| 1 | /* $Id: ClpSimplexDual.cpp 1870 2012-07-22 16:13:48Z stefan $ */ |
| 2 | // Copyright (C) 2002, International Business Machines |
| 3 | // Corporation and others. All Rights Reserved. |
| 4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
| 5 | |
| 6 | |
| 7 | /* Notes on implementation of dual simplex algorithm. |
| 8 | |
| 9 | When dual feasible: |
| 10 | |
| 11 | If primal feasible, we are optimal. Otherwise choose an infeasible |
| 12 | basic variable to leave basis (normally going to nearest bound) (B). We |
| 13 | now need to find an incoming variable which will leave problem |
| 14 | dual feasible so we get the row of the tableau corresponding to |
| 15 | the basic variable (with the correct sign depending if basic variable |
| 16 | above or below feasibility region - as that affects whether reduced |
| 17 | cost on outgoing variable has to be positive or negative). |
| 18 | |
| 19 | We now perform a ratio test to determine which incoming variable will |
| 20 | preserve dual feasibility (C). If no variable found then problem |
| 21 | is infeasible (in primal sense). If there is a variable, we then |
| 22 | perform pivot and repeat. Trivial? |
| 23 | |
| 24 | ------------------------------------------- |
| 25 | |
| 26 | A) How do we get dual feasible? If all variables have bounds then |
| 27 | it is trivial to get feasible by putting non-basic variables to |
| 28 | correct bounds. OSL did not have a phase 1/phase 2 approach but |
| 29 | instead effectively put fake bounds on variables and this is the |
| 30 | approach here, although I had hoped to make it cleaner. |
| 31 | |
| 32 | If there is a weight of X on getting dual feasible: |
| 33 | Non-basic variables with negative reduced costs are put to |
| 34 | lesser of their upper bound and their lower bound + X. |
| 35 | Similarly, mutatis mutandis, for positive reduced costs. |
| 36 | |
| 37 | Free variables should normally be in basis, otherwise I have |
| 38 | coding which may be able to come out (and may not be correct). |
| 39 | |
| 40 | In OSL, this weight was changed heuristically, here at present |
| 41 | it is only increased if problem looks finished. If problem is |
| 42 | feasible I check for unboundedness. If not unbounded we |
| 43 | could play with going into primal. As long as weights increase |
| 44 | any algorithm would be finite. |
| 45 | |
| 46 | B) Which outgoing variable to choose is a virtual base class. |
| 47 | For difficult problems steepest edge is preferred while for |
| 48 | very easy (large) problems we will need partial scan. |
| 49 | |
| 50 | C) Sounds easy, but this is hardest part of algorithm. |
| 51 | 1) Instead of stopping at first choice, we may be able |
| 52 | to flip that variable to other bound and if objective |
| 53 | still improving choose again. These mini iterations can |
| 54 | increase speed by orders of magnitude but we may need to |
| 55 | go to more of a bucket choice of variable rather than looking |
| 56 | at them one by one (for speed). |
| 57 | 2) Accuracy. Reduced costs may be of wrong sign but less than |
| 58 | tolerance. Pivoting on these makes objective go backwards. |
| 59 | OSL modified cost so a zero move was made, Gill et al |
| 60 | (in primal analogue) modified so a strictly positive move was |
| 61 | made. It is not quite as neat in dual but that is what we |
| 62 | try and do. The two problems are that re-factorizations can |
| 63 | change reduced costs above and below tolerances and that when |
| 64 | finished we need to reset costs and try again. |
| 65 | 3) Degeneracy. Gill et al helps but may not be enough. We |
| 66 | may need more. Also it can improve speed a lot if we perturb |
| 67 | the costs significantly. |
| 68 | |
| 69 | References: |
| 70 | Forrest and Goldfarb, Steepest-edge simplex algorithms for |
| 71 | linear programming - Mathematical Programming 1992 |
| 72 | Forrest and Tomlin, Implementing the simplex method for |
| 73 | the Optimization Subroutine Library - IBM Systems Journal 1992 |
| 74 | Gill, Murray, Saunders, Wright A Practical Anti-Cycling |
| 75 | Procedure for Linear and Nonlinear Programming SOL report 1988 |
| 76 | |
| 77 | |
| 78 | TODO: |
| 79 | |
| 80 | a) Better recovery procedures. At present I never check on forward |
| 81 | progress. There is checkpoint/restart with reducing |
| 82 | re-factorization frequency, but this is only on singular |
| 83 | factorizations. |
| 84 | b) Fast methods for large easy problems (and also the option for |
| 85 | the code to automatically choose which method). |
| 86 | c) We need to be able to stop in various ways for OSI - this |
| 87 | is fairly easy. |
| 88 | |
| 89 | */ |
| 90 | #ifdef COIN_DEVELOP |
| 91 | #undef COIN_DEVELOP |
| 92 | #define COIN_DEVELOP 2 |
| 93 | #endif |
| 94 | |
| 95 | #include "CoinPragma.hpp" |
| 96 | |
| 97 | #include <math.h> |
| 98 | |
| 99 | #include "CoinHelperFunctions.hpp" |
| 100 | #include "ClpHelperFunctions.hpp" |
| 101 | #include "ClpSimplexDual.hpp" |
| 102 | #include "ClpEventHandler.hpp" |
| 103 | #include "ClpFactorization.hpp" |
| 104 | #include "CoinPackedMatrix.hpp" |
| 105 | #include "CoinIndexedVector.hpp" |
| 106 | #include "CoinFloatEqual.hpp" |
| 107 | #include "ClpDualRowDantzig.hpp" |
| 108 | #include "ClpMessage.hpp" |
| 109 | #include "ClpLinearObjective.hpp" |
| 110 | #include <cfloat> |
| 111 | #include <cassert> |
| 112 | #include <string> |
| 113 | #include <stdio.h> |
| 114 | #include <iostream> |
| 115 | //#define CLP_DEBUG 1 |
| 116 | // To force to follow another run put logfile name here and define |
| 117 | //#define FORCE_FOLLOW |
| 118 | #ifdef FORCE_FOLLOW |
| 119 | static FILE * fpFollow = NULL; |
| 120 | static char * forceFile = "old.log" ; |
| 121 | static int force_in = -1; |
| 122 | static int force_out = -1; |
| 123 | static int force_iteration = 0; |
| 124 | #endif |
| 125 | //#define VUB |
| 126 | #ifdef VUB |
| 127 | extern int * vub; |
| 128 | extern int * toVub; |
| 129 | extern int * nextDescendent; |
| 130 | #endif |
| 131 | #ifdef NDEBUG |
| 132 | #define NDEBUG_CLP |
| 133 | #endif |
| 134 | #ifndef CLP_INVESTIGATE |
| 135 | #define NDEBUG_CLP |
| 136 | #endif |
| 137 | // dual |
| 138 | |
| 139 | /* *** Method |
| 140 | This is a vanilla version of dual simplex. |
| 141 | |
| 142 | It tries to be a single phase approach with a weight of 1.0 being |
| 143 | given to getting optimal and a weight of dualBound_ being |
| 144 | given to getting dual feasible. In this version I have used the |
| 145 | idea that this weight can be thought of as a fake bound. If the |
| 146 | distance between the lower and upper bounds on a variable is less |
| 147 | than the feasibility weight then we are always better off flipping |
| 148 | to other bound to make dual feasible. If the distance is greater |
| 149 | then we make up a fake bound dualBound_ away from one bound. |
| 150 | If we end up optimal or primal infeasible, we check to see if |
| 151 | bounds okay. If so we have finished, if not we increase dualBound_ |
| 152 | and continue (after checking if unbounded). I am undecided about |
| 153 | free variables - there is coding but I am not sure about it. At |
| 154 | present I put them in basis anyway. |
| 155 | |
| 156 | The code is designed to take advantage of sparsity so arrays are |
| 157 | seldom zeroed out from scratch or gone over in their entirety. |
| 158 | The only exception is a full scan to find outgoing variable. This |
| 159 | will be changed to keep an updated list of infeasibilities (or squares |
| 160 | if steepest edge). Also on easy problems we don't need full scan - just |
| 161 | pick first reasonable. |
| 162 | |
| 163 | One problem is how to tackle degeneracy and accuracy. At present |
| 164 | I am using the modification of costs which I put in OSL and which was |
| 165 | extended by Gill et al. I am still not sure of the exact details. |
| 166 | |
| 167 | The flow of dual is three while loops as follows: |
| 168 | |
| 169 | while (not finished) { |
| 170 | |
| 171 | while (not clean solution) { |
| 172 | |
| 173 | Factorize and/or clean up solution by flipping variables so |
| 174 | dual feasible. If looks finished check fake dual bounds. |
| 175 | Repeat until status is iterating (-1) or finished (0,1,2) |
| 176 | |
| 177 | } |
| 178 | |
| 179 | while (status==-1) { |
| 180 | |
| 181 | Iterate until no pivot in or out or time to re-factorize. |
| 182 | |
| 183 | Flow is: |
| 184 | |
| 185 | choose pivot row (outgoing variable). if none then |
| 186 | we are primal feasible so looks as if done but we need to |
| 187 | break and check bounds etc. |
| 188 | |
| 189 | Get pivot row in tableau |
| 190 | |
| 191 | Choose incoming column. If we don't find one then we look |
| 192 | primal infeasible so break and check bounds etc. (Also the |
| 193 | pivot tolerance is larger after any iterations so that may be |
| 194 | reason) |
| 195 | |
| 196 | If we do find incoming column, we may have to adjust costs to |
| 197 | keep going forwards (anti-degeneracy). Check pivot will be stable |
| 198 | and if unstable throw away iteration (we will need to implement |
| 199 | flagging of basic variables sometime) and break to re-factorize. |
| 200 | If minor error re-factorize after iteration. |
| 201 | |
| 202 | Update everything (this may involve flipping variables to stay |
| 203 | dual feasible. |
| 204 | |
| 205 | } |
| 206 | |
| 207 | } |
| 208 | |
| 209 | At present we never check we are going forwards. I overdid that in |
| 210 | OSL so will try and make a last resort. |
| 211 | |
| 212 | Needs partial scan pivot out option. |
| 213 | Needs dantzig, uninitialized and full steepest edge options (can still |
| 214 | use partial scan) |
| 215 | |
| 216 | May need other anti-degeneracy measures, especially if we try and use |
| 217 | loose tolerances as a way to solve in fewer iterations. |
| 218 | |
| 219 | I like idea of dynamic scaling. This gives opportunity to decouple |
| 220 | different implications of scaling for accuracy, iteration count and |
| 221 | feasibility tolerance. |
| 222 | |
| 223 | */ |
| 224 | #define CLEAN_FIXED 0 |
| 225 | // Startup part of dual (may be extended to other algorithms) |
| 226 | int |
| 227 | ClpSimplexDual::startupSolve(int ifValuesPass, double * saveDuals, int startFinishOptions) |
| 228 | { |
| 229 | // If values pass then save given duals round check solution |
| 230 | // sanity check |
| 231 | // initialize - no values pass and algorithm_ is -1 |
| 232 | // put in standard form (and make row copy) |
| 233 | // create modifiable copies of model rim and do optional scaling |
| 234 | // If problem looks okay |
| 235 | // Do initial factorization |
| 236 | // If user asked for perturbation - do it |
| 237 | numberFake_ = 0; // Number of variables at fake bounds |
| 238 | numberChanged_ = 0; // Number of variables with changed costs |
| 239 | if (!startup(0, startFinishOptions)) { |
| 240 | int usePrimal = 0; |
| 241 | // looks okay |
| 242 | // Superbasic variables not allowed |
| 243 | // If values pass then scale pi |
| 244 | if (ifValuesPass) { |
| 245 | if (problemStatus_ && perturbation_ < 100) |
| 246 | usePrimal = perturb(); |
| 247 | int i; |
| 248 | if (scalingFlag_ > 0) { |
| 249 | for (i = 0; i < numberRows_; i++) { |
| 250 | dual_[i] = saveDuals[i] * inverseRowScale_[i]; |
| 251 | } |
| 252 | } else { |
| 253 | CoinMemcpyN(saveDuals, numberRows_, dual_); |
| 254 | } |
| 255 | // now create my duals |
| 256 | for (i = 0; i < numberRows_; i++) { |
| 257 | // slack |
| 258 | double value = dual_[i]; |
| 259 | value += rowObjectiveWork_[i]; |
| 260 | saveDuals[i+numberColumns_] = value; |
| 261 | } |
| 262 | CoinMemcpyN(objectiveWork_, numberColumns_, saveDuals); |
| 263 | transposeTimes(-1.0, dual_, saveDuals); |
| 264 | // make reduced costs okay |
| 265 | for (i = 0; i < numberColumns_; i++) { |
| 266 | if (getStatus(i) == atLowerBound) { |
| 267 | if (saveDuals[i] < 0.0) { |
| 268 | //if (saveDuals[i]<-1.0e-3) |
| 269 | //printf("bad dj at lb %d %g\n",i,saveDuals[i]); |
| 270 | saveDuals[i] = 0.0; |
| 271 | } |
| 272 | } else if (getStatus(i) == atUpperBound) { |
| 273 | if (saveDuals[i] > 0.0) { |
| 274 | //if (saveDuals[i]>1.0e-3) |
| 275 | //printf("bad dj at ub %d %g\n",i,saveDuals[i]); |
| 276 | saveDuals[i] = 0.0; |
| 277 | } |
| 278 | } |
| 279 | } |
| 280 | CoinMemcpyN(saveDuals, (numberColumns_ + numberRows_), dj_); |
| 281 | // set up possible ones |
| 282 | for (i = 0; i < numberRows_ + numberColumns_; i++) |
| 283 | clearPivoted(i); |
| 284 | int iRow; |
| 285 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 286 | int iPivot = pivotVariable_[iRow]; |
| 287 | if (fabs(saveDuals[iPivot]) > dualTolerance_) { |
| 288 | if (getStatus(iPivot) != isFree) |
| 289 | setPivoted(iPivot); |
| 290 | } |
| 291 | } |
| 292 | } else if ((specialOptions_ & 1024) != 0 && CLEAN_FIXED) { |
| 293 | // set up possible ones |
| 294 | for (int i = 0; i < numberRows_ + numberColumns_; i++) |
| 295 | clearPivoted(i); |
| 296 | int iRow; |
| 297 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 298 | int iPivot = pivotVariable_[iRow]; |
| 299 | if (iPivot < numberColumns_ && lower_[iPivot] == upper_[iPivot]) { |
| 300 | setPivoted(iPivot); |
| 301 | } |
| 302 | } |
| 303 | } |
| 304 | |
| 305 | double objectiveChange; |
| 306 | assert (!numberFake_); |
| 307 | assert (numberChanged_ == 0); |
| 308 | if (!numberFake_) // if nonzero then adjust |
| 309 | changeBounds(1, NULL, objectiveChange); |
| 310 | |
| 311 | if (!ifValuesPass) { |
| 312 | // Check optimal |
| 313 | if (!numberDualInfeasibilities_ && !numberPrimalInfeasibilities_) |
| 314 | problemStatus_ = 0; |
| 315 | } |
| 316 | if (problemStatus_ < 0 && perturbation_ < 100) { |
| 317 | bool inCbcOrOther = (specialOptions_ & 0x03000000) != 0; |
| 318 | if (!inCbcOrOther) |
| 319 | usePrimal = perturb(); |
| 320 | // Can't get here if values pass |
| 321 | gutsOfSolution(NULL, NULL); |
| 322 | #ifdef CLP_INVESTIGATE |
| 323 | if (numberDualInfeasibilities_) |
| 324 | printf("ZZZ %d primal %d dual - sumdinf %g\n" , |
| 325 | numberPrimalInfeasibilities_, |
| 326 | numberDualInfeasibilities_, sumDualInfeasibilities_); |
| 327 | #endif |
| 328 | if (handler_->logLevel() > 2) { |
| 329 | handler_->message(CLP_SIMPLEX_STATUS, messages_) |
| 330 | << numberIterations_ << objectiveValue(); |
| 331 | handler_->printing(sumPrimalInfeasibilities_ > 0.0) |
| 332 | << sumPrimalInfeasibilities_ << numberPrimalInfeasibilities_; |
| 333 | handler_->printing(sumDualInfeasibilities_ > 0.0) |
| 334 | << sumDualInfeasibilities_ << numberDualInfeasibilities_; |
| 335 | handler_->printing(numberDualInfeasibilitiesWithoutFree_ |
| 336 | < numberDualInfeasibilities_) |
| 337 | << numberDualInfeasibilitiesWithoutFree_; |
| 338 | handler_->message() << CoinMessageEol; |
| 339 | } |
| 340 | if (inCbcOrOther) { |
| 341 | if (numberPrimalInfeasibilities_) { |
| 342 | usePrimal = perturb(); |
| 343 | if (perturbation_ >= 101) { |
| 344 | computeDuals(NULL); |
| 345 | //gutsOfSolution(NULL,NULL); |
| 346 | checkDualSolution(); // recompute objective |
| 347 | } |
| 348 | } else if (numberDualInfeasibilities_) { |
| 349 | problemStatus_ = 10; |
| 350 | if ((moreSpecialOptions_ & 32) != 0 && false) |
| 351 | problemStatus_ = 0; // say optimal!! |
| 352 | #if COIN_DEVELOP>2 |
| 353 | |
| 354 | printf("returning at %d\n" , __LINE__); |
| 355 | #endif |
| 356 | return 1; // to primal |
| 357 | } |
| 358 | } |
| 359 | } else if (!ifValuesPass) { |
| 360 | gutsOfSolution(NULL, NULL); |
| 361 | // double check |
| 362 | if (numberDualInfeasibilities_ || numberPrimalInfeasibilities_) |
| 363 | problemStatus_ = -1; |
| 364 | } |
| 365 | if (usePrimal) { |
| 366 | problemStatus_ = 10; |
| 367 | #if COIN_DEVELOP>2 |
| 368 | printf("returning to use primal (no obj) at %d\n" , __LINE__); |
| 369 | #endif |
| 370 | } |
| 371 | return usePrimal; |
| 372 | } else { |
| 373 | return 1; |
| 374 | } |
| 375 | } |
| 376 | void |
| 377 | ClpSimplexDual::finishSolve(int startFinishOptions) |
| 378 | { |
| 379 | assert (problemStatus_ || !sumPrimalInfeasibilities_); |
| 380 | |
| 381 | // clean up |
| 382 | finish(startFinishOptions); |
| 383 | } |
| 384 | //#define CLP_REPORT_PROGRESS |
| 385 | #ifdef CLP_REPORT_PROGRESS |
| 386 | static int ixxxxxx = 0; |
| 387 | static int ixxyyyy = 90; |
| 388 | #endif |
| 389 | #ifdef CLP_INVESTIGATE_SERIAL |
| 390 | static int z_reason[7] = {0, 0, 0, 0, 0, 0, 0}; |
| 391 | static int z_thinks = -1; |
| 392 | #endif |
| 393 | void |
| 394 | ClpSimplexDual::gutsOfDual(int ifValuesPass, double * & saveDuals, int initialStatus, |
| 395 | ClpDataSave & data) |
| 396 | { |
| 397 | #ifdef CLP_INVESTIGATE_SERIAL |
| 398 | z_reason[0]++; |
| 399 | z_thinks = -1; |
| 400 | int nPivots = 9999; |
| 401 | #endif |
| 402 | double largestPrimalError = 0.0; |
| 403 | double largestDualError = 0.0; |
| 404 | // Start can skip some things in transposeTimes |
| 405 | specialOptions_ |= 131072; |
| 406 | int lastCleaned = 0; // last time objective or bounds cleaned up |
| 407 | |
| 408 | // This says whether to restore things etc |
| 409 | // startup will have factorized so can skip |
| 410 | int factorType = 0; |
| 411 | // Start check for cycles |
| 412 | progress_.startCheck(); |
| 413 | // Say change made on first iteration |
| 414 | changeMade_ = 1; |
| 415 | // Say last objective infinite |
| 416 | //lastObjectiveValue_=-COIN_DBL_MAX; |
| 417 | progressFlag_ = 0; |
| 418 | /* |
| 419 | Status of problem: |
| 420 | 0 - optimal |
| 421 | 1 - infeasible |
| 422 | 2 - unbounded |
| 423 | -1 - iterating |
| 424 | -2 - factorization wanted |
| 425 | -3 - redo checking without factorization |
| 426 | -4 - looks infeasible |
| 427 | */ |
| 428 | while (problemStatus_ < 0) { |
| 429 | int iRow, iColumn; |
| 430 | // clear |
| 431 | for (iRow = 0; iRow < 4; iRow++) { |
| 432 | rowArray_[iRow]->clear(); |
| 433 | } |
| 434 | |
| 435 | for (iColumn = 0; iColumn < 2; iColumn++) { |
| 436 | columnArray_[iColumn]->clear(); |
| 437 | } |
| 438 | |
| 439 | // give matrix (and model costs and bounds a chance to be |
| 440 | // refreshed (normally null) |
| 441 | matrix_->refresh(this); |
| 442 | // If getting nowhere - why not give it a kick |
| 443 | // does not seem to work too well - do some more work |
| 444 | if (perturbation_ < 101 && numberIterations_ > 2 * (numberRows_ + numberColumns_) |
| 445 | && initialStatus != 10) { |
| 446 | perturb(); |
| 447 | // Can't get here if values pass |
| 448 | gutsOfSolution(NULL, NULL); |
| 449 | if (handler_->logLevel() > 2) { |
| 450 | handler_->message(CLP_SIMPLEX_STATUS, messages_) |
| 451 | << numberIterations_ << objectiveValue(); |
| 452 | handler_->printing(sumPrimalInfeasibilities_ > 0.0) |
| 453 | << sumPrimalInfeasibilities_ << numberPrimalInfeasibilities_; |
| 454 | handler_->printing(sumDualInfeasibilities_ > 0.0) |
| 455 | << sumDualInfeasibilities_ << numberDualInfeasibilities_; |
| 456 | handler_->printing(numberDualInfeasibilitiesWithoutFree_ |
| 457 | < numberDualInfeasibilities_) |
| 458 | << numberDualInfeasibilitiesWithoutFree_; |
| 459 | handler_->message() << CoinMessageEol; |
| 460 | } |
| 461 | } |
| 462 | // see if in Cbc etc |
| 463 | bool inCbcOrOther = (specialOptions_ & 0x03000000) != 0; |
| 464 | #if 0 |
| 465 | bool gotoPrimal = false; |
| 466 | if (inCbcOrOther && numberIterations_ > disasterArea_ + numberRows_ && |
| 467 | numberDualInfeasibilitiesWithoutFree_ && largestDualError_ > 1.0e-1) { |
| 468 | if (!disasterArea_) { |
| 469 | printf("trying all slack\n" ); |
| 470 | // try all slack basis |
| 471 | allSlackBasis(true); |
| 472 | disasterArea_ = 2 * numberRows_; |
| 473 | } else { |
| 474 | printf("going to primal\n" ); |
| 475 | // go to primal |
| 476 | gotoPrimal = true; |
| 477 | allSlackBasis(true); |
| 478 | } |
| 479 | } |
| 480 | #endif |
| 481 | bool disaster = false; |
| 482 | if (disasterArea_ && inCbcOrOther && disasterArea_->check()) { |
| 483 | disasterArea_->saveInfo(); |
| 484 | disaster = true; |
| 485 | } |
| 486 | // may factorize, checks if problem finished |
| 487 | statusOfProblemInDual(lastCleaned, factorType, saveDuals, data, |
| 488 | ifValuesPass); |
| 489 | largestPrimalError = CoinMax(largestPrimalError, largestPrimalError_); |
| 490 | largestDualError = CoinMax(largestDualError, largestDualError_); |
| 491 | if (disaster) |
| 492 | problemStatus_ = 3; |
| 493 | // If values pass then do easy ones on first time |
| 494 | if (ifValuesPass && |
| 495 | progress_.lastIterationNumber(0) < 0 && saveDuals) { |
| 496 | doEasyOnesInValuesPass(saveDuals); |
| 497 | } |
| 498 | |
| 499 | // Say good factorization |
| 500 | factorType = 1; |
| 501 | if (data.sparseThreshold_) { |
| 502 | // use default at present |
| 503 | factorization_->sparseThreshold(0); |
| 504 | factorization_->goSparse(); |
| 505 | } |
| 506 | |
| 507 | // exit if victory declared |
| 508 | if (problemStatus_ >= 0) |
| 509 | break; |
| 510 | |
| 511 | // test for maximum iterations |
| 512 | if (hitMaximumIterations() || (ifValuesPass == 2 && !saveDuals)) { |
| 513 | problemStatus_ = 3; |
| 514 | break; |
| 515 | } |
| 516 | if (ifValuesPass && !saveDuals) { |
| 517 | // end of values pass |
| 518 | ifValuesPass = 0; |
| 519 | int status = eventHandler_->event(ClpEventHandler::endOfValuesPass); |
| 520 | if (status >= 0) { |
| 521 | problemStatus_ = 5; |
| 522 | secondaryStatus_ = ClpEventHandler::endOfValuesPass; |
| 523 | break; |
| 524 | } |
| 525 | } |
| 526 | // Check event |
| 527 | { |
| 528 | int status = eventHandler_->event(ClpEventHandler::endOfFactorization); |
| 529 | if (status >= 0) { |
| 530 | problemStatus_ = 5; |
| 531 | secondaryStatus_ = ClpEventHandler::endOfFactorization; |
| 532 | break; |
| 533 | } |
| 534 | } |
| 535 | // Do iterations |
| 536 | int returnCode = whileIterating(saveDuals, ifValuesPass); |
| 537 | if (problemStatus_ == 1 && (progressFlag_&8) != 0 && |
| 538 | fabs(objectiveValue_) > 1.0e10 ) |
| 539 | problemStatus_ = 10; // infeasible - but has looked feasible |
| 540 | #ifdef CLP_INVESTIGATE_SERIAL |
| 541 | nPivots = factorization_->pivots(); |
| 542 | #endif |
| 543 | if (!problemStatus_ && factorization_->pivots()) |
| 544 | computeDuals(NULL); // need to compute duals |
| 545 | if (returnCode == -2) |
| 546 | factorType = 3; |
| 547 | } |
| 548 | #ifdef CLP_INVESTIGATE_SERIAL |
| 549 | // NOTE - can fail if parallel |
| 550 | if (z_thinks != -1) { |
| 551 | assert (z_thinks < 4); |
| 552 | if ((!factorization_->pivots() && nPivots < 20) && z_thinks >= 0 && z_thinks < 2) |
| 553 | z_thinks += 4; |
