Clp  1.17.6
ClpFactorization.hpp
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1 /* $Id: ClpFactorization.hpp 2385 2019-01-06 19:43:06Z unxusr $ */
2 // Copyright (C) 2002, International Business Machines
3 // Corporation and others. All Rights Reserved.
4 // This code is licensed under the terms of the Eclipse Public License (EPL).
5 
6 #ifndef ClpFactorization_H
7 #define ClpFactorization_H
8 
9 #include "CoinPragma.hpp"
10 
11 #include "CoinFactorization.hpp"
12 class ClpMatrixBase;
13 class ClpSimplex;
14 class ClpNetworkBasis;
15 class CoinOtherFactorization;
16 #ifndef CLP_MULTIPLE_FACTORIZATIONS
17 #define CLP_MULTIPLE_FACTORIZATIONS 4
18 #endif
19 #ifdef CLP_MULTIPLE_FACTORIZATIONS
20 #include "CoinDenseFactorization.hpp"
21 #include "ClpSimplex.hpp"
22 #endif
23 #ifndef COIN_FAST_CODE
24 #define COIN_FAST_CODE
25 #endif
26 #ifndef CLP_FACTORIZATION_NEW_TIMING
27 #define CLP_FACTORIZATION_NEW_TIMING 1
28 #endif
29 
36  : public CoinFactorization
37 #endif
38 {
39 
40  //friend class CoinFactorization;
41 
42 public:
54  int factorize(ClpSimplex *model, int solveType, bool valuesPass);
56 
64 
68  ClpFactorization(const CoinFactorization &);
70  ClpFactorization(const ClpFactorization &, int denseIfSmaller = 0);
71 #ifdef CLP_MULTIPLE_FACTORIZATIONS
73  ClpFactorization(const CoinOtherFactorization &);
74 #endif
77 
78  /* **** below here is so can use networkish basis */
81 
89  int replaceColumn(const ClpSimplex *model,
90  CoinIndexedVector *regionSparse,
91  CoinIndexedVector *tableauColumn,
92  int pivotRow,
93  double pivotCheck,
94  bool checkBeforeModifying = false,
95  double acceptablePivot = 1.0e-8);
96 #if ABOCA_LITE_FACTORIZATION
98  void replaceColumn1(CoinIndexedVector *regionSparse, int pivotRow);
100  int replaceColumn2(CoinIndexedVector *regionSparse,
101  int pivotRow,
102  double pivotCheck);
103 #endif
105 
113  int updateColumnFT(CoinIndexedVector *regionSparse,
114  CoinIndexedVector *regionSparse2);
117  int updateColumn(CoinIndexedVector *regionSparse,
118  CoinIndexedVector *regionSparse2,
119  bool noPermute = false) const;
125  int updateTwoColumnsFT(CoinIndexedVector *regionSparse1,
126  CoinIndexedVector *regionSparse2,
127  CoinIndexedVector *regionSparse3,
128  bool noPermuteRegion3 = false);
130  int updateColumnForDebug(CoinIndexedVector *regionSparse,
131  CoinIndexedVector *regionSparse2,
132  bool noPermute = false) const;
135  int updateColumnTranspose(CoinIndexedVector *regionSparse,
136  CoinIndexedVector *regionSparse2) const;
141  void updateTwoColumnsTranspose(CoinIndexedVector *regionSparse,
142  CoinIndexedVector *regionSparse2,
143  CoinIndexedVector *regionSparse3) const;
145 #ifdef CLP_MULTIPLE_FACTORIZATIONS
149  inline int numberElements() const
150  {
152  return coinFactorizationA_->numberElements();
153  else
154  return coinFactorizationB_->numberElements();
155  }
157  inline int *permute() const
158  {
160  return coinFactorizationA_->permute();
161  else
162  return coinFactorizationB_->permute();
163  }
165  inline int *pivotColumn() const
166  {
168  return coinFactorizationA_->pivotColumn();
169  else
170  return coinFactorizationB_->permute();
171  }
173  inline int maximumPivots() const
174  {
176  return coinFactorizationA_->maximumPivots();
177  else
178  return coinFactorizationB_->maximumPivots();
179  }
181  inline void maximumPivots(int value)
182  {
184  coinFactorizationA_->maximumPivots(value);
185  else
186  coinFactorizationB_->maximumPivots(value);
187  }
189  inline int pivots() const
190  {
192  return coinFactorizationA_->pivots();
193  else
194  return coinFactorizationB_->pivots();
195  }
197  inline double areaFactor() const
198  {
200  return coinFactorizationA_->areaFactor();
201  else
202  return 0.0;
203  }
205  inline void areaFactor(double value)
206  {
208  coinFactorizationA_->areaFactor(value);
209  }
