blob: 436220ba8a7917c08eaa40287ca274e7e534e171 (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
|
template <class T> T CoinMax(register const T x1, register const T x2);
template <class T> T CoinMin(register const T x1, register const T x2);
class CoinIndexedVector;
class ClpModel {
protected:
double objectiveScale_;
double rhsScale_;
int numberRows_;
int numberColumns_;
double * rowActivity_;
double * columnActivity_;
double * dual_;
double * reducedCost_;
double* rowLower_;
double* rowUpper_;
double * rowObjective_;
double * columnLower_;
double * columnUpper_;
double * rowScale_;
double * columnScale_;
double * inverseRowScale_;
double * inverseColumnScale_;
int problemStatus_;
int secondaryStatus_;
};
class ClpSimplex : public ClpModel {
void deleteRim(int getRidOfFactorizationData=2);
double upperOut_;
double dualTolerance_;
double primalTolerance_;
double * rowLowerWork_;
double * columnLowerWork_;
double * rowUpperWork_;
double * columnUpperWork_;
double * rowObjectiveWork_;
CoinIndexedVector * columnArray_[6];
double * reducedCostWork_;
double * rowActivityWork_;
double * columnActivityWork_;
ClpSimplex * auxiliaryModel_;
};
class CoinIndexedVector {
public:
void clear();
};
void ClpSimplex::deleteRim(int getRidOfFactorizationData)
{
int numberRows=numberRows_;
int numberColumns=numberColumns_;
int i;
int numberPrimalScaled=0;
int numberPrimalUnscaled=0;
int numberDualScaled=0;
int numberDualUnscaled=0;
double scaleC = 1.0/objectiveScale_;
double scaleR = 1.0/rhsScale_;
if (!inverseColumnScale_) {
for (i=0; i<numberColumns; i++)
{
double scaleFactor = columnScale_[i];
double valueScaled = columnActivityWork_[i];
double lowerScaled = columnLowerWork_[i];
double upperScaled = columnUpperWork_[i];
if (lowerScaled>-1.0e20||upperScaled<1.0e20) {
if (valueScaled<lowerScaled-primalTolerance_|| valueScaled>upperScaled+primalTolerance_)
numberPrimalScaled++;
else
upperOut_ = CoinMax(upperOut_,CoinMin(valueScaled-lowerScaled,upperScaled-valueScaled));
}
columnActivity_[i] = valueScaled*scaleFactor*scaleR;
double value = columnActivity_[i];
if (value<columnLower_[i]-primalTolerance_)
numberPrimalUnscaled++;
else if (value>columnUpper_[i]+primalTolerance_)
numberPrimalUnscaled++;
double valueScaledDual = reducedCostWork_[i];
if (valueScaled>columnLowerWork_[i]+primalTolerance_&&valueScaledDual>dualTolerance_)
numberDualScaled++;
if (valueScaled<columnUpperWork_[i]-primalTolerance_&&valueScaledDual<-dualTolerance_)
numberDualScaled++;
reducedCost_[i] = (valueScaledDual*scaleC)/scaleFactor;
double valueDual = reducedCost_[i];
if (value>columnLower_[i]+primalTolerance_&&valueDual>dualTolerance_)
numberDualUnscaled++;
if (value<columnUpper_[i]-primalTolerance_&&valueDual<-dualTolerance_)
numberDualUnscaled++;
}
for (i=0; i<numberRows; i++)
{
double scaleFactor = rowScale_[i];
double valueScaled = rowActivityWork_[i];
double lowerScaled = rowLowerWork_[i];
double upperScaled = rowUpperWork_[i];
if (lowerScaled>-1.0e20||upperScaled<1.0e20) { if (valueScaled<lowerScaled-primalTolerance_|| valueScaled>upperScaled+primalTolerance_) numberPrimalScaled++; else upperOut_ = CoinMax(upperOut_,CoinMin(valueScaled-lowerScaled,upperScaled-valueScaled)); }
rowActivity_[i] = (valueScaled*scaleR)/scaleFactor;
double value = rowActivity_[i];
if (value<rowLower_[i]-primalTolerance_) numberPrimalUnscaled++;
else if (value>rowUpper_[i]+primalTolerance_) numberPrimalUnscaled++;
