ClpGubMatrix.hpp

/* $Id$ */
// Copyright (C) 2003, International Business Machines
// Corporation and others.  All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).

#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 int 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

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