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00002
00003
00004 #ifndef ClpHelperFunctions_H
00005 #define ClpHelperFunctions_H
00006
00015 double maximumAbsElement(const double * region, int size);
00016 void setElements(double * region, int size, double value);
00017 void multiplyAdd(const double * region1, int size, double multiplier1,
00018 double * region2, double multiplier2);
00019 double innerProduct(const double * region1, int size, const double * region2);
00020 void getNorms(const double * region, int size, double & norm1, double & norm2);
00021 #if COIN_LONG_WORK
00022
00023 CoinWorkDouble maximumAbsElement(const CoinWorkDouble * region, int size);
00024 void setElements(CoinWorkDouble * region, int size, CoinWorkDouble value);
00025 void multiplyAdd(const CoinWorkDouble * region1, int size, CoinWorkDouble multiplier1,
00026 CoinWorkDouble * region2, CoinWorkDouble multiplier2);
00027 CoinWorkDouble innerProduct(const CoinWorkDouble * region1, int size, const CoinWorkDouble * region2);
00028 void getNorms(const CoinWorkDouble * region, int size, CoinWorkDouble & norm1, CoinWorkDouble & norm2);
00029 inline void
00030 CoinMemcpyN(const double * from, const int size, CoinWorkDouble * to)
00031 {
00032 for (int i=0;i<size;i++)
00033 to[i]=from[i];
00034 }
00035 inline void
00036 CoinMemcpyN(const CoinWorkDouble * from, const int size, double * to)
00037 {
00038 for (int i=0;i<size;i++)
00039 to[i]=static_cast<double>(from[i]);
00040 }
00041 inline CoinWorkDouble
00042 CoinMax(const CoinWorkDouble x1, const double x2)
00043 {
00044 return (x1 > x2) ? x1 : x2;
00045 }
00046 inline CoinWorkDouble
00047 CoinMax(double x1, const CoinWorkDouble x2)
00048 {
00049 return (x1 > x2) ? x1 : x2;
00050 }
00051 inline CoinWorkDouble
00052 CoinMin(const CoinWorkDouble x1, const double x2)
00053 {
00054 return (x1 < x2) ? x1 : x2;
00055 }
00056 inline CoinWorkDouble
00057 CoinMin(double x1, const CoinWorkDouble x2)
00058 {
00059 return (x1 < x2) ? x1 : x2;
00060 }
00061 inline CoinWorkDouble CoinSqrt(CoinWorkDouble x)
00062 {
00063 return sqrtl(x);
00064 }
00065 #else
00066 inline double CoinSqrt(double x)
00067 {
00068 return sqrt(x);
00069 }
00070 #endif
00071
00073 #ifdef ClpPdco_H
00074
00075
00076 inline double pdxxxmerit(int nlow, int nupp, int *low, int *upp, CoinDenseVector <double> &r1,
00077 CoinDenseVector <double> &r2, CoinDenseVector <double> &rL,
00078 CoinDenseVector <double> &rU, CoinDenseVector <double> &cL,
00079 CoinDenseVector <double> &cU ){
00080
00081
00082
00083 double sum1, sum2;
00084 CoinDenseVector <double> f(6);
00085 f[0] = r1.twoNorm();
00086 f[1] = r2.twoNorm();
00087 sum1 = sum2 = 0.0;
00088 for (int k=0; k<nlow; k++){
00089 sum1 += rL[low[k]]*rL[low[k]];
00090 sum2 += cL[low[k]]*cL[low[k]];
00091 }
00092 f[2] = sqrt(sum1);
00093 f[4] = sqrt(sum2);
00094 sum1 = sum2 = 0.0;
00095 for (int k=0; k<nupp; k++){
00096 sum1 += rL[upp[k]]*rL[upp[k]];
00097 sum2 += cL[upp[k]]*cL[upp[k]];
00098 }
00099 f[3] = sqrt(sum1);
00100 f[5] = sqrt(sum2);
00101
00102 return f.twoNorm();
00103 }
00104
00105
00106
00107
00108
00109
00110
00111
00112
00113
00114 inline void pdxxxresid1(ClpPdco *model, const int nlow, const int nupp, const int nfix,
00115 int *low, int *upp, int *fix,
00116 CoinDenseVector <double> &b, double *bl, double *bu, double d1, double d2,
00117 CoinDenseVector <double> &grad, CoinDenseVector <double> &rL,
00118 CoinDenseVector <double> &rU, CoinDenseVector <double> &x,
00119 CoinDenseVector <double> &x1, CoinDenseVector <double> &x2,
00120 CoinDenseVector <double> &y, CoinDenseVector <double> &z1,
00121 CoinDenseVector <double> &z2, CoinDenseVector <double> &r1,
