/build/buildd/clp-1.12.0/Clp/src/ClpSimplex.hpp
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00001 /* $Id: ClpSimplex.hpp 1551 2010-05-24 23:34:44Z mjs $ */
00002 // Copyright (C) 2002, International Business Machines
00003 // Corporation and others.  All Rights Reserved.
00004 
00005 /*
00006    Authors
00007 
00008    John Forrest
00009 
00010  */
00011 #ifndef ClpSimplex_H
00012 #define ClpSimplex_H
00013 
00014 #include <iostream>
00015 #include <cfloat>
00016 #include "ClpModel.hpp"
00017 #include "ClpMatrixBase.hpp"
00018 #include "ClpSolve.hpp"
00019 class ClpDualRowPivot;
00020 class ClpPrimalColumnPivot;
00021 class ClpFactorization;
00022 class CoinIndexedVector;
00023 class ClpNonLinearCost;
00024 class ClpNodeStuff;
00025 class CoinStructuredModel;
00026 class OsiClpSolverInterface;
00027 class CoinWarmStartBasis;
00028 class ClpDisasterHandler;
00029 class ClpConstraint;
00030 
00049 class ClpSimplex : public ClpModel {
00050      friend void ClpSimplexUnitTest(const std::string & mpsDir);
00051 
00052 public:
00057      enum Status {
00058           isFree = 0x00,
00059           basic = 0x01,
00060           atUpperBound = 0x02,
00061           atLowerBound = 0x03,
00062           superBasic = 0x04,
00063           isFixed = 0x05
00064      };
00065      // For Dual
00066      enum FakeBound {
00067           noFake = 0x00,
00068           lowerFake = 0x01,
00069           upperFake = 0x02,
00070           bothFake = 0x03
00071      };
00072 
00075 
00076      ClpSimplex (bool emptyMessages = false  );
00077 
00082      ClpSimplex(const ClpSimplex & rhs, int scalingMode = -1);
00087      ClpSimplex(const ClpModel & rhs, int scalingMode = -1);
00094      ClpSimplex (const ClpModel * wholeModel,
00095                  int numberRows, const int * whichRows,
00096                  int numberColumns, const int * whichColumns,
00097                  bool dropNames = true, bool dropIntegers = true,
00098                  bool fixOthers = false);
00105      ClpSimplex (const ClpSimplex * wholeModel,
00106                  int numberRows, const int * whichRows,
00107                  int numberColumns, const int * whichColumns,
00108                  bool dropNames = true, bool dropIntegers = true,
00109                  bool fixOthers = false);
00113      ClpSimplex (ClpSimplex * wholeModel,
00114                  int numberColumns, const int * whichColumns);
00117      void originalModel(ClpSimplex * miniModel);
00123      void setPersistenceFlag(int value);
00125      void makeBaseModel();
00127      void deleteBaseModel();
00129      inline ClpSimplex *  baseModel() const {
00130           return baseModel_;
00131      }
00135      void setToBaseModel(ClpSimplex * model = NULL);
00137      ClpSimplex & operator=(const ClpSimplex & rhs);
00139      ~ClpSimplex (  );
00140      // Ones below are just ClpModel with some changes
00152      void loadProblem (  const ClpMatrixBase& matrix,
00153                          const double* collb, const double* colub,
00154                          const double* obj,
00155                          const double* rowlb, const double* rowub,
00156                          const double * rowObjective = NULL);
00157      void loadProblem (  const CoinPackedMatrix& matrix,
00158                          const double* collb, const double* colub,
00159                          const double* obj,
00160                          const double* rowlb, const double* rowub,
00161                          const double * rowObjective = NULL);
00162 
00165      void loadProblem (  const int numcols, const int numrows,
00166                          const CoinBigIndex* start, const int* index,
00167                          const double* value,
00168                          const double* collb, const double* colub,
00169                          const double* obj,
00170                          const double* rowlb, const double* rowub,
00171                          const double * rowObjective = NULL);
00173      void loadProblem (  const int numcols, const int numrows,
00174                          const CoinBigIndex* start, const int* index,
