1 | /* $Id: ClpSimplexPrimal.cpp 1499 2010-01-29 10:03:06Z forrest $ */ |
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2 | // Copyright (C) 2002, International Business Machines |
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3 | // Corporation and others. All Rights Reserved. |
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4 | |
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5 | /* Notes on implementation of primal simplex algorithm. |
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6 | |
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7 | When primal feasible(A): |
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8 | |
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9 | If dual feasible, we are optimal. Otherwise choose an infeasible |
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10 | basic variable to enter basis from a bound (B). We now need to find an |
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11 | outgoing variable which will leave problem primal feasible so we get |
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12 | the column of the tableau corresponding to the incoming variable |
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13 | (with the correct sign depending if variable will go up or down). |
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14 | |
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15 | We now perform a ratio test to determine which outgoing variable will |
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16 | preserve primal feasibility (C). If no variable found then problem |
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17 | is unbounded (in primal sense). If there is a variable, we then |
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18 | perform pivot and repeat. Trivial? |
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19 | |
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20 | ------------------------------------------- |
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21 | |
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22 | A) How do we get primal feasible? All variables have fake costs |
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23 | outside their feasible region so it is trivial to declare problem |
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24 | feasible. OSL did not have a phase 1/phase 2 approach but |
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25 | instead effectively put an extra cost on infeasible basic variables |
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26 | I am taking the same approach here, although it is generalized |
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27 | to allow for non-linear costs and dual information. |
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28 | |
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29 | In OSL, this weight was changed heuristically, here at present |
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30 | it is only increased if problem looks finished. If problem is |
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31 | feasible I check for unboundedness. If not unbounded we |
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32 | could play with going into dual. As long as weights increase |
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33 | any algorithm would be finite. |
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34 | |
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35 | B) Which incoming variable to choose is a virtual base class. |
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36 | For difficult problems steepest edge is preferred while for |
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37 | very easy (large) problems we will need partial scan. |
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38 | |
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39 | C) Sounds easy, but this is hardest part of algorithm. |
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40 | 1) Instead of stopping at first choice, we may be able |
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41 | to allow that variable to go through bound and if objective |
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42 | still improving choose again. These mini iterations can |
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43 | increase speed by orders of magnitude but we may need to |
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44 | go to more of a bucket choice of variable rather than looking |
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45 | at them one by one (for speed). |
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46 | 2) Accuracy. Basic infeasibilities may be less than |
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47 | tolerance. Pivoting on these makes objective go backwards. |
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48 | OSL modified cost so a zero move was made, Gill et al |
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49 | modified so a strictly positive move was made. |
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50 | The two problems are that re-factorizations can |
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51 | change rinfeasibilities above and below tolerances and that when |
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52 | finished we need to reset costs and try again. |
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53 | 3) Degeneracy. Gill et al helps but may not be enough. We |
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54 | may need more. Also it can improve speed a lot if we perturb |
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55 | the rhs and bounds significantly. |
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56 | |
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57 | References: |
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58 | Forrest and Goldfarb, Steepest-edge simplex algorithms for |
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59 | linear programming - Mathematical Programming 1992 |
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60 | Forrest and Tomlin, Implementing the simplex method for |
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61 | the Optimization Subroutine Library - IBM Systems Journal 1992 |
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62 | Gill, Murray, Saunders, Wright A Practical Anti-Cycling |
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63 | Procedure for Linear and Nonlinear Programming SOL report 1988 |
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64 | |
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65 | |
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66 | TODO: |
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67 | |
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68 | a) Better recovery procedures. At present I never check on forward |
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69 | progress. There is checkpoint/restart with reducing |
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70 | re-factorization frequency, but this is only on singular |
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71 | factorizations. |
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72 | b) Fast methods for large easy problems (and also the option for |
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73 | the code to automatically choose which method). |
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74 | c) We need to be able to stop in various ways for OSI - this |
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75 | is fairly easy. |
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76 | |
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77 | */ |
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78 | |
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79 | |
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80 | #include "CoinPragma.hpp" |
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81 | |
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82 | #include <math.h> |
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83 | |
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84 | #include "CoinHelperFunctions.hpp" |
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85 | #include "ClpSimplexPrimal.hpp" |
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86 | #include "ClpFactorization.hpp" |
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87 | #include "ClpNonLinearCost.hpp" |
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88 | #include "CoinPackedMatrix.hpp" |
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89 | #include "CoinIndexedVector.hpp" |
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90 | #include "ClpPrimalColumnPivot.hpp" |
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91 | #include "ClpMessage.hpp" |
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92 | #include "ClpEventHandler.hpp" |
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93 | #include <cfloat> |
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94 | #include <cassert> |
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95 | #include <string> |
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96 | #include <stdio.h> |
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97 | #include <iostream> |
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98 | // primal |
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99 | int ClpSimplexPrimal::primal (int ifValuesPass , int startFinishOptions) |
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100 | { |
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101 | |
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102 | /* |
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103 | Method |
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104 | |
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105 | It tries to be a single phase approach with a weight of 1.0 being |
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106 | given to getting optimal and a weight of infeasibilityCost_ being |
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107 | given to getting primal feasible. In this version I have tried to |
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108 | be clever in a stupid way. The idea of fake bounds in dual |
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109 | seems to work so the primal analogue would be that of getting |
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110 | bounds on reduced costs (by a presolve approach) and using |
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111 | these for being above or below feasible region. I decided to waste |
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112 | memory and keep these explicitly. This allows for non-linear |
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113 | costs! |
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114 | |
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115 | The code is designed to take advantage of sparsity so arrays are |
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116 | seldom zeroed out from scratch or gone over in their entirety. |
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117 | The only exception is a full scan to find incoming variable for |
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118 | Dantzig row choice. For steepest edge we keep an updated list |
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119 | of dual infeasibilities (actually squares). |
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120 | On easy problems we don't need full scan - just |
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121 | pick first reasonable. |
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122 | |
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123 | One problem is how to tackle degeneracy and accuracy. At present |
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124 | I am using the modification of costs which I put in OSL and which was |
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125 | extended by Gill et al. I am still not sure of the exact details. |
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126 | |
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127 | The flow of primal is three while loops as follows: |
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128 | |
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129 | while (not finished) { |
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130 | |
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131 | while (not clean solution) { |
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132 | |
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133 | Factorize and/or clean up solution by changing bounds so |
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134 | primal feasible. If looks finished check fake primal bounds. |
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135 | Repeat until status is iterating (-1) or finished (0,1,2) |
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136 | |
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137 | } |
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138 | |
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139 | while (status==-1) { |
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140 | |
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141 | Iterate until no pivot in or out or time to re-factorize. |
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142 | |
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143 | Flow is: |
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144 | |
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145 | choose pivot column (incoming variable). if none then |
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146 | we are primal feasible so looks as if done but we need to |
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147 | break and check bounds etc. |
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148 | |
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149 | Get pivot column in tableau |
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150 | |
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151 | Choose outgoing row. If we don't find one then we look |
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152 | primal unbounded so break and check bounds etc. (Also the |
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153 | pivot tolerance is larger after any iterations so that may be |
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154 | reason) |
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155 | |
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156 | If we do find outgoing row, we may have to adjust costs to |
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157 | keep going forwards (anti-degeneracy). Check pivot will be stable |
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158 | and if unstable throw away iteration and break to re-factorize. |
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159 | If minor error re-factorize after iteration. |
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160 | |
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161 | Update everything (this may involve changing bounds on |
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162 | variables to stay primal feasible. |
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163 | |
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164 | } |
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165 | |
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166 | } |
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167 | |
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168 | At present we never check we are going forwards. I overdid that in |
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169 | OSL so will try and make a last resort. |
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170 | |
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171 | Needs partial scan pivot in option. |
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172 | |
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173 | May need other anti-degeneracy measures, especially if we try and use |
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174 | loose tolerances as a way to solve in fewer iterations. |
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175 | |
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176 | I like idea of dynamic scaling. This gives opportunity to decouple |
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177 | different implications of scaling for accuracy, iteration count and |
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178 | feasibility tolerance. |
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179 | |
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180 | */ |
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181 | |
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182 | algorithm_ = +1; |
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183 | moreSpecialOptions_ &= ~16; // clear check replaceColumn accuracy |
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184 | |
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185 | // save data |
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186 | ClpDataSave data = saveData(); |
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187 | matrix_->refresh(this); // make sure matrix okay |
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188 | |
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189 | // Save so can see if doing after dual |
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190 | int initialStatus=problemStatus_; |
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191 | int initialIterations = numberIterations_; |
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192 | int initialNegDjs=-1; |
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193 | // initialize - maybe values pass and algorithm_ is +1 |
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194 | #if 0 |
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195 | // if so - put in any superbasic costed slacks |
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196 | if (ifValuesPass&&specialOptions_<0x01000000) { |
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197 | // Get column copy |
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198 | const CoinPackedMatrix * columnCopy = matrix(); |
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199 | const int * row = columnCopy->getIndices(); |
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200 | const CoinBigIndex * columnStart = columnCopy->getVectorStarts(); |
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201 | const int * columnLength = columnCopy->getVectorLengths(); |
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202 | //const double * element = columnCopy->getElements(); |
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203 | int n=0; |
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204 | for (int iColumn = 0;iColumn<numberColumns_;iColumn++) { |
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205 | if (columnLength[iColumn]==1) { |
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206 | Status status = getColumnStatus(iColumn); |
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207 | if (status!=basic&&status!=isFree) { |
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208 | double value = columnActivity_[iColumn]; |
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209 | if (fabs(value-columnLower_[iColumn])>primalTolerance_&& |
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210 | fabs(value-columnUpper_[iColumn])>primalTolerance_) { |
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211 | int iRow = row[columnStart[iColumn]]; |
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212 | if (getRowStatus(iRow)==basic) { |
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213 | setRowStatus(iRow,superBasic); |
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214 | setColumnStatus(iColumn,basic); |
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215 | n++; |
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216 | } |
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217 | } |
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218 | } |
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219 | } |
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220 | } |
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221 | printf("%d costed slacks put in basis\n",n); |
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222 | } |
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223 | #endif |
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224 | // Start can skip some things in transposeTimes |
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225 | specialOptions_ |= 131072; |
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226 | if (!startup(ifValuesPass,startFinishOptions)) { |
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227 | |
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228 | // Set average theta |
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229 | nonLinearCost_->setAverageTheta(1.0e3); |
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230 | int lastCleaned=0; // last time objective or bounds cleaned up |
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231 | |
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232 | // Say no pivot has occurred (for steepest edge and updates) |
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233 | pivotRow_=-2; |
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234 | |
