AbcSimplexFactorization.hpp

/* $Id$ */
// Copyright (C) 2002, International Business Machines
// Corporation and others, Copyright (C) 2012, FasterCoin.  All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).

#ifndef AbcSimplexFactorization_H
#define AbcSimplexFactorization_H

#include "CoinPragma.hpp"

#include "CoinAbcCommon.hpp"
#include "CoinAbcFactorization.hpp"
#include "AbcMatrix.hpp"
//#include "CoinAbcAnyFactorization.hpp"
#include "AbcSimplex.hpp"
#ifndef ABC_USE_COIN_FACTORIZATION
class ClpFactorization;
class CoinFactorization;
#else
#include "ClpFactorization.hpp"
#include "CoinFactorization.hpp"
#endif
/** This just implements AbcFactorization when an AbcMatrix object
    is passed. 
*/
class AbcSimplexFactorization {

public:
  /**@name factorization */
  //@{
  /** When part of LP - given by basic variables.
      Actually does factorization.
      Arrays passed in have non negative value to say basic.
      If status is okay, basic variables have pivot row - this is only needed
      if increasingRows_ >1.
      Allows scaling
      If status is singular, then basic variables have pivot row
      and ones thrown out have -1
      returns 0 -okay, -1 singular, -2 too many in basis, -99 memory */
  int factorize(AbcSimplex *model, int solveType, bool valuesPass);
#ifdef EARLY_FACTORIZE
  /// Returns -2 if can't, -1 if singular, -99 memory, 0 OK
  inline int factorize(AbcSimplex *model, CoinIndexedVector &stuff)
  {
    return coinAbcFactorization_->factorize(model, stuff);
  }
#endif
  //@}

  /**@name Constructors, destructor */
  //@{
  /** Default constructor. */
  AbcSimplexFactorization(int numberRows = 0);
  /** Destructor */
  ~AbcSimplexFactorization();
  //@}

  /**@name Copy method */
  //@{
  /** The copy constructor. */
  AbcSimplexFactorization(const AbcSimplexFactorization &, int denseIfSmaller = 0);
  AbcSimplexFactorization &operator=(const AbcSimplexFactorization &);
  /// Sets factorization
  void setFactorization(AbcSimplexFactorization &rhs);
  //@}

  /*  **** below here is so can use networkish basis */
  /**@name rank one updates which do exist */
  //@{

  /** Checks if can replace one Column to basis,
      returns update alpha
      Fills in region for use later
      partial update already in U */
  inline
#ifdef ABC_LONG_FACTORIZATION
    long
#endif
    double
    checkReplacePart1(CoinIndexedVector *regionSparse,
      int pivotRow)
  {
    return coinAbcFactorization_->checkReplacePart1(regionSparse, pivotRow);
  }
  /** Checks if can replace one Column to basis,
      returns update alpha
      Fills in region for use later
      partial update in vector */
  inline
#ifdef ABC_LONG_FACTORIZATION
    long
#endif
    double
    checkReplacePart1(CoinIndexedVector *regionSparse,
      CoinIndexedVector *partialUpdate,
      int pivotRow)
  {
    return coinAbcFactorization_->checkReplacePart1(regionSparse, partialUpdate, pivotRow);
  }
#ifdef MOVE_REPLACE_PART1A
  /** Checks if can replace one Column to basis,
      returns update alpha
      Fills in region for use later
      partial update already in U */
  inline void checkReplacePart1a(CoinIndexedVector *regionSparse,
    int pivotRow)
  {
    coinAbcFactorization_->checkReplacePart1a(regionSparse, pivotRow);
  }
  inline double checkReplacePart1b(CoinIndexedVector *regionSparse,
    int pivotRow)
  {
    return coinAbcFactorization_->checkReplacePart1b(regionSparse, pivotRow);
  }
#endif
  /** Checks if can replace one Column to basis,
      returns 0=OK, 1=Probably OK, 2=singular, 3=no room, 5 max pivots */
  inline int checkReplacePart2(int pivotRow,
    double btranAlpha,
    double ftranAlpha,
#ifdef ABC_LONG_FACTORIZATION
    long
#endif
    double ftAlpha)
  {
    return coinAbcFactorization_->checkReplacePart2(pivotRow, btranAlpha, ftranAlpha, ftAlpha);
  }
#ifdef ABC_LONG_FACTORIZATION
  /// Clear all hidden arrays
  inline void clearHiddenArrays()
  {
    coinAbcFactorization_->clearHiddenArrays();
  }
#endif
  /** Replaces one Column to basis,
      partial update already in U */
  void replaceColumnPart3(const AbcSimplex *model,
    CoinIndexedVector *regionSparse,
    CoinIndexedVector *tableauColumn,
    int pivotRow,
#ifdef ABC_LONG_FACTORIZATION
    long
#endif
    double alpha);
  /** Replaces one Column to basis,
      partial update in vector */
  void replaceColumnPart3(const AbcSimplex *model,
    CoinIndexedVector *regionSparse,
    CoinIndexedVector *tableauColumn,
    CoinIndexedVector *partialUpdate,
    int pivotRow,
#ifdef ABC_LONG_FACTORIZATION
    long
#endif
    double alpha);
#ifdef EARLY_FACTORIZE
  /// 0 success, -1 can't +1 accuracy problems
  inline int replaceColumns(const AbcSimplex *model,
    CoinIndexedVector &stuff,
    int firstPivot, int lastPivot, bool cleanUp)
  {
    return coinAbcFactorization_->replaceColumns(model, stuff, firstPivot, lastPivot, cleanUp);
  }
#endif
  //@}