00175                          const double* value, const int * length,
00176                          const double* collb, const double* colub,
00177                          const double* obj,
00178                          const double* rowlb, const double* rowub,
00179                          const double * rowObjective = NULL);
00184      int loadProblem (  CoinModel & modelObject, bool keepSolution = false);
00186      int readMps(const char *filename,
00187                  bool keepNames = false,
00188                  bool ignoreErrors = false);
00190      int readGMPL(const char *filename, const char * dataName,
00191                   bool keepNames = false);
00194      int readLp(const char *filename, const double epsilon = 1e-5);
00199      void borrowModel(ClpModel & otherModel);
00200      void borrowModel(ClpSimplex & otherModel);
00202      void passInEventHandler(const ClpEventHandler * eventHandler);
00204      void getbackSolution(const ClpSimplex & smallModel, const int * whichRow, const int * whichColumn);
00213      int loadNonLinear(void * info, int & numberConstraints,
00214                        ClpConstraint ** & constraints);
00216 
00222      int initialSolve(ClpSolve & options);
00224      int initialSolve();
00226      int initialDualSolve();
00228      int initialPrimalSolve();
00230      int initialBarrierSolve();
00232      int initialBarrierNoCrossSolve();
00243      int dual(int ifValuesPass = 0, int startFinishOptions = 0);
00244      // If using Debug
00245      int dualDebug(int ifValuesPass = 0, int startFinishOptions = 0);
00256      int primal(int ifValuesPass = 0, int startFinishOptions = 0);
00262      int nonlinearSLP(int numberPasses, double deltaTolerance);
00268      int nonlinearSLP(int numberConstraints, ClpConstraint ** constraints,
00269                       int numberPasses, double deltaTolerance);
00272      int barrier(bool crossover = true);
00275      int reducedGradient(int phase = 0);
00277      int solve(CoinStructuredModel * model);
00284      int loadProblem (  CoinStructuredModel & modelObject,
00285                         bool originalOrder = true, bool keepSolution = false);
00300      int cleanup(int cleanupScaling);
00321      int dualRanging(int numberCheck, const int * which,
00322                      double * costIncrease, int * sequenceIncrease,
00323                      double * costDecrease, int * sequenceDecrease,
00324                      double * valueIncrease = NULL, double * valueDecrease = NULL);
00339      int primalRanging(int numberCheck, const int * which,
00340                        double * valueIncrease, int * sequenceIncrease,
00341                        double * valueDecrease, int * sequenceDecrease);
00356      int writeBasis(const char *filename,
00357                     bool writeValues = false,
00358                     int formatType = 0) const;
00361      int readBasis(const char *filename);
00363      CoinWarmStartBasis * getBasis() const;
00365      void setFactorization( ClpFactorization & factorization);
00366      // Swaps factorization
00367      ClpFactorization * swapFactorization( ClpFactorization * factorization);
00369      void copyFactorization( ClpFactorization & factorization);
00379      int tightenPrimalBounds(double factor = 0.0, int doTight = 0, bool tightIntegers = false);
00396      int crash(double gap, int pivot);
00398      void setDualRowPivotAlgorithm(ClpDualRowPivot & choice);
00400      void setPrimalColumnPivotAlgorithm(ClpPrimalColumnPivot & choice);
00409      int strongBranching(int numberVariables, const int * variables,
00410                          double * newLower, double * newUpper,
00411                          double ** outputSolution,
00412                          int * outputStatus, int * outputIterations,
00413                          bool stopOnFirstInfeasible = true,
00414                          bool alwaysFinish = false,
00415                          int startFinishOptions = 0);
00417      int fathom(void * stuff);
00423      int fathomMany(void * stuff);
00425      double doubleCheck();
00427      int startFastDual2(ClpNodeStuff * stuff);
00429      int fastDual2(ClpNodeStuff * stuff);
