cgal/QP_solver/include/CGAL/QP_full_exact_pricing.h

282 lines
6.7 KiB
C++

// Copyright (c) 1997-2001 ETH Zurich (Switzerland).
// All rights reserved.
//
// This file is part of CGAL (www.cgal.org); you may redistribute it under
// the terms of the Q Public License version 1.0.
// See the file LICENSE.QPL distributed with CGAL.
//
// Licensees holding a valid commercial license may use this file in
// accordance with the commercial license agreement provided with the software.
//
// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
// WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
//
// $URL$
// $Id$
//
//
// Author(s) : Sven Schoenherr <sven@inf.fu-berlin.de>
// Bernd Gaertner <gaertner@inf.ethz.ch>
// Franz Wessendorp <fransw@inf.ethz.ch>
// Kaspar Fischer <fischerk@inf.ethz.ch>
#ifndef CGAL_QP_FULL_EXACT_PRICING_H
#define CGAL_QP_FULL_EXACT_PRICING_H
// includes
#include <CGAL/QP_pricing_strategy.h>
CGAL_BEGIN_NAMESPACE
// =================
// class declaration
// =================
template < class Rep_ >
class QP_full_exact_pricing;
// ===============
// class interface
// ===============
template < class Rep_ >
class QP_full_exact_pricing : public QP_pricing_strategy<Rep_> {
// self
typedef Rep_ Rep;
typedef QP_pricing_strategy<Rep> Base;
typedef QP_full_exact_pricing<Rep> Self;
// types from the base class
typedef typename Base::ET ET;
typedef typename Base::Is_in_standard_form Is_in_standard_form;
typedef typename CGAL::QP_solver<Rep> QP_solver;
public:
// creation
QP_full_exact_pricing();
// operations
int pricing(int& direction );
// cleanup
~QP_full_exact_pricing() { };
private:
int pricing_helper(int& direction, Tag_true is_in_standard_form);
int pricing_helper(int& direction, Tag_false is_in_standard_form);
};
// ----------------------------------------------------------------------------
// =============================
// class implementation (inline)
// =============================
// construction
template < class Rep_ > inline
QP_full_exact_pricing<Rep_>::
QP_full_exact_pricing()
: QP_pricing_strategy<Rep_>("full exact")
{ }
// operations
template < class Rep_ >
int QP_full_exact_pricing<Rep_>::
pricing(int& direction )
{
return (pricing_helper(direction, Is_in_standard_form()));
}
template < class Rep_ >
int QP_full_exact_pricing<Rep_>::
pricing_helper(int& direction, Tag_true is_in_standard_form)
{
// get properties of quadratic program:
int w = this->solver().number_of_working_variables();
// loop over all non-basic variables:
int j, min_j = -1;
ET mu, min_mu = this->et0;
for (j = 0; j < w; ++j) {
// variable non-basic?
if (!this->solver().is_basic(j)) {
// don't price artificial variables:
if (this->solver().is_artificial(j)) {
CGAL_qpe_debug {
this->vout() << "mu_" << j << ": artificial [ not priced ]"
<< std::endl;
}
continue;
}
// compute mu_j:
mu = this->mu_j(j);
CGAL_qpe_debug {
this->vout() << "mu_" << j << ": " << mu << std::endl;
}
// new minimum?
if (mu < min_mu) { min_j = j; min_mu = mu; }
}
}
this->vout() << std::endl;
// return index of entering variable:
return min_j;
}
template < class Rep_ >
int QP_full_exact_pricing<Rep_>::
pricing_helper(int& direction, Tag_false is_in_standard_form)
{
typedef typename QP_solver::Bound_index Bound_index;
// get properties of quadratic program:
int w = this->solver().number_of_working_variables();
// loop over all non-basic variables:
int j, min_j = -1;
//
ET min_mu = this->et0; // Note: for mu_j > 0 we will compare -mu_j and
// min_mu.
for (j = 0; j < w; ++j) {
// variable non-basic?
if (!this->solver().is_basic(j)) {
// don't price artificial variables:
if (this->solver().is_artificial(j)) {
CGAL_qpe_debug {
this->vout() << "mu_" << j << ": artificial [ not priced ]"
<< std::endl;
}
continue;
}
// original variable:
if (this->solver().is_original(j)) {
const Bound_index bnd_ind =
this->solver().nonbasic_original_variable_bound_index(j);
switch (bnd_ind) {
case QP_solver::LOWER:
{
// compute mu_j
const ET mu = this->mu_j(j);
CGAL_qpe_debug {
this->vout() << "mu_" << j << ": " << mu
<< " LOWER" << std::endl;
}
if (mu < this->et0) {
// new minimum?
if (mu < min_mu) {
min_j = j; min_mu = mu;
direction = 1;
}
}
break;
}
case QP_solver::ZERO:
{
// compute mu_j
const ET mu = this->mu_j(j);
// determine whether the variable is on lower or upper bound, or
// somewhere it the middle:
//
// Note: it cannot be both on the lower and upper bound (as it is
// not FIXED).
const int where =
this->solver().state_of_zero_nonbasic_variable(j);
CGAL_qpe_debug {
this->vout() << "mu_" << j << ": " << mu
<< " ZERO "
<< (where == -1? "(LOWER)" :
(where == 0? "(MIDDLE)" : "(UPPER)"))
<< std::endl;
}
if (where >= 0 && // middle or on upper bound?
mu > this->et0) {
// new minimum?
if (-mu < min_mu) {
min_j = j; min_mu = -mu;
direction = -1;
}
}
if (where <= 0 && // middle or on lower bound?
mu < this->et0) {
// new minimum?
if (mu < min_mu) {
min_j = j; min_mu = mu;
direction = 1;
}
}
break;
}
case QP_solver::UPPER:
{
// compute mu_j
const ET mu = this->mu_j(j);
CGAL_qpe_debug {
this->vout() << "mu_" << j << ": " << mu
<< " UPPER" << std::endl;
}
if (mu > this->et0) {
// new minimum?
if (-mu < min_mu) {
min_j = j; min_mu = -mu;
direction = -1;
}
}
break;
}
case QP_solver::FIXED:
CGAL_qpe_debug {
this->vout() << "Fixed variable " << j << std::endl;
}
break;
case QP_solver::BASIC:
CGAL_qpe_assertion(false);
break;
}
} else { // slack variable
// compute mu_j
const ET mu = this->mu_j(j);
CGAL_qpe_debug {
this->vout() << "mu_" << j << ": " << mu
<< " LOWER (slack)" << std::endl;
}
// new minimum?
if (mu < min_mu) {
min_j = j; min_mu = mu;
direction = 1;
}
}
}
}
this->vout() << std::endl;
// return index of entering variable
return min_j;
}
CGAL_END_NAMESPACE
#endif // CGAL_QP_FULL_EXACT_PRICING_H
// ===== EOF ==================================================================