211  inline double zeroTolerance() const
212  {
214  return coinFactorizationA_->zeroTolerance();
215  else
216  return coinFactorizationB_->zeroTolerance();
217  }
219  inline void zeroTolerance(double value)
220  {
222  coinFactorizationA_->zeroTolerance(value);
223  else
224  coinFactorizationB_->zeroTolerance(value);
225  }
229  inline int sparseThreshold() const
230  {
232  return coinFactorizationA_->sparseThreshold();
233  else
234  return 0;
235  }
237  inline void sparseThreshold(int value)
238  {
240  coinFactorizationA_->sparseThreshold(value);
241  }
243  inline int status() const
244  {
246  return coinFactorizationA_->status();
247  else
248  return coinFactorizationB_->status();
249  }
251  inline void setStatus(int value)
252  {
254  coinFactorizationA_->setStatus(value);
255  else
256  coinFactorizationB_->setStatus(value);
257  }
259  inline int numberDense() const
260  {
262  return coinFactorizationA_->numberDense();
263  else
264  return 0;
265  }
266 #if 1
268  inline CoinBigIndex numberElementsU() const
269  {
271  return coinFactorizationA_->numberElementsU();
272  else
273  return -1;
274  }
276  inline CoinBigIndex numberElementsL() const
277  {
279  return coinFactorizationA_->numberElementsL();
280  else
281  return -1;
282  }
284  inline CoinBigIndex numberElementsR() const
285  {
287  return coinFactorizationA_->numberElementsR();
288  else
289  return 0;
290  }
291 #endif
292  bool timeToRefactorize() const;
293 #if CLP_FACTORIZATION_NEW_TIMING > 1
294  void statsRefactor(char when) const;
295 #endif
297  inline int messageLevel() const
298  {
300  return coinFactorizationA_->messageLevel();
301  else
302  return 1;
303  }
305  inline void messageLevel(int value)
306  {
308  coinFactorizationA_->messageLevel(value);
309  }
311  inline void clearArrays()
312  {
314  coinFactorizationA_->clearArrays();
315  else if (coinFactorizationB_)
316  coinFactorizationB_->clearArrays();
317  }
319  inline int numberRows() const
320  {
322  return coinFactorizationA_->numberRows();
323  else
324  return coinFactorizationB_->numberRows();
325  }
327  inline int denseThreshold() const
328  {
330  return coinFactorizationA_->denseThreshold();
331  else
332  return 0;
333  }
335  inline void setDenseThreshold(int value)
336  {
338  coinFactorizationA_->setDenseThreshold(value);
339  }
341  inline double pivotTolerance() const
342  {
344  return coinFactorizationA_->pivotTolerance();
345  else if (coinFactorizationB_)
346  return coinFactorizationB_->pivotTolerance();
347  return 1.0e-8;
348  }
350  inline void pivotTolerance(double value)
351  {
353  coinFactorizationA_->pivotTolerance(value);
354  else if (coinFactorizationB_)
355  coinFactorizationB_->pivotTolerance(value);
356  }
358  inline void relaxAccuracyCheck(double value)
359  {
361  coinFactorizationA_->relaxAccuracyCheck(value);
362  }
368  inline int persistenceFlag() const
369  {
371  return coinFactorizationA_->persistenceFlag();
372  else
373  return 0;
374  }
375  inline void setPersistenceFlag(int value)
376  {
378  coinFactorizationA_->setPersistenceFlag(value);
379  }
381  inline void almostDestructor()
382  {
384  coinFactorizationA_->almostDestructor();
385  else if (coinFactorizationB_)
386  coinFactorizationB_->clearArrays();
387  }
389  inline double adjustedAreaFactor() const
390  {
392  return coinFactorizationA_->adjustedAreaFactor();
393  else
394  return 0.0;
395  }
396  inline void setBiasLU(int value)
397  {
399  coinFactorizationA_->setBiasLU(value);
400  }
402  inline void setForrestTomlin(bool value)
403  {
405  coinFactorizationA_->setForrestTomlin(value);
406  }
408  inline void setDefaultValues()
409  {
410  if (coinFactorizationA_) {
411  // row activities have negative sign
412 #ifndef COIN_FAST_CODE
413  coinFactorizationA_->slackValue(-1.0);
414 #endif
415  coinFactorizationA_->zeroTolerance(1.0e-13);
416  }
417  }