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235 | // This says whether to restore things etc |
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236 | int factorType=0; |
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237 | if (problemStatus_<0&&perturbation_<100&&!ifValuesPass) { |
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238 | perturb(0); |
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239 | // Can't get here if values pass |
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240 | assert (!ifValuesPass); |
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241 | gutsOfSolution(NULL,NULL); |
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242 | if (handler_->logLevel()>2) { |
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243 | handler_->message(CLP_SIMPLEX_STATUS,messages_) |
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244 | <<numberIterations_<<objectiveValue(); |
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245 | handler_->printing(sumPrimalInfeasibilities_>0.0) |
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246 | <<sumPrimalInfeasibilities_<<numberPrimalInfeasibilities_; |
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247 | handler_->printing(sumDualInfeasibilities_>0.0) |
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248 | <<sumDualInfeasibilities_<<numberDualInfeasibilities_; |
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249 | handler_->printing(numberDualInfeasibilitiesWithoutFree_ |
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250 | <numberDualInfeasibilities_) |
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251 | <<numberDualInfeasibilitiesWithoutFree_; |
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252 | handler_->message()<<CoinMessageEol; |
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253 | } |
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254 | } |
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255 | ClpSimplex * saveModel=NULL; |
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256 | int stopSprint=-1; |
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257 | int sprintPass=0; |
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258 | int reasonableSprintIteration=0; |
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259 | int lastSprintIteration=0; |
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260 | double lastObjectiveValue=COIN_DBL_MAX; |
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261 | // Start check for cycles |
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262 | progress_.fillFromModel(this); |
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263 | progress_.startCheck(); |
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264 | /* |
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265 | Status of problem: |
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266 | 0 - optimal |
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267 | 1 - infeasible |
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268 | 2 - unbounded |
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269 | -1 - iterating |
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270 | -2 - factorization wanted |
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271 | -3 - redo checking without factorization |
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272 | -4 - looks infeasible |
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273 | -5 - looks unbounded |
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274 | */ |
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275 | while (problemStatus_<0) { |
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276 | int iRow,iColumn; |
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277 | // clear |
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278 | for (iRow=0;iRow<4;iRow++) { |
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279 | rowArray_[iRow]->clear(); |
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280 | } |
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281 | |
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282 | for (iColumn=0;iColumn<2;iColumn++) { |
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283 | columnArray_[iColumn]->clear(); |
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284 | } |
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285 | |
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286 | // give matrix (and model costs and bounds a chance to be |
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287 | // refreshed (normally null) |
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288 | matrix_->refresh(this); |
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289 | // If getting nowhere - why not give it a kick |
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290 | #if 1 |
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291 | if (perturbation_<101&&numberIterations_>2*(numberRows_+numberColumns_)&&(specialOptions_&4)==0 |
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292 | &&initialStatus!=10) { |
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293 | perturb(1); |
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294 | matrix_->rhsOffset(this,true,false); |
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295 | } |
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296 | #endif |
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297 | // If we have done no iterations - special |
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298 | if (lastGoodIteration_==numberIterations_&&factorType) |
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299 | factorType=3; |
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300 | if (saveModel) { |
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301 | // Doing sprint |
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302 | if (sequenceIn_<0||numberIterations_>=stopSprint) { |
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303 | problemStatus_=-1; |
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304 | originalModel(saveModel); |
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305 | saveModel=NULL; |
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306 | if (sequenceIn_<0&&numberIterations_<reasonableSprintIteration&& |
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307 | sprintPass>100) |
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308 | primalColumnPivot_->switchOffSprint(); |
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309 | //lastSprintIteration=numberIterations_; |
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310 | printf("End small model\n"); |
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311 | } |
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312 | } |
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313 | |
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314 | // may factorize, checks if problem finished |
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315 | statusOfProblemInPrimal(lastCleaned,factorType,&progress_,true,ifValuesPass,saveModel); |
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316 | if (initialStatus==10) { |
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317 | // cleanup phase |
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318 | if(initialIterations != numberIterations_) { |
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319 | if (numberDualInfeasibilities_>10000&&numberDualInfeasibilities_>10*initialNegDjs) { |
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320 | // getting worse - try perturbing |
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321 | if (perturbation_<101&&(specialOptions_&4)==0) { |
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322 | perturb(1); |
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323 | matrix_->rhsOffset(this,true,false); |
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324 | statusOfProblemInPrimal(lastCleaned,factorType,&progress_,true,ifValuesPass,saveModel); |
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325 | } |
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326 | } |
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327 | } else { |
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328 | // save number of negative djs |
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329 | if (!numberPrimalInfeasibilities_) |
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330 | initialNegDjs=numberDualInfeasibilities_; |
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331 | // make sure weight won't be changed |
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332 | if (infeasibilityCost_==1.0e10) |
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333 | infeasibilityCost_=1.000001e10; |
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334 | } |
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335 | } |
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336 | // See if sprint says redo because of problems |
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337 | if (numberDualInfeasibilities_==-776) { |
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338 | // Need new set of variables |
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339 | problemStatus_=-1; |
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340 | originalModel(saveModel); |
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341 | saveModel=NULL; |
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342 | //lastSprintIteration=numberIterations_; |
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343 | printf("End small model after\n"); |
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344 | statusOfProblemInPrimal(lastCleaned,factorType,&progress_,true,ifValuesPass,saveModel); |
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345 | } |
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346 | int numberSprintIterations=0; |
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347 | int numberSprintColumns = primalColumnPivot_->numberSprintColumns(numberSprintIterations); |
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348 | if (problemStatus_==777) { |
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349 | // problems so do one pass with normal |
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350 | problemStatus_=-1; |
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351 | originalModel(saveModel); |
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352 | saveModel=NULL; |
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353 | // Skip factorization |
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354 | //statusOfProblemInPrimal(lastCleaned,factorType,&progress_,false,saveModel); |
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355 | statusOfProblemInPrimal(lastCleaned,factorType,&progress_,true,ifValuesPass,saveModel); |
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356 | } else if (problemStatus_<0&&!saveModel&&numberSprintColumns&&firstFree_<0) { |
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357 | int numberSort=0; |
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358 | int numberFixed=0; |
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359 | int numberBasic=0; |
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360 | reasonableSprintIteration = numberIterations_ + 100; |
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361 | int * whichColumns = new int[numberColumns_]; |
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362 | double * weight = new double[numberColumns_]; |
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363 | int numberNegative=0; |
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364 | double sumNegative = 0.0; |
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365 | // now massage weight so all basic in plus good djs |
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366 | for (iColumn=0;iColumn<numberColumns_;iColumn++) { |
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367 | double dj = dj_[iColumn]; |
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368 | switch(getColumnStatus(iColumn)) { |
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369 | |
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370 | case basic: |
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371 | dj = -1.0e50; |
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372 | numberBasic++; |
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373 | break; |
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374 | case atUpperBound: |
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375 | dj = -dj; |
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376 | break; |
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377 | case isFixed: |
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378 | dj=1.0e50; |
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379 | numberFixed++; |
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380 | break; |
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381 | case atLowerBound: |
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382 | dj = dj; |
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383 | break; |
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384 | case isFree: |
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385 | dj = -100.0*fabs(dj); |
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386 | break; |
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387 | case superBasic: |
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388 | dj = -100.0*fabs(dj); |
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389 | break; |
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390 | } |
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391 | if (dj<-dualTolerance_&&dj>-1.0e50) { |
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392 | numberNegative++; |
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393 | sumNegative -= dj; |
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394 | } |
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395 | weight[iColumn]=dj; |
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396 | whichColumns[iColumn] = iColumn; |
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397 | } |
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398 | handler_->message(CLP_SPRINT,messages_) |
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399 | <<sprintPass<<numberIterations_-lastSprintIteration<<objectiveValue()<<sumNegative |
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400 | <<numberNegative |
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401 | <<CoinMessageEol; |
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402 | sprintPass++; |
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403 | lastSprintIteration=numberIterations_; |
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404 | if (objectiveValue()*optimizationDirection_>lastObjectiveValue-1.0e-7&&sprintPass>5) { |
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405 | // switch off |
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406 | printf("Switching off sprint\n"); |
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407 | primalColumnPivot_->switchOffSprint(); |
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408 | } else { |
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409 | lastObjectiveValue = objectiveValue()*optimizationDirection_; |
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410 | // sort |
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411 | CoinSort_2(weight,weight+numberColumns_,whichColumns); |
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412 | numberSort = CoinMin(numberColumns_-numberFixed,numberBasic+numberSprintColumns); |
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413 | // Sort to make consistent ? |
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414 | std::sort(whichColumns,whichColumns+numberSort); |
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415 | saveModel = new ClpSimplex(this,numberSort,whichColumns); |
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416 | delete [] whichColumns; |
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417 | delete [] weight; |
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418 | // Skip factorization |
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419 | //statusOfProblemInPrimal(lastCleaned,factorType,&progress_,false,saveModel); |
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420 | //statusOfProblemInPrimal(lastCleaned,factorType,&progress_,true,saveModel); |
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421 | stopSprint = numberIterations_+numberSprintIterations; |
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422 | printf("Sprint with %d columns for %d iterations\n", |
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423 | numberSprintColumns,numberSprintIterations); |
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424 | } |
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425 | } |
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426 | |
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427 | // Say good factorization |
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428 | factorType=1; |
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429 | |
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430 | // Say no pivot has occurred (for steepest edge and updates) |
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431 | pivotRow_=-2; |
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432 | |
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433 | // exit if victory declared |
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434 | if (problemStatus_>=0) |
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435 | break; |
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436 | |
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437 | // test for maximum iterations |
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438 | if (hitMaximumIterations()||(ifValuesPass==2&&firstFree_<0)) { |
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439 | problemStatus_=3; |
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440 | break; |
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441 | } |
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442 | |
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443 | if (firstFree_<0) { |
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444 | if (ifValuesPass) { |
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445 | // end of values pass |
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446 | ifValuesPass=0; |
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447 | int status = eventHandler_->event(ClpEventHandler::endOfValuesPass); |
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448 | if (status>=0) { |
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449 | problemStatus_=5; |
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450 | secondaryStatus_=ClpEventHandler::endOfValuesPass; |
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451 | break; |
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452 | } |
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453 | //#define FEB_TRY |
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454 | #ifdef FEB_TRY |
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455 | if (perturbation_<100) |
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456 | perturb(0); |
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457 | #endif |
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458 | } |
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459 | } |
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460 | // Check event |
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461 | { |
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462 | int status = eventHandler_->event(ClpEventHandler::endOfFactorization); |
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463 | if (status>=0) { |
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464 | problemStatus_=5; |
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465 | secondaryStatus_=ClpEventHandler::endOfFactorization; |
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466 | break; |
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467 | } |
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468 | } |
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469 | // Iterate |
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470 | whileIterating(ifValuesPass ? 1 : 0); |
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471 | } |
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472 | } |
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473 | // if infeasible get real values |
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474 | //printf("XXXXY final cost %g\n",infeasibilityCost_); |
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475 | progress_.initialWeight_=0.0; |
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476 | if (problemStatus_==1&&secondaryStatus_!=6) { |
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477 | infeasibilityCost_=0.0; |
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478 | createRim(1+4); |
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479 | delete nonLinearCost_; |
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480 | nonLinearCost_ = new ClpNonLinearCost(this); |
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481 | nonLinearCost_->checkInfeasibilities(0.0); |
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482 | sumPrimalInfeasibilities_=nonLinearCost_->sumInfeasibilities(); |
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483 | numberPrimalInfeasibilities_= nonLinearCost_->numberInfeasibilities(); |
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484 | // and get good feasible duals |