00431      void stopFastDual2(ClpNodeStuff * stuff);
00438      ClpSimplex * fastCrunch(ClpNodeStuff * stuff, int mode);
00440 
00448      int pivot();
00449 
00455      int primalPivotResult();
00456 
00463      int dualPivotResult();
00464 
00476      int startup(int ifValuesPass, int startFinishOptions = 0);
00477      void finish(int startFinishOptions = 0);
00478 
00480      bool statusOfProblem(bool initial = false);
00482      void defaultFactorizationFrequency();
00484 
00487 
00488      inline bool primalFeasible() const {
00489           return (numberPrimalInfeasibilities_ == 0);
00490      }
00492      inline bool dualFeasible() const {
00493           return (numberDualInfeasibilities_ == 0);
00494      }
00496      inline ClpFactorization * factorization() const {
00497           return factorization_;
00498      }
00500      bool sparseFactorization() const;
00501      void setSparseFactorization(bool value);
00503      int factorizationFrequency() const;
00504      void setFactorizationFrequency(int value);
00506      inline double dualBound() const {
00507           return dualBound_;
00508      }
00509      void setDualBound(double value);
00511      inline double infeasibilityCost() const {
00512           return infeasibilityCost_;
00513      }
00514      void setInfeasibilityCost(double value);
00531      inline int perturbation() const {
00532           return perturbation_;
00533      }
00534      void setPerturbation(int value);
00536      inline int algorithm() const {
00537           return algorithm_;
00538      }
00540      inline void setAlgorithm(int value) {
00541           algorithm_ = value;
00542      }
00544      bool isObjectiveLimitTestValid() const ;
00546      inline double sumDualInfeasibilities() const {
00547           return sumDualInfeasibilities_;
00548      }
00549      inline void setSumDualInfeasibilities(double value) {
00550           sumDualInfeasibilities_ = value;
00551      }
00553      inline double sumOfRelaxedDualInfeasibilities() const {
00554           return sumOfRelaxedDualInfeasibilities_;
00555      }
00556      inline void setSumOfRelaxedDualInfeasibilities(double value) {
00557           sumOfRelaxedDualInfeasibilities_ = value;
00558      }
00560      inline int numberDualInfeasibilities() const {
00561           return numberDualInfeasibilities_;
00562      }
00563      inline void setNumberDualInfeasibilities(int value) {
00564           numberDualInfeasibilities_ = value;
00565      }
00567      inline int numberDualInfeasibilitiesWithoutFree() const {
00568           return numberDualInfeasibilitiesWithoutFree_;
00569      }
00571      inline double sumPrimalInfeasibilities() const {
00572           return sumPrimalInfeasibilities_;
00573      }
00574      inline void setSumPrimalInfeasibilities(double value) {
00575           sumPrimalInfeasibilities_ = value;
00576      }
00578      inline double sumOfRelaxedPrimalInfeasibilities() const {
00579           return sumOfRelaxedPrimalInfeasibilities_;
00580      }
00581      inline void setSumOfRelaxedPrimalInfeasibilities(double value) {
00582           sumOfRelaxedPrimalInfeasibilities_ = value;
00583      }
00585      inline int numberPrimalInfeasibilities() const {
00586           return numberPrimalInfeasibilities_;
00587      }
00588      inline void setNumberPrimalInfeasibilities(int value) {
00589           numberPrimalInfeasibilities_ = value;
00590      }
00597      int saveModel(const char * fileName);
00600      int restoreModel(const char * fileName);
00601 
00609      void checkSolution(int setToBounds = 0);
00612      void checkSolutionInternal();
00614      inline CoinIndexedVector * rowArray(int index) const {
00615           return rowArray_[index];
00616      }
00618      inline CoinIndexedVector * columnArray(int index) const {
00619           return columnArray_[index];
00620      }
00622 
00623      /******************** End of most useful part **************/
00629      int getSolution (  const double * rowActivities,
00630                         const double * columnActivities);
00634      int getSolution ();
00641      int createPiecewiseLinearCosts(const int * starts,
