1 | #include <stdio.h> |
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2 | #include <math.h> |
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3 | #include <strings.h> |
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4 | |
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5 | #include "PresolveMatrix.hpp" |
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6 | #include "PresolveFixed.hpp" |
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7 | #include "PresolveTighten.hpp" |
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8 | #include "PresolveUseless.hpp" |
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9 | |
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10 | const char *do_tighten_action::name() const |
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11 | { |
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12 | return ("do_tighten_action"); |
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13 | } |
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14 | |
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15 | // This is ekkredc2. |
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16 | // This fairly simple transformation is not mentioned in the paper. |
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17 | // Say there is a costless variable such all its constraints |
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18 | // would be satisfied as it approaches plus or minus infinity, |
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19 | // because all its constraints have only one bound, and increasing/decreasing |
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20 | // the variable makes the row activity grow away from the bound |
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21 | // (in the right direction). |
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22 | // |
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23 | // If the variable is unbounded in that direction, |
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24 | // that means we can determine right now how large it needs |
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25 | // to get in order to satisfy the constraints, so we can |
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26 | // just drop the variable and those constraints from the problem. |
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27 | // |
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28 | // If the variable *is* bounded in that direction, |
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29 | // there is no reason not to set it to that bound. |
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30 | // This effectively weakens the constraints, and in fact |
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31 | // may be subsequently presolved away. |
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32 | // |
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33 | // Note that none of the constraints may be bounded both above and below, |
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34 | // since then we don't know which way to move the variable in order |
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35 | // to satisfy the constraint. |
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36 | // |
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37 | // To drop constraints, we just make them useless and let other |
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38 | // transformations take care of the rest. |
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39 | // |
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40 | // Note that more than one such costless unbounded variable |
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41 | // may be part of a given constraint. |
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42 | // In that case, the first one processed will make the |
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43 | // constraint useless, and the second will ignore it. |
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44 | // In postsolve, the first will be responsible for satisfying |
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45 | // the constraint. |
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46 | // |
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47 | // Note that if the constraints are dropped (as in the first case), |
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48 | // then we just make them useless. It is subsequently discovered |
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49 | // the the variable does not appear in any constraints, and since it |
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50 | // has no cost it is just set to some value (either zero or a bound) |
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51 | // and removed (by remove_empty_cols). |
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52 | // |
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53 | // oddly, pilots and baxter do *worse* when this transform is applied. |
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54 | const PresolveAction *do_tighten_action::presolve(PresolveMatrix *prob, |
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55 | const PresolveAction *next) |
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56 | { |
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57 | double *colels = prob->colels_; |
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58 | int *hrow = prob->hrow_; |
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59 | CoinBigIndex *mcstrt = prob->mcstrt_; |
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60 | int *hincol = prob->hincol_; |
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61 | int ncols = prob->ncols_; |
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62 | |
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63 | int nrows = prob->nrows_; |
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64 | |
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65 | double *clo = prob->clo_; |
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66 | double *cup = prob->cup_; |
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67 | |
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68 | double *rlo = prob->rlo_; |
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69 | double *rup = prob->rup_; |
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70 | |
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71 | double *dcost = prob->cost_; |
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72 | |
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73 | // NEED TO THINK MORE ABOUT INTEGER VARS |
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74 | // const char *integerType = prob->integerType_; |
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75 | |
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76 | int *fixup_cols = new int[ncols]; |
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77 | int nfixup_cols = 0; |
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78 | |
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79 | int *fixdown_cols = new int[ncols]; |
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80 | int nfixdown_cols = 0; |
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81 | |
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82 | int *useless_rows = new int[nrows]; |
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83 | int nuseless_rows = 0; |
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84 | |
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85 | action *actions = new action [ncols]; |
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86 | int nactions = 0; |
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87 | |
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88 | int numberLook = prob->numberColsToDo_; |
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89 | int iLook; |
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90 | int * look = prob->colsToDo_; |
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91 | |
