/* $Id: ClpPredictorCorrector.hpp 2385 2019-01-06 19:43:06Z unxusr $ */
// Copyright (C) 2003, International Business Machines
// Corporation and others.  All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
/*
   Authors

   John Forrest

 */
#ifndef ClpPredictorCorrector_H
#define ClpPredictorCorrector_H

#include "ClpInterior.hpp"

/** This solves LPs using the predictor-corrector method due to Mehrotra.
    It also uses multiple centrality corrections as in Gondzio.

    See;
    S. Mehrotra, "On the implementation of a primal-dual interior point method",
    SIAM Journal on optimization, 2 (1992)
    J. Gondzio, "Multiple centraility corrections in a primal-dual method for linear programming",
    Computational Optimization and Applications",6 (1996)


    It is rather basic as Interior point is not my speciality

    It inherits from ClpInterior.  It has no data of its own and
    is never created - only cast from a ClpInterior object at algorithm time.

    It can also solve QPs



*/

class ClpPredictorCorrector : public ClpInterior {

public:
  /**@name Description of algorithm */
  //@{
  /** Primal Dual Predictor Corrector algorithm

         Method

         Big TODO
     */

  int solve();
  //@}

  /**@name Functions used in algorithm */
  //@{
  /// findStepLength.
  //phase  - 0 predictor
  //         1 corrector
  //         2 primal dual
  CoinWorkDouble findStepLength(int phase);
  /// findDirectionVector.
  CoinWorkDouble findDirectionVector(const int phase);
  /// createSolution.  Creates solution from scratch (- code if no memory)
  int createSolution();
  /// complementarityGap.  Computes gap
  //phase 0=as is , 1 = after predictor , 2 after corrector
  CoinWorkDouble complementarityGap(int &numberComplementarityPairs, int &numberComplementarityItems,
    const int phase);
  /// setupForSolve.
  //phase 0=affine , 1 = corrector , 2 = primal-dual
  void setupForSolve(const int phase);
  /** Does solve. region1 is for deltaX (columns+rows), region2 for deltaPi (rows) */
  void solveSystem(CoinWorkDouble *region1, CoinWorkDouble *region2,
    const CoinWorkDouble *region1In, const CoinWorkDouble *region2In,
    const CoinWorkDouble *saveRegion1, const CoinWorkDouble *saveRegion2,
    bool gentleRefine);
  /// sees if looks plausible change in complementarity
  bool checkGoodMove(const bool doCorrector, CoinWorkDouble &bestNextGap,
    bool allowIncreasingGap);
  ///:  checks for one step size
  bool checkGoodMove2(CoinWorkDouble move, CoinWorkDouble &bestNextGap,
    bool allowIncreasingGap);
  /// updateSolution.  Updates solution at end of iteration
  //returns number fixed
  int updateSolution(CoinWorkDouble nextGap);
  ///  Save info on products of affine deltaT*deltaW and deltaS*deltaZ
  CoinWorkDouble affineProduct();
  ///See exactly what would happen given current deltas
  void debugMove(int phase, CoinWorkDouble primalStep, CoinWorkDouble dualStep);
  //@}
};
#endif

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