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ClpNonLinearCost.cpp
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/* $Id$ */
// Copyright (C) 2002, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
#include "CoinPragma.hpp"
#include <iostream>
#include <cassert>
#include "CoinIndexedVector.hpp"
#include "ClpSimplex.hpp"
#include "CoinHelperFunctions.hpp"
#include "ClpNonLinearCost.hpp"
#include "ClpEventHandler.hpp"
//#############################################################################
// Constructors / Destructor / Assignment
//#############################################################################
//-------------------------------------------------------------------
// Default Constructor
//-------------------------------------------------------------------
ClpNonLinearCost::ClpNonLinearCost()
: changeCost_(0.0)
, feasibleCost_(0.0)
, infeasibilityWeight_(-1.0)
, largestInfeasibility_(0.0)
, sumInfeasibilities_(0.0)
, averageTheta_(0.0)
, numberRows_(0)
, numberColumns_(0)
, start_(NULL)
, whichRange_(NULL)
, offset_(NULL)
, lower_(NULL)
, cost_(NULL)
, model_(NULL)
, infeasible_(NULL)
, numberInfeasibilities_(-1)
, status_(NULL)
, bound_(NULL)
, cost2_(NULL)
, method_(1)
, convex_(true)
, bothWays_(false)
{
}
//#define VALIDATE
#ifdef VALIDATE
static double *saveLowerV = NULL;
static double *saveUpperV = NULL;
#ifdef NDEBUG
Validate sgould not be set if no debug
#endif
#endif
/* Constructor from simplex.
This will just set up wasteful arrays for linear, but
later may do dual analysis and even finding duplicate columns
*/
ClpNonLinearCost::ClpNonLinearCost(ClpSimplex * model, int method)
{
method = 2;
model_ = model;
numberRows_ = model_->numberRows();
//if (numberRows_==402) {
//model_->setLogLevel(63);
//model_->setMaximumIterations(30000);
//}
numberColumns_ = model_->numberColumns();
// If gub then we need this extra
int numberExtra = model_->numberExtraRows();
if (numberExtra)
method = 1;
int numberTotal1 = numberRows_ + numberColumns_;
int numberTotal = numberTotal1 + numberExtra;
convex_ = true;
bothWays_ = false;
method_ = method;
numberInfeasibilities_ = 0;
changeCost_ = 0.0;
feasibleCost_ = 0.0;
infeasibilityWeight_ = -1.0;
double *cost = model_->costRegion();
// check if all 0
int iSequence;
bool allZero = true;
for (iSequence = 0; iSequence < numberTotal1; iSequence++) {
if (cost[iSequence]) {
allZero = false;
break;
}
}
if (allZero && model_->clpMatrix()->type() < 15)
model_->setInfeasibilityCost(1.0);
double infeasibilityCost = model_->infeasibilityCost();
sumInfeasibilities_ = 0.0;
averageTheta_ = 0.0;
largestInfeasibility_ = 0.0;
// All arrays NULL to start
status_ = NULL;
bound_ = NULL;
cost2_ = NULL;
start_ = NULL;
whichRange_ = NULL;
offset_ = NULL;
lower_ = NULL;
cost_ = NULL;
infeasible_ = NULL;
double *upper = model_->upperRegion();
double *lower = model_->lowerRegion();
// See how we are storing things
bool always4 = (model_->clpMatrix()->generalExpanded(model_, 10, iSequence) != 0);
if (always4)
method_ = 1;
if (CLP_METHOD1) {
start_ = new int[numberTotal + 1];
whichRange_ = new int[numberTotal];
offset_ = new int[numberTotal];
memset(offset_, 0, numberTotal * sizeof(int));
// First see how much space we need
int put = 0;
// For quadratic we need -inf,0,0,+inf
for (iSequence = 0; iSequence < numberTotal1; iSequence++) {
if (!always4) {
if (lower[iSequence] > -COIN_DBL_MAX)
put++;
if (upper[iSequence] < COIN_DBL_MAX)
put++;
put += 2;
} else {
put += 4;
}
}
// and for extra
put += 4 * numberExtra;
#ifndef NDEBUG
int kPut = put;
#endif
lower_ = new double[put];
cost_ = new double[put];
