public QpProgressReport PreSolve()
{
bool success = true;
var constraintSummary = new ConstraintSummary(this.a);
foreach (int colIndex in constraintSummary.EmptyColIndices)
{
success &= this.ProcessEmptyCol(colIndex, this.b);
}
List <BoxConstraint> boxConstraints = SetupBoxConstraints(this.a.RowCount);
foreach (int colIndex in constraintSummary.SingleElementColIndices)
{
Bound bound = this.ProcessSingleElementCol(colIndex, constraintSummary, this.b);
boxConstraints[bound.Position] = boxConstraints[bound.Position].Add(bound);
}
Vector <double> initialX;
success &= this.ChooseStartingX(boxConstraints, out initialX);
foreach (int colIndex in constraintSummary.MultiElementColIndices)
{
success &= this.ProcessMultiElementCol(colIndex, constraintSummary, this.b);
}
return(CompileReport(success, initialX));
}
public QpProgressReport PreSolve()
{
bool success = true;
var constraintSummary = new ConstraintSummary(this.a);
foreach (int colIndex in constraintSummary.EmptyColIndices)
{
success &= this.ProcessEmptyCol(colIndex, this.b);
}
List<BoxConstraint> boxConstraints = SetupBoxConstraints(this.a.RowCount);
foreach (int colIndex in constraintSummary.SingleElementColIndices)
{
Bound bound = this.ProcessSingleElementCol(colIndex, constraintSummary, this.b);
boxConstraints[bound.Position] = boxConstraints[bound.Position].Add(bound);
}
Vector<double> initialX;
success &= this.ChooseStartingX(boxConstraints, out initialX);
foreach (int colIndex in constraintSummary.MultiElementColIndices)
{
success &= this.ProcessMultiElementCol(colIndex, constraintSummary, this.b);
}
return CompileReport(success, initialX);
}
private Bound ProcessSingleElementCol(int colIndex, ConstraintSummary constraintSummary, Vector <double> b)
{
var element = constraintSummary.GetColElements(colIndex).Single();
if (element.Item3 > 0)
{
return(new LowerBound(element.Item1, b[colIndex] / element.Item3));
}
return(new UpperBound(element.Item1, b[colIndex] / element.Item3));
}
private bool ProcessMultiElementCol(int colIndex, ConstraintSummary constraintSummary, Vector <double> b)
{
// TODO check multivariable constraints
return(true);
}
private Bound ProcessSingleElementCol(int colIndex, ConstraintSummary constraintSummary, Vector<double> b)
{
var element = constraintSummary.GetColElements(colIndex).Single();
if (element.Item3 > 0)
{
return new LowerBound(element.Item1, b[colIndex] / element.Item3);
}
return new UpperBound(element.Item1, b[colIndex] / element.Item3);
}
private bool ProcessMultiElementCol(int colIndex, ConstraintSummary constraintSummary, Vector<double> b)
{
// TODO check multivariable constraints
return true;
}
