LP interface for Clp.
Notes on this interface:
Currently, Clp (Version 1.10) supports two ways of adding rows/columns from arrays: One uses a length array that for each row/column specifies the number of nonzeros to be added. The second uses the beg
array that gives the starting index for each row/column. We use the latter variant. Since for LPI there should be no gaps in the corresponding arrays, i.e., every entry in val
and ind gives a nonzero entry, one can switch between the two formats. With the current Clp implementation both formats involve an overhead:
beg
variant, Clp gets the end of the array from the last position in beg
(i.e., the entry one after the last row/column) and we have to copy and extend beg
for this purpose. In the matrix implementation a length information is then again computed.length
variant, Clp computes the number of elements from this length variant and there exists no matrix implementation that uses the length information, i.e., it is recomputed again.Concluding: the implementation of Clp/CoinPackeMatrix could be improved. The functions affected by this are SCIPlpiLoadColLP(), SCIPlpiAddCols(), SCIPlpiAddRows()
Definition in file lpi_clp.cpp.
#include <ClpSimplex.hpp>
#include <ClpPrimalColumnSteepest.hpp>
#include <ClpDualRowSteepest.hpp>
#include <CoinIndexedVector.hpp>
#include <ClpConfig.h>
#include <config_clp.h>
#include <cassert>
#include <cstdlib>
#include <iostream>
#include <vector>
#include <string>
#include "lpi/lpi.h"
#include "scip/bitencode.h"
#include "scip/pub_message.h"
Go to the source code of this file.
Macros | |
#define | CLP_VERSION VERSION |
#define | SUMINFEASBOUND 1.0e-3 |
#define | COLS_PER_PACKET SCIP_DUALPACKETSIZE |
#define | ROWS_PER_PACKET SCIP_DUALPACKETSIZE |
Typedefs | |
typedef SCIP_DUALPACKET | COLPACKET |
typedef SCIP_DUALPACKET | ROWPACKET |
#define CLP_VERSION VERSION |
Definition at line 66 of file lpi_clp.cpp.
Referenced by SCIPlpiGetSolverName().
#define SUMINFEASBOUND 1.0e-3 |
Definition at line 90 of file lpi_clp.cpp.
Referenced by SCIPlpiGetSolFeasibility().
#define COLS_PER_PACKET SCIP_DUALPACKETSIZE |
Definition at line 115 of file lpi_clp.cpp.
Referenced by colpacketNum().
#define ROWS_PER_PACKET SCIP_DUALPACKETSIZE |
Definition at line 117 of file lpi_clp.cpp.
Referenced by rowpacketNum().
typedef SCIP_DUALPACKET COLPACKET |
Definitions for storing basis status (copied from lpi_spx.cpp)
Definition at line 114 of file lpi_clp.cpp.
typedef SCIP_DUALPACKET ROWPACKET |
Definition at line 116 of file lpi_clp.cpp.
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static |
resizes cstat array to have at least num entries
lpi | LP interface structure |
num | minimal number of entries in array |
Definition at line 137 of file lpi_clp.cpp.
References BMSreallocMemoryArray, SCIP_LPi::cstat, SCIP_LPi::cstatsize, MAX, SCIP_ALLOC, and SCIP_OKAY.
Referenced by SCIPlpiGetState(), and SCIPlpiSetState().
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resizes rstat array to have at least num entries
lpi | LP interface structure |
num | minimal number of entries in array |
Definition at line 159 of file lpi_clp.cpp.
References BMSreallocMemoryArray, MAX, SCIP_LPi::rstat, SCIP_LPi::rstatsize, SCIP_ALLOC, and SCIP_OKAY.
Referenced by SCIPlpiGetState(), and SCIPlpiSetState().
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returns the number of packets needed to store column packet information
ncols | number of columns to store |
Definition at line 188 of file lpi_clp.cpp.
References COLS_PER_PACKET.
Referenced by lpistateCreate(), and lpistateFree().
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static |
returns the number of packets needed to store row packet information
nrows | number of rows to store |
Definition at line 197 of file lpi_clp.cpp.
References ROWS_PER_PACKET.
Referenced by lpistateCreate(), and lpistateFree().
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static |
store row and column basis status in a packed LPi state object
lpistate | pointer to LPi state data |
cstat | basis status of columns in unpacked format |
rstat | basis status of rows in unpacked format |
Definition at line 206 of file lpi_clp.cpp.
References SCIP_LPiState::ncols, SCIP_LPiState::nrows, SCIP_LPiState::packcstat, SCIP_LPiState::packrstat, and SCIPencodeDualBit().
Referenced by SCIPlpiGetState().
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unpacks row and column basis status from a packed LPi state object
lpistate | pointer to LPi state data |
cstat | buffer for storing basis status of columns in unpacked format |
rstat | buffer for storing basis status of rows in unpacked format |
Definition at line 222 of file lpi_clp.cpp.
References SCIP_LPiState::ncols, SCIP_LPiState::nrows, SCIP_LPiState::packcstat, SCIP_LPiState::packrstat, and SCIPdecodeDualBit().
Referenced by SCIPlpiSetState().
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creates LPi state information object
lpistate | pointer to LPi state |
blkmem | block memory |
ncols | number of columns to store |
nrows | number of rows to store |
Definition at line 238 of file lpi_clp.cpp.
References BMSallocBlockMemory, BMSallocBlockMemoryArray, colpacketNum(), rowpacketNum(), SCIP_ALLOC, and SCIP_OKAY.
Referenced by SCIPlpiGetState().
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static |
frees LPi state information
lpistate | pointer to LPi state information (like basis information) |
blkmem | block memory |
Definition at line 259 of file lpi_clp.cpp.
References BMSfreeBlockMemory, BMSfreeBlockMemoryArray, colpacketNum(), and rowpacketNum().
Referenced by SCIPlpiFreeState().
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static |
marks the current LP to be unsolved
lpi | LP interface structure |
Definition at line 283 of file lpi_clp.cpp.
References FALSE, NULL, and SCIP_LPi::solved.
Referenced by SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgCoef(), SCIPlpiChgObj(), SCIPlpiChgObjsen(), SCIPlpiChgSides(), SCIPlpiClear(), SCIPlpiCreate(), SCIPlpiDelCols(), SCIPlpiDelColset(), SCIPlpiDelRows(), SCIPlpiDelRowset(), SCIPlpiLoadColLP(), SCIPlpiScaleCol(), SCIPlpiScaleRow(), SCIPlpiSetBase(), SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), and SCIPlpiSolvePrimal().
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set factorization frequency
lpi | LP interface structure |
Definition at line 293 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIP_LPi::setFactorizationFrequency.