| 554 | z_reason[1+z_thinks]++; |
| 555 | } |
| 556 | if ((z_reason[0] % 1000) == 0) { |
| 557 | printf("Reason" ); |
| 558 | for (int i = 0; i < 7; i++) |
| 559 | printf(" %d" , z_reason[i]); |
| 560 | printf("\n" ); |
| 561 | } |
| 562 | #endif |
| 563 | // Stop can skip some things in transposeTimes |
| 564 | specialOptions_ &= ~131072; |
| 565 | largestPrimalError_ = largestPrimalError; |
| 566 | largestDualError_ = largestDualError; |
| 567 | } |
| 568 | int |
| 569 | ClpSimplexDual::dual(int ifValuesPass, int startFinishOptions) |
| 570 | { |
| 571 | bestObjectiveValue_ = -COIN_DBL_MAX; |
| 572 | algorithm_ = -1; |
| 573 | moreSpecialOptions_ &= ~16; // clear check replaceColumn accuracy |
| 574 | // save data |
| 575 | ClpDataSave data = saveData(); |
| 576 | double * saveDuals = NULL; |
| 577 | int saveDont = dontFactorizePivots_; |
| 578 | if ((specialOptions_ & 2048) == 0) |
| 579 | dontFactorizePivots_ = 0; |
| 580 | else if(!dontFactorizePivots_) |
| 581 | dontFactorizePivots_ = 20; |
| 582 | if (ifValuesPass) { |
| 583 | saveDuals = new double [numberRows_+numberColumns_]; |
| 584 | CoinMemcpyN(dual_, numberRows_, saveDuals); |
| 585 | } |
| 586 | if (alphaAccuracy_ != -1.0) |
| 587 | alphaAccuracy_ = 1.0; |
| 588 | int returnCode = startupSolve(ifValuesPass, saveDuals, startFinishOptions); |
| 589 | // Save so can see if doing after primal |
| 590 | int initialStatus = problemStatus_; |
| 591 | if (!returnCode && !numberDualInfeasibilities_ && |
| 592 | !numberPrimalInfeasibilities_ && perturbation_ < 101) { |
| 593 | returnCode = 1; // to skip gutsOfDual |
| 594 | problemStatus_ = 0; |
| 595 | } |
| 596 | |
| 597 | if (!returnCode) |
| 598 | gutsOfDual(ifValuesPass, saveDuals, initialStatus, data); |
| 599 | if (!problemStatus_) { |
| 600 | // see if cutoff reached |
| 601 | double limit = 0.0; |
| 602 | getDblParam(ClpDualObjectiveLimit, limit); |
| 603 | if(fabs(limit) < 1.0e30 && objectiveValue()*optimizationDirection_ > |
| 604 | limit + 1.0e-7 + 1.0e-8 * fabs(limit)) { |
| 605 | // actually infeasible on objective |
| 606 | problemStatus_ = 1; |
| 607 | secondaryStatus_ = 1; |
| 608 | } |
| 609 | } |
| 610 | // If infeasible but primal errors - try dual |
| 611 | if (problemStatus_==1 && numberPrimalInfeasibilities_) { |
| 612 | bool inCbcOrOther = (specialOptions_ & 0x03000000) != 0; |
| 613 | double factor = (!inCbcOrOther) ? 1.0 : 0.3; |
| 614 | double averageInfeasibility = sumPrimalInfeasibilities_/ |
| 615 | static_cast<double>(numberPrimalInfeasibilities_); |
| 616 | if (averageInfeasibility<factor*largestPrimalError_) |
| 617 | problemStatus_= 10; |
| 618 | } |
| 619 | |
| 620 | if (problemStatus_ == 10) |
| 621 | startFinishOptions |= 1; |
| 622 | finishSolve(startFinishOptions); |
| 623 | delete [] saveDuals; |
| 624 | |
| 625 | // Restore any saved stuff |
| 626 | restoreData(data); |
| 627 | dontFactorizePivots_ = saveDont; |
| 628 | if (problemStatus_ == 3) |
| 629 | objectiveValue_ = CoinMax(bestObjectiveValue_, objectiveValue_ - bestPossibleImprovement_); |
| 630 | return problemStatus_; |
| 631 | } |
| 632 | // old way |
| 633 | #if 0 |
| 634 | int ClpSimplexDual::dual (int ifValuesPass , int startFinishOptions) |
| 635 | { |
| 636 | algorithm_ = -1; |
| 637 | |
| 638 | // save data |
| 639 | ClpDataSave data = saveData(); |
| 640 | // Save so can see if doing after primal |
| 641 | int initialStatus = problemStatus_; |
| 642 | |
| 643 | // If values pass then save given duals round check solution |
| 644 | double * saveDuals = NULL; |
| 645 | if (ifValuesPass) { |
| 646 | saveDuals = new double [numberRows_+numberColumns_]; |
| 647 | CoinMemcpyN(dual_, numberRows_, saveDuals); |
| 648 | } |
| 649 | // sanity check |
| 650 | // initialize - no values pass and algorithm_ is -1 |
| 651 | // put in standard form (and make row copy) |
| 652 | // create modifiable copies of model rim and do optional scaling |
| 653 | // If problem looks okay |
| 654 | // Do initial factorization |
| 655 | // If user asked for perturbation - do it |
| 656 | if (!startup(0, startFinishOptions)) { |
| 657 | // looks okay |
| 658 | // Superbasic variables not allowed |
| 659 | // If values pass then scale pi |
| 660 | if (ifValuesPass) { |
| 661 | if (problemStatus_ && perturbation_ < 100) |
| 662 | perturb(); |
| 663 | int i; |
| 664 | if (scalingFlag_ > 0) { |
| 665 | for (i = 0; i < numberRows_; i++) { |
| 666 | dual_[i] = saveDuals[i] * inverseRowScale_[i]; |
| 667 | } |
| 668 | } else { |
| 669 | CoinMemcpyN(saveDuals, numberRows_, dual_); |
| 670 | } |
| 671 | // now create my duals |
| 672 | for (i = 0; i < numberRows_; i++) { |
| 673 | // slack |
| 674 | double value = dual_[i]; |
| 675 | value += rowObjectiveWork_[i]; |
| 676 | saveDuals[i+numberColumns_] = value; |
| 677 | } |
| 678 | CoinMemcpyN(objectiveWork_, numberColumns_, saveDuals); |
| 679 | transposeTimes(-1.0, dual_, saveDuals); |
| 680 | // make reduced costs okay |
| 681 | for (i = 0; i < numberColumns_; i++) { |
| 682 | if (getStatus(i) == atLowerBound) { |
| 683 | if (saveDuals[i] < 0.0) { |
| 684 | //if (saveDuals[i]<-1.0e-3) |
| 685 | //printf("bad dj at lb %d %g\n",i,saveDuals[i]); |
| 686 | saveDuals[i] = 0.0; |
| 687 | } |
| 688 | } else if (getStatus(i) == atUpperBound) { |
| 689 | if (saveDuals[i] > 0.0) { |
| 690 | //if (saveDuals[i]>1.0e-3) |
| 691 | //printf("bad dj at ub %d %g\n",i,saveDuals[i]); |
| 692 | saveDuals[i] = 0.0; |
| 693 | } |
| 694 | } |
| 695 | } |
| 696 | CoinMemcpyN(saveDuals, numberColumns_ + numberRows_, dj_); |
| 697 | // set up possible ones |
| 698 | for (i = 0; i < numberRows_ + numberColumns_; i++) |
| 699 | clearPivoted(i); |
| 700 | int iRow; |
| 701 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 702 | int iPivot = pivotVariable_[iRow]; |
| 703 | if (fabs(saveDuals[iPivot]) > dualTolerance_) { |
| 704 | if (getStatus(iPivot) != isFree) |
| 705 | setPivoted(iPivot); |
| 706 | } |
| 707 | } |
| 708 | } else if ((specialOptions_ & 1024) != 0 && CLEAN_FIXED) { |
| 709 | // set up possible ones |
| 710 | for (int i = 0; i < numberRows_ + numberColumns_; i++) |
| 711 | clearPivoted(i); |
| 712 | int iRow; |
| 713 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 714 | int iPivot = pivotVariable_[iRow]; |
| 715 | if (iPivot < numberColumns_ && lower_[iPivot] == upper_[iPivot]) { |
| 716 | setPivoted(iPivot); |
| 717 | } |
| 718 | } |
| 719 | } |
| 720 | |
| 721 | double objectiveChange; |
| 722 | numberFake_ = 0; // Number of variables at fake bounds |
| 723 | numberChanged_ = 0; // Number of variables with changed costs |
| 724 | changeBounds(1, NULL, objectiveChange); |
| 725 | |
| 726 | int lastCleaned = 0; // last time objective or bounds cleaned up |
| 727 | |
| 728 | if (!ifValuesPass) { |
| 729 | // Check optimal |
| 730 | if (!numberDualInfeasibilities_ && !numberPrimalInfeasibilities_) |
| 731 | problemStatus_ = 0; |
| 732 | } |
| 733 | if (problemStatus_ < 0 && perturbation_ < 100) { |
| 734 | perturb(); |
| 735 | // Can't get here if values pass |
| 736 | gutsOfSolution(NULL, NULL); |
| 737 | if (handler_->logLevel() > 2) { |
| 738 | handler_->message(CLP_SIMPLEX_STATUS, messages_) |
| 739 | << numberIterations_ << objectiveValue(); |
| 740 | handler_->printing(sumPrimalInfeasibilities_ > 0.0) |
| 741 | << sumPrimalInfeasibilities_ << numberPrimalInfeasibilities_; |
| 742 | handler_->printing(sumDualInfeasibilities_ > 0.0) |
| 743 | << sumDualInfeasibilities_ << numberDualInfeasibilities_; |
| 744 | handler_->printing(numberDualInfeasibilitiesWithoutFree_ |
| 745 | < numberDualInfeasibilities_) |
| 746 | << numberDualInfeasibilitiesWithoutFree_; |
| 747 | handler_->message() << CoinMessageEol; |
| 748 | } |
| 749 | } |
| 750 | |
| 751 | // This says whether to restore things etc |
| 752 | // startup will have factorized so can skip |
| 753 | int factorType = 0; |
| 754 | // Start check for cycles |
| 755 | progress_.startCheck(); |
| 756 | // Say change made on first iteration |
| 757 | changeMade_ = 1; |
| 758 | /* |
| 759 | Status of problem: |
| 760 | 0 - optimal |
| 761 | 1 - infeasible |
| 762 | 2 - unbounded |
| 763 | -1 - iterating |
| 764 | -2 - factorization wanted |
| 765 | -3 - redo checking without factorization |
| 766 | -4 - looks infeasible |
| 767 | */ |
| 768 | while (problemStatus_ < 0) { |
| 769 | int iRow, iColumn; |
| 770 | // clear |
| 771 | for (iRow = 0; iRow < 4; iRow++) { |
| 772 | rowArray_[iRow]->clear(); |
| 773 | } |
| 774 | |
| 775 | for (iColumn = 0; iColumn < 2; iColumn++) { |
| 776 | columnArray_[iColumn]->clear(); |
| 777 | } |
| 778 | |
| 779 | // give matrix (and model costs and bounds a chance to be |
| 780 | // refreshed (normally null) |
| 781 | matrix_->refresh(this); |
| 782 | // If getting nowhere - why not give it a kick |
| 783 | // does not seem to work too well - do some more work |
| 784 | if (perturbation_ < 101 && numberIterations_ > 2 * (numberRows_ + numberColumns_) |
| 785 | && initialStatus != 10) { |
| 786 | perturb(); |
| 787 | // Can't get here if values pass |
| 788 | gutsOfSolution(NULL, NULL); |
| 789 | if (handler_->logLevel() > 2) { |
| 790 | handler_->message(CLP_SIMPLEX_STATUS, messages_) |
| 791 | << numberIterations_ << objectiveValue(); |
| 792 | handler_->printing(sumPrimalInfeasibilities_ > 0.0) |
| 793 | << sumPrimalInfeasibilities_ << numberPrimalInfeasibilities_; |
| 794 | handler_->printing(sumDualInfeasibilities_ > 0.0) |
| 795 | << sumDualInfeasibilities_ << numberDualInfeasibilities_; |
| 796 | handler_->printing(numberDualInfeasibilitiesWithoutFree_ |
| 797 | < numberDualInfeasibilities_) |
| 798 | << numberDualInfeasibilitiesWithoutFree_; |
| 799 | handler_->message() << CoinMessageEol; |
| 800 | } |
| 801 | } |
| 802 | // may factorize, checks if problem finished |
| 803 | statusOfProblemInDual(lastCleaned, factorType, saveDuals, data, |
| 804 | ifValuesPass); |
| 805 | // If values pass then do easy ones on first time |
| 806 | if (ifValuesPass && |
| 807 | progress_.lastIterationNumber(0) < 0 && saveDuals) { |
| 808 | doEasyOnesInValuesPass(saveDuals); |
| 809 | } |
| 810 | |
| 811 | // Say good factorization |
| 812 | factorType = 1; |
| 813 | if (data.sparseThreshold_) { |
| 814 | // use default at present |
| 815 | factorization_->sparseThreshold(0); |
| 816 | factorization_->goSparse(); |
| 817 | } |
| 818 | |
| 819 | // exit if victory declared |
| 820 | if (problemStatus_ >= 0) |
| 821 | break; |
| 822 | |
| 823 | // test for maximum iterations |
| 824 | if (hitMaximumIterations() || (ifValuesPass == 2 && !saveDuals)) { |
| 825 | problemStatus_ = 3; |
| 826 | break; |
| 827 | } |
| 828 | if (ifValuesPass && !saveDuals) { |
| 829 | // end of values pass |
| 830 | ifValuesPass = 0; |
| 831 | int status = eventHandler_->event(ClpEventHandler::endOfValuesPass); |
| 832 | if (status >= 0) { |
| 833 | problemStatus_ = 5; |
| 834 | secondaryStatus_ = ClpEventHandler::endOfValuesPass; |
| 835 | break; |
| 836 | } |
| 837 | } |
| 838 | // Check event |
| 839 | { |
| 840 | int status = eventHandler_->event(ClpEventHandler::endOfFactorization); |
| 841 | if (status >= 0) { |
| 842 | problemStatus_ = 5; |
| 843 | secondaryStatus_ = ClpEventHandler::endOfFactorization; |
| 844 | break; |
| 845 | } |
| 846 | } |
| 847 | // Do iterations |
| 848 | whileIterating(saveDuals, ifValuesPass); |
| 849 | } |
| 850 | } |
| 851 | |
| 852 | assert (problemStatus_ || !sumPrimalInfeasibilities_); |
| 853 | |
| 854 | // clean up |
| 855 | finish(startFinishOptions); |
| 856 | delete [] saveDuals; |
| 857 | |
| 858 | // Restore any saved stuff |
| 859 | restoreData(data); |
| 860 | return problemStatus_; |
| 861 | } |
| 862 | #endif |
| 863 | //#define CHECK_ACCURACY |
| 864 | #ifdef CHECK_ACCURACY |
| 865 | static double zzzzzz[100000]; |
| 866 | #endif |
| 867 | /* Reasons to come out: |
| 868 | -1 iterations etc |
| 869 | -2 inaccuracy |
| 870 | -3 slight inaccuracy (and done iterations) |
| 871 | +0 looks optimal (might be unbounded - but we will investigate) |
| 872 | +1 looks infeasible |
| 873 | +3 max iterations |
| 874 | */ |
| 875 | int |
| 876 | ClpSimplexDual::whileIterating(double * & givenDuals, int ifValuesPass) |
| 877 | { |
| 878 | #ifdef CLP_INVESTIGATE_SERIAL |
| 879 | z_thinks = -1; |
| 880 | #endif |
| 881 | #ifdef CLP_DEBUG |
| 882 | int debugIteration = -1; |
| 883 | #endif |
| 884 | { |
| 885 | int i; |
| 886 | for (i = 0; i < 4; i++) { |
| 887 | rowArray_[i]->clear(); |
| 888 | } |
| 889 | for (i = 0; i < 2; i++) { |
| 890 | columnArray_[i]->clear(); |
| 891 | } |
| 892 | } |
| 893 | #ifdef CLP_REPORT_PROGRESS |
| 894 | double * savePSol = new double [numberRows_+numberColumns_]; |
| 895 | double * saveDj = new double [numberRows_+numberColumns_]; |
| 896 | double * saveCost = new double [numberRows_+numberColumns_]; |
| 897 | unsigned char * saveStat = new unsigned char [numberRows_+numberColumns_]; |
| 898 | #endif |
| 899 | // if can't trust much and long way from optimal then relax |
| 900 | if (largestPrimalError_ > 10.0) |
| 901 | factorization_->relaxAccuracyCheck(CoinMin(1.0e2, largestPrimalError_ / 10.0)); |
| 902 | else |
| 903 | factorization_->relaxAccuracyCheck(1.0); |
| 904 | // status stays at -1 while iterating, >=0 finished, -2 to invert |
| 905 | // status -3 to go to top without an invert |
| 906 | int returnCode = -1; |
| 907 | double saveSumDual = sumDualInfeasibilities_; // so we know to be careful |
| 908 | |
| 909 | #if 0 |
| 910 | // compute average infeasibility for backward test |
| 911 | double averagePrimalInfeasibility = sumPrimalInfeasibilities_ / |
| 912 | ((double ) (numberPrimalInfeasibilities_ + 1)); |
| 913 | #endif |
| 914 | |
| 915 | // Get dubious weights |
| 916 | CoinBigIndex * dubiousWeights = NULL; |
| 917 | #ifdef DUBIOUS_WEIGHTS |
| 918 | factorization_->getWeights(rowArray_[0]->getIndices()); |
| 919 | dubiousWeights = matrix_->dubiousWeights(this, rowArray_[0]->getIndices()); |
| 920 | #endif |
| 921 | // If values pass then get list of candidates |
| 922 | int * candidateList = NULL; |
| 923 | int numberCandidates = 0; |
| 924 | #ifdef CLP_DEBUG |
| 925 | bool wasInValuesPass = (givenDuals != NULL); |
| 926 | #endif |
| 927 | int candidate = -1; |
| 928 | if (givenDuals) { |
| 929 | assert (ifValuesPass); |
| 930 | ifValuesPass = 1; |
| 931 | candidateList = new int[numberRows_]; |
| 932 | // move reduced costs across |
| 933 | CoinMemcpyN(givenDuals, numberRows_ + numberColumns_, dj_); |
| 934 | int iRow; |
| 935 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 936 | int iPivot = pivotVariable_[iRow]; |
| 937 | if (flagged(iPivot)) |
| 938 | continue; |
| 939 | if (fabs(dj_[iPivot]) > dualTolerance_) { |
| 940 | // for now safer to ignore free ones |
| 941 | if (lower_[iPivot] > -1.0e50 || upper_[iPivot] < 1.0e50) |
| 942 | if (pivoted(iPivot)) |
| 943 | candidateList[numberCandidates++] = iRow; |
| 944 | } else { |
| 945 | clearPivoted(iPivot); |
| 946 | } |
| 947 | } |
| 948 | // and set first candidate |
| 949 | if (!numberCandidates) { |
| 950 | delete [] candidateList; |
| 951 | delete [] givenDuals; |
| 952 | givenDuals = NULL; |
| 953 | candidateList = NULL; |
| 954 | int iRow; |
| 955 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 956 | int iPivot = pivotVariable_[iRow]; |
| 957 | clearPivoted(iPivot); |
| 958 | } |
| 959 | } |
| 960 | } else { |
| 961 | assert (!ifValuesPass); |
| 962 | } |
| 963 | #ifdef CHECK_ACCURACY |
| 964 | { |
| 965 | if (numberIterations_) { |
| 966 | int il = -1; |
| 967 | double largest = 1.0e-1; |
| 968 | int ilnb = -1; |
| 969 | double largestnb = 1.0e-8; |
| 970 | for (int i = 0; i < numberRows_ + numberColumns_; i++) { |
| 971 | double diff = fabs(solution_[i] - zzzzzz[i]); |
| 972 | if (diff > largest) { |
| 973 | largest = diff; |
| 974 | il = i; |
| 975 | } |
| 976 | if (getColumnStatus(i) != basic) { |
| 977 | if (diff > largestnb) { |
| 978 | largestnb = diff; |
| 979 | ilnb = i; |
| 980 | } |
| 981 | } |
| 982 | } |
| 983 | if (il >= 0 && ilnb < 0) |
| 984 | printf("largest diff of %g at %d, nonbasic %g at %d\n" , |
| 985 | largest, il, largestnb, ilnb); |
| 986 | } |
| 987 | } |
| 988 | #endif |
| 989 | while (problemStatus_ == -1) { |
| 990 | //if (numberIterations_>=101624) |
| 991 | //resetFakeBounds(-1); |
| 992 | #ifdef CLP_DEBUG |
| 993 | if (givenDuals) { |
| 994 | double value5 = 0.0; |
| 995 | int i; |
| 996 | for (i = 0; i < numberRows_ + numberColumns_; i++) { |
| 997 | if (dj_[i] < -1.0e-6) |
| 998 | if (upper_[i] < 1.0e20) |
| 999 | value5 += dj_[i] * upper_[i]; |
| 1000 | else |
| 1001 | printf("bad dj %g on %d with large upper status %d\n" , |
| 1002 | dj_[i], i, status_[i] & 7); |
| 1003 | else if (dj_[i] > 1.0e-6) |
| 1004 | if (lower_[i] > -1.0e20) |
| 1005 | value5 += dj_[i] * lower_[i]; |
| 1006 | else |
| 1007 | printf("bad dj %g on %d with large lower status %d\n" , |
| 1008 | dj_[i], i, status_[i] & 7); |
| 1009 | } |
| 1010 | printf("Values objective Value %g\n" , value5); |
| 1011 | } |
| 1012 | if ((handler_->logLevel() & 32) && wasInValuesPass) { |
| 1013 | double value5 = 0.0; |
| 1014 | int i; |
| 1015 | for (i = 0; i < numberRows_ + numberColumns_; i++) { |
| 1016 | if (dj_[i] < -1.0e-6) |
| 1017 | if (upper_[i] < 1.0e20) |
| 1018 | value5 += dj_[i] * upper_[i]; |
| 1019 | else if (dj_[i] > 1.0e-6) |
| 1020 | if (lower_[i] > -1.0e20) |
| 1021 | value5 += dj_[i] * lower_[i]; |
| 1022 | } |
| 1023 | printf("Values objective Value %g\n" , value5); |
| 1024 | { |
| 1025 | int i; |
| 1026 | for (i = 0; i < numberRows_ + numberColumns_; i++) { |
| 1027 | int iSequence = i; |
| 1028 | double oldValue; |
| 1029 | |
| 1030 | switch(getStatus(iSequence)) { |
| 1031 | |
| 1032 | case basic: |
| 1033 | case ClpSimplex::isFixed: |
| 1034 | break; |
| 1035 | case isFree: |
| 1036 | case superBasic: |
| 1037 | abort(); |
| 1038 | break; |
| 1039 | case atUpperBound: |
| 1040 | oldValue = dj_[iSequence]; |
| 1041 | //assert (oldValue<=tolerance); |
| 1042 | assert (fabs(solution_[iSequence] - upper_[iSequence]) < 1.0e-7); |
| 1043 | break; |
| 1044 | case atLowerBound: |
| 1045 | oldValue = dj_[iSequence]; |
| 1046 | //assert (oldValue>=-tolerance); |
| 1047 | assert (fabs(solution_[iSequence] - lower_[iSequence]) < 1.0e-7); |
| 1048 | break; |
| 1049 | } |
| 1050 | } |
| 1051 | } |
| 1052 | } |
| 1053 | #endif |
| 1054 | #ifdef CLP_DEBUG |
| 1055 | { |
| 1056 | int i; |
| 1057 | for (i = 0; i < 4; i++) { |
| 1058 | rowArray_[i]->checkClear(); |
| 1059 | } |
| 1060 | for (i = 0; i < 2; i++) { |
| 1061 | columnArray_[i]->checkClear(); |
| 1062 | } |
| 1063 | } |
| 1064 | #endif |
| 1065 | #if CLP_DEBUG>2 |
| 1066 | // very expensive |
| 1067 | if (numberIterations_ > 3063 && numberIterations_ < 30700) { |
| 1068 | //handler_->setLogLevel(63); |
| 1069 | double saveValue = objectiveValue_; |
| 1070 | double * saveRow1 = new double[numberRows_]; |
| 1071 | double * saveRow2 = new double[numberRows_]; |
| 1072 | CoinMemcpyN(rowReducedCost_, numberRows_, saveRow1); |
| 1073 | CoinMemcpyN(rowActivityWork_, numberRows_, saveRow2); |
| 1074 | double * saveColumn1 = new double[numberColumns_]; |
| 1075 | double * saveColumn2 = new double[numberColumns_]; |
| 1076 | CoinMemcpyN(reducedCostWork_, numberColumns_, saveColumn1); |
| 1077 | CoinMemcpyN(columnActivityWork_, numberColumns_, saveColumn2); |
| 1078 | gutsOfSolution(NULL, NULL); |
| 1079 | printf("xxx %d old obj %g, recomputed %g, sum dual inf %g\n" , |
| 1080 | numberIterations_, |
| 1081 | saveValue, objectiveValue_, sumDualInfeasibilities_); |
| 1082 | if (saveValue > objectiveValue_ + 1.0e-2) |
| 1083 | printf("**bad**\n" ); |
| 1084 | CoinMemcpyN(saveRow1, numberRows_, rowReducedCost_); |
| 1085 | CoinMemcpyN(saveRow2, numberRows_, rowActivityWork_); |
| 1086 | CoinMemcpyN(saveColumn1, numberColumns_, reducedCostWork_); |
| 1087 | CoinMemcpyN(saveColumn2, numberColumns_, columnActivityWork_); |
| 1088 | delete [] saveRow1; |
| 1089 | delete [] saveRow2; |
| 1090 | delete [] saveColumn1; |
| 1091 | delete [] saveColumn2; |
| 1092 | objectiveValue_ = saveValue; |
| 1093 | } |
| 1094 | #endif |
| 1095 | #if 0 |
| 1096 | // if (factorization_->pivots()){ |
| 1097 | { |
| 1098 | int iPivot; |
| 1099 | double * array = rowArray_[3]->denseVector(); |
| 1100 | int i; |
| 1101 | for (iPivot = 0; iPivot < numberRows_; iPivot++) { |
| 1102 | int iSequence = pivotVariable_[iPivot]; |
| 1103 | unpack(rowArray_[3], iSequence); |
| 1104 | factorization_->updateColumn(rowArray_[2], rowArray_[3]); |
| 1105 | assert (fabs(array[iPivot] - 1.0) < 1.0e-4); |
| 1106 | array[iPivot] = 0.0; |
| 1107 | for (i = 0; i < numberRows_; i++) |
| 1108 | assert (fabs(array[i]) < 1.0e-4); |
| 1109 | rowArray_[3]->clear(); |
| 1110 | } |
| 1111 | } |
| 1112 | #endif |
| 1113 | #ifdef CLP_DEBUG |
| 1114 | { |
| 1115 | int iSequence, number = numberRows_ + numberColumns_; |
| 1116 | for (iSequence = 0; iSequence < number; iSequence++) { |
| 1117 | double lowerValue = lower_[iSequence]; |
| 1118 | double upperValue = upper_[iSequence]; |
| 1119 | double value = solution_[iSequence]; |
| 1120 | if(getStatus(iSequence) != basic && getStatus(iSequence) != isFree) { |
| 1121 | assert(lowerValue > -1.0e20); |
| 1122 | assert(upperValue < 1.0e20); |
| 1123 | } |
| 1124 | switch(getStatus(iSequence)) { |
| 1125 | |
| 1126 | case basic: |
| 1127 | break; |
| 1128 | case isFree: |
| 1129 | case superBasic: |
| 1130 | break; |
| 1131 | case atUpperBound: |
| 1132 | assert (fabs(value - upperValue) <= primalTolerance_) ; |
| 1133 | break; |
| 1134 | case atLowerBound: |
| 1135 | case ClpSimplex::isFixed: |
| 1136 | assert (fabs(value - lowerValue) <= primalTolerance_) ; |
| 1137 | break; |
| 1138 | } |
| 1139 | } |
| 1140 | } |
| 1141 | if(numberIterations_ == debugIteration) { |
| 1142 | printf("dodgy iteration coming up\n" ); |
| 1143 | } |
| 1144 | #endif |
| 1145 | #if 0 |
| 1146 | printf("checking nz\n" ); |
| 1147 | for (int i = 0; i < 3; i++) { |
| 1148 | if (!rowArray_[i]->getNumElements()) |
| 1149 | rowArray_[i]->checkClear(); |
| 1150 | } |
| 1151 | #endif |
| 1152 | // choose row to go out |
| 1153 | // dualRow will go to virtual row pivot choice algorithm |
| 1154 | // make sure values pass off if it should be |
| 1155 | if (numberCandidates) |
| 1156 | candidate = candidateList[--numberCandidates]; |
| 1157 | else |
| 1158 | candidate = -1; |
| 1159 | dualRow(candidate); |
| 1160 | if (pivotRow_ >= 0) { |
| 1161 | // we found a pivot row |
| 1162 | if (handler_->detail(CLP_SIMPLEX_PIVOTROW, messages_) < 100) { |
| 1163 | handler_->message(CLP_SIMPLEX_PIVOTROW, messages_) |
| 1164 | << pivotRow_ |
| 1165 | << CoinMessageEol; |
