Primal Column Pivot Steepest Edge Algorithm Class. More...
#include <ClpPrimalColumnSteepest.hpp>
Public Types | |
enum | Persistence { normal = 0x00, keep = 0x01 } |
enums for persistence More... | |
Public Member Functions | |
Algorithmic methods | |
virtual int | pivotColumn (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Returns pivot column, -1 if none. | |
int | pivotColumnOldMethod (CoinIndexedVector *updates, CoinIndexedVector *spareRow1, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
For quadratic or funny nonlinearities. | |
void | justDjs (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Just update djs. | |
int | partialPricing (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, int numberWanted, int numberLook) |
Update djs doing partial pricing (dantzig). | |
void | djsAndDevex (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update djs, weights for Devex using djs. | |
void | djsAndSteepest (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update djs, weights for Steepest using djs. | |
void | djsAndDevex2 (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update djs, weights for Devex using pivot row. | |
void | djsAndSteepest2 (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update djs, weights for Steepest using pivot row. | |
void | justDevex (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update weights for Devex. | |
void | justSteepest (CoinIndexedVector *updates, CoinIndexedVector *spareRow2, CoinIndexedVector *spareColumn1, CoinIndexedVector *spareColumn2) |
Update weights for Steepest. | |
void | transposeTimes2 (const CoinIndexedVector *pi1, CoinIndexedVector *dj1, const CoinIndexedVector *pi2, CoinIndexedVector *dj2, CoinIndexedVector *spare, double scaleFactor) |
Updates two arrays for steepest. | |
virtual void | updateWeights (CoinIndexedVector *input) |
Updates weights - part 1 - also checks accuracy. | |
void | checkAccuracy (int sequence, double relativeTolerance, CoinIndexedVector *rowArray1, CoinIndexedVector *rowArray2) |
Checks accuracy - just for debug. | |
void | initializeWeights () |
Initialize weights. | |
virtual void | saveWeights (ClpSimplex *model, int mode) |
Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization). | |
virtual void | unrollWeights () |
Gets rid of last update. | |
virtual void | clearArrays () |
Gets rid of all arrays. | |
virtual bool | looksOptimal () const |
Returns true if would not find any column. | |
virtual void | maximumPivotsChanged () |
Called when maximum pivots changes. | |
gets and sets | |
int | mode () const |
Mode. | |
virtual int | numberSprintColumns (int &numberIterations) const |
Returns number of extra columns for sprint algorithm - 0 means off. | |
virtual void | switchOffSprint () |
Switch off sprint idea. | |
Constructors and destructors | |
ClpPrimalColumnSteepest (int mode=3) | |
Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. | |
ClpPrimalColumnSteepest (const ClpPrimalColumnSteepest &rhs) | |
Copy constructor. | |
ClpPrimalColumnSteepest & | operator= (const ClpPrimalColumnSteepest &rhs) |
Assignment operator. | |
virtual | ~ClpPrimalColumnSteepest () |
Destructor. | |
virtual ClpPrimalColumnPivot * | clone (bool copyData=true) const |
Clone. | |
Private functions to deal with devex | |
bool | reference (int i) const |
reference would be faster using ClpSimplex's status_, but I prefer to keep modularity. | |
void | setReference (int i, bool trueFalse) |
reference would be faster using ClpSimplex's status_, but I prefer to keep modularity. | |
void | setPersistence (Persistence life) |
Set/ get persistence. | |
Persistence | persistence () const |
reference would be faster using ClpSimplex's status_, but I prefer to keep modularity. | |
Private Attributes | |
Private member data | |
double | devex_ |
weight array | |
double * | weights_ |
weight array | |
CoinIndexedVector * | infeasible_ |
square of infeasibility array (just for infeasible columns) | |
CoinIndexedVector * | alternateWeights_ |
alternate weight array (so we can unroll) | |
double * | savedWeights_ |
save weight array (so we can use checkpoint) | |
unsigned int * | reference_ |
weight array | |
int | state_ |
Status 0) Normal -1) Needs initialization 1) Weights are stored by sequence number. | |
int | mode_ |
0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2. | |
Persistence | persistence_ |
Life of weights. | |
int | numberSwitched_ |
Number of times switched from partial dantzig to 0/2. | |
int | pivotSequence_ |
weight array | |
int | savedPivotSequence_ |
weight array | |
int | savedSequenceOut_ |
weight array | |
int | lastRectified_ |
weight array | |
int | sizeFactorization_ |
weight array |
Primal Column Pivot Steepest Edge Algorithm Class.
See Forrest-Goldfarb paper for algorithm
Definition at line 21 of file ClpPrimalColumnSteepest.hpp.
enums for persistence
Definition at line 137 of file ClpPrimalColumnSteepest.hpp.
ClpPrimalColumnSteepest::ClpPrimalColumnSteepest | ( | int | mode = 3 |
) |
Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.
By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems.
