00001
00056 #ifndef ABA_LP_H
00057 #define ABA_LP_H
00058
00059 #include "abacus/array.h"
00060 #include "abacus/optsense.h"
00061 #include "abacus/lpvarstat.h"
00062 #include "abacus/slackstat.h"
00063 #include "abacus/cputimer.h"
00064
00065 class ABA_MASTER;
00066 class ABA_SPARVEC;
00067 class ABA_ROW;
00068 class ABA_COLUMN;
00069
00070 class ABA_LP : public ABA_ABACUSROOT {
00071 public:
00072
00087 enum OPTSTAT{Optimal, Unoptimized, Error,
00088 Feasible, Infeasible, Unbounded};
00089
00096 enum SOLSTAT{Available, Missing};
00097
00107 enum METHOD {Primal, Dual, BarrierAndCrossover, BarrierNoCrossover, Approximate};
00108
00114 ABA_LP (ABA_MASTER *master);
00115
00117 virtual ~ABA_LP ();
00118
00135 friend ostream &operator<<(ostream& out, const ABA_LP& rhs);
00136
00160 void initialize(ABA_OPTSENSE sense, int nRow, int maxRow,
00161 int nCol, int maxCol,
00162 ABA_ARRAY<double> &obj, ABA_ARRAY<double> &lBound,
00163 ABA_ARRAY<double> &uBound, ABA_ARRAY<ABA_ROW*> &rows);
00164
00172 void initialize(ABA_OPTSENSE sense, int nRow, int maxRow,
00173 int nCol, int maxCol,
00174 ABA_ARRAY<double> &obj, ABA_ARRAY<double> &lBound,
00175 ABA_ARRAY<double> &uBound, ABA_ARRAY<ABA_ROW*> &rows,
00176 ABA_ARRAY<ABA_LPVARSTAT::STATUS> &lpVarStat,
00177 ABA_ARRAY<ABA_SLACKSTAT::STATUS> &slackStat);
00178
00184 virtual void loadBasis(ABA_ARRAY<ABA_LPVARSTAT::STATUS> &lpVarStat,
00185 ABA_ARRAY<ABA_SLACKSTAT::STATUS> &slackStat);
00186 ABA_OPTSENSE sense() const;
00187 void sense(const ABA_OPTSENSE &newSense);
00188 int nRow() const;
00189 int maxRow() const;
00190 int nCol() const;
00191 int maxCol() const;
00192 int nnz() const;
00193 double obj(int i) const;
00194 double lBound(int i) const;
00195 double uBound(int i) const;
00196 void row(int i, ABA_ROW &r) const;
00197 double rhs(int i) const;
00198 virtual double value() const;
00199 virtual double xVal(int i);
00200 virtual double barXVal(int i);
00201 virtual double reco(int i);
00202 virtual double yVal(int c);
00203 virtual double slack(int c);
00204 SOLSTAT xValStatus() const;
00205 SOLSTAT barXValStatus() const;
00206 SOLSTAT yValStatus() const;
00207 SOLSTAT recoStatus() const;
00208 SOLSTAT slackStatus() const;
00209 SOLSTAT basisStatus() const;
00210 int nOpt() const;
00211 virtual bool infeasible() const;
00212
00238 virtual int getInfeas(int &infeasRow, int &infeasCol, double *bInvRow);
00239 virtual ABA_LPVARSTAT::STATUS lpVarStat(int i);
00240 virtual ABA_SLACKSTAT::STATUS slackStat(int i);
00241
00248 virtual OPTSTAT optimize(METHOD method);
00249
00254 void remRows(ABA_BUFFER<int> &ind);
00255
00263 void addRows(ABA_BUFFER<ABA_ROW*> &newRows);
00264
00269 void remCols(ABA_BUFFER<int> &cols);
00270
00278 void addCols(ABA_BUFFER<ABA_COLUMN*> &newCols);
00279
00284 void changeRhs(ABA_ARRAY<double> &newRhs);
00285
00291 virtual void changeLBound(int i, double newLb);
00292
00298 virtual void changeUBound(int i, double newUb);
00299
00308 virtual int pivotSlackVariableIn(ABA_BUFFER<int> &rows);
00309
00314 void rowRealloc(int newSize);
00315
00320 void colRealloc(int newSize);
00321
00330 int writeBasisMatrix(const char *fileName);
00331
00339 int setSimplexIterationLimit(int limit);
00340
00346 int getSimplexIterationLimit(int &limit);
00347 ABA_CPUTIMER* lpSolverTime() { return &lpSolverTime_; }
00348