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485 | computeDuals(NULL); |
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486 | } |
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487 | // Stop can skip some things in transposeTimes |
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488 | specialOptions_ &= ~131072; |
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489 | // clean up |
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490 | unflag(); |
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491 | finish(startFinishOptions); |
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492 | restoreData(data); |
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493 | return problemStatus_; |
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494 | } |
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495 | /* |
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496 | Reasons to come out: |
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497 | -1 iterations etc |
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498 | -2 inaccuracy |
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499 | -3 slight inaccuracy (and done iterations) |
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500 | -4 end of values pass and done iterations |
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501 | +0 looks optimal (might be infeasible - but we will investigate) |
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502 | +2 looks unbounded |
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503 | +3 max iterations |
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504 | */ |
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505 | int |
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506 | ClpSimplexPrimal::whileIterating(int valuesOption) |
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507 | { |
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508 | // Say if values pass |
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509 | int ifValuesPass=(firstFree_>=0) ? 1 : 0; |
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510 | int returnCode=-1; |
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511 | int superBasicType=1; |
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512 | if (valuesOption>1) |
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513 | superBasicType=3; |
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514 | // status stays at -1 while iterating, >=0 finished, -2 to invert |
---|
515 | // status -3 to go to top without an invert |
---|
516 | while (problemStatus_==-1) { |
---|
517 | //#define CLP_DEBUG 1 |
---|
518 | #ifdef CLP_DEBUG |
---|
519 | { |
---|
520 | int i; |
---|
521 | // not [1] as has information |
---|
522 | for (i=0;i<4;i++) { |
---|
523 | if (i!=1) |
---|
524 | rowArray_[i]->checkClear(); |
---|
525 | } |
---|
526 | for (i=0;i<2;i++) { |
---|
527 | columnArray_[i]->checkClear(); |
---|
528 | } |
---|
529 | } |
---|
530 | #endif |
---|
531 | #if 0 |
---|
532 | { |
---|
533 | int iPivot; |
---|
534 | double * array = rowArray_[3]->denseVector(); |
---|
535 | int * index = rowArray_[3]->getIndices(); |
---|
536 | int i; |
---|
537 | for (iPivot=0;iPivot<numberRows_;iPivot++) { |
---|
538 | int iSequence = pivotVariable_[iPivot]; |
---|
539 | unpackPacked(rowArray_[3],iSequence); |
---|
540 | factorization_->updateColumn(rowArray_[2],rowArray_[3]); |
---|
541 | int number = rowArray_[3]->getNumElements(); |
---|
542 | for (i=0;i<number;i++) { |
---|
543 | int iRow = index[i]; |
---|
544 | if (iRow==iPivot) |
---|
545 | assert (fabs(array[i]-1.0)<1.0e-4); |
---|
546 | else |
---|
547 | assert (fabs(array[i])<1.0e-4); |
---|
548 | } |
---|
549 | rowArray_[3]->clear(); |
---|
550 | } |
---|
551 | } |
---|
552 | #endif |
---|
553 | #if 0 |
---|
554 | nonLinearCost_->checkInfeasibilities(primalTolerance_); |
---|
555 | printf("suminf %g number %d\n",nonLinearCost_->sumInfeasibilities(), |
---|
556 | nonLinearCost_->numberInfeasibilities()); |
---|
557 | #endif |
---|
558 | #if CLP_DEBUG>2 |
---|
559 | // very expensive |
---|
560 | if (numberIterations_>0&&numberIterations_<100&&!ifValuesPass) { |
---|
561 | handler_->setLogLevel(63); |
---|
562 | double saveValue = objectiveValue_; |
---|
563 | double * saveRow1 = new double[numberRows_]; |
---|
564 | double * saveRow2 = new double[numberRows_]; |
---|
565 | CoinMemcpyN(rowReducedCost_,numberRows_,saveRow1); |
---|
566 | CoinMemcpyN(rowActivityWork_,numberRows_,saveRow2); |
---|
567 | double * saveColumn1 = new double[numberColumns_]; |
---|
568 | double * saveColumn2 = new double[numberColumns_]; |
---|
569 | CoinMemcpyN(reducedCostWork_,numberColumns_,saveColumn1); |
---|
570 | CoinMemcpyN(columnActivityWork_,numberColumns_,saveColumn2); |
---|
571 | gutsOfSolution(NULL,NULL,false); |
---|
572 | printf("xxx %d old obj %g, recomputed %g, sum primal inf %g\n", |
---|
573 | numberIterations_, |
---|
574 | saveValue,objectiveValue_,sumPrimalInfeasibilities_); |
---|
575 | CoinMemcpyN(saveRow1,numberRows_,rowReducedCost_); |
---|
576 | CoinMemcpyN(saveRow2,numberRows_,rowActivityWork_); |
---|
577 | CoinMemcpyN(saveColumn1,numberColumns_,reducedCostWork_); |
---|
578 | CoinMemcpyN(saveColumn2,numberColumns_,columnActivityWork_); |
---|
579 | delete [] saveRow1; |
---|
580 | delete [] saveRow2; |
---|
581 | delete [] saveColumn1; |
---|
582 | delete [] saveColumn2; |
---|
583 | objectiveValue_=saveValue; |
---|
584 | } |
---|
585 | #endif |
---|
586 | if (!ifValuesPass) { |
---|
587 | // choose column to come in |
---|
588 | // can use pivotRow_ to update weights |
---|
589 | // pass in list of cost changes so can do row updates (rowArray_[1]) |
---|
590 | // NOTE rowArray_[0] is used by computeDuals which is a |
---|
591 | // slow way of getting duals but might be used |
---|
592 | primalColumn(rowArray_[1],rowArray_[2],rowArray_[3], |
---|
593 | columnArray_[0],columnArray_[1]); |
---|
594 | } else { |
---|
595 | // in values pass |
---|
596 | int sequenceIn=nextSuperBasic(superBasicType,columnArray_[0]); |
---|
597 | if (valuesOption>1) |
---|
598 | superBasicType=2; |
---|
599 | if (sequenceIn<0) { |
---|
600 | // end of values pass - initialize weights etc |
---|
601 | handler_->message(CLP_END_VALUES_PASS,messages_) |
---|
602 | <<numberIterations_; |
---|
603 | primalColumnPivot_->saveWeights(this,5); |
---|
604 | problemStatus_=-2; // factorize now |
---|
605 | pivotRow_=-1; // say no weights update |
---|
606 | returnCode=-4; |
---|
607 | // Clean up |
---|
608 | int i; |
---|
609 | for (i=0;i<numberRows_+numberColumns_;i++) { |
---|
610 | if (getColumnStatus(i)==atLowerBound||getColumnStatus(i)==isFixed) |
---|
611 | solution_[i]=lower_[i]; |
---|
612 | else if (getColumnStatus(i)==atUpperBound) |
---|
613 | solution_[i]=upper_[i]; |
---|
614 | } |
---|
615 | break; |
---|
616 | } else { |
---|
617 | // normal |
---|
618 | sequenceIn_ = sequenceIn; |
---|
619 | valueIn_=solution_[sequenceIn_]; |
---|
620 | lowerIn_=lower_[sequenceIn_]; |
---|
621 | upperIn_=upper_[sequenceIn_]; |
---|
622 | dualIn_=dj_[sequenceIn_]; |
---|
623 | } |
---|
624 | } |
---|
625 | pivotRow_=-1; |
---|
626 | sequenceOut_=-1; |
---|
627 | rowArray_[1]->clear(); |
---|
628 | if (sequenceIn_>=0) { |
---|
629 | // we found a pivot column |
---|
630 | assert (!flagged(sequenceIn_)); |
---|
631 | #ifdef CLP_DEBUG |
---|
632 | if ((handler_->logLevel()&32)) { |
---|
633 | char x = isColumn(sequenceIn_) ? 'C' :'R'; |
---|
634 | std::cout<<"pivot column "<< |
---|
635 | x<<sequenceWithin(sequenceIn_)<<std::endl; |
---|
636 | } |
---|
637 | #endif |
---|
638 | #ifdef CLP_DEBUG |
---|
639 | { |
---|
640 | int checkSequence=-2077; |
---|
641 | if (checkSequence>=0&&checkSequence<numberRows_+numberColumns_&&!ifValuesPass) { |
---|
642 | rowArray_[2]->checkClear(); |
---|
643 | rowArray_[3]->checkClear(); |
---|
644 | double * array = rowArray_[3]->denseVector(); |
---|
645 | int * index = rowArray_[3]->getIndices(); |
---|
646 | unpackPacked(rowArray_[3],checkSequence); |
---|
647 | factorization_->updateColumnForDebug(rowArray_[2],rowArray_[3]); |
---|
648 | int number = rowArray_[3]->getNumElements(); |
---|
649 | double dualIn = cost_[checkSequence]; |
---|
650 | int i; |
---|
651 | for (i=0;i<number;i++) { |
---|
652 | int iRow = index[i]; |
---|
653 | int iPivot = pivotVariable_[iRow]; |
---|
654 | double alpha = array[i]; |
---|
655 | dualIn -= alpha*cost_[iPivot]; |
---|
656 | } |
---|
657 | printf("old dj for %d was %g, recomputed %g\n",checkSequence, |
---|
658 | dj_[checkSequence],dualIn); |
---|
659 | rowArray_[3]->clear(); |
---|
660 | if (numberIterations_>2000) |
---|
661 | exit(1); |
---|
662 | } |
---|
663 | } |
---|
664 | #endif |
---|
665 | // do second half of iteration |
---|
666 | returnCode = pivotResult(ifValuesPass); |
---|
667 | if (returnCode<-1&&returnCode>-5) { |
---|
668 | problemStatus_=-2; // |
---|
669 | } else if (returnCode==-5) { |
---|
670 | if ((moreSpecialOptions_&16)==0&&factorization_->pivots()) { |
---|
671 | moreSpecialOptions_ |= 16; |
---|
672 | problemStatus_=-2; |
---|
673 | } |
---|
674 | // otherwise something flagged - continue; |
---|
675 | } else if (returnCode==2) { |
---|
676 | problemStatus_=-5; // looks unbounded |
---|
677 | } else if (returnCode==4) { |
---|
678 | problemStatus_=-2; // looks unbounded but has iterated |
---|
679 | } else if (returnCode!=-1) { |
---|
680 | assert(returnCode==3); |
---|
681 | if (problemStatus_!=5) |
---|
682 | problemStatus_=3; |
---|
683 | } |
---|
684 | } else { |
---|
685 | // no pivot column |
---|
686 | #ifdef CLP_DEBUG |
---|
687 | if (handler_->logLevel()&32) |
---|
688 | printf("** no column pivot\n"); |
---|
689 | #endif |
---|
690 | if (nonLinearCost_->numberInfeasibilities()) |
---|
691 | problemStatus_=-4; // might be infeasible |
---|
692 | // Force to re-factorize early next time |
---|
693 | int numberPivots = factorization_->pivots(); |
---|
694 | forceFactorization_=CoinMin(forceFactorization_,(numberPivots+1)>>1); |
---|
695 | returnCode=0; |
---|
696 | break; |
---|
697 | } |
---|
698 | } |
---|
699 | if (valuesOption>1) |
---|
700 | columnArray_[0]->setNumElements(0); |
---|
701 | return returnCode; |
---|
702 | } |
---|
703 | /* Checks if finished. Updates status */ |
---|
704 | void |
---|
705 | ClpSimplexPrimal::statusOfProblemInPrimal(int & lastCleaned,int type, |
---|
706 | ClpSimplexProgress * progress, |
---|
707 | bool doFactorization, |
---|
708 | int ifValuesPass, |
---|
709 | ClpSimplex * originalModel) |
---|
710 | { |
---|
711 | int dummy; // for use in generalExpanded |
---|
712 | int saveFirstFree=firstFree_; |
---|
713 | // number of pivots done |
---|
714 | int numberPivots = factorization_->pivots(); |
---|
715 | if (type==2) { |
---|
716 | // trouble - restore solution |
---|
717 | CoinMemcpyN(saveStatus_,numberColumns_+numberRows_,status_); |
---|
718 | CoinMemcpyN(savedSolution_+numberColumns_ , |
---|
719 | numberRows_,rowActivityWork_); |
---|
720 | CoinMemcpyN(savedSolution_ , |
---|
721 | numberColumns_,columnActivityWork_); |
---|
722 | // restore extra stuff |
---|
723 | matrix_->generalExpanded(this,6,dummy); |
---|
724 | forceFactorization_=1; // a bit drastic but .. |
---|
725 | pivotRow_=-1; // say no weights update |
---|
726 | changeMade_++; // say change made |
---|
727 | } |
---|
728 | int saveThreshold = factorization_->sparseThreshold(); |
---|
729 | int tentativeStatus = problemStatus_; |
---|
730 | int numberThrownOut=1; // to loop round on bad factorization in values pass |
---|
731 | double lastSumInfeasibility=COIN_DBL_MAX; |
---|
732 | if (numberIterations_) |
---|
733 | lastSumInfeasibility=nonLinearCost_->sumInfeasibilities(); |
---|
734 | int nPass=0; |
---|
735 | while (numberThrownOut) { |
---|
736 | int nSlackBasic=0; |
---|
737 | if (nPass) { |
---|
738 | for (int i=0;i<numberRows_;i++) { |
---|
739 | if (getRowStatus(i)==basic) |
---|
740 | nSlackBasic++; |
---|
741 | } |
---|
742 | } |
---|
743 | nPass++; |
---|
744 | if (problemStatus_>-3||problemStatus_==-4) { |
---|
745 | // factorize |
---|
746 | // later on we will need to recover from singularities |
---|
747 | // also we could skip if first time |
---|
748 | // do weights |
---|
749 | // This may save pivotRow_ for use |
---|
750 | if (doFactorization) |
---|
751 | primalColumnPivot_->saveWeights(this,1); |
---|
752 | |
---|
753 | if ((type&&doFactorization)||nSlackBasic==numberRows_) { |
---|
754 | // is factorization okay? |
---|
755 | int factorStatus = internalFactorize(1); |
---|
756 | if (factorStatus) { |
---|
757 | if (solveType_==2+8) { |
---|
758 | // say odd |
---|
759 | problemStatus_=5; |
---|
760 | return; |
---|
761 | } |
---|
762 | if (type!=1||largestPrimalError_>1.0e3 |
---|
763 | ||largestDualError_>1.0e3) { |
---|
764 | // switch off dense |
---|
765 | int saveDense = factorization_->denseThreshold(); |
---|
766 | factorization_->setDenseThreshold(0); |
---|
767 | // Go to safe |
---|
768 | factorization_->pivotTolerance(0.99); |
---|
769 | // make sure will do safe factorization |
---|
770 | pivotVariable_[0]=-1; |
---|
771 | internalFactorize(2); |
---|
772 | factorization_->setDenseThreshold(saveDense); |
---|
773 | // restore extra stuff |
---|
774 | matrix_->generalExpanded(this,6,dummy); |
---|
775 | } else { |
---|
776 | // no - restore previous basis |
---|
777 | // Keep any flagged variables |
---|
778 | int i; |
---|
779 | for (i=0;i<numberRows_+numberColumns_;i++) { |
---|
780 | if (flagged(i)) |
---|
781 | saveStatus_[i] |= 64; //say flagged |
---|
782 | } |
---|
783 | CoinMemcpyN(saveStatus_,numberColumns_+numberRows_,status_); |
---|
784 | if (numberPivots<=1) { |
---|
785 | // throw out something |
---|
786 | if (sequenceIn_>=0&&getStatus(sequenceIn_)!=basic) { |
---|
787 | setFlagged(sequenceIn_); |
---|
788 | } else if (sequenceOut_>=0&&getStatus(sequenceOut_)!=basic) { |
---|
789 | setFlagged(sequenceOut_); |
---|
790 | } |
---|
791 | double newTolerance = CoinMax(0.5 + 0.499*randomNumberGenerator_.randomDouble(),factorization_->pivotTolerance()); |
---|
792 | factorization_->pivotTolerance(newTolerance); |
---|
793 | } else { |
---|
794 | // Go to safe |
---|
795 | factorization_->pivotTolerance(0.99); |
---|
796 | } |
---|
797 | CoinMemcpyN(savedSolution_+numberColumns_ , |
---|
798 | numberRows_,rowActivityWork_); |
---|
799 | CoinMemcpyN(savedSolution_ , |
---|
800 | numberColumns_,columnActivityWork_); |
---|
801 | // restore extra stuff |
---|
802 | matrix_->generalExpanded(this,6,dummy); |
---|
803 | matrix_->generalExpanded(this,5,dummy); |
---|
804 | forceFactorization_=1; // a bit drastic but .. |
---|
805 | type = 2; |
---|
806 | if (internalFactorize(2)!=0) { |
---|
807 | largestPrimalError_=1.0e4; // force other type |
---|
808 | } |
---|
809 | } |
---|
810 | changeMade_++; // say change made |
---|
811 | } |
---|
812 | } |
---|
813 | if (problemStatus_!=-4) |
---|
814 | problemStatus_=-3; |
---|
815 | } |
---|
816 | // at this stage status is -3 or -5 if looks unbounded |
---|
817 | // get primal and dual solutions |
---|
818 | // put back original costs and then check |
---|
819 | // createRim(4); // costs do not change |
---|
820 | // May need to do more if column generation |
---|
821 | dummy=4; |
---|
822 | matrix_->generalExpanded(this,9,dummy); |
---|
823 | #ifndef CLP_CAUTION |
---|
824 | #define CLP_CAUTION 1 |
---|
825 | #endif |
---|
826 | #if CLP_CAUTION |
---|
827 | double lastAverageInfeasibility=sumDualInfeasibilities_/ |
---|
828 | static_cast<double>(numberDualInfeasibilities_+10); |
---|
829 | #endif |
---|
830 | numberThrownOut=gutsOfSolution(NULL,NULL,(firstFree_>=0)); |
---|
831 | double sumInfeasibility = nonLinearCost_->sumInfeasibilities(); |
---|
832 | int reason2=0; |
---|
833 | #if CLP_CAUTION |
---|
834 | #if CLP_CAUTION==2 |
---|
835 | double test2=1.0e5; |
---|
836 | #else |
---|
837 | double test2=1.0e-1; |
---|
838 | #endif |
---|
839 | if (!lastSumInfeasibility&&sumInfeasibility&& |
---|
840 | lastAverageInfeasibility<test2&&numberPivots>10) |
---|
841 | reason2=3; |
---|
842 | if (lastSumInfeasibility<1.0e-6&&sumInfeasibility>1.0e-3&& |
---|
843 | numberPivots>10) |
---|
844 | reason2=4; |
---|
845 | #endif |
---|
846 | if (numberThrownOut) |
---|
847 | reason2=1; |
---|
848 | if ((sumInfeasibility>1.0e7&&sumInfeasibility>100.0*lastSumInfeasibility |
---|
849 | &&factorization_->pivotTolerance()<0.11)|| |
---|
850 | (largestPrimalError_>1.0e10&&largestDualError_>1.0e10)) |
---|
851 | reason2=2; |
---|
852 | if (reason2) { |
---|
853 | problemStatus_=tentativeStatus; |
---|
854 | doFactorization=true; |
---|
855 | if (numberPivots) { |
---|
856 | // go back |
---|
857 | // trouble - restore solution |
---|
858 | CoinMemcpyN(saveStatus_,numberColumns_+numberRows_,status_); |
---|
859 | CoinMemcpyN(savedSolution_+numberColumns_ , |
---|
860 | numberRows_,rowActivityWork_); |
---|
861 | CoinMemcpyN(savedSolution_ , |
---|
862 | numberColumns_,columnActivityWork_); |
---|
863 | // restore extra stuff |
---|
864 | matrix_->generalExpanded(this,6,dummy); |
---|
865 | if (reason2<3) { |
---|
866 | // Go to safe |
---|
867 | factorization_->pivotTolerance(CoinMin(0.99,1.01*factorization_->pivotTolerance())); |
---|
868 | forceFactorization_=1; // a bit drastic but .. |
---|
869 | } else if (forceFactorization_<0) { |
---|
870 | forceFactorization_=CoinMin(numberPivots/2,100); |
---|
871 | } else { |
---|
872 | forceFactorization_=CoinMin(forceFactorization_, |
---|
873 | CoinMax(3,numberPivots/2)); |
---|
874 | } |
---|
875 | pivotRow_=-1; // say no weights update |
---|
876 | changeMade_++; // say change made |
---|
877 | if (numberPivots==1) { |
---|
878 | // throw out something |
---|
879 | if (sequenceIn_>=0&&getStatus(sequenceIn_)!=basic) { |
---|
880 | setFlagged(sequenceIn_); |
---|
881 | } else if (sequenceOut_>=0&&getStatus(sequenceOut_)!=basic) { |
---|
882 | setFlagged(sequenceOut_); |
---|
883 | } |
---|
884 | } |
---|
885 | type=2; // so will restore weights |
---|
886 | if (internalFactorize(2)!=0) { |
---|
887 | largestPrimalError_=1.0e4; // force other type |
---|
888 | } |
---|
889 | numberPivots=0; |
---|
890 | numberThrownOut=gutsOfSolution(NULL,NULL,(firstFree_>=0)); |
---|
891 | assert (!numberThrownOut); |
---|
892 | sumInfeasibility = nonLinearCost_->sumInfeasibilities(); |
---|
893 | } |
---|
894 | } |
---|
895 | } |
---|
896 | // Double check reduced costs if no action |
---|
897 | if (progress->lastIterationNumber(0)==numberIterations_) { |
---|
898 | if (primalColumnPivot_->looksOptimal()) { |
---|
899 | numberDualInfeasibilities_ = 0; |
---|
900 | sumDualInfeasibilities_ = 0.0; |
---|
901 | } |
---|
902 | } |
---|
903 | // If in primal and small dj give up |
---|
904 | if ((specialOptions_&1024)!=0&&!numberPrimalInfeasibilities_&&numberDualInfeasibilities_) { |
---|
905 | double average = sumDualInfeasibilities_/(static_cast<double> (numberDualInfeasibilities_)); |
---|
906 | if (numberIterations_>300&&average<1.0e-4) { |
---|
907 | numberDualInfeasibilities_ = 0; |
---|
908 | sumDualInfeasibilities_ = 0.0; |
---|
909 | } |
---|
910 | } |
---|
911 | // Check if looping |
---|
912 | int loop; |
---|
913 | if (type!=2&&!ifValuesPass) |
---|
914 | loop = progress->looping(); |
---|
915 | else |
---|
916 | loop=-1; |
---|
917 | if (loop>=0) { |
---|
918 | if (!problemStatus_) { |
---|
919 | // declaring victory |
---|
920 | numberPrimalInfeasibilities_ = 0; |
---|
921 | sumPrimalInfeasibilities_ = 0.0; |
---|
922 | } else { |
---|
923 | problemStatus_ = loop; //exit if in loop |
---|
924 | problemStatus_ = 10; // instead - try other algorithm |
---|
925 | numberPrimalInfeasibilities_ = nonLinearCost_->numberInfeasibilities(); |
---|
926 | } |
---|
927 | problemStatus_ = 10; // instead - try other algorithm |
---|
928 | return ; |
---|
929 | } else if (loop<-1) { |
---|
930 | // Is it time for drastic measures |
---|
931 | if (nonLinearCost_->numberInfeasibilities()&&progress->badTimes()>5&& |
---|
932 | progress->oddState()<10&&progress->oddState()>=0) { |
---|
933 | progress->newOddState(); |
---|
934 | nonLinearCost_->zapCosts(); |
---|
935 | } |
---|
936 | // something may have changed |
---|
937 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
938 | } |
---|
939 | // If progress then reset costs |
---|
940 | if (loop==-1&&!nonLinearCost_->numberInfeasibilities()&&progress->oddState()<0) { |
---|
941 | createRim(4,false); // costs back |
---|
942 | delete nonLinearCost_; |
---|
943 | nonLinearCost_ = new ClpNonLinearCost(this); |
---|
944 | progress->endOddState(); |
---|
945 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
946 | } |
---|
947 | // Flag to say whether to go to dual to clean up |
---|
948 | bool goToDual=false; |
---|
949 | // really for free variables in |
---|
950 | //if((progressFlag_&2)!=0) |
---|
951 | //problemStatus_=-1;; |
---|
952 | progressFlag_ = 0; //reset progress flag |
---|
953 | |
---|
954 | handler_->message(CLP_SIMPLEX_STATUS,messages_) |
---|
955 | <<numberIterations_<<nonLinearCost_->feasibleReportCost(); |
---|
956 | handler_->printing(nonLinearCost_->numberInfeasibilities()>0) |
---|
957 | <<nonLinearCost_->sumInfeasibilities()<<nonLinearCost_->numberInfeasibilities(); |
---|
958 | handler_->printing(sumDualInfeasibilities_>0.0) |
---|
959 | <<sumDualInfeasibilities_<<numberDualInfeasibilities_; |
---|
960 | handler_->printing(numberDualInfeasibilitiesWithoutFree_ |
---|
961 | <numberDualInfeasibilities_) |
---|
962 | <<numberDualInfeasibilitiesWithoutFree_; |
---|
963 | handler_->message()<<CoinMessageEol; |
---|
964 | if (!primalFeasible()) { |
---|
965 | nonLinearCost_->checkInfeasibilities(primalTolerance_); |
---|
966 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
967 | nonLinearCost_->checkInfeasibilities(primalTolerance_); |
---|
968 | } |
---|
969 | if (nonLinearCost_->numberInfeasibilities()>0&&!progress->initialWeight_&&!ifValuesPass&&infeasibilityCost_==1.0e10) { |
---|
970 | // first time infeasible - start up weight computation |
---|
971 | double * oldDj = dj_; |
---|
972 | double * oldCost = cost_; |
---|