00642                                     const double * lower, const double * gradient);
00644      inline ClpDualRowPivot * dualRowPivot() const {
00645           return dualRowPivot_;
00646      }
00648      inline ClpPrimalColumnPivot * primalColumnPivot() const {
00649           return primalColumnPivot_;
00650      }
00652      inline bool goodAccuracy() const {
00653           return (largestPrimalError_ < 1.0e-7 && largestDualError_ < 1.0e-7);
00654      }
00656      void returnModel(ClpSimplex & otherModel);
00664      int internalFactorize(int solveType);
00666      ClpDataSave saveData() ;
00668      void restoreData(ClpDataSave saved);
00670      void cleanStatus();
00672      int factorize();
00675      void computeDuals(double * givenDjs);
00677      void computePrimals (  const double * rowActivities,
00678                             const double * columnActivities);
00680      void add(double * array,
00681               int column, double multiplier) const;
00687      void unpack(CoinIndexedVector * rowArray) const ;
00693      void unpack(CoinIndexedVector * rowArray, int sequence) const;
00700      void unpackPacked(CoinIndexedVector * rowArray) ;
00707      void unpackPacked(CoinIndexedVector * rowArray, int sequence);
00708 protected:
00713      int housekeeping(double objectiveChange);
00716      void checkPrimalSolution(const double * rowActivities = NULL,
00717                               const double * columnActivies = NULL);
00720      void checkDualSolution();
00722      void checkBothSolutions();
00727      double scaleObjective(double value);
00729      int solveDW(CoinStructuredModel * model);
00731      int solveBenders(CoinStructuredModel * model);
00732 public:
00743      void setValuesPassAction(double incomingInfeasibility,
00744                               double allowedInfeasibility);
00746 
00748 public:
00750      inline double alphaAccuracy() const {
00751           return alphaAccuracy_;
00752      }
00753      inline void setAlphaAccuracy(double value) {
00754           alphaAccuracy_ = value;
00755      }
00756 public:
00758      //inline double objectiveValue() const {
00759      //return (objectiveValue_-bestPossibleImprovement_)*optimizationDirection_ - dblParam_[ClpObjOffset];
00760      //}
00762      inline void setDisasterHandler(ClpDisasterHandler * handler) {
00763           disasterArea_ = handler;
00764      }
00766      inline ClpDisasterHandler * disasterHandler() const {
00767           return disasterArea_;
00768      }
00770      inline double largeValue() const {
00771           return largeValue_;
00772      }
00773      void setLargeValue( double value) ;
00775      inline double largestPrimalError() const {
00776           return largestPrimalError_;
00777      }
00779      inline double largestDualError() const {
00780           return largestDualError_;
00781      }
00783      inline void setLargestPrimalError(double value) {
00784           largestPrimalError_ = value;
00785      }
00787      inline void setLargestDualError(double value) {
00788           largestDualError_ = value;
00789      }
00791      inline double zeroTolerance() const {
00792           return zeroTolerance_;/*factorization_->zeroTolerance();*/
00793      }
00795      inline void setZeroTolerance( double value) {
00796           zeroTolerance_ = value;
00797      }
00799      inline int * pivotVariable() const {
00800           return pivotVariable_;
00801      }
00803      inline bool automaticScaling() const {
00804           return automaticScale_ != 0;
00805      }
00806      inline void setAutomaticScaling(bool onOff) {
00807           automaticScale_ = onOff ? 1 : 0;
00808      }
00810      inline double currentDualTolerance() const {
00811           return dualTolerance_;
00812      }
00813      inline void setCurrentDualTolerance(double value) {
00814           dualTolerance_ = value;
00815      }
00817      inline double currentPrimalTolerance() const {
00818           return primalTolerance_;
00819      }
00820      inline void setCurrentPrimalTolerance(double value) {
00821           primalTolerance_ = value;
00822      }
