mv util/lp to math/lp

Signed-off-by: Lev Nachmanson <levnach@hotmail.com>

src/math/lp/lp_dual_simplex.h

@@ -0,0 +1,93 @@
+/*++
+Copyright (c) 2017 Microsoft Corporation
+
+Module Name:
+
+    <name>
+
+Abstract:
+
+    <abstract>
+
+Author:
+
+    Lev Nachmanson (levnach)
+
+Revision History:
+
+
+--*/
+#pragma once
+#include "util/vector.h"
+#include "math/lp/lp_utils.h"
+#include "math/lp/lp_solver.h"
+#include "math/lp/lp_dual_core_solver.h"
+namespace lp {
+
+template <typename T, typename X>
+class lp_dual_simplex: public lp_solver<T, X> {
+    lp_dual_core_solver<T, X> * m_core_solver;
+    vector<T> m_b_copy;
+    vector<T> m_lower_bounds; // We don't have a convention here that all low bounds are zeros. At least it does not hold for the first stage solver
+    vector<column_type> m_column_types_of_core_solver;
+    vector<column_type> m_column_types_of_logicals;
+    vector<bool>  m_can_enter_basis;
+public:
+    ~lp_dual_simplex() override {
+        delete m_core_solver;
+    }
+
+    lp_dual_simplex() : m_core_solver(nullptr) {}
+
+
+    void decide_on_status_after_stage1();
+
+    void fix_logical_for_stage2(unsigned j);
+
+    void fix_structural_for_stage2(unsigned j);
+
+    void unmark_boxed_and_fixed_columns_and_fix_structural_costs();
+
+    void restore_right_sides();
+
+    void solve_for_stage2();
+
+    void fill_x_with_zeros();
+
+    void stage1();
+
+    void stage2();
+
+    void fill_first_stage_solver_fields();
+
+    column_type get_column_type(unsigned j);
+
+    void fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_structural_column(unsigned j);
+
+    void fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_logical_column(unsigned j);
+
+    void fill_costs_and_bounds_and_column_types_for_the_first_stage_solver();
+
+    void set_type_for_logical(unsigned j, column_type col_type) {
+        this->m_column_types_of_logicals[j - this->number_of_core_structurals()] = col_type;
+    }
+
+    void fill_first_stage_solver_fields_for_row_slack_and_artificial(unsigned row,
+                                                              unsigned & slack_var,
+                                                                     unsigned & artificial);
+
+    void augment_matrix_A_and_fill_x_and_allocate_some_fields();
+
+
+
+    void copy_m_b_aside_and_set_it_to_zeros();
+
+    void find_maximal_solution() override;
+
+    T get_column_value(unsigned column) const override {
+        return this->get_column_value_with_core_solver(column, m_core_solver);
+    }
+
+    T get_current_cost() const override;
+};
+}