infeasible_ = new unsigned int[(put + 31) >> 5];
memset(infeasible_, 0, ((put + 31) >> 5) * sizeof(unsigned int));
put = 0;
start_[0] = 0;
for (iSequence = 0; iSequence < numberTotal1; iSequence++) {
if (!always4) {
if (lower[iSequence] > -COIN_DBL_MAX) {
lower_[put] = -COIN_DBL_MAX;
setInfeasible(put, true);
cost_[put++] = cost[iSequence] - infeasibilityCost;
}
whichRange_[iSequence] = put;
lower_[put] = lower[iSequence];
cost_[put++] = cost[iSequence];
lower_[put] = upper[iSequence];
cost_[put++] = cost[iSequence] + infeasibilityCost;
if (upper[iSequence] < COIN_DBL_MAX) {
lower_[put] = COIN_DBL_MAX;
setInfeasible(put - 1, true);
cost_[put++] = 1.0e50;
}
} else {
lower_[put] = -COIN_DBL_MAX;
setInfeasible(put, true);
cost_[put++] = cost[iSequence] - infeasibilityCost;
whichRange_[iSequence] = put;
lower_[put] = lower[iSequence];
cost_[put++] = cost[iSequence];
lower_[put] = upper[iSequence];
cost_[put++] = cost[iSequence] + infeasibilityCost;
lower_[put] = COIN_DBL_MAX;
setInfeasible(put - 1, true);
cost_[put++] = 1.0e50;
}
start_[iSequence + 1] = put;
}
for (; iSequence < numberTotal; iSequence++) {
lower_[put] = -COIN_DBL_MAX;
setInfeasible(put, true);
put++;
whichRange_[iSequence] = put;
lower_[put] = 0.0;
cost_[put++] = 0.0;
lower_[put] = 0.0;
cost_[put++] = 0.0;
lower_[put] = COIN_DBL_MAX;
setInfeasible(put - 1, true);
cost_[put++] = 1.0e50;
start_[iSequence + 1] = put;
}
assert(put <= kPut);
}
#ifdef FAST_CLPNON
// See how we are storing things
CoinAssert(model_->clpMatrix()->generalExpanded(model_, 10, iSequence) == 0);
#endif
if (CLP_METHOD2) {
assert(!numberExtra);
bound_ = new double[numberTotal];
cost2_ = new double[numberTotal];
status_ = new unsigned char[numberTotal];
#ifdef VALIDATE
delete[] saveLowerV;
saveLowerV = CoinCopyOfArray(model_->lowerRegion(), numberTotal);
delete[] saveUpperV;
saveUpperV = CoinCopyOfArray(model_->upperRegion(), numberTotal);
#endif
for (iSequence = 0; iSequence < numberTotal; iSequence++) {
bound_[iSequence] = 0.0;
cost2_[iSequence] = cost[iSequence];
setInitialStatus(status_[iSequence]);
}
}
}
#if 0
// Refresh - assuming regions OK
void
ClpNonLinearCost::refresh()
{
int numberTotal = numberRows_ + numberColumns_;
numberInfeasibilities_ = 0;
sumInfeasibilities_ = 0.0;
largestInfeasibility_ = 0.0;
double infeasibilityCost = model_->infeasibilityCost();
double primalTolerance = model_->currentPrimalTolerance();
double * cost = model_->costRegion();
double * upper = model_->upperRegion();
double * lower = model_->lowerRegion();
double * solution = model_->solutionRegion();
for (int iSequence = 0; iSequence < numberTotal; iSequence++) {
cost2_[iSequence] = cost[iSequence];
double value = solution[iSequence];
double lowerValue = lower[iSequence];
double upperValue = upper[iSequence];
if (value - upperValue <= primalTolerance) {
if (value - lowerValue >= -primalTolerance) {
// feasible
status_[iSequence] = static_cast<unsigned char>(CLP_FEASIBLE | (CLP_SAME << 4));
bound_[iSequence] = 0.0;
} else {
// below
double infeasibility = lowerValue - value - primalTolerance;
sumInfeasibilities_ += infeasibility;
largestInfeasibility_ = CoinMax(largestInfeasibility_, infeasibility);
cost[iSequence] -= infeasibilityCost;
numberInfeasibilities_++;
status_[iSequence] = static_cast<unsigned char>(CLP_BELOW_LOWER | (CLP_SAME << 4));
bound_[iSequence] = upperValue;
upper[iSequence] = lowerValue;
lower[iSequence] = -COIN_DBL_MAX;
}
} else {
// above
double infeasibility = value - upperValue - primalTolerance;
sumInfeasibilities_ += infeasibility;
largestInfeasibility_ = CoinMax(largestInfeasibility_, infeasibility);
