This solves LPs using interior point methods. More...
#include <ClpInterior.hpp>
Public Member Functions | |
Constructors and destructor and copy | |
ClpInterior () | |
Default constructor. | |
ClpInterior (const ClpInterior &) | |
Copy constructor. | |
ClpInterior (const ClpModel &) | |
Copy constructor from model. | |
ClpInterior (const ClpModel *wholeModel, int numberRows, const int *whichRows, int numberColumns, const int *whichColumns, bool dropNames=true, bool dropIntegers=true) | |
Subproblem constructor. | |
ClpInterior & | operator= (const ClpInterior &rhs) |
Assignment operator. This copies the data. | |
~ClpInterior () | |
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 | returnModel (ClpModel &otherModel) |
Return model - updates any scalars. | |
Functions most useful to user | |
int | pdco () |
Pdco algorithm - see ClpPdco.hpp for method. | |
int | pdco (ClpPdcoBase *stuff, Options &options, Info &info, Outfo &outfo) |
Pdco algorithm - see ClpPdco.hpp for method. | |
int | primalDual () |
Primal-Dual Predictor-Corrector barrier. | |
most useful gets and sets | |
bool | primalFeasible () const |
If problem is primal feasible. | |
bool | dualFeasible () const |
If problem is dual feasible. | |
int | algorithm () const |
Current (or last) algorithm. | |
void | setAlgorithm (int value) |
Set algorithm. | |
CoinWorkDouble | sumDualInfeasibilities () const |
Sum of dual infeasibilities. | |
CoinWorkDouble | sumPrimalInfeasibilities () const |
Sum of primal infeasibilities. | |
CoinWorkDouble | dualObjective () const |
dualObjective. | |
CoinWorkDouble | primalObjective () const |
primalObjective. | |
CoinWorkDouble | diagonalNorm () const |
diagonalNorm | |
CoinWorkDouble | linearPerturbation () const |
linearPerturbation | |
void | setLinearPerturbation (CoinWorkDouble value) |
If problem is primal feasible. | |
CoinWorkDouble | projectionTolerance () const |
projectionTolerance | |
void | setProjectionTolerance (CoinWorkDouble value) |
If problem is primal feasible. | |
CoinWorkDouble | diagonalPerturbation () const |
diagonalPerturbation | |
void | setDiagonalPerturbation (CoinWorkDouble value) |
If problem is primal feasible. | |
CoinWorkDouble | gamma () const |
gamma | |
void | setGamma (CoinWorkDouble value) |
If problem is primal feasible. | |
CoinWorkDouble | delta () const |
delta | |
void | setDelta (CoinWorkDouble value) |
If problem is primal feasible. | |
CoinWorkDouble | complementarityGap () const |
ComplementarityGap. | |
CoinWorkDouble | largestPrimalError () const |
Largest error on Ax-b. | |
CoinWorkDouble | largestDualError () const |
Largest error on basic duals. | |
int | maximumBarrierIterations () const |
Maximum iterations. | |
void | setMaximumBarrierIterations (int value) |
If problem is primal feasible. | |
void | setCholesky (ClpCholeskyBase *cholesky) |
Set cholesky (and delete present one). | |
int | numberFixed () const |
Return number fixed to see if worth presolving. | |
void | fixFixed (bool reallyFix=true) |
fix variables interior says should be. | |
CoinWorkDouble * | primalR () const |
Primal erturbation vector. | |
CoinWorkDouble * | dualR () const |
Dual erturbation vector. | |
public methods | |
CoinWorkDouble | rawObjectiveValue () const |
Raw objective value (so always minimize). | |
int | isColumn (int sequence) const |
Returns 1 if sequence indicates column. | |
int | sequenceWithin (int sequence) const |
Returns sequence number within section. | |
void | checkSolution () |
Checks solution. | |
CoinWorkDouble | quadraticDjs (CoinWorkDouble *djRegion, const CoinWorkDouble *solution, CoinWorkDouble scaleFactor) |
