Primal Column Pivot Steepest Edge Algorithm Class. More...

#include <AbcPrimalColumnSteepest.hpp>

Inheritance diagram for AbcPrimalColumnSteepest:

Collaboration diagram for AbcPrimalColumnSteepest:

Public Types
enum	Persistence { normal = 0x00, keep = 0x01 }
	enums for persistence More...
Public Member Functions
Algorithmic methods
virtual int	pivotColumn (CoinPartitionedVector updates, CoinPartitionedVector spareRow2, CoinPartitionedVector *spareColumn1)
	Returns pivot column, -1 if none.
void	justDjs (CoinIndexedVector updates, CoinIndexedVector spareColumn1)
	Just update djs.
int	partialPricing (CoinIndexedVector *updates, int numberWanted, int numberLook)
	Update djs doing partial pricing (dantzig)
void	djsAndDevex (CoinIndexedVector updates, CoinIndexedVector spareRow2, CoinIndexedVector *spareColumn1)
	Update djs, weights for Devex using djs.
void	djsAndDevex2 (CoinIndexedVector updates, CoinIndexedVector spareColumn1)
	Update djs, weights for Devex using pivot row.
void	justDevex (CoinIndexedVector updates, CoinIndexedVector spareColumn1)
	Update weights for Devex.
int	doSteepestWork (CoinPartitionedVector updates, CoinPartitionedVector spareRow2, CoinPartitionedVector *spareColumn1, int type)
	Does steepest work type - 0 - just djs 1 - just steepest 2 - both using scaleFactor 3 - both using extra array.
virtual void	updateWeights (CoinIndexedVector *input)
	Updates weights - part 1 - also checks accuracy.
void	checkAccuracy (int sequence, double relativeTolerance, CoinIndexedVector *rowArray1)
	Checks accuracy - just for debug.
void	initializeWeights ()
	Initialize weights.
virtual void	saveWeights (AbcSimplex *model, int mode)
	Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization)
virtual void	unrollWeights ()
	Gets rid of last update.
virtual void	clearArrays ()
	Gets rid of all arrays.
virtual bool	looksOptimal () const
	Returns true if would not find any column.
virtual void	maximumPivotsChanged ()
	Called when maximum pivots changes.
gets and sets
int	mode () const
	Mode.
Constructors and destructors
	AbcPrimalColumnSteepest (int mode=3)
	Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.
	AbcPrimalColumnSteepest (const AbcPrimalColumnSteepest &rhs)
	Copy constructor.
AbcPrimalColumnSteepest &	operator= (const AbcPrimalColumnSteepest &rhs)
	Assignment operator.
virtual	~AbcPrimalColumnSteepest ()
	Destructor.
virtual AbcPrimalColumnPivot *	clone (bool copyData=true) const
	Clone.
Private functions to deal with devex
bool	reference (int i) const
	reference would be faster using AbcSimplex's status_, but I prefer to keep modularity.
void	setReference (int i, bool trueFalse)
void	setPersistence (Persistence life)
	Set/ get persistence.
Persistence	persistence () const

Detailed Description

Primal Column Pivot Steepest Edge Algorithm Class.

See Forrest-Goldfarb paper for algorithm

Definition at line 23 of file AbcPrimalColumnSteepest.hpp.

Member Enumeration Documentation

enum AbcPrimalColumnSteepest::Persistence

enums for persistence

Enumerator:

normal
keep

Definition at line 108 of file AbcPrimalColumnSteepest.hpp.

Constructor & Destructor Documentation

AbcPrimalColumnSteepest::AbcPrimalColumnSteepest ( int mode = 3 )

Default Constructor 0 is exact devex, 1 full steepest, 2 is partial exact devex 3 switches between 0 and 2 depending on factorization 4 starts as partial dantzig/devex but then may switch between 0 and 2.

By partial exact devex is meant that the weights are updated as normal but only part of the nonbasic variables are scanned. This can be faster on very easy problems.

AbcPrimalColumnSteepest::AbcPrimalColumnSteepest ( const AbcPrimalColumnSteepest & rhs )

Copy constructor.

virtual AbcPrimalColumnSteepest::~AbcPrimalColumnSteepest ( ) [virtual]

Destructor.

Member Function Documentation

virtual int AbcPrimalColumnSteepest::pivotColumn	(	CoinPartitionedVector *	updates,
		CoinPartitionedVector *	spareRow2,
		CoinPartitionedVector *	spareColumn1
	)		`[virtual]`

Returns pivot column, -1 if none.

The Packed CoinIndexedVector updates has cost updates - for normal LP that is just +-weight where a feasibility changed. It also has reduced cost from last iteration in pivot row Parts of operation split out into separate functions for profiling and speed

Implements AbcPrimalColumnPivot.

void AbcPrimalColumnSteepest::justDjs	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareColumn1
	)

Just update djs.

int AbcPrimalColumnSteepest::partialPricing	(	CoinIndexedVector *	updates,
		int	numberWanted,
		int	numberLook
	)

Update djs doing partial pricing (dantzig)

void AbcPrimalColumnSteepest::djsAndDevex	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareRow2,
		CoinIndexedVector *	spareColumn1
	)

Update djs, weights for Devex using djs.

void AbcPrimalColumnSteepest::djsAndDevex2	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareColumn1
	)

Update djs, weights for Devex using pivot row.

void AbcPrimalColumnSteepest::justDevex	(	CoinIndexedVector *	updates,
		CoinIndexedVector *	spareColumn1
	)

Update weights for Devex.

int AbcPrimalColumnSteepest::doSteepestWork	(	CoinPartitionedVector *	updates,
		CoinPartitionedVector *	spareRow2,
		CoinPartitionedVector *	spareColumn1,
		int	type
	)

Does steepest work type - 0 - just djs 1 - just steepest 2 - both using scaleFactor 3 - both using extra array.

virtual void AbcPrimalColumnSteepest::updateWeights ( CoinIndexedVector * input ) [virtual]

Updates weights - part 1 - also checks accuracy.

Reimplemented from AbcPrimalColumnPivot.

void AbcPrimalColumnSteepest::checkAccuracy	(	int	sequence,
		double	relativeTolerance,
		CoinIndexedVector *	rowArray1
	)

Checks accuracy - just for debug.

void AbcPrimalColumnSteepest::initializeWeights ( )

Initialize weights.

virtual void AbcPrimalColumnSteepest::saveWeights	(	AbcSimplex *	model,
		int	mode
	)		`[virtual]`

Save weights - this may initialize weights as well mode is - 1) before factorization 2) after factorization 3) just redo infeasibilities 4) restore weights 5) at end of values pass (so need initialization)

Implements AbcPrimalColumnPivot.

virtual void AbcPrimalColumnSteepest::unrollWeights ( ) [virtual]

Gets rid of last update.

virtual void AbcPrimalColumnSteepest::clearArrays ( ) [virtual]

Gets rid of all arrays.

Reimplemented from AbcPrimalColumnPivot.

virtual bool AbcPrimalColumnSteepest::looksOptimal ( ) const [virtual]

Returns true if would not find any column.

Reimplemented from AbcPrimalColumnPivot.

virtual void AbcPrimalColumnSteepest::maximumPivotsChanged ( ) [virtual]

Called when maximum pivots changes.

Reimplemented from AbcPrimalColumnPivot.