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this methods sets parameters of Clp
Perturbation: 50 - switch on perturbation 100 - auto perturb if takes too long (1.0e-6 largest nonzero) 101 - we are perturbed 102 - don't try perturbing again
for Clp 1.8 stable: 50 seems to be 10% faster than 100
Special options description from ClpModell.hpp: 1 - Don't keep changing infeasibility weight 2 - Keep nonLinearCost round solves 4 - Force outgoing variables to exact bound (primal) 8 - Safe to use dense initial factorization 16 - Just use basic variables for operation if column generation 32 - Create ray even in BAB 64 - Treat problem as feasible until last minute (i.e. minimize infeasibilities) 128 - Switch off all matrix sanity checks 256 - No row copy 512 - If not in values pass, solution guaranteed, skip as much as possible 1024 - In branch and bound 2048 - Don't bother to re-factorize if < 20 iterations 4096 - Skip some optimality checks 8192 - Do Primal when cleaning up primal 16384 - In fast dual (so we can switch off things) 32768 - called from Osi 65536 - keep arrays around as much as possible (also use maximumR/C) 131072 - transposeTimes is -1.0 and can skip basic and fixed 262144 - extra copy of scaled matrix 524288 - Clp fast dual 1048576 - don't need to finish dual (can return 3) NOTE - many applications can call Clp but there may be some short cuts which are taken which are not guaranteed safe from all applications. Vetted applications will have a bit set and the code may test this At present I expect a few such applications - if too many I will have to re-think. It is up to application owner to change the code if she/he needs these short cuts. I will not debug unless in Coin repository. See COIN_CLP_VETTED comments. 0x01000000 is Cbc (and in branch and bound) 0x02000000 is in a different branch and bound
Comments: 2 - nonlinear costs are used in primal for infeasibility weight 4 - in anti-degeneracy operations can move variables just off a bound 8 - means dense nucleus in factorization - normally not safe in first factorization as singularity handling is not useful. Is switched on if going from dual to primal or vv. 16 - Used for "real" column generation 64 - Good idea, since in B&B most problems are feasible. 128 - Assumes user will not create tiny or duplicate elements. 256 - Normally Clp keeps a scaled row copy for speed. For very large problems you might want to turn it off. 512 - Means nonbasic variables should be at bounds and basis will be reasonable. 4096 - Skip some optimality checks 8192 - If the primal has a perturbed problem and needs to clean up, it normally uses dual - but in some cases can be better to use primal. 32768 - Just switches off some messages e.g. empty problem. 131072 - used internally 262144 - Normally Clp has unscaled column copy of matrix - this makes an extra scaled copy. 524288 - used internally 1048576 - only set by fastDual 0x02000000 - main point: does allow use of disaster handler
Cbc seems to use the following special options: lpi->clp->setSpecialOptions(64|128|1024|2048|4096|32768|262144|0x01000000); Sometimes 512+8192 and 8192 or 8 are used as well.
lpi | LP interface structure |
Definition at line 307 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_LPi::fastmip, and TRUE.
Referenced by SCIPlpiSetIntpar().
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this methods sets parameters of Clp
lpi | LP interface structure |
Definition at line 402 of file lpi_clp.cpp.
References SCIP_LPi::clp, FALSE, and SCIP_LPi::fastmip.
Referenced by SCIPlpiSetIntpar().
const char* SCIPlpiGetSolverName | ( | void | ) |
gets name and version of LP solver
Definition at line 432 of file lpi_clp.cpp.
References CLP_VERSION.
const char* SCIPlpiGetSolverDesc | ( | void | ) |
gets description of LP solver (developer, webpage, ...)
Definition at line 441 of file lpi_clp.cpp.
void* SCIPlpiGetSolverPointer | ( | SCIP_LPI * | lpi | ) |
gets pointer for LP solver - use only with great care
lpi | pointer to an LP interface structure |
Definition at line 449 of file lpi_clp.cpp.
References SCIP_LPi::clp.
SCIP_RETCODE SCIPlpiSetIntegralityInformation | ( | SCIP_LPI * | lpi, |
int | ncols, | ||
int * | intInfo | ||
) |
pass integrality information to LP solver
lpi | pointer to an LP interface structure |
ncols | length of integrality array |
intInfo | integrality array (0: continuous, 1: integer) |
Definition at line 457 of file lpi_clp.cpp.
References SCIP_LPERROR, and SCIPerrorMessage.
SCIP_RETCODE SCIPlpiCreate | ( | SCIP_LPI ** | lpi, |
SCIP_MESSAGEHDLR * | messagehdlr, | ||
const char * | name, | ||
SCIP_OBJSEN | objsen | ||
) |
creates an LP problem object
lpi | pointer to an LP interface structure |
messagehdlr | message handler to use for printing messages, or NULL |
name | problem name |
objsen | objective sense |
Definition at line 480 of file lpi_clp.cpp.
References BMSallocMemory, FALSE, invalidateSolution(), SCIP_ALLOC, SCIP_CALL, SCIP_LPPAR_PRICING, SCIP_OKAY, SCIP_PRICING_LPIDEFAULT, SCIPdebugMessage, and SCIPlpiSetIntpar().
SCIP_RETCODE SCIPlpiFree | ( | SCIP_LPI ** | lpi | ) |
deletes an LP problem object
lpi | pointer to an LP interface structure |
Definition at line 549 of file lpi_clp.cpp.
References BMSfreeMemory, BMSfreeMemoryArrayNull, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiLoadColLP | ( | SCIP_LPI * | lpi, |
SCIP_OBJSEN | objsen, | ||
int | ncols, | ||
const SCIP_Real * | obj, | ||
const SCIP_Real * | lb, | ||
const SCIP_Real * | ub, | ||
char ** | colnames, | ||
int | nrows, | ||
const SCIP_Real * | lhs, | ||
const SCIP_Real * | rhs, | ||
char ** | rownames, | ||
int | nnonz, | ||
const int * | beg, | ||
const int * | ind, | ||
const SCIP_Real * | val | ||
) |
copies LP data with column matrix into LP solver
lpi | LP interface structure |
objsen | objective sense |
ncols | number of columns |
obj | objective function values of columns |
lb | lower bounds of columns |
ub | upper bounds of columns |
colnames | column names, or 0 |
nrows | number of rows |
lhs | left hand sides of rows |
rhs | right hand sides of rows |
rownames | row names, or 0 |
nnonz | number of nonzero elements in the constraint matrix |
beg | start index of each column in ind- and val-array |
ind | row indices of constraint matrix entries |
val | values of constraint matrix entries |
Definition at line 583 of file lpi_clp.cpp.
References BMSallocMemoryArray, BMScopyMemoryArray, BMSfreeMemoryArray, SCIP_LPi::clp, invalidateSolution(), SCIP_LPi::ncols, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiAddCols | ( | SCIP_LPI * | lpi, |
int | ncols, | ||
const SCIP_Real * | obj, | ||
const SCIP_Real * | lb, | ||
const SCIP_Real * | ub, | ||
char ** | colnames, | ||
int | nnonz, | ||
const int * | beg, | ||
const int * | ind, | ||
const SCIP_Real * | val | ||
) |
adds columns to the LP
lpi | LP interface structure |
ncols | number of columns to be added |
obj | objective function values of new columns |
lb | lower bounds of new columns |
ub | upper bounds of new columns |
colnames | column names, or 0 |
nnonz | number of nonzero elements to be added to the constraint matrix |
beg | start index of each column in ind- and val-array, or 0 if nnonz == 0 |
ind | row indices of constraint matrix entries, or 0 if nnonz == 0 |
val | values of constraint matrix entries, or 0 if nnonz == 0 |
Definition at line 649 of file lpi_clp.cpp.
References BMSallocMemoryArray, BMScopyMemoryArray, BMSfreeMemoryArray, SCIP_LPi::clp, invalidateSolution(), SCIP_LPi::ncols, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiDelCols | ( | SCIP_LPI * | lpi, |
int | firstcol, | ||
int | lastcol | ||
) |
deletes all columns in the given range from LP
lpi | LP interface structure |
firstcol | first column to be deleted |
lastcol | last column to be deleted |
Definition at line 716 of file lpi_clp.cpp.
References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::clp, invalidateSolution(), NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiDelColset | ( | SCIP_LPI * | lpi, |
int * | dstat | ||
) |
deletes columns from SCIP_LPI; the new position of a column must not be greater that its old position
lpi | LP interface structure |
dstat | deletion status of columns input: 1 if column should be deleted, 0 if not output: new position of column, -1 if column was deleted |
Definition at line 747 of file lpi_clp.cpp.
