Changeset 1606

Timestamp:

Sep 20, 2010 4:53:00 PM (9 years ago)

Author:

stefan

Message:

merge recent fixes from trunk (chgsets 1585, 1586, 1591, 1596, 1600)

Location:

stable/1.12/Clp/src

Files:

• CbcOrClpParam.cpp (modified) (1 diff)
• ClpModel.hpp (modified) (1 diff)
• ClpPresolve.cpp (modified) (4 diffs)
• ClpSimplex.cpp (modified) (2 diffs)
• ClpSimplexDual.cpp (modified) (7 diffs)
• ClpSimplexPrimal.cpp (modified) (1 diff)

stable/1.12/Clp/src/CbcOrClpParam.cpp

@@ -2880 +2880 @@
      parameters[numberParameters-1].append("1000");
      parameters[numberParameters-1].append("10000");
+     parameters[numberParameters-1].append("dj");
+     parameters[numberParameters-1].append("djbefore");
      parameters[numberParameters-1].setLonghelp
      (

stable/1.12/Clp/src/ClpModel.hpp

@@ -750 +750 @@
      double * infeasibilityRay() const;
      double * unboundedRay() const;
+     /// just test if infeasibility or unbounded Ray exists
+     inline bool rayExists() const {
+         return (ray_!=NULL);
+     }
+     /// just delete ray if exists
+     inline void deleteRay() {
+         delete [] ray_;
+         ray_=NULL;
+     }
      /// See if status (i.e. basis) array exists (partly for OsiClp)
      inline bool statusExists() const {

stable/1.12/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_;

stable/1.12/Clp/src/ClpSimplex.cpp

@@ -5313 +5313 @@
                perturbation_ = savePerturbation;
                baseIteration_ = numberIterations_;
+               // Say second call
+               moreSpecialOptions_ |= 256;
                returnCode = static_cast<ClpSimplexPrimal *> (this)->primal(0);
+               // Say not second call
+               moreSpecialOptions_ &= ~256;
                baseIteration_ = 0;
                computeObjectiveValue();
@@ -5596 +5600 @@
           perturbation_ = savePerturbation;
           if (problemStatus_ == 10) {
-               if (!numberPrimalInfeasibilities_)
+              if (!numberPrimalInfeasibilities_) {
                     problemStatus_ = 0;
-               else
+                    numberDualInfeasibilities_ = 0;
+              } else {
                     problemStatus_ = 4;
+              }
           }
      }

stable/1.12/Clp/src/ClpSimplexDual.cpp

@@ -5814 +5814 @@
           int status = fastDual(alwaysFinish);
           CoinAssert (problemStatus_ || objectiveValue_ < 1.0e50);
+#ifdef CLP_DEBUG
+          printf("first status %d obj %g\n",problemStatus_,objectiveValue_);
+#endif
+          if(problemStatus_==10) 
+              problemStatus_=3;
           // make sure plausible
           double obj = CoinMax(objectiveValue_, saveObjectiveValue);
@@ -5826 +5831 @@
                status = problemStatus_;
           }
+          if (problemStatus_ == 3)
+               status = 2;
           if (status || (problemStatus_ == 0 && !isDualObjectiveLimitReached())) {
                objectiveChange = obj - saveObjectiveValue;
@@ -5832 +5839 @@
                status = 1;
           }
-          if (problemStatus_ == 3)
-               status = 2;
 
           if (scalingFlag_ <= 0) {
@@ -5879 +5884 @@
           // Start of fast iterations
           status = fastDual(alwaysFinish);
+          CoinAssert (problemStatus_||objectiveValue_<1.0e50);
+#ifdef CLP_DEBUG
+          printf("second status %d obj %g\n",problemStatus_,objectiveValue_);
+#endif
+          if(problemStatus_==10) 
+              problemStatus_=3;
           // make sure plausible
           obj = CoinMax(objectiveValue_, saveObjectiveValue);
@@ -5891 +5902 @@
                status = problemStatus_;
           }
+          if (problemStatus_ == 3)
+               status = 2;
           if (status || (problemStatus_ == 0 && !isDualObjectiveLimitReached())) {
                objectiveChange = obj - saveObjectiveValue;
@@ -5897 +5910 @@
                status = 1;
           }
-          if (problemStatus_ == 3)
-               status = 2;
           if (scalingFlag_ <= 0) {
                CoinMemcpyN(solution_, numberColumns_, outputSolution[iSolution]);
@@ -7142 +7153 @@
                          jSequence -= numberColumns_;
                     }
+#ifdef CLP_INVESTIGATE
                     double lowerValue = tempLower[iSequence];
                     double upperValue = tempUpper[iSequence];
-#ifdef CLP_INVESTIGATE
                     printf("*** movement>1.0e30 for  %c%d %g <= %g <= %g true %g, %g - status %d\n",
                            RC, jSequence, lower_[iSequence], solution_[iSequence],

stable/1.12/Clp/src/ClpSimplexPrimal.cpp

@@ -1456 +1456 @@
           problemStatus_ = 10; // try dual
           // See if second call
-          if ((moreSpecialOptions_ & 256) != 0) {
+          if ((moreSpecialOptions_ & 256) != 0||nonLinearCost_->numberInfeasibilities()>1.0e2) {
                numberPrimalInfeasibilities_ = nonLinearCost_->numberInfeasibilities();
                sumPrimalInfeasibilities_ = nonLinearCost_->sumInfeasibilities();