Changeset 1095

Timestamp:

Sep 3, 2007 12:23:11 PM (12 years ago)

Author:

forrest

Message:

event handling and nonlinear

Location:

trunk/Clp/src

Files:

• ClpSimplexNonlinear.cpp (modified) (10 diffs)
• ClpSimplexPrimal.cpp (modified) (2 diffs)

trunk/Clp/src/ClpSimplexNonlinear.cpp

@@ -3364 +3364 @@
   // Both these should be modified depending on problem
   // Possibly start with big bounds
-  double penalties[]={1.0e-2,1.0e3,1.0e9};
+  double penalties[]={1.0e-3,1.0e7,1.0e9};
   //double bounds[] = {1.0e-2,1.0,COIN_DBL_MAX};
-  double bounds[] = {1.0e-1,1.0e2,COIN_DBL_MAX};
+  double bounds[] = {1.0e-2,1.0e2,COIN_DBL_MAX};
   // see how many extra we need
   CoinBigIndex numberExtra=0;
@@ -3400 +3400 @@
   }
   int numberColumns2 = numberColumns_;
+  int numberSmallGap = numberArtificials;
   if (numberArtificials) {
     numberArtificials *= SEGMENTS;
@@ -3444 +3445 @@
   }
   // find nonlinear columns
-  int * listNonLinearColumn = new int [numberColumns_];
+  int * listNonLinearColumn = new int [numberColumns_+numberSmallGap];
   char * mark = new char[numberColumns_];
   memset(mark,0,numberColumns_);
@@ -3458 +3459 @@
     if (mark[iColumn])
       listNonLinearColumn[numberNonLinearColumns++]=iColumn;
+  }
+  // and small gap artificials
+  for (iColumn=numberColumns_;iColumn<numberColumns2;iColumn+=SEGMENTS) {
+    listNonLinearColumn[numberNonLinearColumns++]=iColumn;
   }
   // build row copy of matrix with space for nonzeros
@@ -3601 +3606 @@
   int iPass;
   double lastObjective=1.0e31;
+  double lastGoodObjective=1.0e31;
+  double * bestSolution = NULL;
   double * saveSolution = new double [numberColumns2+numberRows];
   char * saveStatus = new char [numberColumns2+numberRows];
@@ -3722 +3729 @@
       sumArt[jNon]=sumArt[jNon+1];
     sumArt[KEEP_SUM-1]=sumInfeas;
-    if (sumInfeas>0.01&&sumInfeas*1.1>sumArt[0]&&objective[numberColumns_+1]<1.0e5) {
+    if (sumInfeas>0.01&&sumInfeas*1.1>sumArt[0]&&penalties[1]<1.0e7) {
       // not doing very well - increase - be more sophisticated later
       lastObjective=COIN_DBL_MAX;
       for (jNon=0;jNon<KEEP_SUM;jNon++)
         sumArt[jNon]=COIN_DBL_MAX;
-      for (iColumn=numberColumns_;iColumn<numberColumns2;iColumn+=SEGMENTS) {
-        objective[iColumn+1] *= 1.5;
-      }
+      //for (iColumn=numberColumns_;iColumn<numberColumns2;iColumn+=SEGMENTS) {
+      //objective[iColumn+1] *= 1.5;
+      //}
+      penalties[1] *= 1.5;
       for (jNon=0;jNon<numberNonLinearColumns;jNon++) 
         if (trust[jNon]>0.1)
@@ -3858 +3866 @@
       printf("offset2 %g ",objectiveOffset2);
     objValue -= objectiveOffset2;
-    printf("True objective %g or maybe %g\n",objValue,objValue+objectiveOffset2);
+    printf("True objective %g or maybe %g (with penalty %g) -pen2 %g %g\n",objValue,
+           objValue+objectiveOffset2,objValue+objectiveOffset2+infPenalty,infPenalty2,penalties[1]);
+    double useObjValue = objValue+objectiveOffset2+infPenalty;
     objValue += infPenalty+infPenalty2;
+    objValue = useObjValue;
     if (iPass) {
       double drop = lastObjective-objValue;
@@ -3954 +3965 @@
                <<", smallest nonlinear gap is "<<smallestNonLinearGap
                <<std::endl;
+      if (iPass>200) {
+        //double useObjValue = objValue+objectiveOffset2+infPenalty;
+        if (useObjValue+1.0e-4> lastGoodObjective&&iPass>250) {
+          std::cout<<"Exiting as objective not changing much"<<std::endl;
+          break;
+        } else if (useObjValue<lastGoodObjective) {
+          lastGoodObjective = useObjValue;
+          if (!bestSolution)
+            bestSolution = new double [numberColumns2];
+          memcpy(bestSolution,solution,numberColumns2*sizeof(double));
+        }
+      }
       if (maxDelta<deltaTolerance&&!increasing&&iPass>100) {
         numberZeroPasses++;
@@ -4063 +4086 @@
   delete [] trueUpper;
   delete [] trueLower;
+  objectiveValue_=newModel.objectiveValue();
+  if (bestSolution) {
+    memcpy(solution,bestSolution,numberColumns2*sizeof(double));
+    delete [] bestSolution;
+    printf("restoring objective of %g\n",lastGoodObjective);
+    objectiveValue_=lastGoodObjective;
+  }
   // Simplest way to get true row activity ?
   double * rowActivity = newModel.primalRowSolution();
@@ -4083 +4113 @@
   delete [] gradient;
   printf("solution still in newModel - do objective etc!\n");
-  objectiveValue_=newModel.objectiveValue();
   numberIterations_ =newModel.numberIterations();
   problemStatus_ =newModel.problemStatus();

trunk/Clp/src/ClpSimplexPrimal.cpp

@@ -662 +662 @@
       } else if (returnCode!=-1) {
         assert(returnCode==3);
-        problemStatus_=3;
+        if (problemStatus_!=5)
+          problemStatus_=3;
       }
     } else {
@@ -2888 +2889 @@
         problemStatus_=5;
         secondaryStatus_=ClpEventHandler::endOfIteration;
-        returnCode=4;
+        returnCode=3;
       }
     }