cost[iSequence] += infeasibilityCost;
numberInfeasibilities_++;
status_[iSequence] = static_cast<unsigned char>(CLP_ABOVE_UPPER | (CLP_SAME << 4));
bound_[iSequence] = lowerValue;
lower[iSequence] = upperValue;
upper[iSequence] = COIN_DBL_MAX;
}
}
// checkInfeasibilities(model_->primalTolerance());
}
#endif
// Refresh one- assuming regions OK
void ClpNonLinearCost::refresh(int iSequence)
{
double infeasibilityCost = model_->infeasibilityCost();
double primalTolerance = model_->currentPrimalTolerance();
double *cost = model_->costRegion();
double *upper = model_->upperRegion();
double *lower = model_->lowerRegion();
double *solution = model_->solutionRegion();
cost2_[iSequence] = cost[iSequence];
double value = solution[iSequence];
double lowerValue = lower[iSequence];
double upperValue = upper[iSequence];
if (value - upperValue <= primalTolerance) {
if (value - lowerValue >= -primalTolerance) {
// feasible
status_[iSequence] = static_cast< unsigned char >(CLP_FEASIBLE | (CLP_SAME << 4));
bound_[iSequence] = 0.0;
} else {
// below
cost[iSequence] -= infeasibilityCost;
status_[iSequence] = static_cast< unsigned char >(CLP_BELOW_LOWER | (CLP_SAME << 4));
bound_[iSequence] = upperValue;
upper[iSequence] = lowerValue;
lower[iSequence] = -COIN_DBL_MAX;
}
} else {
// above
cost[iSequence] += infeasibilityCost;
status_[iSequence] = static_cast< unsigned char >(CLP_ABOVE_UPPER | (CLP_SAME << 4));
bound_[iSequence] = lowerValue;
lower[iSequence] = upperValue;
upper[iSequence] = COIN_DBL_MAX;
}
}
// Refreshes costs always makes row costs zero
void ClpNonLinearCost::refreshCosts(const double *columnCosts)
{
double *cost = model_->costRegion();
// zero row costs
memset(cost + numberColumns_, 0, numberRows_ * sizeof(double));
// copy column costs
CoinMemcpyN(columnCosts, numberColumns_, cost);
if ((method_ & 1) != 0) {
for (int iSequence = 0; iSequence < numberRows_ + numberColumns_; iSequence++) {
int start = start_[iSequence];
int end = start_[iSequence + 1] - 1;
double thisFeasibleCost = cost[iSequence];
if (infeasible(start)) {
cost_[start] = thisFeasibleCost - infeasibilityWeight_;
cost_[start + 1] = thisFeasibleCost;
} else {
cost_[start] = thisFeasibleCost;
}
if (infeasible(end - 1)) {
cost_[end - 1] = thisFeasibleCost + infeasibilityWeight_;
}
}
}
if (CLP_METHOD2) {
for (int iSequence = 0; iSequence < numberRows_ + numberColumns_; iSequence++) {
cost2_[iSequence] = cost[iSequence];
}
}
}
ClpNonLinearCost::ClpNonLinearCost(ClpSimplex *model, const int *starts,
const double *lowerNon, const double *costNon)
{
#ifndef FAST_CLPNON
// what about scaling? - only try without it initially
assert(!model->scalingFlag());
model_ = model;
numberRows_ = model_->numberRows();
numberColumns_ = model_->numberColumns();
int numberTotal = numberRows_ + numberColumns_;
convex_ = true;
bothWays_ = true;
start_ = new int[numberTotal + 1];
whichRange_ = new int[numberTotal];
offset_ = new int[numberTotal];
memset(offset_, 0, numberTotal * sizeof(int));
double whichWay = model_->optimizationDirection();
COIN_DETAIL_PRINT(printf("Direction %g\n", whichWay));
numberInfeasibilities_ = 0;
changeCost_ = 0.0;
feasibleCost_ = 0.0;
double infeasibilityCost = model_->infeasibilityCost();
infeasibilityWeight_ = infeasibilityCost;
;
largestInfeasibility_ = 0.0;
sumInfeasibilities_ = 0.0;
int iSequence;
assert(!model_->rowObjective());
double *cost = model_->objective();
// First see how much space we need
// Also set up feasible bounds
int put = starts[numberColumns_];
double *columnUpper = model_->columnUpper();
double *columnLower = model_->columnLower();
for (iSequence = 0; iSequence < numberColumns_; iSequence++) {