00349 protected:
00350
00359 void colsNnz(int nRow, ABA_ARRAY<ABA_ROW*> &rows, ABA_ARRAY<int> &nnz);
00360
00375 void rows2cols(int nRow, ABA_ARRAY<ABA_ROW*> &rows,
00376 ABA_ARRAY<ABA_SPARVEC*> &cols);
00377
00382 void rowRangeCheck(int r) const;
00383
00388 void colRangeCheck(int i) const;
00389
00393 virtual ABA_OPTSENSE _sense() const = 0;
00394 virtual void _sense(const ABA_OPTSENSE &newSense) = 0;
00395
00399 virtual int _nRow() const = 0;
00400
00404 virtual int _maxRow() const = 0;
00405
00409 virtual int _nCol() const = 0;
00410
00414 virtual int _maxCol() const = 0;
00415
00421 virtual int _nnz() const = 0;
00422
00427 virtual double _obj(int i) const = 0;
00428
00432 virtual double _lBound(int i) const = 0;
00433
00437 virtual double _uBound(int i) const = 0;
00438
00442 virtual double _rhs(int i) const = 0;
00443
00447 virtual void _row(int i, ABA_ROW &r) const = 0;
00448
00462 virtual void _initialize(ABA_OPTSENSE sense, int nRow, int maxRow,
00463 int nCol, int maxCol,
00464 ABA_ARRAY<double> &obj, ABA_ARRAY<double> &lBound,
00465 ABA_ARRAY<double> &uBound, ABA_ARRAY<ABA_ROW*> &rows) = 0;
00466
00472 virtual void _loadBasis(ABA_ARRAY<ABA_LPVARSTAT::STATUS> &lpVarStat,
00473 ABA_ARRAY<ABA_SLACKSTAT::STATUS> &slackStat) = 0;
00474
00479 virtual OPTSTAT _primalSimplex() = 0;
00480
00485 virtual OPTSTAT _dualSimplex() = 0;
00486
00491 virtual OPTSTAT _barrier(bool doCrossover) = 0;
00492
00497 virtual OPTSTAT _approx() = 0;
00498
00503 virtual double _value() const = 0;
00504
00509 virtual double _xVal(int i) = 0;
00510 virtual double _barXVal(int i) = 0;
00511
00515 virtual double _reco(int i) = 0;
00516
00520 virtual double _slack(int i) = 0;
00521
00526 virtual double _yVal(int i) = 0;
00527
00532 virtual ABA_LPVARSTAT::STATUS _lpVarStat(int i) = 0;
00533
00538 virtual ABA_SLACKSTAT::STATUS _slackStat(int i) = 0;
00539
00552 virtual int _getInfeas(int &infeasRow, int &infeasCol,
00553 double *bInvRow) = 0;
00554
00559 virtual void _remRows(ABA_BUFFER<int> &ind) = 0;
00560
00565 virtual void _addRows(ABA_BUFFER<ABA_ROW*> &newRows) = 0;
00566
00571 virtual void _remCols(ABA_BUFFER<int> &vars) = 0;
00572
00577 virtual void _addCols(ABA_BUFFER<ABA_COLUMN*> &newCols) = 0;
00578
00583 virtual void _changeRhs(ABA_ARRAY<double> &newRhs) = 0;
00584
00589 virtual void _changeLBound(int i, double newLb) = 0;
00590
00595 virtual void _changeUBound(int i, double newUb) = 0;
00596
00606 virtual int _pivotSlackVariableIn(ABA_BUFFER<int> &rows) = 0;
00607
00613 virtual void _rowRealloc(int newSize) = 0;
00614
00619 virtual void _colRealloc(int newSize) = 0;
00620
00629 virtual int _setSimplexIterationLimit(int limit) = 0;
00630
00640 virtual int _getSimplexIterationLimit(int &limit) = 0;
00641
00644 ABA_MASTER *master_;
00645
00648 OPTSTAT optStat_;
00649
00654 SOLSTAT xValStatus_;
00655 SOLSTAT barXValStatus_;
00656
00662 SOLSTAT yValStatus_;
00663
00668 SOLSTAT recoStatus_;
00669
00675 SOLSTAT slackStatus_;
00676
00683 SOLSTAT basisStatus_;
00684
00687 int nOpt_;
00688 ABA_CPUTIMER lpSolverTime_;
00689
00690 private:
00691
00699 void initPostOpt();
00700 ABA_LP(const ABA_LP &rhs);
00701 const ABA_LP &operator=(const ABA_LP &rhs);
00702 };
00703
00704
00705 inline ABA_OPTSENSE ABA_LP::sense() const
00706 {
00707 return _sense();
00708 }
00709