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92 | // singleton columns are especially likely to be caught here |
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93 | for (iLook=0;iLook<numberLook;iLook++) { |
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94 | int j = look[iLook]; |
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95 | if (dcost[j]==0.0) { |
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96 | int iflag=0; /* 1 - up is towards feasibility, -1 down is towards */ |
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97 | |
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98 | CoinBigIndex kcs = mcstrt[j]; |
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99 | CoinBigIndex kce = kcs + hincol[j]; |
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100 | |
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101 | // check constraints |
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102 | for (CoinBigIndex k=kcs; k<kce; ++k) { |
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103 | int i = hrow[k]; |
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104 | double coeff = colels[k]; |
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105 | double rlb = rlo[i]; |
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106 | double rub = rup[i]; |
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107 | |
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108 | if (-1.0e28 < rlb && rub < 1.0e28) { |
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109 | // bounded - we lose |
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110 | iflag=0; |
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111 | break; |
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112 | } |
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113 | |
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114 | PRESOLVEASSERT(fabs(coeff) > ZTOLDP); |
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115 | |
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116 | // see what this particular row says |
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117 | // jflag == 1 ==> up is towards feasibility |
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118 | int jflag = (coeff > 0.0 |
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119 | ? (rub > 1.0e28 ? 1 : -1) |
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120 | : (rlb < -1.0e28 ? 1 : -1)); |
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121 | |
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122 | if (iflag) { |
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123 | // check that it agrees with iflag. |
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124 | if (iflag!=jflag) { |
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125 | iflag=0; |
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126 | break; |
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127 | } |
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128 | } else { |
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129 | // first row -- initialize iflag |
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130 | iflag=jflag; |
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131 | } |
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132 | } |
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133 | // done checking constraints |
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134 | |
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135 | if (iflag) { |
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136 | if (iflag==1 && cup[j]<1.0e10) { |
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137 | #if DEBUG_PRESOLVE |
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138 | printf("TIGHTEN UP: %d\n", j); |
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139 | #endif |
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140 | fixup_cols[nfixup_cols] = j; |
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141 | ++nfixup_cols; |
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142 | |
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143 | } else if (iflag==-1&&clo[j]>-1.0e10) { |
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144 | // symmetric case |
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145 | //mpre[j] = PRESOLVE_XUP; |
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146 | |
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147 | #if DEBUG_PRESOLVE |
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148 | printf("TIGHTEN DOWN: %d\n", j); |
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149 | #endif |
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150 | |
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151 | fixdown_cols[nfixdown_cols] = j; |
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152 | ++nfixdown_cols; |
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153 | |
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154 | } else { |
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155 | #if 0 |
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156 | static int limit; |
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157 | static int which = atoi(getenv("WZ")); |
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158 | if (which == -1) |
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159 | ; |
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160 | else if (limit != which) { |
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161 | limit++; |
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162 | continue; |
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163 | } else |
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164 | limit++; |
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165 | |
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166 | printf("TIGHTEN STATS %d %g %g %d: \n", j, clo[j], cup[j], integerType[j]); |
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167 | double *rowels = prob->rowels_; |
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168 | int *hcol = prob->hcol_; |
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169 | int *mrstrt = prob->mrstrt_; |
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170 | int *hinrow = prob->hinrow_; |
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171 | for (CoinBigIndex k=kcs; k<kce; ++k) { |
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172 | int irow = hrow[k]; |
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173 | CoinBigIndex krs = mrstrt[irow]; |
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174 | CoinBigIndex kre = krs + hinrow[irow]; |
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175 | printf("%d %g %g %g: ", |
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176 | irow, rlo[irow], rup[irow], colels[irow]); |
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177 | for (CoinBigIndex kk=krs; kk<kre; ++kk) |
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178 | printf("%d(%g) ", hcol[kk], rowels[kk]); |
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179 | printf("\n"); |
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180 | } |
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181 | #endif |
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182 | |
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183 | { |
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184 | action *s = &actions[nactions]; |
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185 | nactions++; |
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186 | s->col = j; |
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187 | s->direction = iflag; |
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188 | |
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189 | s->rows = new int[hincol[j]]; |
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190 | s->lbound = new double[hincol[j]]; |
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191 | s->ubound = new double[hincol[j]]; |
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192 | #ifdef DEBUG_PRESOLVE |