  /**@name various uses of factorization (return code number elements)
     which user may want to know about */
  //@{
#if 0
  /** Updates one column (FTRAN) from region2
      Tries to do FT update
      number returned is negative if no room
      region1 starts as zero and is zero at end */
  int updateColumnFT ( CoinIndexedVector * regionSparse,
		       CoinIndexedVector * regionSparse2);
  /** Updates one column (FTRAN) from region2
      region1 starts as zero and is zero at end */
  int updateColumn ( CoinIndexedVector * regionSparse,
		     CoinIndexedVector * regionSparse2) const;
  /** Updates one column (FTRAN) from region2
      Tries to do FT update
      number returned is negative if no room.
      Also updates region3
      region1 starts as zero and is zero at end */
  int updateTwoColumnsFT ( CoinIndexedVector * regionSparse1,
			   CoinIndexedVector * regionSparse2,
			   CoinIndexedVector * regionSparse3) ;
  /** Updates one column (BTRAN) from region2
      region1 starts as zero and is zero at end */
  int updateColumnTranspose ( CoinIndexedVector * regionSparse,
			      CoinIndexedVector * regionSparse2) const;
#endif
  /** Updates one column (FTRAN)
      Tries to do FT update
      number returned is negative if no room */
  inline int updateColumnFT(CoinIndexedVector &regionSparseFT)
  {
    return coinAbcFactorization_->updateColumnFT(regionSparseFT);
  }
  inline int updateColumnFTPart1(CoinIndexedVector &regionSparseFT)
  {
    return coinAbcFactorization_->updateColumnFTPart1(regionSparseFT);
  }
  inline void updateColumnFTPart2(CoinIndexedVector &regionSparseFT)
  {
    coinAbcFactorization_->updateColumnFTPart2(regionSparseFT);
  }
  /** Updates one column (FTRAN)
      Tries to do FT update
      puts partial update in vector */
  inline void updateColumnFT(CoinIndexedVector &regionSparseFT,
    CoinIndexedVector &partialUpdate,
    int which)
  {
    coinAbcFactorization_->updateColumnFT(regionSparseFT, partialUpdate, which);
  }
  /** Updates one column (FTRAN) */
  inline int updateColumn(CoinIndexedVector &regionSparse) const
  {
    return coinAbcFactorization_->updateColumn(regionSparse);
  }
  /** Updates one column (FTRAN) from regionFT
      Tries to do FT update
      number returned is negative if no room.
      Also updates regionOther */
  inline int updateTwoColumnsFT(CoinIndexedVector &regionSparseFT,
    CoinIndexedVector &regionSparseOther)
  {
    return coinAbcFactorization_->updateTwoColumnsFT(regionSparseFT, regionSparseOther);
  }
  /** Updates one column (BTRAN) */
  inline int updateColumnTranspose(CoinIndexedVector &regionSparse) const
  {
    return coinAbcFactorization_->updateColumnTranspose(regionSparse);
  }
  /** Updates one column (FTRAN) */
  inline void updateColumnCpu(CoinIndexedVector &regionSparse, int whichCpu) const
#ifndef ABC_USE_COIN_FACTORIZATION
  {
    coinAbcFactorization_->updateColumnCpu(regionSparse, whichCpu);
  }
#else
  {
    coinAbcFactorization_->updateColumn(regionSparse);
  }
#endif
  /** Updates one column (BTRAN) */
  inline void updateColumnTransposeCpu(CoinIndexedVector &regionSparse, int whichCpu) const
#ifndef ABC_USE_COIN_FACTORIZATION
  {
    coinAbcFactorization_->updateColumnTransposeCpu(regionSparse, whichCpu);
  }
#else
  {
    coinAbcFactorization_->updateColumnTranspose(regionSparse);
  }
#endif
  /** Updates one full column (FTRAN) */
  inline void updateFullColumn(CoinIndexedVector &regionSparse) const
  {
    coinAbcFactorization_->updateFullColumn(regionSparse);
  }
  /** Updates one full column (BTRAN) */
  inline void updateFullColumnTranspose(CoinIndexedVector &regionSparse) const
  {
    coinAbcFactorization_->updateFullColumnTranspose(regionSparse);
  }
  /** Updates one column for dual steepest edge weights (FTRAN) */
  void updateWeights(CoinIndexedVector &regionSparse) const
#ifndef ABC_USE_COIN_FACTORIZATION
  {
    coinAbcFactorization_->updateWeights(regionSparse);
  }
#else
  {
    coinAbcFactorization_->updateColumn(regionSparse);
  }
#endif
  //@}
  /**@name Lifted from CoinFactorization */
  //@{
  /// Total number of elements in factorization
  inline int numberElements() const
  {
    return coinAbcFactorization_->numberElements();
  }
  /// Maximum number of pivots between factorizations
  inline int maximumPivots() const
  {
    return coinAbcFactorization_->maximumPivots();
  }
