// For long double versions
CoinWorkDouble
maximumAbsElement(const CoinWorkDouble * region, int size)
{
int i;
CoinWorkDouble maxValue = 0.0;
for (i = 0; i < size; i++)
maxValue = CoinMax(maxValue, CoinAbs(region[i]));
return maxValue;
}
//-----------------------------------------------------------------------------
void
BCP_lp_user::select_zeros(const double * first, const double * last,
const double etol,
BCP_vec<int>& zeros) const {
zeros.reserve(last - first);
BCP_vec<double>::const_iterator current = first;
for ( ; current != last; ++current)
if (CoinAbs(*current) <= etol)
zeros.unchecked_push_back(current - first);
}
void
getNorms(const CoinWorkDouble * region, int size, CoinWorkDouble & norm1, CoinWorkDouble & norm2)
{
norm1 = 0.0;
norm2 = 0.0;
int i;
for (i = 0; i < size; i++) {
norm2 += region[i] * region[i];
norm1 = CoinMax(norm1, CoinAbs(region[i]));
}
}
// Sanity check on input data - returns true if okay
bool
ClpInterior::sanityCheck()
{
// bad if empty
if (!numberColumns_ || ((!numberRows_ || !matrix_->getNumElements()) && objective_->type() < 2)) {
problemStatus_ = emptyProblem();
return false;
}
int numberBad ;
CoinWorkDouble largestBound, smallestBound, minimumGap;
CoinWorkDouble smallestObj, largestObj;
int firstBad;
int modifiedBounds = 0;
int i;
numberBad = 0;
firstBad = -1;
minimumGap = 1.0e100;
smallestBound = 1.0e100;
largestBound = 0.0;
smallestObj = 1.0e100;
largestObj = 0.0;
// If bounds are too close - fix
CoinWorkDouble fixTolerance = 1.1 * primalTolerance();
for (i = numberColumns_; i < numberColumns_ + numberRows_; i++) {
CoinWorkDouble value;
value = CoinAbs(cost_[i]);
if (value > 1.0e50) {
numberBad++;
if (firstBad < 0)
firstBad = i;
} else if (value) {
if (value > largestObj)
largestObj = value;
if (value < smallestObj)
smallestObj = value;
}
value = upper_[i] - lower_[i];
if (value < -primalTolerance()) {
numberBad++;
if (firstBad < 0)
firstBad = i;
} else if (value <= fixTolerance) {
if (value) {
// modify
upper_[i] = lower_[i];
modifiedBounds++;
}
} else {
if (value < minimumGap)
minimumGap = value;
}
if (lower_[i] > -1.0e100 && lower_[i]) {
value = CoinAbs(lower_[i]);
if (value > largestBound)
largestBound = value;
if (value < smallestBound)
smallestBound = value;
}
if (upper_[i] < 1.0e100 && upper_[i]) {
value = CoinAbs(upper_[i]);
if (value > largestBound)
largestBound = value;
if (value < smallestBound)
smallestBound = value;
}
}
if (largestBound)
handler_->message(CLP_RIMSTATISTICS3, messages_)
<< static_cast<double>(smallestBound)
<< static_cast<double>(largestBound)
<< static_cast<double>(minimumGap)
<< CoinMessageEol;
minimumGap = 1.0e100;
smallestBound = 1.0e100;
largestBound = 0.0;
for (i = 0; i < numberColumns_; i++) {
CoinWorkDouble value;
value = CoinAbs(cost_[i]);
if (value > 1.0e50) {
numberBad++;
if (firstBad < 0)
firstBad = i;
} else if (value) {
if (value > largestObj)
largestObj = value;
if (value < smallestObj)
smallestObj = value;
}
value = upper_[i] - lower_[i];
if (value < -primalTolerance()) {
numberBad++;
if (firstBad < 0)
firstBad = i;
} else if (value <= fixTolerance) {
if (value) {
// modify
upper_[i] = lower_[i];
modifiedBounds++;
}
} else {
if (value < minimumGap)
minimumGap = value;
}
if (lower_[i] > -1.0e100 && lower_[i]) {
value = CoinAbs(lower_[i]);
if (value > largestBound)
largestBound = value;
