Changeset 1598 for stable/1.11/Clp

Timestamp:

Aug 31, 2010 8:47:23 AM (11 years ago)

Author:

forrest

Message:

small change to fix infeasibilities

File:

• stable/1.11/Clp/src/ClpPresolve.cpp (modified) (4 diffs)

stable/1.11/Clp/src/ClpPresolve.cpp

@@ -1586 +1586 @@
     result =0; 
 
-    if (prob.status_==0&&paction_) {
+    bool fixInfeasibility = (prob.presolveOptions_&16384)!=0;
+    bool hasSolution = (prob.presolveOptions_&32768)!=0;
+    if (prob.status_ == 0 && paction_ && (!hasSolution || !fixInfeasibility)) {
       // Looks feasible but double check to see if anything slipped through
       int n             = prob.ncols_;
@@ -1595 +1597 @@
       for (i=0;i<n;i++) {
         if (up[i]<lo[i]) {
-          if (up[i]<lo[i]-1.0e-8) {
+          if (up[i] < lo[i] - feasibilityTolerance && !fixInfeasibility) {
             // infeasible
             prob.status_=1;
@@ -1610 +1612 @@
       for (i=0;i<n;i++) {
         if (up[i]<lo[i]) {
-          if (up[i]<lo[i]-1.0e-8) {
+          if (up[i] < lo[i] - feasibilityTolerance && !fixInfeasibility) {
             // infeasible
             prob.status_=1;
@@ -1628 +1630 @@
       CoinMemcpyN(           prob.colstat_,prob.ncols_,presolvedModel_->statusArray());
       CoinMemcpyN(           prob.rowstat_,prob.nrows_,presolvedModel_->statusArray()+prob.ncols_);
+      if (fixInfeasibility && hasSolution) {
+        // Looks feasible but double check to see if anything slipped through
+        int n           = prob.ncols_;
+        double * lo = prob.clo_;
+        double * up = prob.cup_;
+        double * rsol = prob.acts_;
+        //memset(prob.acts_,0,prob.nrows_*sizeof(double));
+        presolvedModel_->matrix()->times(prob.sol_,rsol);
+        int i;
+        
+        for (i = 0; i < n; i++) {
+          double gap=up[i]-lo[i];
+          if (rsol[i]<lo[i]-feasibilityTolerance&&fabs(rsol[i]-lo[i])<1.0e-3) {
+            lo[i]=rsol[i];
+            if (gap<1.0e5)
+              up[i]=lo[i]+gap;
+          } else if (rsol[i]>up[i]+feasibilityTolerance&&fabs(rsol[i]-up[i])<1.0e-3) {
+            up[i]=rsol[i];
+            if (gap<1.0e5)
+              lo[i]=up[i]-gap;
+          }
+          if (up[i] < lo[i]) {
+            up[i] = lo[i];
+          }
+        }
+      }
+      
+      int n = prob.nrows_;
+      double * lo = prob.rlo_;
+      double * up = prob.rup_;
+      
+      for (i = 0; i < n; i++) {
+        if (up[i] < lo[i]) {
+          if (up[i] < lo[i] - feasibilityTolerance && !fixInfeasibility) {
+            // infeasible
+            prob.status_ = 1;
+          } else {
+            up[i] = lo[i];
+          }
+        }
+      }
       delete [] prob.sol_;
       delete [] prob.acts_;