| 1166 | } |
| 1167 | // check accuracy of weights |
| 1168 | dualRowPivot_->checkAccuracy(); |
| 1169 | // Get good size for pivot |
| 1170 | // Allow first few iterations to take tiny |
| 1171 | double acceptablePivot = 1.0e-1 * acceptablePivot_; |
| 1172 | if (numberIterations_ > 100) |
| 1173 | acceptablePivot = acceptablePivot_; |
| 1174 | if (factorization_->pivots() > 10 || |
| 1175 | (factorization_->pivots() && saveSumDual)) |
| 1176 | acceptablePivot = 1.0e+3 * acceptablePivot_; // if we have iterated be more strict |
| 1177 | else if (factorization_->pivots() > 5) |
| 1178 | acceptablePivot = 1.0e+2 * acceptablePivot_; // if we have iterated be slightly more strict |
| 1179 | else if (factorization_->pivots()) |
| 1180 | acceptablePivot = acceptablePivot_; // relax |
| 1181 | // But factorizations complain if <1.0e-8 |
| 1182 | //acceptablePivot=CoinMax(acceptablePivot,1.0e-8); |
| 1183 | double bestPossiblePivot = 1.0; |
| 1184 | // get sign for finding row of tableau |
| 1185 | if (candidate < 0) { |
| 1186 | // normal iteration |
| 1187 | // create as packed |
| 1188 | double direction = directionOut_; |
| 1189 | rowArray_[0]->createPacked(1, &pivotRow_, &direction); |
| 1190 | factorization_->updateColumnTranspose(rowArray_[1], rowArray_[0]); |
| 1191 | // Allow to do dualColumn0 |
| 1192 | if (numberThreads_ < -1) |
| 1193 | spareIntArray_[0] = 1; |
| 1194 | spareDoubleArray_[0] = acceptablePivot; |
| 1195 | rowArray_[3]->clear(); |
| 1196 | sequenceIn_ = -1; |
| 1197 | // put row of tableau in rowArray[0] and columnArray[0] |
| 1198 | assert (!rowArray_[1]->getNumElements()); |
| 1199 | if (!scaledMatrix_) { |
| 1200 | if ((moreSpecialOptions_ & 8) != 0 && !rowScale_) |
| 1201 | spareIntArray_[0] = 1; |
| 1202 | matrix_->transposeTimes(this, -1.0, |
| 1203 | rowArray_[0], rowArray_[1], columnArray_[0]); |
| 1204 | } else { |
| 1205 | double * saveR = rowScale_; |
| 1206 | double * saveC = columnScale_; |
| 1207 | rowScale_ = NULL; |
| 1208 | columnScale_ = NULL; |
| 1209 | if ((moreSpecialOptions_ & 8) != 0) |
| 1210 | spareIntArray_[0] = 1; |
| 1211 | scaledMatrix_->transposeTimes(this, -1.0, |
| 1212 | rowArray_[0], rowArray_[1], columnArray_[0]); |
| 1213 | rowScale_ = saveR; |
| 1214 | columnScale_ = saveC; |
| 1215 | } |
| 1216 | #ifdef CLP_REPORT_PROGRESS |
| 1217 | memcpy(savePSol, solution_, (numberColumns_ + numberRows_)*sizeof(double)); |
| 1218 | memcpy(saveDj, dj_, (numberColumns_ + numberRows_)*sizeof(double)); |
| 1219 | memcpy(saveCost, cost_, (numberColumns_ + numberRows_)*sizeof(double)); |
| 1220 | memcpy(saveStat, status_, (numberColumns_ + numberRows_)*sizeof(char)); |
| 1221 | #endif |
| 1222 | // do ratio test for normal iteration |
| 1223 | bestPossiblePivot = dualColumn(rowArray_[0], columnArray_[0], rowArray_[3], |
| 1224 | columnArray_[1], acceptablePivot, dubiousWeights); |
| 1225 | } else { |
| 1226 | // Make sure direction plausible |
| 1227 | CoinAssert (upperOut_ < 1.0e50 || lowerOut_ > -1.0e50); |
| 1228 | // If in integer cleanup do direction using duals |
| 1229 | // may be wrong way round |
| 1230 | if(ifValuesPass == 2) { |
| 1231 | if (dual_[pivotRow_] > 0.0) { |
| 1232 | // this will give a -1 in pivot row (as slacks are -1.0) |
| 1233 | directionOut_ = 1; |
| 1234 | } else { |
| 1235 | directionOut_ = -1; |
| 1236 | } |
| 1237 | } |
| 1238 | if (directionOut_ < 0 && fabs(valueOut_ - upperOut_) > dualBound_ + primalTolerance_) { |
| 1239 | if (fabs(valueOut_ - upperOut_) > fabs(valueOut_ - lowerOut_)) |
| 1240 | directionOut_ = 1; |
| 1241 | } else if (directionOut_ > 0 && fabs(valueOut_ - lowerOut_) > dualBound_ + primalTolerance_) { |
| 1242 | if (fabs(valueOut_ - upperOut_) < fabs(valueOut_ - lowerOut_)) |
| 1243 | directionOut_ = -1; |
| 1244 | } |
| 1245 | double direction = directionOut_; |
| 1246 | rowArray_[0]->createPacked(1, &pivotRow_, &direction); |
| 1247 | factorization_->updateColumnTranspose(rowArray_[1], rowArray_[0]); |
| 1248 | // put row of tableau in rowArray[0] and columnArray[0] |
| 1249 | if (!scaledMatrix_) { |
| 1250 | matrix_->transposeTimes(this, -1.0, |
| 1251 | rowArray_[0], rowArray_[3], columnArray_[0]); |
| 1252 | } else { |
| 1253 | double * saveR = rowScale_; |
| 1254 | double * saveC = columnScale_; |
| 1255 | rowScale_ = NULL; |
| 1256 | columnScale_ = NULL; |
| 1257 | scaledMatrix_->transposeTimes(this, -1.0, |
| 1258 | rowArray_[0], rowArray_[3], columnArray_[0]); |
| 1259 | rowScale_ = saveR; |
| 1260 | columnScale_ = saveC; |
| 1261 | } |
| 1262 | acceptablePivot *= 10.0; |
| 1263 | // do ratio test |
| 1264 | if (ifValuesPass == 1) { |
| 1265 | checkPossibleValuesMove(rowArray_[0], columnArray_[0], |
| 1266 | acceptablePivot); |
| 1267 | } else { |
| 1268 | checkPossibleCleanup(rowArray_[0], columnArray_[0], |
| 1269 | acceptablePivot); |
| 1270 | if (sequenceIn_ < 0) { |
| 1271 | rowArray_[0]->clear(); |
| 1272 | columnArray_[0]->clear(); |
| 1273 | continue; // can't do anything |
| 1274 | } |
| 1275 | } |
| 1276 | |
| 1277 | // recompute true dualOut_ |
| 1278 | if (directionOut_ < 0) { |
| 1279 | dualOut_ = valueOut_ - upperOut_; |
| 1280 | } else { |
| 1281 | dualOut_ = lowerOut_ - valueOut_; |
| 1282 | } |
| 1283 | // check what happened if was values pass |
| 1284 | // may want to move part way i.e. movement |
| 1285 | bool normalIteration = (sequenceIn_ != sequenceOut_); |
| 1286 | |
| 1287 | clearPivoted(sequenceOut_); // make sure won't be done again |
| 1288 | // see if end of values pass |
| 1289 | if (!numberCandidates) { |
| 1290 | int iRow; |
| 1291 | delete [] candidateList; |
| 1292 | delete [] givenDuals; |
| 1293 | candidate = -2; // -2 signals end |
| 1294 | givenDuals = NULL; |
| 1295 | candidateList = NULL; |
| 1296 | ifValuesPass = 1; |
| 1297 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 1298 | int iPivot = pivotVariable_[iRow]; |
| 1299 | //assert (fabs(dj_[iPivot]),1.0e-5); |
| 1300 | clearPivoted(iPivot); |
| 1301 | } |
| 1302 | } |
| 1303 | if (!normalIteration) { |
| 1304 | //rowArray_[0]->cleanAndPackSafe(1.0e-60); |
| 1305 | //columnArray_[0]->cleanAndPackSafe(1.0e-60); |
| 1306 | updateDualsInValuesPass(rowArray_[0], columnArray_[0], theta_); |
| 1307 | if (candidate == -2) |
| 1308 | problemStatus_ = -2; |
| 1309 | continue; // skip rest of iteration |
| 1310 | } else { |
| 1311 | // recompute dualOut_ |
| 1312 | if (directionOut_ < 0) { |
| 1313 | dualOut_ = valueOut_ - upperOut_; |
| 1314 | } else { |
| 1315 | dualOut_ = lowerOut_ - valueOut_; |
| 1316 | } |
| 1317 | } |
| 1318 | } |
| 1319 | if (sequenceIn_ >= 0) { |
| 1320 | // normal iteration |
| 1321 | // update the incoming column |
| 1322 | double btranAlpha = -alpha_ * directionOut_; // for check |
| 1323 | unpackPacked(rowArray_[1]); |
| 1324 | // moved into updateWeights - factorization_->updateColumnFT(rowArray_[2],rowArray_[1]); |
| 1325 | // and update dual weights (can do in parallel - with extra array) |
| 1326 | alpha_ = dualRowPivot_->updateWeights(rowArray_[0], |
| 1327 | rowArray_[2], |
| 1328 | rowArray_[3], |
| 1329 | rowArray_[1]); |
| 1330 | // see if update stable |
| 1331 | #ifdef CLP_DEBUG |
| 1332 | if ((handler_->logLevel() & 32)) |
| 1333 | printf("btran alpha %g, ftran alpha %g\n" , btranAlpha, alpha_); |
| 1334 | #endif |
| 1335 | double checkValue = 1.0e-7; |
| 1336 | // if can't trust much and long way from optimal then relax |
| 1337 | if (largestPrimalError_ > 10.0) |
| 1338 | checkValue = CoinMin(1.0e-4, 1.0e-8 * largestPrimalError_); |
| 1339 | if (fabs(btranAlpha) < 1.0e-12 || fabs(alpha_) < 1.0e-12 || |
| 1340 | fabs(btranAlpha - alpha_) > checkValue*(1.0 + fabs(alpha_))) { |
| 1341 | handler_->message(CLP_DUAL_CHECK, messages_) |
| 1342 | << btranAlpha |
| 1343 | << alpha_ |
| 1344 | << CoinMessageEol; |
| 1345 | if (factorization_->pivots()) { |
| 1346 | dualRowPivot_->unrollWeights(); |
| 1347 | problemStatus_ = -2; // factorize now |
| 1348 | rowArray_[0]->clear(); |
| 1349 | rowArray_[1]->clear(); |
| 1350 | columnArray_[0]->clear(); |
| 1351 | returnCode = -2; |
| 1352 | break; |
| 1353 | } else { |
| 1354 | // take on more relaxed criterion |
| 1355 | double test; |
| 1356 | if (fabs(btranAlpha) < 1.0e-8 || fabs(alpha_) < 1.0e-8) |
| 1357 | test = 1.0e-1 * fabs(alpha_); |
| 1358 | else |
| 1359 | test = 1.0e-4 * (1.0 + fabs(alpha_)); |
| 1360 | if (fabs(btranAlpha) < 1.0e-12 || fabs(alpha_) < 1.0e-12 || |
| 1361 | fabs(btranAlpha - alpha_) > test) { |
| 1362 | dualRowPivot_->unrollWeights(); |
| 1363 | // need to reject something |
| 1364 | char x = isColumn(sequenceOut_) ? 'C' : 'R'; |
| 1365 | handler_->message(CLP_SIMPLEX_FLAG, messages_) |
| 1366 | << x << sequenceWithin(sequenceOut_) |
| 1367 | << CoinMessageEol; |
| 1368 | #ifdef COIN_DEVELOP |
| 1369 | printf("flag a %g %g\n" , btranAlpha, alpha_); |
| 1370 | #endif |
| 1371 | //#define FEB_TRY |
| 1372 | #if 1 //def FEB_TRY |
| 1373 | // Make safer? |
| 1374 | factorization_->saferTolerances (-0.99, -1.03); |
| 1375 | #endif |
| 1376 | setFlagged(sequenceOut_); |
| 1377 | progress_.clearBadTimes(); |
| 1378 | lastBadIteration_ = numberIterations_; // say be more cautious |
| 1379 | rowArray_[0]->clear(); |
| 1380 | rowArray_[1]->clear(); |
| 1381 | columnArray_[0]->clear(); |
| 1382 | if (fabs(alpha_) < 1.0e-10 && fabs(btranAlpha) < 1.0e-8 && numberIterations_ > 100) { |
| 1383 | //printf("I think should declare infeasible\n"); |
| 1384 | problemStatus_ = 1; |
| 1385 | returnCode = 1; |
| 1386 | break; |
| 1387 | } |
| 1388 | continue; |
| 1389 | } |
| 1390 | } |
| 1391 | } |
| 1392 | // update duals BEFORE replaceColumn so can do updateColumn |
| 1393 | double objectiveChange = 0.0; |
| 1394 | // do duals first as variables may flip bounds |
| 1395 | // rowArray_[0] and columnArray_[0] may have flips |
| 1396 | // so use rowArray_[3] for work array from here on |
| 1397 | int nswapped = 0; |
| 1398 | //rowArray_[0]->cleanAndPackSafe(1.0e-60); |
| 1399 | //columnArray_[0]->cleanAndPackSafe(1.0e-60); |
| 1400 | if (candidate == -1) { |
| 1401 | // make sure incoming doesn't count |
| 1402 | Status saveStatus = getStatus(sequenceIn_); |
| 1403 | setStatus(sequenceIn_, basic); |
| 1404 | nswapped = updateDualsInDual(rowArray_[0], columnArray_[0], |
| 1405 | rowArray_[2], theta_, |
| 1406 | objectiveChange, false); |
| 1407 | setStatus(sequenceIn_, saveStatus); |
| 1408 | } else { |
| 1409 | updateDualsInValuesPass(rowArray_[0], columnArray_[0], theta_); |
| 1410 | } |
| 1411 | double oldDualOut = dualOut_; |
| 1412 | // which will change basic solution |
| 1413 | if (nswapped) { |
| 1414 | if (rowArray_[2]->getNumElements()) { |
| 1415 | factorization_->updateColumn(rowArray_[3], rowArray_[2]); |
| 1416 | dualRowPivot_->updatePrimalSolution(rowArray_[2], |
| 1417 | 1.0, objectiveChange); |
| 1418 | } |
| 1419 | // recompute dualOut_ |
| 1420 | valueOut_ = solution_[sequenceOut_]; |
| 1421 | if (directionOut_ < 0) { |
| 1422 | dualOut_ = valueOut_ - upperOut_; |
| 1423 | } else { |
| 1424 | dualOut_ = lowerOut_ - valueOut_; |
| 1425 | } |
| 1426 | #if 0 |
| 1427 | if (dualOut_ < 0.0) { |
| 1428 | #ifdef CLP_DEBUG |
| 1429 | if (handler_->logLevel() & 32) { |
| 1430 | printf(" dualOut_ %g %g save %g\n" , dualOut_, averagePrimalInfeasibility, saveDualOut); |
| 1431 | printf("values %g %g %g %g %g %g %g\n" , lowerOut_, valueOut_, upperOut_, |
| 1432 | objectiveChange,); |
| 1433 | } |
| 1434 | #endif |
| 1435 | if (upperOut_ == lowerOut_) |
| 1436 | dualOut_ = 0.0; |
| 1437 | } |
| 1438 | if(dualOut_ < -CoinMax(1.0e-12 * averagePrimalInfeasibility, 1.0e-8) |
| 1439 | && factorization_->pivots() > 100 && |
| 1440 | getStatus(sequenceIn_) != isFree) { |
| 1441 | // going backwards - factorize |
| 1442 | dualRowPivot_->unrollWeights(); |
| 1443 | problemStatus_ = -2; // factorize now |
| 1444 | returnCode = -2; |
| 1445 | break; |
| 1446 | } |
| 1447 | #endif |
| 1448 | } |
| 1449 | // amount primal will move |
| 1450 | double movement = -dualOut_ * directionOut_ / alpha_; |
| 1451 | double movementOld = oldDualOut * directionOut_ / alpha_; |
| 1452 | // so objective should increase by fabs(dj)*movement |
| 1453 | // but we already have objective change - so check will be good |
| 1454 | if (objectiveChange + fabs(movementOld * dualIn_) < -CoinMax(1.0e-5, 1.0e-12 * fabs(objectiveValue_))) { |
| 1455 | #ifdef CLP_DEBUG |
| 1456 | if (handler_->logLevel() & 32) |
| 1457 | printf("movement %g, swap change %g, rest %g * %g\n" , |
| 1458 | objectiveChange + fabs(movement * dualIn_), |
| 1459 | objectiveChange, movement, dualIn_); |
| 1460 | #endif |
| 1461 | if(factorization_->pivots()) { |
| 1462 | // going backwards - factorize |
| 1463 | dualRowPivot_->unrollWeights(); |
| 1464 | problemStatus_ = -2; // factorize now |
| 1465 | returnCode = -2; |
| 1466 | break; |
| 1467 | } |
| 1468 | } |
| 1469 | // if stable replace in basis |
| 1470 | int updateStatus = factorization_->replaceColumn(this, |
| 1471 | rowArray_[2], |
| 1472 | rowArray_[1], |
| 1473 | pivotRow_, |
| 1474 | alpha_, |
| 1475 | (moreSpecialOptions_ & 16) != 0, |
| 1476 | acceptablePivot); |
| 1477 | // If looks like bad pivot - refactorize |
| 1478 | if (fabs(dualOut_) > 1.0e50) |
| 1479 | updateStatus = 2; |
| 1480 | // if no pivots, bad update but reasonable alpha - take and invert |
| 1481 | if (updateStatus == 2 && |
| 1482 | !factorization_->pivots() && fabs(alpha_) > 1.0e-5) |
| 1483 | updateStatus = 4; |
| 1484 | if (updateStatus == 1 || updateStatus == 4) { |
| 1485 | // slight error |
| 1486 | if (factorization_->pivots() > 5 || updateStatus == 4) { |
| 1487 | problemStatus_ = -2; // factorize now |
| 1488 | returnCode = -3; |
| 1489 | } |
| 1490 | } else if (updateStatus == 2) { |
| 1491 | // major error |
| 1492 | dualRowPivot_->unrollWeights(); |
| 1493 | // later we may need to unwind more e.g. fake bounds |
| 1494 | if (factorization_->pivots() && |
| 1495 | ((moreSpecialOptions_ & 16) == 0 || factorization_->pivots() > 4)) { |
| 1496 | problemStatus_ = -2; // factorize now |
| 1497 | returnCode = -2; |
| 1498 | moreSpecialOptions_ |= 16; |
| 1499 | break; |
| 1500 | } else { |
| 1501 | // need to reject something |
| 1502 | char x = isColumn(sequenceOut_) ? 'C' : 'R'; |
| 1503 | handler_->message(CLP_SIMPLEX_FLAG, messages_) |
| 1504 | << x << sequenceWithin(sequenceOut_) |
| 1505 | << CoinMessageEol; |
| 1506 | #ifdef COIN_DEVELOP |
| 1507 | printf("flag b %g\n" , alpha_); |
| 1508 | #endif |
| 1509 | setFlagged(sequenceOut_); |
| 1510 | progress_.clearBadTimes(); |
| 1511 | lastBadIteration_ = numberIterations_; // say be more cautious |
| 1512 | rowArray_[0]->clear(); |
| 1513 | rowArray_[1]->clear(); |
| 1514 | columnArray_[0]->clear(); |
| 1515 | // make sure dual feasible |
| 1516 | // look at all rows and columns |
| 1517 | double objectiveChange = 0.0; |
| 1518 | updateDualsInDual(rowArray_[0], columnArray_[0], rowArray_[1], |
| 1519 | 0.0, objectiveChange, true); |
| 1520 | rowArray_[1]->clear(); |
| 1521 | columnArray_[0]->clear(); |
| 1522 | continue; |
| 1523 | } |
| 1524 | } else if (updateStatus == 3) { |
| 1525 | // out of memory |
| 1526 | // increase space if not many iterations |
| 1527 | if (factorization_->pivots() < |
| 1528 | 0.5 * factorization_->maximumPivots() && |
| 1529 | factorization_->pivots() < 200) |
| 1530 | factorization_->areaFactor( |
| 1531 | factorization_->areaFactor() * 1.1); |
| 1532 | problemStatus_ = -2; // factorize now |
| 1533 | } else if (updateStatus == 5) { |
| 1534 | problemStatus_ = -2; // factorize now |
| 1535 | } |
| 1536 | // update primal solution |
| 1537 | if (theta_ < 0.0 && candidate == -1) { |
| 1538 | #ifdef CLP_DEBUG |
| 1539 | if (handler_->logLevel() & 32) |
| 1540 | printf("negative theta %g\n" , theta_); |
| 1541 | #endif |
| 1542 | theta_ = 0.0; |
| 1543 | } |
| 1544 | // do actual flips |
| 1545 | flipBounds(rowArray_[0], columnArray_[0]); |
| 1546 | //rowArray_[1]->expand(); |
| 1547 | dualRowPivot_->updatePrimalSolution(rowArray_[1], |
| 1548 | movement, |
| 1549 | objectiveChange); |
| 1550 | #ifdef CLP_DEBUG |
| 1551 | double oldobj = objectiveValue_; |
| 1552 | #endif |
| 1553 | // modify dualout |
| 1554 | dualOut_ /= alpha_; |
| 1555 | dualOut_ *= -directionOut_; |
| 1556 | //setStatus(sequenceIn_,basic); |
| 1557 | dj_[sequenceIn_] = 0.0; |
| 1558 | double oldValue = valueIn_; |
| 1559 | if (directionIn_ == -1) { |
| 1560 | // as if from upper bound |
| 1561 | valueIn_ = upperIn_ + dualOut_; |
| 1562 | } else { |
| 1563 | // as if from lower bound |
| 1564 | valueIn_ = lowerIn_ + dualOut_; |
| 1565 | } |
| 1566 | objectiveChange += cost_[sequenceIn_] * (valueIn_ - oldValue); |
| 1567 | // outgoing |
| 1568 | // set dj to zero unless values pass |
| 1569 | if (directionOut_ > 0) { |
| 1570 | valueOut_ = lowerOut_; |
| 1571 | if (candidate == -1) |
| 1572 | dj_[sequenceOut_] = theta_; |
| 1573 | } else { |
| 1574 | valueOut_ = upperOut_; |
| 1575 | if (candidate == -1) |
| 1576 | dj_[sequenceOut_] = -theta_; |
| 1577 | } |
| 1578 | solution_[sequenceOut_] = valueOut_; |
| 1579 | int whatNext = housekeeping(objectiveChange); |
| 1580 | #ifdef CLP_REPORT_PROGRESS |
| 1581 | if (ixxxxxx > ixxyyyy - 5) { |
| 1582 | handler_->setLogLevel(63); |
| 1583 | int nTotal = numberColumns_ + numberRows_; |
| 1584 | double oldObj = 0.0; |
| 1585 | double newObj = 0.0; |
| 1586 | for (int i = 0; i < nTotal; i++) { |
| 1587 | if (savePSol[i]) |
| 1588 | oldObj += savePSol[i] * saveCost[i]; |
| 1589 | if (solution_[i]) |
| 1590 | newObj += solution_[i] * cost_[i]; |
| 1591 | bool printIt = false; |
| 1592 | if (cost_[i] != saveCost[i]) |
| 1593 | printIt = true; |
| 1594 | if (status_[i] != saveStat[i]) |
| 1595 | printIt = true; |
| 1596 | if (printIt) |
| 1597 | printf("%d old %d cost %g sol %g, new %d cost %g sol %g\n" , |
| 1598 | i, saveStat[i], saveCost[i], savePSol[i], |
| 1599 | status_[i], cost_[i], solution_[i]); |
| 1600 | // difference |
| 1601 | savePSol[i] = solution_[i] - savePSol[i]; |
| 1602 | } |
| 1603 | printf("pivots %d, old obj %g new %g\n" , |
| 1604 | factorization_->pivots(), |
| 1605 | oldObj, newObj); |
| 1606 | memset(saveDj, 0, numberRows_ * sizeof(double)); |
| 1607 | times(1.0, savePSol, saveDj); |
| 1608 | double largest = 1.0e-6; |
| 1609 | int k = -1; |
| 1610 | for (int i = 0; i < numberRows_; i++) { |
| 1611 | saveDj[i] -= savePSol[i+numberColumns_]; |
| 1612 | if (fabs(saveDj[i]) > largest) { |
| 1613 | largest = fabs(saveDj[i]); |
| 1614 | k = i; |
| 1615 | } |
| 1616 | } |
| 1617 | if (k >= 0) |
| 1618 | printf("Not null %d %g\n" , k, largest); |
| 1619 | } |
| 1620 | #endif |
| 1621 | #ifdef VUB |
| 1622 | { |
| 1623 | if ((sequenceIn_ < numberColumns_ && vub[sequenceIn_] >= 0) || toVub[sequenceIn_] >= 0 || |
| 1624 | (sequenceOut_ < numberColumns_ && vub[sequenceOut_] >= 0) || toVub[sequenceOut_] >= 0) { |
| 1625 | int inSequence = sequenceIn_; |
| 1626 | int inVub = -1; |
| 1627 | if (sequenceIn_ < numberColumns_) |
| 1628 | inVub = vub[sequenceIn_]; |
| 1629 | int inBack = toVub[inSequence]; |
| 1630 | int inSlack = -1; |
| 1631 | if (inSequence >= numberColumns_ && inBack >= 0) { |
| 1632 | inSlack = inSequence - numberColumns_; |
| 1633 | inSequence = inBack; |
| 1634 | inBack = toVub[inSequence]; |
| 1635 | } |
| 1636 | if (inVub >= 0) |
| 1637 | printf("Vub %d in " , inSequence); |
| 1638 | if (inBack >= 0 && inSlack < 0) |
| 1639 | printf("%d (descendent of %d) in " , inSequence, inBack); |
| 1640 | if (inSlack >= 0) |
| 1641 | printf("slack for row %d -> %d (descendent of %d) in " , inSlack, inSequence, inBack); |
| 1642 | int outSequence = sequenceOut_; |
| 1643 | int outVub = -1; |
| 1644 | if (sequenceOut_ < numberColumns_) |
| 1645 | outVub = vub[sequenceOut_]; |
| 1646 | int outBack = toVub[outSequence]; |
| 1647 | int outSlack = -1; |
| 1648 | if (outSequence >= numberColumns_ && outBack >= 0) { |
| 1649 | outSlack = outSequence - numberColumns_; |
| 1650 | outSequence = outBack; |
| 1651 | outBack = toVub[outSequence]; |
| 1652 | } |
| 1653 | if (outVub >= 0) |
| 1654 | printf("Vub %d out " , outSequence); |
| 1655 | if (outBack >= 0 && outSlack < 0) |
| 1656 | printf("%d (descendent of %d) out " , outSequence, outBack); |
| 1657 | if (outSlack >= 0) |
| 1658 | printf("slack for row %d -> %d (descendent of %d) out " , outSlack, outSequence, outBack); |
| 1659 | printf("\n" ); |
| 1660 | } |
| 1661 | } |
| 1662 | #endif |
| 1663 | #if 0 |
| 1664 | if (numberIterations_ > 206033) |
| 1665 | handler_->setLogLevel(63); |
| 1666 | if (numberIterations_ > 210567) |
| 1667 | exit(77); |
| 1668 | #endif |
| 1669 | if (!givenDuals && ifValuesPass && ifValuesPass != 2) { |
| 1670 | handler_->message(CLP_END_VALUES_PASS, messages_) |
| 1671 | << numberIterations_; |
| 1672 | whatNext = 1; |
| 1673 | } |
| 1674 | #ifdef CHECK_ACCURACY |
| 1675 | if (whatNext) { |
| 1676 | CoinMemcpyN(solution_, (numberRows_ + numberColumns_), zzzzzz); |
| 1677 | } |
| 1678 | #endif |
| 1679 | //if (numberIterations_==1890) |
| 1680 | //whatNext=1; |
| 1681 | //if (numberIterations_>2000) |
| 1682 | //exit(77); |
| 1683 | // and set bounds correctly |
| 1684 | originalBound(sequenceIn_); |
| 1685 | changeBound(sequenceOut_); |
| 1686 | #ifdef CLP_DEBUG |
| 1687 | if (objectiveValue_ < oldobj - 1.0e-5 && (handler_->logLevel() & 16)) |
| 1688 | printf("obj backwards %g %g\n" , objectiveValue_, oldobj); |
| 1689 | #endif |
| 1690 | #if 0 |
| 1691 | { |
| 1692 | for (int i = 0; i < numberRows_ + numberColumns_; i++) { |
| 1693 | FakeBound bound = getFakeBound(i); |
| 1694 | if (bound == ClpSimplexDual::upperFake) { |
| 1695 | assert (upper_[i] < 1.0e20); |
| 1696 | } else if (bound == ClpSimplexDual::lowerFake) { |
| 1697 | assert (lower_[i] > -1.0e20); |
| 1698 | } else if (bound == ClpSimplexDual::bothFake) { |
| 1699 | assert (upper_[i] < 1.0e20); |
| 1700 | assert (lower_[i] > -1.0e20); |
| 1701 | } |
| 1702 | } |
| 1703 | } |
| 1704 | #endif |
| 1705 | if (whatNext == 1 || candidate == -2) { |
| 1706 | problemStatus_ = -2; // refactorize |
| 1707 | } else if (whatNext == 2) { |
| 1708 | // maximum iterations or equivalent |
| 1709 | problemStatus_ = 3; |
| 1710 | returnCode = 3; |
| 1711 | break; |
| 1712 | } |
| 1713 | // Check event |
| 1714 | { |
| 1715 | int status = eventHandler_->event(ClpEventHandler::endOfIteration); |
| 1716 | if (status >= 0) { |
| 1717 | problemStatus_ = 5; |
| 1718 | secondaryStatus_ = ClpEventHandler::endOfIteration; |
| 1719 | returnCode = 4; |
| 1720 | break; |
| 1721 | } |
| 1722 | } |
| 1723 | } else { |
| 1724 | #ifdef CLP_INVESTIGATE_SERIAL |
| 1725 | z_thinks = 1; |