973 | int numberRows2 = numberRows_+numberExtraRows_; |
---|
974 | int numberTotal = numberRows2+numberColumns_; |
---|
975 | dj_ = new double[numberTotal]; |
---|
976 | cost_ = new double[numberTotal]; |
---|
977 | reducedCostWork_ = dj_; |
---|
978 | rowReducedCost_ = dj_+numberColumns_; |
---|
979 | objectiveWork_ = cost_; |
---|
980 | rowObjectiveWork_ = cost_+numberColumns_; |
---|
981 | double direction = optimizationDirection_*objectiveScale_; |
---|
982 | const double * obj = objective(); |
---|
983 | memset(rowObjectiveWork_,0,numberRows_*sizeof(double)); |
---|
984 | int iSequence; |
---|
985 | if (columnScale_) |
---|
986 | for (iSequence=0;iSequence<numberColumns_;iSequence++) |
---|
987 | cost_[iSequence] = obj[iSequence]*direction*columnScale_[iSequence]; |
---|
988 | else |
---|
989 | for (iSequence=0;iSequence<numberColumns_;iSequence++) |
---|
990 | cost_[iSequence] = obj[iSequence]*direction; |
---|
991 | computeDuals(NULL); |
---|
992 | int numberSame=0; |
---|
993 | int numberDifferent=0; |
---|
994 | int numberZero=0; |
---|
995 | int numberFreeSame=0; |
---|
996 | int numberFreeDifferent=0; |
---|
997 | int numberFreeZero=0; |
---|
998 | int n=0; |
---|
999 | for (iSequence=0;iSequence<numberTotal;iSequence++) { |
---|
1000 | if (getStatus(iSequence) != basic&&!flagged(iSequence)) { |
---|
1001 | // not basic |
---|
1002 | double distanceUp = upper_[iSequence]-solution_[iSequence]; |
---|
1003 | double distanceDown = solution_[iSequence]-lower_[iSequence]; |
---|
1004 | double feasibleDj = dj_[iSequence]; |
---|
1005 | double infeasibleDj = oldDj[iSequence]-feasibleDj; |
---|
1006 | double value = feasibleDj*infeasibleDj; |
---|
1007 | if (distanceUp>primalTolerance_) { |
---|
1008 | // Check if "free" |
---|
1009 | if (distanceDown>primalTolerance_) { |
---|
1010 | // free |
---|
1011 | if (value>dualTolerance_) { |
---|
1012 | numberFreeSame++; |
---|
1013 | } else if(value<-dualTolerance_) { |
---|
1014 | numberFreeDifferent++; |
---|
1015 | dj_[n++] = feasibleDj/infeasibleDj; |
---|
1016 | } else { |
---|
1017 | numberFreeZero++; |
---|
1018 | } |
---|
1019 | } else { |
---|
1020 | // should not be negative |
---|
1021 | if (value>dualTolerance_) { |
---|
1022 | numberSame++; |
---|
1023 | } else if(value<-dualTolerance_) { |
---|
1024 | numberDifferent++; |
---|
1025 | dj_[n++] = feasibleDj/infeasibleDj; |
---|
1026 | } else { |
---|
1027 | numberZero++; |
---|
1028 | } |
---|
1029 | } |
---|
1030 | } else if (distanceDown>primalTolerance_) { |
---|
1031 | // should not be positive |
---|
1032 | if (value>dualTolerance_) { |
---|
1033 | numberSame++; |
---|
1034 | } else if(value<-dualTolerance_) { |
---|
1035 | numberDifferent++; |
---|
1036 | dj_[n++] = feasibleDj/infeasibleDj; |
---|
1037 | } else { |
---|
1038 | numberZero++; |
---|
1039 | } |
---|
1040 | } |
---|
1041 | } |
---|
1042 | progress->initialWeight_=-1.0; |
---|
1043 | } |
---|
1044 | //printf("XXXX %d same, %d different, %d zero, -- free %d %d %d\n", |
---|
1045 | // numberSame,numberDifferent,numberZero, |
---|
1046 | // numberFreeSame,numberFreeDifferent,numberFreeZero); |
---|
1047 | // we want most to be same |
---|
1048 | if (n) { |
---|
1049 | double most = 0.95; |
---|
1050 | std::sort(dj_,dj_+n); |
---|
1051 | int which = static_cast<int> ((1.0-most)*static_cast<double> (n)); |
---|
1052 | double take = -dj_[which]*infeasibilityCost_; |
---|
1053 | //printf("XXXXZ inf cost %g take %g (range %g %g)\n",infeasibilityCost_,take,-dj_[0]*infeasibilityCost_,-dj_[n-1]*infeasibilityCost_); |
---|
1054 | take = -dj_[0]*infeasibilityCost_; |
---|
1055 | infeasibilityCost_ = CoinMin(CoinMax(1000.0*take,1.0e8),1.0000001e10);; |
---|
1056 | //printf("XXXX increasing weight to %g\n",infeasibilityCost_); |
---|
1057 | } |
---|
1058 | delete [] dj_; |
---|
1059 | delete [] cost_; |
---|
1060 | dj_= oldDj; |
---|
1061 | cost_ = oldCost; |
---|
1062 | reducedCostWork_ = dj_; |
---|
1063 | rowReducedCost_ = dj_+numberColumns_; |
---|
1064 | objectiveWork_ = cost_; |
---|
1065 | rowObjectiveWork_ = cost_+numberColumns_; |
---|
1066 | if (n) |
---|
1067 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
1068 | } |
---|
1069 | double trueInfeasibility =nonLinearCost_->sumInfeasibilities(); |
---|
1070 | if (!nonLinearCost_->numberInfeasibilities()&&infeasibilityCost_==1.0e10&&!ifValuesPass&&true) { |
---|
1071 | // relax if default |
---|
1072 | infeasibilityCost_ = CoinMin(CoinMax(100.0*sumDualInfeasibilities_,1.0e8),1.00000001e10); |
---|
1073 | // reset looping criterion |
---|
1074 | progress->reset(); |
---|
1075 | trueInfeasibility = 1.123456e10; |
---|
1076 | } |
---|
1077 | if (trueInfeasibility>1.0) { |
---|
1078 | // If infeasibility going up may change weights |
---|
1079 | double testValue = trueInfeasibility-1.0e-4*(10.0+trueInfeasibility); |
---|
1080 | double lastInf = progress->lastInfeasibility(1); |
---|
1081 | double lastInf3 = progress->lastInfeasibility(3); |
---|
1082 | double thisObj = progress->lastObjective(0); |
---|
1083 | double thisInf = progress->lastInfeasibility(0); |
---|
1084 | thisObj += infeasibilityCost_*2.0*thisInf; |
---|
1085 | double lastObj = progress->lastObjective(1); |
---|
1086 | lastObj += infeasibilityCost_*2.0*lastInf; |
---|
1087 | double lastObj3 = progress->lastObjective(3); |
---|
1088 | lastObj3 += infeasibilityCost_*2.0*lastInf3; |
---|
1089 | if (lastObj<thisObj-1.0e-5*CoinMax(fabs(thisObj),fabs(lastObj))-1.0e-7 |
---|
1090 | &&firstFree_<0) { |
---|
1091 | if (handler_->logLevel()==63) |
---|
1092 | printf("lastobj %g this %g force %d ",lastObj,thisObj,forceFactorization_); |
---|
1093 | int maxFactor = factorization_->maximumPivots(); |
---|
1094 | if (maxFactor>10) { |
---|
1095 | if (forceFactorization_<0) |
---|
1096 | forceFactorization_= maxFactor; |
---|
1097 | forceFactorization_ = CoinMax(1,(forceFactorization_>>2)); |
---|
1098 | if (handler_->logLevel()==63) |
---|
1099 | printf("Reducing factorization frequency to %d\n",forceFactorization_); |
---|
1100 | } |
---|
1101 | } else if (lastObj3<thisObj-1.0e-5*CoinMax(fabs(thisObj),fabs(lastObj3))-1.0e-7 |
---|
1102 | &&firstFree_<0) { |
---|
1103 | if (handler_->logLevel()==63) |
---|
1104 | printf("lastobj3 %g this3 %g `force %d ",lastObj3,thisObj,forceFactorization_); |
---|
1105 | int maxFactor = factorization_->maximumPivots(); |
---|
1106 | if (maxFactor>10) { |
---|
1107 | if (forceFactorization_<0) |
---|
1108 | forceFactorization_= maxFactor; |
---|
1109 | forceFactorization_ = CoinMax(1,(forceFactorization_*2)/3); |
---|
1110 | if (handler_->logLevel()==63) |
---|
1111 | printf("Reducing factorization frequency to %d\n",forceFactorization_); |
---|
1112 | } |
---|
1113 | } else if(lastInf<testValue||trueInfeasibility==1.123456e10) { |
---|
1114 | if (infeasibilityCost_<1.0e14) { |
---|
1115 | infeasibilityCost_ *= 1.5; |
---|
1116 | // reset looping criterion |
---|
1117 | progress->reset(); |
---|
1118 | if (handler_->logLevel()==63) |
---|
1119 | printf("increasing weight to %g\n",infeasibilityCost_); |
---|
1120 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
1121 | } |
---|
1122 | } |
---|
1123 | } |
---|
1124 | // we may wish to say it is optimal even if infeasible |
---|
1125 | bool alwaysOptimal = (specialOptions_&1)!=0; |
---|
1126 | // give code benefit of doubt |
---|
1127 | if (sumOfRelaxedDualInfeasibilities_ == 0.0&& |
---|
1128 | sumOfRelaxedPrimalInfeasibilities_ == 0.0) { |
---|
1129 | // say optimal (with these bounds etc) |
---|
1130 | numberDualInfeasibilities_ = 0; |
---|
1131 | sumDualInfeasibilities_ = 0.0; |
---|
1132 | numberPrimalInfeasibilities_ = 0; |
---|
1133 | sumPrimalInfeasibilities_ = 0.0; |
---|
1134 | // But check if in sprint |
---|
1135 | if (originalModel) { |
---|
1136 | // Carry on and re-do |
---|
1137 | numberDualInfeasibilities_ = -776; |
---|
1138 | } |
---|
1139 | // But if real primal infeasibilities nonzero carry on |
---|
1140 | if (nonLinearCost_->numberInfeasibilities()) { |
---|
1141 | // most likely to happen if infeasible |
---|
1142 | double relaxedToleranceP=primalTolerance_; |
---|
1143 | // we can't really trust infeasibilities if there is primal error |
---|
1144 | double error = CoinMin(1.0e-2,largestPrimalError_); |
---|
1145 | // allow tolerance at least slightly bigger than standard |
---|
1146 | relaxedToleranceP = relaxedToleranceP + error; |
---|
1147 | int ninfeas = nonLinearCost_->numberInfeasibilities(); |
---|
1148 | double sum = nonLinearCost_->sumInfeasibilities(); |
---|
1149 | double average = sum/ static_cast<double> (ninfeas); |
---|
1150 | #ifdef COIN_DEVELOP |
---|
1151 | if (handler_->logLevel()>0) |
---|
1152 | printf("nonLinearCost says infeasible %d summing to %g\n", |
---|
1153 | ninfeas,sum); |
---|
1154 | #endif |
---|
1155 | if (average>relaxedToleranceP) { |
---|
1156 | sumOfRelaxedPrimalInfeasibilities_ = sum; |
---|
1157 | numberPrimalInfeasibilities_ = ninfeas; |
---|
1158 | sumPrimalInfeasibilities_ = sum; |
---|
1159 | #ifdef COIN_DEVELOP |
---|
1160 | bool unflagged = |
---|
1161 | #endif |
---|
1162 | unflag(); |
---|
1163 | #ifdef COIN_DEVELOP |
---|
1164 | if (unflagged&&handler_->logLevel()>0) |
---|
1165 | printf(" - but flagged variables\n"); |
---|
1166 | #endif |
---|
1167 | } |
---|
1168 | } |
---|
1169 | } |
---|
1170 | // had ||(type==3&&problemStatus_!=-5) -- ??? why ???? |
---|
1171 | if ((dualFeasible()||problemStatus_==-4)&&!ifValuesPass) { |
---|
1172 | // see if extra helps |
---|
1173 | if (nonLinearCost_->numberInfeasibilities()&& |
---|
1174 | (nonLinearCost_->sumInfeasibilities()>1.0e-3||sumOfRelaxedPrimalInfeasibilities_) |
---|
1175 | &&!alwaysOptimal) { |
---|
1176 | //may need infeasiblity cost changed |
---|
1177 | // we can see if we can construct a ray |
---|
1178 | // make up a new objective |
---|
1179 | double saveWeight = infeasibilityCost_; |
---|
1180 | // save nonlinear cost as we are going to switch off costs |
---|
1181 | ClpNonLinearCost * nonLinear = nonLinearCost_; |
---|
1182 | // do twice to make sure Primal solution has settled |
---|
1183 | // put non-basics to bounds in case tolerance moved |
---|
1184 | // put back original costs |
---|
1185 | createRim(4); |
---|
1186 | nonLinearCost_->checkInfeasibilities(0.0); |
---|
1187 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
1188 | |
---|
1189 | infeasibilityCost_=1.0e100; |
---|
1190 | // put back original costs |
---|
1191 | createRim(4); |
---|
1192 | nonLinearCost_->checkInfeasibilities(primalTolerance_); |
---|
1193 | // may have fixed infeasibilities - double check |
---|
1194 | if (nonLinearCost_->numberInfeasibilities()==0) { |
---|
1195 | // carry on |
---|
1196 | problemStatus_ = -1; |
---|
1197 | infeasibilityCost_=saveWeight; |
---|
1198 | nonLinearCost_->checkInfeasibilities(primalTolerance_); |
---|
1199 | } else { |
---|
1200 | nonLinearCost_=NULL; |
---|
1201 | // scale |
---|
1202 | int i; |
---|
1203 | for (i=0;i<numberRows_+numberColumns_;i++) |
---|
1204 | cost_[i] *= 1.0e-95; |
---|
1205 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
1206 | nonLinearCost_=nonLinear; |
---|
1207 | infeasibilityCost_=saveWeight; |
---|
1208 | if ((infeasibilityCost_>=1.0e18|| |
---|
1209 | numberDualInfeasibilities_==0)&&perturbation_==101) { |
---|
1210 | goToDual=unPerturb(); // stop any further perturbation |
---|
1211 | if (nonLinearCost_->sumInfeasibilities()>1.0e-1) |
---|
1212 | goToDual=false; |
---|
1213 | nonLinearCost_->checkInfeasibilities(primalTolerance_); |
---|
1214 | numberDualInfeasibilities_=1; // carry on |
---|
1215 | problemStatus_=-1; |
---|
1216 | } else if (numberDualInfeasibilities_==0&&largestDualError_>1.0e-2&& |
---|
1217 | (moreSpecialOptions_&256)==0) { |
---|
1218 | goToDual=true; |
---|
1219 | factorization_->pivotTolerance(CoinMax(0.9,factorization_->pivotTolerance())); |
---|
1220 | } |
---|
1221 | if (!goToDual) { |
---|
1222 | if (infeasibilityCost_>=1.0e20|| |
---|
1223 | numberDualInfeasibilities_==0) { |
---|
1224 | // we are infeasible - use as ray |
---|
1225 | delete [] ray_; |
---|
1226 | ray_ = new double [numberRows_]; |
---|
1227 | CoinMemcpyN(dual_,numberRows_,ray_); |
---|
1228 | // and get feasible duals |
---|
1229 | infeasibilityCost_=0.0; |
---|
1230 | createRim(4); |
---|
1231 | nonLinearCost_->checkInfeasibilities(primalTolerance_); |
---|
1232 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
1233 | // so will exit |
---|
1234 | infeasibilityCost_=1.0e30; |
---|
1235 | // reset infeasibilities |
---|
1236 | sumPrimalInfeasibilities_=nonLinearCost_->sumInfeasibilities();; |
---|
1237 | numberPrimalInfeasibilities_= |
---|
1238 | nonLinearCost_->numberInfeasibilities(); |
---|
1239 | } |
---|
1240 | if (infeasibilityCost_<1.0e20) { |
---|
1241 | infeasibilityCost_ *= 5.0; |
---|
1242 | // reset looping criterion |
---|
1243 | progress->reset(); |
---|
1244 | changeMade_++; // say change made |
---|
1245 | handler_->message(CLP_PRIMAL_WEIGHT,messages_) |
---|
1246 | <<infeasibilityCost_ |
---|
1247 | <<CoinMessageEol; |
---|
1248 | // put back original costs and then check |
---|
1249 | createRim(4); |
---|
1250 | nonLinearCost_->checkInfeasibilities(0.0); |
---|
1251 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
1252 | problemStatus_=-1; //continue |
---|
1253 | goToDual=false; |
---|
1254 | } else { |
---|
1255 | // say infeasible |
---|
1256 | problemStatus_ = 1; |
---|
1257 | } |
---|
1258 | } |
---|
1259 | } |
---|
1260 | } else { |
---|
1261 | // may be optimal |
---|
1262 | if (perturbation_==101) { |
---|
1263 | goToDual=unPerturb(); // stop any further perturbation |
---|
1264 | if (numberRows_>20000&&!numberTimesOptimal_) |
---|
1265 | goToDual=false; // Better to carry on a bit longer |
---|
1266 | lastCleaned=-1; // carry on |
---|
1267 | } |
---|
1268 | bool unflagged = (unflag()!=0); |
---|
1269 | if ( lastCleaned!=numberIterations_||unflagged) { |
---|
1270 | handler_->message(CLP_PRIMAL_OPTIMAL,messages_) |
---|
1271 | <<primalTolerance_ |
---|
1272 | <<CoinMessageEol; |
---|
1273 | if (numberTimesOptimal_<4) { |
---|
1274 | numberTimesOptimal_++; |
---|
1275 | changeMade_++; // say change made |
---|
1276 | if (numberTimesOptimal_==1) { |
---|
1277 | // better to have small tolerance even if slower |
---|
1278 | factorization_->zeroTolerance(CoinMin(factorization_->zeroTolerance(),1.0e-15)); |
---|
1279 | } |
---|
1280 | lastCleaned=numberIterations_; |
---|
1281 | if (primalTolerance_!=dblParam_[ClpPrimalTolerance]) |
---|
1282 | handler_->message(CLP_PRIMAL_ORIGINAL,messages_) |
---|
1283 | <<CoinMessageEol; |
---|
1284 | double oldTolerance = primalTolerance_; |
---|
1285 | primalTolerance_=dblParam_[ClpPrimalTolerance]; |
---|
1286 | #if 0 |
---|
1287 | double * xcost = new double[numberRows_+numberColumns_]; |
---|
1288 | double * xlower = new double[numberRows_+numberColumns_]; |
---|
1289 | double * xupper = new double[numberRows_+numberColumns_]; |
---|
1290 | double * xdj = new double[numberRows_+numberColumns_]; |
---|
1291 | double * xsolution = new double[numberRows_+numberColumns_]; |
---|
1292 | CoinMemcpyN(cost_,(numberRows_+numberColumns_),xcost); |
---|
1293 | CoinMemcpyN(lower_,(numberRows_+numberColumns_),xlower); |
---|
1294 | CoinMemcpyN(upper_,(numberRows_+numberColumns_),xupper); |
---|
1295 | CoinMemcpyN(dj_,(numberRows_+numberColumns_),xdj); |
---|
1296 | CoinMemcpyN(solution_,(numberRows_+numberColumns_),xsolution); |
---|
1297 | #endif |
---|
1298 | // put back original costs and then check |
---|
1299 | createRim(4); |
---|
1300 | nonLinearCost_->checkInfeasibilities(oldTolerance); |
---|
1301 | #if 0 |
---|
1302 | int i; |
---|
1303 | for (i=0;i<numberRows_+numberColumns_;i++) { |
---|
1304 | if (cost_[i]!=xcost[i]) |
---|
1305 | printf("** %d old cost %g new %g sol %g\n", |
---|
1306 | i,xcost[i],cost_[i],solution_[i]); |
---|
1307 | if (lower_[i]!=xlower[i]) |
---|
1308 | printf("** %d old lower %g new %g sol %g\n", |
---|
1309 | i,xlower[i],lower_[i],solution_[i]); |
---|
1310 | if (upper_[i]!=xupper[i]) |
---|
1311 | printf("** %d old upper %g new %g sol %g\n", |
---|
1312 | i,xupper[i],upper_[i],solution_[i]); |
---|
1313 | if (dj_[i]!=xdj[i]) |
---|
1314 | printf("** %d old dj %g new %g sol %g\n", |
---|
1315 | i,xdj[i],dj_[i],solution_[i]); |
---|
1316 | if (solution_[i]!=xsolution[i]) |
---|
1317 | printf("** %d old solution %g new %g sol %g\n", |
---|
1318 | i,xsolution[i],solution_[i],solution_[i]); |
---|
1319 | } |
---|
1320 | delete [] xcost; |
---|
1321 | delete [] xupper; |
---|
1322 | delete [] xlower; |
---|
1323 | delete [] xdj; |
---|
1324 | delete [] xsolution; |
---|
1325 | #endif |
---|
1326 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
1327 | if (sumOfRelaxedDualInfeasibilities_ == 0.0&& |
---|
1328 | sumOfRelaxedPrimalInfeasibilities_ == 0.0) { |
---|
1329 | // say optimal (with these bounds etc) |
---|
1330 | numberDualInfeasibilities_ = 0; |
---|
1331 | sumDualInfeasibilities_ = 0.0; |
---|
1332 | numberPrimalInfeasibilities_ = 0; |
---|
1333 | sumPrimalInfeasibilities_ = 0.0; |
---|
1334 | } |
---|
1335 | if (dualFeasible()&&!nonLinearCost_->numberInfeasibilities()&&lastCleaned>=0) |
---|
1336 | problemStatus_=0; |
---|
1337 | else |
---|
1338 | problemStatus_ = -1; |
---|
1339 | } else { |
---|
1340 | problemStatus_=0; // optimal |
---|
1341 | if (lastCleaned<numberIterations_) { |
---|
1342 | handler_->message(CLP_SIMPLEX_GIVINGUP,messages_) |
---|
1343 | <<CoinMessageEol; |
---|
1344 | } |
---|
1345 | } |
---|
1346 | } else { |
---|
1347 | if (!alwaysOptimal||!sumOfRelaxedPrimalInfeasibilities_) |
---|
1348 | problemStatus_=0; // optimal |
---|
1349 | else |
---|
1350 | problemStatus_=1; // infeasible |
---|
1351 | } |
---|
1352 | } |
---|
1353 | } else { |
---|
1354 | // see if looks unbounded |
---|
1355 | if (problemStatus_==-5) { |
---|
1356 | if (nonLinearCost_->numberInfeasibilities()) { |
---|
1357 | if (infeasibilityCost_>1.0e18&&perturbation_==101) { |
---|
1358 | // back off weight |
---|
1359 | infeasibilityCost_ = 1.0e13; |
---|
1360 | // reset looping criterion |
---|
1361 | progress->reset(); |
---|
1362 | unPerturb(); // stop any further perturbation |
---|
1363 | } |
---|
1364 | //we need infeasiblity cost changed |
---|
1365 | if (infeasibilityCost_<1.0e20) { |
---|
1366 | infeasibilityCost_ *= 5.0; |
---|
1367 | // reset looping criterion |
---|
1368 | progress->reset(); |
---|
1369 | changeMade_++; // say change made |
---|
1370 | handler_->message(CLP_PRIMAL_WEIGHT,messages_) |
---|
1371 | <<infeasibilityCost_ |
---|
1372 | <<CoinMessageEol; |
---|
1373 | // put back original costs and then check |
---|
1374 | createRim(4); |
---|
1375 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
1376 | problemStatus_=-1; //continue |
---|
1377 | } else { |
---|
1378 | // say infeasible |
---|
1379 | problemStatus_ = 1; |
---|
1380 | // we are infeasible - use as ray |
---|
1381 | delete [] ray_; |
---|
1382 | ray_ = new double [numberRows_]; |
---|
1383 | CoinMemcpyN(dual_,numberRows_,ray_); |
---|
1384 | } |
---|
1385 | } else { |
---|
1386 | // say unbounded |
---|
1387 | problemStatus_ = 2; |
---|
1388 | } |
---|
1389 | } else { |
---|
1390 | // carry on |
---|
1391 | problemStatus_ = -1; |
---|
1392 | if(type==3&&problemStatus_!=-5) { |
---|
1393 | //bool unflagged = |
---|
1394 | unflag(); |
---|
1395 | if (sumDualInfeasibilities_<1.0e-3|| |
---|
1396 | (sumDualInfeasibilities_/static_cast<double> (numberDualInfeasibilities_))<1.0e-5|| |
---|
1397 | progress->lastIterationNumber(0)==numberIterations_) { |
---|
1398 | if (!numberPrimalInfeasibilities_) { |
---|
1399 | if (numberTimesOptimal_<4) { |
---|
1400 | numberTimesOptimal_++; |
---|
1401 | changeMade_++; // say change made |
---|
1402 | } else { |
---|
1403 | problemStatus_=0; |
---|
1404 | secondaryStatus_=5; |
---|
1405 | } |
---|
1406 | } |
---|
1407 | } |
---|
1408 | } |
---|
1409 | } |
---|
1410 | } |
---|
1411 | if (problemStatus_==0) { |
---|
1412 | double objVal = nonLinearCost_->feasibleCost(); |
---|
1413 | double tol = 1.0e-10*CoinMax(fabs(objVal),fabs(objectiveValue_))+1.0e-8; |
---|
1414 | if (fabs(objVal-objectiveValue_)>tol) { |
---|
1415 | #ifdef COIN_DEVELOP |
---|
1416 | if (handler_->logLevel()>0) |
---|
1417 | printf("nonLinearCost has feasible obj of %g, objectiveValue_ is %g\n", |
---|
1418 | objVal,objectiveValue_); |
---|
1419 | #endif |
---|
1420 | objectiveValue_ = objVal; |
---|
1421 | } |
---|
1422 | } |
---|
1423 | // save extra stuff |
---|
1424 | matrix_->generalExpanded(this,5,dummy); |
---|
1425 | if (type==0||type==1) { |
---|
1426 | if (type!=1||!saveStatus_) { |
---|
1427 | // create save arrays |
---|
1428 | delete [] saveStatus_; |
---|
1429 | delete [] savedSolution_; |
---|
1430 | saveStatus_ = new unsigned char [numberRows_+numberColumns_]; |
---|
1431 | savedSolution_ = new double [numberRows_+numberColumns_]; |
---|
1432 | } |
---|
1433 | // save arrays |
---|
1434 | CoinMemcpyN(status_,numberColumns_+numberRows_,saveStatus_); |
---|
1435 | CoinMemcpyN(rowActivityWork_, |
---|
1436 | numberRows_,savedSolution_+numberColumns_); |
---|
1437 | CoinMemcpyN(columnActivityWork_,numberColumns_,savedSolution_); |
---|
1438 | } |
---|
1439 | // see if in Cbc etc |
---|
1440 | bool inCbcOrOther = (specialOptions_&0x03000000)!=0; |
---|
1441 | bool disaster=false; |
---|
1442 | if (disasterArea_&&inCbcOrOther&&disasterArea_->check()) { |
---|
1443 | disasterArea_->saveInfo(); |
---|
1444 | disaster=true; |
---|
1445 | } |
---|
1446 | if (disaster) |
---|
1447 | problemStatus_=3; |
---|
1448 | if (problemStatus_<0&&!changeMade_) { |
---|
1449 | problemStatus_=4; // unknown |
---|
1450 | } |
---|
1451 | lastGoodIteration_ = numberIterations_; |
---|
1452 | if (numberIterations_>lastBadIteration_+100) |
---|
1453 | moreSpecialOptions_ &= ~16; // clear check accuracy flag |
---|
1454 | if (goToDual||numberIterations_>1000&&largestPrimalError_>1.0e6 |
---|
1455 | &&largestDualError_>1.0e6) { |
---|
1456 | problemStatus_=10; // try dual |
---|
1457 | // See if second call |
---|
1458 | if ((moreSpecialOptions_&256)!=0) { |
---|
1459 | numberPrimalInfeasibilities_ = nonLinearCost_->numberInfeasibilities(); |
---|
