[Clp] doubt about pivot algorithm choice
John Forrest
john.forrest at fastercoin.com
Thu May 5 06:09:48 EDT 2011
No. The ifValuePass parameter refers to an initial sweep through
problem. In primal it is more useful and better tested. If you pass in
a (preferably) feasible primal solution and set ifValuesPass to 1, then
code goes through problem once. For each nonbasic column which is not
at a bound it looks at reduced cost and if negative tries to increase
it. Either it will reach its upper bound or enter basis replacing a
basic variable. Similarly if reduced cost positive it tries to reduce
it.
So after one pass you will have a basic solution with at least as good a
value as input solution.
The mode for steepest edge refers mainly to initialization - 1 can be
very expensive if the initial basis is not all slack.
John Forrest
On Wed, 2011-05-04 at 11:25 -0300, Michel P. Tcheou wrote:
> Hi everyone
>
>
>
> I would like to know if using this:
>
>
>
> ClpDualRowSteepest steep(mode)
>
> model2->setDualRowPivotAlgorithm(steep);
>
> model2->dual();
>
>
>
> is equivalent to
>
>
>
> model2->dual(ifValuePass);
>
>
>
> So that ifValuePass=mode. In summary, mode is equivalent to
> ifValuePass?
>
>
>
> The same occurs when we call the Primal method?
>
>
>
> Thanks in advance,
>
>
>
> Michel
>
>
>
>
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