| 1726 | #endif |
| 1727 | // no incoming column is valid |
| 1728 | pivotRow_ = -1; |
| 1729 | #ifdef CLP_DEBUG |
| 1730 | if (handler_->logLevel() & 32) |
| 1731 | printf("** no column pivot\n" ); |
| 1732 | #endif |
| 1733 | if (factorization_->pivots() < 2 && acceptablePivot_ <= 1.0e-8) { |
| 1734 | //&&goodAccuracy()) { |
| 1735 | // If not in branch and bound etc save ray |
| 1736 | delete [] ray_; |
| 1737 | if ((specialOptions_&(1024 | 4096)) == 0 || (specialOptions_ & 32) != 0) { |
| 1738 | // create ray anyway |
| 1739 | ray_ = new double [ numberRows_]; |
| 1740 | rowArray_[0]->expand(); // in case packed |
| 1741 | CoinMemcpyN(rowArray_[0]->denseVector(), numberRows_, ray_); |
| 1742 | } else { |
| 1743 | ray_ = NULL; |
| 1744 | } |
| 1745 | // If we have just factorized and infeasibility reasonable say infeas |
| 1746 | double dualTest = ((specialOptions_ & 4096) != 0) ? 1.0e8 : 1.0e13; |
| 1747 | if (((specialOptions_ & 4096) != 0 || bestPossiblePivot < 1.0e-11) && dualBound_ > dualTest) { |
| 1748 | double testValue = 1.0e-4; |
| 1749 | if (!factorization_->pivots() && numberPrimalInfeasibilities_ == 1) |
| 1750 | testValue = 1.0e-6; |
| 1751 | if (valueOut_ > upperOut_ + testValue || valueOut_ < lowerOut_ - testValue |
| 1752 | || (specialOptions_ & 64) == 0) { |
| 1753 | // say infeasible |
| 1754 | problemStatus_ = 1; |
| 1755 | // unless primal feasible!!!! |
| 1756 | //printf("%d %g %d %g\n",numberPrimalInfeasibilities_,sumPrimalInfeasibilities_, |
| 1757 | // numberDualInfeasibilities_,sumDualInfeasibilities_); |
| 1758 | //#define TEST_CLP_NODE |
| 1759 | #ifndef TEST_CLP_NODE |
| 1760 | // Should be correct - but ... |
| 1761 | int numberFake = numberAtFakeBound(); |
| 1762 | double sumPrimal = (!numberFake) ? 2.0e5 : sumPrimalInfeasibilities_; |
| 1763 | if (sumPrimalInfeasibilities_ < 1.0e-3 || sumDualInfeasibilities_ > 1.0e-5 || |
| 1764 | (sumPrimal < 1.0e5 && (specialOptions_ & 1024) != 0 && factorization_->pivots())) { |
| 1765 | if (sumPrimal > 50.0 && factorization_->pivots() > 2) { |
| 1766 | problemStatus_ = -4; |
| 1767 | #ifdef COIN_DEVELOP |
| 1768 | printf("status to -4 at %d - primalinf %g pivots %d\n" , |
| 1769 | __LINE__, sumPrimalInfeasibilities_, |
| 1770 | factorization_->pivots()); |
| 1771 | #endif |
| 1772 | } else { |
| 1773 | problemStatus_ = 10; |
| 1774 | #if COIN_DEVELOP>1 |
| 1775 | printf("returning at %d - primal %d %g - dual %d %g fake %d weight %g - pivs %d - options (1024-16384) %d %d %d %d %d\n" , |
| 1776 | __LINE__, numberPrimalInfeasibilities_, |
| 1777 | sumPrimalInfeasibilities_, |
| 1778 | numberDualInfeasibilities_, sumDualInfeasibilities_, |
| 1779 | numberFake_, dualBound_, factorization_->pivots(), |
| 1780 | (specialOptions_ & 1024) != 0 ? 1 : 0, |
| 1781 | (specialOptions_ & 2048) != 0 ? 1 : 0, |
| 1782 | (specialOptions_ & 4096) != 0 ? 1 : 0, |
| 1783 | (specialOptions_ & 8192) != 0 ? 1 : 0, |
| 1784 | (specialOptions_ & 16384) != 0 ? 1 : 0 |
| 1785 | ); |
| 1786 | #endif |
| 1787 | // Get rid of objective |
| 1788 | if ((specialOptions_ & 16384) == 0) |
| 1789 | objective_ = new ClpLinearObjective(NULL, numberColumns_); |
| 1790 | } |
| 1791 | } |
| 1792 | #else |
| 1793 | if (sumPrimalInfeasibilities_ < 1.0e-3 || sumDualInfeasibilities_ > 1.0e-6) { |
| 1794 | #ifdef COIN_DEVELOP |
| 1795 | printf("at %d - primal %d %g - dual %d %g fake %d weight %g - pivs %d\n" , |
| 1796 | __LINE__, numberPrimalInfeasibilities_, |
| 1797 | sumPrimalInfeasibilities_, |
| 1798 | numberDualInfeasibilities_, sumDualInfeasibilities_, |
| 1799 | numberFake_, dualBound_, factorization_->pivots()); |
| 1800 | #endif |
| 1801 | if ((specialOptions_ & 1024) != 0 && factorization_->pivots()) { |
| 1802 | problemStatus_ = 10; |
| 1803 | #if COIN_DEVELOP>1 |
| 1804 | printf("returning at %d\n" , __LINE__); |
| 1805 | #endif |
| 1806 | // Get rid of objective |
| 1807 | if ((specialOptions_ & 16384) == 0) |
| 1808 | objective_ = new ClpLinearObjective(NULL, numberColumns_); |
| 1809 | } |
| 1810 | } |
| 1811 | #endif |
| 1812 | rowArray_[0]->clear(); |
| 1813 | columnArray_[0]->clear(); |
| 1814 | returnCode = 1; |
| 1815 | break; |
| 1816 | } |
| 1817 | } |
| 1818 | // If special option set - put off as long as possible |
| 1819 | if ((specialOptions_ & 64) == 0 || (moreSpecialOptions_ & 64) != 0) { |
| 1820 | if (factorization_->pivots() == 0) |
| 1821 | problemStatus_ = -4; //say looks infeasible |
| 1822 | } else { |
| 1823 | // flag |
| 1824 | char x = isColumn(sequenceOut_) ? 'C' : 'R'; |
| 1825 | handler_->message(CLP_SIMPLEX_FLAG, messages_) |
| 1826 | << x << sequenceWithin(sequenceOut_) |
| 1827 | << CoinMessageEol; |
| 1828 | #ifdef COIN_DEVELOP |
| 1829 | printf("flag c\n" ); |
| 1830 | #endif |
| 1831 | setFlagged(sequenceOut_); |
| 1832 | if (!factorization_->pivots()) { |
| 1833 | rowArray_[0]->clear(); |
| 1834 | columnArray_[0]->clear(); |
| 1835 | continue; |
| 1836 | } |
| 1837 | } |
| 1838 | } |
| 1839 | if (factorization_->pivots() < 5 && acceptablePivot_ > 1.0e-8) |
| 1840 | acceptablePivot_ = 1.0e-8; |
| 1841 | rowArray_[0]->clear(); |
| 1842 | columnArray_[0]->clear(); |
| 1843 | returnCode = 1; |
| 1844 | break; |
| 1845 | } |
| 1846 | } else { |
| 1847 | #ifdef CLP_INVESTIGATE_SERIAL |
| 1848 | z_thinks = 0; |
| 1849 | #endif |
| 1850 | // no pivot row |
| 1851 | #ifdef CLP_DEBUG |
| 1852 | if (handler_->logLevel() & 32) |
| 1853 | printf("** no row pivot\n" ); |
| 1854 | #endif |
| 1855 | // If in branch and bound try and get rid of fixed variables |
| 1856 | if ((specialOptions_ & 1024) != 0 && CLEAN_FIXED) { |
| 1857 | assert (!candidateList); |
| 1858 | candidateList = new int[numberRows_]; |
| 1859 | int iRow; |
| 1860 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 1861 | int iPivot = pivotVariable_[iRow]; |
| 1862 | if (flagged(iPivot) || !pivoted(iPivot)) |
| 1863 | continue; |
| 1864 | assert (iPivot < numberColumns_ && lower_[iPivot] == upper_[iPivot]); |
| 1865 | candidateList[numberCandidates++] = iRow; |
| 1866 | } |
| 1867 | // and set first candidate |
| 1868 | if (!numberCandidates) { |
| 1869 | delete [] candidateList; |
| 1870 | candidateList = NULL; |
| 1871 | int iRow; |
| 1872 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 1873 | int iPivot = pivotVariable_[iRow]; |
| 1874 | clearPivoted(iPivot); |
| 1875 | } |
| 1876 | } else { |
| 1877 | ifValuesPass = 2; |
| 1878 | continue; |
| 1879 | } |
| 1880 | } |
| 1881 | int numberPivots = factorization_->pivots(); |
| 1882 | bool specialCase; |
| 1883 | int useNumberFake; |
| 1884 | returnCode = 0; |
| 1885 | if (numberPivots <= CoinMax(dontFactorizePivots_, 20) && |
| 1886 | (specialOptions_ & 2048) != 0 && (true || !numberChanged_ || perturbation_ == 101) |
| 1887 | && dualBound_ >= 1.0e8) { |
| 1888 | specialCase = true; |
| 1889 | // as dual bound high - should be okay |
| 1890 | useNumberFake = 0; |
| 1891 | } else { |
| 1892 | specialCase = false; |
| 1893 | useNumberFake = numberFake_; |
| 1894 | } |
| 1895 | if (!numberPivots || specialCase) { |
| 1896 | // may have crept through - so may be optimal |
| 1897 | // check any flagged variables |
| 1898 | int iRow; |
| 1899 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 1900 | int iPivot = pivotVariable_[iRow]; |
| 1901 | if (flagged(iPivot)) |
| 1902 | break; |
| 1903 | } |
| 1904 | if (iRow < numberRows_ && numberPivots) { |
| 1905 | // try factorization |
| 1906 | returnCode = -2; |
| 1907 | } |
| 1908 | |
| 1909 | if (useNumberFake || numberDualInfeasibilities_) { |
| 1910 | // may be dual infeasible |
| 1911 | if ((specialOptions_ & 1024) == 0) |
| 1912 | problemStatus_ = -5; |
| 1913 | else if (!useNumberFake && numberPrimalInfeasibilities_ |
| 1914 | && !numberPivots) |
| 1915 | problemStatus_ = 1; |
| 1916 | } else { |
| 1917 | if (iRow < numberRows_) { |
| 1918 | #ifdef COIN_DEVELOP |
| 1919 | std::cout << "Flagged variables at end - infeasible?" << std::endl; |
| 1920 | printf("Probably infeasible - pivot was %g\n" , alpha_); |
| 1921 | #endif |
| 1922 | //if (fabs(alpha_)<1.0e-4) { |
| 1923 | //problemStatus_=1; |
| 1924 | //} else { |
| 1925 | #ifdef CLP_DEBUG |
| 1926 | abort(); |
| 1927 | #endif |
| 1928 | //} |
| 1929 | problemStatus_ = -5; |
| 1930 | } else { |
| 1931 | problemStatus_ = 0; |
| 1932 | #ifndef CLP_CHECK_NUMBER_PIVOTS |
| 1933 | #define CLP_CHECK_NUMBER_PIVOTS 10 |
| 1934 | #endif |
| 1935 | #if CLP_CHECK_NUMBER_PIVOTS < 20 |
| 1936 | if (numberPivots > CLP_CHECK_NUMBER_PIVOTS) { |
| 1937 | #ifndef NDEBUG_CLP |
| 1938 | int nTotal = numberRows_ + numberColumns_; |
| 1939 | double * comp = CoinCopyOfArray(solution_, nTotal); |
| 1940 | #endif |
| 1941 | computePrimals(rowActivityWork_, columnActivityWork_); |
| 1942 | #ifndef NDEBUG_CLP |
| 1943 | double largest = 1.0e-5; |
| 1944 | int bad = -1; |
| 1945 | for (int i = 0; i < nTotal; i++) { |
| 1946 | double value = solution_[i]; |
| 1947 | double larger = CoinMax(fabs(value), fabs(comp[i])); |
| 1948 | double tol = 1.0e-5 + 1.0e-5 * larger; |
| 1949 | double diff = fabs(value - comp[i]); |
| 1950 | if (diff - tol > largest) { |
| 1951 | bad = i; |
| 1952 | largest = diff - tol; |
| 1953 | } |
| 1954 | } |
| 1955 | if (bad >= 0) |
| 1956 | COIN_DETAIL_PRINT(printf("bad %d old %g new %g\n" , bad, comp[bad], solution_[bad])); |
| 1957 | #endif |
| 1958 | checkPrimalSolution(rowActivityWork_, columnActivityWork_); |
| 1959 | if (numberPrimalInfeasibilities_) { |
| 1960 | #ifdef CLP_INVESTIGATE |
| 1961 | printf("XXX Infeas ? %d inf summing to %g\n" , numberPrimalInfeasibilities_, |
| 1962 | sumPrimalInfeasibilities_); |
| 1963 | #endif |
| 1964 | problemStatus_ = -1; |
| 1965 | returnCode = -2; |
| 1966 | } |
| 1967 | #ifndef NDEBUG_CLP |
| 1968 | memcpy(solution_, comp, nTotal * sizeof(double)); |
| 1969 | delete [] comp; |
| 1970 | #endif |
| 1971 | } |
| 1972 | #endif |
| 1973 | if (!problemStatus_) { |
| 1974 | // make it look OK |
| 1975 | numberPrimalInfeasibilities_ = 0; |
| 1976 | sumPrimalInfeasibilities_ = 0.0; |
| 1977 | numberDualInfeasibilities_ = 0; |
| 1978 | sumDualInfeasibilities_ = 0.0; |
| 1979 | // May be perturbed |
| 1980 | if (perturbation_ == 101 || numberChanged_) { |
| 1981 | numberChanged_ = 0; // Number of variables with changed costs |
| 1982 | perturbation_ = 102; // stop any perturbations |
| 1983 | //double changeCost; |
| 1984 | //changeBounds(1,NULL,changeCost); |
| 1985 | createRim4(false); |
| 1986 | // make sure duals are current |
| 1987 | computeDuals(givenDuals); |
| 1988 | checkDualSolution(); |
| 1989 | progress_.modifyObjective(-COIN_DBL_MAX); |
| 1990 | if (numberDualInfeasibilities_) { |
| 1991 | problemStatus_ = 10; // was -3; |
| 1992 | } else { |
| 1993 | computeObjectiveValue(true); |
| 1994 | } |
| 1995 | } else if (numberPivots) { |
| 1996 | computeObjectiveValue(true); |
| 1997 | } |
| 1998 | if (numberPivots < -1000) { |
| 1999 | // objective may be wrong |
| 2000 | objectiveValue_ = innerProduct(cost_, numberColumns_ + numberRows_, solution_); |
| 2001 | objectiveValue_ += objective_->nonlinearOffset(); |
| 2002 | objectiveValue_ /= (objectiveScale_ * rhsScale_); |
| 2003 | if ((specialOptions_ & 16384) == 0) { |
| 2004 | // and dual_ may be wrong (i.e. for fixed or basic) |
| 2005 | CoinIndexedVector * arrayVector = rowArray_[1]; |
| 2006 | arrayVector->clear(); |
| 2007 | int iRow; |
| 2008 | double * array = arrayVector->denseVector(); |
| 2009 | /* Use dual_ instead of array |
| 2010 | Even though dual_ is only numberRows_ long this is |
| 2011 | okay as gets permuted to longer rowArray_[2] |
| 2012 | */ |
| 2013 | arrayVector->setDenseVector(dual_); |
| 2014 | int * index = arrayVector->getIndices(); |
| 2015 | int number = 0; |
| 2016 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 2017 | int iPivot = pivotVariable_[iRow]; |
| 2018 | double value = cost_[iPivot]; |
| 2019 | dual_[iRow] = value; |
| 2020 | if (value) { |
| 2021 | index[number++] = iRow; |
| 2022 | } |
| 2023 | } |
| 2024 | arrayVector->setNumElements(number); |
| 2025 | // Extended duals before "updateTranspose" |
| 2026 | matrix_->dualExpanded(this, arrayVector, NULL, 0); |
| 2027 | // Btran basic costs |
| 2028 | rowArray_[2]->clear(); |
| 2029 | factorization_->updateColumnTranspose(rowArray_[2], arrayVector); |
| 2030 | // and return vector |
| 2031 | arrayVector->setDenseVector(array); |
| 2032 | } |
| 2033 | } |
| 2034 | sumPrimalInfeasibilities_ = 0.0; |
| 2035 | } |
| 2036 | if ((specialOptions_&(1024 + 16384)) != 0 && !problemStatus_) { |
| 2037 | CoinIndexedVector * arrayVector = rowArray_[1]; |
| 2038 | arrayVector->clear(); |
| 2039 | double * rhs = arrayVector->denseVector(); |
| 2040 | times(1.0, solution_, rhs); |
| 2041 | #ifdef CHECK_ACCURACY |
| 2042 | bool bad = false; |
| 2043 | #endif |
| 2044 | bool bad2 = false; |
| 2045 | int i; |
| 2046 | for ( i = 0; i < numberRows_; i++) { |
| 2047 | if (rhs[i] < rowLowerWork_[i] - primalTolerance_ || |
| 2048 | rhs[i] > rowUpperWork_[i] + primalTolerance_) { |
| 2049 | bad2 = true; |
| 2050 | #ifdef CHECK_ACCURACY |
| 2051 | printf("row %d out of bounds %g, %g correct %g bad %g\n" , i, |
| 2052 | rowLowerWork_[i], rowUpperWork_[i], |
| 2053 | rhs[i], rowActivityWork_[i]); |
| 2054 | #endif |
| 2055 | } else if (fabs(rhs[i] - rowActivityWork_[i]) > 1.0e-3) { |
| 2056 | #ifdef CHECK_ACCURACY |
| 2057 | bad = true; |
| 2058 | printf("row %d correct %g bad %g\n" , i, rhs[i], rowActivityWork_[i]); |
| 2059 | #endif |
| 2060 | } |
| 2061 | rhs[i] = 0.0; |
| 2062 | } |
| 2063 | for ( i = 0; i < numberColumns_; i++) { |
| 2064 | if (solution_[i] < columnLowerWork_[i] - primalTolerance_ || |
| 2065 | solution_[i] > columnUpperWork_[i] + primalTolerance_) { |
| 2066 | bad2 = true; |
| 2067 | #ifdef CHECK_ACCURACY |
| 2068 | printf("column %d out of bounds %g, %g correct %g bad %g\n" , i, |
| 2069 | columnLowerWork_[i], columnUpperWork_[i], |
| 2070 | solution_[i], columnActivityWork_[i]); |
| 2071 | #endif |
| 2072 | } |
| 2073 | } |
| 2074 | if (bad2) { |
| 2075 | problemStatus_ = -3; |
| 2076 | returnCode = -2; |
| 2077 | // Force to re-factorize early next time |
| 2078 | int numberPivots = factorization_->pivots(); |
| 2079 | forceFactorization_ = CoinMin(forceFactorization_, (numberPivots + 1) >> 1); |
| 2080 | } |
| 2081 | } |
| 2082 | } |
| 2083 | } |
| 2084 | } else { |
| 2085 | problemStatus_ = -3; |
| 2086 | returnCode = -2; |
| 2087 | // Force to re-factorize early next time |
| 2088 | int numberPivots = factorization_->pivots(); |
| 2089 | forceFactorization_ = CoinMin(forceFactorization_, (numberPivots + 1) >> 1); |
| 2090 | } |
| 2091 | break; |
| 2092 | } |
| 2093 | } |
| 2094 | if (givenDuals) { |
| 2095 | CoinMemcpyN(dj_, numberRows_ + numberColumns_, givenDuals); |
| 2096 | // get rid of any values pass array |
| 2097 | delete [] candidateList; |
| 2098 | } |
| 2099 | delete [] dubiousWeights; |
| 2100 | #ifdef CLP_REPORT_PROGRESS |
| 2101 | if (ixxxxxx > ixxyyyy - 5) { |
| 2102 | int nTotal = numberColumns_ + numberRows_; |
| 2103 | double oldObj = 0.0; |
| 2104 | double newObj = 0.0; |
| 2105 | for (int i = 0; i < nTotal; i++) { |
| 2106 | if (savePSol[i]) |
| 2107 | oldObj += savePSol[i] * saveCost[i]; |
| 2108 | if (solution_[i]) |
| 2109 | newObj += solution_[i] * cost_[i]; |
| 2110 | bool printIt = false; |
| 2111 | if (cost_[i] != saveCost[i]) |
| 2112 | printIt = true; |
| 2113 | if (status_[i] != saveStat[i]) |
| 2114 | printIt = true; |
| 2115 | if (printIt) |
| 2116 | printf("%d old %d cost %g sol %g, new %d cost %g sol %g\n" , |
| 2117 | i, saveStat[i], saveCost[i], savePSol[i], |
| 2118 | status_[i], cost_[i], solution_[i]); |
| 2119 | // difference |
| 2120 | savePSol[i] = solution_[i] - savePSol[i]; |
| 2121 | } |
| 2122 | printf("exit pivots %d, old obj %g new %g\n" , |
| 2123 | factorization_->pivots(), |
| 2124 | oldObj, newObj); |
| 2125 | memset(saveDj, 0, numberRows_ * sizeof(double)); |
| 2126 | times(1.0, savePSol, saveDj); |
| 2127 | double largest = 1.0e-6; |
| 2128 | int k = -1; |
| 2129 | for (int i = 0; i < numberRows_; i++) { |
| 2130 | saveDj[i] -= savePSol[i+numberColumns_]; |
| 2131 | if (fabs(saveDj[i]) > largest) { |
| 2132 | largest = fabs(saveDj[i]); |
| 2133 | k = i; |
| 2134 | } |
| 2135 | } |
| 2136 | if (k >= 0) |
| 2137 | printf("Not null %d %g\n" , k, largest); |
| 2138 | } |
| 2139 | delete [] savePSol ; |
| 2140 | delete [] saveDj ; |
| 2141 | delete [] saveCost ; |
| 2142 | delete [] saveStat ; |
| 2143 | #endif |
| 2144 | return returnCode; |
| 2145 | } |
| 2146 | /* The duals are updated by the given arrays. |
| 2147 | Returns number of infeasibilities. |
| 2148 | rowArray and columnarray will have flipped |
| 2149 | The output vector has movement (row length array) */ |
| 2150 | int |
| 2151 | ClpSimplexDual::updateDualsInDual(CoinIndexedVector * rowArray, |
| 2152 | CoinIndexedVector * columnArray, |
| 2153 | CoinIndexedVector * outputArray, |
| 2154 | double theta, |
| 2155 | double & objectiveChange, |
| 2156 | bool fullRecompute) |
| 2157 | { |
| 2158 | |
| 2159 | outputArray->clear(); |
| 2160 | |
| 2161 | |
| 2162 | int numberInfeasibilities = 0; |
| 2163 | int numberRowInfeasibilities = 0; |
| 2164 | |
| 2165 | // get a tolerance |
| 2166 | double tolerance = dualTolerance_; |
| 2167 | // we can't really trust infeasibilities if there is dual error |
| 2168 | double error = CoinMin(1.0e-2, largestDualError_); |
| 2169 | // allow tolerance at least slightly bigger than standard |
| 2170 | tolerance = tolerance + error; |
| 2171 | |
| 2172 | double changeObj = 0.0; |
| 2173 | |
| 2174 | // Coding is very similar but we can save a bit by splitting |
| 2175 | // Do rows |
| 2176 | if (!fullRecompute) { |
| 2177 | int i; |
| 2178 | double * COIN_RESTRICT reducedCost = djRegion(0); |
| 2179 | const double * COIN_RESTRICT lower = lowerRegion(0); |
| 2180 | const double * COIN_RESTRICT upper = upperRegion(0); |
| 2181 | const double * COIN_RESTRICT cost = costRegion(0); |
| 2182 | double * COIN_RESTRICT work; |
| 2183 | int number; |
| 2184 | int * COIN_RESTRICT which; |
| 2185 | const unsigned char * COIN_RESTRICT statusArray = status_ + numberColumns_; |
| 2186 | assert(rowArray->packedMode()); |
| 2187 | work = rowArray->denseVector(); |
| 2188 | number = rowArray->getNumElements(); |
| 2189 | which = rowArray->getIndices(); |
| 2190 | double multiplier[] = { -1.0, 1.0}; |
| 2191 | for (i = 0; i < number; i++) { |
| 2192 | int iSequence = which[i]; |
| 2193 | double alphaI = work[i]; |
| 2194 | work[i] = 0.0; |
| 2195 | int iStatus = (statusArray[iSequence] & 3) - 1; |
| 2196 | if (iStatus) { |
| 2197 | double value = reducedCost[iSequence] - theta * alphaI; |
| 2198 | reducedCost[iSequence] = value; |
| 2199 | double mult = multiplier[iStatus-1]; |
| 2200 | value *= mult; |
| 2201 | if (value < -tolerance) { |
| 2202 | // flipping bounds |
| 2203 | double movement = mult * (lower[iSequence] - upper[iSequence]); |
| 2204 | which[numberInfeasibilities++] = iSequence; |
| 2205 | #ifndef NDEBUG |
| 2206 | if (fabs(movement) >= 1.0e30) |
| 2207 | resetFakeBounds(-1000 - iSequence); |
| 2208 | #endif |
| 2209 | #ifdef CLP_DEBUG |
| 2210 | if ((handler_->logLevel() & 32)) |
| 2211 | printf("%d %d, new dj %g, alpha %g, movement %g\n" , |
| 2212 | 0, iSequence, value, alphaI, movement); |
| 2213 | #endif |
| 2214 | changeObj -= movement * cost[iSequence]; |
| 2215 | outputArray->quickAdd(iSequence, movement); |
| 2216 | } |
| 2217 | } |
| 2218 | } |
| 2219 | // Do columns |
| 2220 | reducedCost = djRegion(1); |
| 2221 | lower = lowerRegion(1); |
| 2222 | upper = upperRegion(1); |
| 2223 | cost = costRegion(1); |
| 2224 | // set number of infeasibilities in row array |
| 2225 | numberRowInfeasibilities = numberInfeasibilities; |
| 2226 | rowArray->setNumElements(numberInfeasibilities); |
| 2227 | numberInfeasibilities = 0; |
| 2228 | work = columnArray->denseVector(); |
| 2229 | number = columnArray->getNumElements(); |
| 2230 | which = columnArray->getIndices(); |
| 2231 | if ((moreSpecialOptions_ & 8) != 0) { |
| 2232 | const unsigned char * COIN_RESTRICT statusArray = status_; |
| 2233 | for (i = 0; i < number; i++) { |
| 2234 | int iSequence = which[i]; |
| 2235 | double alphaI = work[i]; |
| 2236 | work[i] = 0.0; |
| 2237 | |
| 2238 | int iStatus = (statusArray[iSequence] & 3) - 1; |
| 2239 | if (iStatus) { |
| 2240 | double value = reducedCost[iSequence] - theta * alphaI; |
| 2241 | reducedCost[iSequence] = value; |
| 2242 | double mult = multiplier[iStatus-1]; |
| 2243 | value *= mult; |
| 2244 | if (value < -tolerance) { |
| 2245 | // flipping bounds |
| 2246 | double movement = mult * (upper[iSequence] - lower[iSequence]); |
| 2247 | which[numberInfeasibilities++] = iSequence; |
| 2248 | #ifndef NDEBUG |
| 2249 | if (fabs(movement) >= 1.0e30) |
| 2250 | resetFakeBounds(-1000 - iSequence); |
| 2251 | #endif |
| 2252 | #ifdef CLP_DEBUG |
| 2253 | if ((handler_->logLevel() & 32)) |
| 2254 | printf("%d %d, new dj %g, alpha %g, movement %g\n" , |
| 2255 | 1, iSequence, value, alphaI, movement); |
| 2256 | #endif |
| 2257 | changeObj += movement * cost[iSequence]; |
| 2258 | matrix_->add(this, outputArray, iSequence, movement); |
| 2259 | } |
| 2260 | } |
| 2261 | } |
| 2262 | } else { |
| 2263 | for (i = 0; i < number; i++) { |
| 2264 | int iSequence = which[i]; |
| 2265 | double alphaI = work[i]; |
| 2266 | work[i] = 0.0; |
| 2267 | |
| 2268 | Status status = getStatus(iSequence); |
| 2269 | if (status == atLowerBound) { |
| 2270 | double value = reducedCost[iSequence] - theta * alphaI; |
| 2271 | reducedCost[iSequence] = value; |
| 2272 | double movement = 0.0; |
| 2273 | |
| 2274 | if (value < -tolerance) { |
| 2275 | // to upper bound |
| 2276 | which[numberInfeasibilities++] = iSequence; |
| 2277 | movement = upper[iSequence] - lower[iSequence]; |
| 2278 | #ifndef NDEBUG |
| 2279 | if (fabs(movement) >= 1.0e30) |
| 2280 | resetFakeBounds(-1000 - iSequence); |
| 2281 | #endif |
| 2282 | #ifdef CLP_DEBUG |
| 2283 | if ((handler_->logLevel() & 32)) |
| 2284 | printf("%d %d, new dj %g, alpha %g, movement %g\n" , |
| 2285 | 1, iSequence, value, alphaI, movement); |
| 2286 | #endif |
| 2287 | changeObj += movement * cost[iSequence]; |
| 2288 | matrix_->add(this, outputArray, iSequence, movement); |
| 2289 | } |
| 2290 | } else if (status == atUpperBound) { |
| 2291 | double value = reducedCost[iSequence] - theta * alphaI; |
| 2292 | reducedCost[iSequence] = value; |
| 2293 | double movement = 0.0; |
| 2294 | |
| 2295 | if (value > tolerance) { |
| 2296 | // to lower bound (if swap) |
| 2297 | which[numberInfeasibilities++] = iSequence; |