1460 | sumPrimalInfeasibilities_ = nonLinearCost_->sumInfeasibilities(); |
---|
1461 | // say infeasible |
---|
1462 | if (numberPrimalInfeasibilities_) |
---|
1463 | problemStatus_=1; |
---|
1464 | } |
---|
1465 | } |
---|
1466 | // make sure first free monotonic |
---|
1467 | if (firstFree_>=0&&saveFirstFree>=0) { |
---|
1468 | firstFree_= (numberIterations_) ? saveFirstFree : -1; |
---|
1469 | nextSuperBasic(1,NULL); |
---|
1470 | } |
---|
1471 | if (doFactorization) { |
---|
1472 | // restore weights (if saved) - also recompute infeasibility list |
---|
1473 | if (tentativeStatus>-3) |
---|
1474 | primalColumnPivot_->saveWeights(this,(type <2) ? 2 : 4); |
---|
1475 | else |
---|
1476 | primalColumnPivot_->saveWeights(this,3); |
---|
1477 | if (saveThreshold) { |
---|
1478 | // use default at present |
---|
1479 | factorization_->sparseThreshold(0); |
---|
1480 | factorization_->goSparse(); |
---|
1481 | } |
---|
1482 | } |
---|
1483 | // Allow matrices to be sorted etc |
---|
1484 | int fake=-999; // signal sort |
---|
1485 | matrix_->correctSequence(this,fake,fake); |
---|
1486 | } |
---|
1487 | /* |
---|
1488 | Row array has pivot column |
---|
1489 | This chooses pivot row. |
---|
1490 | For speed, we may need to go to a bucket approach when many |
---|
1491 | variables go through bounds |
---|
1492 | On exit rhsArray will have changes in costs of basic variables |
---|
1493 | */ |
---|
1494 | void |
---|
1495 | ClpSimplexPrimal::primalRow(CoinIndexedVector * rowArray, |
---|
1496 | CoinIndexedVector * rhsArray, |
---|
1497 | CoinIndexedVector * spareArray, |
---|
1498 | int valuesPass) |
---|
1499 | { |
---|
1500 | double saveDj = dualIn_; |
---|
1501 | if (valuesPass&&objective_->type()<2) { |
---|
1502 | dualIn_ = cost_[sequenceIn_]; |
---|
1503 | |
---|
1504 | double * work=rowArray->denseVector(); |
---|
1505 | int number=rowArray->getNumElements(); |
---|
1506 | int * which=rowArray->getIndices(); |
---|
1507 | |
---|
1508 | int iIndex; |
---|
1509 | for (iIndex=0;iIndex<number;iIndex++) { |
---|
1510 | |
---|
1511 | int iRow = which[iIndex]; |
---|
1512 | double alpha = work[iIndex]; |
---|
1513 | int iPivot=pivotVariable_[iRow]; |
---|
1514 | dualIn_ -= alpha*cost_[iPivot]; |
---|
1515 | } |
---|
1516 | // determine direction here |
---|
1517 | if (dualIn_<-dualTolerance_) { |
---|
1518 | directionIn_=1; |
---|
1519 | } else if (dualIn_>dualTolerance_) { |
---|
1520 | directionIn_=-1; |
---|
1521 | } else { |
---|
1522 | // towards nearest bound |
---|
1523 | if (valueIn_-lowerIn_<upperIn_-valueIn_) { |
---|
1524 | directionIn_=-1; |
---|
1525 | dualIn_=dualTolerance_; |
---|
1526 | } else { |
---|
1527 | directionIn_=1; |
---|
1528 | dualIn_=-dualTolerance_; |
---|
1529 | } |
---|
1530 | } |
---|
1531 | } |
---|
1532 | |
---|
1533 | // sequence stays as row number until end |
---|
1534 | pivotRow_=-1; |
---|
1535 | int numberRemaining=0; |
---|
1536 | |
---|
1537 | double totalThru=0.0; // for when variables flip |
---|
1538 | // Allow first few iterations to take tiny |
---|
1539 | double acceptablePivot=1.0e-1*acceptablePivot_; |
---|
1540 | if (numberIterations_>100) |
---|
1541 | acceptablePivot=acceptablePivot_; |
---|
1542 | if (factorization_->pivots()>10) |
---|
1543 | acceptablePivot=1.0e+3*acceptablePivot_; // if we have iterated be more strict |
---|
1544 | else if (factorization_->pivots()>5) |
---|
1545 | acceptablePivot=1.0e+2*acceptablePivot_; // if we have iterated be slightly more strict |
---|
1546 | else if (factorization_->pivots()) |
---|
1547 | acceptablePivot=acceptablePivot_; // relax |
---|
1548 | double bestEverPivot=acceptablePivot; |
---|
1549 | int lastPivotRow = -1; |
---|
1550 | double lastPivot=0.0; |
---|
1551 | double lastTheta=1.0e50; |
---|
1552 | |
---|
1553 | // use spareArrays to put ones looked at in |
---|
1554 | // First one is list of candidates |
---|
1555 | // We could compress if we really know we won't need any more |
---|
1556 | // Second array has current set of pivot candidates |
---|
1557 | // with a backup list saved in double * part of indexed vector |
---|
1558 | |
---|
1559 | // pivot elements |
---|
1560 | double * spare; |
---|
1561 | // indices |
---|
1562 | int * index; |
---|
1563 | spareArray->clear(); |
---|
1564 | spare = spareArray->denseVector(); |
---|
1565 | index = spareArray->getIndices(); |
---|
1566 | |
---|
1567 | // we also need somewhere for effective rhs |
---|
1568 | double * rhs=rhsArray->denseVector(); |
---|
1569 | // and we can use indices to point to alpha |
---|
1570 | // that way we can store fabs(alpha) |
---|
1571 | int * indexPoint = rhsArray->getIndices(); |
---|
1572 | //int numberFlip=0; // Those which may change if flips |
---|
1573 | |
---|
1574 | /* |
---|
1575 | First we get a list of possible pivots. We can also see if the |
---|
1576 | problem looks unbounded. |
---|
1577 | |
---|
1578 | At first we increase theta and see what happens. We start |
---|
1579 | theta at a reasonable guess. If in right area then we do bit by bit. |
---|
1580 | We save possible pivot candidates |
---|
1581 | |
---|
1582 | */ |
---|
1583 | |
---|
1584 | // do first pass to get possibles |
---|
1585 | // We can also see if unbounded |
---|
1586 | |
---|
1587 | double * work=rowArray->denseVector(); |
---|
1588 | int number=rowArray->getNumElements(); |
---|
1589 | int * which=rowArray->getIndices(); |
---|
1590 | |
---|
1591 | // we need to swap sign if coming in from ub |
---|
1592 | double way = directionIn_; |
---|
1593 | double maximumMovement; |
---|
1594 | if (way>0.0) |
---|
1595 | maximumMovement = CoinMin(1.0e30,upperIn_-valueIn_); |
---|
1596 | else |
---|
1597 | maximumMovement = CoinMin(1.0e30,valueIn_-lowerIn_); |
---|
1598 | |
---|
1599 | double averageTheta = nonLinearCost_->averageTheta(); |
---|
1600 | double tentativeTheta = CoinMin(10.0*averageTheta,maximumMovement); |
---|
1601 | double upperTheta = maximumMovement; |
---|
1602 | if (tentativeTheta>0.5*maximumMovement) |
---|
1603 | tentativeTheta=maximumMovement; |
---|
1604 | bool thetaAtMaximum=tentativeTheta==maximumMovement; |
---|
1605 | // In case tiny bounds increase |
---|
1606 | if (maximumMovement<1.0) |
---|
1607 | tentativeTheta *= 1.1; |
---|
1608 | double dualCheck = fabs(dualIn_); |
---|
1609 | // but make a bit more pessimistic |
---|
1610 | dualCheck=CoinMax(dualCheck-100.0*dualTolerance_,0.99*dualCheck); |
---|
1611 | |
---|
1612 | int iIndex; |
---|
1613 | int pivotOne=-1; |
---|
1614 | //#define CLP_DEBUG |
---|
1615 | #ifdef CLP_DEBUG |
---|
1616 | if (numberIterations_==-3839||numberIterations_==-3840) { |
---|
1617 | double dj=cost_[sequenceIn_]; |
---|
1618 | printf("cost in on %d is %g, dual in %g\n",sequenceIn_,dj,dualIn_); |
---|
1619 | for (iIndex=0;iIndex<number;iIndex++) { |
---|
1620 | |
---|
1621 | int iRow = which[iIndex]; |
---|
1622 | double alpha = work[iIndex]; |
---|
1623 | int iPivot=pivotVariable_[iRow]; |
---|
1624 | dj -= alpha*cost_[iPivot]; |
---|
1625 | printf("row %d var %d current %g %g %g, alpha %g so sol => %g (cost %g, dj %g)\n", |
---|
1626 | iRow,iPivot,lower_[iPivot],solution_[iPivot],upper_[iPivot], |
---|
1627 | alpha, solution_[iPivot]-1.0e9*alpha,cost_[iPivot],dj); |
---|
1628 | } |
---|
1629 | } |
---|
1630 | #endif |
---|
1631 | while (true) { |
---|
1632 | pivotOne=-1; |
---|
1633 | totalThru=0.0; |
---|
1634 | // We also re-compute reduced cost |
---|
1635 | numberRemaining=0; |
---|
1636 | dualIn_ = cost_[sequenceIn_]; |
---|
1637 | #ifndef NDEBUG |
---|
1638 | double tolerance = primalTolerance_*1.002; |
---|
1639 | #endif |
---|
1640 | for (iIndex=0;iIndex<number;iIndex++) { |
---|
1641 | |
---|
1642 | int iRow = which[iIndex]; |
---|
1643 | double alpha = work[iIndex]; |
---|
1644 | int iPivot=pivotVariable_[iRow]; |
---|
1645 | if (cost_[iPivot]) |
---|
1646 | dualIn_ -= alpha*cost_[iPivot]; |
---|
1647 | alpha *= way; |
---|
1648 | double oldValue = solution_[iPivot]; |
---|
1649 | // get where in bound sequence |
---|
1650 | // note that after this alpha is actually fabs(alpha) |
---|
1651 | bool possible; |
---|
1652 | // do computation same way as later on in primal |
---|
1653 | if (alpha>0.0) { |
---|
1654 | // basic variable going towards lower bound |
---|
1655 | double bound = lower_[iPivot]; |
---|
1656 | // must be exactly same as when used |
---|
1657 | double change = tentativeTheta*alpha; |
---|
1658 | possible = (oldValue-change)<=bound+primalTolerance_; |
---|
1659 | oldValue -= bound; |
---|
1660 | } else { |
---|
1661 | // basic variable going towards upper bound |
---|
1662 | double bound = upper_[iPivot]; |
---|
1663 | // must be exactly same as when used |
---|
1664 | double change = tentativeTheta*alpha; |
---|
1665 | possible = (oldValue-change)>=bound-primalTolerance_; |
---|
1666 | oldValue = bound-oldValue; |
---|
1667 | alpha = - alpha; |
---|
1668 | } |
---|
1669 | double value; |
---|
1670 | assert (oldValue>=-tolerance); |
---|
1671 | if (possible) { |
---|
1672 | value=oldValue-upperTheta*alpha; |
---|
1673 | if (value<-primalTolerance_&&alpha>=acceptablePivot) { |
---|
1674 | upperTheta = (oldValue+primalTolerance_)/alpha; |
---|
1675 | pivotOne=numberRemaining; |
---|
1676 | } |
---|
1677 | // add to list |
---|
1678 | spare[numberRemaining]=alpha; |
---|
1679 | rhs[numberRemaining]=oldValue; |
---|
1680 | indexPoint[numberRemaining]=iIndex; |
---|
1681 | index[numberRemaining++]=iRow; |
---|
1682 | totalThru += alpha; |
---|
1683 | setActive(iRow); |
---|
1684 | //} else if (value<primalTolerance_*1.002) { |
---|
1685 | // May change if is a flip |
---|
1686 | //indexRhs[numberFlip++]=iRow; |
---|
1687 | } |
---|
1688 | } |
---|
1689 | if (upperTheta<maximumMovement&&totalThru*infeasibilityCost_>=1.0001*dualCheck) { |
---|
1690 | // Can pivot here |
---|
1691 | break; |
---|
1692 | } else if (!thetaAtMaximum) { |
---|
1693 | //printf("Going round with average theta of %g\n",averageTheta); |
---|
1694 | tentativeTheta=maximumMovement; |
---|
1695 | thetaAtMaximum=true; // seems to be odd compiler error |
---|
1696 | } else { |
---|
1697 | break; |
---|
1698 | } |
---|
1699 | } |
---|
1700 | totalThru=0.0; |
---|
1701 | |
---|
1702 | theta_=maximumMovement; |
---|
1703 | |
---|
1704 | bool goBackOne = false; |
---|
1705 | if (objective_->type()>1) |
---|
1706 | dualIn_=saveDj; |
---|
1707 | |
---|
1708 | //printf("%d remain out of %d\n",numberRemaining,number); |
---|
1709 | int iTry=0; |
---|
1710 | #define MAXTRY 1000 |
---|
1711 | if (numberRemaining&&upperTheta<maximumMovement) { |
---|
1712 | // First check if previously chosen one will work |
---|
1713 | if (pivotOne>=0&&0) { |
---|
1714 | double thruCost = infeasibilityCost_*spare[pivotOne]; |
---|
1715 | if (thruCost>=0.99*fabs(dualIn_)) |
---|
1716 | printf("Could pivot on %d as change %g dj %g\n", |
---|
1717 | index[pivotOne],thruCost,dualIn_); |
---|
1718 | double alpha = spare[pivotOne]; |
---|
1719 | double oldValue = rhs[pivotOne]; |
---|
1720 | theta_ = oldValue/alpha; |
---|
1721 | pivotRow_=pivotOne; |
---|
1722 | // Stop loop |
---|
1723 | iTry=MAXTRY; |
---|
1724 | } |
---|
1725 | |
---|
1726 | // first get ratio with tolerance |
---|
1727 | for ( ;iTry<MAXTRY;iTry++) { |
---|
1728 | |
---|
1729 | upperTheta=maximumMovement; |
---|
1730 | int iBest=-1; |
---|
1731 | for (iIndex=0;iIndex<numberRemaining;iIndex++) { |
---|
1732 | |
---|
1733 | double alpha = spare[iIndex]; |
---|
1734 | double oldValue = rhs[iIndex]; |
---|
1735 | double value = oldValue-upperTheta*alpha; |
---|
1736 | |
---|
1737 | if (value<-primalTolerance_ && alpha>=acceptablePivot) { |
---|
1738 | upperTheta = (oldValue+primalTolerance_)/alpha; |
---|
1739 | iBest=iIndex; // just in case weird numbers |
---|
1740 | } |
---|
1741 | } |
---|
1742 | |
---|
1743 | // now look at best in this lot |
---|
1744 | // But also see how infeasible small pivots will make |
---|
1745 | double sumInfeasibilities=0.0; |
---|
1746 | double bestPivot=acceptablePivot; |
---|
1747 | pivotRow_=-1; |
---|
1748 | for (iIndex=0;iIndex<numberRemaining;iIndex++) { |
---|
1749 | |
---|
1750 | int iRow = index[iIndex]; |
---|
1751 | double alpha = spare[iIndex]; |
---|
1752 | double oldValue = rhs[iIndex]; |
---|
1753 | double value = oldValue-upperTheta*alpha; |
---|
1754 | |
---|
1755 | if (value<=0||iBest==iIndex) { |
---|
1756 | // how much would it cost to go thru and modify bound |
---|
1757 | double trueAlpha=way*work[indexPoint[iIndex]]; |
---|
1758 | totalThru += nonLinearCost_->changeInCost(pivotVariable_[iRow],trueAlpha,rhs[iIndex]); |
---|
1759 | setActive(iRow); |
---|
1760 | if (alpha>bestPivot) { |
---|
1761 | bestPivot=alpha; |
---|
1762 | theta_ = oldValue/bestPivot; |
---|
1763 | pivotRow_=iIndex; |
---|
1764 | } else if (alpha<acceptablePivot) { |
---|
1765 | if (value<-primalTolerance_) |
---|
1766 | sumInfeasibilities += -value-primalTolerance_; |
---|
1767 | } |
---|
1768 | } |
---|
1769 | } |
---|
1770 | if (bestPivot<0.1*bestEverPivot&& |
---|
1771 | bestEverPivot>1.0e-6&& bestPivot<1.0e-3) { |
---|
1772 | // back to previous one |
---|
1773 | goBackOne = true; |
---|
1774 | break; |
---|
1775 | } else if (pivotRow_==-1&&upperTheta>largeValue_) { |
---|
1776 | if (lastPivot>acceptablePivot) { |
---|
1777 | // back to previous one |
---|
1778 | goBackOne = true; |
---|
1779 | } else { |
---|
1780 | // can only get here if all pivots so far too small |
---|
1781 | } |
---|
1782 | break; |
---|
1783 | } else if (totalThru>=dualCheck) { |
---|
1784 | if (sumInfeasibilities>primalTolerance_&&!nonLinearCost_->numberInfeasibilities()) { |
---|
1785 | // Looks a bad choice |
---|
1786 | if (lastPivot>acceptablePivot) { |
---|
1787 | goBackOne=true; |
---|
1788 | } else { |
---|
1789 | // say no good |
---|
1790 | dualIn_=0.0; |
---|
1791 | } |
---|
1792 | } |
---|
1793 | break; // no point trying another loop |
---|
1794 | } else { |
---|
1795 | lastPivotRow=pivotRow_; |
---|
1796 | lastTheta = theta_; |
---|
1797 | if (bestPivot>bestEverPivot) |
---|
1798 | bestEverPivot=bestPivot; |
---|
1799 | } |
---|
1800 | } |
---|
1801 | // can get here without pivotRow_ set but with lastPivotRow |
---|
1802 | if (goBackOne||(pivotRow_<0&&lastPivotRow>=0)) { |
---|
1803 | // back to previous one |
---|
1804 | pivotRow_=lastPivotRow; |
---|
1805 | theta_ = lastTheta; |
---|
1806 | } |
---|
1807 | } else if (pivotRow_<0&&maximumMovement>1.0e20) { |
---|
1808 | // looks unbounded |
---|
1809 | valueOut_=COIN_DBL_MAX; // say odd |
---|
1810 | if (nonLinearCost_->numberInfeasibilities()) { |
---|
1811 | // but infeasible?? |
---|
1812 | // move variable but don't pivot |
---|
1813 | tentativeTheta=1.0e50; |
---|
1814 | for (iIndex=0;iIndex<number;iIndex++) { |
---|
1815 | int iRow = which[iIndex]; |
---|
1816 | double alpha = work[iIndex]; |
---|
1817 | int iPivot=pivotVariable_[iRow]; |
---|
1818 | alpha *= way; |
---|
1819 | double oldValue = solution_[iPivot]; |
---|
1820 | // get where in bound sequence |
---|
1821 | // note that after this alpha is actually fabs(alpha) |
---|
1822 | if (alpha>0.0) { |
---|
1823 | // basic variable going towards lower bound |
---|
1824 | double bound = lower_[iPivot]; |
---|
1825 | oldValue -= bound; |
---|
1826 | } else { |
---|
1827 | // basic variable going towards upper bound |
---|
1828 | double bound = upper_[iPivot]; |
---|
1829 | oldValue = bound-oldValue; |
---|
1830 | alpha = - alpha; |
---|
1831 | } |
---|
1832 | if (oldValue-tentativeTheta*alpha<0.0) { |
---|
1833 | tentativeTheta = oldValue/alpha; |
---|
1834 | } |
---|
1835 | } |
---|
1836 | // If free in then see if we can get to 0.0 |
---|
1837 | if (lowerIn_<-1.0e20&&upperIn_>1.0e20) { |
---|
1838 | if (dualIn_*valueIn_>0.0) { |
---|
1839 | if (fabs(valueIn_)<1.0e-2&&(tentativeTheta<fabs(valueIn_)||tentativeTheta>1.0e20)) { |
---|
1840 | tentativeTheta = fabs(valueIn_); |
---|
1841 | } |
---|
1842 | } |
---|
1843 | } |
---|
1844 | if (tentativeTheta<1.0e10) |
---|
1845 | valueOut_=valueIn_+way*tentativeTheta; |
---|
1846 | } |
---|
1847 | } |
---|
1848 | //if (iTry>50) |
---|
1849 | //printf("** %d tries\n",iTry); |
---|
1850 | if (pivotRow_>=0) { |
---|
1851 | int position=pivotRow_; // position in list |
---|
1852 | pivotRow_=index[position]; |
---|
1853 | alpha_=work[indexPoint[position]]; |
---|
1854 | // translate to sequence |
---|
1855 | sequenceOut_ = pivotVariable_[pivotRow_]; |
---|
1856 | valueOut_ = solution(sequenceOut_); |
---|
1857 | lowerOut_=lower_[sequenceOut_]; |
---|
1858 | upperOut_=upper_[sequenceOut_]; |
---|
1859 | #define MINIMUMTHETA 1.0e-12 |
---|
1860 | // Movement should be minimum for anti-degeneracy - unless |
---|
1861 | // fixed variable out |
---|
1862 | double minimumTheta; |
---|
1863 | if (upperOut_>lowerOut_) |
---|
1864 | minimumTheta=MINIMUMTHETA; |
---|
1865 | else |
---|
1866 | minimumTheta=0.0; |
---|
1867 | // But can't go infeasible |
---|
1868 | double distance; |
---|
1869 | if (alpha_*way>0.0) |
---|
1870 | distance=valueOut_-lowerOut_; |
---|
1871 | else |
---|
1872 | distance=upperOut_-valueOut_; |
---|
1873 | if (distance-minimumTheta*fabs(alpha_)<-primalTolerance_) |
---|
1874 | minimumTheta = CoinMax(0.0,(distance+0.5*primalTolerance_)/fabs(alpha_)); |
---|
1875 | // will we need to increase tolerance |
---|
1876 | //#define CLP_DEBUG |
---|
1877 | double largestInfeasibility = primalTolerance_; |
---|
1878 | if (theta_<minimumTheta&&(specialOptions_&4)==0&&!valuesPass) { |
---|
1879 | theta_=minimumTheta; |
---|
1880 | for (iIndex=0;iIndex<numberRemaining-numberRemaining;iIndex++) { |
---|
1881 | largestInfeasibility = CoinMax(largestInfeasibility, |
---|
1882 | -(rhs[iIndex]-spare[iIndex]*theta_)); |
---|
1883 | } |
---|
1884 | //#define CLP_DEBUG |
---|
1885 | #ifdef CLP_DEBUG |
---|
1886 | if (largestInfeasibility>primalTolerance_&&(handler_->logLevel()&32)>-1) |
---|
1887 | printf("Primal tolerance increased from %g to %g\n", |
---|
1888 | primalTolerance_,largestInfeasibility); |
---|
1889 | #endif |
---|
1890 | //#undef CLP_DEBUG |
---|
1891 | primalTolerance_ = CoinMax(primalTolerance_,largestInfeasibility); |
---|
1892 | } |
---|
1893 | // Need to look at all in some cases |
---|
1894 | if (theta_>tentativeTheta) { |
---|
1895 | for (iIndex=0;iIndex<number;iIndex++) |
---|
1896 | setActive(which[iIndex]); |
---|
1897 | } |
---|
1898 | if (way<0.0) |
---|
1899 | theta_ = - theta_; |
---|
1900 | double newValue = valueOut_ - theta_*alpha_; |
---|
1901 | // If 4 bit set - Force outgoing variables to exact bound (primal) |
---|
1902 | if (alpha_*way<0.0) { |
---|
1903 | directionOut_=-1; // to upper bound |
---|
1904 | if (fabs(theta_)>1.0e-6||(specialOptions_&4)!=0) { |
---|
1905 | upperOut_ = nonLinearCost_->nearest(sequenceOut_,newValue); |
---|
1906 | } else { |
---|
1907 | upperOut_ = newValue; |
---|
1908 | } |
---|
1909 | } else { |
---|
1910 | directionOut_=1; // to lower bound |
---|
1911 | if (fabs(theta_)>1.0e-6||(specialOptions_&4)!=0) { |
---|
1912 | lowerOut_ = nonLinearCost_->nearest(sequenceOut_,newValue); |
---|
1913 | } else { |
---|
1914 | lowerOut_ = newValue; |
---|
1915 | } |
---|
1916 | } |
---|
1917 | dualOut_ = reducedCost(sequenceOut_); |
---|
1918 | } else if (maximumMovement<1.0e20) { |
---|
1919 | // flip |
---|
1920 | pivotRow_ = -2; // so we can tell its a flip |
---|
1921 | sequenceOut_ = sequenceIn_; |
---|
1922 | valueOut_ = valueIn_; |
---|
1923 | dualOut_ = dualIn_; |
---|
1924 | lowerOut_ = lowerIn_; |
---|
1925 | upperOut_ = upperIn_; |
---|
1926 | alpha_ = 0.0; |
---|
1927 | if (way<0.0) { |
---|
1928 | directionOut_=1; // to lower bound |
---|
1929 | theta_ = lowerOut_ - valueOut_; |
---|
1930 | } else { |
---|
1931 | directionOut_=-1; // to upper bound |
---|
1932 | theta_ = upperOut_ - valueOut_; |
---|
1933 | } |
---|
1934 | } |
---|
1935 | |
---|
1936 | double theta1 = CoinMax(theta_,1.0e-12); |
---|
1937 | double theta2 = numberIterations_*nonLinearCost_->averageTheta(); |
---|
1938 | // Set average theta |
---|
1939 | nonLinearCost_->setAverageTheta((theta1+theta2)/(static_cast<double> (numberIterations_+1))); |
---|
1940 | //if (numberIterations_%1000==0) |
---|
1941 | //printf("average theta is %g\n",nonLinearCost_->averageTheta()); |
---|
1942 | |
---|
1943 | // clear arrays |
---|
1944 | |
---|
1945 | CoinZeroN(spare,numberRemaining); |
---|
1946 | |
---|
1947 | // put back original bounds etc |
---|
1948 | CoinMemcpyN(index,numberRemaining,rhsArray->getIndices()); |
---|
1949 | rhsArray->setNumElements(numberRemaining); |
---|
1950 | rhsArray->setPacked(); |
---|
1951 | nonLinearCost_->goBackAll(rhsArray); |
---|
1952 | rhsArray->clear(); |
---|
1953 | |
---|
1954 | } |
---|
1955 | /* |
---|
1956 | Chooses primal pivot column |
---|
1957 | updateArray has cost updates (also use pivotRow_ from last iteration) |
---|
1958 | Would be faster with separate region to scan |
---|
1959 | and will have this (with square of infeasibility) when steepest |
---|
1960 | For easy problems we can just choose one of the first columns we look at |
---|
1961 | */ |
---|
1962 | void |
---|
1963 | ClpSimplexPrimal::primalColumn(CoinIndexedVector * updates, |
---|
1964 | CoinIndexedVector * spareRow1, |
---|
1965 | CoinIndexedVector * spareRow2, |
---|
1966 | CoinIndexedVector * spareColumn1, |
---|
1967 | CoinIndexedVector * spareColumn2) |
---|
1968 | { |
---|
1969 | |
---|
1970 | ClpMatrixBase * saveMatrix = matrix_; |
---|
1971 | double * saveRowScale = rowScale_; |
---|
1972 | if (scaledMatrix_) { |
---|
1973 | rowScale_=NULL; |
---|
1974 | matrix_ = scaledMatrix_; |
---|
1975 | } |
---|
1976 | sequenceIn_ = primalColumnPivot_->pivotColumn(updates,spareRow1, |
---|
1977 | spareRow2,spareColumn1, |
---|
1978 | spareColumn2); |
---|
1979 | if (scaledMatrix_) { |
---|
1980 | matrix_ = saveMatrix; |
---|
1981 | rowScale_ = saveRowScale; |
---|
1982 | } |
---|
1983 | if (sequenceIn_>=0) { |
---|
1984 | valueIn_=solution_[sequenceIn_]; |
---|
1985 | dualIn_=dj_[sequenceIn_]; |
---|
1986 | if (nonLinearCost_->lookBothWays()) { |
---|
1987 | // double check |
---|
1988 | ClpSimplex::Status status = getStatus(sequenceIn_); |
---|
1989 | |
---|
1990 | switch(status) { |
---|
1991 | case ClpSimplex::atUpperBound: |