Modifies djs to allow for quadratic. | |
void | setFixed (int sequence) |
To say a variable is fixed. | |
void | clearFixed (int sequence) |
Raw objective value (so always minimize). | |
bool | fixed (int sequence) const |
Raw objective value (so always minimize). | |
void | setFlagged (int sequence) |
To flag a variable. | |
void | clearFlagged (int sequence) |
Raw objective value (so always minimize). | |
bool | flagged (int sequence) const |
Raw objective value (so always minimize). | |
void | setFixedOrFree (int sequence) |
To say a variable is fixed OR free. | |
void | clearFixedOrFree (int sequence) |
Raw objective value (so always minimize). | |
bool | fixedOrFree (int sequence) const |
Raw objective value (so always minimize). | |
void | setLowerBound (int sequence) |
To say a variable has lower bound. | |
void | clearLowerBound (int sequence) |
Raw objective value (so always minimize). | |
bool | lowerBound (int sequence) const |
Raw objective value (so always minimize). | |
void | setUpperBound (int sequence) |
To say a variable has upper bound. | |
void | clearUpperBound (int sequence) |
Raw objective value (so always minimize). | |
bool | upperBound (int sequence) const |
Raw objective value (so always minimize). | |
void | setFakeLower (int sequence) |
To say a variable has fake lower bound. | |
void | clearFakeLower (int sequence) |
Raw objective value (so always minimize). | |
bool | fakeLower (int sequence) const |
Raw objective value (so always minimize). | |
void | setFakeUpper (int sequence) |
To say a variable has fake upper bound. | |
void | clearFakeUpper (int sequence) |
Raw objective value (so always minimize). | |
bool | fakeUpper (int sequence) const |
Raw objective value (so always minimize). | |
Protected Member Functions | |
protected methods | |
void | gutsOfDelete () |
Does most of deletion. | |
void | gutsOfCopy (const ClpInterior &rhs) |
Does most of copying. | |
bool | createWorkingData () |
Returns true if data looks okay, false if not. | |
void | deleteWorkingData () |
Does most of deletion. | |
bool | sanityCheck () |
Sanity check on input rim data. | |
int | housekeeping () |
This does housekeeping. | |
Friends | |
void | ClpInteriorUnitTest (const std::string &mpsDir, const std::string &netlibDir) |
A function that tests the methods in the ClpInterior class. | |
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 | |
CoinWorkDouble | largestPrimalError_ |
Largest error on Ax-b. | |
CoinWorkDouble | largestDualError_ |
Largest error on basic duals. | |
CoinWorkDouble | sumDualInfeasibilities_ |
Sum of dual infeasibilities. | |
CoinWorkDouble | sumPrimalInfeasibilities_ |
Sum of primal infeasibilities. | |
CoinWorkDouble | worstComplementarity_ |
Worst complementarity. | |
CoinWorkDouble * | lower_ |
Working copy of lower bounds (Owner of arrays below). | |
CoinWorkDouble * | rowLowerWork_ |
Row lower bounds - working copy. | |
CoinWorkDouble * | columnLowerWork_ |
Column lower bounds - working copy. | |
CoinWorkDouble * | upper_ |
Working copy of upper bounds (Owner of arrays below). | |
CoinWorkDouble * | rowUpperWork_ |
Row upper bounds - working copy. | |
CoinWorkDouble * | columnUpperWork_ |
Column upper bounds - working copy. | |
CoinWorkDouble * | cost_ |
Working copy of objective. | |
ClpLsqr * | lsqrObject_ |
Pointer to Lsqr object. | |
ClpPdcoBase * | pdcoStuff_ |
Pointer to stuff. | |
CoinWorkDouble | mu_ |
Below here is standard barrier stuff mu. | |
CoinWorkDouble | objectiveNorm_ |
objectiveNorm. | |
CoinWorkDouble | rhsNorm_ |
rhsNorm. | |
CoinWorkDouble | solutionNorm_ |
solutionNorm. | |
CoinWorkDouble | dualObjective_ |
dualObjective. | |
