/usr/include/coin/ClpPrimalColumnPivot.hpp is in coinor-libclp-dev 1.15.5-1ubuntu3.
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// Copyright (C) 2002, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
#ifndef ClpPrimalcolumnPivot_H
#define ClpPrimalcolumnPivot_H
class ClpSimplex;
class CoinIndexedVector;
//#############################################################################
/** Primal Column Pivot Abstract Base Class
Abstract Base Class for describing an interface to an algorithm
to choose column pivot in primal simplex algorithm. For some algorithms
e.g. Dantzig choice then some functions may be null. For Dantzig
the only one of any importance is pivotColumn.
If you wish to inherit from this look at ClpPrimalColumnDantzig.cpp
as that is simplest version.
*/
class ClpPrimalColumnPivot {
public:
///@name Algorithmic methods
//@{
/** Returns pivot column, -1 if none
Normally updates reduced costs using result of last iteration
before selecting incoming column.
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
Inside pivotColumn the pivotRow_ and reduced cost from last iteration
are also used.
So in the simplest case i.e. feasible we compute the row of the
tableau corresponding to last pivot and add a multiple of this
to current reduced costs.
We can use other arrays to help updates
*/
virtual int pivotColumn(CoinIndexedVector * updates,
CoinIndexedVector * spareRow1,
CoinIndexedVector * spareRow2,
CoinIndexedVector * spareColumn1,
CoinIndexedVector * spareColumn2) = 0;
/// Updates weights - part 1 (may be empty)
virtual void updateWeights(CoinIndexedVector * input);
/** Saves any weights round factorization as pivot rows may change
Will be empty unless steepest edge (will save model)
May also recompute infeasibility stuff
1) before factorization
2) after good factorization (if weights empty may initialize)
3) after something happened but no factorization
(e.g. check for infeasible)
4) as 2 but restore weights from previous snapshot
5) forces some initialization e.g. weights
Also sets model
*/
virtual void saveWeights(ClpSimplex * model, int mode) = 0;
/** Signals pivot row choice:
-2 (default) - use normal pivot row choice
-1 to numberRows-1 - use this (will be checked)
way should be -1 to go to lower bound, +1 to upper bound
*/
virtual int pivotRow(double & way) {
way = 0;
return -2;
}
/// Gets rid of all arrays (may be empty)
virtual void clearArrays();
/// Returns true if would not find any column
virtual bool looksOptimal() const {
return looksOptimal_;
}
/// Sets optimality flag (for advanced use)
virtual void setLooksOptimal(bool flag) {
looksOptimal_ = flag;
}
//@}
///@name Constructors and destructors
//@{
/// Default Constructor
ClpPrimalColumnPivot();
/// Copy constructor
ClpPrimalColumnPivot(const ClpPrimalColumnPivot &);
/// Assignment operator
ClpPrimalColumnPivot & operator=(const ClpPrimalColumnPivot& rhs);
/// Destructor
virtual ~ClpPrimalColumnPivot ();
/// Clone
virtual ClpPrimalColumnPivot * clone(bool copyData = true) const = 0;
//@}
///@name Other
//@{
/// Returns model
inline ClpSimplex * model() {
return model_;
}
/// Sets model
inline void setModel(ClpSimplex * newmodel) {
model_ = newmodel;
}
/// Returns type (above 63 is extra information)
inline int type() {
return type_;
}
/** Returns number of extra columns for sprint algorithm - 0 means off.
Also number of iterations before recompute
*/
virtual int numberSprintColumns(int & numberIterations) const;
/// Switch off sprint idea
virtual void switchOffSprint();
/// Called when maximum pivots changes
virtual void maximumPivotsChanged() {}
//@}
//---------------------------------------------------------------------------
protected:
///@name Protected member data
//@{
/// Pointer to model
ClpSimplex * model_;
/// Type of column pivot algorithm
int type_;
/// Says if looks optimal (normally computed)
bool looksOptimal_;
//@}
};
#ifndef CLP_PRIMAL_SLACK_MULTIPLIER
#define CLP_PRIMAL_SLACK_MULTIPLIER 1.01
#endif
#endif
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