---|
1992 | if (dualIn_<0.0) { |
---|
1993 | // move to other side |
---|
1994 | printf("For %d U (%g, %g, %g) dj changed from %g", |
---|
1995 | sequenceIn_,lower_[sequenceIn_],solution_[sequenceIn_], |
---|
1996 | upper_[sequenceIn_],dualIn_); |
---|
1997 | dualIn_ -= nonLinearCost_->changeUpInCost(sequenceIn_); |
---|
1998 | printf(" to %g\n",dualIn_); |
---|
1999 | nonLinearCost_->setOne(sequenceIn_,upper_[sequenceIn_]+2.0*currentPrimalTolerance()); |
---|
2000 | setStatus(sequenceIn_,ClpSimplex::atLowerBound); |
---|
2001 | } |
---|
2002 | break; |
---|
2003 | case ClpSimplex::atLowerBound: |
---|
2004 | if (dualIn_>0.0) { |
---|
2005 | // move to other side |
---|
2006 | printf("For %d L (%g, %g, %g) dj changed from %g", |
---|
2007 | sequenceIn_,lower_[sequenceIn_],solution_[sequenceIn_], |
---|
2008 | upper_[sequenceIn_],dualIn_); |
---|
2009 | dualIn_ -= nonLinearCost_->changeDownInCost(sequenceIn_); |
---|
2010 | printf(" to %g\n",dualIn_); |
---|
2011 | nonLinearCost_->setOne(sequenceIn_,lower_[sequenceIn_]-2.0*currentPrimalTolerance()); |
---|
2012 | setStatus(sequenceIn_,ClpSimplex::atUpperBound); |
---|
2013 | } |
---|
2014 | break; |
---|
2015 | default: |
---|
2016 | break; |
---|
2017 | } |
---|
2018 | } |
---|
2019 | lowerIn_=lower_[sequenceIn_]; |
---|
2020 | upperIn_=upper_[sequenceIn_]; |
---|
2021 | if (dualIn_>0.0) |
---|
2022 | directionIn_ = -1; |
---|
2023 | else |
---|
2024 | directionIn_ = 1; |
---|
2025 | } else { |
---|
2026 | sequenceIn_ = -1; |
---|
2027 | } |
---|
2028 | } |
---|
2029 | /* The primals are updated by the given array. |
---|
2030 | Returns number of infeasibilities. |
---|
2031 | After rowArray will have list of cost changes |
---|
2032 | */ |
---|
2033 | int |
---|
2034 | ClpSimplexPrimal::updatePrimalsInPrimal(CoinIndexedVector * rowArray, |
---|
2035 | double theta, |
---|
2036 | double & objectiveChange, |
---|
2037 | int valuesPass) |
---|
2038 | { |
---|
2039 | // Cost on pivot row may change - may need to change dualIn |
---|
2040 | double oldCost=0.0; |
---|
2041 | if (pivotRow_>=0) |
---|
2042 | oldCost = cost_[sequenceOut_]; |
---|
2043 | //rowArray->scanAndPack(); |
---|
2044 | double * work=rowArray->denseVector(); |
---|
2045 | int number=rowArray->getNumElements(); |
---|
2046 | int * which=rowArray->getIndices(); |
---|
2047 | |
---|
2048 | int newNumber = 0; |
---|
2049 | int pivotPosition = -1; |
---|
2050 | nonLinearCost_->setChangeInCost(0.0); |
---|
2051 | //printf("XX 4138 sol %g lower %g upper %g cost %g status %d\n", |
---|
2052 | // solution_[4138],lower_[4138],upper_[4138],cost_[4138],status_[4138]); |
---|
2053 | // allow for case where bound+tolerance == bound |
---|
2054 | //double tolerance = 0.999999*primalTolerance_; |
---|
2055 | double relaxedTolerance = 1.001*primalTolerance_; |
---|
2056 | int iIndex; |
---|
2057 | if (!valuesPass) { |
---|
2058 | for (iIndex=0;iIndex<number;iIndex++) { |
---|
2059 | |
---|
2060 | int iRow = which[iIndex]; |
---|
2061 | double alpha = work[iIndex]; |
---|
2062 | work[iIndex]=0.0; |
---|
2063 | int iPivot=pivotVariable_[iRow]; |
---|
2064 | double change = theta*alpha; |
---|
2065 | double value = solution_[iPivot] - change; |
---|
2066 | solution_[iPivot]=value; |
---|
2067 | #ifndef NDEBUG |
---|
2068 | // check if not active then okay |
---|
2069 | if (!active(iRow)&&(specialOptions_&4)==0&&pivotRow_!=-1) { |
---|
2070 | // But make sure one going out is feasible |
---|
2071 | if (change>0.0) { |
---|
2072 | // going down |
---|
2073 | if (value<=lower_[iPivot]+primalTolerance_) { |
---|
2074 | if (iPivot==sequenceOut_&&value>lower_[iPivot]-relaxedTolerance) |
---|
2075 | value=lower_[iPivot]; |
---|
2076 | double difference = nonLinearCost_->setOne(iPivot,value); |
---|
2077 | assert (!difference||fabs(change)>1.0e9); |
---|
2078 | } |
---|
2079 | } else { |
---|
2080 | // going up |
---|
2081 | if (value>=upper_[iPivot]-primalTolerance_) { |
---|
2082 | if (iPivot==sequenceOut_&&value<upper_[iPivot]+relaxedTolerance) |
---|
2083 | value=upper_[iPivot]; |
---|
2084 | double difference = nonLinearCost_->setOne(iPivot,value); |
---|
2085 | assert (!difference||fabs(change)>1.0e9); |
---|
2086 | } |
---|
2087 | } |
---|
2088 | } |
---|
2089 | #endif |
---|
2090 | if (active(iRow)||theta_<0.0) { |
---|
2091 | clearActive(iRow); |
---|
2092 | // But make sure one going out is feasible |
---|
2093 | if (change>0.0) { |
---|
2094 | // going down |
---|
2095 | if (value<=lower_[iPivot]+primalTolerance_) { |
---|
2096 | if (iPivot==sequenceOut_&&value>=lower_[iPivot]-relaxedTolerance) |
---|
2097 | value=lower_[iPivot]; |
---|
2098 | double difference = nonLinearCost_->setOne(iPivot,value); |
---|
2099 | if (difference) { |
---|
2100 | if (iRow==pivotRow_) |
---|
2101 | pivotPosition=newNumber; |
---|
2102 | work[newNumber] = difference; |
---|
2103 | //change reduced cost on this |
---|
2104 | dj_[iPivot] = -difference; |
---|
2105 | which[newNumber++]=iRow; |
---|
2106 | } |
---|
2107 | } |
---|
2108 | } else { |
---|
2109 | // going up |
---|
2110 | if (value>=upper_[iPivot]-primalTolerance_) { |
---|
2111 | if (iPivot==sequenceOut_&&value<upper_[iPivot]+relaxedTolerance) |
---|
2112 | value=upper_[iPivot]; |
---|
2113 | double difference = nonLinearCost_->setOne(iPivot,value); |
---|
2114 | if (difference) { |
---|
2115 | if (iRow==pivotRow_) |
---|
2116 | pivotPosition=newNumber; |
---|
2117 | work[newNumber] = difference; |
---|
2118 | //change reduced cost on this |
---|
2119 | dj_[iPivot] = -difference; |
---|
2120 | which[newNumber++]=iRow; |
---|
2121 | } |
---|
2122 | } |
---|
2123 | } |
---|
2124 | } |
---|
2125 | } |
---|
2126 | } else { |
---|
2127 | // values pass so look at all |
---|
2128 | for (iIndex=0;iIndex<number;iIndex++) { |
---|
2129 | |
---|
2130 | int iRow = which[iIndex]; |
---|
2131 | double alpha = work[iIndex]; |
---|
2132 | work[iIndex]=0.0; |
---|
2133 | int iPivot=pivotVariable_[iRow]; |
---|
2134 | double change = theta*alpha; |
---|
2135 | double value = solution_[iPivot] - change; |
---|
2136 | solution_[iPivot]=value; |
---|
2137 | clearActive(iRow); |
---|
2138 | // But make sure one going out is feasible |
---|
2139 | if (change>0.0) { |
---|
2140 | // going down |
---|
2141 | if (value<=lower_[iPivot]+primalTolerance_) { |
---|
2142 | if (iPivot==sequenceOut_&&value>lower_[iPivot]-relaxedTolerance) |
---|
2143 | value=lower_[iPivot]; |
---|
2144 | double difference = nonLinearCost_->setOne(iPivot,value); |
---|
2145 | if (difference) { |
---|
2146 | if (iRow==pivotRow_) |
---|
2147 | pivotPosition=newNumber; |
---|
2148 | work[newNumber] = difference; |
---|
2149 | //change reduced cost on this |
---|
2150 | dj_[iPivot] = -difference; |
---|
2151 | which[newNumber++]=iRow; |
---|
2152 | } |
---|
2153 | } |
---|
2154 | } else { |
---|
2155 | // going up |
---|
2156 | if (value>=upper_[iPivot]-primalTolerance_) { |
---|
2157 | if (iPivot==sequenceOut_&&value<upper_[iPivot]+relaxedTolerance) |
---|
2158 | value=upper_[iPivot]; |
---|
2159 | double difference = nonLinearCost_->setOne(iPivot,value); |
---|
2160 | if (difference) { |
---|
2161 | if (iRow==pivotRow_) |
---|
2162 | pivotPosition=newNumber; |
---|
2163 | work[newNumber] = difference; |
---|
2164 | //change reduced cost on this |
---|
2165 | dj_[iPivot] = -difference; |
---|
2166 | which[newNumber++]=iRow; |
---|
2167 | } |
---|
2168 | } |
---|
2169 | } |
---|
2170 | } |
---|
2171 | } |
---|
2172 | objectiveChange += nonLinearCost_->changeInCost(); |
---|
2173 | rowArray->setPacked(); |
---|
2174 | #if 0 |
---|
2175 | rowArray->setNumElements(newNumber); |
---|
2176 | rowArray->expand(); |
---|
2177 | if (pivotRow_>=0) { |
---|
2178 | dualIn_ += (oldCost-cost_[sequenceOut_]); |
---|
2179 | // update change vector to include pivot |
---|
2180 | rowArray->add(pivotRow_,-dualIn_); |
---|
2181 | // and convert to packed |
---|
2182 | rowArray->scanAndPack(); |
---|
2183 | } else { |
---|
2184 | // and convert to packed |
---|
2185 | rowArray->scanAndPack(); |
---|
2186 | } |
---|
2187 | #else |
---|
2188 | if (pivotRow_>=0) { |
---|
2189 | double dualIn = dualIn_+(oldCost-cost_[sequenceOut_]); |
---|
2190 | // update change vector to include pivot |
---|
2191 | if (pivotPosition>=0) { |
---|
2192 | work[pivotPosition] -= dualIn; |
---|
2193 | } else { |
---|
2194 | work[newNumber]=-dualIn; |
---|
2195 | which[newNumber++]=pivotRow_; |
---|
2196 | } |
---|
2197 | } |
---|
2198 | rowArray->setNumElements(newNumber); |
---|
2199 | #endif |
---|
2200 | return 0; |
---|
2201 | } |
---|
2202 | // Perturbs problem |
---|
2203 | void |
---|
2204 | ClpSimplexPrimal::perturb(int type) |
---|
2205 | { |
---|
2206 | if (perturbation_>100) |
---|
2207 | return; //perturbed already |
---|
2208 | if (perturbation_==100) |
---|
2209 | perturbation_=50; // treat as normal |
---|
2210 | int savePerturbation = perturbation_; |
---|
2211 | int i; |
---|
2212 | if (!numberIterations_) |
---|
2213 | cleanStatus(); // make sure status okay |
---|
2214 | // Make sure feasible bounds |
---|
2215 | if (nonLinearCost_) |
---|
2216 | nonLinearCost_->feasibleBounds(); |
---|
2217 | // look at element range |
---|
2218 | double smallestNegative; |
---|
2219 | double largestNegative; |
---|
2220 | double smallestPositive; |
---|
2221 | double largestPositive; |
---|
2222 | matrix_->rangeOfElements(smallestNegative, largestNegative, |
---|
2223 | smallestPositive, largestPositive); |
---|
2224 | smallestPositive = CoinMin(fabs(smallestNegative),smallestPositive); |
---|
2225 | largestPositive = CoinMax(fabs(largestNegative),largestPositive); |
---|
2226 | double elementRatio = largestPositive/smallestPositive; |
---|
2227 | if (!numberIterations_&&perturbation_==50) { |
---|
2228 | // See if we need to perturb |
---|
2229 | int numberTotal=CoinMax(numberRows_,numberColumns_); |
---|
2230 | double * sort = new double[numberTotal]; |
---|
2231 | int nFixed=0; |
---|
2232 | for (i=0;i<numberRows_;i++) { |
---|
2233 | double lo = fabs(rowLower_[i]); |
---|
2234 | double up = fabs(rowUpper_[i]); |
---|
2235 | double value=0.0; |
---|
2236 | if (lo&&lo<1.0e20) { |
---|
2237 | if (up&&up<1.0e20) { |
---|
2238 | value = 0.5*(lo+up); |
---|
2239 | if (lo==up) |
---|
2240 | nFixed++; |
---|
2241 | } else { |
---|
2242 | value=lo; |
---|
2243 | } |
---|
2244 | } else { |
---|
2245 | if (up&&up<1.0e20) |
---|
2246 | value = up; |
---|
2247 | } |
---|
2248 | sort[i]=value; |
---|
2249 | } |
---|
2250 | std::sort(sort,sort+numberRows_); |
---|
2251 | int number=1; |
---|
2252 | double last = sort[0]; |
---|
2253 | for (i=1;i<numberRows_;i++) { |
---|
2254 | if (last!=sort[i]) |
---|
2255 | number++; |
---|
2256 | last=sort[i]; |
---|
2257 | } |
---|
2258 | #ifdef KEEP_GOING_IF_FIXED |
---|
2259 | //printf("ratio number diff rhs %g (%d %d fixed), element ratio %g\n",((double)number)/((double) numberRows_), |
---|
2260 | // numberRows_,nFixed,elementRatio); |
---|
2261 | #endif |
---|
2262 | if (number*4>numberRows_||elementRatio>1.0e12) { |
---|
2263 | perturbation_=100; |
---|
2264 | delete [] sort; |
---|
2265 | return; // good enough |
---|
2266 | } |
---|
2267 | number=0; |
---|
2268 | #ifdef KEEP_GOING_IF_FIXED |
---|
2269 | if (!integerType_) { |
---|
2270 | // look at columns |
---|
2271 | nFixed=0; |
---|
2272 | for (i=0;i<numberColumns_;i++) { |
---|
2273 | double lo = fabs(columnLower_[i]); |
---|
2274 | double up = fabs(columnUpper_[i]); |
---|
2275 | double value=0.0; |
---|
2276 | if (lo&&lo<1.0e20) { |
---|
2277 | if (up&&up<1.0e20) { |
---|
2278 | value = 0.5*(lo+up); |
---|
2279 | if (lo==up) |
---|
2280 | nFixed++; |
---|
2281 | } else { |
---|
2282 | value=lo; |
---|
2283 | } |
---|
2284 | } else { |
---|
2285 | if (up&&up<1.0e20) |
---|
2286 | value = up; |
---|
2287 | } |
---|
2288 | sort[i]=value; |
---|
2289 | } |
---|
2290 | std::sort(sort,sort+numberColumns_); |
---|
2291 | number=1; |
---|
2292 | last = sort[0]; |
---|
2293 | for (i=1;i<numberColumns_;i++) { |
---|
2294 | if (last!=sort[i]) |
---|
2295 | number++; |
---|
2296 | last=sort[i]; |
---|
2297 | } |
---|
2298 | //printf("cratio number diff bounds %g (%d %d fixed)\n",((double)number)/((double) numberColumns_), |
---|
2299 | // numberColumns_,nFixed); |
---|
2300 | } |
---|
2301 | #endif |
---|
2302 | delete [] sort; |
---|
2303 | if (number*4>numberColumns_) { |
---|
2304 | perturbation_=100; |
---|
2305 | return; // good enough |
---|
2306 | } |
---|
2307 | } |
---|
2308 | // primal perturbation |
---|
2309 | double perturbation=1.0e-20; |
---|
2310 | double bias=1.0; |
---|
2311 | int numberNonZero=0; |
---|
2312 | // maximum fraction of rhs/bounds to perturb |
---|
2313 | double maximumFraction = 1.0e-5; |
---|
2314 | if (perturbation_>=50) { |
---|
2315 | perturbation = 1.0e-4; |
---|
2316 | for (i=0;i<numberColumns_+numberRows_;i++) { |
---|
2317 | if (upper_[i]>lower_[i]+primalTolerance_) { |
---|
2318 | double lowerValue, upperValue; |
---|
2319 | if (lower_[i]>-1.0e20) |
---|
2320 | lowerValue = fabs(lower_[i]); |
---|
2321 | else |
---|
2322 | lowerValue=0.0; |
---|
2323 | if (upper_[i]<1.0e20) |
---|
2324 | upperValue = fabs(upper_[i]); |
---|
2325 | else |
---|
2326 | upperValue=0.0; |
---|
2327 | double value = CoinMax(fabs(lowerValue),fabs(upperValue)); |
---|
2328 | value = CoinMin(value,upper_[i]-lower_[i]); |
---|
2329 | #if 1 |
---|
2330 | if (value) { |
---|
2331 | perturbation += value; |
---|
2332 | numberNonZero++; |
---|
2333 | } |
---|
2334 | #else |
---|
2335 | perturbation = CoinMax(perturbation,value); |
---|
2336 | #endif |
---|
2337 | } |
---|
2338 | } |
---|
2339 | if (numberNonZero) |
---|
2340 | perturbation /= static_cast<double> (numberNonZero); |
---|
2341 | else |
---|
2342 | perturbation = 1.0e-1; |
---|
2343 | if (perturbation_>50&&perturbation_<55) { |
---|
2344 | // reduce |
---|
2345 | while (perturbation_>50) { |
---|
2346 | perturbation_--; |
---|
2347 | perturbation *= 0.25; |
---|
2348 | bias *= 0.25; |
---|
2349 | } |
---|
2350 | } else if (perturbation_>=55&&perturbation_<60) { |
---|
2351 | // increase |
---|
2352 | while (perturbation_>55) { |
---|
2353 | perturbation_--; |
---|
2354 | perturbation *= 4.0; |
---|
2355 | } |
---|
2356 | perturbation_=50; |
---|
2357 | } |
---|
2358 | } else if (perturbation_<100) { |
---|
2359 | perturbation = pow(10.0,perturbation_); |
---|
2360 | // user is in charge |
---|
2361 | maximumFraction = 1.0; |
---|
2362 | } |
---|
2363 | double largestZero=0.0; |
---|
2364 | double largest=0.0; |
---|
2365 | double largestPerCent=0.0; |
---|
2366 | bool printOut=(handler_->logLevel()==63); |
---|
2367 | printOut=false; //off |
---|
2368 | // Check if all slack |
---|
2369 | int number=0; |
---|
2370 | int iSequence; |
---|
2371 | for (iSequence=0;iSequence<numberRows_;iSequence++) { |
---|
2372 | if (getRowStatus(iSequence)==basic) |
---|
2373 | number++; |
---|
2374 | } |
---|
2375 | if (rhsScale_>100.0) { |
---|
2376 | // tone down perturbation |
---|
2377 | maximumFraction *= 0.1; |
---|
2378 | } |
---|
2379 | if (number!=numberRows_) |
---|
2380 | type=1; |
---|
2381 | // modify bounds |
---|
2382 | // Change so at least 1.0e-5 and no more than 0.1 |
---|
2383 | // For now just no more than 0.1 |
---|
2384 | // printf("Pert type %d perturbation %g, maxF %g\n",type,perturbation,maximumFraction); |
---|
2385 | // seems much slower???#define SAVE_PERT |
---|
2386 | #ifdef SAVE_PERT |
---|
2387 | if (2*numberColumns_>maximumPerturbationSize_) { |
---|
2388 | delete [] perturbationArray_; |
---|
2389 | maximumPerturbationSize_ = 2* numberColumns_; |
---|
2390 | perturbationArray_ = new double [maximumPerturbationSize_]; |
---|
2391 | for (int iColumn=0;iColumn<maximumPerturbationSize_;iColumn++) { |
---|
2392 | perturbationArray_[iColumn] = randomNumberGenerator_.randomDouble(); |
---|
2393 | } |
---|
2394 | } |
---|
2395 | #endif |
---|
2396 | if (type==1) { |
---|
2397 | double tolerance = 100.0*primalTolerance_; |
---|
2398 | //double multiplier = perturbation*maximumFraction; |
---|
2399 | for (iSequence=0;iSequence<numberRows_+numberColumns_;iSequence++) { |
---|
2400 | if (getStatus(iSequence)==basic) { |
---|
2401 | double lowerValue = lower_[iSequence]; |
---|
2402 | double upperValue = upper_[iSequence]; |
---|
2403 | if (upperValue>lowerValue+tolerance) { |
---|
2404 | double solutionValue = solution_[iSequence]; |
---|
2405 | double difference = upperValue-lowerValue; |
---|
2406 | difference = CoinMin(difference,perturbation); |
---|
2407 | difference = CoinMin(difference,fabs(solutionValue)+1.0); |
---|
2408 | double value = maximumFraction*(difference+bias); |
---|
2409 | value = CoinMin(value,0.1); |
---|
2410 | #ifndef SAVE_PERT |
---|
2411 | value *= randomNumberGenerator_.randomDouble(); |
---|
2412 | #else |
---|
2413 | value *= perturbationArray_[2*iSequence]; |
---|
2414 | #endif |
---|
2415 | if (solutionValue-lowerValue<=primalTolerance_) { |
---|
2416 | lower_[iSequence] -= value; |
---|
2417 | } else if (upperValue-solutionValue<=primalTolerance_) { |
---|
2418 | upper_[iSequence] += value; |
---|
2419 | } else { |
---|
2420 | #if 0 |
---|
2421 | if (iSequence>=numberColumns_) { |
---|
2422 | // may not be at bound - but still perturb (unless free) |
---|
2423 | if (upperValue>1.0e30&&lowerValue<-1.0e30) |
---|
2424 | value=0.0; |
---|
2425 | else |
---|
2426 | value = - value; // as -1.0 in matrix |
---|
2427 | } else { |
---|
2428 | value = 0.0; |
---|
2429 | } |
---|
2430 | #else |
---|
2431 | value=0.0; |
---|
2432 | #endif |
---|
2433 | } |
---|
2434 | if (value) { |
---|
2435 | if (printOut) |
---|
2436 | printf("col %d lower from %g to %g, upper from %g to %g\n", |
---|
2437 | iSequence,lower_[iSequence],lowerValue,upper_[iSequence],upperValue); |
---|
2438 | if (solutionValue) { |
---|
2439 | largest = CoinMax(largest,value); |
---|
2440 | if (value>(fabs(solutionValue)+1.0)*largestPerCent) |
---|
2441 | largestPerCent=value/(fabs(solutionValue)+1.0); |
---|
2442 | } else { |
---|
2443 | largestZero = CoinMax(largestZero,value); |
---|
2444 | } |
---|
2445 | } |
---|
2446 | } |
---|
2447 | } |
---|
2448 | } |
---|
2449 | } else { |
---|
2450 | double tolerance = 100.0*primalTolerance_; |
---|
2451 | for (i=0;i<numberColumns_;i++) { |
---|
2452 | double lowerValue=lower_[i], upperValue=upper_[i]; |
---|
2453 | if (upperValue>lowerValue+primalTolerance_) { |
---|
2454 | double value = perturbation*maximumFraction; |
---|
2455 | value = CoinMin(value,0.1); |
---|
2456 | #ifndef SAVE_PERT |
---|
2457 | value *= randomNumberGenerator_.randomDouble(); |
---|
2458 | #else |
---|
2459 | value *= perturbationArray_[2*i+1]; |
---|
2460 | #endif |
---|
2461 | value *= randomNumberGenerator_.randomDouble(); |
---|
2462 | if (savePerturbation!=50) { |
---|
2463 | if (fabs(value)<=primalTolerance_) |
---|
2464 | value=0.0; |
---|
2465 | if (lowerValue>-1.0e20&&lowerValue) |
---|
2466 | lowerValue -= value * (CoinMax(1.0e-2,1.0e-5*fabs(lowerValue))); |
---|
2467 | if (upperValue<1.0e20&&upperValue) |
---|
2468 | upperValue += value * (CoinMax(1.0e-2,1.0e-5*fabs(upperValue))); |
---|
2469 | } else if (value) { |
---|
2470 | double valueL =value *(CoinMax(1.0e-2,1.0e-5*fabs(lowerValue))); |
---|
2471 | // get in range |
---|
2472 | if (valueL<=tolerance) { |
---|
2473 | valueL *= 10.0; |
---|
2474 | while (valueL<=tolerance) |
---|
2475 | valueL *= 10.0; |
---|
2476 | } else if (valueL>1.0) { |
---|
2477 | valueL *= 0.1; |
---|
2478 | while (valueL>1.0) |
---|
2479 | valueL *= 0.1; |
---|
2480 | } |
---|
2481 | if (lowerValue>-1.0e20&&lowerValue) |
---|
2482 | lowerValue -= valueL; |
---|
2483 | double valueU =value *(CoinMax(1.0e-2,1.0e-5*fabs(upperValue))); |
---|
2484 | // get in range |
---|
2485 | if (valueU<=tolerance) { |
---|
2486 | valueU *= 10.0; |
---|
2487 | while (valueU<=tolerance) |
---|
2488 | valueU *= 10.0; |
---|
2489 | } else if (valueU>1.0) { |
---|
2490 | valueU *= 0.1; |
---|
2491 | while (valueU>1.0) |
---|
2492 | valueU *= 0.1; |
---|
2493 | } |
---|
2494 | if (upperValue<1.0e20&&upperValue) |
---|
2495 | upperValue += valueU; |
---|
2496 | } |
---|
2497 | if (lowerValue!=lower_[i]) { |
---|
2498 | double difference = fabs(lowerValue-lower_[i]); |
---|
2499 | largest = CoinMax(largest,difference); |
---|
2500 | if (difference>fabs(lower_[i])*largestPerCent) |
---|
2501 | largestPerCent=fabs(difference/lower_[i]); |
---|
2502 | } |
---|
2503 | if (upperValue!=upper_[i]) { |
---|
2504 | double difference = fabs(upperValue-upper_[i]); |
---|
2505 | largest = CoinMax(largest,difference); |
---|
2506 | if (difference>fabs(upper_[i])*largestPerCent) |
---|
2507 | largestPerCent=fabs(difference/upper_[i]); |
---|
2508 | } |
---|
2509 | if (printOut) |
---|
2510 | printf("col %d lower from %g to %g, upper from %g to %g\n", |
---|
2511 | i,lower_[i],lowerValue,upper_[i],upperValue); |
---|
2512 | } |
---|
2513 | lower_[i]=lowerValue; |
---|
2514 | upper_[i]=upperValue; |
---|
2515 | } |
---|
2516 | for (;i<numberColumns_+numberRows_;i++) { |
---|
2517 | double lowerValue=lower_[i], upperValue=upper_[i]; |
---|
2518 | double value = perturbation*maximumFraction; |
---|
2519 | value = CoinMin(value,0.1); |
---|
2520 | value *= randomNumberGenerator_.randomDouble(); |
---|
2521 | if (upperValue>lowerValue+tolerance) { |
---|
2522 | if (savePerturbation!=50) { |
---|
2523 | if (fabs(value)<=primalTolerance_) |
---|
2524 | value=0.0; |
---|
2525 | if (lowerValue>-1.0e20&&lowerValue) |
---|
2526 | lowerValue -= value * (CoinMax(1.0e-2,1.0e-5*fabs(lowerValue))); |
---|
2527 | if (upperValue<1.0e20&&upperValue) |
---|
2528 | upperValue += value * (CoinMax(1.0e-2,1.0e-5*fabs(upperValue))); |
---|
2529 | } else if (value) { |
---|
2530 | double valueL =value *(CoinMax(1.0e-2,1.0e-5*fabs(lowerValue))); |
---|
2531 | // get in range |
---|
2532 | if (valueL<=tolerance) { |
---|
2533 | valueL *= 10.0; |
---|
2534 | while (valueL<=tolerance) |
---|
2535 | valueL *= 10.0; |
---|
2536 | } else if (valueL>1.0) { |
---|
2537 | valueL *= 0.1; |
---|
2538 | while (valueL>1.0) |
---|
2539 | valueL *= 0.1; |
---|
2540 | } |
---|
2541 | if (lowerValue>-1.0e20&&lowerValue) |
---|
2542 | lowerValue -= valueL; |
---|