References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::clp, invalidateSolution(), SCIP_LPi::ncols, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiAddRows | ( | SCIP_LPI * | lpi, |
int | nrows, | ||
const SCIP_Real * | lhs, | ||
const SCIP_Real * | rhs, | ||
char ** | rownames, | ||
int | nnonz, | ||
const int * | beg, | ||
const int * | ind, | ||
const SCIP_Real * | val | ||
) |
adds rows to the LP
lpi | LP interface structure |
nrows | number of rows to be added |
lhs | left hand sides of new rows |
rhs | right hand sides of new rows |
rownames | row names, or 0 |
nnonz | number of nonzero elements to be added to the constraint matrix |
beg | start index of each row in ind- and val-array, or 0 if nnonz == 0 |
ind | column indices of constraint matrix entries, or 0 if nnonz == 0 |
val | values of constraint matrix entries, or 0 if nnonz == 0 |
Definition at line 793 of file lpi_clp.cpp.
References BMSallocMemoryArray, BMScopyMemoryArray, BMSfreeMemoryArray, SCIP_LPi::clp, invalidateSolution(), SCIP_LPi::nrows, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiDelRows | ( | SCIP_LPI * | lpi, |
int | firstrow, | ||
int | lastrow | ||
) |
deletes all rows in the given range from LP
lpi | LP interface structure |
firstrow | first row to be deleted |
lastrow | last row to be deleted |
Definition at line 855 of file lpi_clp.cpp.
References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::clp, invalidateSolution(), NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiDelRowset | ( | SCIP_LPI * | lpi, |
int * | dstat | ||
) |
deletes rows from SCIP_LP; the new position of a row must not be greater that its old position
lpi | LP interface structure |
dstat | deletion status of rows input: 1 if row should be deleted, 0 if not output: new position of row, -1 if row was deleted |
Definition at line 887 of file lpi_clp.cpp.
References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::clp, invalidateSolution(), SCIP_LPi::nrows, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiClear | ( | SCIP_LPI * | lpi | ) |
clears the whole LP
lpi | LP interface structure |
Definition at line 933 of file lpi_clp.cpp.
References SCIP_LPi::clp, invalidateSolution(), SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiChgBounds | ( | SCIP_LPI * | lpi, |
int | ncols, | ||
const int * | ind, | ||
const SCIP_Real * | lb, | ||
const SCIP_Real * | ub | ||
) |
changes lower and upper bounds of columns
lpi | LP interface structure |
ncols | number of columns to change bounds for |
ind | column indices |
lb | values for the new lower bounds |
ub | values for the new upper bounds |
Definition at line 952 of file lpi_clp.cpp.
References SCIP_LPi::clp, invalidateSolution(), SCIP_LPi::ncols, SCIP_LPERROR, SCIP_OKAY, SCIPdebugMessage, SCIPerrorMessage, and SCIPlpiIsInfinity().
SCIP_RETCODE SCIPlpiChgSides | ( | SCIP_LPI * | lpi, |
int | nrows, | ||
const int * | ind, | ||
const SCIP_Real * | lhs, | ||
const SCIP_Real * | rhs | ||
) |
changes left and right hand sides of rows
lpi | LP interface structure |
nrows | number of rows to change sides for |
ind | row indices |
lhs | new values for left hand sides |
rhs | new values for right hand sides |
Definition at line 1028 of file lpi_clp.cpp.
References SCIP_LPi::clp, invalidateSolution(), SCIP_LPi::nrows, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiChgCoef | ( | SCIP_LPI * | lpi, |
int | row, | ||
int | col, | ||
SCIP_Real | newval | ||
) |
changes a single coefficient
lpi | LP interface structure |
row | row number of coefficient to change |
col | column number of coefficient to change |
newval | new value of coefficient |
Definition at line 1056 of file lpi_clp.cpp.
References SCIP_LPi::clp, invalidateSolution(), SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiChgObjsen | ( | SCIP_LPI * | lpi, |
SCIP_OBJSEN | objsen | ||
) |
changes the objective sense
lpi | LP interface structure |
objsen | new objective sense |
Definition at line 1079 of file lpi_clp.cpp.
References SCIP_LPi::clp, invalidateSolution(), SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiChgObj | ( | SCIP_LPI * | lpi, |
int | ncols, | ||
const int * | ind, | ||
const SCIP_Real * | obj | ||
) |
changes objective values of columns in the LP
lpi | LP interface structure |
ncols | number of columns to change objective value for |
ind | column indices to change objective value for |
obj | new objective values for columns |
Definition at line 1099 of file lpi_clp.cpp.
References SCIP_LPi::clp, invalidateSolution(), SCIP_LPi::ncols, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiScaleRow | ( | SCIP_LPI * | lpi, |
int | row, | ||
SCIP_Real | scaleval | ||
) |
multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly
lpi | LP interface structure |
row | row number to scale |
scaleval | scaling multiplier |
Definition at line 1126 of file lpi_clp.cpp.
References SCIP_LPi::clp, invalidateSolution(), SCIP_OKAY, SCIP_Real, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiScaleCol | ( | SCIP_LPI * | lpi, |
int | col, | ||
SCIP_Real | scaleval | ||
) |
multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds are divided by the scalar; for negative scalars, the column's bounds are switched
lpi | LP interface structure |
col | column number to scale |
scaleval | scaling multiplier |
Definition at line 1199 of file lpi_clp.cpp.
References SCIP_LPi::clp, invalidateSolution(), SCIP_OKAY, SCIP_Real, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetNRows | ( | SCIP_LPI * | lpi, |
int * | nrows | ||
) |
gets the number of rows in the LP
lpi | LP interface structure |
nrows | pointer to store the number of rows |
Definition at line 1276 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetNCols | ( | SCIP_LPI * | lpi, |
int * | ncols | ||
) |
gets the number of columns in the LP
lpi | LP interface structure |
ncols | pointer to store the number of cols |
Definition at line 1294 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetNNonz | ( | SCIP_LPI * | lpi, |
int * | nnonz | ||
) |
gets the number of nonzero elements in the LP constraint matrix
lpi | LP interface structure |
nnonz | pointer to store the number of nonzeros |
Definition at line 1312 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetCols | ( | SCIP_LPI * | lpi, |
int | firstcol, | ||
int | lastcol, | ||
SCIP_Real * | lb, | ||
SCIP_Real * | ub, | ||
int * | nnonz, | ||
int * | beg, | ||
int * | ind, | ||
SCIP_Real * | val | ||
) |
gets columns from LP problem object; the arrays have to be large enough to store all values Either both, lb and ub, have to be 0, or both have to be non-0, either nnonz, beg, ind, and val have to be 0, or all of them have to be non-0.
lpi | LP interface structure |
firstcol | first column to get from LP |
lastcol | last column to get from LP |
lb | buffer to store the lower bound vector, or 0 |
ub | buffer to store the upper bound vector, or 0 |
nnonz | pointer to store the number of nonzero elements returned, or 0 |
beg | buffer to store start index of each column in ind- and val-array, or 0 |
ind | buffer to store column indices of constraint matrix entries, or 0 |
val | buffer to store values of constraint matrix entries, or 0 |
Definition at line 1333 of file lpi_clp.cpp.
