1 | // Copyright (C) 2002, International Business Machines |
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2 | // Corporation and others. All Rights Reserved. |
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3 | |
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4 | #include <stdio.h> |
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5 | #include <math.h> |
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6 | |
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7 | #include "PresolveMatrix.hpp" |
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8 | #include "PresolveFixed.hpp" |
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9 | |
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10 | const char *remove_fixed_action::name() const |
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11 | { |
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12 | return ("remove_fixed_action"); |
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13 | } |
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14 | |
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15 | /* |
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16 | * invariant: both reps are loosely packed. |
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17 | * coefficients of both reps remain consistent. |
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18 | * |
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19 | * Note that this concerns variables whose column bounds determine that |
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20 | * they are slack; this does NOT concern singleton row constraints that |
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21 | * determine that the relevant variable is slack. |
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22 | * |
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23 | * Invariant: col and row rep are consistent |
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24 | */ |
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25 | const remove_fixed_action *remove_fixed_action::presolve(PresolveMatrix *prob, |
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26 | int *fcols, |
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27 | int nfcols, |
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28 | const PresolveAction *next) |
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29 | { |
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30 | double *colels = prob->colels_; |
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31 | int *hrow = prob->hrow_; |
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32 | CoinBigIndex *mcstrt = prob->mcstrt_; |
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33 | int *hincol = prob->hincol_; |
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34 | |
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35 | double *rowels = prob->rowels_; |
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36 | int *hcol = prob->hcol_; |
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37 | CoinBigIndex *mrstrt = prob->mrstrt_; |
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38 | int *hinrow = prob->hinrow_; |
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39 | // int nrows = prob->nrows_; |
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40 | |
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41 | double *clo = prob->clo_; |
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42 | // double *cup = prob->cup_; |
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43 | double *rlo = prob->rlo_; |
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44 | double *rup = prob->rup_; |
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45 | double *acts = prob->acts_; |
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46 | |
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47 | // double *dcost = prob->cost_; |
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48 | |
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49 | presolvehlink *clink = prob->clink_; |
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50 | |
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51 | action *actions = new action[nfcols]; |
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52 | |
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53 | for (int ckc=0; ckc<nfcols; ckc++) { |
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54 | int j = fcols[ckc]; |
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55 | |
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56 | double sol = clo[j]; |
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57 | CoinBigIndex kcs = mcstrt[j]; |
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58 | CoinBigIndex kce = kcs + hincol[j]; |
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59 | CoinBigIndex k; |
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60 | |
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61 | { |
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62 | action &f = actions[ckc]; |
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63 | |
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64 | f.col = j; |
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65 | f.sol = sol; |
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66 | |
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67 | f.nincol = hincol[j]; |
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68 | f.colels = presolve_duparray(&colels[kcs], hincol[j]); // inefficient |
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69 | f.colrows = presolve_duparray(&hrow[kcs], hincol[j]); // inefficient |
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70 | } |
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71 | // the bias is updated when the empty column is removed |
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72 | //prob->change_bias(sol * dcost[j]); |
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73 | |
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74 | for (k=kcs; k<kce; k++) { |
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75 | int row = hrow[k]; |
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76 | double coeff = colels[k]; |
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77 | |
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78 | rlo[row] -= sol * coeff; |
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79 | rup[row] -= sol * coeff; |
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80 | acts[row] -= sol * coeff; |
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81 | |
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82 | // remove this column from all rows it occurs in in the row rep |
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83 | presolve_delete_from_row(row, j, mrstrt, hinrow, hcol, rowels); |
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84 | |
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85 | // mark |
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86 | prob->addRow(row); |
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87 | CoinBigIndex krs = mrstrt[row]; |
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88 | CoinBigIndex kre = krs + hinrow[row]; |
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89 | for (CoinBigIndex k=krs; k<kre; k++) { |
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90 | int jcol = hcol[k]; |
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91 | prob->addCol(jcol); |
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92 | } |
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93 | // remove the column entirely from the col rep |
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94 | PRESOLVE_REMOVE_LINK(clink, j); |
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95 | hincol[j] = 0; |
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96 | } |
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97 | } |
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98 | #if PRESOLVE_SUMMARY |
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99 | printf("NFIXED: %d\n", nfcols); |
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100 | #endif |
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101 | |
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102 | #if 0 |
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103 | remove_fixed_action * nextAction = new |
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104 | remove_fixed_action(nfcols, actions, next); |
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105 | delete [] (void *) actions; |
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106 | return nextAction; |
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107 | #else |
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108 | return (new remove_fixed_action(nfcols, actions, next)); |
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109 | #endif |
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110 | } |
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111 | |
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112 | remove_fixed_action::remove_fixed_action(int nactions, |
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113 | const action *actions, |
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114 | const PresolveAction *next) : |
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115 | PresolveAction(next), |
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116 | nactions_(nactions), |
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117 | actions_(actions) |
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118 | { |
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119 | } |
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120 | remove_fixed_action::~remove_fixed_action() |
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121 | { |
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122 | for (int i=nactions_-1; i>=0; i--) { |
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123 | delete[]actions_[i].colrows; |