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193 | printf("TIGHTEN FREE: %d ", j); |
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194 | #endif |
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195 | int nr = 0; |
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196 | prob->addCol(j); |
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197 | for (CoinBigIndex k=kcs; k<kce; ++k) { |
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198 | int irow = hrow[k]; |
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199 | // ignore this if we've already made it useless |
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200 | if (! (rlo[irow] == -PRESOLVE_INF && rup[irow] == PRESOLVE_INF)) { |
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201 | prob->addRow(irow); |
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202 | s->rows [nr] = irow; |
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203 | s->lbound[nr] = rlo[irow]; |
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204 | s->ubound[nr] = rup[irow]; |
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205 | nr++; |
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206 | |
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207 | useless_rows[nuseless_rows++] = irow; |
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208 | |
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209 | rlo[irow] = -PRESOLVE_INF; |
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210 | rup[irow] = PRESOLVE_INF; |
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211 | |
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212 | #ifdef DEBUG_PRESOLVE |
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213 | printf("%d ", irow); |
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214 | #endif |
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215 | } |
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216 | } |
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217 | s->nrows = nr; |
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218 | |
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219 | #ifdef DEBUG_PRESOLVE |
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220 | printf("\n"); |
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221 | #endif |
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222 | } |
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223 | } |
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224 | } |
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225 | } |
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226 | } |
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227 | |
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228 | |
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229 | #if PRESOLVE_SUMMARY |
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230 | if (nfixdown_cols || nfixup_cols || nuseless_rows) { |
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231 | printf("NTIGHTENED: %d %d %d\n", nfixdown_cols, nfixup_cols, nuseless_rows); |
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232 | } |
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233 | #endif |
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234 | |
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235 | if (nuseless_rows) { |
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236 | next = new do_tighten_action(nactions, copyOfArray(actions,nactions), next); |
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237 | |
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238 | next = useless_constraint_action::presolve(prob, |
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239 | useless_rows, nuseless_rows, |
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240 | next); |
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241 | } |
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242 | delete [] actions; |
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243 | delete[]useless_rows; |
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244 | |
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245 | if (nfixdown_cols) { |
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246 | next = make_fixed_action::presolve(prob, fixdown_cols, nfixdown_cols, |
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247 | true, |
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248 | next); |
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249 | } |
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250 | delete[]fixdown_cols; |
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251 | |
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252 | if (nfixup_cols) { |
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253 | next = make_fixed_action::presolve(prob, fixup_cols, nfixup_cols, |
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254 | false, |
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255 | next); |
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256 | } |
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257 | delete[]fixup_cols; |
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258 | |
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259 | return (next); |
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260 | } |
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261 | |
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262 | void do_tighten_action::postsolve(PostsolveMatrix *prob) const |
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263 | { |
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264 | const action *const actions = actions_; |
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265 | const int nactions = nactions_; |
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266 | |
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267 | double *colels = prob->colels_; |
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268 | int *hrow = prob->hrow_; |
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269 | CoinBigIndex *mcstrt = prob->mcstrt_; |
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270 | int *hincol = prob->hincol_; |
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271 | int *link = prob->link_; |
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272 | // int ncols = prob->ncols_; |
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273 | |
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274 | double *clo = prob->clo_; |
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275 | double *cup = prob->cup_; |
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276 | double *rlo = prob->rlo_; |
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277 | double *rup = prob->rup_; |
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278 | |
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279 | double *sol = prob->sol_; |
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280 | // double *dcost = prob->cost_; |
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281 | // double *rcosts = prob->rcosts_; |
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282 | |
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283 | double *acts = prob->acts_; |
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284 | // double *rowduals = prob->rowduals_; |
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285 | |
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286 | |
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287 | // const double ztolzb = prob->ztolzb_; |
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288 | |
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289 | // char *cdone = prob->cdone_; |
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290 | // char *rdone = prob->rdone_; |
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291 | |
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292 | for (const action *f = &actions[nactions-1]; actions<=f; f--) { |
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293 | int jcol = f->col; |
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294 | // int iflag = f->direction; |