References BMScopyMemoryArray, SCIP_LPi::clp, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetRows | ( | SCIP_LPI * | lpi, |
int | firstrow, | ||
int | lastrow, | ||
SCIP_Real * | lhs, | ||
SCIP_Real * | rhs, | ||
int * | nnonz, | ||
int * | beg, | ||
int * | ind, | ||
SCIP_Real * | val | ||
) |
gets rows from LP problem object; the arrays have to be large enough to store all values. Either both, lhs and rhs, have to be 0, or both have to be non-0, either nnonz, beg, ind, and val have to be 0, or all of them have to be non-0.
lpi | LP interface structure |
firstrow | first row to get from LP |
lastrow | last row to get from LP |
lhs | buffer to store left hand side vector, or 0 |
rhs | buffer to store right hand side vector, or 0 |
nnonz | pointer to store the number of nonzero elements returned, or 0 |
beg | buffer to store start index of each row in ind- and val-array, or 0 |
ind | buffer to store row indices of constraint matrix entries, or 0 |
val | buffer to store values of constraint matrix entries, or 0 |
Definition at line 1400 of file lpi_clp.cpp.
References BMScopyMemoryArray, SCIP_LPi::clp, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetColNames | ( | SCIP_LPI * | lpi, |
int | firstcol, | ||
int | lastcol, | ||
char ** | colnames, | ||
char * | namestorage, | ||
int | namestoragesize, | ||
int * | storageleft | ||
) |
gets column names
lpi | LP interface structure |
firstcol | first column to get name from LP |
lastcol | last column to get name from LP |
colnames | pointers to column names (of size at least lastcol-firstcol+1) |
namestorage | storage for col names |
namestoragesize | size of namestorage (if 0, storageleft returns the storage needed) |
storageleft | amount of storage left (if < 0 the namestorage was not big enough) |
Definition at line 1464 of file lpi_clp.cpp.
References SCIP_LPERROR, and SCIPerrorMessage.
SCIP_RETCODE SCIPlpiGetRowNames | ( | SCIP_LPI * | lpi, |
int | firstrow, | ||
int | lastrow, | ||
char ** | rownames, | ||
char * | namestorage, | ||
int | namestoragesize, | ||
int * | storageleft | ||
) |
gets row names
lpi | LP interface structure |
firstrow | first row to get name from LP |
lastrow | last row to get name from LP |
rownames | pointers to row names (of size at least lastrow-firstrow+1) |
namestorage | storage for row names |
namestoragesize | size of namestorage (if 0, -storageleft returns the storage needed) |
storageleft | amount of storage left (if < 0 the namestorage was not big enough) |
Definition at line 1480 of file lpi_clp.cpp.
References SCIP_LPERROR, and SCIPerrorMessage.
SCIP_RETCODE SCIPlpiIgnoreInstability | ( | SCIP_LPI * | lpi, |
SCIP_Bool * | success | ||
) |
tries to reset the internal status of the LP solver in order to ignore an instability of the last solving call
lpi | LP interface structure |
success | pointer to store, whether the instability could be ignored |
Definition at line 1496 of file lpi_clp.cpp.
References SCIP_LPi::clp, FALSE, NULL, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetObjsen | ( | SCIP_LPI * | lpi, |
SCIP_OBJSEN * | objsen | ||
) |
gets the objective sense of the LP
lpi | LP interface structure |
objsen | pointer to store objective sense |
Definition at line 1514 of file lpi_clp.cpp.
References SCIP_LPi::clp, NULL, SCIP_OBJSEN_MAXIMIZE, SCIP_OBJSEN_MINIMIZE, and SCIP_OKAY.
SCIP_RETCODE SCIPlpiGetObj | ( | SCIP_LPI * | lpi, |
int | firstcol, | ||
int | lastcol, | ||
SCIP_Real * | vals | ||
) |
gets objective coefficients from LP problem object
lpi | LP interface structure |
firstcol | first column to get objective coefficient for |
lastcol | last column to get objective coefficient for |
vals | array to store objective coefficients |
Definition at line 1534 of file lpi_clp.cpp.
References BMScopyMemoryArray, SCIP_LPi::clp, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetBounds | ( | SCIP_LPI * | lpi, |
int | firstcol, | ||
int | lastcol, | ||
SCIP_Real * | lbs, | ||
SCIP_Real * | ubs | ||
) |
gets current bounds from LP problem object
lpi | LP interface structure |
firstcol | first column to get objective value for |
lastcol | last column to get objective value for |
lbs | array to store lower bound values, or 0 |
ubs | array to store upper bound values, or 0 |
Definition at line 1557 of file lpi_clp.cpp.
References BMScopyMemoryArray, SCIP_LPi::clp, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetSides | ( | SCIP_LPI * | lpi, |
int | firstrow, | ||
int | lastrow, | ||
SCIP_Real * | lhss, | ||
SCIP_Real * | rhss | ||
) |
gets current row sides from LP problem object
lpi | LP interface structure |
firstrow | first row to get sides for |
lastrow | last row to get sides for |
lhss | array to store left hand side values, or 0 |
rhss | array to store right hand side values, or 0 |
Definition at line 1588 of file lpi_clp.cpp.
References BMScopyMemoryArray, SCIP_LPi::clp, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetCoef | ( | SCIP_LPI * | lpi, |
int | row, | ||
int | col, | ||
SCIP_Real * | val | ||
) |
gets a single coefficient
lpi | LP interface structure |
row | row number of coefficient |
col | column number of coefficient |
val | pointer to store the value of the coefficient |
Definition at line 1619 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiSolvePrimal | ( | SCIP_LPI * | lpi | ) |
calls primal simplex to solve the LP
startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (work in progress)
4 does not seem to work.
Primal algorithm
lpi | LP interface structure |
Definition at line 1653 of file lpi_clp.cpp.
References SCIP_LPi::clp, invalidateSolution(), SCIP_CALL, SCIP_LPERROR, SCIP_OKAY, SCIPdebugMessage, SCIPlpiWriteLP(), SCIPlpiWriteState(), SCIP_LPi::setFactorizationFrequency, SCIP_LPi::solved, SCIP_LPi::startscratch, TRUE, and SCIP_LPi::validFactorization.
SCIP_RETCODE SCIPlpiSolveDual | ( | SCIP_LPI * | lpi | ) |
calls dual simplex to solve the LP
startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (work in progress)
4 does not seem to work.
Dual algorithm
lpi | LP interface structure |
Definition at line 1726 of file lpi_clp.cpp.
References SCIP_LPi::clp, invalidateSolution(), SCIP_CALL, SCIP_LPERROR, SCIP_OKAY, SCIPdebugMessage, SCIPlpiWriteLP(), SCIPlpiWriteState(), SCIP_LPi::setFactorizationFrequency, SCIP_LPi::solved, SCIP_LPi::startscratch, TRUE, and SCIP_LPi::validFactorization.
SCIP_RETCODE SCIPlpiSolveBarrier | ( | SCIP_LPI * | lpi, |
SCIP_Bool | crossover | ||
) |
calls barrier or interior point algorithm to solve the LP with crossover to simplex basis
lpi | LP interface structure |
crossover | perform crossover |
Definition at line 1801 of file lpi_clp.cpp.
References SCIP_LPi::clp, invalidateSolution(), SCIP_LPERROR, SCIP_OKAY, SCIPdebugMessage, SCIP_LPi::solved, and TRUE.
SCIP_RETCODE SCIPlpiStartStrongbranch | ( | SCIP_LPI * | lpi | ) |
start strong branching - call before any strongbranching
lpi | LP interface structure |
Definition at line 1842 of file lpi_clp.cpp.
References SCIP_OKAY.
