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693 |
jeremybenn |
template T CoinMax(register const T x1, register const T x2);
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template T CoinMin(register const T x1, register const T x2);
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class CoinIndexedVector;
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class ClpModel {
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protected:
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double objectiveScale_;
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double rhsScale_;
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int numberRows_;
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int numberColumns_;
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double * rowActivity_;
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double * columnActivity_;
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double * dual_;
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double * reducedCost_;
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double* rowLower_;
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double* rowUpper_;
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double * rowObjective_;
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double * columnLower_;
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double * columnUpper_;
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double * rowScale_;
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double * columnScale_;
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double * inverseRowScale_;
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double * inverseColumnScale_;
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int problemStatus_;
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int secondaryStatus_;
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};
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class ClpSimplex : public ClpModel {
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void deleteRim(int getRidOfFactorizationData=2);
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double upperOut_;
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double dualTolerance_;
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double primalTolerance_;
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double * rowLowerWork_;
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double * columnLowerWork_;
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double * rowUpperWork_;
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double * columnUpperWork_;
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double * rowObjectiveWork_;
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CoinIndexedVector * columnArray_[6];
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double * reducedCostWork_;
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double * rowActivityWork_;
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double * columnActivityWork_;
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ClpSimplex * auxiliaryModel_;
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};
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class CoinIndexedVector {
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public:
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void clear();
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};
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void ClpSimplex::deleteRim(int getRidOfFactorizationData)
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{
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int numberRows=numberRows_;
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int numberColumns=numberColumns_;
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int i;
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int numberPrimalScaled=0;
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int numberPrimalUnscaled=0;
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int numberDualScaled=0;
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int numberDualUnscaled=0;
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double scaleC = 1.0/objectiveScale_;
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double scaleR = 1.0/rhsScale_;
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if (!inverseColumnScale_) {
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for (i=0; i
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{
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double scaleFactor = columnScale_[i];
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double valueScaled = columnActivityWork_[i];
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double lowerScaled = columnLowerWork_[i];
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double upperScaled = columnUpperWork_[i];
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if (lowerScaled>-1.0e20||upperScaled<1.0e20) {
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if (valueScaledupperScaled+primalTolerance_)
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numberPrimalScaled++;
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else
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upperOut_ = CoinMax(upperOut_,CoinMin(valueScaled-lowerScaled,upperScaled-valueScaled));
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}
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columnActivity_[i] = valueScaled*scaleFactor*scaleR;
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double value = columnActivity_[i];
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if (value
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numberPrimalUnscaled++;
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else if (value>columnUpper_[i]+primalTolerance_)
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numberPrimalUnscaled++;
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double valueScaledDual = reducedCostWork_[i];
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if (valueScaled>columnLowerWork_[i]+primalTolerance_&&valueScaledDual>dualTolerance_)
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numberDualScaled++;
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if (valueScaled
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numberDualScaled++;
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reducedCost_[i] = (valueScaledDual*scaleC)/scaleFactor;
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double valueDual = reducedCost_[i];
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if (value>columnLower_[i]+primalTolerance_&&valueDual>dualTolerance_)
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numberDualUnscaled++;
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if (value
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numberDualUnscaled++;
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}
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for (i=0; i
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{
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double scaleFactor = rowScale_[i];
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double valueScaled = rowActivityWork_[i];
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double lowerScaled = rowLowerWork_[i];
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double upperScaled = rowUpperWork_[i];
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if (lowerScaled>-1.0e20||upperScaled<1.0e20) { if (valueScaledupperScaled+primalTolerance_) numberPrimalScaled++; else upperOut_ = CoinMax(upperOut_,CoinMin(valueScaled-lowerScaled,upperScaled-valueScaled)); }
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rowActivity_[i] = (valueScaled*scaleR)/scaleFactor;
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double value = rowActivity_[i];
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if (value
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else if (value>rowUpper_[i]+primalTolerance_) numberPrimalUnscaled++;
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double valueScaledDual = dual_[i]+rowObjectiveWork_[i];
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;
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if (valueScaled>rowLowerWork_[i]+primalTolerance_&&valueScaledDual>dualTolerance_) numberDualScaled++;
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if (valueScaled
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dual_[i] *= scaleFactor*scaleC;
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double valueDual = dual_[i];
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if (rowObjective_) valueDual += rowObjective_[i];
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if (value>rowLower_[i]+primalTolerance_&&valueDual>dualTolerance_) numberDualUnscaled++;
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if (value
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}
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}
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const double * inverseScale = inverseColumnScale_;
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for (i=0; i
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{
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double scaleFactor = columnScale_[i];
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double valueScaled = columnActivityWork_[i];
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double lowerScaled = columnLowerWork_[i];
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double upperScaled = columnUpperWork_[i];
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if (lowerScaled>-1.0e20||upperScaled<1.0e20) { if (valueScaledupperScaled+primalTolerance_) numberPrimalScaled++; else upperOut_ = CoinMax(upperOut_,CoinMin(valueScaled-lowerScaled,upperScaled-valueScaled)); }
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columnActivity_[i] = valueScaled*scaleFactor*scaleR;
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double value = columnActivity_[i];
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if (value
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else if (value>columnUpper_[i]+primalTolerance_) numberPrimalUnscaled++;
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double valueScaledDual = reducedCostWork_[i];
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if (valueScaled>columnLowerWork_[i]+primalTolerance_&&valueScaledDual>dualTolerance_) numberDualScaled++;
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if (valueScaled
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reducedCost_[i] = (valueScaledDual*scaleC)*inverseScale[i];
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double valueDual = reducedCost_[i];
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if (value>columnLower_[i]+primalTolerance_&&valueDual>dualTolerance_) numberDualUnscaled++;
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if (value
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}
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inverseScale = inverseRowScale_;
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for (i=0; i
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{
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double scaleFactor = rowScale_[i];
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double valueScaled = rowActivityWork_[i];
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double lowerScaled = rowLowerWork_[i];
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double upperScaled = rowUpperWork_[i];
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if (lowerScaled>-1.0e20||upperScaled<1.0e20) { if (valueScaledupperScaled+primalTolerance_) numberPrimalScaled++; else upperOut_ = CoinMax(upperOut_,CoinMin(valueScaled-lowerScaled,upperScaled-valueScaled)); }
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rowActivity_[i] = (valueScaled*scaleR)*inverseScale[i];
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double value = rowActivity_[i];
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if (value
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else if (value>rowUpper_[i]+primalTolerance_) numberPrimalUnscaled++;
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double valueScaledDual = dual_[i]+rowObjectiveWork_[i];
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;
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if (valueScaled>rowLowerWork_[i]+primalTolerance_&&valueScaledDual>dualTolerance_) numberDualScaled++;
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if (valueScaled
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dual_[i] *= scaleFactor*scaleC;
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double valueDual = dual_[i];
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if (rowObjective_) valueDual += rowObjective_[i];
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if (value>rowLower_[i]+primalTolerance_&&valueDual>dualTolerance_) numberDualUnscaled++;
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if (value
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}
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if (numberPrimalUnscaled) {
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if (numberDualUnscaled)
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secondaryStatus_=4;
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else
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secondaryStatus_=2;
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}
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if (numberDualUnscaled)
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secondaryStatus_=3;
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int iRow,iColumn;
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for (iRow=0; iRow<4; iRow++)
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;
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for (iColumn=0; iColumn<2; iColumn++)
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if (columnArray_[iColumn])
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columnArray_[iColumn]->clear();
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}
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