CoinWorkDouble | primalObjective_ |
primalObjective. | |
CoinWorkDouble | diagonalNorm_ |
diagonalNorm. | |
CoinWorkDouble | stepLength_ |
stepLength | |
CoinWorkDouble | linearPerturbation_ |
linearPerturbation | |
CoinWorkDouble | diagonalPerturbation_ |
diagonalPerturbation | |
CoinWorkDouble | gamma_ |
Largest error on Ax-b. | |
CoinWorkDouble | delta_ |
Largest error on Ax-b. | |
CoinWorkDouble | targetGap_ |
targetGap | |
CoinWorkDouble | projectionTolerance_ |
projectionTolerance | |
CoinWorkDouble | maximumRHSError_ |
maximumRHSError. maximum Ax | |
CoinWorkDouble | maximumBoundInfeasibility_ |
maximumBoundInfeasibility. | |
CoinWorkDouble | maximumDualError_ |
maximumDualError. | |
CoinWorkDouble | diagonalScaleFactor_ |
diagonalScaleFactor. | |
CoinWorkDouble | scaleFactor_ |
scaleFactor. For scaling objective | |
CoinWorkDouble | actualPrimalStep_ |
actualPrimalStep | |
CoinWorkDouble | actualDualStep_ |
actualDualStep | |
CoinWorkDouble | smallestInfeasibility_ |
smallestInfeasibility | |
CoinWorkDouble | historyInfeasibility_ [LENGTH_HISTORY] |
Largest error on Ax-b. | |
CoinWorkDouble | complementarityGap_ |
complementarityGap. | |
CoinWorkDouble | baseObjectiveNorm_ |
baseObjectiveNorm | |
CoinWorkDouble | worstDirectionAccuracy_ |
worstDirectionAccuracy | |
CoinWorkDouble | maximumRHSChange_ |
maximumRHSChange | |
CoinWorkDouble * | errorRegion_ |
errorRegion. i.e. Ax | |
CoinWorkDouble * | rhsFixRegion_ |
rhsFixRegion. | |
CoinWorkDouble * | upperSlack_ |
upperSlack | |
CoinWorkDouble * | lowerSlack_ |
lowerSlack | |
CoinWorkDouble * | diagonal_ |
diagonal | |
CoinWorkDouble * | solution_ |
solution | |
CoinWorkDouble * | workArray_ |
work array | |
CoinWorkDouble * | deltaX_ |
delta X | |
CoinWorkDouble * | deltaY_ |
delta Y | |
CoinWorkDouble * | deltaZ_ |
deltaZ. | |
CoinWorkDouble * | deltaW_ |
deltaW. | |
CoinWorkDouble * | deltaSU_ |
deltaS. | |
CoinWorkDouble * | deltaSL_ |
Largest error on Ax-b. | |
CoinWorkDouble * | primalR_ |
Primal regularization array. | |
CoinWorkDouble * | dualR_ |
Dual regularization array. | |
CoinWorkDouble * | rhsB_ |
rhs B | |
CoinWorkDouble * | rhsU_ |
rhsU. | |
CoinWorkDouble * | rhsL_ |
rhsL. | |
CoinWorkDouble * | rhsZ_ |
rhsZ. | |
CoinWorkDouble * | rhsW_ |
rhsW. | |
CoinWorkDouble * | rhsC_ |
rhs C | |
CoinWorkDouble * | zVec_ |
zVec | |
CoinWorkDouble * | wVec_ |
wVec | |
ClpCholeskyBase * | cholesky_ |
cholesky. | |
int | numberComplementarityPairs_ |
numberComplementarityPairs i.e. ones with lower and/or upper bounds (not fixed) | |
int | numberComplementarityItems_ |
numberComplementarityItems_ i.e. number of active bounds | |
int | maximumBarrierIterations_ |
Maximum iterations. | |
bool | gonePrimalFeasible_ |
gonePrimalFeasible. | |
bool | goneDualFeasible_ |
goneDualFeasible. | |
int | algorithm_ |
Which algorithm being used. | |
CoinWorkDouble | xsize_ |
Largest error on Ax-b. | |
CoinWorkDouble | zsize_ |
Largest error on Ax-b. | |
CoinWorkDouble * | rhs_ |
Rhs. | |
CoinWorkDouble * | x_ |
Largest error on Ax-b. | |
CoinWorkDouble * | y_ |
Largest error on Ax-b. | |
CoinWorkDouble * | dj_ |
Largest error on Ax-b. |
This solves LPs using interior point methods.
It inherits from ClpModel and all its arrays are created at algorithm time.
Definition at line 72 of file ClpInterior.hpp.
ClpInterior::ClpInterior | ( | ) |
Default constructor.
ClpInterior::ClpInterior | ( | const ClpInterior & | ) |
Copy constructor.
ClpInterior::ClpInterior | ( | const ClpModel & | ) |
Copy constructor from model.
ClpInterior::ClpInterior | ( | 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
ClpInterior::~ClpInterior | ( | ) |
Destructor.
