C++ Column::lBound方法代码示例

int Variable::genColumn(
	Active<Constraint, Variable> *actCon,
	Column &col) const
{
	double eps      = master_->machineEps();
	double minusEps = -eps;
	int    n        = actCon->number();

	expand();

	for (int i = 0; i < n; i++) {
		double co = (*actCon)[i]->coeff(this);
		if (co > eps || co < minusEps) col.insert(i,co);
	}

	col.obj(obj());
	col.lBound(lBound());
	col.uBound(uBound());

	compress();

	return col.nnz();

}

void LpSub::addVars(
	ArrayBuffer<Variable*> &vars,
	ArrayBuffer<FSVarStat*> &fsVarStat,
	ArrayBuffer<double> &lb,
	ArrayBuffer<double> &ub)
{
	// LpSub::addVars(): local variables
	ArrayBuffer<int> delVar(vars.size(),false);  //!< the eliminated variables
	Array<double> rhsDelta(0,sub_->nCon()-1, 0.0);  //!< the correction of the rhs
	double vValue;
	double coeff;
	bool modifyRhs = false;  //!< if \a true the modification of rhs required
	int oldNCol = trueNCol();
	int n = trueNCol();
	Variable *v;

	// divide the added variables in eliminable and non-eliminable ones
	int nVariables = vars.size();

	for (int i = 0; i < nVariables; i++) {
		v = vars[i];
		if(fsVarStat[i]->fixedOrSet()) {
			if (eliminable(i)) {
				//! the new variable is eliminated
				delVar.push(i);

				vValue = elimVal(fsVarStat[i], lb[i], ub[i]);

				valueAdd_ += v->obj() * vValue;
				orig2lp_[nOrigVar_++] = -1;

				const int nCon = sub_->nCon();

				for (int c = 0; c < nCon; c++) {
					coeff = sub_->constraint(c)->coeff(v);
					if (fabs(coeff) > master_->eps()) {
						rhsDelta[c] += vValue * coeff;
						modifyRhs    = true;
					}
				}
			}
			else {
				// the new variable is fixed in the LP
				orig2lp_[nOrigVar_++] = n;
				lp2orig_[n] = oldNCol + i;
				++n;
				lb[i] = ub[i] = elimVal(fsVarStat[i], lb[i], ub[i]);
			}
		}
		else {
			// the new variable will be added to the LP explicitly
			orig2lp_[nOrigVar_++] = n;
			lp2orig_[n] = oldNCol + i;
			++n;
		}
	}

	// remove the fixed and set added variables
	if (delVar.size()) {
		vars.leftShift(delVar);
		fsVarStat.leftShift(delVar);
		lb.leftShift(delVar);
		ub.leftShift(delVar);
	}

	// generate the column of the added variable and add them to the LP
	ArrayBuffer<Column*> newCols(vars.size(),false);
	//!< new columns added to the constraint matrix
	Column colBuf(master_, nRow());  //!< buffer for generated columns
	Column *col;

	nVariables = vars.size();
	for(int i = 0; i < nVariables; i++) {
		vars[i]->genColumn(sub_->actCon(), colBuf);
		col = new Column(master_, colBuf.nnz());
		col->copy(colBuf);
		col->obj(colBuf.obj());
		col->uBound(colBuf.uBound());
		col->lBound(colBuf.lBound());
		newCols.push(col);
		colBuf.clear();
	}

	LP::addCols(newCols);

	// modify the right hand side if fixed or set variables are added
	if (modifyRhs) {
		const int nCon = sub_->nCon();

		Array<double> newRhs(nCon);
		for(int c = 0; c < nCon; c++)
			newRhs[c] = rhs(c) - rhsDelta[c];

		changeRhs(newRhs);
	}

	// LpSub::addVars(): clean up
	for(int i = 0; i < nVariables; i++)
		delete newCols[i];
}