/usr/include/qsopt_ex/lpdefs_mpf.h is in libqsopt-ex-dev 2.5.10.3-1+b1.
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/****************************************************************************/
/* */
/* This file is part of QSopt_ex. */
/* */
/* (c) Copyright 2006 by David Applegate, William Cook, Sanjeeb Dash, */
/* and Daniel Espinoza */
/* */
/* Sanjeeb Dash ownership of copyright in QSopt_ex is derived from his */
/* copyright in QSopt. */
/* */
/* This code may be used under the terms of the GNU General Public License */
/* (Version 2.1 or later) as published by the Free Software Foundation. */
/* */
/* Alternatively, use is granted for research purposes only. */
/* */
/* It is your choice of which of these two licenses you are operating */
/* under. */
/* */
/* We make no guarantees about the correctness or usefulness of this code. */
/* */
/****************************************************************************/
/* RCSINFO $Id: lpdefs_mpf.h,v 1.3 2003/11/05 16:57:39 meven Exp $ */
#ifndef mpf___QS_LPDEFS_H
#define mpf___QS_LPDEFS_H
#include "urandom.h"
#include "qsopt_mpf.h"
#include "lpdata_mpf.h"
#include "factor_mpf.h"
/* infinity and negative infinity */
#define mpf_INFTY mpf_ILL_MAXDOUBLE
#define mpf_NINFTY mpf_ILL_MINDOUBLE
#include "basicdefs.h"
/* tolerances, these are initialized in mpf_ILLstart, file lpdata.c */
/* these three constants are defined in lpdata.c */
extern mpf_t mpf_PARAM_IBASIS_RPIVOT; /* 0.98 */
extern mpf_t mpf_PARAM_IBASIS_RTRIANG;/* 0.01 */
extern mpf_t mpf_PARAM_MIN_DNORM; /* 1e-24 */
extern mpf_t mpf_PFEAS_TOLER; /* 1e-6 */
extern mpf_t mpf_BD_TOLER; /* 1e-7 */
extern mpf_t mpf_DFEAS_TOLER; /* 1e-6 */
extern mpf_t mpf_PIVOT_TOLER; /* 1e-10 */
extern mpf_t mpf_SZERO_TOLER; /* 1e-15 */
extern mpf_t mpf_PIVZ_TOLER; /* 1e-12 */
extern mpf_t mpf_OBJBND_TOLER; /* 1e-2 */
extern mpf_t mpf_DBNDPIV_TOLER; /* 1e-3 */
extern mpf_t mpf_DBNDPIV_RATIO; /* 1e-2 */
extern mpf_t mpf_ALTPIV_TOLER; /* 1e-8 */
//extern mpf_t DJZERO_TOLER;/* 1e-8 */
extern mpf_t mpf_PROGRESS_ZERO; /* 1e-7 */
extern mpf_t mpf_PROGRESS_THRESH; /* 1e-5 */
extern mpf_t mpf_CB_EPS; /* 0.001 */
extern mpf_t mpf_CB_INF_RATIO; /* 10.0 */
extern mpf_t mpf_CB_PRI_RLIMIT; /* 0.25 */
/* structure for statistics */
typedef struct
{
int ynz_cnt; /* nz in entering columns */
int num_y;
mpf_t y_ravg; /* weighted avg. of current & prior y */
int znz_cnt; /* nz in ith row of B^{-1}, ie z_i */
int num_z;
mpf_t z_ravg; /* weighted avg. of current & prior z */
int zanz_cnt; /* nz in z^TA */
int num_za;
mpf_t za_ravg; /* weighted avg. of current & prior za */
int pnorm_cnt; /* nz in columns for primal norms */
int dnorm_cnt; /* nz in rows for dual norms */
int pinz_cnt; /* nz in phase II pi (solve) */
int num_pi; /* # of pi solves */
int pi1nz_cnt; /* nz in phase I pi (solve) */
int num_pi1; /* # of phase I pi solves */
int upnz_cnt; /* nz in ftran update vector */
int num_up; /* # of ftran_updates */
int pupv_cnt; /* nz in primal steep updates */
int dupv_cnt; /* nz in dual steep updates */
int start_slacks; /* # slacks in beginning */
int final_slacks; /* # slacks in the end */
int start_art; /* # arts in beginning */
int final_art; /* # arts in the end */
int pI_iter; /* primal phase I iterations */
int pII_iter;
int dI_iter; /* dual phase I iterations */
int dII_iter;
int tot_iter;
int pivpI[10]; /* sizes of pivots */
int pivpII[10];
int pivdI[10];
int pivdII[10];
}
mpf_count_struct;
/* structure for tolerances */
typedef struct
{
mpf_t pfeas_tol;
mpf_t dfeas_tol;
mpf_t pivot_tol;
mpf_t szero_tol;
mpf_t ip_tol; /* inner primal & dual feas toler */
mpf_t id_tol;
}
mpf_tol_struct;
/* bound information */
typedef struct mpf_bndinfo
{
mpf_t pbound;
mpf_t cbound;
int btype;
int varnum;