419  void forceOtherFactorization(int which);
421  inline int goOslThreshold() const
422  {
423  return goOslThreshold_;
424  }
426  inline void setGoOslThreshold(int value)
427  {
428  goOslThreshold_ = value;
429  }
431  inline int goDenseThreshold() const
432  {
433  return goDenseThreshold_;
434  }
436  inline void setGoDenseThreshold(int value)
437  {
438  goDenseThreshold_ = value;
439  }
441  inline int goSmallThreshold() const
442  {
443  return goSmallThreshold_;
444  }
446  inline void setGoSmallThreshold(int value)
447  {
448  goSmallThreshold_ = value;
449  }
453  void setFactorization(ClpFactorization &factorization);
455  inline int isDenseOrSmall() const
456  {
457  return coinFactorizationB_ ? 1 : 0;
458  }
460  inline CoinFactorization *coinFactorization() const
461  {
462  return coinFactorizationA_;
463  }
464 #else
465  inline bool timeToRefactorize() const
466  {
467  return (pivots() * 3 > maximumPivots() * 2 && numberElementsR() * 3 > (numberElementsL() + numberElementsU()) * 2 + 1000 && !numberDense());
468  }
470  inline void setDefaultValues()
471  {
472  // row activities have negative sign
473 #ifndef COIN_FAST_CODE
474  slackValue(-1.0);
475 #endif
476  zeroTolerance(1.0e-13);
477  }
479  inline void goDense() {}
480 #endif
482 
486  void goSparse();
488  void cleanUp();
490  bool needToReorder() const;
492  inline void doStatistics(bool trueFalse) const
493  {
494  doStatistics_ = trueFalse;
495  }
496 #ifndef SLIM_CLP
498  inline bool networkBasis() const
499  {
500  return (networkBasis_ != NULL);
501  }
502 #else
504  inline bool networkBasis() const
505  {
506  return false;
507  }
508 #endif
510  void getWeights(int *weights) const;
512 
514 private:
518 #ifndef SLIM_CLP
520 #endif
521 #ifdef CLP_MULTIPLE_FACTORIZATIONS
523  CoinFactorization *coinFactorizationA_;
525  CoinOtherFactorization *coinFactorizationB_;
526 #ifdef CLP_REUSE_ETAS
528  ClpSimplex *model_;
529 #endif
531  int forceB_;
538 #endif
539 #ifdef CLP_FACTORIZATION_NEW_TIMING
541  mutable double shortestAverage_;
542  mutable double totalInR_;
543  mutable double totalInIncreasingU_;
544  mutable int endLengthU_;
545  mutable int lastNumberPivots_;
547 #endif
549  mutable bool doStatistics_;
551 };
552 
553 #endif
554 
555 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
556 */
#define CLP_MULTIPLE_FACTORIZATIONS
This just implements CoinFactorization when an ClpMatrixBase object is passed.
int numberElements() const
Total number of elements in factorization.
int numberDense() const
Returns number of dense rows.
void doStatistics(bool trueFalse) const
To switch statistics on or off.
int updateTwoColumnsFT(CoinIndexedVector *regionSparse1, CoinIndexedVector *regionSparse2, CoinIndexedVector *regionSparse3, bool noPermuteRegion3=false)
Updates one column (FTRAN) from region2 Tries to do FT update number returned is negative if no room.
void pivotTolerance(double value)
Set pivot tolerance.
void goSparse()
makes a row copy of L for speed and to allow very sparse problems
void saferTolerances(double zeroTolerance, double pivotTolerance)
Set tolerances to safer of existing and given.
CoinFactorization * coinFactorization() const
Return coinFactorizationA_.
int factorize(ClpSimplex *model, int solveType, bool valuesPass)
When part of LP - given by basic variables.
bool networkBasis() const
Says if a network basis.
void setDenseThreshold(int value)
Sets dense threshold.
double pivotTolerance() const
Pivot tolerance.
double shortestAverage_
For guessing when to re-factorize.
double zeroTolerance() const
Zero tolerance.
int status() const
Returns status.
void updateTwoColumnsTranspose(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2, CoinIndexedVector *regionSparse3) const
Updates two columns (BTRAN) from regionSparse2 and 3 regionSparse starts as zero and is zero at end N...
int forceB_
If nonzero force use of 1,dense 2,small 3,osl.