  /// Set maximum number of pivots between factorizations
  inline void maximumPivots(int value)
  {
    coinAbcFactorization_->maximumPivots(value);
  }
  /// Returns true if doing FT
  inline bool usingFT() const
  {
    return !coinAbcFactorization_->wantsTableauColumn();
  }
  /// Returns number of pivots since factorization
  inline int pivots() const
  {
    return coinAbcFactorization_->pivots();
  }
  /// Sets model
  inline void setModel(AbcSimplex *model)
  {
    model_ = model;
  }
  /// Sets number of pivots since factorization
  inline void setPivots(int value) const
  {
    coinAbcFactorization_->setPivots(value);
  }
  /// Whether larger areas needed
  inline double areaFactor() const
  {
    return coinAbcFactorization_->areaFactor();
  }
  /// Set whether larger areas needed
  inline void areaFactor(double value)
  {
    coinAbcFactorization_->areaFactor(value);
  }
  /// Zero tolerance
  inline double zeroTolerance() const
  {
    return coinAbcFactorization_->zeroTolerance();
  }
  /// Set zero tolerance
  inline void zeroTolerance(double value)
  {
    coinAbcFactorization_->zeroTolerance(value);
  }
  /// Set tolerances to safer of existing and given
  void saferTolerances(double zeroTolerance, double pivotTolerance);
  /// Returns status
  inline int status() const
  {
    return coinAbcFactorization_->status();
  }
  /// Sets status
  inline void setStatus(int value)
  {
    coinAbcFactorization_->setStatus(value);
  }
#if ABC_PARALLEL == 2
  /// Says parallel
  inline void setParallelMode(int value)
  {
    coinAbcFactorization_->setParallelMode(value);
  };
#endif
  /// Returns number of dense rows
  inline int numberDense() const
  {
    return coinAbcFactorization_->numberDense();
  }
  bool timeToRefactorize() const;
#if CLP_FACTORIZATION_NEW_TIMING > 1
  void statsRefactor(char when) const;
#endif
  /// Get rid of all memory
  inline void clearArrays()
  {
    coinAbcFactorization_->clearArrays();
  }
  /// Number of Rows after factorization
  inline int numberRows() const
  {
    return coinAbcFactorization_->numberRows();
  }
  /// Number of slacks at last factorization
  inline int numberSlacks() const
  {
    return numberSlacks_;
  }
  /// Pivot tolerance
  inline double pivotTolerance() const
  {
    return coinAbcFactorization_->pivotTolerance();
  }
  /// Set pivot tolerance
  inline void pivotTolerance(double value)
  {
    coinAbcFactorization_->pivotTolerance(value);
  }
  /// Minimum pivot tolerance
  inline double minimumPivotTolerance() const
  {
    return coinAbcFactorization_->minimumPivotTolerance();
  }
  /// Set minimum pivot tolerance
  inline void minimumPivotTolerance(double value)
  {
    coinAbcFactorization_->minimumPivotTolerance(value);
  }
  /// pivot region
  inline double *pivotRegion() const
  {
    return coinAbcFactorization_->pivotRegion();
  }
  /// Allows change of pivot accuracy check 1.0 == none >1.0 relaxed
  //inline void relaxAccuracyCheck(double /*value*/) {
  //abort();
  //}
  /// Delete all stuff (leaves as after CoinFactorization())
  inline void almostDestructor()
  {
    coinAbcFactorization_->clearArrays();
  }
  /// So we can temporarily switch off dense
  void setDenseThreshold(int number);
  int getDenseThreshold() const;
  /// If nonzero force use of 1,dense 2,small 3,long
  void forceOtherFactorization(int which);
  /// Go over to dense code
  void goDenseOrSmall(int numberRows);
  /// Get switch to dense if number rows <= this
  inline int goDenseThreshold() const
  {
    return goDenseThreshold_;
  }
  /// Set switch to dense if number rows <= this
  inline void setGoDenseThreshold(int value)
  {
    goDenseThreshold_ = value;
  }
  /// Get switch to small if number rows <= this
  inline int goSmallThreshold() const
  {
    return goSmallThreshold_;
  }
  /// Set switch to small if number rows <= this
  inline void setGoSmallThreshold(int value)
  {
    goSmallThreshold_ = value;
  }
  /// Get switch to long/ordered if number rows >= this
  inline int goLongThreshold() const
  {
    return goLongThreshold_;
  }
  /// Set switch to long/ordered if number rows >= this
  inline void setGoLongThreshold(int value)
  {
    goLongThreshold_ = value;
  }
  /// Returns type
  inline int typeOfFactorization() const
  {
    return forceB_;
  }
  /// Synchronize stuff
  void synchronize(const ClpFactorization *otherFactorization, const AbcSimplex *model);
  //@}