| 2298 | movement = lower[iSequence] - upper[iSequence]; |
| 2299 | #ifndef NDEBUG |
| 2300 | if (fabs(movement) >= 1.0e30) |
| 2301 | resetFakeBounds(-1000 - iSequence); |
| 2302 | #endif |
| 2303 | #ifdef CLP_DEBUG |
| 2304 | if ((handler_->logLevel() & 32)) |
| 2305 | printf("%d %d, new dj %g, alpha %g, movement %g\n" , |
| 2306 | 1, iSequence, value, alphaI, movement); |
| 2307 | #endif |
| 2308 | changeObj += movement * cost[iSequence]; |
| 2309 | matrix_->add(this, outputArray, iSequence, movement); |
| 2310 | } |
| 2311 | } else if (status == isFree) { |
| 2312 | double value = reducedCost[iSequence] - theta * alphaI; |
| 2313 | reducedCost[iSequence] = value; |
| 2314 | } |
| 2315 | } |
| 2316 | } |
| 2317 | } else { |
| 2318 | double * COIN_RESTRICT solution = solutionRegion(0); |
| 2319 | double * COIN_RESTRICT reducedCost = djRegion(0); |
| 2320 | const double * COIN_RESTRICT lower = lowerRegion(0); |
| 2321 | const double * COIN_RESTRICT upper = upperRegion(0); |
| 2322 | const double * COIN_RESTRICT cost = costRegion(0); |
| 2323 | int * COIN_RESTRICT which; |
| 2324 | which = rowArray->getIndices(); |
| 2325 | int iSequence; |
| 2326 | for (iSequence = 0; iSequence < numberRows_; iSequence++) { |
| 2327 | double value = reducedCost[iSequence]; |
| 2328 | |
| 2329 | Status status = getStatus(iSequence + numberColumns_); |
| 2330 | // more likely to be at upper bound ? |
| 2331 | if (status == atUpperBound) { |
| 2332 | double movement = 0.0; |
| 2333 | //#define NO_SWAP7 |
| 2334 | if (value > tolerance) { |
| 2335 | // to lower bound (if swap) |
| 2336 | // put back alpha |
| 2337 | which[numberInfeasibilities++] = iSequence; |
| 2338 | movement = lower[iSequence] - upper[iSequence]; |
| 2339 | changeObj += movement * cost[iSequence]; |
| 2340 | outputArray->quickAdd(iSequence, -movement); |
| 2341 | #ifndef NDEBUG |
| 2342 | if (fabs(movement) >= 1.0e30) |
| 2343 | resetFakeBounds(-1000 - iSequence); |
| 2344 | #endif |
| 2345 | #ifndef NO_SWAP7 |
| 2346 | } else if (value > -tolerance) { |
| 2347 | // at correct bound but may swap |
| 2348 | FakeBound bound = getFakeBound(iSequence + numberColumns_); |
| 2349 | if (bound == ClpSimplexDual::upperFake) { |
| 2350 | movement = lower[iSequence] - upper[iSequence]; |
| 2351 | #ifndef NDEBUG |
| 2352 | if (fabs(movement) >= 1.0e30) |
| 2353 | resetFakeBounds(-1000 - iSequence); |
| 2354 | #endif |
| 2355 | setStatus(iSequence + numberColumns_, atLowerBound); |
| 2356 | solution[iSequence] = lower[iSequence]; |
| 2357 | changeObj += movement * cost[iSequence]; |
| 2358 | //numberFake_--; |
| 2359 | //setFakeBound(iSequence+numberColumns_,noFake); |
| 2360 | } |
| 2361 | #endif |
| 2362 | } |
| 2363 | } else if (status == atLowerBound) { |
| 2364 | double movement = 0.0; |
| 2365 | |
| 2366 | if (value < -tolerance) { |
| 2367 | // to upper bound |
| 2368 | // put back alpha |
| 2369 | which[numberInfeasibilities++] = iSequence; |
| 2370 | movement = upper[iSequence] - lower[iSequence]; |
| 2371 | #ifndef NDEBUG |
| 2372 | if (fabs(movement) >= 1.0e30) |
| 2373 | resetFakeBounds(-1000 - iSequence); |
| 2374 | #endif |
| 2375 | changeObj += movement * cost[iSequence]; |
| 2376 | outputArray->quickAdd(iSequence, -movement); |
| 2377 | #ifndef NO_SWAP7 |
| 2378 | } else if (value < tolerance) { |
| 2379 | // at correct bound but may swap |
| 2380 | FakeBound bound = getFakeBound(iSequence + numberColumns_); |
| 2381 | if (bound == ClpSimplexDual::lowerFake) { |
| 2382 | movement = upper[iSequence] - lower[iSequence]; |
| 2383 | #ifndef NDEBUG |
| 2384 | if (fabs(movement) >= 1.0e30) |
| 2385 | resetFakeBounds(-1000 - iSequence); |
| 2386 | #endif |
| 2387 | setStatus(iSequence + numberColumns_, atUpperBound); |
| 2388 | solution[iSequence] = upper[iSequence]; |
| 2389 | changeObj += movement * cost[iSequence]; |
| 2390 | //numberFake_--; |
| 2391 | //setFakeBound(iSequence+numberColumns_,noFake); |
| 2392 | } |
| 2393 | #endif |
| 2394 | } |
| 2395 | } |
| 2396 | } |
| 2397 | // Do columns |
| 2398 | solution = solutionRegion(1); |
| 2399 | reducedCost = djRegion(1); |
| 2400 | lower = lowerRegion(1); |
| 2401 | upper = upperRegion(1); |
| 2402 | cost = costRegion(1); |
| 2403 | // set number of infeasibilities in row array |
| 2404 | numberRowInfeasibilities = numberInfeasibilities; |
| 2405 | rowArray->setNumElements(numberInfeasibilities); |
| 2406 | numberInfeasibilities = 0; |
| 2407 | which = columnArray->getIndices(); |
| 2408 | for (iSequence = 0; iSequence < numberColumns_; iSequence++) { |
| 2409 | double value = reducedCost[iSequence]; |
| 2410 | |
| 2411 | Status status = getStatus(iSequence); |
| 2412 | if (status == atLowerBound) { |
| 2413 | double movement = 0.0; |
| 2414 | |
| 2415 | if (value < -tolerance) { |
| 2416 | // to upper bound |
| 2417 | // put back alpha |
| 2418 | which[numberInfeasibilities++] = iSequence; |
| 2419 | movement = upper[iSequence] - lower[iSequence]; |
| 2420 | #ifndef NDEBUG |
| 2421 | if (fabs(movement) >= 1.0e30) |
| 2422 | resetFakeBounds(-1000 - iSequence); |
| 2423 | #endif |
| 2424 | changeObj += movement * cost[iSequence]; |
| 2425 | matrix_->add(this, outputArray, iSequence, movement); |
| 2426 | #ifndef NO_SWAP7 |
| 2427 | } else if (value < tolerance) { |
| 2428 | // at correct bound but may swap |
| 2429 | FakeBound bound = getFakeBound(iSequence); |
| 2430 | if (bound == ClpSimplexDual::lowerFake) { |
| 2431 | movement = upper[iSequence] - lower[iSequence]; |
| 2432 | #ifndef NDEBUG |
| 2433 | if (fabs(movement) >= 1.0e30) |
| 2434 | resetFakeBounds(-1000 - iSequence); |
| 2435 | #endif |
| 2436 | setStatus(iSequence, atUpperBound); |
| 2437 | solution[iSequence] = upper[iSequence]; |
| 2438 | changeObj += movement * cost[iSequence]; |
| 2439 | //numberFake_--; |
| 2440 | //setFakeBound(iSequence,noFake); |
| 2441 | } |
| 2442 | #endif |
| 2443 | } |
| 2444 | } else if (status == atUpperBound) { |
| 2445 | double movement = 0.0; |
| 2446 | |
| 2447 | if (value > tolerance) { |
| 2448 | // to lower bound (if swap) |
| 2449 | // put back alpha |
| 2450 | which[numberInfeasibilities++] = iSequence; |
| 2451 | movement = lower[iSequence] - upper[iSequence]; |
| 2452 | #ifndef NDEBUG |
| 2453 | if (fabs(movement) >= 1.0e30) |
| 2454 | resetFakeBounds(-1000 - iSequence); |
| 2455 | #endif |
| 2456 | changeObj += movement * cost[iSequence]; |
| 2457 | matrix_->add(this, outputArray, iSequence, movement); |
| 2458 | #ifndef NO_SWAP7 |
| 2459 | } else if (value > -tolerance) { |
| 2460 | // at correct bound but may swap |
| 2461 | FakeBound bound = getFakeBound(iSequence); |
| 2462 | if (bound == ClpSimplexDual::upperFake) { |
| 2463 | movement = lower[iSequence] - upper[iSequence]; |
| 2464 | #ifndef NDEBUG |
| 2465 | if (fabs(movement) >= 1.0e30) |
| 2466 | resetFakeBounds(-1000 - iSequence); |
| 2467 | #endif |
| 2468 | setStatus(iSequence, atLowerBound); |
| 2469 | solution[iSequence] = lower[iSequence]; |
| 2470 | changeObj += movement * cost[iSequence]; |
| 2471 | //numberFake_--; |
| 2472 | //setFakeBound(iSequence,noFake); |
| 2473 | } |
| 2474 | #endif |
| 2475 | } |
| 2476 | } |
| 2477 | } |
| 2478 | } |
| 2479 | |
| 2480 | #ifdef CLP_DEBUG |
| 2481 | if (fullRecompute && numberFake_ && (handler_->logLevel() & 16) != 0) |
| 2482 | printf("%d fake after full update\n" , numberFake_); |
| 2483 | #endif |
| 2484 | // set number of infeasibilities |
| 2485 | columnArray->setNumElements(numberInfeasibilities); |
| 2486 | numberInfeasibilities += numberRowInfeasibilities; |
| 2487 | if (fullRecompute) { |
| 2488 | // do actual flips |
| 2489 | flipBounds(rowArray, columnArray); |
| 2490 | } |
| 2491 | objectiveChange += changeObj; |
| 2492 | return numberInfeasibilities; |
| 2493 | } |
| 2494 | void |
| 2495 | ClpSimplexDual::updateDualsInValuesPass(CoinIndexedVector * rowArray, |
| 2496 | CoinIndexedVector * columnArray, |
| 2497 | double theta) |
| 2498 | { |
| 2499 | |
| 2500 | // use a tighter tolerance except for all being okay |
| 2501 | double tolerance = dualTolerance_; |
| 2502 | |
| 2503 | // Coding is very similar but we can save a bit by splitting |
| 2504 | // Do rows |
| 2505 | { |
| 2506 | int i; |
| 2507 | double * reducedCost = djRegion(0); |
| 2508 | double * work; |
| 2509 | int number; |
| 2510 | int * which; |
| 2511 | work = rowArray->denseVector(); |
| 2512 | number = rowArray->getNumElements(); |
| 2513 | which = rowArray->getIndices(); |
| 2514 | for (i = 0; i < number; i++) { |
| 2515 | int iSequence = which[i]; |
| 2516 | double alphaI = work[i]; |
| 2517 | double value = reducedCost[iSequence] - theta * alphaI; |
| 2518 | work[i] = 0.0; |
| 2519 | reducedCost[iSequence] = value; |
| 2520 | |
| 2521 | Status status = getStatus(iSequence + numberColumns_); |
| 2522 | // more likely to be at upper bound ? |
| 2523 | if (status == atUpperBound) { |
| 2524 | |
| 2525 | if (value > tolerance) |
| 2526 | reducedCost[iSequence] = 0.0; |
| 2527 | } else if (status == atLowerBound) { |
| 2528 | |
| 2529 | if (value < -tolerance) { |
| 2530 | reducedCost[iSequence] = 0.0; |
| 2531 | } |
| 2532 | } |
| 2533 | } |
| 2534 | } |
| 2535 | rowArray->setNumElements(0); |
| 2536 | |
| 2537 | // Do columns |
| 2538 | { |
| 2539 | int i; |
| 2540 | double * reducedCost = djRegion(1); |
| 2541 | double * work; |
| 2542 | int number; |
| 2543 | int * which; |
| 2544 | work = columnArray->denseVector(); |
| 2545 | number = columnArray->getNumElements(); |
| 2546 | which = columnArray->getIndices(); |
| 2547 | |
| 2548 | for (i = 0; i < number; i++) { |
| 2549 | int iSequence = which[i]; |
| 2550 | double alphaI = work[i]; |
| 2551 | double value = reducedCost[iSequence] - theta * alphaI; |
| 2552 | work[i] = 0.0; |
| 2553 | reducedCost[iSequence] = value; |
| 2554 | |
| 2555 | Status status = getStatus(iSequence); |
| 2556 | if (status == atLowerBound) { |
| 2557 | if (value < -tolerance) |
| 2558 | reducedCost[iSequence] = 0.0; |
| 2559 | } else if (status == atUpperBound) { |
| 2560 | if (value > tolerance) |
| 2561 | reducedCost[iSequence] = 0.0; |
| 2562 | } |
| 2563 | } |
| 2564 | } |
| 2565 | columnArray->setNumElements(0); |
| 2566 | } |
| 2567 | /* |
| 2568 | Chooses dual pivot row |
| 2569 | Would be faster with separate region to scan |
| 2570 | and will have this (with square of infeasibility) when steepest |
| 2571 | For easy problems we can just choose one of the first rows we look at |
| 2572 | */ |
| 2573 | void |
| 2574 | ClpSimplexDual::dualRow(int alreadyChosen) |
| 2575 | { |
| 2576 | // get pivot row using whichever method it is |
| 2577 | int chosenRow = -1; |
| 2578 | #ifdef FORCE_FOLLOW |
| 2579 | bool forceThis = false; |
| 2580 | if (!fpFollow && strlen(forceFile)) { |
| 2581 | fpFollow = fopen(forceFile, "r" ); |
| 2582 | assert (fpFollow); |
| 2583 | } |
| 2584 | if (fpFollow) { |
| 2585 | if (numberIterations_ <= force_iteration) { |
| 2586 | // read to next Clp0102 |
| 2587 | char temp[300]; |
| 2588 | while (fgets(temp, 250, fpFollow)) { |
| 2589 | if (strncmp(temp, "Clp0102" , 7)) |
| 2590 | continue; |
| 2591 | char cin, cout; |
| 2592 | sscanf(temp + 9, "%d%*f%*s%*c%c%d%*s%*c%c%d" , |
| 2593 | &force_iteration, &cin, &force_in, &cout, &force_out); |
| 2594 | if (cin == 'R') |
| 2595 | force_in += numberColumns_; |
| 2596 | if (cout == 'R') |
| 2597 | force_out += numberColumns_; |
| 2598 | forceThis = true; |
| 2599 | assert (numberIterations_ == force_iteration - 1); |
| 2600 | printf("Iteration %d will force %d out and %d in\n" , |
| 2601 | force_iteration, force_out, force_in); |
| 2602 | alreadyChosen = force_out; |
| 2603 | break; |
| 2604 | } |
| 2605 | } else { |
| 2606 | // use old |
| 2607 | forceThis = true; |
| 2608 | } |
| 2609 | if (!forceThis) { |
| 2610 | fclose(fpFollow); |
| 2611 | fpFollow = NULL; |
| 2612 | forceFile = "" ; |
| 2613 | } |
| 2614 | } |
| 2615 | #endif |
| 2616 | double freeAlpha = 0.0; |
| 2617 | if (alreadyChosen < 0) { |
| 2618 | // first see if any free variables and put them in basis |
| 2619 | int nextFree = nextSuperBasic(); |
| 2620 | //nextFree=-1; //off |
| 2621 | if (nextFree >= 0) { |
| 2622 | // unpack vector and find a good pivot |
| 2623 | unpack(rowArray_[1], nextFree); |
| 2624 | factorization_->updateColumn(rowArray_[2], rowArray_[1]); |
| 2625 | |
| 2626 | double * work = rowArray_[1]->denseVector(); |
| 2627 | int number = rowArray_[1]->getNumElements(); |
| 2628 | int * which = rowArray_[1]->getIndices(); |
| 2629 | double bestFeasibleAlpha = 0.0; |
| 2630 | int bestFeasibleRow = -1; |
| 2631 | double bestInfeasibleAlpha = 0.0; |
| 2632 | int bestInfeasibleRow = -1; |
| 2633 | int i; |
| 2634 | |
| 2635 | for (i = 0; i < number; i++) { |
| 2636 | int iRow = which[i]; |
| 2637 | double alpha = fabs(work[iRow]); |
| 2638 | if (alpha > 1.0e-3) { |
| 2639 | int iSequence = pivotVariable_[iRow]; |
| 2640 | double value = solution_[iSequence]; |
| 2641 | double lower = lower_[iSequence]; |
| 2642 | double upper = upper_[iSequence]; |
| 2643 | double infeasibility = 0.0; |
| 2644 | if (value > upper) |
| 2645 | infeasibility = value - upper; |
| 2646 | else if (value < lower) |
| 2647 | infeasibility = lower - value; |
| 2648 | if (infeasibility * alpha > bestInfeasibleAlpha && alpha > 1.0e-1) { |
| 2649 | if (!flagged(iSequence)) { |
| 2650 | bestInfeasibleAlpha = infeasibility * alpha; |
| 2651 | bestInfeasibleRow = iRow; |
| 2652 | } |
| 2653 | } |
| 2654 | if (alpha > bestFeasibleAlpha && (lower > -1.0e20 || upper < 1.0e20)) { |
| 2655 | bestFeasibleAlpha = alpha; |
| 2656 | bestFeasibleRow = iRow; |
| 2657 | } |
| 2658 | } |
| 2659 | } |
| 2660 | if (bestInfeasibleRow >= 0) |
| 2661 | chosenRow = bestInfeasibleRow; |
| 2662 | else if (bestFeasibleAlpha > 1.0e-2) |
| 2663 | chosenRow = bestFeasibleRow; |
| 2664 | if (chosenRow >= 0) { |
| 2665 | pivotRow_ = chosenRow; |
| 2666 | freeAlpha = work[chosenRow]; |
| 2667 | } |
| 2668 | rowArray_[1]->clear(); |
| 2669 | } |
| 2670 | } else { |
| 2671 | // in values pass |
| 2672 | chosenRow = alreadyChosen; |
| 2673 | #ifdef FORCE_FOLLOW |
| 2674 | if(forceThis) { |
| 2675 | alreadyChosen = -1; |
| 2676 | chosenRow = -1; |
| 2677 | for (int i = 0; i < numberRows_; i++) { |
| 2678 | if (pivotVariable_[i] == force_out) { |
| 2679 | chosenRow = i; |
| 2680 | break; |
| 2681 | } |
| 2682 | } |
| 2683 | assert (chosenRow >= 0); |
| 2684 | } |
| 2685 | #endif |
| 2686 | pivotRow_ = chosenRow; |
| 2687 | } |
| 2688 | if (chosenRow < 0) |
| 2689 | pivotRow_ = dualRowPivot_->pivotRow(); |
| 2690 | |
| 2691 | if (pivotRow_ >= 0) { |
| 2692 | sequenceOut_ = pivotVariable_[pivotRow_]; |
| 2693 | valueOut_ = solution_[sequenceOut_]; |
| 2694 | lowerOut_ = lower_[sequenceOut_]; |
| 2695 | upperOut_ = upper_[sequenceOut_]; |
| 2696 | if (alreadyChosen < 0) { |
| 2697 | // if we have problems we could try other way and hope we get a |
| 2698 | // zero pivot? |
| 2699 | if (valueOut_ > upperOut_) { |
| 2700 | directionOut_ = -1; |
| 2701 | dualOut_ = valueOut_ - upperOut_; |
| 2702 | } else if (valueOut_ < lowerOut_) { |
| 2703 | directionOut_ = 1; |
| 2704 | dualOut_ = lowerOut_ - valueOut_; |
| 2705 | } else { |
| 2706 | #if 1 |
| 2707 | // odd (could be free) - it's feasible - go to nearest |
| 2708 | if (valueOut_ - lowerOut_ < upperOut_ - valueOut_) { |
| 2709 | directionOut_ = 1; |
| 2710 | dualOut_ = lowerOut_ - valueOut_; |
| 2711 | } else { |
| 2712 | directionOut_ = -1; |
| 2713 | dualOut_ = valueOut_ - upperOut_; |
| 2714 | } |
| 2715 | #else |
| 2716 | // odd (could be free) - it's feasible - improve obj |
| 2717 | printf("direction from alpha of %g is %d\n" , |
| 2718 | freeAlpha, freeAlpha > 0.0 ? 1 : -1); |
| 2719 | if (valueOut_ - lowerOut_ > 1.0e20) |
| 2720 | freeAlpha = 1.0; |
| 2721 | else if(upperOut_ - valueOut_ > 1.0e20) |
| 2722 | freeAlpha = -1.0; |
| 2723 | //if (valueOut_-lowerOut_<upperOut_-valueOut_) { |
| 2724 | if (freeAlpha < 0.0) { |
| 2725 | directionOut_ = 1; |
| 2726 | dualOut_ = lowerOut_ - valueOut_; |
| 2727 | } else { |
| 2728 | directionOut_ = -1; |
| 2729 | dualOut_ = valueOut_ - upperOut_; |
| 2730 | } |
| 2731 | printf("direction taken %d - bounds %g %g %g\n" , |
| 2732 | directionOut_, lowerOut_, valueOut_, upperOut_); |
| 2733 | #endif |
| 2734 | } |
| 2735 | #ifdef CLP_DEBUG |
| 2736 | assert(dualOut_ >= 0.0); |
| 2737 | #endif |
| 2738 | } else { |
| 2739 | // in values pass so just use sign of dj |
| 2740 | // We don't want to go through any barriers so set dualOut low |
| 2741 | // free variables will never be here |
| 2742 | dualOut_ = 1.0e-6; |
| 2743 | if (dj_[sequenceOut_] > 0.0) { |
| 2744 | // this will give a -1 in pivot row (as slacks are -1.0) |
| 2745 | directionOut_ = 1; |
| 2746 | } else { |
| 2747 | directionOut_ = -1; |
| 2748 | } |
| 2749 | } |
| 2750 | } |
| 2751 | return ; |
| 2752 | } |
| 2753 | // Checks if any fake bounds active - if so returns number and modifies |
| 2754 | // dualBound_ and everything. |
| 2755 | // Free variables will be left as free |
| 2756 | // Returns number of bounds changed if >=0 |
| 2757 | // Returns -1 if not initialize and no effect |
| 2758 | // Fills in changeVector which can be used to see if unbounded |
| 2759 | // and cost of change vector |
| 2760 | int |
| 2761 | ClpSimplexDual::changeBounds(int initialize, |
| 2762 | CoinIndexedVector * outputArray, |
| 2763 | double & changeCost) |
| 2764 | { |
| 2765 | numberFake_ = 0; |
| 2766 | if (!initialize) { |
| 2767 | int numberInfeasibilities; |
| 2768 | double newBound; |
| 2769 | newBound = 5.0 * dualBound_; |
| 2770 | numberInfeasibilities = 0; |
| 2771 | changeCost = 0.0; |
| 2772 | // put back original bounds and then check |
| 2773 | createRim1(false); |
| 2774 | int iSequence; |
| 2775 | // bounds will get bigger - just look at ones at bounds |
| 2776 | for (iSequence = 0; iSequence < numberRows_ + numberColumns_; iSequence++) { |
| 2777 | double lowerValue = lower_[iSequence]; |
| 2778 | double upperValue = upper_[iSequence]; |
| 2779 | double value = solution_[iSequence]; |
| 2780 | setFakeBound(iSequence, ClpSimplexDual::noFake); |
| 2781 | switch(getStatus(iSequence)) { |
| 2782 | |
| 2783 | case basic: |
| 2784 | case ClpSimplex::isFixed: |
| 2785 | break; |
| 2786 | case isFree: |
| 2787 | case superBasic: |
| 2788 | break; |
| 2789 | case atUpperBound: |
| 2790 | if (fabs(value - upperValue) > primalTolerance_) |
| 2791 | numberInfeasibilities++; |
| 2792 | break; |
| 2793 | case atLowerBound: |
| 2794 | if (fabs(value - lowerValue) > primalTolerance_) |
| 2795 | numberInfeasibilities++; |
| 2796 | break; |
| 2797 | } |
| 2798 | } |
| 2799 | // If dual infeasible then carry on |
| 2800 | if (numberInfeasibilities) { |
| 2801 | handler_->message(CLP_DUAL_CHECKB, messages_) |
| 2802 | << newBound |
| 2803 | << CoinMessageEol; |
| 2804 | int iSequence; |
| 2805 | for (iSequence = 0; iSequence < numberRows_ + numberColumns_; iSequence++) { |
| 2806 | double lowerValue = lower_[iSequence]; |
| 2807 | double upperValue = upper_[iSequence]; |
| 2808 | double newLowerValue; |
| 2809 | double newUpperValue; |
| 2810 | Status status = getStatus(iSequence); |
| 2811 | if (status == atUpperBound || |
| 2812 | status == atLowerBound) { |
| 2813 | double value = solution_[iSequence]; |
| 2814 | if (value - lowerValue <= upperValue - value) { |
| 2815 | newLowerValue = CoinMax(lowerValue, value - 0.666667 * newBound); |
| 2816 | newUpperValue = CoinMin(upperValue, newLowerValue + newBound); |
| 2817 | } else { |
| 2818 | newUpperValue = CoinMin(upperValue, value + 0.666667 * newBound); |
| 2819 | newLowerValue = CoinMax(lowerValue, newUpperValue - newBound); |
| 2820 | } |
| 2821 | lower_[iSequence] = newLowerValue; |
| 2822 | upper_[iSequence] = newUpperValue; |
| 2823 | if (newLowerValue > lowerValue) { |
| 2824 | if (newUpperValue < upperValue) { |
| 2825 | setFakeBound(iSequence, ClpSimplexDual::bothFake); |
| 2826 | #ifdef CLP_INVESTIGATE |
| 2827 | abort(); // No idea what should happen here - I have never got here |
| 2828 | #endif |
| 2829 | numberFake_++; |
| 2830 | } else { |
| 2831 | setFakeBound(iSequence, ClpSimplexDual::lowerFake); |
| 2832 | numberFake_++; |
| 2833 | } |
| 2834 | } else { |
| 2835 | if (newUpperValue < upperValue) { |
| 2836 | setFakeBound(iSequence, ClpSimplexDual::upperFake); |
| 2837 | numberFake_++; |
| 2838 | } |
| 2839 | } |
| 2840 | if (status == atUpperBound) |
| 2841 | solution_[iSequence] = newUpperValue; |
| 2842 | else |
| 2843 | solution_[iSequence] = newLowerValue; |
| 2844 | double movement = solution_[iSequence] - value; |
| 2845 | if (movement && outputArray) { |
| 2846 | if (iSequence >= numberColumns_) { |
| 2847 | outputArray->quickAdd(iSequence, -movement); |
| 2848 | changeCost += movement * cost_[iSequence]; |
| 2849 | } else { |
| 2850 | matrix_->add(this, outputArray, iSequence, movement); |
| 2851 | changeCost += movement * cost_[iSequence]; |
| 2852 | } |
| 2853 | } |
| 2854 | } |
| 2855 | } |
| 2856 | dualBound_ = newBound; |
| 2857 | } else { |
| 2858 | numberInfeasibilities = -1; |
| 2859 | } |
| 2860 | return numberInfeasibilities; |
| 2861 | } else if (initialize == 1 || initialize == 3) { |
| 2862 | int iSequence; |
| 2863 | if (initialize == 3) { |
| 2864 | for (iSequence = 0; iSequence < numberRows_ + numberColumns_; iSequence++) { |
| 2865 | setFakeBound(iSequence, ClpSimplexDual::noFake); |
| 2866 | } |
| 2867 | } |
| 2868 | double testBound = 0.999999 * dualBound_; |
| 2869 | for (iSequence = 0; iSequence < numberRows_ + numberColumns_; iSequence++) { |
| 2870 | Status status = getStatus(iSequence); |
| 2871 | if (status == atUpperBound || |
| 2872 | status == atLowerBound) { |
| 2873 | double lowerValue = lower_[iSequence]; |
| 2874 | double upperValue = upper_[iSequence]; |
| 2875 | double value = solution_[iSequence]; |
| 2876 | if (lowerValue > -largeValue_ || upperValue < largeValue_) { |
| 2877 | if (true || lowerValue - value > -0.5 * dualBound_ || |
| 2878 | upperValue - value < 0.5 * dualBound_) { |
| 2879 | if (fabs(lowerValue - value) <= fabs(upperValue - value)) { |
| 2880 | if (upperValue > lowerValue + testBound) { |
| 2881 | if (getFakeBound(iSequence) == ClpSimplexDual::noFake) |
| 2882 | numberFake_++; |
| 2883 | upper_[iSequence] = lowerValue + dualBound_; |
| 2884 | setFakeBound(iSequence, ClpSimplexDual::upperFake); |
| 2885 | } |
| 2886 | } else { |
| 2887 | if (lowerValue < upperValue - testBound) { |
| 2888 | if (getFakeBound(iSequence) == ClpSimplexDual::noFake) |
| 2889 | numberFake_++; |
| 2890 | lower_[iSequence] = upperValue - dualBound_; |
| 2891 | setFakeBound(iSequence, ClpSimplexDual::lowerFake); |