if (columnLower[iSequence] > -1.0e20)
put++;
if (columnUpper[iSequence] < 1.0e20)
put++;
}
double *rowUpper = model_->rowUpper();
double *rowLower = model_->rowLower();
for (iSequence = 0; iSequence < numberRows_; iSequence++) {
if (rowLower[iSequence] > -1.0e20)
put++;
if (rowUpper[iSequence] < 1.0e20)
put++;
put += 2;
}
lower_ = new double[put];
cost_ = new double[put];
infeasible_ = new unsigned int[(put + 31) >> 5];
memset(infeasible_, 0, ((put + 31) >> 5) * sizeof(unsigned int));
// now fill in
put = 0;
start_[0] = 0;
for (iSequence = 0; iSequence < numberTotal; iSequence++) {
lower_[put] = -COIN_DBL_MAX;
whichRange_[iSequence] = put + 1;
double thisCost;
double lowerValue;
double upperValue;
if (iSequence >= numberColumns_) {
// rows
lowerValue = rowLower[iSequence - numberColumns_];
upperValue = rowUpper[iSequence - numberColumns_];
if (lowerValue > -1.0e30) {
setInfeasible(put, true);
cost_[put++] = -infeasibilityCost;
lower_[put] = lowerValue;
}
cost_[put++] = 0.0;
thisCost = 0.0;
} else {
// columns - move costs and see if convex
lowerValue = columnLower[iSequence];
upperValue = columnUpper[iSequence];
if (lowerValue > -1.0e30) {
setInfeasible(put, true);
cost_[put++] = whichWay * cost[iSequence] - infeasibilityCost;
lower_[put] = lowerValue;
}
int iIndex = starts[iSequence];
int end = starts[iSequence + 1];
assert(fabs(columnLower[iSequence] - lowerNon[iIndex]) < 1.0e-8);
thisCost = -COIN_DBL_MAX;
for (; iIndex < end; iIndex++) {
if (lowerNon[iIndex] < columnUpper[iSequence] - 1.0e-8) {
lower_[put] = lowerNon[iIndex];
cost_[put++] = whichWay * costNon[iIndex];
// check convexity
if (whichWay * costNon[iIndex] < thisCost - 1.0e-12)
convex_ = false;
thisCost = whichWay * costNon[iIndex];
} else {
break;
}
}
}
lower_[put] = upperValue;
setInfeasible(put, true);
cost_[put++] = thisCost + infeasibilityCost;
if (upperValue < 1.0e20) {
lower_[put] = COIN_DBL_MAX;
cost_[put++] = 1.0e50;
}
int iFirst = start_[iSequence];
if (lower_[iFirst] != -COIN_DBL_MAX) {
setInfeasible(iFirst, true);
whichRange_[iSequence] = iFirst + 1;
} else {
whichRange_[iSequence] = iFirst;
}
start_[iSequence + 1] = put;
}
// can't handle non-convex at present
assert(convex_);
status_ = NULL;
bound_ = NULL;
cost2_ = NULL;
method_ = 1;
#else
printf("recompile ClpNonLinearCost without FAST_CLPNON\n");
abort();
#endif
}
//-------------------------------------------------------------------
// Copy constructor
//-------------------------------------------------------------------
ClpNonLinearCost::ClpNonLinearCost(const ClpNonLinearCost &rhs)
: changeCost_(0.0)
, feasibleCost_(0.0)
, infeasibilityWeight_(-1.0)
, largestInfeasibility_(0.0)
, sumInfeasibilities_(0.0)
, averageTheta_(0.0)
, numberRows_(rhs.numberRows_)
, numberColumns_(rhs.numberColumns_)
, start_(NULL)
, whichRange_(NULL)
, offset_(NULL)
, lower_(NULL)
, cost_(NULL)
, model_(NULL)
, infeasible_(NULL)
, numberInfeasibilities_(-1)
, status_(NULL)
, bound_(NULL)
, cost2_(NULL)
, method_(rhs.method_)
, convex_(true)
, bothWays_(rhs.bothWays_)
{
if (numberRows_) {
int numberTotal = numberRows_ + numberColumns_;
model_ = rhs.model_;
numberInfeasibilities_ = rhs.numberInfeasibilities_;
changeCost_ = rhs.changeCost_;
feasibleCost_ = rhs.feasibleCost_;
infeasibilityWeight_ = rhs.infeasibilityWeight_;
largestInfeasibility_ = rhs.largestInfeasibility_;
sumInfeasibilities_ = rhs.sumInfeasibilities_;
averageTheta_ = rhs.averageTheta_;
convex_ = rhs.convex_;
if (CLP_METHOD1) {
start_ = new int[numberTotal + 1];
CoinMemcpyN(rhs.start_, (numberTotal + 1), start_);
whichRange_ = new int[numberTotal];