ClpPrimalColumnSteepest::ClpPrimalColumnSteepest | ( | const ClpPrimalColumnSteepest & | rhs | ) |
Copy constructor.
virtual ClpPrimalColumnSteepest::~ClpPrimalColumnSteepest | ( | ) | [virtual] |
Destructor.
virtual int ClpPrimalColumnSteepest::pivotColumn | ( | CoinIndexedVector * | updates, | |
CoinIndexedVector * | spareRow1, | |||
CoinIndexedVector * | spareRow2, | |||
CoinIndexedVector * | spareColumn1, | |||
CoinIndexedVector * | spareColumn2 | |||
) | [virtual] |
Returns pivot column, -1 if none.
The Packed CoinIndexedVector updates has cost updates - for normal LP that is just +-weight where a feasibility changed. It also has reduced cost from last iteration in pivot row Parts of operation split out into separate functions for profiling and speed
Implements ClpPrimalColumnPivot.
int ClpPrimalColumnSteepest::pivotColumnOldMethod | ( | CoinIndexedVector * | updates, | |
CoinIndexedVector * | spareRow1, | |||
CoinIndexedVector * | spareRow2, | |||
CoinIndexedVector * | spareColumn1, | |||
CoinIndexedVector * | spareColumn2 | |||
) |
For quadratic or funny nonlinearities.
void ClpPrimalColumnSteepest::justDjs | ( | CoinIndexedVector * | updates, | |
CoinIndexedVector * | spareRow2, | |||
CoinIndexedVector * | spareColumn1, | |||
CoinIndexedVector * | spareColumn2 | |||
) |
Just update djs.
int ClpPrimalColumnSteepest::partialPricing | ( | CoinIndexedVector * | updates, | |
CoinIndexedVector * | spareRow2, | |||
int | numberWanted, | |||
int | numberLook | |||
) |
Update djs doing partial pricing (dantzig).
void ClpPrimalColumnSteepest::djsAndDevex | ( | CoinIndexedVector * | updates, | |
CoinIndexedVector * | spareRow2, | |||
CoinIndexedVector * | spareColumn1, | |||
CoinIndexedVector * | spareColumn2 | |||
) |
Update djs, weights for Devex using djs.
void ClpPrimalColumnSteepest::djsAndSteepest | ( | CoinIndexedVector * | updates, | |
CoinIndexedVector * | spareRow2, | |||
CoinIndexedVector * | spareColumn1, | |||
CoinIndexedVector * | spareColumn2 | |||
) |
Update djs, weights for Steepest using djs.
void ClpPrimalColumnSteepest::djsAndDevex2 | ( | CoinIndexedVector * | updates, | |
CoinIndexedVector * | spareRow2, | |||
CoinIndexedVector * | spareColumn1, | |||
CoinIndexedVector * | spareColumn2 | |||
) |
Update djs, weights for Devex using pivot row.
void ClpPrimalColumnSteepest::djsAndSteepest2 | ( | CoinIndexedVector * | updates, | |
CoinIndexedVector * | spareRow2, | |||
CoinIndexedVector * | spareColumn1, | |||
CoinIndexedVector * | spareColumn2 | |||
) |
Update djs, weights for Steepest using pivot row.
void ClpPrimalColumnSteepest::justDevex | ( | CoinIndexedVector * | updates, | |
CoinIndexedVector * | spareRow2, | |||
CoinIndexedVector * | spareColumn1, | |||
CoinIndexedVector * | spareColumn2 | |||
) |
Update weights for Devex.
void ClpPrimalColumnSteepest::justSteepest | ( | CoinIndexedVector * | updates, | |
CoinIndexedVector * | spareRow2, | |||
CoinIndexedVector * | spareColumn1, | |||
CoinIndexedVector * | spareColumn2 | |||
) |
Update weights for Steepest.
void ClpPrimalColumnSteepest::transposeTimes2 | ( | const CoinIndexedVector * | pi1, | |
CoinIndexedVector * | dj1, | |||
const CoinIndexedVector * | pi2, | |||
CoinIndexedVector * | dj2, | |||
CoinIndexedVector * | spare, | |||
double | scaleFactor | |||
) |
Updates two arrays for steepest.
virtual void ClpPrimalColumnSteepest::updateWeights | ( | CoinIndexedVector * | input | ) | [virtual] |
Updates weights - part 1 - also checks accuracy.
Reimplemented from ClpPrimalColumnPivot.
void ClpPrimalColumnSteepest::checkAccuracy | ( | int | sequence, | |
double | relativeTolerance, | |||
CoinIndexedVector * | rowArray1, | |||
CoinIndexedVector * | rowArray2 | |||
) |
Checks accuracy - just for debug.
void ClpPrimalColumnSteepest::initializeWeights | ( | ) |
Initialize weights.
virtual void ClpPrimalColumnSteepest::saveWeights | ( | ClpSimplex * | model, | |
int | mode | |||
) | [virtual] |
Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization).
Implements ClpPrimalColumnPivot.
virtual void ClpPrimalColumnSteepest::unrollWeights | ( | ) | [virtual] |
Gets rid of last update.
virtual void ClpPrimalColumnSteepest::clearArrays | ( | ) | [virtual] |
Gets rid of all arrays.
Reimplemented from ClpPrimalColumnPivot.
virtual bool ClpPrimalColumnSteepest::looksOptimal | ( | ) | const [virtual] |
Returns true if would not find any column.
Reimplemented from ClpPrimalColumnPivot.
virtual void ClpPrimalColumnSteepest::maximumPivotsChanged | ( | ) | [virtual] |
Called when maximum pivots changes.
Reimplemented from ClpPrimalColumnPivot.
int ClpPrimalColumnSteepest::mode | ( | ) | const [inline] |
Mode.
Definition at line 124 of file ClpPrimalColumnSteepest.hpp.
virtual int ClpPrimalColumnSteepest::numberSprintColumns | ( | int & | numberIterations | ) | const [virtual] |
Returns number of extra columns for sprint algorithm - 0 means off.
Also number of iterations before recompute
Reimplemented from ClpPrimalColumnPivot.
virtual void ClpPrimalColumnSteepest::switchOffSprint | ( | ) | [virtual] |
Switch off sprint idea.
Reimplemented from ClpPrimalColumnPivot.
ClpPrimalColumnSteepest& ClpPrimalColumnSteepest::operator= | ( | const ClpPrimalColumnSteepest & | rhs | ) |
Assignment operator.
virtual ClpPrimalColumnPivot* ClpPrimalColumnSteepest::clone | ( | bool | copyData = true |
) | const [virtual] |
Clone.
Implements ClpPrimalColumnPivot.
bool ClpPrimalColumnSteepest::reference | ( | int | i | ) | const [inline] |
reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.
Definition at line 172 of file ClpPrimalColumnSteepest.hpp.
void ClpPrimalColumnSteepest::setReference | ( | int | i, | |
bool | trueFalse | |||
) | [inline] |
reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.
Definition at line 175 of file ClpPrimalColumnSteepest.hpp.
void ClpPrimalColumnSteepest::setPersistence | ( | Persistence | life | ) | [inline] |
Set/ get persistence.
Definition at line 184 of file ClpPrimalColumnSteepest.hpp.
Persistence ClpPrimalColumnSteepest::persistence | ( | ) | const [inline] |
reference would be faster using ClpSimplex's status_, but I prefer to keep modularity.
Definition at line 186 of file ClpPrimalColumnSteepest.hpp.
double ClpPrimalColumnSteepest::devex_ [private] |
weight array
Definition at line 195 of file ClpPrimalColumnSteepest.hpp.
double* ClpPrimalColumnSteepest::weights_ [private] |
weight array
Definition at line 197 of file ClpPrimalColumnSteepest.hpp.
CoinIndexedVector* ClpPrimalColumnSteepest::infeasible_ [private] |
square of infeasibility array (just for infeasible columns)
Definition at line 199 of file ClpPrimalColumnSteepest.hpp.
CoinIndexedVector* ClpPrimalColumnSteepest::alternateWeights_ [private] |
alternate weight array (so we can unroll)
Definition at line 201 of file ClpPrimalColumnSteepest.hpp.
double* ClpPrimalColumnSteepest::savedWeights_ [private] |
save weight array (so we can use checkpoint)
Definition at line 203 of file ClpPrimalColumnSteepest.hpp.
unsigned int* ClpPrimalColumnSteepest::reference_ [private] |
weight array
Definition at line 205 of file ClpPrimalColumnSteepest.hpp.
int ClpPrimalColumnSteepest::state_ [private] |
Status 0) Normal -1) Needs initialization 1) Weights are stored by sequence number.
Definition at line 211 of file ClpPrimalColumnSteepest.hpp.
int ClpPrimalColumnSteepest::mode_ [private] |
0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.
5 is always partial dantzig By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems.
New dubious option is >=10 which does mini-sprint
Definition at line 224 of file ClpPrimalColumnSteepest.hpp.
Life of weights.
Definition at line 226 of file ClpPrimalColumnSteepest.hpp.
int ClpPrimalColumnSteepest::numberSwitched_ [private] |
Number of times switched from partial dantzig to 0/2.
Definition at line 228 of file ClpPrimalColumnSteepest.hpp.
int ClpPrimalColumnSteepest::pivotSequence_ [private] |
weight array
Definition at line 230 of file ClpPrimalColumnSteepest.hpp.
int ClpPrimalColumnSteepest::savedPivotSequence_ [private] |
weight array
Definition at line 232 of file ClpPrimalColumnSteepest.hpp.
int ClpPrimalColumnSteepest::savedSequenceOut_ [private] |
weight array
Definition at line 234 of file ClpPrimalColumnSteepest.hpp.
int ClpPrimalColumnSteepest::lastRectified_ [private] |
weight array
Definition at line 236 of file ClpPrimalColumnSteepest.hpp.
int ClpPrimalColumnSteepest::sizeFactorization_ [private] |
weight array
Definition at line 238 of file ClpPrimalColumnSteepest.hpp.