00824      inline int numberRefinements() const {
00825           return numberRefinements_;
00826      }
00827      void setNumberRefinements( int value) ;
00829      inline double alpha() const {
00830           return alpha_;
00831      }
00832      inline void setAlpha(double value) {
00833           alpha_ = value;
00834      }
00836      inline double dualIn() const {
00837           return dualIn_;
00838      }
00840      inline int pivotRow() const {
00841           return pivotRow_;
00842      }
00843      inline void setPivotRow(int value) {
00844           pivotRow_ = value;
00845      }
00847      double valueIncomingDual() const;
00849 
00850 protected:
00856      int gutsOfSolution ( double * givenDuals,
00857                           const double * givenPrimals,
00858                           bool valuesPass = false);
00860      void gutsOfDelete(int type);
00862      void gutsOfCopy(const ClpSimplex & rhs);
00874      bool createRim(int what, bool makeRowCopy = false, int startFinishOptions = 0);
00876      void createRim1(bool initial);
00878      void createRim4(bool initial);
00880      void createRim5(bool initial);
00885      void deleteRim(int getRidOfFactorizationData = 2);
00887      bool sanityCheck();
00889 public:
00894      inline double * solutionRegion(int section) const {
00895           if (!section) return rowActivityWork_;
00896           else return columnActivityWork_;
00897      }
00898      inline double * djRegion(int section) const {
00899           if (!section) return rowReducedCost_;
00900           else return reducedCostWork_;
00901      }
00902      inline double * lowerRegion(int section) const {
00903           if (!section) return rowLowerWork_;
00904           else return columnLowerWork_;
00905      }
00906      inline double * upperRegion(int section) const {
00907           if (!section) return rowUpperWork_;
00908           else return columnUpperWork_;
00909      }
00910      inline double * costRegion(int section) const {
00911           if (!section) return rowObjectiveWork_;
00912           else return objectiveWork_;
00913      }
00915      inline double * solutionRegion() const {
00916           return solution_;
00917      }
00918      inline double * djRegion() const {
00919           return dj_;
00920      }
00921      inline double * lowerRegion() const {
00922           return lower_;
00923      }
00924      inline double * upperRegion() const {
00925           return upper_;
00926      }
00927      inline double * costRegion() const {
00928           return cost_;
00929      }
00930      inline Status getStatus(int sequence) const {
00931           return static_cast<Status> (status_[sequence] & 7);
00932      }
00933      inline void setStatus(int sequence, Status newstatus) {
00934           unsigned char & st_byte = status_[sequence];
00935           st_byte = static_cast<unsigned char>(st_byte & ~7);
00936           st_byte = static_cast<unsigned char>(st_byte | newstatus);
00937      }
00939      bool startPermanentArrays();
00944      void setInitialDenseFactorization(bool onOff);
00945      bool  initialDenseFactorization() const;
00947      inline int sequenceIn() const {
00948           return sequenceIn_;
00949      }
00950      inline int sequenceOut() const {
00951           return sequenceOut_;
00952      }
00954      inline void  setSequenceIn(int sequence) {
00955           sequenceIn_ = sequence;
00956      }
00957      inline void  setSequenceOut(int sequence) {
00958           sequenceOut_ = sequence;
00959      }
00961      inline int directionIn() const {
00962           return directionIn_;
00963      }
00964      inline int directionOut() const {
00965           return directionOut_;
00966      }
00968      inline void  setDirectionIn(int direction) {
00969           directionIn_ = direction;
00970      }
00971      inline void  setDirectionOut(int direction) {
00972           directionOut_ = direction;
00973      }
00975      inline double valueOut() const {
00976           return valueOut_;
00977      }
00979      inline void setValueOut(double value) {
00980           valueOut_ = value;
00981      }
00983      inline void setLowerOut(double value) {
