coinor-libclp-dev 1.12.0-2.1 / usr / include / coin / ClpGubMatrix.hpp

/* $Id: ClpGubMatrix.hpp 1525 2010-02-26 17:27:59Z mjs $ */
// Copyright (C) 2003, International Business Machines
// Corporation and others.  All Rights Reserved.
#ifndef ClpGubMatrix_H
#define ClpGubMatrix_H


#include "CoinPragma.hpp"

#include "ClpPackedMatrix.hpp"
class ClpSimplex;
/** This implements Gub rows plus a ClpPackedMatrix.

    There will be a version using ClpPlusMinusOne matrix but
    there is no point doing one with ClpNetworkMatrix (although
    an embedded network is attractive).

*/

class ClpGubMatrix : public ClpPackedMatrix {

public:
     /**@name Main functions provided */
     //@{
     /** Returns a new matrix in reverse order without gaps (GUB wants NULL) */
     virtual ClpMatrixBase * reverseOrderedCopy() const;
     /// Returns number of elements in column part of basis
     virtual CoinBigIndex countBasis(const int * whichColumn,
                                     int & numberColumnBasic);
     /// Fills in column part of basis
     virtual void fillBasis(ClpSimplex * model,
                            const int * whichColumn,
                            int & numberColumnBasic,
                            int * row, int * start,
                            int * rowCount, int * columnCount,
                            CoinFactorizationDouble * element);
     /** Unpacks a column into an CoinIndexedvector
      */
     virtual void unpack(const ClpSimplex * model, CoinIndexedVector * rowArray,
                         int column) const ;
     /** Unpacks a column into an CoinIndexedvector
      ** in packed foramt
         Note that model is NOT const.  Bounds and objective could
         be modified if doing column generation (just for this variable) */
     virtual void unpackPacked(ClpSimplex * model,
                               CoinIndexedVector * rowArray,
                               int column) const;
     /** Adds multiple of a column into an CoinIndexedvector
         You can use quickAdd to add to vector */
     virtual void add(const ClpSimplex * model, CoinIndexedVector * rowArray,
                      int column, double multiplier) const ;
     /** Adds multiple of a column into an array */
     virtual void add(const ClpSimplex * model, double * array,
                      int column, double multiplier) const;
     /// Partial pricing
     virtual void partialPricing(ClpSimplex * model, double start, double end,
                                 int & bestSequence, int & numberWanted);
     /// Returns number of hidden rows e.g. gub
     virtual int hiddenRows() const;
     //@}

     /**@name Matrix times vector methods */
     //@{

     using ClpPackedMatrix::transposeTimes ;
     /** Return <code>x * scalar * A + y</code> in <code>z</code>.
     Can use y as temporary array (will be empty at end)
     Note - If x packed mode - then z packed mode
     Squashes small elements and knows about ClpSimplex */
     virtual void transposeTimes(const ClpSimplex * model, double scalar,
                                 const CoinIndexedVector * x,
                                 CoinIndexedVector * y,
                                 CoinIndexedVector * z) const;
     /** Return <code>x * scalar * A + y</code> in <code>z</code>.
     Can use y as temporary array (will be empty at end)
     Note - If x packed mode - then z packed mode
     Squashes small elements and knows about ClpSimplex.
     This version uses row copy*/
     virtual void transposeTimesByRow(const ClpSimplex * model, double scalar,
                                      const CoinIndexedVector * x,
                                      CoinIndexedVector * y,
                                      CoinIndexedVector * z) const;
     /** Return <code>x *A</code> in <code>z</code> but
     just for indices in y.
     Note - z always packed mode */
     virtual void subsetTransposeTimes(const ClpSimplex * model,
                                       const CoinIndexedVector * x,
                                       const CoinIndexedVector * y,
                                       CoinIndexedVector * z) const;
     /** expands an updated column to allow for extra rows which the main
         solver does not know about and returns number added if mode 0.
         If mode 1 deletes extra entries

