at line 995 of file ClpSimplex.hpp.

Referenced by maximumBasic().

float ClpSimplex::incomingInfeasibility_ [protected]
 

For advanced use.

When doing iterative solves things can get nasty so on values pass if incoming solution has largest infeasibility < incomingInfeasibility throw out variables from basis until largest infeasibility < allowedInfeasibility. if allowedInfeasibility>= incomingInfeasibility this is always possible altough you may end up with an all slack basis.

Defaults are 1.0,10.0

Definition at line 1005 of file ClpSimplex.hpp.

float ClpSimplex::allowedInfeasibility_ [protected]
 

Worst column primal infeasibility.

Definition at line 1006 of file ClpSimplex.hpp.

int ClpSimplex::automaticScale_ [protected]
 

Automatic scaling of objective and rhs and bounds.

Definition at line 1008 of file ClpSimplex.hpp.

Referenced by automaticScaling(), and setAutomaticScaling().

ClpSimplexProgress* ClpSimplex::progress_ [protected]
 

For dealing with all issues of cycling etc.

Definition at line 1010 of file ClpSimplex.hpp.


The documentation for this class was generated from the following file:
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