2543 | double valueU =value *(CoinMax(1.0e-2,1.0e-5*fabs(upperValue))); |
---|
2544 | // get in range |
---|
2545 | if (valueU<=tolerance) { |
---|
2546 | valueU *= 10.0; |
---|
2547 | while (valueU<=tolerance) |
---|
2548 | valueU *= 10.0; |
---|
2549 | } else if (valueU>1.0) { |
---|
2550 | valueU *= 0.1; |
---|
2551 | while (valueU>1.0) |
---|
2552 | valueU *= 0.1; |
---|
2553 | } |
---|
2554 | if (upperValue<1.0e20&&upperValue) |
---|
2555 | upperValue += valueU; |
---|
2556 | } |
---|
2557 | } else if (upperValue>0.0) { |
---|
2558 | upperValue -= value * (CoinMax(1.0e-2,1.0e-5*fabs(lowerValue))); |
---|
2559 | lowerValue -= value * (CoinMax(1.0e-2,1.0e-5*fabs(lowerValue))); |
---|
2560 | } else if (upperValue<0.0) { |
---|
2561 | upperValue += value * (CoinMax(1.0e-2,1.0e-5*fabs(lowerValue))); |
---|
2562 | lowerValue += value * (CoinMax(1.0e-2,1.0e-5*fabs(lowerValue))); |
---|
2563 | } else { |
---|
2564 | } |
---|
2565 | if (lowerValue!=lower_[i]) { |
---|
2566 | double difference = fabs(lowerValue-lower_[i]); |
---|
2567 | largest = CoinMax(largest,difference); |
---|
2568 | if (difference>fabs(lower_[i])*largestPerCent) |
---|
2569 | largestPerCent=fabs(difference/lower_[i]); |
---|
2570 | } |
---|
2571 | if (upperValue!=upper_[i]) { |
---|
2572 | double difference = fabs(upperValue-upper_[i]); |
---|
2573 | largest = CoinMax(largest,difference); |
---|
2574 | if (difference>fabs(upper_[i])*largestPerCent) |
---|
2575 | largestPerCent=fabs(difference/upper_[i]); |
---|
2576 | } |
---|
2577 | if (printOut) |
---|
2578 | printf("row %d lower from %g to %g, upper from %g to %g\n", |
---|
2579 | i-numberColumns_,lower_[i],lowerValue,upper_[i],upperValue); |
---|
2580 | lower_[i]=lowerValue; |
---|
2581 | upper_[i]=upperValue; |
---|
2582 | } |
---|
2583 | } |
---|
2584 | // Clean up |
---|
2585 | for (i=0;i<numberColumns_+numberRows_;i++) { |
---|
2586 | switch(getStatus(i)) { |
---|
2587 | |
---|
2588 | case basic: |
---|
2589 | break; |
---|
2590 | case atUpperBound: |
---|
2591 | solution_[i]=upper_[i]; |
---|
2592 | break; |
---|
2593 | case isFixed: |
---|
2594 | case atLowerBound: |
---|
2595 | solution_[i]=lower_[i]; |
---|
2596 | break; |
---|
2597 | case isFree: |
---|
2598 | break; |
---|
2599 | case superBasic: |
---|
2600 | break; |
---|
2601 | } |
---|
2602 | } |
---|
2603 | handler_->message(CLP_SIMPLEX_PERTURB,messages_) |
---|
2604 | <<100.0*maximumFraction<<perturbation<<largest<<100.0*largestPerCent<<largestZero |
---|
2605 | <<CoinMessageEol; |
---|
2606 | // redo nonlinear costs |
---|
2607 | // say perturbed |
---|
2608 | perturbation_=101; |
---|
2609 | } |
---|
2610 | // un perturb |
---|
2611 | bool |
---|
2612 | ClpSimplexPrimal::unPerturb() |
---|
2613 | { |
---|
2614 | if (perturbation_!=101) |
---|
2615 | return false; |
---|
2616 | // put back original bounds and costs |
---|
2617 | createRim(1+4); |
---|
2618 | sanityCheck(); |
---|
2619 | // unflag |
---|
2620 | unflag(); |
---|
2621 | // get a valid nonlinear cost function |
---|
2622 | delete nonLinearCost_; |
---|
2623 | nonLinearCost_= new ClpNonLinearCost(this); |
---|
2624 | perturbation_ = 102; // stop any further perturbation |
---|
2625 | // move non basic variables to new bounds |
---|
2626 | nonLinearCost_->checkInfeasibilities(0.0); |
---|
2627 | #if 1 |
---|
2628 | // Try using dual |
---|
2629 | return true; |
---|
2630 | #else |
---|
2631 | gutsOfSolution(NULL,NULL,ifValuesPass!=0); |
---|
2632 | return false; |
---|
2633 | #endif |
---|
2634 | |
---|
2635 | } |
---|
2636 | // Unflag all variables and return number unflagged |
---|
2637 | int |
---|
2638 | ClpSimplexPrimal::unflag() |
---|
2639 | { |
---|
2640 | int i; |
---|
2641 | int number = numberRows_+numberColumns_; |
---|
2642 | int numberFlagged=0; |
---|
2643 | // we can't really trust infeasibilities if there is dual error |
---|
2644 | // allow tolerance bigger than standard to check on duals |
---|
2645 | double relaxedToleranceD=dualTolerance_ + CoinMin(1.0e-2,10.0*largestDualError_); |
---|
2646 | for (i=0;i<number;i++) { |
---|
2647 | if (flagged(i)) { |
---|
2648 | clearFlagged(i); |
---|
2649 | // only say if reasonable dj |
---|
2650 | if (fabs(dj_[i])>relaxedToleranceD) |
---|
2651 | numberFlagged++; |
---|
2652 | } |
---|
2653 | } |
---|
2654 | numberFlagged += matrix_->generalExpanded(this,8,i); |
---|
2655 | if (handler_->logLevel()>2&&numberFlagged&&objective_->type()>1) |
---|
2656 | printf("%d unflagged\n",numberFlagged); |
---|
2657 | return numberFlagged; |
---|
2658 | } |
---|
2659 | // Do not change infeasibility cost and always say optimal |
---|
2660 | void |
---|
2661 | ClpSimplexPrimal::alwaysOptimal(bool onOff) |
---|
2662 | { |
---|
2663 | if (onOff) |
---|
2664 | specialOptions_ |= 1; |
---|
2665 | else |
---|
2666 | specialOptions_ &= ~1; |
---|
2667 | } |
---|
2668 | bool |
---|
2669 | ClpSimplexPrimal::alwaysOptimal() const |
---|
2670 | { |
---|
2671 | return (specialOptions_&1)!=0; |
---|
2672 | } |
---|
2673 | // Flatten outgoing variables i.e. - always to exact bound |
---|
2674 | void |
---|
2675 | ClpSimplexPrimal::exactOutgoing(bool onOff) |
---|
2676 | { |
---|
2677 | if (onOff) |
---|
2678 | specialOptions_ |= 4; |
---|
2679 | else |
---|
2680 | specialOptions_ &= ~4; |
---|
2681 | } |
---|
2682 | bool |
---|
2683 | ClpSimplexPrimal::exactOutgoing() const |
---|
2684 | { |
---|
2685 | return (specialOptions_&4)!=0; |
---|
2686 | } |
---|
2687 | /* |
---|
2688 | Reasons to come out (normal mode/user mode): |
---|
2689 | -1 normal |
---|
2690 | -2 factorize now - good iteration/ NA |
---|
2691 | -3 slight inaccuracy - refactorize - iteration done/ same but factor done |
---|
2692 | -4 inaccuracy - refactorize - no iteration/ NA |
---|
2693 | -5 something flagged - go round again/ pivot not possible |
---|
2694 | +2 looks unbounded |
---|
2695 | +3 max iterations (iteration done) |
---|
2696 | */ |
---|
2697 | int |
---|
2698 | ClpSimplexPrimal::pivotResult(int ifValuesPass) |
---|
2699 | { |
---|
2700 | |
---|
2701 | bool roundAgain=true; |
---|
2702 | int returnCode=-1; |
---|
2703 | |
---|
2704 | // loop round if user setting and doing refactorization |
---|
2705 | while (roundAgain) { |
---|
2706 | roundAgain=false; |
---|
2707 | returnCode=-1; |
---|
2708 | pivotRow_=-1; |
---|
2709 | sequenceOut_=-1; |
---|
2710 | rowArray_[1]->clear(); |
---|
2711 | #if 0 |
---|
2712 | { |
---|
2713 | int seq[]={612,643}; |
---|
2714 | int k; |
---|
2715 | for (k=0;k<sizeof(seq)/sizeof(int);k++) { |
---|
2716 | int iSeq=seq[k]; |
---|
2717 | if (getColumnStatus(iSeq)!=basic) { |
---|
2718 | double djval; |
---|
2719 | double * work; |
---|
2720 | int number; |
---|
2721 | int * which; |
---|
2722 | |
---|
2723 | int iIndex; |
---|
2724 | unpack(rowArray_[1],iSeq); |
---|
2725 | factorization_->updateColumn(rowArray_[2],rowArray_[1]); |
---|
2726 | djval = cost_[iSeq]; |
---|
2727 | work=rowArray_[1]->denseVector(); |
---|
2728 | number=rowArray_[1]->getNumElements(); |
---|
2729 | which=rowArray_[1]->getIndices(); |
---|
2730 | |
---|
2731 | for (iIndex=0;iIndex<number;iIndex++) { |
---|
2732 | |
---|
2733 | int iRow = which[iIndex]; |
---|
2734 | double alpha = work[iRow]; |
---|
2735 | int iPivot=pivotVariable_[iRow]; |
---|
2736 | djval -= alpha*cost_[iPivot]; |
---|
2737 | } |
---|
2738 | double comp = 1.0e-8 + 1.0e-7*(CoinMax(fabs(dj_[iSeq]),fabs(djval))); |
---|
2739 | if (fabs(djval-dj_[iSeq])>comp) |
---|
2740 | printf("Bad dj %g for %d - true is %g\n", |
---|
2741 | dj_[iSeq],iSeq,djval); |
---|
2742 | assert (fabs(djval)<1.0e-3||djval*dj_[iSeq]>0.0); |
---|
2743 | rowArray_[1]->clear(); |
---|
2744 | } |
---|
2745 | } |
---|
2746 | } |
---|
2747 | #endif |
---|
2748 | |
---|
2749 | // we found a pivot column |
---|
2750 | // update the incoming column |
---|
2751 | unpackPacked(rowArray_[1]); |
---|
2752 | // save reduced cost |
---|
2753 | double saveDj = dualIn_; |
---|
2754 | factorization_->updateColumnFT(rowArray_[2],rowArray_[1]); |
---|
2755 | // Get extra rows |
---|
2756 | matrix_->extendUpdated(this,rowArray_[1],0); |
---|
2757 | // do ratio test and re-compute dj |
---|
2758 | primalRow(rowArray_[1],rowArray_[3],rowArray_[2], |
---|
2759 | ifValuesPass); |
---|
2760 | if (ifValuesPass) { |
---|
2761 | saveDj=dualIn_; |
---|
2762 | //assert (fabs(alpha_)>=1.0e-5||(objective_->type()<2||!objective_->activated())||pivotRow_==-2); |
---|
2763 | if (pivotRow_==-1||(pivotRow_>=0&&fabs(alpha_)<1.0e-5)) { |
---|
2764 | if(fabs(dualIn_)<1.0e2*dualTolerance_&&objective_->type()<2) { |
---|
2765 | // try other way |
---|
2766 | directionIn_=-directionIn_; |
---|
2767 | primalRow(rowArray_[1],rowArray_[3],rowArray_[2], |
---|
2768 | 0); |
---|
2769 | } |
---|
2770 | if (pivotRow_==-1||(pivotRow_>=0&&fabs(alpha_)<1.0e-5)) { |
---|
2771 | if (solveType_==1) { |
---|
2772 | // reject it |
---|
2773 | char x = isColumn(sequenceIn_) ? 'C' :'R'; |
---|
2774 | handler_->message(CLP_SIMPLEX_FLAG,messages_) |
---|
2775 | <<x<<sequenceWithin(sequenceIn_) |
---|
2776 | <<CoinMessageEol; |
---|
2777 | setFlagged(sequenceIn_); |
---|
2778 | progress_.clearBadTimes(); |
---|
2779 | lastBadIteration_ = numberIterations_; // say be more cautious |
---|
2780 | clearAll(); |
---|
2781 | pivotRow_=-1; |
---|
2782 | } |
---|
2783 | returnCode=-5; |
---|
2784 | break; |
---|
2785 | } |
---|
2786 | } |
---|
2787 | } |
---|
2788 | // need to clear toIndex_ in gub |
---|
2789 | // ? when can I clear stuff |
---|
2790 | // Clean up any gub stuff |
---|
2791 | matrix_->extendUpdated(this,rowArray_[1],1); |
---|
2792 | double checkValue=1.0e-2; |
---|
2793 | if (largestDualError_>1.0e-5) |
---|
2794 | checkValue=1.0e-1; |
---|
2795 | double test2 = dualTolerance_; |
---|
2796 | double test1 = 1.0e-20; |
---|
2797 | #if 0 //def FEB_TRY |
---|
2798 | if (factorization_->pivots()<1) { |
---|
2799 | test1 = -1.0e-4; |
---|
2800 | if ((saveDj<0.0&&dualIn_<-1.0e-5*dualTolerance_)|| |
---|
2801 | (saveDj>0.0&&dualIn_>1.0e-5*dualTolerance_)) |
---|
2802 | test2=0.0; // allow through |
---|
2803 | } |
---|
2804 | #endif |
---|
2805 | if (!ifValuesPass&&solveType_==1&&(saveDj*dualIn_<test1|| |
---|
2806 | fabs(saveDj-dualIn_)>checkValue*(1.0+fabs(saveDj))|| |
---|
2807 | fabs(dualIn_)<test2)) { |
---|
2808 | if (!(saveDj*dualIn_>0.0&&CoinMin(fabs(saveDj),fabs(dualIn_))> |
---|
2809 | 1.0e5)) { |
---|
2810 | char x = isColumn(sequenceIn_) ? 'C' :'R'; |
---|
2811 | handler_->message(CLP_PRIMAL_DJ,messages_) |
---|
2812 | <<x<<sequenceWithin(sequenceIn_) |
---|
2813 | <<saveDj<<dualIn_ |
---|
2814 | <<CoinMessageEol; |
---|
2815 | if(lastGoodIteration_ != numberIterations_) { |
---|
2816 | clearAll(); |
---|
2817 | pivotRow_=-1; // say no weights update |
---|
2818 | returnCode=-4; |
---|
2819 | if(lastGoodIteration_+1 == numberIterations_) { |
---|
2820 | // not looking wonderful - try cleaning bounds |
---|
2821 | // put non-basics to bounds in case tolerance moved |
---|
2822 | nonLinearCost_->checkInfeasibilities(0.0); |
---|
2823 | } |
---|
2824 | sequenceOut_=-1; |
---|
2825 | break; |
---|
2826 | } else { |
---|
2827 | // take on more relaxed criterion |
---|
2828 | if (saveDj*dualIn_<test1|| |
---|
2829 | fabs(saveDj-dualIn_)>2.0e-1*(1.0+fabs(dualIn_))|| |
---|
2830 | fabs(dualIn_)<test2) { |
---|
2831 | // need to reject something |
---|
2832 | char x = isColumn(sequenceIn_) ? 'C' :'R'; |
---|
2833 | handler_->message(CLP_SIMPLEX_FLAG,messages_) |
---|
2834 | <<x<<sequenceWithin(sequenceIn_) |
---|
2835 | <<CoinMessageEol; |
---|
2836 | setFlagged(sequenceIn_); |
---|
2837 | #ifdef FEB_TRY |
---|
2838 | // Make safer? |
---|
2839 | factorization_->saferTolerances (1.0e-15,-1.03); |
---|
2840 | #endif |
---|
2841 | progress_.clearBadTimes(); |
---|
2842 | lastBadIteration_ = numberIterations_; // say be more cautious |
---|
2843 | clearAll(); |
---|
2844 | pivotRow_=-1; |
---|
2845 | returnCode=-5; |
---|
2846 | sequenceOut_=-1; |
---|
2847 | break; |
---|
2848 | } |
---|
2849 | } |
---|
2850 | } else { |
---|
2851 | //printf("%d %g %g\n",numberIterations_,saveDj,dualIn_); |
---|
2852 | } |
---|
2853 | } |
---|
2854 | if (pivotRow_>=0) { |
---|
2855 | if (solveType_==2) { |
---|
2856 | // **** Coding for user interface |
---|
2857 | // do ray |
---|
2858 | primalRay(rowArray_[1]); |
---|
2859 | // update duals |
---|
2860 | // as packed need to find pivot row |
---|
2861 | //assert (rowArray_[1]->packedMode()); |
---|
2862 | //int i; |
---|
2863 | |
---|
2864 | //alpha_ = rowArray_[1]->denseVector()[pivotRow_]; |
---|
2865 | CoinAssert (fabs(alpha_)>1.0e-8); |
---|
2866 | double multiplier = dualIn_/alpha_; |
---|
2867 | rowArray_[0]->insert(pivotRow_,multiplier); |
---|
2868 | factorization_->updateColumnTranspose(rowArray_[2],rowArray_[0]); |
---|
2869 | // put row of tableau in rowArray[0] and columnArray[0] |
---|
2870 | matrix_->transposeTimes(this,-1.0, |
---|
2871 | rowArray_[0],columnArray_[1],columnArray_[0]); |
---|
2872 | // update column djs |
---|
2873 | int i; |
---|
2874 | int * index = columnArray_[0]->getIndices(); |
---|
2875 | int number = columnArray_[0]->getNumElements(); |
---|
2876 | double * element = columnArray_[0]->denseVector(); |
---|
2877 | for (i=0;i<number;i++) { |
---|
2878 | int ii = index[i]; |
---|
2879 | dj_[ii] += element[ii]; |
---|
2880 | reducedCost_[ii] = dj_[ii]; |
---|
2881 | element[ii]=0.0; |
---|
2882 | } |
---|
2883 | columnArray_[0]->setNumElements(0); |
---|
2884 | // and row djs |
---|
2885 | index = rowArray_[0]->getIndices(); |
---|
2886 | number = rowArray_[0]->getNumElements(); |
---|
2887 | element = rowArray_[0]->denseVector(); |
---|
2888 | for (i=0;i<number;i++) { |
---|
2889 | int ii = index[i]; |
---|
2890 | dj_[ii+numberColumns_] += element[ii]; |
---|
2891 | dual_[ii] = dj_[ii+numberColumns_]; |
---|
2892 | element[ii]=0.0; |
---|
2893 | } |
---|
2894 | rowArray_[0]->setNumElements(0); |
---|
2895 | // check incoming |
---|
2896 | CoinAssert (fabs(dj_[sequenceIn_])<1.0e-1); |
---|
2897 | } |
---|
2898 | // if stable replace in basis |
---|
2899 | // If gub or odd then alpha and pivotRow may change |
---|
2900 | int updateType=0; |
---|
2901 | int updateStatus = matrix_->generalExpanded(this,3,updateType); |
---|
2902 | if (updateType>=0) |
---|
2903 | updateStatus = factorization_->replaceColumn(this, |
---|
2904 | rowArray_[2], |
---|
2905 | rowArray_[1], |
---|
2906 | pivotRow_, |
---|
2907 | alpha_, |
---|
2908 | (moreSpecialOptions_&16)!=0); |
---|
2909 | |
---|
2910 | // if no pivots, bad update but reasonable alpha - take and invert |
---|
2911 | if (updateStatus==2&& |
---|
2912 | lastGoodIteration_==numberIterations_&&fabs(alpha_)>1.0e-5) |
---|
2913 | updateStatus=4; |
---|
2914 | if (updateStatus==1||updateStatus==4) { |
---|
2915 | // slight error |
---|
2916 | if (factorization_->pivots()>5||updateStatus==4) { |
---|
2917 | returnCode=-3; |
---|
2918 | } |
---|
2919 | } else if (updateStatus==2) { |
---|
2920 | // major error |
---|
2921 | // better to have small tolerance even if slower |
---|
2922 | factorization_->zeroTolerance(CoinMin(factorization_->zeroTolerance(),1.0e-15)); |
---|
2923 | int maxFactor = factorization_->maximumPivots(); |
---|
2924 | if (maxFactor>10) { |
---|
2925 | if (forceFactorization_<0) |
---|
2926 | forceFactorization_= maxFactor; |
---|
2927 | forceFactorization_ = CoinMax(1,(forceFactorization_>>1)); |
---|
2928 | } |
---|
2929 | // later we may need to unwind more e.g. fake bounds |
---|
2930 | if(lastGoodIteration_ != numberIterations_) { |
---|
2931 | clearAll(); |
---|
2932 | pivotRow_=-1; |
---|
2933 | if (solveType_==1) { |
---|
2934 | returnCode=-4; |
---|
2935 | break; |
---|
2936 | } else { |
---|
2937 | // user in charge - re-factorize |
---|
2938 | int lastCleaned=0; |
---|
2939 | ClpSimplexProgress dummyProgress; |
---|
2940 | if (saveStatus_) |
---|
2941 | statusOfProblemInPrimal(lastCleaned,1,&dummyProgress,true,ifValuesPass); |
---|
2942 | else |
---|
2943 | statusOfProblemInPrimal(lastCleaned,0,&dummyProgress,true,ifValuesPass); |
---|
2944 | roundAgain=true; |
---|
2945 | continue; |
---|
2946 | } |
---|
2947 | } else { |
---|
2948 | // need to reject something |
---|
2949 | if (solveType_==1) { |
---|
2950 | char x = isColumn(sequenceIn_) ? 'C' :'R'; |
---|
2951 | handler_->message(CLP_SIMPLEX_FLAG,messages_) |
---|
2952 | <<x<<sequenceWithin(sequenceIn_) |
---|
2953 | <<CoinMessageEol; |
---|
2954 | setFlagged(sequenceIn_); |
---|
2955 | progress_.clearBadTimes(); |
---|
2956 | } |
---|
2957 | lastBadIteration_ = numberIterations_; // say be more cautious |
---|
2958 | clearAll(); |
---|
2959 | pivotRow_=-1; |
---|
2960 | sequenceOut_=-1; |
---|
2961 | returnCode = -5; |
---|
2962 | break; |
---|
2963 | |
---|
2964 | } |
---|
2965 | } else if (updateStatus==3) { |
---|
2966 | // out of memory |
---|
2967 | // increase space if not many iterations |
---|
2968 | if (factorization_->pivots()< |
---|
2969 | 0.5*factorization_->maximumPivots()&& |
---|
2970 | factorization_->pivots()<200) |
---|
2971 | factorization_->areaFactor( |
---|
2972 | factorization_->areaFactor() * 1.1); |
---|
2973 | returnCode =-2; // factorize now |
---|
2974 | } else if (updateStatus==5) { |
---|
2975 | problemStatus_=-2; // factorize now |
---|
2976 | } |
---|
2977 | // here do part of steepest - ready for next iteration |
---|
2978 | if (!ifValuesPass) |
---|
2979 | primalColumnPivot_->updateWeights(rowArray_[1]); |
---|
2980 | } else { |
---|
2981 | if (pivotRow_==-1) { |
---|
2982 | // no outgoing row is valid |
---|
2983 | if (valueOut_!=COIN_DBL_MAX) { |
---|
2984 | double objectiveChange=0.0; |
---|
2985 | theta_=valueOut_-valueIn_; |
---|
2986 | updatePrimalsInPrimal(rowArray_[1],theta_, objectiveChange,ifValuesPass); |
---|
2987 | solution_[sequenceIn_] += theta_; |
---|
2988 | } |
---|
2989 | rowArray_[0]->clear(); |
---|
2990 | if (!factorization_->pivots()&&acceptablePivot_<=1.0e-8) { |
---|
2991 | returnCode = 2; //say looks unbounded |
---|
2992 | // do ray |
---|
2993 | primalRay(rowArray_[1]); |
---|
2994 | } else if (solveType_==2) { |
---|
2995 | // refactorize |
---|
2996 | int lastCleaned=0; |
---|
2997 | ClpSimplexProgress dummyProgress; |
---|
2998 | if (saveStatus_) |
---|
2999 | statusOfProblemInPrimal(lastCleaned,1,&dummyProgress,true,ifValuesPass); |
---|
3000 | else |
---|
3001 | statusOfProblemInPrimal(lastCleaned,0,&dummyProgress,true,ifValuesPass); |
---|
3002 | roundAgain=true; |
---|
3003 | continue; |
---|
3004 | } else { |
---|
3005 | acceptablePivot_=1.0e-8; |
---|
3006 | returnCode = 4; //say looks unbounded but has iterated |
---|
3007 | } |
---|
3008 | break; |
---|
3009 | } else { |
---|
3010 | // flipping from bound to bound |
---|
3011 | } |
---|
3012 | } |
---|
3013 | |
---|
3014 | double oldCost = 0.0; |
---|
3015 | if (sequenceOut_>=0) |
---|
3016 | oldCost=cost_[sequenceOut_]; |
---|
3017 | // update primal solution |
---|
3018 | |
---|
3019 | double objectiveChange=0.0; |
---|
3020 | // after this rowArray_[1] is not empty - used to update djs |
---|
3021 | // If pivot row >= numberRows then may be gub |
---|
3022 | int savePivot = pivotRow_; |
---|
3023 | if (pivotRow_>=numberRows_) |
---|
3024 | pivotRow_=-1; |
---|
3025 | updatePrimalsInPrimal(rowArray_[1],theta_, objectiveChange,ifValuesPass); |
---|
3026 | pivotRow_=savePivot; |
---|
3027 | |
---|
3028 | double oldValue = valueIn_; |
---|
3029 | if (directionIn_==-1) { |
---|
3030 | // as if from upper bound |
---|
3031 | if (sequenceIn_!=sequenceOut_) { |
---|
3032 | // variable becoming basic |
---|
3033 | valueIn_ -= fabs(theta_); |
---|
3034 | } else { |
---|
3035 | valueIn_=lowerIn_; |
---|
3036 | } |
---|
3037 | } else { |
---|
3038 | // as if from lower bound |
---|
3039 | if (sequenceIn_!=sequenceOut_) { |
---|
3040 | // variable becoming basic |
---|
3041 | valueIn_ += fabs(theta_); |
---|
3042 | } else { |
---|
3043 | valueIn_=upperIn_; |
---|
3044 | } |
---|
3045 | } |
---|
3046 | objectiveChange += dualIn_*(valueIn_-oldValue); |
---|
3047 | // outgoing |
---|
3048 | if (sequenceIn_!=sequenceOut_) { |
---|
3049 | if (directionOut_>0) { |
---|
3050 | valueOut_ = lowerOut_; |
---|
3051 | } else { |
---|
3052 | valueOut_ = upperOut_; |
---|
3053 | } |
---|
3054 | if(valueOut_<lower_[sequenceOut_]-primalTolerance_) |
---|
3055 | valueOut_=lower_[sequenceOut_]-0.9*primalTolerance_; |
---|
3056 | else if (valueOut_>upper_[sequenceOut_]+primalTolerance_) |
---|
3057 | valueOut_=upper_[sequenceOut_]+0.9*primalTolerance_; |
---|
3058 | // may not be exactly at bound and bounds may have changed |
---|
3059 | // Make sure outgoing looks feasible |
---|
3060 | directionOut_=nonLinearCost_->setOneOutgoing(sequenceOut_,valueOut_); |
---|
3061 | // May have got inaccurate |
---|
3062 | //if (oldCost!=cost_[sequenceOut_]) |
---|
3063 | //printf("costchange on %d from %g to %g\n",sequenceOut_, |
---|
3064 | // oldCost,cost_[sequenceOut_]); |
---|
3065 | if (solveType_!=2) |
---|
3066 | dj_[sequenceOut_]=cost_[sequenceOut_]-oldCost; // normally updated next iteration |
---|
3067 | solution_[sequenceOut_]=valueOut_; |
---|
3068 | } |
---|
3069 | // change cost and bounds on incoming if primal |
---|
3070 | nonLinearCost_->setOne(sequenceIn_,valueIn_); |
---|
3071 | int whatNext=housekeeping(objectiveChange); |
---|
3072 | //nonLinearCost_->validate(); |
---|
3073 | #if CLP_DEBUG >1 |
---|
3074 | { |
---|
3075 | double sum; |
---|
3076 | int ninf= matrix_->checkFeasible(this,sum); |
---|
3077 | if (ninf) |
---|
3078 | printf("infeas %d\n",ninf); |
---|
3079 | } |
---|
3080 | #endif |
---|
3081 | if (whatNext==1) { |
---|
3082 | returnCode =-2; // refactorize |
---|
3083 | } else if (whatNext==2) { |
---|
3084 | // maximum iterations or equivalent |
---|
3085 | returnCode=3; |
---|
3086 | } else if(numberIterations_ == lastGoodIteration_ |
---|
3087 | + 2 * factorization_->maximumPivots()) { |
---|
3088 | // done a lot of flips - be safe |
---|
3089 | returnCode =-2; // refactorize |
---|
3090 | } |
---|
3091 | // Check event |
---|
3092 | { |
---|
3093 | int status = eventHandler_->event(ClpEventHandler::endOfIteration); |
---|
3094 | if (status>=0) { |
---|
3095 | problemStatus_=5; |
---|
3096 | secondaryStatus_=ClpEventHandler::endOfIteration; |