struct mpf_bndinfo *next;
}
mpf_bndinfo;
/* bound information */
typedef struct mpf_coefinfo
{
mpf_t pcoef;
mpf_t ccoef;
int varnum;
struct mpf_coefinfo *next;
}
mpf_coefinfo;
/* feasibility info */
typedef struct mpf_feas_info
{
int pstatus;
int dstatus;
mpf_t totinfeas;
}
mpf_feas_info;
typedef struct mpf_lp_status_info
{
char optimal;
char primal_feasible;
char primal_infeasible;
char primal_unbounded;
char dual_feasible;
char dual_infeasible;
char dual_unbounded;
char padd;
}
mpf_lp_status_info;
typedef struct mpf_pI_uinfo
{
int tctr;
int i;
int *perm;
int *ix;
int fs;
mpf_t piv;
mpf_t *t;
mpf_t dty;
mpf_t c_obj;
mpf_t tz;
}
mpf_pI_uinfo;
extern void mpf_ILLlp_status_info_init (
mpf_lp_status_info * ls);
/* structure for local lp information
* contains lp obj values - status - dimensions - input data -
* solution vecs - basis info - update vecs - work vecs - bound changes -
* tolerances - time info - statistics
*/
typedef struct mpf_lpinfo
{
mpf_t objval; /* obj info */
mpf_t pobjval; /* intermediate status info */
mpf_t dobjval;
mpf_t pinfeas;
mpf_t dinfeas;
mpf_t objbound;
mpf_lp_status_info probstat; /* final status */
mpf_lp_status_info basisstat; /* final status */
int nrows; /* input info follows; given in col format */
int ncols;
int *matcnt;
int *matbeg;
int *matind;
mpf_t *matval;
int matfree;
int matsize;
mpf_t *bz;
mpf_t *lz;
mpf_t *uz;
mpf_t *cz;
int localrows; /* set to 1 if these are created locally */
int *rowcnt; /* row info follows, copy of col info */
int *rowbeg;
int *rowind;
mpf_t *rowval;
mpf_t *xbz; /* output info x, pi, reduced cost */
mpf_t *piz;
mpf_t *dz;
mpf_t *pIxbz; /* output info (phase I) x, pi, reduced cost */
mpf_t *pIpiz;
mpf_t *pIdz;
int final_phase; /* final phase, inf & unboundedness info */
int infub_ix;
int basisid; /* basis and variable info follows */
int nnbasic;
int *baz;
int *nbaz;
int *vstat;
int *vindex;
int fbasisid;
mpf_factor_work *f;
int *vtype; /* internal var info */
char *vclass; /* structural or logical */
mpf_svector zz; /* local mpf_ILLfactor_update vectors z, yj, za */
mpf_svector yjz;
mpf_svector zA;
mpf_svector work; /* local work vector */
mpf_svector srhs; /* local vectors for lin. eq. solves */
mpf_svector ssoln;
int *iwork; /* local work vector */
mpf_pI_uinfo upd; /* phase I update info */
int *bfeas; /* primal and dual infeasibility info */
int *dfeas;
mpf_tol_struct *tol; /* tolerances */
mpf_count_struct *cnts; /* counts */
int nbchange; /* # bound shifts */
int ncchange; /* # obj coef shifts */
mpf_bndinfo *bchanges; /* list of bound shifts */
mpf_coefinfo *cchanges; /* list of coef shifts */
int pIratio; /* ratio tests */
int pIIratio;
int dIratio;
int dIIratio;
int maxiter;
int iterskip;
double maxtime;
double starttime;
struct mpf_ILLlpdata *O;
ILLrandstate rstate;
}
mpf_lpinfo;
/* pricing structures */
typedef struct
{
int ninit;
mpf_t *norms;
int *refframe;
}
mpf_p_devex_info;
typedef struct
{
mpf_t *norms;
}
mpf_p_steep_info;
typedef struct
{
int k;
int cgroup;
int ngroups;
int *gstart;
int *gshift;
int *gsize;
int bsize;
int *bucket;
int *perm;
mpf_t *infeas;
}
mpf_mpart_info;
typedef struct
{
int ninit;
mpf_t *norms;
int *refframe;
}
mpf_d_devex_info;
typedef struct
{
mpf_t *norms;
}
mpf_d_steep_info;
/* pricing information */
typedef struct mpf_price_info
{
int p_strategy;
int d_strategy;
int pI_price;
int pII_price;
int dI_price;
int dII_price;
int cur_price;
mpf_t *p_scaleinf;
mpf_t *d_scaleinf;
mpf_p_devex_info pdinfo;
mpf_p_steep_info psinfo;
mpf_mpart_info pmpinfo;
mpf_d_devex_info ddinfo;
mpf_d_steep_info dsinfo;
mpf_mpart_info dmpinfo;
mpf_heap h;
mpf_t htrigger;
int hineff;
char init;
}
mpf_price_info;
#endif /* mpf___QS_LPDEFS_H */
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