CoinMemcpyN(rhs.whichRange_, numberTotal, whichRange_);
offset_ = new int[numberTotal];
CoinMemcpyN(rhs.offset_, numberTotal, offset_);
int numberEntries = start_[numberTotal];
lower_ = new double[numberEntries];
CoinMemcpyN(rhs.lower_, numberEntries, lower_);
cost_ = new double[numberEntries];
CoinMemcpyN(rhs.cost_, numberEntries, cost_);
infeasible_ = new unsigned int[(numberEntries + 31) >> 5];
CoinMemcpyN(rhs.infeasible_, ((numberEntries + 31) >> 5), infeasible_);
}
if (CLP_METHOD2) {
bound_ = CoinCopyOfArray(rhs.bound_, numberTotal);
cost2_ = CoinCopyOfArray(rhs.cost2_, numberTotal);
status_ = CoinCopyOfArray(rhs.status_, numberTotal);
}
}
}
//-------------------------------------------------------------------
// Destructor
//-------------------------------------------------------------------
ClpNonLinearCost::~ClpNonLinearCost()
{
delete[] start_;
delete[] whichRange_;
delete[] offset_;
delete[] lower_;
delete[] cost_;
delete[] infeasible_;
delete[] status_;
delete[] bound_;
delete[] cost2_;
}
//----------------------------------------------------------------
// Assignment operator
//-------------------------------------------------------------------
ClpNonLinearCost &
ClpNonLinearCost::operator=(const ClpNonLinearCost &rhs)
{
if (this != &rhs) {
numberRows_ = rhs.numberRows_;
numberColumns_ = rhs.numberColumns_;
delete[] start_;
delete[] whichRange_;
delete[] offset_;
delete[] lower_;
delete[] cost_;
delete[] infeasible_;
delete[] status_;
delete[] bound_;
delete[] cost2_;
start_ = NULL;
whichRange_ = NULL;
lower_ = NULL;
cost_ = NULL;
infeasible_ = NULL;
status_ = NULL;
bound_ = NULL;
cost2_ = NULL;
method_ = rhs.method_;
if (numberRows_) {
int numberTotal = numberRows_ + numberColumns_;
if (CLP_METHOD1) {
start_ = new int[numberTotal + 1];
CoinMemcpyN(rhs.start_, (numberTotal + 1), start_);
whichRange_ = new int[numberTotal];
CoinMemcpyN(rhs.whichRange_, numberTotal, whichRange_);
offset_ = new int[numberTotal];
CoinMemcpyN(rhs.offset_, numberTotal, offset_);
int numberEntries = start_[numberTotal];
lower_ = new double[numberEntries];
CoinMemcpyN(rhs.lower_, numberEntries, lower_);
cost_ = new double[numberEntries];
CoinMemcpyN(rhs.cost_, numberEntries, cost_);
infeasible_ = new unsigned int[(numberEntries + 31) >> 5];
CoinMemcpyN(rhs.infeasible_, ((numberEntries + 31) >> 5), infeasible_);
}
if (CLP_METHOD2) {
bound_ = CoinCopyOfArray(rhs.bound_, numberTotal);
cost2_ = CoinCopyOfArray(rhs.cost2_, numberTotal);
status_ = CoinCopyOfArray(rhs.status_, numberTotal);
}
}
model_ = rhs.model_;
numberInfeasibilities_ = rhs.numberInfeasibilities_;
changeCost_ = rhs.changeCost_;
feasibleCost_ = rhs.feasibleCost_;
infeasibilityWeight_ = rhs.infeasibilityWeight_;
largestInfeasibility_ = rhs.largestInfeasibility_;
sumInfeasibilities_ = rhs.sumInfeasibilities_;
averageTheta_ = rhs.averageTheta_;
convex_ = rhs.convex_;
bothWays_ = rhs.bothWays_;
}
return *this;
}
// Changes infeasible costs and computes number and cost of infeas
// We will need to re-think objective offsets later
// We will also need a 2 bit per variable array for some
// purpose which will come to me later
void ClpNonLinearCost::checkInfeasibilities(double oldTolerance)
{
numberInfeasibilities_ = 0;
double infeasibilityCost = model_->infeasibilityCost();
changeCost_ = 0.0;
largestInfeasibility_ = 0.0;
sumInfeasibilities_ = 0.0;
double primalTolerance = model_->currentPrimalTolerance();
int iSequence;
double *solution = model_->solutionRegion();
double *upper = model_->upperRegion();
double *lower = model_->lowerRegion();
double *cost = model_->costRegion();
bool toNearest = oldTolerance <= 0.0;
