[Clp] restricted basis entry rule

[OYO1 at pitt.edu]

Thank you very much for the answer. I have one more quick question.

For a given  entering variable, how can I find the leaving variable
corresponding to that entering variable without actually doing the pivot?
I mean changing the basis. Is there a built-in function which can do that?
I just need the index of the leaving variable.

I need this because in my restricted basis entry rule certain variables
are allowed to enter the basis only if some other certain variables leave
the basis in the same iteration.

I tried primalPivotResult() function of ClpSimplex class, but it does not
seem to do the trick

Thanks again.

Osman



> On Tue, 2010-12-28 at 01:29 -0500, OYO1 at pitt.edu wrote:
>> Hi,
>>
>> I would like to implement a restricted basis entry rule where the
>> entering
>> variable will be the one whose reduced cost is most negative (or some
>> other rule) provided that its complementary variable is not in the basis
>> or would leave the basis on the same iteration.
>>
>> Obviously, I want to do this for solving a KKT system. Is such a rule
>> already implemented in CLP? If so, how do I use it? If not, where should
>> I
>> start? I do not have any former experience with CLP.
>
> To implement such a rule -
>
> Let us assume you downloaded Clp and built a debug version e.g. created
> a directory debug and in that directory did
> ../configure --enable-debug
> and
> make install
>
> Go to debug/Clp/examples, copy Clp/examples/minimum.cpp as test.cpp
> check that works with
> make DRIVER=test
> and
> test .../Netlib/25fv47.mps
>
> modify test.cpp and add before model.primal();
>  ClpPrimalColumnDantzig dantzig;
>
> model.setPrimalColumnPivotAlgorithm(dantzig);
>
> do make and test again to check still works (should be a bit slower)
>
> Copy ClpPrimalColumnDantzig.?pp as ClpPrimalColumnKKT.?pp and
> edit all occurrences of Dantzig to KKT (and in test.cpp)
>
> add
> ClpPrimalColumnKKT.o
> to OBJS list in Makefile
>
> do make and test - results should be same as last run.
>
> Now you are ready to modify ClpPrimalColumnKKT.?pp to change which
> incoming variables are allowed.
>
> Good Luck (instructions are approximate).
>>
>> Also, is there a CLP example source code for solving linear programs
>> with
>> quadratic objectives?
>>
>
> Try Clp/examples/testQP.cpp
>
> with no arguments it should solve a small problem using interior point
> method.  Or give it a model (with objective specified by QUADOBJ in mps
> file) to use simplex.
>
> Hope that helps
>
> John Forrest
>
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Osman Y. Ozaltin
PhD Candidate
1048 Benedum Hall
Department of Industrial Engineering
University of Pittsburgh
Pittsburgh PA 15261
URL. www.pitt.edu/~oyo1
E-mail. oyo1 at pitt.edu
Phone. 724-234-8490