00710 inline void ABA_LP::sense(const ABA_OPTSENSE &newSense)
00711 {
00712 _sense(newSense);
00713 }
00714
00715 inline int ABA_LP::nRow() const
00716 {
00717 return _nRow();
00718 }
00719
00720 inline int ABA_LP::maxRow() const
00721 {
00722 return _maxRow();
00723 }
00724
00725 inline int ABA_LP::nCol() const
00726 {
00727 return _nCol();
00728 }
00729
00730 inline int ABA_LP::maxCol() const
00731 {
00732 return _maxCol();
00733 }
00734
00735 inline int ABA_LP::nnz() const
00736 {
00737 return _nnz();
00738 }
00739
00740 inline double ABA_LP::obj(int i) const
00741 {
00742 #ifdef ABACUSSAFE
00743 colRangeCheck(i);
00744 #endif
00745 return _obj(i);
00746 }
00747
00748 inline double ABA_LP::lBound(int i) const
00749 {
00750 #ifdef ABACUSSAFE
00751 colRangeCheck(i);
00752 #endif
00753 return _lBound(i);
00754 }
00755
00756 inline double ABA_LP::uBound(int i) const
00757 {
00758 #ifdef ABACUSSAFE
00759 colRangeCheck(i);
00760 #endif
00761 return _uBound(i);
00762 }
00763
00764 inline void ABA_LP::row(int i, ABA_ROW &r) const
00765 {
00766 #ifdef ABACUSSAFE
00767 rowRangeCheck(i);
00768 #endif
00769 _row(i, r);
00770 }
00771
00772 inline double ABA_LP::rhs(int i) const
00773 {
00774 #ifdef ABACUSSAFE
00775 rowRangeCheck(i);
00776 #endif
00777 return _rhs(i);
00778 }
00779
00780 inline double ABA_LP::value() const
00781 {
00782 return _value();
00783 }
00784
00785 inline double ABA_LP::xVal(int i)
00786 {
00787 #ifdef ABACUSSAFE
00788 colRangeCheck(i);
00789 #endif
00790 return _xVal(i);
00791 }
00792
00793 inline double ABA_LP::barXVal(int i)
00794 {
00795 #ifdef ABACUSSAFE
00796 colRangeCheck(i);
00797 #endif
00798 return _barXVal(i);
00799 }
00800
00801 inline double ABA_LP::reco(int i)
00802 {
00803 #ifdef ABACUSSAFE
00804 colRangeCheck(i);
00805 #endif
00806 return _reco(i);
00807 }
00808
00809 inline double ABA_LP::yVal(int c)
00810 {
00811 #ifdef ABACUSSAFE
00812 rowRangeCheck(c);
00813 #endif
00814 return _yVal(c);
00815 }
00816
00817 inline double ABA_LP::slack(int c)
00818 {
00819 #ifdef ABACUSSAFE
00820 rowRangeCheck(c);
00821 #endif
00822 return _slack(c);
00823 }
00824
00825 inline ABA_LP::SOLSTAT ABA_LP::xValStatus() const
00826 {
00827 return xValStatus_;
00828 }
00829
00830 inline ABA_LP::SOLSTAT ABA_LP::barXValStatus() const
00831 {
00832 return barXValStatus_;
00833 }
00834
00835 inline ABA_LP::SOLSTAT ABA_LP::recoStatus() const
00836 {
00837 return recoStatus_;
00838 }
00839
00840 inline ABA_LP::SOLSTAT ABA_LP::yValStatus() const
00841 {
00842 return yValStatus_;
00843 }
00844
00845 inline ABA_LP::SOLSTAT ABA_LP::slackStatus() const
00846 {
00847 return slackStatus_;
00848 }
00849
00850 inline ABA_LP::SOLSTAT ABA_LP::basisStatus() const
00851 {
00852 return basisStatus_;
00853 }
00854
00855 inline int ABA_LP::nOpt() const
00856 {
00857 return nOpt_;
00858 }
00859
00860 inline bool ABA_LP::infeasible() const
00861 {
00862 if (optStat_ == Infeasible) return true;
00863 else return false;
00864 }
00865
00866 inline ABA_LPVARSTAT::STATUS ABA_LP::lpVarStat(int i)
00867 {
00868 #ifdef ABACUSSAFE
00869 colRangeCheck(i);
00870 #endif
00871 return _lpVarStat(i);
00872 }
00873
00874 inline ABA_SLACKSTAT::STATUS ABA_LP::slackStat(int i)
00875 {
00876 #ifdef ABACUSSAFE
00877 rowRangeCheck(i);
00878 #endif
00879 return _slackStat(i);
00880 }
00881
00882
00883 #endif // ABA_LP_H
00884