ClpNetworkBasis * networkBasis_
Pointer to network basis.
bool needToReorder() const
Says whether to redo pivot order.
int sparseThreshold() const
get sparse threshold
ClpFactorization(const CoinFactorization &)
The copy constructor from an CoinFactorization.
void setPersistenceFlag(int value)
void sparseThreshold(int value)
Set sparse threshold.
int denseThreshold() const
Gets dense threshold.
double adjustedAreaFactor() const
Returns areaFactor but adjusted for dense.
CoinOtherFactorization * coinFactorizationB_
Pointer to CoinOtherFactorization.
CoinBigIndex numberElementsR() const
Returns number in R area.
CoinFactorization * coinFactorizationA_
Pointer to CoinFactorization.
void zeroTolerance(double value)
Set zero tolerance.
int updateColumnForDebug(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2, bool noPermute=false) const
For debug (no statistics update)
int goOslThreshold() const
Get switch to osl if number rows <= this.
void getWeights(int *weights) const
Fills weighted row list.
void setGoDenseThreshold(int value)
Set switch to dense if number rows <= this.
int replaceColumn(const ClpSimplex *model, CoinIndexedVector *regionSparse, CoinIndexedVector *tableauColumn, int pivotRow, double pivotCheck, bool checkBeforeModifying=false, double acceptablePivot=1.0e-8)
Replaces one Column to basis, returns 0=OK, 1=Probably OK, 2=singular, 3=no room If checkBeforeModify...
~ClpFactorization()
Destructor.
bool doStatistics_
To switch statistics on or off.
void messageLevel(int value)
Set level of detail of messages.
int updateColumnFT(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2)
Updates one column (FTRAN) from region2 Tries to do FT update number returned is negative if no room ...
int pivots() const
Returns number of pivots since factorization.
ClpFactorization(const ClpFactorization &, int denseIfSmaller=0)
The copy constructor.
bool timeToRefactorize() const
int messageLevel() const
Level of detail of messages.
CoinBigIndex numberElementsU() const
Returns number in U area.
void almostDestructor()
Delete all stuff (leaves as after CoinFactorization())
void relaxAccuracyCheck(double value)
Allows change of pivot accuracy check 1.0 == none >1.0 relaxed.
void setBiasLU(int value)
int isDenseOrSmall() const
Return 1 if dense code.
int goDenseThreshold_
Switch to dense if number rows <= this.
CoinBigIndex numberElementsL() const
Returns number in L area.
int * permute() const
Returns address of permute region.
int updateColumnTranspose(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2) const
Updates one column (BTRAN) from region2 region1 starts as zero and is zero at end.
void setGoSmallThreshold(int value)
Set switch to small if number rows <= this.
void setGoOslThreshold(int value)
Set switch to osl if number rows <= this.
void areaFactor(double value)
Set whether larger areas needed.
int maximumPivots() const
Maximum number of pivots between factorizations.
int persistenceFlag() const
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 bu...
void setFactorization(ClpFactorization &factorization)
Sets factorization.
int goSmallThreshold() const
Get switch to small if number rows <= this.
int goOslThreshold_
Switch to osl if number rows <= this.
int goDenseThreshold() const
Get switch to dense if number rows <= this.
void maximumPivots(int value)
Set maximum number of pivots between factorizations.
void clearArrays()
Get rid of all memory.
void goDenseOrSmall(int numberRows)
Go over to dense or small code if small enough.
int numberRows() const
Number of Rows after factorization.
ClpFactorization & operator=(const ClpFactorization &)
int * pivotColumn() const
Returns address of pivotColumn region (also used for permuting)
ClpFactorization(const CoinOtherFactorization &)
The copy constructor from an CoinOtherFactorization.
void setDefaultValues()
Sets default values.
void setStatus(int value)
Sets status.
void cleanUp()
Cleans up i.e. gets rid of network basis.
void forceOtherFactorization(int which)
If nonzero force use of 1,dense 2,small 3,osl.
double areaFactor() const
Whether larger areas needed.
void setForrestTomlin(bool value)
true if Forrest Tomlin update, false if PFI
int updateColumn(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2, bool noPermute=false) const
Updates one column (FTRAN) from region2 region1 starts as zero and is zero at end.
ClpFactorization()
Default constructor.
int goSmallThreshold_
Switch to small if number rows <= this.
Abstract base class for Clp Matrices.
This deals with Factorization and Updates for network structures.
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:106