feasibleCost_ = 0.0;
//bool checkCosts = (infeasibilityWeight_ != infeasibilityCost);
infeasibilityWeight_ = infeasibilityCost;
int numberTotal = numberColumns_ + numberRows_;
//#define NONLIN_DEBUG
#ifdef NONLIN_DEBUG
double *saveSolution = NULL;
double *saveLower = NULL;
double *saveUpper = NULL;
unsigned char *saveStatus = NULL;
if (method_ == 3) {
// Save solution as we will be checking
saveSolution = CoinCopyOfArray(solution, numberTotal);
saveLower = CoinCopyOfArray(lower, numberTotal);
saveUpper = CoinCopyOfArray(upper, numberTotal);
saveStatus = CoinCopyOfArray(model_->statusArray(), numberTotal);
}
#else
assert(method_ != 3);
#endif
if (CLP_METHOD1) {
// nonbasic should be at a valid bound
for (iSequence = 0; iSequence < numberTotal; iSequence++) {
double lowerValue;
double upperValue;
double value = solution[iSequence];
int iRange;
// get correct place
int start = start_[iSequence];
int end = start_[iSequence + 1] - 1;
// correct costs for this infeasibility weight
// If free then true cost will be first
double thisFeasibleCost = cost_[start];
if (infeasible(start)) {
thisFeasibleCost = cost_[start + 1];
cost_[start] = thisFeasibleCost - infeasibilityCost;
}
if (infeasible(end - 1)) {
thisFeasibleCost = cost_[end - 2];
cost_[end - 1] = thisFeasibleCost + infeasibilityCost;
}
for (iRange = start; iRange < end; iRange++) {
if (value < lower_[iRange + 1] + primalTolerance) {
// put in better range if infeasible
if (value >= lower_[iRange + 1] - primalTolerance && infeasible(iRange) && iRange == start)
iRange++;
whichRange_[iSequence] = iRange;
break;
}
}
assert(iRange < end);
lowerValue = lower_[iRange];
upperValue = lower_[iRange + 1];
ClpSimplex::Status status = model_->getStatus(iSequence);
if (upperValue == lowerValue && status != ClpSimplex::isFixed) {
if (status != ClpSimplex::basic) {
model_->setStatus(iSequence, ClpSimplex::isFixed);
status = ClpSimplex::isFixed;
}
}
//#define PRINT_DETAIL7 2
#if PRINT_DETAIL7 > 1
printf("NL %d sol %g bounds %g %g\n",
iSequence, solution[iSequence],
lowerValue, upperValue);
#endif
switch (status) {
case ClpSimplex::basic:
case ClpSimplex::superBasic:
// iRange is in correct place
// slot in here
if (infeasible(iRange)) {
if (lower_[iRange] < -1.0e50) {
//cost_[iRange] = cost_[iRange+1]-infeasibilityCost;
// possibly below
lowerValue = lower_[iRange + 1];
if (value - lowerValue < -primalTolerance) {
value = lowerValue - value - primalTolerance;
#ifndef NDEBUG
if (value > 1.0e15)
printf("nonlincostb %d %g %g %g\n",
iSequence, lowerValue, solution[iSequence], lower_[iRange + 2]);
#endif
#if PRINT_DETAIL7
printf("**NL %d sol %g below %g\n",
iSequence, solution[iSequence],
lowerValue);
#endif
sumInfeasibilities_ += value;
largestInfeasibility_ = CoinMax(largestInfeasibility_, value);
changeCost_ -= lowerValue * (cost_[iRange] - cost[iSequence]);
numberInfeasibilities_++;
}
} else {
//cost_[iRange] = cost_[iRange-1]+infeasibilityCost;
// possibly above
upperValue = lower_[iRange];
if (value - upperValue > primalTolerance) {
value = value - upperValue - primalTolerance;
#ifndef NDEBUG
if (value > 1.0e15)
printf("nonlincostu %d %g %g %g\n",
iSequence, lower_[iRange - 1], solution[iSequence], upperValue);
#endif
#if PRINT_DETAIL7
printf("**NL %d sol %g above %g\n",
iSequence, solution[iSequence],
upperValue);
#endif
sumInfeasibilities_ += value;
largestInfeasibility_ = CoinMax(largestInfeasibility_, value);
changeCost_ -= upperValue * (cost_[iRange] - cost[iSequence]);
numberInfeasibilities_++;
}
}
}
//lower[iSequence] = lower_[iRange];
//upper[iSequence] = lower_[iRange+1];
//cost[iSequence] = cost_[iRange];
