[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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