ClpInterior& ClpInterior::operator= | ( | const ClpInterior & | rhs | ) |
Assignment operator. This copies the data.
void ClpInterior::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 ClpInterior::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 ClpInterior::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 ClpInterior::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 ClpInterior::readMps | ( | const char * | filename, | |
bool | keepNames = false , |
|||
bool | ignoreErrors = false | |||
) |
Read an mps file from the given filename.
Reimplemented from ClpModel.
void ClpInterior::borrowModel | ( | ClpModel & | otherModel | ) |
void ClpInterior::returnModel | ( | ClpModel & | otherModel | ) |
Return model - updates any scalars.
Reimplemented from ClpModel.
int ClpInterior::pdco | ( | ) |
Pdco algorithm - see ClpPdco.hpp for method.
Reimplemented in ClpPdco.
int ClpInterior::pdco | ( | ClpPdcoBase * | stuff, | |
Options & | options, | |||
Info & | info, | |||
Outfo & | outfo | |||
) |
Pdco algorithm - see ClpPdco.hpp for method.
Reimplemented in ClpPdco.
int ClpInterior::primalDual | ( | ) |
Primal-Dual Predictor-Corrector barrier.
bool ClpInterior::primalFeasible | ( | ) | const [inline] |
If problem is primal feasible.
Definition at line 165 of file ClpInterior.hpp.
bool ClpInterior::dualFeasible | ( | ) | const [inline] |
If problem is dual feasible.
Definition at line 168 of file ClpInterior.hpp.
int ClpInterior::algorithm | ( | ) | const [inline] |
Current (or last) algorithm.
Definition at line 171 of file ClpInterior.hpp.
void ClpInterior::setAlgorithm | ( | int | value | ) | [inline] |
Set algorithm.
Definition at line 174 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::sumDualInfeasibilities | ( | ) | const [inline] |
Sum of dual infeasibilities.
Definition at line 177 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::sumPrimalInfeasibilities | ( | ) | const [inline] |
Sum of primal infeasibilities.
Definition at line 180 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::dualObjective | ( | ) | const [inline] |
dualObjective.
Definition at line 183 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::primalObjective | ( | ) | const [inline] |
primalObjective.
Definition at line 186 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::diagonalNorm | ( | ) | const [inline] |
diagonalNorm
Definition at line 189 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::linearPerturbation | ( | ) | const [inline] |
linearPerturbation
Definition at line 192 of file ClpInterior.hpp.
void ClpInterior::setLinearPerturbation | ( | CoinWorkDouble | value | ) | [inline] |
If problem is primal feasible.
Definition at line 194 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::projectionTolerance | ( | ) | const [inline] |
projectionTolerance
Definition at line 197 of file ClpInterior.hpp.
void ClpInterior::setProjectionTolerance | ( | CoinWorkDouble | value | ) | [inline] |
If problem is primal feasible.
Definition at line 199 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::diagonalPerturbation | ( | ) | const [inline] |
diagonalPerturbation
Definition at line 202 of file ClpInterior.hpp.
void ClpInterior::setDiagonalPerturbation | ( | CoinWorkDouble | value | ) | [inline] |
If problem is primal feasible.
Definition at line 204 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::gamma | ( | ) | const [inline] |
gamma
Definition at line 207 of file ClpInterior.hpp.
void ClpInterior::setGamma | ( | CoinWorkDouble | value | ) | [inline] |
If problem is primal feasible.
Definition at line 209 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::delta | ( | ) | const [inline] |
delta
Definition at line 212 of file ClpInterior.hpp.
void ClpInterior::setDelta | ( | CoinWorkDouble | value | ) | [inline] |
If problem is primal feasible.
Definition at line 214 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::complementarityGap | ( | ) | const [inline] |
ComplementarityGap.
Definition at line 217 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::largestPrimalError | ( | ) | const [inline] |
Largest error on Ax-b.
Definition at line 224 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::largestDualError | ( | ) | const [inline] |
Largest error on basic duals.
Definition at line 227 of file ClpInterior.hpp.
int ClpInterior::maximumBarrierIterations | ( | ) | const [inline] |
Maximum iterations.
Definition at line 230 of file ClpInterior.hpp.
void ClpInterior::setMaximumBarrierIterations | ( | int | value | ) | [inline] |
If problem is primal feasible.