SCIP_RETCODE SCIPlpiEndStrongbranch | ( | SCIP_LPI * | lpi | ) |
end strong branching - call after any strongbranching
lpi | LP interface structure |
Definition at line 1851 of file lpi_clp.cpp.
References SCIP_OKAY.
|
static |
performs strong branching iterations on one arbitrary candidate
Clp special options: 1 - Don't keep changing infeasibility weight 2 - Keep nonLinearCost round solves 4 - Force outgoing variables to exact bound (primal) 8 - Safe to use dense initial factorization 16 - Just use basic variables for operation if column generation 32 - Create ray even in BAB 64 - Treat problem as feasible until last minute (i.e. minimize infeasibilities) 128 - Switch off all matrix sanity checks 256 - No row copy 512 - If not in values pass, solution guaranteed, skip as much as possible 1024 - In branch and bound 2048 - Don't bother to re-factorize if < 20 iterations 4096 - Skip some optimality checks 8192 - Do Primal when cleaning up primal 16384 - In fast dual (so we can switch off things) 32768 - called from Osi 65536 - keep arrays around as much as possible (also use maximumR/C) 131072 - transposeTimes is -1.0 and can skip basic and fixed 262144 - extra copy of scaled matrix 524288 - Clp fast dual 1048576 - don't need to finish dual (can return 3) NOTE - many applications can call Clp but there may be some short cuts which are taken which are not guaranteed safe from all applications. Vetted applications will have a bit set and the code may test this At present I expect a few such applications - if too many I will have to re-think. It is up to application owner to change the code if she/he needs these short cuts. I will not debug unless in Coin repository. See COIN_CLP_VETTED comments. 0x01000000 is Cbc (and in branch and bound) 0x02000000 is in a different branch and bound
2048 does not seem to work 262144 does not seem to work
For strong branching. On input lower and upper are new bounds while on output they are change in objective function values (>1.0e50 infeasible). Return code is 0 if nothing interesting, -1 if infeasible both ways and +1 if infeasible one way (check values to see which one(s)) -2 if bad factorization Solutions are filled in as well - even down, odd up - also status and number of iterations
The bools are: bool stopOnFirstInfeasible bool alwaysFinish
At the moment: we need alwaysFinish to get correct bounds.
lpi | LP interface structure |
col | column to apply strong branching on |
psol | current primal solution value of column |
itlim | iteration limit for strong branchings |
down | stores dual bound after branching column down |
up | stores dual bound after branching column up |
downvalid | stores whether the returned down value is a valid dual bound; otherwise, it can only be used as an estimate value |
upvalid | stores whether the returned up value is a valid dual bound; otherwise, it can only be used as an estimate value |
iter | stores total number of strong branching iterations, or -1; may be NULL |
Definition at line 1861 of file lpi_clp.cpp.
References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::clp, EPSCEIL, EPSFLOOR, SCIP_LPi::ncols, NULL, SCIP_ALLOC, SCIP_LPERROR, SCIP_OKAY, SCIPdebugMessage, TRUE, and SCIP_LPi::validFactorization.
Referenced by SCIPlpiStrongbranchFrac(), and SCIPlpiStrongbranchInt().
|
static |
performs strong branching iterations on given arbitrary candidates
Clp special options: 1 - Don't keep changing infeasibility weight 2 - Keep nonLinearCost round solves 4 - Force outgoing variables to exact bound (primal) 8 - Safe to use dense initial factorization 16 - Just use basic variables for operation if column generation 32 - Create ray even in BAB 64 - Treat problem as feasible until last minute (i.e. minimize infeasibilities) 128 - Switch off all matrix sanity checks 256 - No row copy 512 - If not in values pass, solution guaranteed, skip as much as possible 1024 - In branch and bound 2048 - Don't bother to re-factorize if < 20 iterations 4096 - Skip some optimality checks 8192 - Do Primal when cleaning up primal 16384 - In fast dual (so we can switch off things) 32768 - called from Osi 65536 - keep arrays around as much as possible (also use maximumR/C) 131072 - transposeTimes is -1.0 and can skip basic and fixed 262144 - extra copy of scaled matrix 524288 - Clp fast dual 1048576 - don't need to finish dual (can return 3) NOTE - many applications can call Clp but there may be some short cuts which are taken which are not guaranteed safe from all applications. Vetted applications will have a bit set and the code may test this At present I expect a few such applications - if too many I will have to re-think. It is up to application owner to change the code if she/he needs these short cuts. I will not debug unless in Coin repository. See COIN_CLP_VETTED comments. 0x01000000 is Cbc (and in branch and bound) 0x02000000 is in a different branch and bound
2048 does not seem to work 262144 does not seem to work
For strong branching. On input lower and upper are new bounds while on output they are change in objective function values (>1.0e50 infeasible). Return code is 0 if nothing interesting, -1 if infeasible both ways and +1 if infeasible one way (check values to see which one(s)) -2 if bad factorization Solutions are filled in as well - even down, odd up - also status and number of iterations
The bools are: bool stopOnFirstInfeasible bool alwaysFinish
At the moment: we need alwaysFinish to get correct bounds.
lpi | LP interface structure |
cols | columns to apply strong branching on |
ncols | number of columns |
psols | fractional current primal solution values of columns |
itlim | iteration limit for strong branchings |
down | stores dual bounds after branching columns down |
up | stores dual bounds after branching columns up |
downvalid | stores whether the returned down values are valid dual bounds; otherwise, they can only be used as an estimate values |
upvalid | stores whether the returned up values are a valid dual bounds; otherwise, they can only be used as an estimate values |
iter | stores total number of strong branching iterations, or -1; may be NULL |
Definition at line 2020 of file lpi_clp.cpp.
References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::clp, EPSCEIL, EPSFLOOR, SCIP_LPi::ncols, NULL, SCIP_ALLOC, SCIP_LPERROR, SCIP_OKAY, SCIPdebugMessage, TRUE, and SCIP_LPi::validFactorization.
Referenced by SCIPlpiStrongbranchesFrac(), and SCIPlpiStrongbranchesInt().
SCIP_RETCODE SCIPlpiStrongbranchFrac | ( | SCIP_LPI * | lpi, |
int | col, | ||
SCIP_Real | psol, | ||
int | itlim, | ||
SCIP_Real * | down, | ||
SCIP_Real * | up, | ||
SCIP_Bool * | downvalid, | ||
SCIP_Bool * | upvalid, | ||
int * | iter | ||
) |
performs strong branching iterations on one fractional candidate
lpi | LP interface structure |
col | column to apply strong branching on |
psol | current primal solution value of column |
itlim | iteration limit for strong branchings |
down | stores dual bound after branching column down |
up | stores dual bound after branching column up |
downvalid | stores whether the returned down value is a valid dual bound; otherwise, it can only be used as an estimate value |
upvalid | stores whether the returned up value is a valid dual bound; otherwise, it can only be used as an estimate value |
iter | stores total number of strong branching iterations, or -1; may be NULL |
Definition at line 2190 of file lpi_clp.cpp.
References lpiStrongbranch(), SCIP_CALL, and SCIP_OKAY.