         This active in Gub
     */
     virtual int extendUpdated(ClpSimplex * model, CoinIndexedVector * update, int mode);
     /**
        mode=0  - Set up before "update" and "times" for primal solution using extended rows
        mode=1  - Cleanup primal solution after "times" using extended rows.
        mode=2  - Check (or report on) primal infeasibilities
     */
     virtual void primalExpanded(ClpSimplex * model, int mode);
     /**
         mode=0  - Set up before "updateTranspose" and "transposeTimes" for duals using extended
                   updates array (and may use other if dual values pass)
         mode=1  - Update dual solution after "transposeTimes" using extended rows.
         mode=2  - Compute all djs and compute key dual infeasibilities
         mode=3  - Report on key dual infeasibilities
         mode=4  - Modify before updateTranspose in partial pricing
     */
     virtual void dualExpanded(ClpSimplex * model, CoinIndexedVector * array,
                               double * other, int mode);
     /**
         mode=0  - Create list of non-key basics in pivotVariable_ using
                   number as numberBasic in and out
         mode=1  - Set all key variables as basic
         mode=2  - return number extra rows needed, number gives maximum number basic
         mode=3  - before replaceColumn
         mode=4  - return 1 if can do primal, 2 if dual, 3 if both
         mode=5  - save any status stuff (when in good state)
         mode=6  - restore status stuff
         mode=7  - flag given variable (normally sequenceIn)
         mode=8  - unflag all variables
         mode=9  - synchronize costs
         mode=10  - return 1 if there may be changing bounds on variable (column generation)
         mode=11  - make sure set is clean (used when a variable rejected - but not flagged)
         mode=12  - after factorize but before permute stuff
         mode=13  - at end of simplex to delete stuff
     */
     virtual int generalExpanded(ClpSimplex * model, int mode, int & number);
     /**
        update information for a pivot (and effective rhs)
     */
     virtual int updatePivot(ClpSimplex * model, double oldInValue, double oldOutValue);
     /// Sets up an effective RHS and does gub crash if needed
     virtual void useEffectiveRhs(ClpSimplex * model, bool cheapest = true);
     /** Returns effective RHS offset if it is being used.  This is used for long problems
         or big gub or anywhere where going through full columns is
         expensive.  This may re-compute */
     virtual double * rhsOffset(ClpSimplex * model, bool forceRefresh = false,
                                bool check = false);
     /** This is local to Gub to allow synchronization:
         mode=0 when status of basis is good
         mode=1 when variable is flagged
         mode=2 when all variables unflagged (returns number flagged)
         mode=3 just reset costs (primal)
         mode=4 correct number of dual infeasibilities
         mode=5 return 4 if time to re-factorize
         mode=6  - return 1 if there may be changing bounds on variable (column generation)
         mode=7  - do extra restores for column generation
         mode=8  - make sure set is clean
         mode=9  - adjust lower, upper on set by incoming
     */
     virtual int synchronize(ClpSimplex * model, int mode);
     /// Correct sequence in and out to give true value
     virtual void correctSequence(const ClpSimplex * model, int & sequenceIn, int & sequenceOut) ;
     //@}



     /**@name Constructors, destructor */
     //@{
     /** Default constructor. */
     ClpGubMatrix();
     /** Destructor */
     virtual ~ClpGubMatrix();
     //@}

     /**@name Copy method */
     //@{
     /** The copy constructor. */
     ClpGubMatrix(const ClpGubMatrix&);
     /** The copy constructor from an CoinPackedMatrix. */
     ClpGubMatrix(const CoinPackedMatrix&);
     /** Subset constructor (without gaps).  Duplicates are allowed
         and order is as given */
     ClpGubMatrix (const ClpGubMatrix & wholeModel,
                   int numberRows, const int * whichRows,
                   int numberColumns, const int * whichColumns);
     ClpGubMatrix (const CoinPackedMatrix & wholeModel,
                   int numberRows, const int * whichRows,
                   int numberColumns, const int * whichColumns);

     /** This takes over ownership (for space reasons) */
     ClpGubMatrix(CoinPackedMatrix * matrix);

     /** This takes over ownership (for space reasons) and is the
         real constructor*/
     ClpGubMatrix(ClpPackedMatrix * matrix, int numberSets,
                  const int * start, const int * end,
                  const double * lower, const double * upper,
                  const unsigned char * status = NULL);