break;
case ClpSimplex::isFree:
//if (toNearest)
//solution[iSequence] = 0.0;
break;
case ClpSimplex::atUpperBound:
if (!toNearest) {
// With increasing tolerances - we may be at wrong place
if (fabs(value - upperValue) > oldTolerance * 1.0001) {
if (fabs(value - lowerValue) <= oldTolerance * 1.0001) {
if (fabs(value - lowerValue) > primalTolerance)
solution[iSequence] = lowerValue;
model_->setStatus(iSequence, ClpSimplex::atLowerBound);
} else {
model_->setStatus(iSequence, ClpSimplex::superBasic);
}
} else if (fabs(value - upperValue) > primalTolerance) {
solution[iSequence] = upperValue;
}
} else {
// Set to nearest and make at upper bound
int kRange;
iRange = -1;
double nearest = COIN_DBL_MAX;
for (kRange = start; kRange < end; kRange++) {
if (fabs(lower_[kRange] - value) < nearest) {
nearest = fabs(lower_[kRange] - value);
iRange = kRange;
}
}
assert(iRange >= 0);
iRange--;
whichRange_[iSequence] = iRange;
solution[iSequence] = lower_[iRange + 1];
}
break;
case ClpSimplex::atLowerBound:
if (!toNearest) {
// With increasing tolerances - we may be at wrong place
// below stops compiler error with gcc 3.2!!!
if (iSequence == -119)
printf("ZZ %g %g %g %g\n", lowerValue, value, upperValue, oldTolerance);
if (fabs(value - lowerValue) > oldTolerance * 1.0001) {
if (fabs(value - upperValue) <= oldTolerance * 1.0001) {
if (fabs(value - upperValue) > primalTolerance)
solution[iSequence] = upperValue;
model_->setStatus(iSequence, ClpSimplex::atUpperBound);
} else {
model_->setStatus(iSequence, ClpSimplex::superBasic);
}
} else if (fabs(value - lowerValue) > primalTolerance) {
solution[iSequence] = lowerValue;
}
} else {
// Set to nearest and make at lower bound
int kRange;
iRange = -1;
double nearest = COIN_DBL_MAX;
for (kRange = start; kRange < end; kRange++) {
if (fabs(lower_[kRange] - value) < nearest) {
nearest = fabs(lower_[kRange] - value);
iRange = kRange;
}
}
assert(iRange >= 0);
whichRange_[iSequence] = iRange;
solution[iSequence] = lower_[iRange];
}
break;
case ClpSimplex::isFixed:
if (toNearest) {
// Set to true fixed
for (iRange = start; iRange < end; iRange++) {
if (lower_[iRange] == lower_[iRange + 1])
break;
}
if (iRange == end) {
// Odd - but make sensible
// Set to nearest and make at lower bound
int kRange;
iRange = -1;
double nearest = COIN_DBL_MAX;
for (kRange = start; kRange < end; kRange++) {
if (fabs(lower_[kRange] - value) < nearest) {
nearest = fabs(lower_[kRange] - value);
iRange = kRange;
}
}
assert(iRange >= 0);
whichRange_[iSequence] = iRange;
if (lower_[iRange] != lower_[iRange + 1])
model_->setStatus(iSequence, ClpSimplex::atLowerBound);
else
model_->setStatus(iSequence, ClpSimplex::atUpperBound);
}
solution[iSequence] = lower_[iRange];
}
break;
}
lower[iSequence] = lower_[iRange];
upper[iSequence] = lower_[iRange + 1];
cost[iSequence] = cost_[iRange];
feasibleCost_ += thisFeasibleCost * solution[iSequence];
//assert (iRange==whichRange_[iSequence]);
}
}
#ifdef NONLIN_DEBUG
double saveCost = feasibleCost_;
if (method_ == 3) {
feasibleCost_ = 0.0;
// Put back solution as we will be checking
unsigned char *statusA = model_->statusArray();
for (iSequence = 0; iSequence < numberTotal; iSequence++) {
double value = solution[iSequence];
solution[iSequence] = saveSolution[iSequence];
saveSolution[iSequence] = value;
value = lower[iSequence];
lower[iSequence] = saveLower[iSequence];
saveLower[iSequence] = value;
value = upper[iSequence];
upper[iSequence] = saveUpper[iSequence];
saveUpper[iSequence] = value;
unsigned char value2 = statusA[iSequence];
statusA[iSequence] = saveStatus[iSequence];
saveStatus[iSequence] = value2;
}
}