00984           lowerOut_ = value;
00985      }
00987      inline void setUpperOut(double value) {
00988           upperOut_ = value;
00989      }
00991      inline void setTheta(double value) {
00992           theta_ = value;
00993      }
00995      inline int isColumn(int sequence) const {
00996           return sequence < numberColumns_ ? 1 : 0;
00997      }
00999      inline int sequenceWithin(int sequence) const {
01000           return sequence < numberColumns_ ? sequence : sequence - numberColumns_;
01001      }
01003      inline double solution(int sequence) {
01004           return solution_[sequence];
01005      }
01007      inline double & solutionAddress(int sequence) {
01008           return solution_[sequence];
01009      }
01010      inline double reducedCost(int sequence) {
01011           return dj_[sequence];
01012      }
01013      inline double & reducedCostAddress(int sequence) {
01014           return dj_[sequence];
01015      }
01016      inline double lower(int sequence) {
01017           return lower_[sequence];
01018      }
01020      inline double & lowerAddress(int sequence) {
01021           return lower_[sequence];
01022      }
01023      inline double upper(int sequence) {
01024           return upper_[sequence];
01025      }
01027      inline double & upperAddress(int sequence) {
01028           return upper_[sequence];
01029      }
01030      inline double cost(int sequence) {
01031           return cost_[sequence];
01032      }
01034      inline double & costAddress(int sequence) {
01035           return cost_[sequence];
01036      }
01038      inline double originalLower(int iSequence) const {
01039           if (iSequence < numberColumns_) return columnLower_[iSequence];
01040           else
01041                return rowLower_[iSequence-numberColumns_];
01042      }
01044      inline double originalUpper(int iSequence) const {
01045           if (iSequence < numberColumns_) return columnUpper_[iSequence];
01046           else
01047                return rowUpper_[iSequence-numberColumns_];
01048      }
01050      inline double theta() const {
01051           return theta_;
01052      }
01055      inline double bestPossibleImprovement() const {
01056           return bestPossibleImprovement_;
01057      }
01059      inline ClpNonLinearCost * nonLinearCost() const {
01060           return nonLinearCost_;
01061      }
01074      inline int moreSpecialOptions() const {
01075           return moreSpecialOptions_;
01076      }
01089      inline void setMoreSpecialOptions(int value) {
01090           moreSpecialOptions_ = value;
01091      }
01093 
01095      inline void setFakeBound(int sequence, FakeBound fakeBound) {
01096           unsigned char & st_byte = status_[sequence];
01097           st_byte = static_cast<unsigned char>(st_byte & ~24);
01098           st_byte = static_cast<unsigned char>(st_byte | (fakeBound << 3));
01099      }
01100      inline FakeBound getFakeBound(int sequence) const {
01101           return static_cast<FakeBound> ((status_[sequence] >> 3) & 3);
01102      }
01103      inline void setRowStatus(int sequence, Status newstatus) {
01104           unsigned char & st_byte = status_[sequence+numberColumns_];
01105           st_byte = static_cast<unsigned char>(st_byte & ~7);
01106           st_byte = static_cast<unsigned char>(st_byte | newstatus);
01107      }
01108      inline Status getRowStatus(int sequence) const {
01109           return static_cast<Status> (status_[sequence+numberColumns_] & 7);
01110      }
01111      inline void setColumnStatus(int sequence, Status newstatus) {
01112           unsigned char & st_byte = status_[sequence];
01113           st_byte = static_cast<unsigned char>(st_byte & ~7);
01114           st_byte = static_cast<unsigned char>(st_byte | newstatus);
01115      }
01116      inline Status getColumnStatus(int sequence) const {
01117           return static_cast<Status> (status_[sequence] & 7);
01118      }
01119      inline void setPivoted( int sequence) {
01120           status_[sequence] = static_cast<unsigned char>(status_[sequence] | 32);
01121      }
01122      inline void clearPivoted( int sequence) {