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124 | delete[]actions_[i].colels; |
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125 | } |
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126 | deleteAction(actions_,action*); |
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127 | } |
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128 | |
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129 | /* |
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130 | * Say we determined that cup - clo <= ztolzb, so we fixed sol at clo. |
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131 | * This involved subtracting clo*coeff from ub/lb for each row the |
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132 | * variable occurred in. |
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133 | * Now when we put the variable back in, by construction the variable |
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134 | * is within tolerance, the non-slacks are unchanged, and the |
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135 | * distances of the affected slacks from their bounds should remain |
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136 | * unchanged (ignoring roundoff errors). |
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137 | * It may be that by adding the term back in, the affected constraints |
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138 | * now aren't as accurate due to round-off errors; this could happen |
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139 | * if only one summand and the slack in the original formulation were large |
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140 | * (and naturally had opposite signs), and the new term in the constraint |
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141 | * is about the size of the old slack, so the new slack becomes about 0. |
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142 | * It may be that there is catastrophic cancellation in the summation, |
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143 | * so it might not compute to 0. |
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144 | */ |
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145 | void remove_fixed_action::postsolve(PostsolveMatrix *prob) const |
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146 | { |
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147 | const action *const actions = actions_; |
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148 | const int nactions = nactions_; |
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149 | |
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150 | double *colels = prob->colels_; |
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151 | int *hrow = prob->hrow_; |
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152 | CoinBigIndex *mcstrt = prob->mcstrt_; |
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153 | int *hincol = prob->hincol_; |
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154 | int *link = prob->link_; |
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155 | // int ncols = prob->ncols_; |
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156 | CoinBigIndex free_list = prob->free_list_; |
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157 | |
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158 | double *clo = prob->clo_; |
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159 | double *cup = prob->cup_; |
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160 | double *rlo = prob->rlo_; |
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161 | double *rup = prob->rup_; |
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162 | |
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163 | double *sol = prob->sol_; |
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164 | double *dcost = prob->cost_; |
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165 | double *rcosts = prob->rcosts_; |
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166 | |
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167 | double *acts = prob->acts_; |
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168 | double *rowduals = prob->rowduals_; |
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169 | |
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170 | unsigned char *colstat = prob->colstat_; |
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171 | // unsigned char *rowstat = prob->rowstat_; |
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172 | |
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173 | const double maxmin = prob->maxmin_; |
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174 | |
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175 | char *cdone = prob->cdone_; |
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176 | // char *rdone = prob->rdone_; |
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177 | |
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178 | for (const action *f = &actions[nactions-1]; actions<=f; f--) { |
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179 | int icol = f->col; |
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180 | const double thesol = f->sol; |
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181 | |
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182 | cdone[icol] = FIXED_VARIABLE; |
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183 | |
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184 | sol[icol] = thesol; |
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185 | clo[icol] = thesol; |
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186 | cup[icol] = thesol; |
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187 | |
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188 | { |
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189 | int cs = -11111; |
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190 | int nc = f->nincol; |
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191 | double dj = maxmin * dcost[icol]; |
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192 | |
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193 | for (int i=0; i<nc; ++i) { |
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194 | int row = f->colrows[i]; |
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195 | double coeff = f->colels[i]; |
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196 | |
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197 | // pop free_list |
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198 | CoinBigIndex k = free_list; |
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199 | free_list = link[free_list]; |
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200 | |
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201 | check_free_list(free_list); |
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202 | |
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203 | // restore |
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204 | hrow[k] = row; |
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205 | colels[k] = coeff; |
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206 | link[k] = cs; |
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207 | cs = k; |
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208 | |
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209 | if (-PRESOLVE_INF < rlo[row]) |
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210 | rlo[row] += coeff * thesol; |
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211 | if (rup[row] < PRESOLVE_INF) |
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212 | rup[row] += coeff * thesol; |
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213 | acts[row] += coeff * thesol; |
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214 | |
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215 | dj -= rowduals[row] * coeff; |
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216 | } |
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217 | mcstrt[icol] = cs; |
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218 | |
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219 | rcosts[icol] = dj; |
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220 | } |
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221 | hincol[icol] = f->nincol; |
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222 | |
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223 | /* the bounds in the reduced problem were tightened. |
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224 | * that means that this variable may not have been basic |
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225 | * because it didn't have to be, |
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226 | * but now it may have to. |
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227 | * no - the bounds aren't changed by this operation. |
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228 | */ |
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229 | if (colstat) |
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230 | prob->setColumnStatus(icol,PrePostsolveMatrix::atUpperBound); |
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231 | } |
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232 | |
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233 | prob->free_list_ = free_list; |
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234 | } |
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235 | |
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236 | |
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237 | const PresolveAction *remove_fixed(PresolveMatrix *prob, |
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238 | const PresolveAction *next) |
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239 | { |
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240 | int ncols = prob->ncols_; |
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241 | int *fcols = new int[ncols]; |
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242 | int nfcols = 0; |