| 2892 | } |
| 2893 | } |
| 2894 | } else { |
| 2895 | if (getFakeBound(iSequence) == ClpSimplexDual::noFake) |
| 2896 | numberFake_++; |
| 2897 | lower_[iSequence] = -0.5 * dualBound_; |
| 2898 | upper_[iSequence] = 0.5 * dualBound_; |
| 2899 | setFakeBound(iSequence, ClpSimplexDual::bothFake); |
| 2900 | abort(); |
| 2901 | } |
| 2902 | if (status == atUpperBound) |
| 2903 | solution_[iSequence] = upper_[iSequence]; |
| 2904 | else |
| 2905 | solution_[iSequence] = lower_[iSequence]; |
| 2906 | } else { |
| 2907 | // set non basic free variables to fake bounds |
| 2908 | // I don't think we should ever get here |
| 2909 | CoinAssert(!("should not be here" )); |
| 2910 | lower_[iSequence] = -0.5 * dualBound_; |
| 2911 | upper_[iSequence] = 0.5 * dualBound_; |
| 2912 | setFakeBound(iSequence, ClpSimplexDual::bothFake); |
| 2913 | numberFake_++; |
| 2914 | setStatus(iSequence, atUpperBound); |
| 2915 | solution_[iSequence] = 0.5 * dualBound_; |
| 2916 | } |
| 2917 | } else if (status == basic) { |
| 2918 | // make sure not at fake bound and bounds correct |
| 2919 | setFakeBound(iSequence, ClpSimplexDual::noFake); |
| 2920 | double gap = upper_[iSequence] - lower_[iSequence]; |
| 2921 | if (gap > 0.5 * dualBound_ && gap < 2.0 * dualBound_) { |
| 2922 | if (iSequence < numberColumns_) { |
| 2923 | if (columnScale_) { |
| 2924 | double multiplier = rhsScale_ * inverseColumnScale_[iSequence]; |
| 2925 | // lower |
| 2926 | double value = columnLower_[iSequence]; |
| 2927 | if (value > -1.0e30) { |
| 2928 | value *= multiplier; |
| 2929 | } |
| 2930 | lower_[iSequence] = value; |
| 2931 | // upper |
| 2932 | value = columnUpper_[iSequence]; |
| 2933 | if (value < 1.0e30) { |
| 2934 | value *= multiplier; |
| 2935 | } |
| 2936 | upper_[iSequence] = value; |
| 2937 | } else { |
| 2938 | lower_[iSequence] = columnLower_[iSequence]; |
| 2939 | upper_[iSequence] = columnUpper_[iSequence]; |
| 2940 | } |
| 2941 | } else { |
| 2942 | int iRow = iSequence - numberColumns_; |
| 2943 | if (rowScale_) { |
| 2944 | // lower |
| 2945 | double multiplier = rhsScale_ * rowScale_[iRow]; |
| 2946 | double value = rowLower_[iRow]; |
| 2947 | if (value > -1.0e30) { |
| 2948 | value *= multiplier; |
| 2949 | } |
| 2950 | lower_[iSequence] = value; |
| 2951 | // upper |
| 2952 | value = rowUpper_[iRow]; |
| 2953 | if (value < 1.0e30) { |
| 2954 | value *= multiplier; |
| 2955 | } |
| 2956 | upper_[iSequence] = value; |
| 2957 | } else { |
| 2958 | lower_[iSequence] = rowLower_[iRow]; |
| 2959 | upper_[iSequence] = rowUpper_[iRow]; |
| 2960 | } |
| 2961 | } |
| 2962 | } |
| 2963 | } |
| 2964 | } |
| 2965 | |
| 2966 | return 1; |
| 2967 | } else { |
| 2968 | // just reset changed ones |
| 2969 | if (columnScale_) { |
| 2970 | int iSequence; |
| 2971 | for (iSequence = 0; iSequence < numberColumns_; iSequence++) { |
| 2972 | FakeBound fakeStatus = getFakeBound(iSequence); |
| 2973 | if (fakeStatus != noFake) { |
| 2974 | if ((static_cast<int> (fakeStatus) & 1) != 0) { |
| 2975 | // lower |
| 2976 | double value = columnLower_[iSequence]; |
| 2977 | if (value > -1.0e30) { |
| 2978 | double multiplier = rhsScale_ * inverseColumnScale_[iSequence]; |
| 2979 | value *= multiplier; |
| 2980 | } |
| 2981 | columnLowerWork_[iSequence] = value; |
| 2982 | } |
| 2983 | if ((static_cast<int> (fakeStatus) & 2) != 0) { |
| 2984 | // upper |
| 2985 | double value = columnUpper_[iSequence]; |
| 2986 | if (value < 1.0e30) { |
| 2987 | double multiplier = rhsScale_ * inverseColumnScale_[iSequence]; |
| 2988 | value *= multiplier; |
| 2989 | } |
| 2990 | columnUpperWork_[iSequence] = value; |
| 2991 | } |
| 2992 | } |
| 2993 | } |
| 2994 | for (iSequence = 0; iSequence < numberRows_; iSequence++) { |
| 2995 | FakeBound fakeStatus = getFakeBound(iSequence + numberColumns_); |
| 2996 | if (fakeStatus != noFake) { |
| 2997 | if ((static_cast<int> (fakeStatus) & 1) != 0) { |
| 2998 | // lower |
| 2999 | double value = rowLower_[iSequence]; |
| 3000 | if (value > -1.0e30) { |
| 3001 | double multiplier = rhsScale_ * rowScale_[iSequence]; |
| 3002 | value *= multiplier; |
| 3003 | } |
| 3004 | rowLowerWork_[iSequence] = value; |
| 3005 | } |
| 3006 | if ((static_cast<int> (fakeStatus) & 2) != 0) { |
| 3007 | // upper |
| 3008 | double value = rowUpper_[iSequence]; |
| 3009 | if (value < 1.0e30) { |
| 3010 | double multiplier = rhsScale_ * rowScale_[iSequence]; |
| 3011 | value *= multiplier; |
| 3012 | } |
| 3013 | rowUpperWork_[iSequence] = value; |
| 3014 | } |
| 3015 | } |
| 3016 | } |
| 3017 | } else { |
| 3018 | int iSequence; |
| 3019 | for (iSequence = 0; iSequence < numberColumns_; iSequence++) { |
| 3020 | FakeBound fakeStatus = getFakeBound(iSequence); |
| 3021 | if ((static_cast<int> (fakeStatus) & 1) != 0) { |
| 3022 | // lower |
| 3023 | columnLowerWork_[iSequence] = columnLower_[iSequence]; |
| 3024 | } |
| 3025 | if ((static_cast<int> (fakeStatus) & 2) != 0) { |
| 3026 | // upper |
| 3027 | columnUpperWork_[iSequence] = columnUpper_[iSequence]; |
| 3028 | } |
| 3029 | } |
| 3030 | for (iSequence = 0; iSequence < numberRows_; iSequence++) { |
| 3031 | FakeBound fakeStatus = getFakeBound(iSequence + numberColumns_); |
| 3032 | if ((static_cast<int> (fakeStatus) & 1) != 0) { |
| 3033 | // lower |
| 3034 | rowLowerWork_[iSequence] = rowLower_[iSequence]; |
| 3035 | } |
| 3036 | if ((static_cast<int> (fakeStatus) & 2) != 0) { |
| 3037 | // upper |
| 3038 | rowUpperWork_[iSequence] = rowUpper_[iSequence]; |
| 3039 | } |
| 3040 | } |
| 3041 | } |
| 3042 | return 0; |
| 3043 | } |
| 3044 | } |
| 3045 | int |
| 3046 | ClpSimplexDual::dualColumn0(const CoinIndexedVector * rowArray, |
| 3047 | const CoinIndexedVector * columnArray, |
| 3048 | CoinIndexedVector * spareArray, |
| 3049 | double acceptablePivot, |
| 3050 | double & upperReturn, double &bestReturn, double & badFree) |
| 3051 | { |
| 3052 | // do first pass to get possibles |
| 3053 | double * spare = spareArray->denseVector(); |
| 3054 | int * index = spareArray->getIndices(); |
| 3055 | const double * work; |
| 3056 | int number; |
| 3057 | const int * which; |
| 3058 | const double * reducedCost; |
| 3059 | // We can also see if infeasible or pivoting on free |
| 3060 | double tentativeTheta = 1.0e15; |
| 3061 | double upperTheta = 1.0e31; |
| 3062 | double freePivot = acceptablePivot; |
| 3063 | double bestPossible = 0.0; |
| 3064 | int numberRemaining = 0; |
| 3065 | int i; |
| 3066 | badFree = 0.0; |
| 3067 | if ((moreSpecialOptions_ & 8) != 0) { |
| 3068 | // No free or super basic |
| 3069 | double multiplier[] = { -1.0, 1.0}; |
| 3070 | double dualT = - dualTolerance_; |
| 3071 | for (int iSection = 0; iSection < 2; iSection++) { |
| 3072 | |
| 3073 | int addSequence; |
| 3074 | unsigned char * statusArray; |
| 3075 | if (!iSection) { |
| 3076 | work = rowArray->denseVector(); |
| 3077 | number = rowArray->getNumElements(); |
| 3078 | which = rowArray->getIndices(); |
| 3079 | reducedCost = rowReducedCost_; |
| 3080 | addSequence = numberColumns_; |
| 3081 | statusArray = status_ + numberColumns_; |
| 3082 | } else { |
| 3083 | work = columnArray->denseVector(); |
| 3084 | number = columnArray->getNumElements(); |
| 3085 | which = columnArray->getIndices(); |
| 3086 | reducedCost = reducedCostWork_; |
| 3087 | addSequence = 0; |
| 3088 | statusArray = status_; |
| 3089 | } |
| 3090 | |
| 3091 | for (i = 0; i < number; i++) { |
| 3092 | int iSequence = which[i]; |
| 3093 | double alpha; |
| 3094 | double oldValue; |
| 3095 | double value; |
| 3096 | |
| 3097 | assert (getStatus(iSequence + addSequence) != isFree |
| 3098 | && getStatus(iSequence + addSequence) != superBasic); |
| 3099 | int iStatus = (statusArray[iSequence] & 3) - 1; |
| 3100 | if (iStatus) { |
| 3101 | double mult = multiplier[iStatus-1]; |
| 3102 | alpha = work[i] * mult; |
| 3103 | if (alpha > 0.0) { |
| 3104 | oldValue = reducedCost[iSequence] * mult; |
| 3105 | value = oldValue - tentativeTheta * alpha; |
| 3106 | if (value < dualT) { |
| 3107 | bestPossible = CoinMax(bestPossible, alpha); |
| 3108 | value = oldValue - upperTheta * alpha; |
| 3109 | if (value < dualT && alpha >= acceptablePivot) { |
| 3110 | upperTheta = (oldValue - dualT) / alpha; |
| 3111 | //tentativeTheta = CoinMin(2.0*upperTheta,tentativeTheta); |
| 3112 | } |
| 3113 | // add to list |
| 3114 | spare[numberRemaining] = alpha * mult; |
| 3115 | index[numberRemaining++] = iSequence + addSequence; |
| 3116 | } |
| 3117 | } |
| 3118 | } |
| 3119 | } |
| 3120 | } |
| 3121 | } else { |
| 3122 | // some free or super basic |
| 3123 | for (int iSection = 0; iSection < 2; iSection++) { |
| 3124 | |
| 3125 | int addSequence; |
| 3126 | |
| 3127 | if (!iSection) { |
| 3128 | work = rowArray->denseVector(); |
| 3129 | number = rowArray->getNumElements(); |
| 3130 | which = rowArray->getIndices(); |
| 3131 | reducedCost = rowReducedCost_; |
| 3132 | addSequence = numberColumns_; |
| 3133 | } else { |
| 3134 | work = columnArray->denseVector(); |
| 3135 | number = columnArray->getNumElements(); |
| 3136 | which = columnArray->getIndices(); |
| 3137 | reducedCost = reducedCostWork_; |
| 3138 | addSequence = 0; |
| 3139 | } |
| 3140 | |
| 3141 | for (i = 0; i < number; i++) { |
| 3142 | int iSequence = which[i]; |
| 3143 | double alpha; |
| 3144 | double oldValue; |
| 3145 | double value; |
| 3146 | bool keep; |
| 3147 | |
| 3148 | switch(getStatus(iSequence + addSequence)) { |
| 3149 | |
| 3150 | case basic: |
| 3151 | case ClpSimplex::isFixed: |
| 3152 | break; |
| 3153 | case isFree: |
| 3154 | case superBasic: |
| 3155 | alpha = work[i]; |
| 3156 | bestPossible = CoinMax(bestPossible, fabs(alpha)); |
| 3157 | oldValue = reducedCost[iSequence]; |
| 3158 | // If free has to be very large - should come in via dualRow |
| 3159 | //if (getStatus(iSequence+addSequence)==isFree&&fabs(alpha)<1.0e-3) |
| 3160 | //break; |
| 3161 | if (oldValue > dualTolerance_) { |
| 3162 | keep = true; |
| 3163 | } else if (oldValue < -dualTolerance_) { |
| 3164 | keep = true; |
| 3165 | } else { |
| 3166 | if (fabs(alpha) > CoinMax(10.0 * acceptablePivot, 1.0e-5)) { |
| 3167 | keep = true; |
| 3168 | } else { |
| 3169 | keep = false; |
| 3170 | badFree = CoinMax(badFree, fabs(alpha)); |
| 3171 | } |
| 3172 | } |
| 3173 | if (keep) { |
| 3174 | // free - choose largest |
| 3175 | if (fabs(alpha) > freePivot) { |
| 3176 | freePivot = fabs(alpha); |
| 3177 | sequenceIn_ = iSequence + addSequence; |
| 3178 | theta_ = oldValue / alpha; |
| 3179 | alpha_ = alpha; |
| 3180 | } |
| 3181 | } |
| 3182 | break; |
| 3183 | case atUpperBound: |
| 3184 | alpha = work[i]; |
| 3185 | oldValue = reducedCost[iSequence]; |
| 3186 | value = oldValue - tentativeTheta * alpha; |
| 3187 | //assert (oldValue<=dualTolerance_*1.0001); |
| 3188 | if (value > dualTolerance_) { |
| 3189 | bestPossible = CoinMax(bestPossible, -alpha); |
| 3190 | value = oldValue - upperTheta * alpha; |
| 3191 | if (value > dualTolerance_ && -alpha >= acceptablePivot) { |
| 3192 | upperTheta = (oldValue - dualTolerance_) / alpha; |
| 3193 | //tentativeTheta = CoinMin(2.0*upperTheta,tentativeTheta); |
| 3194 | } |
| 3195 | // add to list |
| 3196 | spare[numberRemaining] = alpha; |
| 3197 | index[numberRemaining++] = iSequence + addSequence; |
| 3198 | } |
| 3199 | break; |
| 3200 | case atLowerBound: |
| 3201 | alpha = work[i]; |
| 3202 | oldValue = reducedCost[iSequence]; |
| 3203 | value = oldValue - tentativeTheta * alpha; |
| 3204 | //assert (oldValue>=-dualTolerance_*1.0001); |
| 3205 | if (value < -dualTolerance_) { |
| 3206 | bestPossible = CoinMax(bestPossible, alpha); |
| 3207 | value = oldValue - upperTheta * alpha; |
| 3208 | if (value < -dualTolerance_ && alpha >= acceptablePivot) { |
| 3209 | upperTheta = (oldValue + dualTolerance_) / alpha; |
| 3210 | //tentativeTheta = CoinMin(2.0*upperTheta,tentativeTheta); |
| 3211 | } |
| 3212 | // add to list |
| 3213 | spare[numberRemaining] = alpha; |
| 3214 | index[numberRemaining++] = iSequence + addSequence; |
| 3215 | } |
| 3216 | break; |
| 3217 | } |
| 3218 | } |
| 3219 | } |
| 3220 | } |
| 3221 | upperReturn = upperTheta; |
| 3222 | bestReturn = bestPossible; |
| 3223 | return numberRemaining; |
| 3224 | } |
| 3225 | /* |
| 3226 | Row array has row part of pivot row (as duals so sign may be switched) |
| 3227 | Column array has column part. |
| 3228 | This chooses pivot column. |
| 3229 | Spare array will be needed when we start getting clever. |
| 3230 | We will check for basic so spare array will never overflow. |
| 3231 | If necessary will modify costs |
| 3232 | */ |
| 3233 | double |
| 3234 | ClpSimplexDual::dualColumn(CoinIndexedVector * rowArray, |
| 3235 | CoinIndexedVector * columnArray, |
| 3236 | CoinIndexedVector * spareArray, |
| 3237 | CoinIndexedVector * spareArray2, |
| 3238 | double acceptablePivot, |
| 3239 | CoinBigIndex * /*dubiousWeights*/) |
| 3240 | { |
| 3241 | int numberPossiblySwapped = 0; |
| 3242 | int numberRemaining = 0; |
| 3243 | |
| 3244 | double totalThru = 0.0; // for when variables flip |
| 3245 | //double saveAcceptable=acceptablePivot; |
| 3246 | //acceptablePivot=1.0e-9; |
| 3247 | |
| 3248 | double bestEverPivot = acceptablePivot; |
| 3249 | int lastSequence = -1; |
| 3250 | double lastPivot = 0.0; |
| 3251 | double upperTheta; |
| 3252 | double newTolerance = dualTolerance_; |
| 3253 | //newTolerance = dualTolerance_+1.0e-6*dblParam_[ClpDualTolerance]; |
| 3254 | // will we need to increase tolerance |
| 3255 | bool thisIncrease = false; |
| 3256 | // If we think we need to modify costs (not if something from broad sweep) |
| 3257 | bool modifyCosts = false; |
| 3258 | // Increase in objective due to swapping bounds (may be negative) |
| 3259 | double increaseInObjective = 0.0; |
| 3260 | |
| 3261 | // use spareArrays to put ones looked at in |
| 3262 | // we are going to flip flop between |
| 3263 | int iFlip = 0; |
| 3264 | // Possible list of pivots |
| 3265 | int interesting[2]; |
| 3266 | // where possible swapped ones are |
| 3267 | int swapped[2]; |
| 3268 | // for zeroing out arrays after |
| 3269 | int marker[2][2]; |
| 3270 | // pivot elements |
| 3271 | double * array[2], * spare, * spare2; |
| 3272 | // indices |
| 3273 | int * indices[2], * index, * index2; |
| 3274 | spareArray2->clear(); |
| 3275 | array[0] = spareArray->denseVector(); |
| 3276 | indices[0] = spareArray->getIndices(); |
| 3277 | spare = array[0]; |
| 3278 | index = indices[0]; |
| 3279 | array[1] = spareArray2->denseVector(); |
| 3280 | indices[1] = spareArray2->getIndices(); |
| 3281 | int i; |
| 3282 | |
| 3283 | // initialize lists |
| 3284 | for (i = 0; i < 2; i++) { |
| 3285 | interesting[i] = 0; |
| 3286 | swapped[i] = numberColumns_; |
| 3287 | marker[i][0] = 0; |
| 3288 | marker[i][1] = numberColumns_; |
| 3289 | } |
| 3290 | /* |
| 3291 | First we get a list of possible pivots. We can also see if the |
| 3292 | problem looks infeasible or whether we want to pivot in free variable. |
| 3293 | This may make objective go backwards but can only happen a finite |
| 3294 | number of times and I do want free variables basic. |
| 3295 | |
| 3296 | Then we flip back and forth. At the start of each iteration |
| 3297 | interesting[iFlip] should have possible candidates and swapped[iFlip] |
| 3298 | will have pivots if we decide to take a previous pivot. |
| 3299 | At end of each iteration interesting[1-iFlip] should have |
| 3300 | candidates if we go through this theta and swapped[1-iFlip] |
| 3301 | pivots if we don't go through. |
| 3302 | |
| 3303 | At first we increase theta and see what happens. We start |
| 3304 | theta at a reasonable guess. If in right area then we do bit by bit. |
| 3305 | |
| 3306 | */ |
| 3307 | |
| 3308 | // do first pass to get possibles |
| 3309 | upperTheta = 1.0e31; |
| 3310 | double bestPossible = 0.0; |
| 3311 | double badFree = 0.0; |
| 3312 | alpha_ = 0.0; |
| 3313 | if (spareIntArray_[0] >= 0) { |
| 3314 | numberRemaining = dualColumn0(rowArray, columnArray, spareArray, |
| 3315 | acceptablePivot, upperTheta, bestPossible, badFree); |
| 3316 | } else { |
| 3317 | // already done |
| 3318 | numberRemaining = spareArray->getNumElements(); |
| 3319 | spareArray->setNumElements(0); |
| 3320 | upperTheta = spareDoubleArray_[0]; |
| 3321 | bestPossible = spareDoubleArray_[1]; |
| 3322 | if (spareIntArray_[0] == -1) { |
| 3323 | theta_ = spareDoubleArray_[2]; |
| 3324 | alpha_ = spareDoubleArray_[3]; |
| 3325 | sequenceIn_ = spareIntArray_[1]; |
| 3326 | } else { |
| 3327 | #if 0 |
| 3328 | int n = numberRemaining; |
| 3329 | double u = upperTheta; |
| 3330 | double b = bestPossible; |
| 3331 | upperTheta = 1.0e31; |
| 3332 | bestPossible = 0.0; |
| 3333 | numberRemaining = dualColumn0(rowArray, columnArray, spareArray, |
| 3334 | acceptablePivot, upperTheta, bestPossible, badFree); |
| 3335 | assert (n == numberRemaining); |
| 3336 | assert (fabs(b - bestPossible) < 1.0e-7); |
| 3337 | assert (fabs(u - upperTheta) < 1.0e-7); |
| 3338 | #endif |
| 3339 | } |
| 3340 | } |
| 3341 | // switch off |
| 3342 | spareIntArray_[0] = 0; |
| 3343 | // We can also see if infeasible or pivoting on free |
| 3344 | double tentativeTheta = 1.0e25; |
| 3345 | interesting[0] = numberRemaining; |
| 3346 | marker[0][0] = numberRemaining; |
| 3347 | |
| 3348 | if (!numberRemaining && sequenceIn_ < 0) |
| 3349 | return 0.0; // Looks infeasible |
| 3350 | |
| 3351 | // If sum of bad small pivots too much |
| 3352 | #define MORE_CAREFUL |
| 3353 | #ifdef MORE_CAREFUL |
| 3354 | bool badSumPivots = false; |
| 3355 | #endif |
| 3356 | if (sequenceIn_ >= 0) { |
| 3357 | // free variable - always choose |
| 3358 | } else { |
| 3359 | |
| 3360 | theta_ = 1.0e50; |
| 3361 | // now flip flop between spare arrays until reasonable theta |
| 3362 | tentativeTheta = CoinMax(10.0 * upperTheta, 1.0e-7); |
| 3363 | |
| 3364 | // loops increasing tentative theta until can't go through |
| 3365 | |
| 3366 | while (tentativeTheta < 1.0e22) { |
| 3367 | double thruThis = 0.0; |
| 3368 | |
| 3369 | double bestPivot = acceptablePivot; |
| 3370 | int bestSequence = -1; |
| 3371 | |
| 3372 | numberPossiblySwapped = numberColumns_; |
| 3373 | numberRemaining = 0; |
| 3374 | |
| 3375 | upperTheta = 1.0e50; |
| 3376 | |
| 3377 | spare = array[iFlip]; |
| 3378 | index = indices[iFlip]; |
| 3379 | spare2 = array[1-iFlip]; |
| 3380 | index2 = indices[1-iFlip]; |
| 3381 | |
| 3382 | // try 3 different ways |
| 3383 | // 1 bias increase by ones with slightly wrong djs |
| 3384 | // 2 bias by all |
| 3385 | // 3 bias by all - tolerance |
| 3386 | #define TRYBIAS 3 |
| 3387 | |
| 3388 | |
| 3389 | double increaseInThis = 0.0; //objective increase in this loop |
| 3390 | |
| 3391 | for (i = 0; i < interesting[iFlip]; i++) { |
| 3392 | int iSequence = index[i]; |
| 3393 | double alpha = spare[i]; |
| 3394 | double oldValue = dj_[iSequence]; |
| 3395 | double value = oldValue - tentativeTheta * alpha; |
| 3396 | |
| 3397 | if (alpha < 0.0) { |
| 3398 | //at upper bound |
| 3399 | if (value > newTolerance) { |
| 3400 | double range = upper_[iSequence] - lower_[iSequence]; |
| 3401 | thruThis -= range * alpha; |
| 3402 | #if TRYBIAS==1 |
| 3403 | if (oldValue > 0.0) |
| 3404 | increaseInThis -= oldValue * range; |
| 3405 | #elif TRYBIAS==2 |
| 3406 | increaseInThis -= oldValue * range; |
| 3407 | #else |
| 3408 | increaseInThis -= (oldValue + dualTolerance_) * range; |
| 3409 | #endif |
| 3410 | // goes on swapped list (also means candidates if too many) |
| 3411 | spare2[--numberPossiblySwapped] = alpha; |
| 3412 | index2[numberPossiblySwapped] = iSequence; |
| 3413 | if (fabs(alpha) > bestPivot) { |
| 3414 | bestPivot = fabs(alpha); |
| 3415 | bestSequence = numberPossiblySwapped; |
| 3416 | } |
| 3417 | } else { |
| 3418 | value = oldValue - upperTheta * alpha; |
| 3419 | if (value > newTolerance && -alpha >= acceptablePivot) |
| 3420 | upperTheta = (oldValue - newTolerance) / alpha; |
| 3421 | spare2[numberRemaining] = alpha; |
| 3422 | index2[numberRemaining++] = iSequence; |
| 3423 | } |
| 3424 | } else { |
| 3425 | // at lower bound |
| 3426 | if (value < -newTolerance) { |
| 3427 | double range = upper_[iSequence] - lower_[iSequence]; |
| 3428 | thruThis += range * alpha; |
| 3429 | //?? is this correct - and should we look at good ones |
| 3430 | #if TRYBIAS==1 |
| 3431 | if (oldValue < 0.0) |
| 3432 | increaseInThis += oldValue * range; |
| 3433 | #elif TRYBIAS==2 |
| 3434 | increaseInThis += oldValue * range; |
| 3435 | #else |
| 3436 | increaseInThis += (oldValue - dualTolerance_) * range; |
| 3437 | #endif |
| 3438 | // goes on swapped list (also means candidates if too many) |
| 3439 | spare2[--numberPossiblySwapped] = alpha; |
| 3440 | index2[numberPossiblySwapped] = iSequence; |
| 3441 | if (fabs(alpha) > bestPivot) { |
| 3442 | bestPivot = fabs(alpha); |
| 3443 | bestSequence = numberPossiblySwapped; |
| 3444 | } |
| 3445 | } else { |
| 3446 | value = oldValue - upperTheta * alpha; |
| 3447 | if (value < -newTolerance && alpha >= acceptablePivot) |
| 3448 | upperTheta = (oldValue + newTolerance) / alpha; |
| 3449 | spare2[numberRemaining] = alpha; |
| 3450 | index2[numberRemaining++] = iSequence; |
| 3451 | } |
| 3452 | } |
| 3453 | } |
| 3454 | swapped[1-iFlip] = numberPossiblySwapped; |
| 3455 | interesting[1-iFlip] = numberRemaining; |
| 3456 | marker[1-iFlip][0] = CoinMax(marker[1-iFlip][0], numberRemaining); |
| 3457 | marker[1-iFlip][1] = CoinMin(marker[1-iFlip][1], numberPossiblySwapped); |
| 3458 | |
| 3459 | if (totalThru + thruThis >= fabs(dualOut_) || |
| 3460 | increaseInObjective + increaseInThis < 0.0) { |
| 3461 | // We should be pivoting in this batch |
| 3462 | // so compress down to this lot |
| 3463 | numberRemaining = 0; |
| 3464 | for (i = numberColumns_ - 1; i >= swapped[1-iFlip]; i--) { |
| 3465 | spare[numberRemaining] = spare2[i]; |
| 3466 | index[numberRemaining++] = index2[i]; |
| 3467 | } |
| 3468 | interesting[iFlip] = numberRemaining; |
| 3469 | int iTry; |
| 3470 | #define MAXTRY 100 |
| 3471 | // first get ratio with tolerance |
| 3472 | for (iTry = 0; iTry < MAXTRY; iTry++) { |
| 3473 | |
| 3474 | upperTheta = 1.0e50; |
| 3475 | numberPossiblySwapped = numberColumns_; |
| 3476 | numberRemaining = 0; |
| 3477 | |
| 3478 | increaseInThis = 0.0; //objective increase in this loop |
| 3479 | |
| 3480 | thruThis = 0.0; |
| 3481 | |
| 3482 | spare = array[iFlip]; |
| 3483 | index = indices[iFlip]; |
| 3484 | spare2 = array[1-iFlip]; |
| 3485 | index2 = indices[1-iFlip]; |
| 3486 | for (i = 0; i < interesting[iFlip]; i++) { |
| 3487 | int iSequence = index[i]; |
| 3488 | double alpha = spare[i]; |