  /**@name other stuff */
  //@{
  /** makes a row copy of L for speed and to allow very sparse problems */
  void goSparse();
#ifndef NDEBUG
#ifndef ABC_USE_COIN_FACTORIZATION
  inline void checkMarkArrays() const
  {
    coinAbcFactorization_->checkMarkArrays();
  }
#else
  inline void checkMarkArrays() const
  {
  }
#endif
#endif
  /// Says whether to redo pivot order
  inline bool needToReorder() const
  {
    abort();
    return true;
  }
  /// Pointer to factorization
#ifndef ABC_USE_COIN_FACTORIZATION
  CoinAbcAnyFactorization *factorization() const
  {
    return coinAbcFactorization_;
  }
#else
  CoinFactorization *factorization() const
  {
    return coinAbcFactorization_;
  }
#endif
  //@}

  ////////////////// data //////////////////
private:
  /**@name data */
  //@{
  /// Pointer to model
  AbcSimplex *model_;
  /// Pointer to factorization
#ifndef ABC_USE_COIN_FACTORIZATION
  CoinAbcAnyFactorization *coinAbcFactorization_;
#else
  CoinFactorization *coinAbcFactorization_;
#endif
#ifdef CLP_FACTORIZATION_NEW_TIMING
  /// For guessing when to re-factorize
  mutable double shortestAverage_;
  mutable double totalInR_;
  mutable double totalInIncreasingU_;
  mutable int endLengthU_;
  mutable int lastNumberPivots_;
  mutable int effectiveStartNumberU_;
#endif
  /// If nonzero force use of 1,dense 2,small 3,long
  int forceB_;
  /// Switch to dense if number rows <= this
  int goDenseThreshold_;
  /// Switch to small if number rows <= this
  int goSmallThreshold_;
  /// Switch to long/ordered if number rows >= this
  int goLongThreshold_;
  /// Number of slacks at last factorization
  int numberSlacks_;
  //@}
};

#endif

/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
*/