Definition at line 232 of file ClpInterior.hpp.
void ClpInterior::setCholesky | ( | ClpCholeskyBase * | cholesky | ) |
Set cholesky (and delete present one).
int ClpInterior::numberFixed | ( | ) | const |
Return number fixed to see if worth presolving.
void ClpInterior::fixFixed | ( | bool | reallyFix = true |
) |
fix variables interior says should be.
If reallyFix false then just set values to exact bounds
CoinWorkDouble* ClpInterior::primalR | ( | ) | const [inline] |
Primal erturbation vector.
Definition at line 242 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::dualR | ( | ) | const [inline] |
Dual erturbation vector.
Definition at line 245 of file ClpInterior.hpp.
void ClpInterior::gutsOfDelete | ( | ) | [protected] |
Does most of deletion.
void ClpInterior::gutsOfCopy | ( | const ClpInterior & | rhs | ) | [protected] |
Does most of copying.
bool ClpInterior::createWorkingData | ( | ) | [protected] |
Returns true if data looks okay, false if not.
void ClpInterior::deleteWorkingData | ( | ) | [protected] |
Does most of deletion.
bool ClpInterior::sanityCheck | ( | ) | [protected] |
Sanity check on input rim data.
int ClpInterior::housekeeping | ( | ) | [protected] |
This does housekeeping.
CoinWorkDouble ClpInterior::rawObjectiveValue | ( | ) | const [inline] |
Raw objective value (so always minimize).
Reimplemented from ClpModel.
Definition at line 268 of file ClpInterior.hpp.
int ClpInterior::isColumn | ( | int | sequence | ) | const [inline] |
Returns 1 if sequence indicates column.
Definition at line 271 of file ClpInterior.hpp.
int ClpInterior::sequenceWithin | ( | int | sequence | ) | const [inline] |
Returns sequence number within section.
Definition at line 274 of file ClpInterior.hpp.
void ClpInterior::checkSolution | ( | ) |
Checks solution.
CoinWorkDouble ClpInterior::quadraticDjs | ( | CoinWorkDouble * | djRegion, | |
const CoinWorkDouble * | solution, | |||
CoinWorkDouble | scaleFactor | |||
) |
Modifies djs to allow for quadratic.
returns quadratic offset
void ClpInterior::setFixed | ( | int | sequence | ) | [inline] |
To say a variable is fixed.
Definition at line 284 of file ClpInterior.hpp.
void ClpInterior::clearFixed | ( | int | sequence | ) | [inline] |
Raw objective value (so always minimize).
Definition at line 288 of file ClpInterior.hpp.
bool ClpInterior::fixed | ( | int | sequence | ) | const [inline] |
Raw objective value (so always minimize).
Definition at line 292 of file ClpInterior.hpp.
void ClpInterior::setFlagged | ( | int | sequence | ) | [inline] |
To flag a variable.
Definition at line 296 of file ClpInterior.hpp.
void ClpInterior::clearFlagged | ( | int | sequence | ) | [inline] |
Raw objective value (so always minimize).
Definition at line 300 of file ClpInterior.hpp.
bool ClpInterior::flagged | ( | int | sequence | ) | const [inline] |
Raw objective value (so always minimize).
Definition at line 304 of file ClpInterior.hpp.
void ClpInterior::setFixedOrFree | ( | int | sequence | ) | [inline] |
To say a variable is fixed OR free.
Definition at line 308 of file ClpInterior.hpp.
void ClpInterior::clearFixedOrFree | ( | int | sequence | ) | [inline] |
Raw objective value (so always minimize).
Definition at line 312 of file ClpInterior.hpp.
bool ClpInterior::fixedOrFree | ( | int | sequence | ) | const [inline] |
Raw objective value (so always minimize).
Definition at line 316 of file ClpInterior.hpp.
void ClpInterior::setLowerBound | ( | int | sequence | ) | [inline] |
To say a variable has lower bound.
Definition at line 320 of file ClpInterior.hpp.
void ClpInterior::clearLowerBound | ( | int | sequence | ) | [inline] |
Raw objective value (so always minimize).
Definition at line 324 of file ClpInterior.hpp.
bool ClpInterior::lowerBound | ( | int | sequence | ) | const [inline] |
Raw objective value (so always minimize).
Definition at line 328 of file ClpInterior.hpp.
void ClpInterior::setUpperBound | ( | int | sequence | ) | [inline] |
To say a variable has upper bound.
Definition at line 332 of file ClpInterior.hpp.
void ClpInterior::clearUpperBound | ( | int | sequence | ) | [inline] |
Raw objective value (so always minimize).