SCIP_RETCODE SCIPlpiStrongbranchesFrac | ( | SCIP_LPI * | lpi, |
int * | cols, | ||
int | ncols, | ||
SCIP_Real * | psols, | ||
int | itlim, | ||
SCIP_Real * | down, | ||
SCIP_Real * | up, | ||
SCIP_Bool * | downvalid, | ||
SCIP_Bool * | upvalid, | ||
int * | iter | ||
) |
performs strong branching iterations on given fractional candidates
lpi | LP interface structure |
cols | columns to apply strong branching on |
ncols | number of columns |
psols | fractional current primal solution values of columns |
itlim | iteration limit for strong branchings |
down | stores dual bounds after branching columns down |
up | stores dual bounds after branching columns up |
downvalid | stores whether the returned down values are valid dual bounds; otherwise, they can only be used as an estimate values |
upvalid | stores whether the returned up values are a valid dual bounds; otherwise, they can only be used as an estimate values |
iter | stores total number of strong branching iterations, or -1; may be NULL |
Definition at line 2211 of file lpi_clp.cpp.
References lpiStrongbranches(), NULL, SCIP_CALL, and SCIP_OKAY.
SCIP_RETCODE SCIPlpiStrongbranchInt | ( | SCIP_LPI * | lpi, |
int | col, | ||
SCIP_Real | psol, | ||
int | itlim, | ||
SCIP_Real * | down, | ||
SCIP_Real * | up, | ||
SCIP_Bool * | downvalid, | ||
SCIP_Bool * | upvalid, | ||
int * | iter | ||
) |
performs strong branching iterations on one candidate with integral value
lpi | LP interface structure |
col | column to apply strong branching on |
psol | current integral primal solution value of column |
itlim | iteration limit for strong branchings |
down | stores dual bound after branching column down |
up | stores dual bound after branching column up |
downvalid | stores whether the returned down value is a valid dual bound; otherwise, it can only be used as an estimate value |
upvalid | stores whether the returned up value is a valid dual bound; otherwise, it can only be used as an estimate value |
iter | stores total number of strong branching iterations, or -1; may be NULL |
Definition at line 2236 of file lpi_clp.cpp.
References lpiStrongbranch(), SCIP_CALL, and SCIP_OKAY.
SCIP_RETCODE SCIPlpiStrongbranchesInt | ( | SCIP_LPI * | lpi, |
int * | cols, | ||
int | ncols, | ||
SCIP_Real * | psols, | ||
int | itlim, | ||
SCIP_Real * | down, | ||
SCIP_Real * | up, | ||
SCIP_Bool * | downvalid, | ||
SCIP_Bool * | upvalid, | ||
int * | iter | ||
) |
performs strong branching iterations on given candidates with integral values
lpi | LP interface structure |
cols | columns to apply strong branching on |
ncols | number of columns |
psols | current integral primal solution values of columns |
itlim | iteration limit for strong branchings |
down | stores dual bounds after branching columns down |
up | stores dual bounds after branching columns up |
downvalid | stores whether the returned down values are valid dual bounds; otherwise, they can only be used as an estimate values |
upvalid | stores whether the returned up values are a valid dual bounds; otherwise, they can only be used as an estimate values |
iter | stores total number of strong branching iterations, or -1; may be NULL |
Definition at line 2257 of file lpi_clp.cpp.
References lpiStrongbranches(), NULL, SCIP_CALL, and SCIP_OKAY.
returns whether a solve method was called after the last modification of the LP
lpi | LP interface structure |
Definition at line 2292 of file lpi_clp.cpp.
References NULL, and SCIP_LPi::solved.
SCIP_RETCODE SCIPlpiGetSolFeasibility | ( | SCIP_LPI * | lpi, |
SCIP_Bool * | primalfeasible, | ||
SCIP_Bool * | dualfeasible | ||
) |
gets information about primal and dual feasibility of the current LP solution
lpi | LP interface structure |
primalfeasible | stores primal feasibility status |
dualfeasible | stores dual feasibility status |
Definition at line 2302 of file lpi_clp.cpp.
References SCIP_LPi::clp, FALSE, SCIP_OKAY, SCIPdebugMessage, SUMINFEASBOUND, and TRUE.
returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point); this does not necessarily mean, that the solver knows and can return the primal ray
lpi | LP interface structure |
Definition at line 2347 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point), and the solver knows and can return the primal ray
lpi | LP interface structure |
Definition at line 2365 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
returns TRUE iff LP is proven to be primal unbounded
lpi | LP interface structure |
Definition at line 2381 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
returns TRUE iff LP is proven to be primal infeasible
lpi | LP interface structure |
Definition at line 2395 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
returns TRUE iff LP is proven to be primal feasible
lpi | LP interface structure |
Definition at line 2414 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point); this does not necessarily mean, that the solver knows and can return the dual ray
lpi | LP interface structure |
Definition at line 2430 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point), and the solver knows and can return the dual ray
lpi | LP interface structure |
Definition at line 2448 of file lpi_clp.cpp.
References SCIP_LPi::clp, FALSE, SCIPdebugMessage, and TRUE.
returns TRUE iff LP is proven to be dual unbounded
lpi | LP interface structure |
Definition at line 2476 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
returns TRUE iff LP is proven to be dual infeasible
lpi | LP interface structure |
Definition at line 2493 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
returns TRUE iff LP is proven to be dual feasible
lpi | LP interface structure |
Definition at line 2507 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
returns TRUE iff LP was solved to optimality
lpi | LP interface structure |
Definition at line 2521 of file lpi_clp.cpp.
References SCIP_LPi::clp, FALSE, SCIPdebugMessage, and SCIPlpiIsObjlimExc().
returns TRUE iff current LP basis is stable
lpi | LP interface structure |
Definition at line 2539 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
returns TRUE iff the objective limit was reached
lpi | LP interface structure |
Definition at line 2577 of file lpi_clp.cpp.
References SCIP_LPi::clp, FALSE, SCIPdebugMessage, and TRUE.
Referenced by SCIPlpiIsOptimal().
returns TRUE iff the iteration limit was reached
lpi | LP interface structure |
Definition at line 2607 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
returns TRUE iff the time limit was reached
lpi | LP interface structure |
Definition at line 2623 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
int SCIPlpiGetInternalStatus | ( | SCIP_LPI * | lpi | ) |
returns the internal solution status of the solver
lpi | LP interface structure |
Definition at line 2639 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetObjval | ( | SCIP_LPI * | lpi, |
SCIP_Real * | objval | ||
) |
gets objective value of solution
lpi | LP interface structure |
objval | stores the objective value |
Definition at line 2653 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetSol | ( | SCIP_LPI * | lpi, |
SCIP_Real * | objval, | ||
SCIP_Real * | primsol, | ||
SCIP_Real * | dualsol, | ||
SCIP_Real * | activity, | ||
SCIP_Real * | redcost | ||
) |
gets primal and dual solution vectors
lpi | LP interface structure |
objval | stores the objective value, may be 0 if not needed |
primsol | primal solution vector, may be 0 if not needed |
dualsol | dual solution vector, may be 0 if not needed |
activity | row activity vector, may be 0 if not needed |
redcost | reduced cost vector, may be 0 if not needed |
Definition at line 2671 of file lpi_clp.cpp.
References BMScopyMemoryArray, SCIP_LPi::clp, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetPrimalRay | ( | SCIP_LPI * | lpi, |
SCIP_Real * | ray | ||
) |
gets primal ray for unbounded LPs
Unbounded ray (NULL returned if none/wrong). Up to user to use delete [] on these arrays.
lpi | LP interface structure |
ray | primal ray |
Definition at line 2715 of file lpi_clp.cpp.
References BMScopyMemoryArray, SCIP_LPi::clp, SCIP_LPERROR, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetDualfarkas | ( | SCIP_LPI * | lpi, |
SCIP_Real * | dualfarkas | ||
) |
gets dual farkas proof for infeasibility
Infeasibility ray (NULL returned if none/wrong). Up to user to use delete [] on these arrays.
lpi | LP interface structure |
dualfarkas | dual farkas row multipliers |
Definition at line 2740 of file lpi_clp.cpp.
