Example #1
0
void ClpPdco::matPrecon(double delta, CoinDenseVector<double> &x, CoinDenseVector<double> &y)
{
     double *x_elts = x.getElements();
     double *y_elts = y.getElements();
     matPrecon(delta, x_elts, y_elts);
     return;
}
Example #2
0
void ClpPdco::matVecMult( int mode, CoinDenseVector<double> &x, CoinDenseVector<double> &y)
{
     double *x_elts = x.getElements();
     double *y_elts = y.getElements();
     matVecMult( mode, x_elts, y_elts);
     return;
}
Example #3
0
inline void pdxxxresid1(ClpPdco *model, const int nlow, const int nupp, const int nfix,
                        int *low, int *upp, int *fix,
                        CoinDenseVector <double> &b, double *bl, double *bu, double d1, double d2,
                        CoinDenseVector <double> &grad, CoinDenseVector <double> &rL,
                        CoinDenseVector <double> &rU, CoinDenseVector <double> &x,
                        CoinDenseVector <double> &x1, CoinDenseVector <double> &x2,
                        CoinDenseVector <double> &y,  CoinDenseVector <double> &z1,
                        CoinDenseVector <double> &z2, CoinDenseVector <double> &r1,
                        CoinDenseVector <double> &r2, double *Pinf, double *Dinf)
{

// Form residuals for the primal and dual equations.
// rL, rU are output, but we input them as full vectors
// initialized (permanently) with any relevant zeros.

// Get some element pointers for efficiency
     double *x_elts  = x.getElements();
     double *r2_elts = r2.getElements();

     for (int k = 0; k < nfix; k++)
          x_elts[fix[k]]  = 0;

     r1.clear();
     r2.clear();
     model->matVecMult( 1, r1, x );
     model->matVecMult( 2, r2, y );
     for (int k = 0; k < nfix; k++)
          r2_elts[fix[k]]  = 0;


     r1      = b    - r1 - d2 * d2 * y;
     r2      = grad - r2 - z1;              // grad includes d1*d1*x
     if (nupp > 0)
          r2    = r2 + z2;

     for (int k = 0; k < nlow; k++)
          rL[low[k]] = bl[low[k]] - x[low[k]] + x1[low[k]];
     for (int k = 0; k < nupp; k++)
          rU[upp[k]] = - bu[upp[k]] + x[upp[k]] + x2[upp[k]];

     double normL = 0.0;
     double normU = 0.0;
     for (int k = 0; k < nlow; k++)
          if (rL[low[k]] > normL) normL = rL[low[k]];
     for (int k = 0; k < nupp; k++)
          if (rU[upp[k]] > normU) normU = rU[upp[k]];

     *Pinf    = CoinMax(normL, normU);
     *Pinf    = CoinMax( r1.infNorm() , *Pinf );
     *Dinf    = r2.infNorm();
     *Pinf    = CoinMax( *Pinf, 1e-99 );
     *Dinf    = CoinMax( *Dinf, 1e-99 );
}
Example #4
0
void ClpLsqr::matVecMult(int mode, CoinDenseVector< double > *x, CoinDenseVector< double > *y)
{
  int n = model_->numberColumns();
  int m = model_->numberRows();
  CoinDenseVector< double > *temp = new CoinDenseVector< double >(n, 0.0);
  double *t_elts = temp->getElements();
  double *x_elts = x->getElements();
  double *y_elts = y->getElements();
  ClpPdco *pdcoModel = (ClpPdco *)model_;
  if (mode == 1) {
    pdcoModel->matVecMult(2, temp, y);
    for (int k = 0; k < n; k++)
      x_elts[k] += (diag1_[k] * t_elts[k]);
    for (int k = 0; k < m; k++)
      x_elts[n + k] += (diag2_ * y_elts[k]);
  } else {
    for (int k = 0; k < n; k++)
      t_elts[k] = diag1_[k] * y_elts[k];
    pdcoModel->matVecMult(1, x, temp);
    for (int k = 0; k < m; k++)
      x_elts[k] += diag2_ * y_elts[n + k];
  }
  delete temp;
  return;
}
Example #5
0
inline double  pdxxxstep(int nset, int *set, CoinDenseVector <double> &x, CoinDenseVector <double> &dx )
{

// Assumes x > 0.
// Finds the maximum step such that x + step*dx >= 0.

     double step     = 1e+20;

     int n = x.size();
     double *x_elts = x.getElements();
     double *dx_elts = dx.getElements();
     for (int k = 0; k < n; k++)
          if (dx_elts[k] < 0)
               if ((x_elts[k] / (-dx_elts[k])) < step)
                    step = x_elts[k] / (-dx_elts[k]);
     return step;
}
Example #6
0
template <typename T> void
CoinDenseVector<T>::append(const CoinDenseVector<T> & caboose)
{
   const int s = nElements_;
   const int cs = caboose.getNumElements();
   int newsize = s + cs;
   resize(newsize);
   const T * celem = caboose.getElements();
   CoinDisjointCopyN(celem, cs, elements_ + s);
}
Example #7
0
inline void pdxxxresid2(double mu, int nlow, int nupp, int *low, int *upp,
                        CoinDenseVector <double> &cL, CoinDenseVector <double> &cU,
                        CoinDenseVector <double> &x1, CoinDenseVector <double> &x2,
                        CoinDenseVector <double> &z1, CoinDenseVector <double> &z2,
                        double *center, double *Cinf, double *Cinf0)
{

// Form residuals for the complementarity equations.
// cL, cU are output, but we input them as full vectors
// initialized (permanently) with any relevant zeros.
// Cinf  is the complementarity residual for X1 z1 = mu e, etc.
// Cinf0 is the same for mu=0 (i.e., for the original problem).

     double maxXz = -1e20;
     double minXz = 1e20;

     double *x1_elts = x1.getElements();
     double *z1_elts = z1.getElements();
     double *cL_elts = cL.getElements();
     for (int k = 0; k < nlow; k++) {
          double x1z1    = x1_elts[low[k]] * z1_elts[low[k]];
          cL_elts[low[k]] = mu - x1z1;
          if (x1z1 > maxXz) maxXz = x1z1;
          if (x1z1 < minXz) minXz = x1z1;
     }

     double *x2_elts = x2.getElements();
     double *z2_elts = z2.getElements();
     double *cU_elts = cU.getElements();
     for (int k = 0; k < nupp; k++) {
          double x2z2    = x2_elts[upp[k]] * z2_elts[upp[k]];
          cU_elts[upp[k]] = mu - x2z2;
          if (x2z2 > maxXz) maxXz = x2z2;
          if (x2z2 < minXz) minXz = x2z2;
     }

     maxXz   = CoinMax( maxXz, 1e-99 );
     minXz   = CoinMax( minXz, 1e-99 );
     *center  = maxXz / minXz;

     double normL = 0.0;
     double normU = 0.0;
     for (int k = 0; k < nlow; k++)
          if (cL_elts[low[k]] > normL) normL = cL_elts[low[k]];
     for (int k = 0; k < nupp; k++)
          if (cU_elts[upp[k]] > normU) normU = cU_elts[upp[k]];
     *Cinf    = CoinMax( normL, normU);
     *Cinf0   = maxXz;
}
Example #8
0
CoinDenseVector<T>::CoinDenseVector(const CoinDenseVector<T> & rhs):
   nElements_(0),
   elements_(NULL)
{
     setVector(rhs.getNumElements(), rhs.getElements());
}