Definition at line 336 of file ClpInterior.hpp.
bool ClpInterior::upperBound | ( | int | sequence | ) | const [inline] |
Raw objective value (so always minimize).
Definition at line 340 of file ClpInterior.hpp.
void ClpInterior::setFakeLower | ( | int | sequence | ) | [inline] |
To say a variable has fake lower bound.
Definition at line 344 of file ClpInterior.hpp.
void ClpInterior::clearFakeLower | ( | int | sequence | ) | [inline] |
Raw objective value (so always minimize).
Definition at line 348 of file ClpInterior.hpp.
bool ClpInterior::fakeLower | ( | int | sequence | ) | const [inline] |
Raw objective value (so always minimize).
Definition at line 352 of file ClpInterior.hpp.
void ClpInterior::setFakeUpper | ( | int | sequence | ) | [inline] |
To say a variable has fake upper bound.
Definition at line 356 of file ClpInterior.hpp.
void ClpInterior::clearFakeUpper | ( | int | sequence | ) | [inline] |
Raw objective value (so always minimize).
Definition at line 360 of file ClpInterior.hpp.
bool ClpInterior::fakeUpper | ( | int | sequence | ) | const [inline] |
Raw objective value (so always minimize).
Definition at line 364 of file ClpInterior.hpp.
void ClpInteriorUnitTest | ( | const std::string & | mpsDir, | |
const std::string & | netlibDir | |||
) | [friend] |
A function that tests the methods in the ClpInterior 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
CoinWorkDouble ClpInterior::largestPrimalError_ [protected] |
Largest error on Ax-b.
Definition at line 378 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::largestDualError_ [protected] |
Largest error on basic duals.
Definition at line 380 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::sumDualInfeasibilities_ [protected] |
Sum of dual infeasibilities.
Definition at line 382 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::sumPrimalInfeasibilities_ [protected] |
Sum of primal infeasibilities.
Definition at line 384 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::worstComplementarity_ [protected] |
Worst complementarity.
Definition at line 386 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::xsize_ |
Largest error on Ax-b.
Definition at line 389 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::zsize_ |
Largest error on Ax-b.
Definition at line 390 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::lower_ [protected] |
Working copy of lower bounds (Owner of arrays below).
Definition at line 393 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::rowLowerWork_ [protected] |
Row lower bounds - working copy.
Definition at line 395 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::columnLowerWork_ [protected] |
Column lower bounds - working copy.
Definition at line 397 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::upper_ [protected] |
Working copy of upper bounds (Owner of arrays below).
Definition at line 399 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::rowUpperWork_ [protected] |
Row upper bounds - working copy.
Definition at line 401 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::columnUpperWork_ [protected] |
Column upper bounds - working copy.
Definition at line 403 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::cost_ [protected] |
Working copy of objective.
Definition at line 405 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::rhs_ |
Rhs.
Definition at line 408 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::x_ |
Largest error on Ax-b.
Definition at line 409 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::y_ |
Largest error on Ax-b.
Definition at line 410 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::dj_ |
Largest error on Ax-b.
Definition at line 411 of file ClpInterior.hpp.
ClpLsqr* ClpInterior::lsqrObject_ [protected] |
Pointer to Lsqr object.
Definition at line 414 of file ClpInterior.hpp.
ClpPdcoBase* ClpInterior::pdcoStuff_ [protected] |
Pointer to stuff.
Definition at line 416 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::mu_ [protected] |
Below here is standard barrier stuff mu.
Definition at line 419 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::objectiveNorm_ [protected] |
objectiveNorm.
Definition at line 421 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::rhsNorm_ [protected] |
rhsNorm.
Definition at line 423 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::solutionNorm_ [protected] |
solutionNorm.
Definition at line 425 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::dualObjective_ [protected] |
dualObjective.
Definition at line 427 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::primalObjective_ [protected] |
primalObjective.
Definition at line 429 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::diagonalNorm_ [protected] |
diagonalNorm.
Definition at line 431 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::stepLength_ [protected] |
stepLength
Definition at line 433 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::linearPerturbation_ [protected] |
linearPerturbation
Definition at line 435 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::diagonalPerturbation_ [protected] |
diagonalPerturbation
Definition at line 437 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::gamma_ [protected] |
Largest error on Ax-b.
Definition at line 439 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::delta_ [protected] |
Largest error on Ax-b.