References BMScopyMemoryArray, SCIP_LPi::clp, SCIP_LPERROR, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetIterations | ( | SCIP_LPI * | lpi, |
int * | iterations | ||
) |
gets the number of LP iterations of the last solve call
lpi | LP interface structure |
iterations | pointer to store the number of iterations of the last solve call |
Definition at line 2772 of file lpi_clp.cpp.
References SCIP_LPi::clp, and SCIP_OKAY.
SCIP_RETCODE SCIPlpiGetRealSolQuality | ( | SCIP_LPI * | lpi, |
SCIP_LPSOLQUALITY | qualityindicator, | ||
SCIP_Real * | quality | ||
) |
gets information about the quality of an LP solution
Such information is usually only available, if also a (maybe not optimal) solution is available. The LPI should return SCIP_INVALID for quality
, if the requested quantity is not available.
lpi | LP interface structure |
qualityindicator | indicates which quality should be returned |
quality | pointer to store quality number |
Definition at line 2790 of file lpi_clp.cpp.
References NULL, SCIP_INVALID, and SCIP_OKAY.
SCIP_RETCODE SCIPlpiGetBase | ( | SCIP_LPI * | lpi, |
int * | cstat, | ||
int * | rstat | ||
) |
gets current basis status for columns and rows; arrays must be large enough to store the basis status
lpi | LP interface structure |
cstat | array to store column basis status, or 0 |
rstat | array to store row basis status, or 0 |
Definition at line 2817 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, SCIP_INVALIDDATA, SCIP_OKAY, SCIPABORT, SCIPdebugMessage, and SCIPerrorMessage.
Referenced by SCIPlpiGetState().
SCIP_RETCODE SCIPlpiSetBase | ( | SCIP_LPI * | lpi, |
const int * | cstat, | ||
const int * | rstat | ||
) |
sets current basis status for columns and rows
Whats changed since last solve. Is only used when startFinishOptions used in dual or primal. Bit 1 - number of rows/columns has not changed (so work arrays valid) 2 - matrix has not changed 4 - if matrix has changed only by adding rows 8 - if matrix has changed only by adding columns 16 - row lbs not changed 32 - row ubs not changed 64 - column objective not changed 128 - column lbs not changed 256 - column ubs not changed 512 - basis not changed (up to user to set this to 0) top bits may be used internally
lpi | LP interface structure |
cstat | array with column basis status |
rstat | array with row basis status |
Definition at line 2905 of file lpi_clp.cpp.
References SCIP_LPi::clp, EPSEQ, invalidateSolution(), SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, SCIP_INVALIDDATA, SCIP_OKAY, SCIPABORT, SCIPdebugMessage, and SCIPerrorMessage.
Referenced by SCIPlpiSetState().
SCIP_RETCODE SCIPlpiGetBasisInd | ( | SCIP_LPI * | lpi, |
int * | bind | ||
) |
returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m
lpi | LP interface structure |
bind | pointer to store basis indices ready to keep number of rows entries |
Definition at line 3021 of file lpi_clp.cpp.
References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::clp, SCIP_LPi::ncols, SCIP_LPi::nrows, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetBInvRow | ( | SCIP_LPI * | lpi, |
int | r, | ||
SCIP_Real * | coef, | ||
int * | inds, | ||
int * | ninds | ||
) |
get dense row of inverse basis matrix B^-1
lpi | LP interface structure |
r | row number |
coef | pointer to store the coefficients of the row |
inds | array to store the non-zero indices |
ninds | pointer to store the number of non-zero indices (-1: if we do not store sparsity informations) |
Definition at line 3073 of file lpi_clp.cpp.
References SCIP_LPi::clp, NULL, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetBInvCol | ( | SCIP_LPI * | lpi, |
int | c, | ||
SCIP_Real * | coef, | ||
int * | inds, | ||
int * | ninds | ||
) |
get dense column of inverse basis matrix B^-1
lpi | LP interface structure |
c | column number of B^-1; this is NOT the number of the column in the LP; you have to call SCIPlpiGetBasisInd() to get the array which links the B^-1 column numbers to the row and column numbers of the LP! c must be between 0 and nrows-1, since the basis has the size nrows * nrows |
coef | pointer to store the coefficients of the column |
inds | array to store the non-zero indices |
ninds | pointer to store the number of non-zero indices (-1: if we do not store sparsity informations) |
Definition at line 3108 of file lpi_clp.cpp.
References SCIP_LPi::clp, NULL, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetBInvARow | ( | SCIP_LPI * | lpi, |
int | r, | ||
const SCIP_Real * | binvrow, | ||
SCIP_Real * | coef, | ||
int * | inds, | ||
int * | ninds | ||
) |
get dense row of inverse basis matrix times constraint matrix B^-1 * A
lpi | LP interface structure |
r | row number |
binvrow | row in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or 0 |
coef | vector to return coefficients |
inds | array to store the non-zero indices |
ninds | pointer to store the number of non-zero indices (-1: if we do not store sparsity informations) |
Definition at line 3146 of file lpi_clp.cpp.
References SCIP_LPi::clp, NULL, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetBInvACol | ( | SCIP_LPI * | lpi, |
int | c, | ||
SCIP_Real * | coef, | ||
int * | inds, | ||
int * | ninds | ||
) |
get dense column of inverse basis matrix times constraint matrix B^-1 * A
lpi | LP interface structure |
c | column number |
coef | vector to return coefficients |
inds | array to store the non-zero indices |
ninds | pointer to store the number of non-zero indices (-1: if we do not store sparsity informations) |
Definition at line 3181 of file lpi_clp.cpp.
References SCIP_LPi::clp, NULL, SCIP_OKAY, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiGetState | ( | SCIP_LPI * | lpi, |
BMS_BLKMEM * | blkmem, | ||
SCIP_LPISTATE ** | lpistate | ||
) |
stores LPi state (like basis information) into lpistate object
lpi | LP interface structure |
blkmem | block memory |
lpistate | pointer to LPi state information (like basis information) |
Definition at line 3221 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_LPi::cstat, ensureCstatMem(), ensureRstatMem(), lpistateCreate(), lpistatePack(), SCIP_LPi::ncols, SCIP_LPi::nrows, SCIP_LPi::rstat, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIPlpiGetBase().
SCIP_RETCODE SCIPlpiSetState | ( | SCIP_LPI * | lpi, |
BMS_BLKMEM * | , | ||
const SCIP_LPISTATE * | lpistate | ||
) |
loads LPi state (like basis information) into solver; note that the LP might have been extended with additional columns and rows since the state was stored with SCIPlpiGetState()
lpi | LP interface structure |
lpistate | LPi state information (like basis information) |
Definition at line 3261 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_LPi::cstat, ensureCstatMem(), ensureRstatMem(), lpistateUnpack(), SCIP_LPiState::ncols, SCIP_LPiState::nrows, REALABS, SCIP_LPi::rstat, SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, SCIPlpiIsInfinity(), and SCIPlpiSetBase().
SCIP_RETCODE SCIPlpiClearState | ( | SCIP_LPI * | lpi | ) |
clears current LPi state (like basis information) of the solver
lpi | LP interface structure |
Definition at line 3315 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::validFactorization.
SCIP_RETCODE SCIPlpiFreeState | ( | SCIP_LPI * | lpi, |
BMS_BLKMEM * | blkmem, | ||
SCIP_LPISTATE ** | lpistate | ||
) |
frees LPi state information
lpi | LP interface structure |
blkmem | block memory |
lpistate | pointer to LPi state information (like basis information) |
Definition at line 3331 of file lpi_clp.cpp.