| 3489 | double oldValue = dj_[iSequence]; |
| 3490 | double value = oldValue - upperTheta * alpha; |
| 3491 | |
| 3492 | if (alpha < 0.0) { |
| 3493 | //at upper bound |
| 3494 | if (value > newTolerance) { |
| 3495 | if (-alpha >= acceptablePivot) { |
| 3496 | upperTheta = (oldValue - newTolerance) / alpha; |
| 3497 | } |
| 3498 | } |
| 3499 | } else { |
| 3500 | // at lower bound |
| 3501 | if (value < -newTolerance) { |
| 3502 | if (alpha >= acceptablePivot) { |
| 3503 | upperTheta = (oldValue + newTolerance) / alpha; |
| 3504 | } |
| 3505 | } |
| 3506 | } |
| 3507 | } |
| 3508 | bestPivot = acceptablePivot; |
| 3509 | sequenceIn_ = -1; |
| 3510 | #ifdef DUBIOUS_WEIGHTS |
| 3511 | double bestWeight = COIN_DBL_MAX; |
| 3512 | #endif |
| 3513 | double largestPivot = acceptablePivot; |
| 3514 | // now choose largest and sum all ones which will go through |
| 3515 | //printf("XX it %d number %d\n",numberIterations_,interesting[iFlip]); |
| 3516 | // Sum of bad small pivots |
| 3517 | #ifdef MORE_CAREFUL |
| 3518 | double sumBadPivots = 0.0; |
| 3519 | badSumPivots = false; |
| 3520 | #endif |
| 3521 | // Make sure upperTheta will work (-O2 and above gives problems) |
| 3522 | upperTheta *= 1.0000000001; |
| 3523 | for (i = 0; i < interesting[iFlip]; i++) { |
| 3524 | int iSequence = index[i]; |
| 3525 | double alpha = spare[i]; |
| 3526 | double value = dj_[iSequence] - upperTheta * alpha; |
| 3527 | double badDj = 0.0; |
| 3528 | |
| 3529 | bool addToSwapped = false; |
| 3530 | |
| 3531 | if (alpha < 0.0) { |
| 3532 | //at upper bound |
| 3533 | if (value >= 0.0) { |
| 3534 | addToSwapped = true; |
| 3535 | #if TRYBIAS==1 |
| 3536 | badDj = -CoinMax(dj_[iSequence], 0.0); |
| 3537 | #elif TRYBIAS==2 |
| 3538 | badDj = -dj_[iSequence]; |
| 3539 | #else |
| 3540 | badDj = -dj_[iSequence] - dualTolerance_; |
| 3541 | #endif |
| 3542 | } |
| 3543 | } else { |
| 3544 | // at lower bound |
| 3545 | if (value <= 0.0) { |
| 3546 | addToSwapped = true; |
| 3547 | #if TRYBIAS==1 |
| 3548 | badDj = CoinMin(dj_[iSequence], 0.0); |
| 3549 | #elif TRYBIAS==2 |
| 3550 | badDj = dj_[iSequence]; |
| 3551 | #else |
| 3552 | badDj = dj_[iSequence] - dualTolerance_; |
| 3553 | #endif |
| 3554 | } |
| 3555 | } |
| 3556 | if (!addToSwapped) { |
| 3557 | // add to list of remaining |
| 3558 | spare2[numberRemaining] = alpha; |
| 3559 | index2[numberRemaining++] = iSequence; |
| 3560 | } else { |
| 3561 | // add to list of swapped |
| 3562 | spare2[--numberPossiblySwapped] = alpha; |
| 3563 | index2[numberPossiblySwapped] = iSequence; |
| 3564 | // select if largest pivot |
| 3565 | bool take = false; |
| 3566 | double absAlpha = fabs(alpha); |
| 3567 | #ifdef DUBIOUS_WEIGHTS |
| 3568 | // User could do anything to break ties here |
| 3569 | double weight; |
| 3570 | if (dubiousWeights) |
| 3571 | weight = dubiousWeights[iSequence]; |
| 3572 | else |
| 3573 | weight = 1.0; |
| 3574 | weight += randomNumberGenerator_.randomDouble() * 1.0e-2; |
| 3575 | if (absAlpha > 2.0 * bestPivot) { |
| 3576 | take = true; |
| 3577 | } else if (absAlpha > largestPivot) { |
| 3578 | // could multiply absAlpha and weight |
| 3579 | if (weight * bestPivot < bestWeight * absAlpha) |
| 3580 | take = true; |
| 3581 | } |
| 3582 | #else |
| 3583 | if (absAlpha > bestPivot) |
| 3584 | take = true; |
| 3585 | #endif |
| 3586 | #ifdef MORE_CAREFUL |
| 3587 | if (absAlpha < acceptablePivot && upperTheta < 1.0e20) { |
| 3588 | if (alpha < 0.0) { |
| 3589 | //at upper bound |
| 3590 | if (value > dualTolerance_) { |
| 3591 | double gap = upper_[iSequence] - lower_[iSequence]; |
| 3592 | if (gap < 1.0e20) |
| 3593 | sumBadPivots += value * gap; |
| 3594 | else |
| 3595 | sumBadPivots += 1.0e20; |
| 3596 | //printf("bad %d alpha %g dj at upper %g\n", |
| 3597 | // iSequence,alpha,value); |
| 3598 | } |
| 3599 | } else { |
| 3600 | //at lower bound |
| 3601 | if (value < -dualTolerance_) { |
| 3602 | double gap = upper_[iSequence] - lower_[iSequence]; |
| 3603 | if (gap < 1.0e20) |
| 3604 | sumBadPivots -= value * gap; |
| 3605 | else |
| 3606 | sumBadPivots += 1.0e20; |
| 3607 | //printf("bad %d alpha %g dj at lower %g\n", |
| 3608 | // iSequence,alpha,value); |
| 3609 | } |
| 3610 | } |
| 3611 | } |
| 3612 | #endif |
| 3613 | #ifdef FORCE_FOLLOW |
| 3614 | if (iSequence == force_in) { |
| 3615 | printf("taking %d - alpha %g best %g\n" , force_in, absAlpha, largestPivot); |
| 3616 | take = true; |
| 3617 | } |
| 3618 | #endif |
| 3619 | if (take) { |
| 3620 | sequenceIn_ = numberPossiblySwapped; |
| 3621 | bestPivot = absAlpha; |
| 3622 | theta_ = dj_[iSequence] / alpha; |
| 3623 | largestPivot = CoinMax(largestPivot, 0.5 * bestPivot); |
| 3624 | #ifdef DUBIOUS_WEIGHTS |
| 3625 | bestWeight = weight; |
| 3626 | #endif |
| 3627 | //printf(" taken seq %d alpha %g weight %d\n", |
| 3628 | // iSequence,absAlpha,dubiousWeights[iSequence]); |
| 3629 | } else { |
| 3630 | //printf(" not taken seq %d alpha %g weight %d\n", |
| 3631 | // iSequence,absAlpha,dubiousWeights[iSequence]); |
| 3632 | } |
| 3633 | double range = upper_[iSequence] - lower_[iSequence]; |
| 3634 | thruThis += range * fabs(alpha); |
| 3635 | increaseInThis += badDj * range; |
| 3636 | } |
| 3637 | } |
| 3638 | marker[1-iFlip][0] = CoinMax(marker[1-iFlip][0], numberRemaining); |
| 3639 | marker[1-iFlip][1] = CoinMin(marker[1-iFlip][1], numberPossiblySwapped); |
| 3640 | #ifdef MORE_CAREFUL |
| 3641 | // If we have done pivots and things look bad set alpha_ 0.0 to force factorization |
| 3642 | if (sumBadPivots > 1.0e4) { |
| 3643 | if (handler_->logLevel() > 1) |
| 3644 | printf("maybe forcing re-factorization - sum %g %d pivots\n" , sumBadPivots, |
| 3645 | factorization_->pivots()); |
| 3646 | if(factorization_->pivots() > 3) { |
| 3647 | badSumPivots = true; |
| 3648 | break; |
| 3649 | } |
| 3650 | } |
| 3651 | #endif |
| 3652 | swapped[1-iFlip] = numberPossiblySwapped; |
| 3653 | interesting[1-iFlip] = numberRemaining; |
| 3654 | // If we stop now this will be increase in objective (I think) |
| 3655 | double increase = (fabs(dualOut_) - totalThru) * theta_; |
| 3656 | increase += increaseInObjective; |
| 3657 | if (theta_ < 0.0) |
| 3658 | thruThis += fabs(dualOut_); // force using this one |
| 3659 | if (increaseInObjective < 0.0 && increase < 0.0 && lastSequence >= 0) { |
| 3660 | // back |
| 3661 | // We may need to be more careful - we could do by |
| 3662 | // switch so we always do fine grained? |
| 3663 | bestPivot = 0.0; |
| 3664 | } else { |
| 3665 | // add in |
| 3666 | totalThru += thruThis; |
| 3667 | increaseInObjective += increaseInThis; |
| 3668 | } |
| 3669 | if (bestPivot < 0.1 * bestEverPivot && |
| 3670 | bestEverPivot > 1.0e-6 && |
| 3671 | (bestPivot < 1.0e-3 || totalThru * 2.0 > fabs(dualOut_))) { |
| 3672 | // back to previous one |
| 3673 | sequenceIn_ = lastSequence; |
| 3674 | // swap regions |
| 3675 | iFlip = 1 - iFlip; |
| 3676 | break; |
| 3677 | } else if (sequenceIn_ == -1 && upperTheta > largeValue_) { |
| 3678 | if (lastPivot > acceptablePivot) { |
| 3679 | // back to previous one |
| 3680 | sequenceIn_ = lastSequence; |
| 3681 | // swap regions |
| 3682 | iFlip = 1 - iFlip; |
| 3683 | } else { |
| 3684 | // can only get here if all pivots too small |
| 3685 | } |
| 3686 | break; |
| 3687 | } else if (totalThru >= fabs(dualOut_)) { |
| 3688 | modifyCosts = true; // fine grain - we can modify costs |
| 3689 | break; // no point trying another loop |
| 3690 | } else { |
| 3691 | lastSequence = sequenceIn_; |
| 3692 | if (bestPivot > bestEverPivot) |
| 3693 | bestEverPivot = bestPivot; |
| 3694 | iFlip = 1 - iFlip; |
| 3695 | modifyCosts = true; // fine grain - we can modify costs |
| 3696 | } |
| 3697 | } |
| 3698 | if (iTry == MAXTRY) |
| 3699 | iFlip = 1 - iFlip; // flip back |
| 3700 | break; |
| 3701 | } else { |
| 3702 | // skip this lot |
| 3703 | if (bestPivot > 1.0e-3 || bestPivot > bestEverPivot) { |
| 3704 | bestEverPivot = bestPivot; |
| 3705 | lastSequence = bestSequence; |
| 3706 | } else { |
| 3707 | // keep old swapped |
| 3708 | CoinMemcpyN(array[iFlip] + swapped[iFlip], |
| 3709 | numberColumns_ - swapped[iFlip], array[1-iFlip] + swapped[iFlip]); |
| 3710 | CoinMemcpyN(indices[iFlip] + swapped[iFlip], |
| 3711 | numberColumns_ - swapped[iFlip], indices[1-iFlip] + swapped[iFlip]); |
| 3712 | marker[1-iFlip][1] = CoinMin(marker[1-iFlip][1], swapped[iFlip]); |
| 3713 | swapped[1-iFlip] = swapped[iFlip]; |
| 3714 | } |
| 3715 | increaseInObjective += increaseInThis; |
| 3716 | iFlip = 1 - iFlip; // swap regions |
| 3717 | tentativeTheta = 2.0 * upperTheta; |
| 3718 | totalThru += thruThis; |
| 3719 | } |
| 3720 | } |
| 3721 | |
| 3722 | // can get here without sequenceIn_ set but with lastSequence |
| 3723 | if (sequenceIn_ < 0 && lastSequence >= 0) { |
| 3724 | // back to previous one |
| 3725 | sequenceIn_ = lastSequence; |
| 3726 | // swap regions |
| 3727 | iFlip = 1 - iFlip; |
| 3728 | } |
| 3729 | |
| 3730 | #define MINIMUMTHETA 1.0e-18 |
| 3731 | // Movement should be minimum for anti-degeneracy - unless |
| 3732 | // fixed variable out |
| 3733 | double minimumTheta; |
| 3734 | if (upperOut_ > lowerOut_) |
| 3735 | minimumTheta = MINIMUMTHETA; |
| 3736 | else |
| 3737 | minimumTheta = 0.0; |
| 3738 | if (sequenceIn_ >= 0) { |
| 3739 | // at this stage sequenceIn_ is just pointer into index array |
| 3740 | // flip just so we can use iFlip |
| 3741 | iFlip = 1 - iFlip; |
| 3742 | spare = array[iFlip]; |
| 3743 | index = indices[iFlip]; |
| 3744 | double oldValue; |
| 3745 | alpha_ = spare[sequenceIn_]; |
| 3746 | sequenceIn_ = indices[iFlip][sequenceIn_]; |
| 3747 | oldValue = dj_[sequenceIn_]; |
| 3748 | theta_ = CoinMax(oldValue / alpha_, 0.0); |
| 3749 | if (theta_ < minimumTheta && fabs(alpha_) < 1.0e5 && 1) { |
| 3750 | // can't pivot to zero |
| 3751 | #if 0 |
| 3752 | if (oldValue - minimumTheta*alpha_ >= -dualTolerance_) { |
| 3753 | theta_ = minimumTheta; |
| 3754 | } else if (oldValue - minimumTheta*alpha_ >= -newTolerance) { |
| 3755 | theta_ = minimumTheta; |
| 3756 | thisIncrease = true; |
| 3757 | } else { |
| 3758 | theta_ = CoinMax((oldValue + newTolerance) / alpha_, 0.0); |
| 3759 | thisIncrease = true; |
| 3760 | } |
| 3761 | #else |
| 3762 | theta_ = minimumTheta; |
| 3763 | #endif |
| 3764 | } |
| 3765 | // may need to adjust costs so all dual feasible AND pivoted is exactly 0 |
| 3766 | //int costOffset = numberRows_+numberColumns_; |
| 3767 | if (modifyCosts && !badSumPivots) { |
| 3768 | int i; |
| 3769 | for (i = numberColumns_ - 1; i >= swapped[iFlip]; i--) { |
| 3770 | int iSequence = index[i]; |
| 3771 | double alpha = spare[i]; |
| 3772 | double value = dj_[iSequence] - theta_ * alpha; |
| 3773 | |
| 3774 | // can't be free here |
| 3775 | |
| 3776 | if (alpha < 0.0) { |
| 3777 | //at upper bound |
| 3778 | if (value > dualTolerance_) { |
| 3779 | thisIncrease = true; |
| 3780 | #define MODIFYCOST 2 |
| 3781 | #if MODIFYCOST |
| 3782 | // modify cost to hit new tolerance |
| 3783 | double modification = alpha * theta_ - dj_[iSequence] |
| 3784 | + newTolerance; |
| 3785 | if ((specialOptions_&(2048 + 4096 + 16384)) != 0) { |
| 3786 | if ((specialOptions_ & 16384) != 0) { |
| 3787 | if (fabs(modification) < 1.0e-8) |
| 3788 | modification = 0.0; |
| 3789 | } else if ((specialOptions_ & 2048) != 0) { |
| 3790 | if (fabs(modification) < 1.0e-10) |
| 3791 | modification = 0.0; |
| 3792 | } else { |
| 3793 | if (fabs(modification) < 1.0e-12) |
| 3794 | modification = 0.0; |
| 3795 | } |
| 3796 | } |
| 3797 | dj_[iSequence] += modification; |
| 3798 | cost_[iSequence] += modification; |
| 3799 | if (modification) |
| 3800 | numberChanged_ ++; // Say changed costs |
| 3801 | //cost_[iSequence+costOffset] += modification; // save change |
| 3802 | #endif |
| 3803 | } |
| 3804 | } else { |
| 3805 | // at lower bound |
| 3806 | if (-value > dualTolerance_) { |
| 3807 | thisIncrease = true; |
| 3808 | #if MODIFYCOST |
| 3809 | // modify cost to hit new tolerance |
| 3810 | double modification = alpha * theta_ - dj_[iSequence] |
| 3811 | - newTolerance; |
| 3812 | //modification = CoinMax(modification,-dualTolerance_); |
| 3813 | //assert (fabs(modification)<1.0e-7); |
| 3814 | if ((specialOptions_&(2048 + 4096)) != 0) { |
| 3815 | if ((specialOptions_ & 2048) != 0) { |
| 3816 | if (fabs(modification) < 1.0e-10) |
| 3817 | modification = 0.0; |
| 3818 | } else { |
| 3819 | if (fabs(modification) < 1.0e-12) |
| 3820 | modification = 0.0; |
| 3821 | } |
| 3822 | } |
| 3823 | dj_[iSequence] += modification; |
| 3824 | cost_[iSequence] += modification; |
| 3825 | if (modification) |
| 3826 | numberChanged_ ++; // Say changed costs |
| 3827 | //cost_[iSequence+costOffset] += modification; // save change |
| 3828 | #endif |
| 3829 | } |
| 3830 | } |
| 3831 | } |
| 3832 | } |
| 3833 | } |
| 3834 | } |
| 3835 | |
| 3836 | #ifdef MORE_CAREFUL |
| 3837 | // If we have done pivots and things look bad set alpha_ 0.0 to force factorization |
| 3838 | if ((badSumPivots || |
| 3839 | fabs(theta_ * badFree) > 10.0 * dualTolerance_) && factorization_->pivots()) { |
| 3840 | if (handler_->logLevel() > 1) |
| 3841 | printf("forcing re-factorization\n" ); |
| 3842 | sequenceIn_ = -1; |
| 3843 | } |
| 3844 | #endif |
| 3845 | if (sequenceIn_ >= 0) { |
| 3846 | lowerIn_ = lower_[sequenceIn_]; |
| 3847 | upperIn_ = upper_[sequenceIn_]; |
| 3848 | valueIn_ = solution_[sequenceIn_]; |
| 3849 | dualIn_ = dj_[sequenceIn_]; |
| 3850 | |
| 3851 | if (numberTimesOptimal_) { |
| 3852 | // can we adjust cost back closer to original |
| 3853 | //*** add coding |
| 3854 | } |
| 3855 | #if MODIFYCOST>1 |
| 3856 | // modify cost to hit zero exactly |
| 3857 | // so (dualIn_+modification)==theta_*alpha_ |
| 3858 | double modification = theta_ * alpha_ - dualIn_; |
| 3859 | // But should not move objective too much ?? |
| 3860 | #define DONT_MOVE_OBJECTIVE |
| 3861 | #ifdef DONT_MOVE_OBJECTIVE |
| 3862 | double moveObjective = fabs(modification * solution_[sequenceIn_]); |
| 3863 | double smallMove = CoinMax(fabs(objectiveValue_), 1.0e-3); |
| 3864 | if (moveObjective > smallMove) { |
| 3865 | if (handler_->logLevel() > 1) |
| 3866 | printf("would move objective by %g - original mod %g sol value %g\n" , moveObjective, |
| 3867 | modification, solution_[sequenceIn_]); |
| 3868 | modification *= smallMove / moveObjective; |
| 3869 | } |
| 3870 | #endif |
| 3871 | if (badSumPivots) |
| 3872 | modification = 0.0; |
| 3873 | if ((specialOptions_&(2048 + 4096)) != 0) { |
| 3874 | if ((specialOptions_ & 16384) != 0) { |
| 3875 | // in fast dual |
| 3876 | if (fabs(modification) < 1.0e-7) |
| 3877 | modification = 0.0; |
| 3878 | } else if ((specialOptions_ & 2048) != 0) { |
| 3879 | if (fabs(modification) < 1.0e-10) |
| 3880 | modification = 0.0; |
| 3881 | } else { |
| 3882 | if (fabs(modification) < 1.0e-12) |
| 3883 | modification = 0.0; |
| 3884 | } |
| 3885 | } |
| 3886 | dualIn_ += modification; |
| 3887 | dj_[sequenceIn_] = dualIn_; |
| 3888 | cost_[sequenceIn_] += modification; |
| 3889 | if (modification) |
| 3890 | numberChanged_ ++; // Say changed costs |
| 3891 | //int costOffset = numberRows_+numberColumns_; |
| 3892 | //cost_[sequenceIn_+costOffset] += modification; // save change |
| 3893 | //assert (fabs(modification)<1.0e-6); |
| 3894 | #ifdef CLP_DEBUG |
| 3895 | if ((handler_->logLevel() & 32) && fabs(modification) > 1.0e-15) |
| 3896 | printf("exact %d new cost %g, change %g\n" , sequenceIn_, |
| 3897 | cost_[sequenceIn_], modification); |
| 3898 | #endif |
| 3899 | #endif |
| 3900 | |
| 3901 | if (alpha_ < 0.0) { |
| 3902 | // as if from upper bound |
| 3903 | directionIn_ = -1; |
| 3904 | upperIn_ = valueIn_; |
| 3905 | } else { |
| 3906 | // as if from lower bound |
| 3907 | directionIn_ = 1; |
| 3908 | lowerIn_ = valueIn_; |
| 3909 | } |
| 3910 | } else { |
| 3911 | // no pivot |
| 3912 | bestPossible = 0.0; |
| 3913 | alpha_ = 0.0; |
| 3914 | } |
| 3915 | //if (thisIncrease) |
| 3916 | //dualTolerance_+= 1.0e-6*dblParam_[ClpDualTolerance]; |
| 3917 | |
| 3918 | // clear arrays |
| 3919 | |
| 3920 | for (i = 0; i < 2; i++) { |
| 3921 | CoinZeroN(array[i], marker[i][0]); |
| 3922 | CoinZeroN(array[i] + marker[i][1], numberColumns_ - marker[i][1]); |
| 3923 | } |
| 3924 | return bestPossible; |
| 3925 | } |
| 3926 | #ifdef CLP_ALL_ONE_FILE |
| 3927 | #undef MAXTRY |
| 3928 | #endif |
| 3929 | /* Checks if tentative optimal actually means unbounded |
| 3930 | Returns -3 if not, 2 if is unbounded */ |
| 3931 | int |
| 3932 | ClpSimplexDual::checkUnbounded(CoinIndexedVector * ray, |
| 3933 | CoinIndexedVector * spare, |
| 3934 | double changeCost) |
| 3935 | { |
| 3936 | int status = 2; // say unbounded |
| 3937 | factorization_->updateColumn(spare, ray); |
| 3938 | // get reduced cost |
| 3939 | int i; |
| 3940 | int number = ray->getNumElements(); |
| 3941 | int * index = ray->getIndices(); |
| 3942 | double * array = ray->denseVector(); |
| 3943 | for (i = 0; i < number; i++) { |
| 3944 | int iRow = index[i]; |
| 3945 | int iPivot = pivotVariable_[iRow]; |
| 3946 | changeCost -= cost(iPivot) * array[iRow]; |
| 3947 | } |
| 3948 | double way; |
| 3949 | if (changeCost > 0.0) { |
| 3950 | //try going down |
| 3951 | way = 1.0; |
| 3952 | } else if (changeCost < 0.0) { |
| 3953 | //try going up |
| 3954 | way = -1.0; |
| 3955 | } else { |
| 3956 | #ifdef CLP_DEBUG |
| 3957 | printf("can't decide on up or down\n" ); |
| 3958 | #endif |
| 3959 | way = 0.0; |
| 3960 | status = -3; |
| 3961 | } |
| 3962 | double movement = 1.0e10 * way; // some largish number |
| 3963 | double zeroTolerance = 1.0e-14 * dualBound_; |
| 3964 | for (i = 0; i < number; i++) { |
| 3965 | int iRow = index[i]; |
| 3966 | int iPivot = pivotVariable_[iRow]; |
| 3967 | double arrayValue = array[iRow]; |
| 3968 | if (fabs(arrayValue) < zeroTolerance) |
| 3969 | arrayValue = 0.0; |
| 3970 | double newValue = solution(iPivot) + movement * arrayValue; |
| 3971 | if (newValue > upper(iPivot) + primalTolerance_ || |
| 3972 | newValue < lower(iPivot) - primalTolerance_) |
| 3973 | status = -3; // not unbounded |
| 3974 | } |
| 3975 | if (status == 2) { |
| 3976 | // create ray |
| 3977 | delete [] ray_; |
| 3978 | ray_ = new double [numberColumns_]; |
| 3979 | CoinZeroN(ray_, numberColumns_); |
| 3980 | for (i = 0; i < number; i++) { |
| 3981 | int iRow = index[i]; |
| 3982 | int iPivot = pivotVariable_[iRow]; |
| 3983 | double arrayValue = array[iRow]; |
| 3984 | if (iPivot < numberColumns_ && fabs(arrayValue) >= zeroTolerance) |
| 3985 | ray_[iPivot] = way * array[iRow]; |
| 3986 | } |
| 3987 | } |
| 3988 | ray->clear(); |
| 3989 | return status; |
| 3990 | } |
| 3991 | //static int count_alpha=0; |
| 3992 | /* Checks if finished. Updates status */ |
| 3993 | void |
| 3994 | ClpSimplexDual::statusOfProblemInDual(int & lastCleaned, int type, |
| 3995 | double * givenDuals, ClpDataSave & saveData, |
| 3996 | int ifValuesPass) |
| 3997 | { |
| 3998 | #ifdef CLP_INVESTIGATE_SERIAL |
| 3999 | if (z_thinks > 0 && z_thinks < 2) |
| 4000 | z_thinks += 2; |
| 4001 | #endif |
| 4002 | bool arraysNotCreated = (type==0); |
| 4003 | // If lots of iterations then adjust costs if large ones |
| 4004 | if (numberIterations_ > 4 * (numberRows_ + numberColumns_) && objectiveScale_ == 1.0) { |
| 4005 | double largest = 0.0; |
| 4006 | for (int i = 0; i < numberRows_; i++) { |
| 4007 | int iColumn = pivotVariable_[i]; |
| 4008 | largest = CoinMax(largest, fabs(cost_[iColumn])); |
| 4009 | } |
| 4010 | if (largest > 1.0e6) { |
| 4011 | objectiveScale_ = 1.0e6 / largest; |
| 4012 | for (int i = 0; i < numberRows_ + numberColumns_; i++) |
| 4013 | cost_[i] *= objectiveScale_; |
| 4014 | } |
| 4015 | } |
| 4016 | int numberPivots = factorization_->pivots(); |
| 4017 | double realDualInfeasibilities = 0.0; |
| 4018 | if (type == 2) { |
| 4019 | if (alphaAccuracy_ != -1.0) |
| 4020 | alphaAccuracy_ = -2.0; |
| 4021 | // trouble - restore solution |
| 4022 | CoinMemcpyN(saveStatus_, numberColumns_ + numberRows_, status_); |
| 4023 | CoinMemcpyN(savedSolution_ + numberColumns_ , |
| 4024 | numberRows_, rowActivityWork_); |
| 4025 | CoinMemcpyN(savedSolution_ , |
| 4026 | numberColumns_, columnActivityWork_); |
| 4027 | // restore extra stuff |
| 4028 | int dummy; |
| 4029 | matrix_->generalExpanded(this, 6, dummy); |
| 4030 | forceFactorization_ = 1; // a bit drastic but .. |
| 4031 | changeMade_++; // say something changed |
| 4032 | // get correct bounds on all variables |
| 4033 | resetFakeBounds(0); |
| 4034 | } |
| 4035 | int tentativeStatus = problemStatus_; |
| 4036 | double changeCost; |
| 4037 | bool unflagVariables = true; |
| 4038 | bool weightsSaved = false; |
| 4039 | bool weightsSaved2 = numberIterations_ && !numberPrimalInfeasibilities_; |
| 4040 | int dontFactorizePivots = dontFactorizePivots_; |
| 4041 | if (type == 3) { |
| 4042 | type = 1; |
| 4043 | dontFactorizePivots = 1; |
| 4044 | } |
| 4045 | if (alphaAccuracy_ < 0.0 || !numberPivots || alphaAccuracy_ > 1.0e4 || numberPivots > 20) { |
| 4046 | if (problemStatus_ > -3 || numberPivots > dontFactorizePivots) { |
| 4047 | // factorize |
| 4048 | // later on we will need to recover from singularities |
| 4049 | // also we could skip if first time |
| 4050 | // save dual weights |
| 4051 | dualRowPivot_->saveWeights(this, 1); |
| 4052 | weightsSaved = true; |
| 4053 | if (type) { |
| 4054 | // is factorization okay? |
| 4055 | if (internalFactorize(1)) { |
| 4056 | // no - restore previous basis |
| 4057 | unflagVariables = false; |
| 4058 | assert (type == 1); |
| 4059 | changeMade_++; // say something changed |
| 4060 | // Keep any flagged variables |
| 4061 | int i; |
| 4062 | for (i = 0; i < numberRows_ + numberColumns_; i++) { |
| 4063 | if (flagged(i)) |
| 4064 | saveStatus_[i] |= 64; //say flagged |
| 4065 | } |
| 4066 | CoinMemcpyN(saveStatus_, numberColumns_ + numberRows_, status_); |
| 4067 | CoinMemcpyN(savedSolution_ + numberColumns_ , |
| 4068 | numberRows_, rowActivityWork_); |
| 4069 | CoinMemcpyN(savedSolution_ , |
| 4070 | numberColumns_, columnActivityWork_); |
| 4071 | // restore extra stuff |
| 4072 | int dummy; |
| 4073 | matrix_->generalExpanded(this, 6, dummy); |
| 4074 | // get correct bounds on all variables |
| 4075 | resetFakeBounds(1); |
| 4076 | // need to reject something |
| 4077 | char x = isColumn(sequenceOut_) ? 'C' : 'R'; |
| 4078 | handler_->message(CLP_SIMPLEX_FLAG, messages_) |
| 4079 | << x << sequenceWithin(sequenceOut_) |
| 4080 | << CoinMessageEol; |
| 4081 | #ifdef COIN_DEVELOP |
| 4082 | printf("flag d\n" ); |
| 4083 | #endif |