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243 | |
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244 | int *hincol = prob->hincol_; |
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245 | |
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246 | double *clo = prob->clo_; |
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247 | double *cup = prob->cup_; |
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248 | |
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249 | for (int i=0; i<ncols; i++) |
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250 | if (hincol[i] > 0 && clo[i] == cup[i]) |
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251 | fcols[nfcols++] = i; |
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252 | |
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253 | next = remove_fixed_action::presolve(prob, fcols, nfcols, next); |
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254 | delete[]fcols; |
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255 | return (next); |
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256 | } |
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257 | |
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258 | |
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259 | |
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260 | const char *make_fixed_action::name() const |
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261 | { |
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262 | return ("make_fixed_action"); |
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263 | } |
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264 | |
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265 | const PresolveAction *make_fixed_action::presolve(PresolveMatrix *prob, |
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266 | int *fcols, |
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267 | int nfcols, |
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268 | bool fix_to_lower, |
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269 | const PresolveAction *next) |
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270 | { |
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271 | double *clo = prob->clo_; |
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272 | double *cup = prob->cup_; |
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273 | double *csol = prob->sol_; |
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274 | |
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275 | double *colels = prob->colels_; |
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276 | int *hrow = prob->hrow_; |
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277 | CoinBigIndex *mcstrt = prob->mcstrt_; |
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278 | int *hincol = prob->hincol_; |
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279 | |
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280 | double *acts = prob->acts_; |
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281 | |
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282 | |
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283 | action *actions = new action[nfcols]; |
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284 | |
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285 | for (int ckc=0; ckc<nfcols; ckc++) { |
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286 | int j = fcols[ckc]; |
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287 | double movement; |
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288 | |
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289 | action &f = actions[ckc]; |
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290 | |
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291 | if (fix_to_lower) { |
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292 | f.bound = cup[j]; |
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293 | cup[j] = clo[j]; |
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294 | movement = clo[j]-csol[j]; |
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295 | csol[j] = clo[j]; |
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296 | } else { |
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297 | f.bound = clo[j]; |
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298 | clo[j] = cup[j]; |
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299 | movement = cup[j]-csol[j]; |
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300 | csol[j] = cup[j]; |
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301 | } |
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302 | if (movement) { |
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303 | CoinBigIndex k; |
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304 | for (k=mcstrt[j];k<mcstrt[j]+hincol[j];k++) { |
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305 | int row = hrow[k]; |
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306 | acts[row] += movement*colels[k]; |
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307 | } |
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308 | } |
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309 | } |
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310 | |
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311 | // this is unusual in that the make_fixed_action transform |
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312 | // contains within it a remove_fixed_action transform |
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313 | // bad idea? |
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314 | return (new make_fixed_action(nfcols, actions, fix_to_lower, |
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315 | remove_fixed_action::presolve(prob, |
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316 | fcols, nfcols, |
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317 | 0), |
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318 | next)); |
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319 | } |
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320 | |
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321 | void make_fixed_action::postsolve(PostsolveMatrix *prob) const |
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322 | { |
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323 | const action *const actions = actions_; |
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324 | // const int nactions = nactions_; |
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325 | const bool fix_to_lower = fix_to_lower_; |
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326 | |
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327 | double *clo = prob->clo_; |
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328 | double *cup = prob->cup_; |
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329 | |
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330 | faction_->postsolve(prob); |
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331 | |
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332 | for (int cnt = faction_->nactions_-1; cnt>=0; cnt--) { |
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333 | const action *f = &actions[cnt]; |
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334 | const remove_fixed_action::action *f1 = &faction_->actions_[cnt]; |
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335 | |
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336 | int icol = f1->col; |
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337 | if (fix_to_lower) { |
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338 | cup[icol] = f->bound; |
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339 | } else { |
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340 | clo[icol] = f->bound; |
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341 | } |
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342 | } |
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343 | } |
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344 | |
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345 | |
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346 | const PresolveAction *make_fixed(PresolveMatrix *prob, |
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347 | const PresolveAction *next) |
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348 | { |
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349 | int ncols = prob->ncols_; |
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350 | int *fcols = new int[ncols]; |
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351 | int nfcols = 0; |
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352 | |
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353 | int *hincol = prob->hincol_; |
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354 | |
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355 | double *clo = prob->clo_; |
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356 | double *cup = prob->cup_; |
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357 | |
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358 | for (int i=0; i<ncols; i++) |
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359 | if (hincol[i] > 0 && fabs(cup[i] - clo[i]) < ZTOLDP) |
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360 | fcols[nfcols++] = i; |
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361 | |
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362 | next = make_fixed_action::presolve(prob, fcols, nfcols, |
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363 | true, // arbitrary |
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364 | next); |
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365 | delete[]fcols; |
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366 | return (next); |
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367 | } |
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368 | |
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369 | |
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