---|
3097 | returnCode=3; |
---|
3098 | } |
---|
3099 | } |
---|
3100 | } |
---|
3101 | if (solveType_==2&&(returnCode == -2||returnCode==-3)) { |
---|
3102 | // refactorize here |
---|
3103 | int lastCleaned=0; |
---|
3104 | ClpSimplexProgress dummyProgress; |
---|
3105 | if (saveStatus_) |
---|
3106 | statusOfProblemInPrimal(lastCleaned,1,&dummyProgress,true,ifValuesPass); |
---|
3107 | else |
---|
3108 | statusOfProblemInPrimal(lastCleaned,0,&dummyProgress,true,ifValuesPass); |
---|
3109 | if (problemStatus_==5) { |
---|
3110 | printf("Singular basis\n"); |
---|
3111 | problemStatus_=-1; |
---|
3112 | returnCode=5; |
---|
3113 | } |
---|
3114 | } |
---|
3115 | #ifdef CLP_DEBUG |
---|
3116 | { |
---|
3117 | int i; |
---|
3118 | // not [1] as may have information |
---|
3119 | for (i=0;i<4;i++) { |
---|
3120 | if (i!=1) |
---|
3121 | rowArray_[i]->checkClear(); |
---|
3122 | } |
---|
3123 | for (i=0;i<2;i++) { |
---|
3124 | columnArray_[i]->checkClear(); |
---|
3125 | } |
---|
3126 | } |
---|
3127 | #endif |
---|
3128 | return returnCode; |
---|
3129 | } |
---|
3130 | // Create primal ray |
---|
3131 | void |
---|
3132 | ClpSimplexPrimal::primalRay(CoinIndexedVector * rowArray) |
---|
3133 | { |
---|
3134 | delete [] ray_; |
---|
3135 | ray_ = new double [numberColumns_]; |
---|
3136 | CoinZeroN(ray_,numberColumns_); |
---|
3137 | int number=rowArray->getNumElements(); |
---|
3138 | int * index = rowArray->getIndices(); |
---|
3139 | double * array = rowArray->denseVector(); |
---|
3140 | double way=-directionIn_; |
---|
3141 | int i; |
---|
3142 | double zeroTolerance=1.0e-12; |
---|
3143 | if (sequenceIn_<numberColumns_) |
---|
3144 | ray_[sequenceIn_]=directionIn_; |
---|
3145 | if (!rowArray->packedMode()) { |
---|
3146 | for (i=0;i<number;i++) { |
---|
3147 | int iRow=index[i]; |
---|
3148 | int iPivot=pivotVariable_[iRow]; |
---|
3149 | double arrayValue = array[iRow]; |
---|
3150 | if (iPivot<numberColumns_&&fabs(arrayValue)>=zeroTolerance) |
---|
3151 | ray_[iPivot] = way* arrayValue; |
---|
3152 | } |
---|
3153 | } else { |
---|
3154 | for (i=0;i<number;i++) { |
---|
3155 | int iRow=index[i]; |
---|
3156 | int iPivot=pivotVariable_[iRow]; |
---|
3157 | double arrayValue = array[i]; |
---|
3158 | if (iPivot<numberColumns_&&fabs(arrayValue)>=zeroTolerance) |
---|
3159 | ray_[iPivot] = way* arrayValue; |
---|
3160 | } |
---|
3161 | } |
---|
3162 | } |
---|
3163 | /* Get next superbasic -1 if none, |
---|
3164 | Normal type is 1 |
---|
3165 | If type is 3 then initializes sorted list |
---|
3166 | if 2 uses list. |
---|
3167 | */ |
---|
3168 | int |
---|
3169 | ClpSimplexPrimal::nextSuperBasic(int superBasicType, |
---|
3170 | CoinIndexedVector * columnArray) |
---|
3171 | { |
---|
3172 | int returnValue=-1; |
---|
3173 | bool finished=false; |
---|
3174 | while (!finished) { |
---|
3175 | returnValue=firstFree_; |
---|
3176 | int iColumn=firstFree_+1; |
---|
3177 | if (superBasicType>1) { |
---|
3178 | if (superBasicType>2) { |
---|
3179 | // Initialize list |
---|
3180 | // Wild guess that lower bound more natural than upper |
---|
3181 | int number=0; |
---|
3182 | double * work=columnArray->denseVector(); |
---|
3183 | int * which=columnArray->getIndices(); |
---|
3184 | for (iColumn=0;iColumn<numberRows_+numberColumns_;iColumn++) { |
---|
3185 | if (!flagged(iColumn)) { |
---|
3186 | if (getStatus(iColumn)==superBasic) { |
---|
3187 | if (fabs(solution_[iColumn]-lower_[iColumn])<=primalTolerance_) { |
---|
3188 | solution_[iColumn]=lower_[iColumn]; |
---|
3189 | setStatus(iColumn,atLowerBound); |
---|
3190 | } else if (fabs(solution_[iColumn]-upper_[iColumn]) |
---|
3191 | <=primalTolerance_) { |
---|
3192 | solution_[iColumn]=upper_[iColumn]; |
---|
3193 | setStatus(iColumn,atUpperBound); |
---|
3194 | } else if (lower_[iColumn]<-1.0e20&&upper_[iColumn]>1.0e20) { |
---|
3195 | setStatus(iColumn,isFree); |
---|
3196 | break; |
---|
3197 | } else if (!flagged(iColumn)) { |
---|
3198 | // put ones near bounds at end after sorting |
---|
3199 | work[number]= - CoinMin(0.1*(solution_[iColumn]-lower_[iColumn]), |
---|
3200 | upper_[iColumn]-solution_[iColumn]); |
---|
3201 | which[number++] = iColumn; |
---|
3202 | } |
---|
3203 | } |
---|
3204 | } |
---|
3205 | } |
---|
3206 | CoinSort_2(work,work+number,which); |
---|
3207 | columnArray->setNumElements(number); |
---|
3208 | CoinZeroN(work,number); |
---|
3209 | } |
---|
3210 | int * which=columnArray->getIndices(); |
---|
3211 | int number = columnArray->getNumElements(); |
---|
3212 | if (!number) { |
---|
3213 | // finished |
---|
3214 | iColumn = numberRows_+numberColumns_; |
---|
3215 | returnValue=-1; |
---|
3216 | } else { |
---|
3217 | number--; |
---|
3218 | returnValue=which[number]; |
---|
3219 | iColumn=returnValue; |
---|
3220 | columnArray->setNumElements(number); |
---|
3221 | } |
---|
3222 | } else { |
---|
3223 | for (;iColumn<numberRows_+numberColumns_;iColumn++) { |
---|
3224 | if (!flagged(iColumn)) { |
---|
3225 | if (getStatus(iColumn)==superBasic) { |
---|
3226 | if (fabs(solution_[iColumn]-lower_[iColumn])<=primalTolerance_) { |
---|
3227 | solution_[iColumn]=lower_[iColumn]; |
---|
3228 | setStatus(iColumn,atLowerBound); |
---|
3229 | } else if (fabs(solution_[iColumn]-upper_[iColumn]) |
---|
3230 | <=primalTolerance_) { |
---|
3231 | solution_[iColumn]=upper_[iColumn]; |
---|
3232 | setStatus(iColumn,atUpperBound); |
---|
3233 | } else if (lower_[iColumn]<-1.0e20&&upper_[iColumn]>1.0e20) { |
---|
3234 | setStatus(iColumn,isFree); |
---|
3235 | break; |
---|
3236 | } else { |
---|
3237 | break; |
---|
3238 | } |
---|
3239 | } |
---|
3240 | } |
---|
3241 | } |
---|
3242 | } |
---|
3243 | firstFree_ = iColumn; |
---|
3244 | finished=true; |
---|
3245 | if (firstFree_==numberRows_+numberColumns_) |
---|
3246 | firstFree_=-1; |
---|
3247 | if (returnValue>=0&&getStatus(returnValue)!=superBasic&&getStatus(returnValue)!=isFree) |
---|
3248 | finished=false; // somehow picked up odd one |
---|
3249 | } |
---|
3250 | return returnValue; |
---|
3251 | } |
---|
3252 | void |
---|
3253 | ClpSimplexPrimal::clearAll() |
---|
3254 | { |
---|
3255 | // Clean up any gub stuff |
---|
3256 | matrix_->extendUpdated(this,rowArray_[1],1); |
---|
3257 | int number=rowArray_[1]->getNumElements(); |
---|
3258 | int * which=rowArray_[1]->getIndices(); |
---|
3259 | |
---|
3260 | int iIndex; |
---|
3261 | for (iIndex=0;iIndex<number;iIndex++) { |
---|
3262 | |
---|
3263 | int iRow = which[iIndex]; |
---|
3264 | clearActive(iRow); |
---|
3265 | } |
---|
3266 | rowArray_[1]->clear(); |
---|
3267 | // make sure any gub sets are clean |
---|
3268 | matrix_->generalExpanded(this,11,sequenceIn_); |
---|
3269 | |
---|
3270 | } |
---|
3271 | // Sort of lexicographic resolve |
---|
3272 | int |
---|
3273 | ClpSimplexPrimal::lexSolve() |
---|
3274 | { |
---|
3275 | algorithm_ = +1; |
---|
3276 | //specialOptions_ |= 4; |
---|
3277 | |
---|
3278 | // save data |
---|
3279 | ClpDataSave data = saveData(); |
---|
3280 | matrix_->refresh(this); // make sure matrix okay |
---|
3281 | |
---|
3282 | // Save so can see if doing after dual |
---|
3283 | int initialStatus=problemStatus_; |
---|
3284 | int initialIterations = numberIterations_; |
---|
3285 | int initialNegDjs=-1; |
---|
3286 | // initialize - maybe values pass and algorithm_ is +1 |
---|
3287 | int ifValuesPass=0; |
---|
3288 | #if 0 |
---|
3289 | // if so - put in any superbasic costed slacks |
---|
3290 | // Start can skip some things in transposeTimes |
---|
3291 | specialOptions_ |= 131072; |
---|
3292 | if (ifValuesPass&&specialOptions_<0x01000000) { |
---|
3293 | // Get column copy |
---|
3294 | const CoinPackedMatrix * columnCopy = matrix(); |
---|
3295 | const int * row = columnCopy->getIndices(); |
---|
3296 | const CoinBigIndex * columnStart = columnCopy->getVectorStarts(); |
---|
3297 | const int * columnLength = columnCopy->getVectorLengths(); |
---|
3298 | //const double * element = columnCopy->getElements(); |
---|
3299 | int n=0; |
---|
3300 | for (int iColumn = 0;iColumn<numberColumns_;iColumn++) { |
---|
3301 | if (columnLength[iColumn]==1) { |
---|
3302 | Status status = getColumnStatus(iColumn); |
---|
3303 | if (status!=basic&&status!=isFree) { |
---|
3304 | double value = columnActivity_[iColumn]; |
---|
3305 | if (fabs(value-columnLower_[iColumn])>primalTolerance_&& |
---|
3306 | fabs(value-columnUpper_[iColumn])>primalTolerance_) { |
---|
3307 | int iRow = row[columnStart[iColumn]]; |
---|
3308 | if (getRowStatus(iRow)==basic) { |
---|
3309 | setRowStatus(iRow,superBasic); |
---|
3310 | setColumnStatus(iColumn,basic); |
---|
3311 | n++; |
---|
3312 | } |
---|
3313 | } |
---|
3314 | } |
---|
3315 | } |
---|
3316 | } |
---|
3317 | printf("%d costed slacks put in basis\n",n); |
---|
3318 | } |
---|
3319 | #endif |
---|
3320 | double * originalCost = NULL; |
---|
3321 | double * originalLower = NULL; |
---|
3322 | double * originalUpper = NULL; |
---|
3323 | if (!startup(0,0)) { |
---|
3324 | |
---|
3325 | // Set average theta |
---|
3326 | nonLinearCost_->setAverageTheta(1.0e3); |
---|
3327 | int lastCleaned=0; // last time objective or bounds cleaned up |
---|
3328 | |
---|
3329 | // Say no pivot has occurred (for steepest edge and updates) |
---|
3330 | pivotRow_=-2; |
---|
3331 | |
---|
3332 | // This says whether to restore things etc |
---|
3333 | int factorType=0; |
---|
3334 | if (problemStatus_<0&&perturbation_<100) { |
---|
3335 | perturb(0); |
---|
3336 | // Can't get here if values pass |
---|
3337 | assert (!ifValuesPass); |
---|
3338 | gutsOfSolution(NULL,NULL); |
---|
3339 | if (handler_->logLevel()>2) { |
---|
3340 | handler_->message(CLP_SIMPLEX_STATUS,messages_) |
---|
3341 | <<numberIterations_<<objectiveValue(); |
---|
3342 | handler_->printing(sumPrimalInfeasibilities_>0.0) |
---|
3343 | <<sumPrimalInfeasibilities_<<numberPrimalInfeasibilities_; |
---|
3344 | handler_->printing(sumDualInfeasibilities_>0.0) |
---|
3345 | <<sumDualInfeasibilities_<<numberDualInfeasibilities_; |
---|
3346 | handler_->printing(numberDualInfeasibilitiesWithoutFree_ |
---|
3347 | <numberDualInfeasibilities_) |
---|
3348 | <<numberDualInfeasibilitiesWithoutFree_; |
---|
3349 | handler_->message()<<CoinMessageEol; |
---|
3350 | } |
---|
3351 | } |
---|
3352 | ClpSimplex * saveModel=NULL; |
---|
3353 | int stopSprint=-1; |
---|
3354 | int sprintPass=0; |
---|
3355 | int reasonableSprintIteration=0; |
---|
3356 | int lastSprintIteration=0; |
---|
3357 | double lastObjectiveValue=COIN_DBL_MAX; |
---|
3358 | // Start check for cycles |
---|
3359 | progress_.fillFromModel(this); |
---|
3360 | progress_.startCheck(); |
---|
3361 | /* |
---|
3362 | Status of problem: |
---|
3363 | 0 - optimal |
---|
3364 | 1 - infeasible |
---|
3365 | 2 - unbounded |
---|
3366 | -1 - iterating |
---|
3367 | -2 - factorization wanted |
---|
3368 | -3 - redo checking without factorization |
---|
3369 | -4 - looks infeasible |
---|
3370 | -5 - looks unbounded |
---|
3371 | */ |
---|
3372 | originalCost = CoinCopyOfArray(cost_,numberColumns_+numberRows_); |
---|
3373 | originalLower = CoinCopyOfArray(lower_,numberColumns_+numberRows_); |
---|
3374 | originalUpper = CoinCopyOfArray(upper_,numberColumns_+numberRows_); |
---|
3375 | while (problemStatus_<0) { |
---|
3376 | int iRow,iColumn; |
---|
3377 | // clear |
---|
3378 | for (iRow=0;iRow<4;iRow++) { |
---|
3379 | rowArray_[iRow]->clear(); |
---|
3380 | } |
---|
3381 | |
---|
3382 | for (iColumn=0;iColumn<2;iColumn++) { |
---|
3383 | columnArray_[iColumn]->clear(); |
---|
3384 | } |
---|
3385 | |
---|
3386 | // give matrix (and model costs and bounds a chance to be |
---|
3387 | // refreshed (normally null) |
---|
3388 | matrix_->refresh(this); |
---|
3389 | // If getting nowhere - why not give it a kick |
---|
3390 | #if 1 |
---|
3391 | if (perturbation_<101&&numberIterations_>2*(numberRows_+numberColumns_)&&(specialOptions_&4)==0 |
---|
3392 | &&initialStatus!=10) { |
---|
3393 | perturb(1); |
---|
3394 | matrix_->rhsOffset(this,true,false); |
---|
3395 | } |
---|
3396 | #endif |
---|
3397 | // If we have done no iterations - special |
---|
3398 | if (lastGoodIteration_==numberIterations_&&factorType) |
---|
3399 | factorType=3; |
---|
3400 | if (saveModel) { |
---|
3401 | // Doing sprint |
---|
3402 | if (sequenceIn_<0||numberIterations_>=stopSprint) { |
---|
3403 | problemStatus_=-1; |
---|
3404 | originalModel(saveModel); |
---|
3405 | saveModel=NULL; |
---|
3406 | if (sequenceIn_<0&&numberIterations_<reasonableSprintIteration&& |
---|
3407 | sprintPass>100) |
---|
3408 | primalColumnPivot_->switchOffSprint(); |
---|
3409 | //lastSprintIteration=numberIterations_; |
---|
3410 | printf("End small model\n"); |
---|
3411 | } |
---|
3412 | } |
---|
3413 | |
---|
3414 | // may factorize, checks if problem finished |
---|
3415 | statusOfProblemInPrimal(lastCleaned,factorType,&progress_,true,ifValuesPass,saveModel); |
---|
3416 | if (initialStatus==10) { |
---|
3417 | // cleanup phase |
---|
3418 | if(initialIterations != numberIterations_) { |
---|
3419 | if (numberDualInfeasibilities_>10000&&numberDualInfeasibilities_>10*initialNegDjs) { |
---|
3420 | // getting worse - try perturbing |
---|
3421 | if (perturbation_<101&&(specialOptions_&4)==0) { |
---|
3422 | perturb(1); |
---|
3423 | matrix_->rhsOffset(this,true,false); |
---|
3424 | statusOfProblemInPrimal(lastCleaned,factorType,&progress_,true,ifValuesPass,saveModel); |
---|
3425 | } |
---|
3426 | } |
---|
3427 | } else { |
---|
3428 | // save number of negative djs |
---|
3429 | if (!numberPrimalInfeasibilities_) |
---|
3430 | initialNegDjs=numberDualInfeasibilities_; |
---|
3431 | // make sure weight won't be changed |
---|
3432 | if (infeasibilityCost_==1.0e10) |
---|
3433 | infeasibilityCost_=1.000001e10; |
---|
3434 | } |
---|
3435 | } |
---|
3436 | // See if sprint says redo because of problems |
---|
3437 | if (numberDualInfeasibilities_==-776) { |
---|
3438 | // Need new set of variables |
---|
3439 | problemStatus_=-1; |
---|
3440 | originalModel(saveModel); |
---|
3441 | saveModel=NULL; |
---|
3442 | //lastSprintIteration=numberIterations_; |
---|
3443 | printf("End small model after\n"); |
---|
3444 | statusOfProblemInPrimal(lastCleaned,factorType,&progress_,true,ifValuesPass,saveModel); |
---|
3445 | } |
---|
3446 | int numberSprintIterations=0; |
---|
3447 | int numberSprintColumns = primalColumnPivot_->numberSprintColumns(numberSprintIterations); |
---|
3448 | if (problemStatus_==777) { |
---|
3449 | // problems so do one pass with normal |
---|
3450 | problemStatus_=-1; |
---|
3451 | originalModel(saveModel); |
---|
3452 | saveModel=NULL; |
---|
3453 | // Skip factorization |
---|
3454 | //statusOfProblemInPrimal(lastCleaned,factorType,&progress_,false,saveModel); |
---|
3455 | statusOfProblemInPrimal(lastCleaned,factorType,&progress_,true,ifValuesPass,saveModel); |
---|
3456 | } else if (problemStatus_<0&&!saveModel&&numberSprintColumns&&firstFree_<0) { |
---|
3457 | int numberSort=0; |
---|
3458 | int numberFixed=0; |
---|
3459 | int numberBasic=0; |
---|
3460 | reasonableSprintIteration = numberIterations_ + 100; |
---|
3461 | int * whichColumns = new int[numberColumns_]; |
---|
3462 | double * weight = new double[numberColumns_]; |
---|
3463 | int numberNegative=0; |
---|
3464 | double sumNegative = 0.0; |
---|
3465 | // now massage weight so all basic in plus good djs |
---|
3466 | for (iColumn=0;iColumn<numberColumns_;iColumn++) { |
---|
3467 | double dj = dj_[iColumn]; |
---|
3468 | switch(getColumnStatus(iColumn)) { |
---|
3469 | |
---|
3470 | case basic: |
---|
3471 | dj = -1.0e50; |
---|
3472 | numberBasic++; |
---|
3473 | break; |
---|
3474 | case atUpperBound: |
---|
3475 | dj = -dj; |
---|
3476 | break; |
---|
3477 | case isFixed: |
---|
3478 | dj=1.0e50; |
---|
3479 | numberFixed++; |
---|
3480 | break; |
---|
3481 | case atLowerBound: |
---|
3482 | dj = dj; |
---|
3483 | break; |
---|
3484 | case isFree: |
---|
3485 | dj = -100.0*fabs(dj); |
---|
3486 | break; |
---|
3487 | case superBasic: |
---|
3488 | dj = -100.0*fabs(dj); |
---|
3489 | break; |
---|
3490 | } |
---|
3491 | if (dj<-dualTolerance_&&dj>-1.0e50) { |
---|
3492 | numberNegative++; |
---|
3493 | sumNegative -= dj; |
---|
3494 | } |
---|
3495 | weight[iColumn]=dj; |
---|
3496 | whichColumns[iColumn] = iColumn; |
---|
3497 | } |
---|
3498 | handler_->message(CLP_SPRINT,messages_) |
---|
3499 | <<sprintPass<<numberIterations_-lastSprintIteration<<objectiveValue()<<sumNegative |
---|
3500 | <<numberNegative |
---|
3501 | <<CoinMessageEol; |
---|
3502 | sprintPass++; |
---|
3503 | lastSprintIteration=numberIterations_; |
---|
3504 | if (objectiveValue()*optimizationDirection_>lastObjectiveValue-1.0e-7&&sprintPass>5) { |
---|
3505 | // switch off |
---|
3506 | printf("Switching off sprint\n"); |
---|
3507 | primalColumnPivot_->switchOffSprint(); |
---|
3508 | } else { |
---|
3509 | lastObjectiveValue = objectiveValue()*optimizationDirection_; |
---|
3510 | // sort |
---|
3511 | CoinSort_2(weight,weight+numberColumns_,whichColumns); |
---|
3512 | numberSort = CoinMin(numberColumns_-numberFixed,numberBasic+numberSprintColumns); |
---|
3513 | // Sort to make consistent ? |
---|
3514 | std::sort(whichColumns,whichColumns+numberSort); |
---|
3515 | saveModel = new ClpSimplex(this,numberSort,whichColumns); |
---|
3516 | delete [] whichColumns; |
---|
3517 | delete [] weight; |
---|
3518 | // Skip factorization |
---|
3519 | //statusOfProblemInPrimal(lastCleaned,factorType,&progress_,false,saveModel); |
---|
3520 | //statusOfProblemInPrimal(lastCleaned,factorType,&progress_,true,saveModel); |
---|
3521 | stopSprint = numberIterations_+numberSprintIterations; |
---|
3522 | printf("Sprint with %d columns for %d iterations\n", |
---|
3523 | numberSprintColumns,numberSprintIterations); |
---|
3524 | } |
---|
3525 | } |
---|
3526 | |
---|
3527 | // Say good factorization |
---|
3528 | factorType=1; |
---|
3529 | |
---|
3530 | // Say no pivot has occurred (for steepest edge and updates) |
---|
3531 | pivotRow_=-2; |
---|
3532 | |
---|
3533 | // exit if victory declared |
---|
3534 | if (problemStatus_>=0) { |
---|
3535 | if (originalCost) { |
---|
3536 | // find number nonbasic with zero reduced costs |
---|
3537 | int numberDegen=0; |
---|
3538 | int numberTotal = numberColumns_; //+numberRows_; |
---|
3539 | for (int i=0;i<numberTotal;i++) { |
---|
3540 | cost_[i]=0.0; |
---|
3541 | if (getStatus(i)==atLowerBound) { |
---|
3542 | if (dj_[i]<=dualTolerance_) { |
---|
3543 | cost_[i]=numberTotal-i+randomNumberGenerator_.randomDouble()*0.5; |
---|
3544 | numberDegen++; |
---|
3545 | } else { |
---|
3546 | // fix |
---|
3547 | cost_[i]=1.0e10;//upper_[i]=lower_[i]; |
---|
3548 | } |
---|
3549 | } else if (getStatus(i)==atUpperBound) { |
---|
3550 | if (dj_[i]>=-dualTolerance_) { |
---|
3551 | cost_[i]=(numberTotal-i)+randomNumberGenerator_.randomDouble()*0.5; |
---|
3552 | numberDegen++; |
---|
3553 | } else { |
---|
3554 | // fix |
---|
3555 | cost_[i]=-1.0e10;//lower_[i]=upper_[i]; |
---|
3556 | } |
---|
3557 | } else if (getStatus(i)==basic) { |
---|
3558 | cost_[i] = (numberTotal-i)+randomNumberGenerator_.randomDouble()*0.5; |
---|
3559 | } |
---|
3560 | } |
---|
3561 | problemStatus_=-1; |
---|
3562 | lastObjectiveValue=COIN_DBL_MAX; |
---|
3563 | // Start check for cycles |
---|
3564 | progress_.fillFromModel(this); |
---|
3565 | progress_.startCheck(); |
---|
3566 | printf("%d degenerate after %d iterations\n",numberDegen, |
---|
3567 | numberIterations_); |
---|
3568 | if (!numberDegen) { |
---|
3569 | CoinMemcpyN(originalCost,numberTotal,cost_); |
---|
3570 | delete [] originalCost; |
---|
3571 | originalCost=NULL; |
---|
3572 | CoinMemcpyN(originalLower,numberTotal,lower_); |
---|
3573 | delete [] originalLower; |
---|
3574 | CoinMemcpyN(originalUpper,numberTotal,upper_); |
---|
3575 | delete [] originalUpper; |
---|
3576 | } |
---|
3577 | delete nonLinearCost_; |
---|
3578 | nonLinearCost_ = new ClpNonLinearCost(this); |
---|
3579 | progress_.endOddState(); |
---|
3580 | continue; |
---|
3581 | } else { |
---|
3582 | printf("exiting after %d iterations\n",numberIterations_); |
---|
3583 | break; |
---|
3584 | } |
---|
3585 | } |
---|
3586 | |
---|
3587 | // test for maximum iterations |
---|
3588 | if (hitMaximumIterations()||(ifValuesPass==2&&firstFree_<0)) { |
---|
3589 | problemStatus_=3; |
---|
3590 | break; |
---|
3591 | } |
---|
3592 | |
---|
3593 | if (firstFree_<0) { |
---|
3594 | if (ifValuesPass) { |
---|
3595 | // end of values pass |
---|
3596 | ifValuesPass=0; |
---|
3597 | int status = eventHandler_->event(ClpEventHandler::endOfValuesPass); |
---|
3598 | if (status>=0) { |
---|
3599 | problemStatus_=5; |
---|
3600 | secondaryStatus_=ClpEventHandler::endOfValuesPass; |
---|
3601 | break; |
---|
3602 | } |
---|
3603 | } |
---|
3604 | } |
---|
3605 | // Check event |
---|
3606 | { |
---|
3607 | int status = eventHandler_->event(ClpEventHandler::endOfFactorization); |
---|
3608 | if (status>=0) { |
---|
3609 | problemStatus_=5; |
---|
3610 | secondaryStatus_=ClpEventHandler::endOfFactorization; |
---|
3611 | break; |
---|
3612 | } |
---|
3613 | } |
---|
3614 | // Iterate |
---|
3615 | whileIterating(ifValuesPass ? 1 : 0); |
---|
3616 | } |
---|
3617 | } |
---|
3618 | assert (!originalCost); |
---|
3619 | // if infeasible get real values |
---|
3620 | //printf("XXXXY final cost %g\n",infeasibilityCost_); |
---|
3621 | progress_.initialWeight_=0.0; |
---|
3622 | if (problemStatus_==1&&secondaryStatus_!=6) { |
---|
3623 | infeasibilityCost_=0.0; |
---|
3624 | createRim(1+4); |
---|
3625 | nonLinearCost_->checkInfeasibilities(0.0); |
---|
3626 | sumPrimalInfeasibilities_=nonLinearCost_->sumInfeasibilities(); |
---|
3627 | numberPrimalInfeasibilities_= nonLinearCost_->numberInfeasibilities(); |
---|
3628 | // and get good feasible duals |
---|
3629 | computeDuals(NULL); |
---|
3630 | } |
---|
3631 | // Stop can skip some things in transposeTimes |
---|
3632 | specialOptions_ &= ~131072; |
---|
3633 | // clean up |
---|
3634 | unflag(); |
---|
3635 | finish(0); |
---|
3636 | restoreData(data); |
---|
3637 | return problemStatus_; |
---|
3638 | } |
---|