double valueScaledDual = dual_[i]+rowObjectiveWork_[i];
;
if (valueScaled>rowLowerWork_[i]+primalTolerance_&&valueScaledDual>dualTolerance_) numberDualScaled++;
if (valueScaled<rowUpperWork_[i]-primalTolerance_&&valueScaledDual<-dualTolerance_) numberDualScaled++;
dual_[i] *= scaleFactor*scaleC;
double valueDual = dual_[i];
if (rowObjective_) valueDual += rowObjective_[i];
if (value>rowLower_[i]+primalTolerance_&&valueDual>dualTolerance_) numberDualUnscaled++;
if (value<rowUpper_[i]-primalTolerance_&&valueDual<-dualTolerance_) numberDualUnscaled++;
}
}
const double * inverseScale = inverseColumnScale_;
for (i=0; i<numberColumns; i++)
{
double scaleFactor = columnScale_[i];
double valueScaled = columnActivityWork_[i];
double lowerScaled = columnLowerWork_[i];
double upperScaled = columnUpperWork_[i];
if (lowerScaled>-1.0e20||upperScaled<1.0e20) { if (valueScaled<lowerScaled-primalTolerance_|| valueScaled>upperScaled+primalTolerance_) numberPrimalScaled++; else upperOut_ = CoinMax(upperOut_,CoinMin(valueScaled-lowerScaled,upperScaled-valueScaled)); }
columnActivity_[i] = valueScaled*scaleFactor*scaleR;
double value = columnActivity_[i];
if (value<columnLower_[i]-primalTolerance_) numberPrimalUnscaled++;
else if (value>columnUpper_[i]+primalTolerance_) numberPrimalUnscaled++;
double valueScaledDual = reducedCostWork_[i];
if (valueScaled>columnLowerWork_[i]+primalTolerance_&&valueScaledDual>dualTolerance_) numberDualScaled++;
if (valueScaled<columnUpperWork_[i]-primalTolerance_&&valueScaledDual<-dualTolerance_) numberDualScaled++;
reducedCost_[i] = (valueScaledDual*scaleC)*inverseScale[i];
double valueDual = reducedCost_[i];
if (value>columnLower_[i]+primalTolerance_&&valueDual>dualTolerance_) numberDualUnscaled++;
if (value<columnUpper_[i]-primalTolerance_&&valueDual<-dualTolerance_) numberDualUnscaled++;
}
inverseScale = inverseRowScale_;
for (i=0; i<numberRows; i++)
{
double scaleFactor = rowScale_[i];
double valueScaled = rowActivityWork_[i];
double lowerScaled = rowLowerWork_[i];
double upperScaled = rowUpperWork_[i];
if (lowerScaled>-1.0e20||upperScaled<1.0e20) { if (valueScaled<lowerScaled-primalTolerance_|| valueScaled>upperScaled+primalTolerance_) numberPrimalScaled++; else upperOut_ = CoinMax(upperOut_,CoinMin(valueScaled-lowerScaled,upperScaled-valueScaled)); }
rowActivity_[i] = (valueScaled*scaleR)*inverseScale[i];
double value = rowActivity_[i];
if (value<rowLower_[i]-primalTolerance_) numberPrimalUnscaled++;
else if (value>rowUpper_[i]+primalTolerance_) numberPrimalUnscaled++;
double valueScaledDual = dual_[i]+rowObjectiveWork_[i];
;
if (valueScaled>rowLowerWork_[i]+primalTolerance_&&valueScaledDual>dualTolerance_) numberDualScaled++;
if (valueScaled<rowUpperWork_[i]-primalTolerance_&&valueScaledDual<-dualTolerance_) numberDualScaled++;
dual_[i] *= scaleFactor*scaleC;
double valueDual = dual_[i];
if (rowObjective_) valueDual += rowObjective_[i];
if (value>rowLower_[i]+primalTolerance_&&valueDual>dualTolerance_) numberDualUnscaled++;
if (value<rowUpper_[i]-primalTolerance_&&valueDual<-dualTolerance_) numberDualUnscaled++;
}
if (numberPrimalUnscaled) {
if (numberDualUnscaled)
secondaryStatus_=4;
else
secondaryStatus_=2;
}
if (numberDualUnscaled)
secondaryStatus_=3;
int iRow,iColumn;
for (iRow=0; iRow<4; iRow++)
;
for (iColumn=0; iColumn<2; iColumn++)
if (columnArray_[iColumn])
columnArray_[iColumn]->clear();
}
|