     ClpGubMatrix& operator=(const ClpGubMatrix&);
     /// Clone
     virtual ClpMatrixBase * clone() const ;
     /** Subset clone (without gaps).  Duplicates are allowed
         and order is as given */
     virtual ClpMatrixBase * subsetClone (
          int numberRows, const int * whichRows,
          int numberColumns, const int * whichColumns) const ;
     /** redoes next_ for a set.  */
     void redoSet(ClpSimplex * model, int newKey, int oldKey, int iSet);
     //@}
     /**@name gets and sets */
     //@{
     /// Status
     inline ClpSimplex::Status getStatus(int sequence) const {
          return static_cast<ClpSimplex::Status> (status_[sequence] & 7);
     }
     inline void setStatus(int sequence, ClpSimplex::Status status) {
          unsigned char & st_byte = status_[sequence];
          st_byte = static_cast<unsigned char>(st_byte & ~7);
          st_byte = static_cast<unsigned char>(st_byte | status);
     }
     /// To flag a variable
     inline void setFlagged( int sequence) {
          status_[sequence] = static_cast<unsigned char>(status_[sequence] | 64);
     }
     inline void clearFlagged( int sequence) {
          status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~64);
     }
     inline bool flagged(int sequence) const {
          return ((status_[sequence] & 64) != 0);
     }
     /// To say key is above ub
     inline void setAbove( int sequence) {
          unsigned char iStat = status_[sequence];
          iStat = static_cast<unsigned char>(iStat & ~24);
          status_[sequence] = static_cast<unsigned char>(iStat | 16);
     }
     /// To say key is feasible
     inline void setFeasible( int sequence) {
          unsigned char iStat = status_[sequence];
          iStat = static_cast<unsigned char>(iStat & ~24);
          status_[sequence] = static_cast<unsigned char>(iStat | 8);
     }
     /// To say key is below lb
     inline void setBelow( int sequence) {
          unsigned char iStat = status_[sequence];
          iStat = static_cast<unsigned char>(iStat & ~24);
          status_[sequence] = iStat;
     }
     inline double weight( int sequence) const {
          int iStat = status_[sequence] & 31;
          iStat = iStat >> 3;
          return static_cast<double> (iStat - 1);
     }
     /// Starts
     inline int * start() const {
          return start_;
     }
     /// End
     inline int * end() const {
          return end_;
     }
     /// Lower bounds on sets
     inline double * lower() const {
          return lower_;
     }
     /// Upper bounds on sets
     inline double * upper() const {
          return upper_;
     }
     /// Key variable of set
     inline int * keyVariable() const {
          return keyVariable_;
     }
     /// Backward pointer to set number
     inline int * backward() const {
          return backward_;
     }
     /// Number of sets (gub rows)
     inline int numberSets() const {
          return numberSets_;
     }
     /// Switches off dj checking each factorization (for BIG models)
     void switchOffCheck();
     //@}


protected:
     /**@name Data members
        The data members are protected to allow access for derived classes. */
     //@{
     /// Sum of dual infeasibilities
     double sumDualInfeasibilities_;
     /// Sum of primal infeasibilities
     double sumPrimalInfeasibilities_;
     /// Sum of Dual infeasibilities using tolerance based on error in duals
     double sumOfRelaxedDualInfeasibilities_;
     /// Sum of Primal infeasibilities using tolerance based on error in primals
     double sumOfRelaxedPrimalInfeasibilities_;
     /// Infeasibility weight when last full pass done
     double infeasibilityWeight_;
     /// Starts
     int * start_;
     /// End
     int * end_;
     /// Lower bounds on sets
     double * lower_;
     /// Upper bounds on sets
     double * upper_;
     /// Status of slacks
     mutable unsigned char * status_;
     /// Saved status of slacks
     unsigned char * saveStatus_;
     /// Saved key variables
     int * savedKeyVariable_;
     /// Backward pointer to set number
     int * backward_;
     /// Backward pointer to pivot row !!!
     int * backToPivotRow_;
     /// Change in costs for keys
     double * changeCost_;
     /// Key variable of set
     mutable int * keyVariable_;
     /** Next basic variable in set - starts at key and end with -(set+1).
         Now changes to -(nonbasic+1).
         next_ has extra space for 2* longest set */
     mutable int * next_;
     /// Backward pointer to index in CoinIndexedVector
     int * toIndex_;
     // Reverse pointer from index to set
     int * fromIndex_;
     /// Pointer back to model
     ClpSimplex * model_;
     /// Number of dual infeasibilities
     int numberDualInfeasibilities_;
     /// Number of primal infeasibilities
     int numberPrimalInfeasibilities_;
     /** If pricing will declare victory (i.e. no check every factorization).
         -1 - always check
         0  - don't check
         1  - in don't check mode but looks optimal
     */
     int noCheck_;
     /// Number of sets (gub rows)
     int numberSets_;
     /// Number in vector without gub extension
     int saveNumber_;
     /// Pivot row of possible next key
     int possiblePivotKey_;
     /// Gub slack in (set number or -1)
     int gubSlackIn_;
     /// First gub variables (same as start_[0] at present)
     int firstGub_;
     /// last gub variable (same as end_[numberSets_-1] at present)
     int lastGub_;
     /** type of gub - 0 not contiguous, 1 contiguous
         add 8 bit to say no ubs on individual variables */
     int gubType_;
     //@}
};

#endif