ClpPredictorCorrector Class Reference

This solves LPs using the predictor-corrector method due to Mehrotra. More...

#include <ClpPredictorCorrector.hpp>

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List of all members.

Public Member Functions

Description of algorithm
int solve ()
 Primal Dual Predictor Corrector algorithm.
Functions used in algorithm
CoinWorkDouble findStepLength (int phase)
 findStepLength.
CoinWorkDouble findDirectionVector (const int phase)
 findDirectionVector.
int createSolution ()
 createSolution. Creates solution from scratch (- code if no memory)
CoinWorkDouble complementarityGap (int &numberComplementarityPairs, int &numberComplementarityItems, const int phase)
 complementarityGap. Computes gap
void setupForSolve (const int phase)
 setupForSolve.
void solveSystem (CoinWorkDouble *region1, CoinWorkDouble *region2, const CoinWorkDouble *region1In, const CoinWorkDouble *region2In, const CoinWorkDouble *saveRegion1, const CoinWorkDouble *saveRegion2, bool gentleRefine)
 Does solve.
bool checkGoodMove (const bool doCorrector, CoinWorkDouble &bestNextGap, bool allowIncreasingGap)
 sees if looks plausible change in complementarity
bool checkGoodMove2 (CoinWorkDouble move, CoinWorkDouble &bestNextGap, bool allowIncreasingGap)
 : checks for one step size
int updateSolution (CoinWorkDouble nextGap)
 updateSolution. Updates solution at end of iteration
CoinWorkDouble affineProduct ()
 Save info on products of affine deltaT*deltaW and deltaS*deltaZ.
void debugMove (int phase, CoinWorkDouble primalStep, CoinWorkDouble dualStep)
 See exactly what would happen given current deltas.

Detailed Description

This solves LPs using the predictor-corrector method due to Mehrotra.

It also uses multiple centrality corrections as in Gondzio.

See; S. Mehrotra, "On the implementation of a primal-dual interior point method", SIAM Journal on optimization, 2 (1992) J. Gondzio, "Multiple centraility corrections in a primal-dual method for linear programming", Computational Optimization and Applications",6 (1996)

It is rather basic as Interior point is not my speciality

It inherits from ClpInterior. It has no data of its own and is never created - only cast from a ClpInterior object at algorithm time.

It can also solve QPs

Definition at line 37 of file ClpPredictorCorrector.hpp.


Member Function Documentation

Primal Dual Predictor Corrector algorithm.

Method

Big TODO

CoinWorkDouble ClpPredictorCorrector::findStepLength ( int  phase)

findStepLength.

CoinWorkDouble ClpPredictorCorrector::findDirectionVector ( const int  phase)

findDirectionVector.

createSolution. Creates solution from scratch (- code if no memory)

CoinWorkDouble ClpPredictorCorrector::complementarityGap ( int &  numberComplementarityPairs,
int &  numberComplementarityItems,
const int  phase 
)

complementarityGap. Computes gap

void ClpPredictorCorrector::setupForSolve ( const int  phase)

setupForSolve.

void ClpPredictorCorrector::solveSystem ( CoinWorkDouble *  region1,
CoinWorkDouble *  region2,
const CoinWorkDouble *  region1In,
const CoinWorkDouble *  region2In,
const CoinWorkDouble *  saveRegion1,
const CoinWorkDouble *  saveRegion2,
bool  gentleRefine 
)

Does solve.

region1 is for deltaX (columns+rows), region2 for deltaPi (rows)

bool ClpPredictorCorrector::checkGoodMove ( const bool  doCorrector,
CoinWorkDouble &  bestNextGap,
bool  allowIncreasingGap 
)

sees if looks plausible change in complementarity

bool ClpPredictorCorrector::checkGoodMove2 ( CoinWorkDouble  move,
CoinWorkDouble &  bestNextGap,
bool  allowIncreasingGap 
)

: checks for one step size

int ClpPredictorCorrector::updateSolution ( CoinWorkDouble  nextGap)

updateSolution. Updates solution at end of iteration

Save info on products of affine deltaT*deltaW and deltaS*deltaZ.

void ClpPredictorCorrector::debugMove ( int  phase,
CoinWorkDouble  primalStep,
CoinWorkDouble  dualStep 
)

See exactly what would happen given current deltas.


The documentation for this class was generated from the following file: