ClpQuadraticObjective Class Reference

#include <ClpQuadraticObjective.hpp>

Inheritance diagram for ClpQuadraticObjective:

List of all members.

Public Member Functions
Stuff
virtual double *	gradient (const double *solution, double &offset, bool refresh)
virtual void	resize (int newNumberColumns)
	Resize objective.
virtual void	deleteSome (int numberToDelete, const int *which)
	Delete columns in objective.
Constructors and destructors
	ClpQuadraticObjective ()
	Default Constructor.
	ClpQuadraticObjective (const double *linearObjective, int numberColumns, const CoinBigIndex *start, const int *column, const double *element, int numberExtendedColumns_=-1)
	Constructor from objective.
	ClpQuadraticObjective (const ClpQuadraticObjective &)
	Copy constructor.
	ClpQuadraticObjective (const ClpQuadraticObjective &rhs, int numberColumns, const int *whichColumns)
ClpQuadraticObjective &	operator= (const ClpQuadraticObjective &rhs)
	Assignment operator.
virtual	~ClpQuadraticObjective ()
	Destructor.
virtual ClpObjective *	clone () const
	Clone.
virtual ClpObjective *	subsetClone (int numberColumns, const int *whichColumns) const
void	loadQuadraticObjective (const int numberColumns, const CoinBigIndex *start, const int *column, const double *element, int numberExtendedColumns=-1)
void	loadQuadraticObjective (const CoinPackedMatrix &matrix)
void	deleteQuadraticObjective ()
	Get rid of quadratic objective.
Gets and sets
CoinPackedMatrix *	quadraticObjective () const
	Quadratic objective.
double *	linearObjective () const
	Linear objective.
int	numberExtendedColumns () const
	Length of linear objective which could be bigger.
int	numberColumns () const
	Number of columns in quadratic objective.
Private Attributes
Private member data
Quadratic objective
CoinPackedMatrix *	quadraticObjective_
double *	objective_
	Objective.
double *	gradient_
	Gradient.
int	numberColumns_
	Useful to have number of columns about.
int	numberExtendedColumns_
	Also length of linear objective which could be bigger.

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Detailed Description

Quadratic Objective Class

Definition at line 15 of file ClpQuadraticObjective.hpp.

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Constructor & Destructor Documentation

ClpQuadraticObjective::ClpQuadraticObjective (  const ClpQuadraticObjective &  rhs, int  numberColumns, const int *  whichColumns )

Subset constructor. Duplicates are allowed and order is as given. Definition at line 86 of file ClpQuadraticObjective.cpp. References gradient_, numberColumns_, numberExtendedColumns_, objective_, and quadraticObjective_. : ClpObjective(rhs) { objective_=NULL; int extra = rhs.numberExtendedColumns_-rhs.numberColumns_; numberColumns_=0; if (numberColumns>0) { // check valid lists int numberBad=0; int i; for (i=0;i<numberColumns;i++) if (whichColumn[i]<0||whichColumn[i]>=rhs.numberColumns_) numberBad++; if (numberBad) throw CoinError("bad column list", "subset constructor", "ClpQuadraticObjective"); numberColumns_ = numberColumns; numberExtendedColumns_ = numberColumns+extra; objective_ = new double[numberExtendedColumns_]; for (i=0;i<numberColumns_;i++) objective_[i]=rhs.objective_[whichColumn[i]]; memcpy(objective_+numberColumns_,rhs.objective_+rhs.numberColumns_, (numberExtendedColumns_-numberColumns_)*sizeof(double)); if (rhs.gradient_) { gradient_ = new double[numberExtendedColumns_]; for (i=0;i<numberColumns_;i++) gradient_[i]=rhs.gradient_[whichColumn[i]]; memcpy(gradient_+numberColumns_,rhs.gradient_+rhs.numberColumns_, (numberExtendedColumns_-numberColumns_)*sizeof(double)); } } if (rhs.quadraticObjective_) { quadraticObjective_ = new CoinPackedMatrix(*rhs.quadraticObjective_, numberColumns,whichColumn, numberColumns,whichColumn); } else { quadraticObjective_=NULL; } }

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Member Function Documentation

double * ClpQuadraticObjective::gradient (  const double *  solution, double &  offset, bool  refresh )  [virtual]

Returns gradient. If Quadratic then solution may be NULL, also returns an offset (to be added to current one) If refresh is false then uses last solution Implements ClpObjective. Definition at line 174 of file ClpQuadraticObjective.cpp. References gradient_, numberColumns_, numberExtendedColumns_, and objective_. { offset=0.0; if (!quadraticObjective_||!solution) { return objective_; } else { if (refresh||!gradient_) { if (!gradient_) gradient_ = new double[numberExtendedColumns_]; const int * columnQuadratic = quadraticObjective_->getIndices(); const int * columnQuadraticStart = quadraticObjective_->getVectorStarts(); const int * columnQuadraticLength = quadraticObjective_->getVectorLengths(); const double * quadraticElement = quadraticObjective_->getElements(); double offset=0.0; memcpy(gradient_,objective_,numberExtendedColumns_*sizeof(double)); int iColumn; for (iColumn=0;iColumn<numberColumns_;iColumn++) { double valueI = solution[iColumn]; int j; for (j=columnQuadraticStart[iColumn]; j<columnQuadraticStart[iColumn]+columnQuadraticLength[iColumn];j++) { int jColumn = columnQuadratic[j]; double valueJ = solution[jColumn]; double elementValue = quadraticElement[j]; elementValue *= 0.5; offset += valueI*valueJ*elementValue; double gradientI = valueJ*elementValue; double gradientJ = valueI*elementValue; offset -= gradientI*valueI; gradient_[iColumn] += gradientI; offset -= gradientJ*valueJ; gradient_[jColumn] += gradientJ; } } } return gradient_; } }

void ClpQuadraticObjective::loadQuadraticObjective (  const int  numberColumns, const CoinBigIndex *  start, const int *  column, const double *  element, int  numberExtendedColumns = -1 )

Load up quadratic objective. This is stored as a CoinPackedMatrix Definition at line 342 of file ClpQuadraticObjective.cpp. References gradient_, numberColumns_, numberExtendedColumns_, and objective_. { delete quadraticObjective_; quadraticObjective_ = new CoinPackedMatrix(true,numberColumns,numberColumns, start[numberColumns],element,column,start,NULL); numberColumns_=numberColumns; if (numberExtended>numberExtendedColumns_) { if (objective_) { // make correct size double * newArray = new double[numberExtended]; memcpy(newArray,objective_,numberColumns_*sizeof(double)); delete [] objective_; objective_ = newArray; memset(objective_+numberColumns_,0,(numberExtended-numberColumns_)*sizeof(double)); } if (gradient_) { // make correct size double * newArray = new double[numberExtended]; memcpy(newArray,gradient_,numberColumns_*sizeof(double)); delete [] gradient_; gradient_ = newArray; memset(gradient_+numberColumns_,0,(numberExtended-numberColumns_)*sizeof(double)); } numberExtendedColumns_ = numberExtended; } else { numberExtendedColumns_ = numberColumns_; } }

ClpObjective * ClpQuadraticObjective::subsetClone (  int  numberColumns, const int *  whichColumns )  const [virtual]

Subset clone. Duplicates are allowed and order is as given. Reimplemented from ClpObjective. Definition at line 224 of file ClpQuadraticObjective.cpp. References ClpQuadraticObjective(). { return new ClpQuadraticObjective(*this, numberColumns, whichColumns); }

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The documentation for this class was generated from the following files:

• ClpQuadraticObjective.hpp
• ClpQuadraticObjective.cpp

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