// --------------------------------------------------------------------- //
//THINK: this is specific to PC and DC??
void DecompVarPool::reExpand(const DecompConstraintSet& modelCore,
const double tolZero)
{
//THIS IS WRONG...
//in masterSI, we have
//A'', convexity, cuts
//in modelCore.M we have A'', cuts
//the sparseCol that you come out with the end here has things in the wrong
//order: //A'', cuts, convexity
double* denseCol = new double[modelCore.getNumRows() + 1];
vector<DecompWaitingCol>::iterator vi;
for (vi = begin(); vi != end(); vi++) {
// ---
// --- get dense column = A''s, append convexity constraint on end
// ---
modelCore.M->times((*vi).getVarPtr()->m_s, denseCol);
denseCol[modelCore.getNumRows()] = 1.0;
// ---
// --- create a sparse column from the dense column
// ---
CoinPackedVector* sparseCol
= UtilPackedVectorFromDense(modelCore.getNumRows() + 1,
denseCol, tolZero);
(*vi).deleteCol();
(*vi).setCol(sparseCol);
}
setColsAreValid(true);
UTIL_DELARR(denseCol);
}
//===========================================================================//
void DecompAlgoRC::phaseDone()
{
//take the current set of variables and solve DW master to get primal
//TODO: right now, creating from scratch each time -- really need
// to append and warm start - esp if doing alot of branching
//delete m_masterSI;
//m_masterSI = NULL;
//m_masterSI = new OsiLpSolverInterface();
//CoinAssertHint(m_masterSI, "Error: Out of Memory");
//m_masterSI->messageHandler()->setLogLevel(m_param.LogLpLevel);
DecompConstraintSet* modelCore = m_modelCore.getModel();
#if 0
//---
//--- Initialize the solver interface for the master problem.
//--- PC: min c(s lam)
//--- A''s lam >= b'',
//--- sum{s} lam_s = 1 ,
//--- lam_s >= 0 , s in F'[0]
//--- modelCore contains [A'', b''], from the original model in
//--- terms of x. In this function we create the DW-LP in terms of
//--- lambda, [[A''s, 1], [b'', 1]] and load that into the OSI
//--- interface m_masterSI.
//---
//--- NOTE: if 0 is feasible to subproblem, we can relax convexity to <= 1
//---
UtilPrintFuncBegin(m_osLog, m_classTag,
"phaseDone()", m_param.LogDebugLevel, 2);
CoinAssert(m_vars.size() > 0);
int nColsCore = modelCore->getNumCols();
int nRowsCore = modelCore->getNumRows();
modelCore->nBaseRowsOrig = modelCore->nBaseRows;
modelCore->nBaseRows = nRowsCore;
//THINK? should initVars be in pool and do addVarsFromPool here?
CoinPackedMatrix* M = new CoinPackedMatrix(true, 0, 0);
M->setDimensions(nRowsCore + 1, 0);
const int n_cols = static_cast<int>(m_vars.size());
double* colLB = new double[n_cols];
double* colUB = new double[n_cols];
double* obj = new double[n_cols];
double* denseCol = new double[nRowsCore + 1];
CoinAssertHint(colLB && colUB && obj && denseCol, "Error: Out of Memory");
int col_index = 0;
DecompVarList::iterator li;
for (li = m_vars.begin(); li != m_vars.end(); li++) {
UTIL_DEBUG(m_param.LogDebugLevel, 5,
(*li)->print(m_osLog, m_app);
);
//---
//--- get dense column = A''s, append convexity constraint on end
//---
modelCore->M->times((*li)->m_s, denseCol);
denseCol[nRowsCore] = 1.0;
//---
//--- create a sparse column from the dense column
//---
// THINK: do i need a DecompCol?
// THINK: does this allocate memory for coinpackedvec twice?
CoinPackedVector* sparseCol
= UtilPackedVectorFromDense(nRowsCore + 1,
denseCol, m_param.TolZero);
UTIL_DEBUG(m_param.LogDebugLevel, 5,
(*m_osLog) << "\nSparse Col: \n";
UtilPrintPackedVector(*sparseCol, m_osLog);
);