01123           status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~32);
01124      }
01125      inline bool pivoted(int sequence) const {
01126           return (((status_[sequence] >> 5) & 1) != 0);
01127      }
01129      void setFlagged( int sequence);
01130      inline void clearFlagged( int sequence) {
01131           status_[sequence] = static_cast<unsigned char>(status_[sequence] & ~64);
01132      }
01133      inline bool flagged(int sequence) const {
01134           return ((status_[sequence] & 64) != 0);
01135      }
01137      inline void setActive( int iRow) {
01138           status_[iRow] = static_cast<unsigned char>(status_[iRow] | 128);
01139      }
01140      inline void clearActive( int iRow) {
01141           status_[iRow] = static_cast<unsigned char>(status_[iRow] & ~128);
01142      }
01143      inline bool active(int iRow) const {
01144           return ((status_[iRow] & 128) != 0);
01145      }
01148      void createStatus() ;
01151      void allSlackBasis(bool resetSolution = false);
01152 
01154      inline int lastBadIteration() const {
01155           return lastBadIteration_;
01156      }
01158      inline int progressFlag() const {
01159           return (progressFlag_ & 3);
01160      }
01162      inline void forceFactorization(int value) {
01163           forceFactorization_ = value;
01164      }
01166      inline double rawObjectiveValue() const {
01167           return objectiveValue_;
01168      }
01170      void computeObjectiveValue(bool useWorkingSolution = false);
01172      double computeInternalObjectiveValue();
01176      inline int numberExtraRows() const {
01177           return numberExtraRows_;
01178      }
01181      inline int maximumBasic() const {
01182           return maximumBasic_;
01183      }
01185      inline int baseIteration() const {
01186           return baseIteration_;
01187      }
01189      void generateCpp( FILE * fp, bool defaultFactor = false);
01191      ClpFactorization * getEmptyFactorization();
01193      void setEmptyFactorization();
01195      void moveInfo(const ClpSimplex & rhs, bool justStatus = false);
01197 
01199      // These are only to be used using startFinishOptions (ClpSimplexDual, ClpSimplexPrimal)
01200      // *** At present only without scaling
01201      // *** Slacks havve -1.0 element (so == row activity) - take care
01203      void getBInvARow(int row, double* z, double * slack = NULL);
01204 
01206      void getBInvRow(int row, double* z);
01207 
01209      void getBInvACol(int col, double* vec);
01210 
01212      void getBInvCol(int col, double* vec);
01213 
01218      void getBasics(int* index);
01219 
01221      //-------------------------------------------------------------------------
01225      void setObjectiveCoefficient( int elementIndex, double elementValue );
01227      inline void setObjCoeff( int elementIndex, double elementValue ) {
01228           setObjectiveCoefficient( elementIndex, elementValue);
01229      }
01230 
01233      void setColumnLower( int elementIndex, double elementValue );
01234 
01237      void setColumnUpper( int elementIndex, double elementValue );
01238 
01240      void setColumnBounds( int elementIndex,
01241                            double lower, double upper );
01242 
01251      void setColumnSetBounds(const int* indexFirst,
01252                              const int* indexLast,
01253                              const double* boundList);
01254 
01257      inline void setColLower( int elementIndex, double elementValue ) {
01258           setColumnLower(elementIndex, elementValue);
01259      }
01262      inline void setColUpper( int elementIndex, double elementValue ) {
01263           setColumnUpper(elementIndex, elementValue);
01264      }
01265 
01267      inline void setColBounds( int elementIndex,
01268                                double newlower, double newupper ) {
01269           setColumnBounds(elementIndex, newlower, newupper);
01270      }
01271 
01278      inline void setColSetBounds(const int* indexFirst,
01279                                  const int* indexLast,
01280                                  const double* boundList) {