References lpistateFree(), NULL, SCIP_OKAY, and SCIPdebugMessage.
SCIP_Bool SCIPlpiHasStateBasis | ( | SCIP_LPI * | lpi, |
SCIP_LPISTATE * | lpistate | ||
) |
checks, whether the given LP state contains simplex basis information
lpi | LP interface structure |
lpistate | LP state information (like basis information) |
Definition at line 3349 of file lpi_clp.cpp.
References NULL.
SCIP_RETCODE SCIPlpiReadState | ( | SCIP_LPI * | lpi, |
const char * | fname | ||
) |
reads LP state (like basis information) from a file
Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values
lpi | LP interface structure |
fname | file name |
Definition at line 3358 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_OKAY, SCIP_READERROR, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiWriteState | ( | SCIP_LPI * | lpi, |
const char * | fname | ||
) |
writes LP state (like basis information) to a file
Write the basis in MPS format to the specified file. If writeValues true, writes values of structurals (and adds VALUES to end of NAME card)
parameters:
lpi | LP interface structure |
fname | file name |
Definition at line 3375 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_OKAY, SCIP_WRITEERROR, and SCIPdebugMessage.
Referenced by SCIPlpiSolveDual(), and SCIPlpiSolvePrimal().
SCIP_RETCODE SCIPlpiGetNorms | ( | SCIP_LPI * | lpi, |
BMS_BLKMEM * | blkmem, | ||
SCIP_LPINORMS ** | lpinorms | ||
) |
stores LPi pricing norms information
lpi | LP interface structure |
blkmem | block memory |
lpinorms | pointer to LPi pricing norms information |
Definition at line 3412 of file lpi_clp.cpp.
SCIP_RETCODE SCIPlpiSetNorms | ( | SCIP_LPI * | lpi, |
BMS_BLKMEM * | blkmem, | ||
const SCIP_LPINORMS * | lpinorms | ||
) |
loads LPi pricing norms into solver; note that the LP might have been extended with additional columns and rows since the state was stored with SCIPlpiGetNorms()
lpi | LP interface structure |
blkmem | block memory |
lpinorms | LPi pricing norms information |
Definition at line 3428 of file lpi_clp.cpp.
SCIP_RETCODE SCIPlpiFreeNorms | ( | SCIP_LPI * | lpi, |
BMS_BLKMEM * | blkmem, | ||
SCIP_LPINORMS ** | lpinorms | ||
) |
frees pricing norms information
lpi | LP interface structure |
blkmem | block memory |
lpinorms | pointer to LPi pricing norms information |
Definition at line 3441 of file lpi_clp.cpp.
SCIP_RETCODE SCIPlpiGetIntpar | ( | SCIP_LPI * | lpi, |
SCIP_LPPARAM | type, | ||
int * | ival | ||
) |
gets integer parameter of LP
lpi | LP interface structure |
type | parameter number |
ival | buffer to store the parameter value |
Definition at line 3466 of file lpi_clp.cpp.
References SCIP_LPi::clp, FALSE, SCIP_LPi::fastmip, SCIP_LPi::pricing, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_LPINFO, SCIP_LPPAR_LPITLIM, SCIP_LPPAR_PRICING, SCIP_LPPAR_SCALING, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIPdebugMessage, SCIP_LPi::startscratch, and TRUE.
SCIP_RETCODE SCIPlpiSetIntpar | ( | SCIP_LPI * | lpi, |
SCIP_LPPARAM | type, | ||
int | ival | ||
) |
sets integer parameter of LP
Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - verbose above that 8,16,32 etc just for selective SCIPdebug
lpi | LP interface structure |
type | parameter number |
ival | parameter value |
Definition at line 3510 of file lpi_clp.cpp.
References SCIP_LPi::clp, FALSE, SCIP_LPi::pricing, SCIP_INVALIDDATA, SCIP_LPERROR, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_LPINFO, SCIP_LPPAR_LPITLIM, SCIP_LPPAR_PRICING, SCIP_LPPAR_SCALING, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIP_PRICING_AUTO, SCIP_PRICING_DEVEX, SCIP_PRICING_FULL, SCIP_PRICING_LPIDEFAULT, SCIP_PRICING_STEEP, SCIP_PRICING_STEEPQSTART, SCIPABORT, SCIPdebugMessage, SCIPerrorMessage, setFastmipClpParameters(), SCIP_LPi::startscratch, TRUE, and unsetFastmipClpParameters().
Referenced by SCIPlpiCreate().
SCIP_RETCODE SCIPlpiGetRealpar | ( | SCIP_LPI * | lpi, |
SCIP_LPPARAM | type, | ||
SCIP_Real * | dval | ||
) |
gets floating point parameter of LP
lpi | LP interface structure |
type | parameter number |
dval | buffer to store the parameter value |
Definition at line 3612 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_LPPAR_BARRIERCONVTOL, SCIP_LPPAR_DUALFEASTOL, SCIP_LPPAR_FEASTOL, SCIP_LPPAR_LOBJLIM, SCIP_LPPAR_LPTILIM, SCIP_LPPAR_UOBJLIM, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiSetRealpar | ( | SCIP_LPI * | lpi, |
SCIP_LPPARAM | type, | ||
SCIP_Real | dval | ||
) |
sets floating point parameter of LP
lpi | LP interface structure |
type | parameter number |
dval | parameter value |
Definition at line 3658 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_LPPAR_BARRIERCONVTOL, SCIP_LPPAR_DUALFEASTOL, SCIP_LPPAR_FEASTOL, SCIP_LPPAR_LOBJLIM, SCIP_LPPAR_LPTILIM, SCIP_LPPAR_UOBJLIM, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, and SCIPdebugMessage.
returns value treated as infinity in the LP solver
Definition at line 3715 of file lpi_clp.cpp.
References SCIPdebugMessage.
checks if given value is treated as infinity in the LP solver
val | value to be checked for infinity |
Definition at line 3726 of file lpi_clp.cpp.
References SCIPdebugMessage.
Referenced by SCIPlpiChgBounds(), and SCIPlpiSetState().
|
static |
returns, whether the given file exists
filename | file name |
Definition at line 3750 of file lpi_clp.cpp.
Referenced by SCIPlpiReadLP().
SCIP_RETCODE SCIPlpiReadLP | ( | SCIP_LPI * | lpi, |
const char * | fname | ||
) |
reads LP from a file
read file in MPS format parameters: filename bool keepNames bool ignoreErrors
lpi | LP interface structure |
fname | file name |
Definition at line 3766 of file lpi_clp.cpp.
References SCIP_LPi::clp, fileExists(), SCIP_NOFILE, SCIP_OKAY, SCIP_READERROR, and SCIPdebugMessage.
SCIP_RETCODE SCIPlpiWriteLP | ( | SCIP_LPI * | lpi, |
const char * | fname | ||
) |
writes LP to a file
write file in MPS format parameters: filename int formatType (0 - normal, 1 - extra accuracy, 2 - IEEE hex) int numberAcross (1 or 2 values should be specified on every data line in the MPS file) double objSense
lpi | LP interface structure |
fname | file name |
Definition at line 3794 of file lpi_clp.cpp.
References SCIP_LPi::clp, SCIP_OKAY, SCIP_WRITEERROR, and SCIPdebugMessage.
Referenced by SCIPlpiSolveDual(), and SCIPlpiSolvePrimal().