Clp  1.17.6
ClpFactorization.hpp
Go to the documentation of this file.
1 /* $Id$ */
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
72 
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
97  void replaceColumn1(CoinIndexedVector *regionSparse, int pivotRow);
100  int replaceColumn2(CoinIndexedVector *regionSparse,
101  int pivotRow,
102  double pivotCheck);
103 #endif
104 
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
146 
148  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  }
227  void saferTolerances(double zeroTolerance, double pivotTolerance);
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
267  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
296  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  }
451  void goDenseOrSmall(int numberRows);
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
481 
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
497  inline bool networkBasis() const
499  {
500  return (networkBasis_ != NULL);
501  }
502 #else
503  inline bool networkBasis() const
505  {
506  return false;
507  }
508 #endif
509  void getWeights(int *weights) const;
512 
514 private:
517 #ifndef SLIM_CLP
520 #endif
521 #ifdef CLP_MULTIPLE_FACTORIZATIONS
522  CoinFactorization *coinFactorizationA_;
525  CoinOtherFactorization *coinFactorizationB_;
526 #ifdef CLP_REUSE_ETAS
527  ClpSimplex *model_;
529 #endif
530  int forceB_;
538 #endif
539 #ifdef CLP_FACTORIZATION_NEW_TIMING
540  mutable double shortestAverage_;
542  mutable double totalInR_;
543  mutable double totalInIncreasingU_;
544  mutable int endLengthU_;
545  mutable int lastNumberPivots_;
547 #endif
548  mutable bool doStatistics_;
551 };
552 
553 #endif
554 
555 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
556 */
int goOslThreshold_
Switch to osl if number rows <= this.
void setGoOslThreshold(int value)
Set switch to osl if number rows <= this.
int goDenseThreshold() const
Get switch to dense if number rows <= this.
void setGoSmallThreshold(int value)
Set switch to small if number rows <= this.
void sparseThreshold(int value)
Set sparse threshold.
int isDenseOrSmall() const
Return 1 if dense code.
Abstract base class for Clp Matrices.
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...
int pivots() const
Returns number of pivots since factorization.
void setStatus(int value)
Sets status.
void getWeights(int *weights) const
Fills weighted row list.
double shortestAverage_
For guessing when to re-factorize.
int factorize(ClpSimplex *model, int solveType, bool valuesPass)
When part of LP - given by basic variables.
void setDenseThreshold(int value)
Sets dense threshold.
CoinBigIndex numberElementsR() const
Returns number in R area.
void almostDestructor()
Delete all stuff (leaves as after CoinFactorization())
void forceOtherFactorization(int which)
If nonzero force use of 1,dense 2,small 3,osl.
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.
void setFactorization(ClpFactorization &factorization)
Sets factorization.
ClpNetworkBasis * networkBasis_
Pointer to network basis.
void saferTolerances(double zeroTolerance, double pivotTolerance)
Set tolerances to safer of existing and given.
int goOslThreshold() const
Get switch to osl if number rows <= this.
void setGoDenseThreshold(int value)
Set switch to dense if number rows <= this.
void setDefaultValues()
Sets default values.
This deals with Factorization and Updates for network structures.
This just implements CoinFactorization when an ClpMatrixBase object is passed.
void setBiasLU(int value)
int goSmallThreshold() const
Get switch to small if number rows <= this.
void setPersistenceFlag(int value)
#define CLP_MULTIPLE_FACTORIZATIONS
int numberRows() const
Number of Rows after factorization.
double areaFactor() const
Whether larger areas needed.
bool doStatistics_
To switch statistics on or off.
CoinBigIndex numberElementsL() const
Returns number in L area.
void maximumPivots(int value)
Set maximum number of pivots between factorizations.
~ClpFactorization()
Destructor.
bool networkBasis() const
Says if a network basis.
void cleanUp()
Cleans up i.e. gets rid of network basis.
int numberDense() const
Returns number of dense rows.
This solves LPs using the simplex method.
Definition: ClpSimplex.hpp:106
void goDenseOrSmall(int numberRows)
Go over to dense or small code if small enough.
void clearArrays()
Get rid of all memory.
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...
bool needToReorder() const
Says whether to redo pivot order.
CoinFactorization * coinFactorizationA_
Pointer to CoinFactorization.
ClpFactorization()
Default constructor.
CoinBigIndex numberElementsU() const
Returns number in U area.
void zeroTolerance(double value)
Set zero tolerance.
int updateColumnTranspose(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2) const
Updates one column (BTRAN) from region2 region1 starts as zero and is zero at end.
void doStatistics(bool trueFalse) const
To switch statistics on or off.
ClpFactorization & operator=(const ClpFactorization &)
void goSparse()
makes a row copy of L for speed and to allow very sparse problems
int sparseThreshold() const
get sparse threshold
int updateColumnForDebug(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2, bool noPermute=false) const
For debug (no statistics update)
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...
int goSmallThreshold_
Switch to small if number rows <= this.
CoinFactorization * coinFactorization() const
Return coinFactorizationA_.
int * pivotColumn() const
Returns address of pivotColumn region (also used for permuting)
int goDenseThreshold_
Switch to dense if number rows <= this.
double adjustedAreaFactor() const
Returns areaFactor but adjusted for dense.
void messageLevel(int value)
Set level of detail of messages.
int denseThreshold() const
Gets dense threshold.
int maximumPivots() const
Maximum number of pivots between factorizations.
int * permute() const
Returns address of permute region.
bool timeToRefactorize() const
int status() const
Returns status.
int updateColumnFT(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2)
Updates one column (FTRAN) from region2 Tries to do FT update number returned is negative if no room ...
double zeroTolerance() const
Zero tolerance.
int messageLevel() const
Level of detail of messages.
double pivotTolerance() const
Pivot tolerance.
void pivotTolerance(double value)
Set pivot tolerance.
void setForrestTomlin(bool value)
true if Forrest Tomlin update, false if PFI
int numberElements() const
Total number of elements in factorization.
int forceB_
If nonzero force use of 1,dense 2,small 3,osl.
void areaFactor(double value)
Set whether larger areas needed.
CoinOtherFactorization * coinFactorizationB_
Pointer to CoinOtherFactorization.
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 relaxAccuracyCheck(double value)
Allows change of pivot accuracy check 1.0 == none >1.0 relaxed.