00122 CoinDenseVector <double> &r2, double *Pinf, double *Dinf){
00123
00124
00125
00126
00127
00128
00129 double *x_elts = x.getElements();
00130 double *r2_elts = r2.getElements();
00131
00132 for (int k=0; k<nfix; k++)
00133 x_elts[fix[k]] = 0;
00134
00135 r1.clear();
00136 r2.clear();
00137 model->matVecMult( 1, r1, x );
00138 model->matVecMult( 2, r2, y );
00139 for (int k=0; k<nfix; k++)
00140 r2_elts[fix[k]] = 0;
00141
00142
00143 r1 = b - r1 - d2*d2*y;
00144 r2 = grad - r2 - z1;
00145 if(nupp > 0)
00146 r2 = r2 + z2;
00147
00148 for (int k=0; k<nlow; k++)
00149 rL[low[k]] = bl[low[k]] - x[low[k]] + x1[low[k]];
00150 for (int k=0; k<nupp; k++)
00151 rU[upp[k]] = - bu[upp[k]] + x[upp[k]] + x2[upp[k]];
00152
00153 double normL = 0.0;
00154 double normU = 0.0;
00155 for (int k=0; k<nlow; k++)
00156 if (rL[low[k]] > normL) normL = rL[low[k]];
00157 for (int k=0; k<nupp; k++)
00158 if (rU[upp[k]] > normU) normU = rU[upp[k]];
00159
00160 *Pinf = CoinMax(normL, normU);
00161 *Pinf = CoinMax( r1.infNorm() , *Pinf );
00162 *Dinf = r2.infNorm();
00163 *Pinf = CoinMax( *Pinf, 1e-99 );
00164 *Dinf = CoinMax( *Dinf, 1e-99 );
00165 }
00166
00167
00168
00169
00170
00171
00172
00173
00174
00175 inline void pdxxxresid2(double mu, int nlow, int nupp, int *low, int *upp,
00176 CoinDenseVector <double> &cL, CoinDenseVector <double> &cU,
00177 CoinDenseVector <double> &x1, CoinDenseVector <double> &x2,
00178 CoinDenseVector <double> &z1, CoinDenseVector <double> &z2,
00179 double *center, double *Cinf, double *Cinf0){
00180
00181
00182
00183
00184
00185
00186
00187 double maxXz = -1e20;
00188 double minXz = 1e20;
00189
00190 double *x1_elts = x1.getElements();
00191 double *z1_elts = z1.getElements();
00192 double *cL_elts = cL.getElements();
00193 for (int k=0; k<nlow; k++){
00194 double x1z1 = x1_elts[low[k]] * z1_elts[low[k]];
00195 cL_elts[low[k]] = mu - x1z1;
00196 if(x1z1 > maxXz) maxXz = x1z1;
00197 if(x1z1 < minXz) minXz = x1z1;
00198 }
00199
00200 double *x2_elts = x2.getElements();
00201 double *z2_elts = z2.getElements();
00202 double *cU_elts = cU.getElements();
00203 for (int k=0; k<nupp; k++){
00204 double x2z2 = x2_elts[upp[k]] * z2_elts[upp[k]];
00205 cU_elts[upp[k]] = mu - x2z2;
00206 if(x2z2 > maxXz) maxXz = x2z2;
00207 if(x2z2 < minXz) minXz = x2z2;
00208 }
00209
00210 maxXz = CoinMax( maxXz, 1e-99 );
00211 minXz = CoinMax( minXz, 1e-99 );
00212 *center = maxXz / minXz;
00213
00214 double normL = 0.0;
00215 double normU = 0.0;
00216 for (int k=0; k<nlow; k++)
00217 if (cL_elts[low[k]] > normL) normL = cL_elts[low[k]];
00218 for (int k=0; k<nupp; k++)
00219 if (cU_elts[upp[k]] > normU) normU = cU_elts[upp[k]];
00220 *Cinf = CoinMax( normL, normU);
00221 *Cinf0 = maxXz;
00222 }
00223
00224
00225
00226
00227 inline double pdxxxstep( CoinDenseVector <double> &x, CoinDenseVector <double> &dx ){
00228
00229
00230
00231
00232 double step = 1e+20;
00233
00234 int n = x.size();
00235 double *x_elts = x.getElements();
00236 double *dx_elts = dx.getElements();
00237 for (int k=0; k<n; k++)
00238 if (dx_elts[k] < 0)
00239 if ((x_elts[k]/(-dx_elts[k])) < step)
00240 step = x_elts[k]/(-dx_elts[k]);
00241 return step;
00242 }
00243
00244
00245
00246
00247 inline double pdxxxstep(int nset, int *set, CoinDenseVector <double> &x, CoinDenseVector <double> &dx ){
00248
00249
00250
00251
00252 double step = 1e+20;
00253
00254 int n = x.size();
00255 double *x_elts = x.getElements();
00256 double *dx_elts = dx.getElements();
00257 for (int k=0; k<n; k++)
00258 if (dx_elts[k] < 0)
00259 if ((x_elts[k]/(-dx_elts[k])) < step)
00260 step = x_elts[k]/(-dx_elts[k]);
00261 return step;
00262 }
00263
00264
00265
00266 #endif
00267 #endif