Definition at line 441 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::targetGap_ [protected] |
targetGap
Definition at line 443 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::projectionTolerance_ [protected] |
projectionTolerance
Definition at line 445 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::maximumRHSError_ [protected] |
maximumRHSError. maximum Ax
Definition at line 447 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::maximumBoundInfeasibility_ [protected] |
maximumBoundInfeasibility.
Definition at line 449 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::maximumDualError_ [protected] |
maximumDualError.
Definition at line 451 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::diagonalScaleFactor_ [protected] |
diagonalScaleFactor.
Definition at line 453 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::scaleFactor_ [protected] |
scaleFactor. For scaling objective
Definition at line 455 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::actualPrimalStep_ [protected] |
actualPrimalStep
Definition at line 457 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::actualDualStep_ [protected] |
actualDualStep
Definition at line 459 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::smallestInfeasibility_ [protected] |
smallestInfeasibility
Definition at line 461 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::historyInfeasibility_[LENGTH_HISTORY] [protected] |
Largest error on Ax-b.
Definition at line 464 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::complementarityGap_ [protected] |
complementarityGap.
Definition at line 466 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::baseObjectiveNorm_ [protected] |
baseObjectiveNorm
Definition at line 468 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::worstDirectionAccuracy_ [protected] |
worstDirectionAccuracy
Definition at line 470 of file ClpInterior.hpp.
CoinWorkDouble ClpInterior::maximumRHSChange_ [protected] |
maximumRHSChange
Definition at line 472 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::errorRegion_ [protected] |
errorRegion. i.e. Ax
Definition at line 474 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::rhsFixRegion_ [protected] |
rhsFixRegion.
Definition at line 476 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::upperSlack_ [protected] |
upperSlack
Definition at line 478 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::lowerSlack_ [protected] |
lowerSlack
Definition at line 480 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::diagonal_ [protected] |
diagonal
Definition at line 482 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::solution_ [protected] |
solution
Definition at line 484 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::workArray_ [protected] |
work array
Definition at line 486 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::deltaX_ [protected] |
delta X
Definition at line 488 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::deltaY_ [protected] |
delta Y
Definition at line 490 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::deltaZ_ [protected] |
deltaZ.
Definition at line 492 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::deltaW_ [protected] |
deltaW.
Definition at line 494 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::deltaSU_ [protected] |
deltaS.
Definition at line 496 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::deltaSL_ [protected] |
Largest error on Ax-b.
Definition at line 497 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::primalR_ [protected] |
Primal regularization array.
Definition at line 499 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::dualR_ [protected] |
Dual regularization array.
Definition at line 501 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::rhsB_ [protected] |
rhs B
Definition at line 503 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::rhsU_ [protected] |
rhsU.
Definition at line 505 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::rhsL_ [protected] |
rhsL.
Definition at line 507 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::rhsZ_ [protected] |
rhsZ.
Definition at line 509 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::rhsW_ [protected] |
rhsW.
Definition at line 511 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::rhsC_ [protected] |
rhs C
Definition at line 513 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::zVec_ [protected] |
zVec
Definition at line 515 of file ClpInterior.hpp.
CoinWorkDouble* ClpInterior::wVec_ [protected] |
wVec
Definition at line 517 of file ClpInterior.hpp.
ClpCholeskyBase* ClpInterior::cholesky_ [protected] |
cholesky.
Definition at line 519 of file ClpInterior.hpp.
int ClpInterior::numberComplementarityPairs_ [protected] |
numberComplementarityPairs i.e. ones with lower and/or upper bounds (not fixed)
Definition at line 521 of file ClpInterior.hpp.
int ClpInterior::numberComplementarityItems_ [protected] |
numberComplementarityItems_ i.e. number of active bounds
Definition at line 523 of file ClpInterior.hpp.
int ClpInterior::maximumBarrierIterations_ [protected] |
Maximum iterations.
Definition at line 525 of file ClpInterior.hpp.
bool ClpInterior::gonePrimalFeasible_ [protected] |
gonePrimalFeasible.
Definition at line 527 of file ClpInterior.hpp.
bool ClpInterior::goneDualFeasible_ [protected] |
goneDualFeasible.
Definition at line 529 of file ClpInterior.hpp.
int ClpInterior::algorithm_ [protected] |
Which algorithm being used.
Definition at line 531 of file ClpInterior.hpp.