01281           setColumnSetBounds(indexFirst, indexLast, boundList);
01282      }
01283 
01286      void setRowLower( int elementIndex, double elementValue );
01287 
01290      void setRowUpper( int elementIndex, double elementValue ) ;
01291 
01293      void setRowBounds( int elementIndex,
01294                         double lower, double upper ) ;
01295 
01302      void setRowSetBounds(const int* indexFirst,
01303                           const int* indexLast,
01304                           const double* boundList);
01306      void resize (int newNumberRows, int newNumberColumns);
01307 
01309 
01311 protected:
01312 
01321      double bestPossibleImprovement_;
01323      double zeroTolerance_;
01325      int columnPrimalSequence_;
01327      int rowPrimalSequence_;
01329      double bestObjectiveValue_;
01331      int moreSpecialOptions_;
01333      int baseIteration_;
01335      double primalToleranceToGetOptimal_;
01337      double largeValue_;
01339      double largestPrimalError_;
01341      double largestDualError_;
01343      double alphaAccuracy_;
01345      double dualBound_;
01347      double alpha_;
01349      double theta_;
01351      double lowerIn_;
01353      double valueIn_;
01355      double upperIn_;
01357      double dualIn_;
01359      double lowerOut_;
01361      double valueOut_;
01363      double upperOut_;
01365      double dualOut_;
01367      double dualTolerance_;
01369      double primalTolerance_;
01371      double sumDualInfeasibilities_;
01373      double sumPrimalInfeasibilities_;
01375      double infeasibilityCost_;
01377      double sumOfRelaxedDualInfeasibilities_;
01379      double sumOfRelaxedPrimalInfeasibilities_;
01381      double acceptablePivot_;
01383      double * lower_;
01385      double * rowLowerWork_;
01387      double * columnLowerWork_;
01389      double * upper_;
01391      double * rowUpperWork_;
01393      double * columnUpperWork_;
01395      double * cost_;
01397      double * rowObjectiveWork_;
01399      double * objectiveWork_;
01401      CoinIndexedVector * rowArray_[6];
01403      CoinIndexedVector * columnArray_[6];
01405      int sequenceIn_;
01407      int directionIn_;
01409      int sequenceOut_;
01411      int directionOut_;
01413      int pivotRow_;
01415      int lastGoodIteration_;
01417      double * dj_;
01419      double * rowReducedCost_;
01421      double * reducedCostWork_;
01423      double * solution_;
01425      double * rowActivityWork_;
01427      double * columnActivityWork_;
01429      int numberDualInfeasibilities_;
01431      int numberDualInfeasibilitiesWithoutFree_;
01433      int numberPrimalInfeasibilities_;
01435      int numberRefinements_;
01437      ClpDualRowPivot * dualRowPivot_;
01439      ClpPrimalColumnPivot * primalColumnPivot_;
01441      int * pivotVariable_;
01443      ClpFactorization * factorization_;
01445      double * savedSolution_;
01447      int numberTimesOptimal_;
01449      ClpDisasterHandler * disasterArea_;
01451      int changeMade_;
01453      int algorithm_;
01456      int forceFactorization_;
01464      int perturbation_;
01466      unsigned char * saveStatus_;
01471      ClpNonLinearCost * nonLinearCost_;
01473      int lastBadIteration_;
01475      int lastFlaggedIteration_;
01477      int numberFake_;
01479      int numberChanged_;
01481      int progressFlag_;
01483      int firstFree_;
01487      int numberExtraRows_;
01490      int maximumBasic_;
01492      int dontFactorizePivots_;
01502      double incomingInfeasibility_;
01503      double allowedInfeasibility_;
01505      int automaticScale_;
01507      int maximumPerturbationSize_;
01509      double * perturbationArray_;
01511      ClpSimplex * baseModel_;
01513      ClpSimplexProgress progress_;
01514 public:
01516      mutable int spareIntArray_[4];
01518      mutable double spareDoubleArray_[4];
01519 protected:
01521      friend class OsiClpSolverInterface;
01523 };
01524 //#############################################################################
01533 void
01534 ClpSimplexUnitTest(const std::string & mpsDir);
01535 
01536 // For Devex stuff
01537 #define DEVEX_TRY_NORM 1.0e-4
01538 #define DEVEX_ADD_ONE 1.0
01539 #endif