#endif
if (CLP_METHOD2) {
//#define CLP_NON_JUST_BASIC
#ifndef CLP_NON_JUST_BASIC
// nonbasic should be at a valid bound
for (iSequence = 0; iSequence < numberTotal; iSequence++) {
#else
const int *pivotVariable = model_->pivotVariable();
for (int i = 0; i < numberRows_; i++) {
int iSequence = pivotVariable[i];
#endif
double value = solution[iSequence];
unsigned char iStatus = status_[iSequence];
assert(currentStatus(iStatus) == CLP_SAME);
double lowerValue = lower[iSequence];
double upperValue = upper[iSequence];
double costValue = cost2_[iSequence];
double trueCost = costValue;
int iWhere = originalStatus(iStatus);
if (iWhere == CLP_BELOW_LOWER) {
lowerValue = upperValue;
upperValue = bound_[iSequence];
costValue -= infeasibilityCost;
} else if (iWhere == CLP_ABOVE_UPPER) {
upperValue = lowerValue;
lowerValue = bound_[iSequence];
costValue += infeasibilityCost;
}
// get correct place
int newWhere = CLP_FEASIBLE;
ClpSimplex::Status status = model_->getStatus(iSequence);
if (upperValue == lowerValue && status != ClpSimplex::isFixed) {
if (status != ClpSimplex::basic) {
model_->setStatus(iSequence, ClpSimplex::isFixed);
status = ClpSimplex::isFixed;
}
}
switch (status) {
case ClpSimplex::basic:
case ClpSimplex::superBasic:
if (value - upperValue <= primalTolerance) {
if (value - lowerValue >= -primalTolerance) {
// feasible
//newWhere=CLP_FEASIBLE;
} else {
// below
newWhere = CLP_BELOW_LOWER;
assert(fabs(lowerValue) < 1.0e100);
double infeasibility = lowerValue - value - primalTolerance;
sumInfeasibilities_ += infeasibility;
largestInfeasibility_ = CoinMax(largestInfeasibility_, infeasibility);
costValue = trueCost - infeasibilityCost;
changeCost_ -= lowerValue * (costValue - cost[iSequence]);
numberInfeasibilities_++;
}
} else {
// above
newWhere = CLP_ABOVE_UPPER;
double infeasibility = value - upperValue - primalTolerance;
sumInfeasibilities_ += infeasibility;
largestInfeasibility_ = CoinMax(largestInfeasibility_, infeasibility);
costValue = trueCost + infeasibilityCost;
changeCost_ -= upperValue * (costValue - cost[iSequence]);
numberInfeasibilities_++;
}
break;
case ClpSimplex::isFree:
break;
case ClpSimplex::atUpperBound:
if (!toNearest) {
// With increasing tolerances - we may be at wrong place
if (fabs(value - upperValue) > oldTolerance * 1.0001) {
if (fabs(value - lowerValue) <= oldTolerance * 1.0001) {
if (fabs(value - lowerValue) > primalTolerance) {
solution[iSequence] = lowerValue;
value = lowerValue;
}
model_->setStatus(iSequence, ClpSimplex::atLowerBound);
} else {
if (value < upperValue) {
if (value > lowerValue) {
model_->setStatus(iSequence, ClpSimplex::superBasic);
} else {
// set to lower bound as infeasible
solution[iSequence] = lowerValue;
value = lowerValue;
model_->setStatus(iSequence, ClpSimplex::atLowerBound);
}
} else {
// set to upper bound as infeasible
solution[iSequence] = upperValue;
value = upperValue;
}
}
} else if (fabs(value - upperValue) > primalTolerance) {
solution[iSequence] = upperValue;
value = upperValue;
}
} else {
// Set to nearest and make at bound
if (fabs(value - lowerValue) < fabs(value - upperValue)) {
solution[iSequence] = lowerValue;
value = lowerValue;
model_->setStatus(iSequence, ClpSimplex::atLowerBound);
} else {
solution[iSequence] = upperValue;
value = upperValue;
}
}
break;
case ClpSimplex::atLowerBound:
if (!toNearest) {
// With increasing tolerances - we may be at wrong place
if (fabs(value - lowerValue) > oldTolerance * 1.0001) {
if (fabs(value - upperValue) <= oldTolerance * 1.0001) {
if (fabs(value - upperValue) > primalTolerance) {
solution[iSequence] = upperValue;
value = upperValue;