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295 | int nr = f->nrows; |
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296 | const int *rows = f->rows; |
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297 | const double *lbound = f->lbound; |
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298 | const double *ubound = f->ubound; |
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299 | |
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300 | PRESOLVEASSERT(prob->getColumnStatus(jcol)!=PrePostsolveMatrix::basic); |
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301 | for (int i=0;i<nr; ++i) { |
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302 | int irow = rows[i]; |
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303 | |
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304 | rlo[irow] = lbound[i]; |
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305 | rup[irow] = ubound[i]; |
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306 | |
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307 | PRESOLVEASSERT(prob->getRowStatus(irow)==PrePostsolveMatrix::basic); |
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308 | } |
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309 | |
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310 | // We have just tightened the row bounds. |
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311 | // That means we'll have to compute a new value |
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312 | // for this variable that will satisfy everybody. |
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313 | // We are supposed to be in a position where this |
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314 | // is always possible. |
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315 | |
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316 | // Each constraint has exactly one bound. |
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317 | // The correction should only ever be forced to move in one direction. |
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318 | // double orig_sol = sol[jcol]; |
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319 | double correction = 0.0; |
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320 | |
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321 | int last_corrected = -1; |
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322 | CoinBigIndex k = mcstrt[jcol]; |
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323 | int nk = hincol[jcol]; |
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324 | for (int i=0; i<nk; ++i) { |
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325 | int irow = hrow[k]; |
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326 | double coeff = colels[k]; |
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327 | k = link[k]; |
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328 | double newrlo = rlo[irow]; |
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329 | double newrup = rup[irow]; |
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330 | double activity = acts[irow]; |
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331 | |
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332 | if (activity + correction * coeff < newrlo) { |
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333 | // only one of these two should fire |
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334 | PRESOLVEASSERT( ! (activity + correction * coeff > newrup) ); |
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335 | |
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336 | last_corrected = irow; |
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337 | |
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338 | // adjust to just meet newrlo (solve for correction) |
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339 | double new_correction = (newrlo - activity) / coeff; |
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340 | PRESOLVEASSERT((iflag == 1) == (correction < new_correction)); |
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341 | correction = new_correction; |
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342 | } else if (activity + correction * coeff > newrup) { |
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343 | last_corrected = irow; |
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344 | |
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345 | double new_correction = (newrup - activity) / coeff; |
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346 | PRESOLVEASSERT((iflag == 1) == (correction < new_correction)); |
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347 | correction = new_correction; |
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348 | } |
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349 | } |
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350 | |
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351 | sol[jcol] += correction; |
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352 | PRESOLVEASSERT(clo[jcol] - ztolzb < sol[jcol] && |
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353 | sol[jcol] <= cup[jcol] + ztolzb); |
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354 | |
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355 | // by construction, the last row corrected (if there was one) |
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356 | // must be at its bound, so it can be non-basic. |
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357 | // All other rows may not be at a bound (but may if the difference |
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358 | // is very small, causing a new correction by a tiny amount). |
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359 | |
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360 | // now adjust the activities |
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361 | k = mcstrt[jcol]; |
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362 | for (int i=0; i<nk; ++i) { |
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363 | int irow = hrow[k]; |
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364 | double coeff = colels[k]; |
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365 | k = link[k]; |
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366 | // double activity = acts[irow]; |
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367 | |
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368 | acts[irow] += correction * coeff; |
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369 | |
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370 | // ? there isn't really a tolerance for tihs |
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371 | PRESOLVEASSERT(rlo[irow] - ztolzb <= acts[irow] && |
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372 | acts[irow] <= rup[irow] + ztolzb); |
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373 | } |
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374 | |
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375 | // if the col happens to get pushed to its bound, |
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376 | // we may as well leave it non-basic. |
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377 | if (fabs(sol[jcol] - clo[jcol]) > ZTOLDP && |
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378 | fabs(sol[jcol] - cup[jcol]) > ZTOLDP) { |
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379 | |
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380 | PRESOLVEASSERT(last_corrected != -1); |
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381 | prob->setRowStatus(last_corrected,PrePostsolveMatrix::atLowerBound); |
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382 | prob->setColumnStatus(jcol,PrePostsolveMatrix::basic); |
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383 | } |
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384 | } |
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385 | } |
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