if (value < smallestBound)
smallestBound = value;
}
if (upper_[i] < 1.0e100 && upper_[i]) {
value = CoinAbs(upper_[i]);
if (value > largestBound)
largestBound = value;
if (value < smallestBound)
smallestBound = value;
}
}
char rowcol[] = {'R', 'C'};
if (numberBad) {
handler_->message(CLP_BAD_BOUNDS, messages_)
<< numberBad
<< rowcol[isColumn(firstBad)] << sequenceWithin(firstBad)
<< CoinMessageEol;
problemStatus_ = 4;
return false;
}
if (modifiedBounds)
handler_->message(CLP_MODIFIEDBOUNDS, messages_)
<< modifiedBounds
<< CoinMessageEol;
handler_->message(CLP_RIMSTATISTICS1, messages_)
<< static_cast<double>(smallestObj)
<< static_cast<double>(largestObj)
<< CoinMessageEol;
if (largestBound)
handler_->message(CLP_RIMSTATISTICS2, messages_)
<< static_cast<double>(smallestBound)
<< static_cast<double>(largestBound)
<< static_cast<double>(minimumGap)
<< CoinMessageEol;
return true;
}
// fix variables interior says should be
void
ClpInterior::fixFixed(bool reallyFix)
{
// Arrays for change in columns and rhs
CoinWorkDouble * columnChange = new CoinWorkDouble[numberColumns_];
CoinWorkDouble * rowChange = new CoinWorkDouble[numberRows_];
CoinZeroN(columnChange, numberColumns_);
CoinZeroN(rowChange, numberRows_);
matrix_->times(1.0, columnChange, rowChange);
int i;
CoinWorkDouble tolerance = primalTolerance();
for (i = 0; i < numberColumns_; i++) {
if (columnUpper_[i] < 1.0e20 || columnLower_[i] > -1.0e20) {
if (columnUpper_[i] > columnLower_[i]) {
if (fixedOrFree(i)) {
if (columnActivity_[i] - columnLower_[i] < columnUpper_[i] - columnActivity_[i]) {
CoinWorkDouble change = columnLower_[i] - columnActivity_[i];
if (CoinAbs(change) < tolerance) {
if (reallyFix)
columnUpper_[i] = columnLower_[i];
columnChange[i] = change;
columnActivity_[i] = columnLower_[i];
}
} else {
CoinWorkDouble change = columnUpper_[i] - columnActivity_[i];
if (CoinAbs(change) < tolerance) {
if (reallyFix)
columnLower_[i] = columnUpper_[i];
columnChange[i] = change;
columnActivity_[i] = columnUpper_[i];
}
}
}
}
}
}
CoinZeroN(rowChange, numberRows_);
matrix_->times(1.0, columnChange, rowChange);
// If makes mess of things then don't do
CoinWorkDouble newSum = 0.0;
for (i = 0; i < numberRows_; i++) {
CoinWorkDouble value = rowActivity_[i] + rowChange[i];
if (value > rowUpper_[i] + tolerance)
newSum += value - rowUpper_[i] - tolerance;
else if (value < rowLower_[i] - tolerance)
newSum -= value - rowLower_[i] + tolerance;
}
if (newSum > 1.0e-5 + 1.5 * sumPrimalInfeasibilities_) {
// put back and skip changes
for (i = 0; i < numberColumns_; i++)
columnActivity_[i] -= columnChange[i];
} else {
CoinZeroN(rowActivity_, numberRows_);
matrix_->times(1.0, columnActivity_, rowActivity_);
if (reallyFix) {
for (i = 0; i < numberRows_; i++) {
if (rowUpper_[i] < 1.0e20 || rowLower_[i] > -1.0e20) {
if (rowUpper_[i] > rowLower_[i]) {
if (fixedOrFree(i + numberColumns_)) {
if (rowActivity_[i] - rowLower_[i] < rowUpper_[i] - rowActivity_[i]) {
CoinWorkDouble change = rowLower_[i] - rowActivity_[i];
if (CoinAbs(change) < tolerance) {
if (reallyFix)
rowUpper_[i] = rowLower_[i];
rowActivity_[i] = rowLower_[i];
}
} else {
CoinWorkDouble change = rowLower_[i] - rowActivity_[i];
if (CoinAbs(change) < tolerance) {
if (reallyFix)
rowLower_[i] = rowUpper_[i];
rowActivity_[i] = rowUpper_[i];
}
}
}
}
}
}
}
}
delete [] rowChange;
delete [] columnChange;
}