| 4084 | setFlagged(sequenceOut_); |
| 4085 | progress_.clearBadTimes(); |
| 4086 | |
| 4087 | // Go to safe |
| 4088 | factorization_->pivotTolerance(0.99); |
| 4089 | forceFactorization_ = 1; // a bit drastic but .. |
| 4090 | type = 2; |
| 4091 | //assert (internalFactorize(1)==0); |
| 4092 | if (internalFactorize(1)) { |
| 4093 | CoinMemcpyN(saveStatus_, numberColumns_ + numberRows_, status_); |
| 4094 | CoinMemcpyN(savedSolution_ + numberColumns_ , |
| 4095 | numberRows_, rowActivityWork_); |
| 4096 | CoinMemcpyN(savedSolution_ , |
| 4097 | numberColumns_, columnActivityWork_); |
| 4098 | // restore extra stuff |
| 4099 | int dummy; |
| 4100 | matrix_->generalExpanded(this, 6, dummy); |
| 4101 | // debug |
| 4102 | int returnCode = internalFactorize(1); |
| 4103 | while (returnCode) { |
| 4104 | // ouch |
| 4105 | // switch off dense |
| 4106 | int saveDense = factorization_->denseThreshold(); |
| 4107 | factorization_->setDenseThreshold(0); |
| 4108 | // Go to safe |
| 4109 | factorization_->pivotTolerance(0.99); |
| 4110 | // make sure will do safe factorization |
| 4111 | pivotVariable_[0] = -1; |
| 4112 | returnCode = internalFactorize(2); |
| 4113 | factorization_->setDenseThreshold(saveDense); |
| 4114 | } |
| 4115 | // get correct bounds on all variables |
| 4116 | resetFakeBounds(1); |
| 4117 | } |
| 4118 | } |
| 4119 | } |
| 4120 | if (problemStatus_ != -4 || numberPivots > 10) |
| 4121 | problemStatus_ = -3; |
| 4122 | } |
| 4123 | } else { |
| 4124 | //printf("testing with accuracy of %g and status of %d\n",alphaAccuracy_,problemStatus_); |
| 4125 | //count_alpha++; |
| 4126 | //if ((count_alpha%5000)==0) |
| 4127 | //printf("count alpha %d\n",count_alpha); |
| 4128 | } |
| 4129 | // at this stage status is -3 or -4 if looks infeasible |
| 4130 | // get primal and dual solutions |
| 4131 | #if 0 |
| 4132 | { |
| 4133 | int numberTotal = numberRows_ + numberColumns_; |
| 4134 | double * saveSol = CoinCopyOfArray(solution_, numberTotal); |
| 4135 | double * saveDj = CoinCopyOfArray(dj_, numberTotal); |
| 4136 | double tolerance = type ? 1.0e-4 : 1.0e-8; |
| 4137 | // always if values pass |
| 4138 | double saveObj = objectiveValue_; |
| 4139 | double sumPrimal = sumPrimalInfeasibilities_; |
| 4140 | int numberPrimal = numberPrimalInfeasibilities_; |
| 4141 | double sumDual = sumDualInfeasibilities_; |
| 4142 | int numberDual = numberDualInfeasibilities_; |
| 4143 | gutsOfSolution(givenDuals, NULL); |
| 4144 | int j; |
| 4145 | double largestPrimal = tolerance; |
| 4146 | int iPrimal = -1; |
| 4147 | for (j = 0; j < numberTotal; j++) { |
| 4148 | double difference = solution_[j] - saveSol[j]; |
| 4149 | if (fabs(difference) > largestPrimal) { |
| 4150 | iPrimal = j; |
| 4151 | largestPrimal = fabs(difference); |
| 4152 | } |
| 4153 | } |
| 4154 | double largestDual = tolerance; |
| 4155 | int iDual = -1; |
| 4156 | for (j = 0; j < numberTotal; j++) { |
| 4157 | double difference = dj_[j] - saveDj[j]; |
| 4158 | if (fabs(difference) > largestDual && upper_[j] > lower_[j]) { |
| 4159 | iDual = j; |
| 4160 | largestDual = fabs(difference); |
| 4161 | } |
| 4162 | } |
| 4163 | if (!type) { |
| 4164 | if (fabs(saveObj - objectiveValue_) > 1.0e-5 || |
| 4165 | numberPrimal != numberPrimalInfeasibilities_ || numberPrimal != 1 || |
| 4166 | fabs(sumPrimal - sumPrimalInfeasibilities_) > 1.0e-5 || iPrimal >= 0 || |
| 4167 | numberDual != numberDualInfeasibilities_ || numberDual != 0 || |
| 4168 | fabs(sumDual - sumDualInfeasibilities_) > 1.0e-5 || iDual >= 0) |
| 4169 | printf("type %d its %d pivots %d primal n(%d,%d) s(%g,%g) diff(%g,%d) dual n(%d,%d) s(%g,%g) diff(%g,%d) obj(%g,%g)\n" , |
| 4170 | type, numberIterations_, numberPivots, |
| 4171 | numberPrimal, numberPrimalInfeasibilities_, sumPrimal, sumPrimalInfeasibilities_, |
| 4172 | largestPrimal, iPrimal, |
| 4173 | numberDual, numberDualInfeasibilities_, sumDual, sumDualInfeasibilities_, |
| 4174 | largestDual, iDual, |
| 4175 | saveObj, objectiveValue_); |
| 4176 | } else { |
| 4177 | if (fabs(saveObj - objectiveValue_) > 1.0e-5 || |
| 4178 | numberPrimalInfeasibilities_ || iPrimal >= 0 || |
| 4179 | numberDualInfeasibilities_ || iDual >= 0) |
| 4180 | printf("type %d its %d pivots %d primal n(%d,%d) s(%g,%g) diff(%g,%d) dual n(%d,%d) s(%g,%g) diff(%g,%d) obj(%g,%g)\n" , |
| 4181 | type, numberIterations_, numberPivots, |
| 4182 | numberPrimal, numberPrimalInfeasibilities_, sumPrimal, sumPrimalInfeasibilities_, |
| 4183 | largestPrimal, iPrimal, |
| 4184 | numberDual, numberDualInfeasibilities_, sumDual, sumDualInfeasibilities_, |
| 4185 | largestDual, iDual, |
| 4186 | saveObj, objectiveValue_); |
| 4187 | } |
| 4188 | delete [] saveSol; |
| 4189 | delete [] saveDj; |
| 4190 | } |
| 4191 | #else |
| 4192 | if (type || ifValuesPass) |
| 4193 | gutsOfSolution(givenDuals, NULL); |
| 4194 | #endif |
| 4195 | // If bad accuracy treat as singular |
| 4196 | if ((largestPrimalError_ > 1.0e15 || largestDualError_ > 1.0e15) && numberIterations_) { |
| 4197 | // restore previous basis |
| 4198 | unflagVariables = false; |
| 4199 | changeMade_++; // say something changed |
| 4200 | // Keep any flagged variables |
| 4201 | int i; |
| 4202 | for (i = 0; i < numberRows_ + numberColumns_; i++) { |
| 4203 | if (flagged(i)) |
| 4204 | saveStatus_[i] |= 64; //say flagged |
| 4205 | } |
| 4206 | CoinMemcpyN(saveStatus_, numberColumns_ + numberRows_, status_); |
| 4207 | CoinMemcpyN(savedSolution_ + numberColumns_ , |
| 4208 | numberRows_, rowActivityWork_); |
| 4209 | CoinMemcpyN(savedSolution_ , |
| 4210 | numberColumns_, columnActivityWork_); |
| 4211 | // restore extra stuff |
| 4212 | int dummy; |
| 4213 | matrix_->generalExpanded(this, 6, dummy); |
| 4214 | // get correct bounds on all variables |
| 4215 | resetFakeBounds(1); |
| 4216 | // need to reject something |
| 4217 | char x = isColumn(sequenceOut_) ? 'C' : 'R'; |
| 4218 | handler_->message(CLP_SIMPLEX_FLAG, messages_) |
| 4219 | << x << sequenceWithin(sequenceOut_) |
| 4220 | << CoinMessageEol; |
| 4221 | #ifdef COIN_DEVELOP |
| 4222 | printf("flag e\n" ); |
| 4223 | #endif |
| 4224 | setFlagged(sequenceOut_); |
| 4225 | progress_.clearBadTimes(); |
| 4226 | |
| 4227 | // Go to safer |
| 4228 | double newTolerance = CoinMin(1.1 * factorization_->pivotTolerance(), 0.99); |
| 4229 | factorization_->pivotTolerance(newTolerance); |
| 4230 | forceFactorization_ = 1; // a bit drastic but .. |
| 4231 | if (alphaAccuracy_ != -1.0) |
| 4232 | alphaAccuracy_ = -2.0; |
| 4233 | type = 2; |
| 4234 | //assert (internalFactorize(1)==0); |
| 4235 | if (internalFactorize(1)) { |
| 4236 | CoinMemcpyN(saveStatus_, numberColumns_ + numberRows_, status_); |
| 4237 | CoinMemcpyN(savedSolution_ + numberColumns_ , |
| 4238 | numberRows_, rowActivityWork_); |
| 4239 | CoinMemcpyN(savedSolution_ , |
| 4240 | numberColumns_, columnActivityWork_); |
| 4241 | // restore extra stuff |
| 4242 | int dummy; |
| 4243 | matrix_->generalExpanded(this, 6, dummy); |
| 4244 | // debug |
| 4245 | int returnCode = internalFactorize(1); |
| 4246 | while (returnCode) { |
| 4247 | // ouch |
| 4248 | // switch off dense |
| 4249 | int saveDense = factorization_->denseThreshold(); |
| 4250 | factorization_->setDenseThreshold(0); |
| 4251 | // Go to safe |
| 4252 | factorization_->pivotTolerance(0.99); |
| 4253 | // make sure will do safe factorization |
| 4254 | pivotVariable_[0] = -1; |
| 4255 | returnCode = internalFactorize(2); |
| 4256 | factorization_->setDenseThreshold(saveDense); |
| 4257 | } |
| 4258 | // get correct bounds on all variables |
| 4259 | resetFakeBounds(1); |
| 4260 | } |
| 4261 | // get primal and dual solutions |
| 4262 | gutsOfSolution(givenDuals, NULL); |
| 4263 | } else if (goodAccuracy()) { |
| 4264 | // Can reduce tolerance |
| 4265 | double newTolerance = CoinMax(0.99 * factorization_->pivotTolerance(), saveData.pivotTolerance_); |
| 4266 | factorization_->pivotTolerance(newTolerance); |
| 4267 | } |
| 4268 | bestObjectiveValue_ = CoinMax(bestObjectiveValue_, |
| 4269 | objectiveValue_ - bestPossibleImprovement_); |
| 4270 | bool reallyBadProblems = false; |
| 4271 | // Double check infeasibility if no action |
| 4272 | if (progress_.lastIterationNumber(0) == numberIterations_) { |
| 4273 | if (dualRowPivot_->looksOptimal()) { |
| 4274 | numberPrimalInfeasibilities_ = 0; |
| 4275 | sumPrimalInfeasibilities_ = 0.0; |
| 4276 | } |
| 4277 | #if 1 |
| 4278 | } else { |
| 4279 | double thisObj = objectiveValue_ - bestPossibleImprovement_; |
| 4280 | #ifdef CLP_INVESTIGATE |
| 4281 | assert (bestPossibleImprovement_ > -1000.0 && objectiveValue_ > -1.0e100); |
| 4282 | if (bestPossibleImprovement_) |
| 4283 | printf("obj %g add in %g -> %g\n" , objectiveValue_, bestPossibleImprovement_, |
| 4284 | thisObj); |
| 4285 | #endif |
| 4286 | double lastObj = progress_.lastObjective(0); |
| 4287 | #ifndef NDEBUG |
| 4288 | #ifdef COIN_DEVELOP |
| 4289 | resetFakeBounds(-1); |
| 4290 | #endif |
| 4291 | #endif |
| 4292 | #ifdef CLP_REPORT_PROGRESS |
| 4293 | ixxxxxx++; |
| 4294 | if (ixxxxxx >= ixxyyyy - 4 && ixxxxxx <= ixxyyyy) { |
| 4295 | char temp[20]; |
| 4296 | sprintf(temp, "sol%d.out" , ixxxxxx); |
| 4297 | printf("sol%d.out\n" , ixxxxxx); |
| 4298 | FILE * fp = fopen(temp, "w" ); |
| 4299 | int nTotal = numberRows_ + numberColumns_; |
| 4300 | for (int i = 0; i < nTotal; i++) |
| 4301 | fprintf(fp, "%d %d %g %g %g %g %g\n" , |
| 4302 | i, status_[i], lower_[i], solution_[i], upper_[i], cost_[i], dj_[i]); |
| 4303 | fclose(fp); |
| 4304 | } |
| 4305 | #endif |
| 4306 | if(!ifValuesPass && firstFree_ < 0) { |
| 4307 | double testTol = 5.0e-3; |
| 4308 | if (progress_.timesFlagged() > 10) { |
| 4309 | testTol *= pow(2.0, progress_.timesFlagged() - 8); |
| 4310 | } else if (progress_.timesFlagged() > 5) { |
| 4311 | testTol *= 5.0; |
| 4312 | } |
| 4313 | if (lastObj > thisObj + |
| 4314 | testTol*(fabs(thisObj) + fabs(lastObj)) + testTol) { |
| 4315 | int maxFactor = factorization_->maximumPivots(); |
| 4316 | if ((specialOptions_ & 1048576) == 0) { |
| 4317 | if (progress_.timesFlagged() > 10) |
| 4318 | progress_.incrementReallyBadTimes(); |
| 4319 | if (maxFactor > 10 - 9) { |
| 4320 | #ifdef COIN_DEVELOP |
| 4321 | printf("lastobj %g thisobj %g\n" , lastObj, thisObj); |
| 4322 | #endif |
| 4323 | //if (forceFactorization_<0) |
| 4324 | //forceFactorization_= maxFactor; |
| 4325 | //forceFactorization_ = CoinMax(1,(forceFactorization_>>1)); |
| 4326 | if ((progressFlag_ & 4) == 0 && lastObj < thisObj + 1.0e4 && |
| 4327 | largestPrimalError_ < 1.0e2) { |
| 4328 | // Just save costs |
| 4329 | // save extra copy of cost_ |
| 4330 | int nTotal = numberRows_ + numberColumns_; |
| 4331 | double * temp = new double [2*nTotal]; |
| 4332 | memcpy(temp, cost_, nTotal * sizeof(double)); |
| 4333 | memcpy(temp + nTotal, cost_, nTotal * sizeof(double)); |
| 4334 | delete [] cost_; |
| 4335 | cost_ = temp; |
| 4336 | objectiveWork_ = cost_; |
| 4337 | rowObjectiveWork_ = cost_ + numberColumns_; |
| 4338 | progressFlag_ |= 4; |
| 4339 | } else { |
| 4340 | forceFactorization_ = 1; |
| 4341 | #ifdef COIN_DEVELOP |
| 4342 | printf("Reducing factorization frequency - bad backwards\n" ); |
| 4343 | #endif |
| 4344 | #if 1 |
| 4345 | unflagVariables = false; |
| 4346 | changeMade_++; // say something changed |
| 4347 | int nTotal = numberRows_ + numberColumns_; |
| 4348 | CoinMemcpyN(saveStatus_, nTotal, status_); |
| 4349 | CoinMemcpyN(savedSolution_ + numberColumns_ , |
| 4350 | numberRows_, rowActivityWork_); |
| 4351 | CoinMemcpyN(savedSolution_ , |
| 4352 | numberColumns_, columnActivityWork_); |
| 4353 | if ((progressFlag_ & 4) == 0) { |
| 4354 | // save extra copy of cost_ |
| 4355 | double * temp = new double [2*nTotal]; |
| 4356 | memcpy(temp, cost_, nTotal * sizeof(double)); |
| 4357 | memcpy(temp + nTotal, cost_, nTotal * sizeof(double)); |
| 4358 | delete [] cost_; |
| 4359 | cost_ = temp; |
| 4360 | objectiveWork_ = cost_; |
| 4361 | rowObjectiveWork_ = cost_ + numberColumns_; |
| 4362 | progressFlag_ |= 4; |
| 4363 | } else { |
| 4364 | memcpy(cost_, cost_ + nTotal, nTotal * sizeof(double)); |
| 4365 | } |
| 4366 | // restore extra stuff |
| 4367 | int dummy; |
| 4368 | matrix_->generalExpanded(this, 6, dummy); |
| 4369 | double pivotTolerance = factorization_->pivotTolerance(); |
| 4370 | if(pivotTolerance < 0.2) |
| 4371 | factorization_->pivotTolerance(0.2); |
| 4372 | else if(progress_.timesFlagged() > 2) |
| 4373 | factorization_->pivotTolerance(CoinMin(pivotTolerance * 1.1, 0.99)); |
| 4374 | if (alphaAccuracy_ != -1.0) |
| 4375 | alphaAccuracy_ = -2.0; |
| 4376 | if (internalFactorize(1)) { |
| 4377 | CoinMemcpyN(saveStatus_, numberColumns_ + numberRows_, status_); |
| 4378 | CoinMemcpyN(savedSolution_ + numberColumns_ , |
| 4379 | numberRows_, rowActivityWork_); |
| 4380 | CoinMemcpyN(savedSolution_ , |
| 4381 | numberColumns_, columnActivityWork_); |
| 4382 | // restore extra stuff |
| 4383 | int dummy; |
| 4384 | matrix_->generalExpanded(this, 6, dummy); |
| 4385 | // debug |
| 4386 | int returnCode = internalFactorize(1); |
| 4387 | while (returnCode) { |
| 4388 | // ouch |
| 4389 | // switch off dense |
| 4390 | int saveDense = factorization_->denseThreshold(); |
| 4391 | factorization_->setDenseThreshold(0); |
| 4392 | // Go to safe |
| 4393 | factorization_->pivotTolerance(0.99); |
| 4394 | // make sure will do safe factorization |
| 4395 | pivotVariable_[0] = -1; |
| 4396 | returnCode = internalFactorize(2); |
| 4397 | factorization_->setDenseThreshold(saveDense); |
| 4398 | } |
| 4399 | } |
| 4400 | resetFakeBounds(0); |
| 4401 | type = 2; // so will restore weights |
| 4402 | // get primal and dual solutions |
| 4403 | gutsOfSolution(givenDuals, NULL); |
| 4404 | if (numberPivots < 2) { |
| 4405 | // need to reject something |
| 4406 | char x = isColumn(sequenceOut_) ? 'C' : 'R'; |
| 4407 | handler_->message(CLP_SIMPLEX_FLAG, messages_) |
| 4408 | << x << sequenceWithin(sequenceOut_) |
| 4409 | << CoinMessageEol; |
| 4410 | #ifdef COIN_DEVELOP |
| 4411 | printf("flag d\n" ); |
| 4412 | #endif |
| 4413 | setFlagged(sequenceOut_); |
| 4414 | progress_.clearBadTimes(); |
| 4415 | progress_.incrementTimesFlagged(); |
| 4416 | } |
| 4417 | if (numberPivots < 10) |
| 4418 | reallyBadProblems = true; |
| 4419 | #ifdef COIN_DEVELOP |
| 4420 | printf("obj now %g\n" , objectiveValue_); |
| 4421 | #endif |
| 4422 | progress_.modifyObjective(objectiveValue_ |
| 4423 | - bestPossibleImprovement_); |
| 4424 | #endif |
| 4425 | } |
| 4426 | } |
| 4427 | } else { |
| 4428 | // in fast dual give up |
| 4429 | #ifdef COIN_DEVELOP |
| 4430 | printf("In fast dual?\n" ); |
| 4431 | #endif |
| 4432 | problemStatus_ = 3; |
| 4433 | } |
| 4434 | } else if (lastObj < thisObj - 1.0e-5 * CoinMax(fabs(thisObj), fabs(lastObj)) - 1.0e-3) { |
| 4435 | numberTimesOptimal_ = 0; |
| 4436 | } |
| 4437 | } |
| 4438 | #endif |
| 4439 | } |
| 4440 | // Up tolerance if looks a bit odd |
| 4441 | if (numberIterations_ > CoinMax(1000, numberRows_ >> 4) && (specialOptions_ & 64) != 0) { |
| 4442 | if (sumPrimalInfeasibilities_ && sumPrimalInfeasibilities_ < 1.0e5) { |
| 4443 | int backIteration = progress_.lastIterationNumber(CLP_PROGRESS - 1); |
| 4444 | if (backIteration > 0 && numberIterations_ - backIteration < 9 * CLP_PROGRESS) { |
| 4445 | if (factorization_->pivotTolerance() < 0.9) { |
| 4446 | // up tolerance |
| 4447 | factorization_->pivotTolerance(CoinMin(factorization_->pivotTolerance() * 1.05 + 0.02, 0.91)); |
| 4448 | //printf("tol now %g\n",factorization_->pivotTolerance()); |
| 4449 | progress_.clearIterationNumbers(); |
| 4450 | } |
| 4451 | } |
| 4452 | } |
| 4453 | } |
| 4454 | // Check if looping |
| 4455 | int loop; |
| 4456 | if (!givenDuals && type != 2) |
| 4457 | loop = progress_.looping(); |
| 4458 | else |
| 4459 | loop = -1; |
| 4460 | if (progress_.reallyBadTimes() > 10) { |
| 4461 | problemStatus_ = 10; // instead - try other algorithm |
| 4462 | #if COIN_DEVELOP>2 |
| 4463 | printf("returning at %d\n" , __LINE__); |
| 4464 | #endif |
| 4465 | } |
| 4466 | int situationChanged = 0; |
| 4467 | if (loop >= 0) { |
| 4468 | problemStatus_ = loop; //exit if in loop |
| 4469 | if (!problemStatus_) { |
| 4470 | // declaring victory |
| 4471 | numberPrimalInfeasibilities_ = 0; |
| 4472 | sumPrimalInfeasibilities_ = 0.0; |
| 4473 | } else { |
| 4474 | problemStatus_ = 10; // instead - try other algorithm |
| 4475 | #if COIN_DEVELOP>2 |
| 4476 | printf("returning at %d\n" , __LINE__); |
| 4477 | #endif |
| 4478 | } |
| 4479 | return; |
| 4480 | } else if (loop < -1) { |
| 4481 | // something may have changed |
| 4482 | gutsOfSolution(NULL, NULL); |
| 4483 | situationChanged = 1; |
| 4484 | } |
| 4485 | // really for free variables in |
| 4486 | if((progressFlag_ & 2) != 0) { |
| 4487 | situationChanged = 2; |
| 4488 | } |
| 4489 | progressFlag_ &= (~3); //reset progress flag |
| 4490 | if ((progressFlag_ & 4) != 0) { |
| 4491 | // save copy of cost_ |
| 4492 | int nTotal = numberRows_ + numberColumns_; |
| 4493 | memcpy(cost_ + nTotal, cost_, nTotal * sizeof(double)); |
| 4494 | } |
| 4495 | /*if (!numberIterations_&&sumDualInfeasibilities_) |
| 4496 | printf("OBJ %g sumPinf %g sumDinf %g\n", |
| 4497 | objectiveValue(),sumPrimalInfeasibilities_, |
| 4498 | sumDualInfeasibilities_);*/ |
| 4499 | // mark as having gone optimal if looks like it |
| 4500 | if (!numberPrimalInfeasibilities_&& |
| 4501 | !numberDualInfeasibilities_) |
| 4502 | progressFlag_ |= 8; |
| 4503 | if (handler_->detail(CLP_SIMPLEX_STATUS, messages_) < 100) { |
| 4504 | handler_->message(CLP_SIMPLEX_STATUS, messages_) |
| 4505 | << numberIterations_ << objectiveValue(); |
| 4506 | handler_->printing(sumPrimalInfeasibilities_ > 0.0) |
| 4507 | << sumPrimalInfeasibilities_ << numberPrimalInfeasibilities_; |
| 4508 | handler_->printing(sumDualInfeasibilities_ > 0.0) |
| 4509 | << sumDualInfeasibilities_ << numberDualInfeasibilities_; |
| 4510 | handler_->printing(numberDualInfeasibilitiesWithoutFree_ |
| 4511 | < numberDualInfeasibilities_) |
| 4512 | << numberDualInfeasibilitiesWithoutFree_; |
| 4513 | handler_->message() << CoinMessageEol; |
| 4514 | } |
| 4515 | #if 0 |
| 4516 | printf("IT %d %g %g(%d) %g(%d)\n" , |
| 4517 | numberIterations_, objectiveValue(), |
| 4518 | sumPrimalInfeasibilities_, numberPrimalInfeasibilities_, |
| 4519 | sumDualInfeasibilities_, numberDualInfeasibilities_); |
| 4520 | #endif |
| 4521 | double approximateObjective = objectiveValue_; |
| 4522 | #ifdef CLP_REPORT_PROGRESS |
| 4523 | if (ixxxxxx >= ixxyyyy - 4 && ixxxxxx <= ixxyyyy) { |
| 4524 | char temp[20]; |
| 4525 | sprintf(temp, "x_sol%d.out" , ixxxxxx); |
| 4526 | FILE * fp = fopen(temp, "w" ); |
| 4527 | int nTotal = numberRows_ + numberColumns_; |
| 4528 | for (int i = 0; i < nTotal; i++) |
| 4529 | fprintf(fp, "%d %d %g %g %g %g %g\n" , |
| 4530 | i, status_[i], lower_[i], solution_[i], upper_[i], cost_[i], dj_[i]); |
| 4531 | fclose(fp); |
| 4532 | if (ixxxxxx == ixxyyyy) |
| 4533 | exit(6); |
| 4534 | } |
| 4535 | #endif |
| 4536 | realDualInfeasibilities = sumDualInfeasibilities_; |
| 4537 | double saveTolerance = dualTolerance_; |
| 4538 | // If we need to carry on cleaning variables |
| 4539 | if (!numberPrimalInfeasibilities_ && (specialOptions_ & 1024) != 0 && CLEAN_FIXED) { |
| 4540 | for (int iRow = 0; iRow < numberRows_; iRow++) { |
| 4541 | int iPivot = pivotVariable_[iRow]; |
| 4542 | if (!flagged(iPivot) && pivoted(iPivot)) { |
| 4543 | // carry on |
| 4544 | numberPrimalInfeasibilities_ = -1; |
| 4545 | sumOfRelaxedPrimalInfeasibilities_ = 1.0; |
| 4546 | sumPrimalInfeasibilities_ = 1.0; |
| 4547 | break; |
| 4548 | } |
| 4549 | } |
| 4550 | } |
| 4551 | /* If we are primal feasible and any dual infeasibilities are on |
| 4552 | free variables then it is better to go to primal */ |
| 4553 | if (!numberPrimalInfeasibilities_ && !numberDualInfeasibilitiesWithoutFree_ && |
| 4554 | numberDualInfeasibilities_) |
| 4555 | problemStatus_ = 10; |
| 4556 | // dual bound coming in |
| 4557 | //double saveDualBound = dualBound_; |
| 4558 | bool needCleanFake = false; |
| 4559 | while (problemStatus_ <= -3) { |
| 4560 | int cleanDuals = 0; |
| 4561 | if (situationChanged != 0) |
| 4562 | cleanDuals = 1; |
| 4563 | int numberChangedBounds = 0; |
| 4564 | int doOriginalTolerance = 0; |
| 4565 | if ( lastCleaned == numberIterations_) |
| 4566 | doOriginalTolerance = 1; |
| 4567 | // check optimal |
| 4568 | // give code benefit of doubt |
| 4569 | if (sumOfRelaxedDualInfeasibilities_ == 0.0 && |
| 4570 | sumOfRelaxedPrimalInfeasibilities_ == 0.0) { |
| 4571 | // say optimal (with these bounds etc) |
| 4572 | numberDualInfeasibilities_ = 0; |
| 4573 | sumDualInfeasibilities_ = 0.0; |
| 4574 | numberPrimalInfeasibilities_ = 0; |
| 4575 | sumPrimalInfeasibilities_ = 0.0; |
| 4576 | } |
| 4577 | //if (dualFeasible()||problemStatus_==-4||(primalFeasible()&&!numberDualInfeasibilitiesWithoutFree_)) { |
| 4578 | if (dualFeasible() || problemStatus_ == -4) { |
| 4579 | progress_.modifyObjective(objectiveValue_ |
| 4580 | - bestPossibleImprovement_); |
| 4581 | #ifdef COIN_DEVELOP |
| 4582 | if (sumDualInfeasibilities_ || bestPossibleImprovement_) |
| 4583 | printf("improve %g dualinf %g -> %g\n" , |
| 4584 | bestPossibleImprovement_, sumDualInfeasibilities_, |
| 4585 | sumDualInfeasibilities_ * dualBound_); |
| 4586 | #endif |
| 4587 | // see if cutoff reached |
| 4588 | double limit = 0.0; |
| 4589 | getDblParam(ClpDualObjectiveLimit, limit); |
| 4590 | #if 0 |
| 4591 | if(fabs(limit) < 1.0e30 && objectiveValue()*optimizationDirection_ > |
| 4592 | limit + 1.0e-7 + 1.0e-8 * fabs(limit) && !numberAtFakeBound()) { |
| 4593 | //looks infeasible on objective |
| 4594 | if (perturbation_ == 101) { |
| 4595 | cleanDuals = 1; |
| 4596 | // Save costs |
| 4597 | int numberTotal = numberRows_ + numberColumns_; |
| 4598 | double * saveCost = CoinCopyOfArray(cost_, numberTotal); |
| 4599 | // make sure fake bounds are back |
| 4600 | changeBounds(1, NULL, changeCost); |
| 4601 | createRim4(false); |
| 4602 | // make sure duals are current |
| 4603 | computeDuals(givenDuals); |
| 4604 | checkDualSolution(); |
| 4605 | if(objectiveValue()*optimizationDirection_ > |
| 4606 | limit + 1.0e-7 + 1.0e-8 * fabs(limit) && !numberDualInfeasibilities_) { |
| 4607 | perturbation_ = 102; // stop any perturbations |
| 4608 | printf("cutoff test succeeded\n" ); |
| 4609 | } else { |
| 4610 | printf("cutoff test failed\n" ); |
| 4611 | // put back |
| 4612 | memcpy(cost_, saveCost, numberTotal * sizeof(double)); |
| 4613 | // make sure duals are current |
| 4614 | computeDuals(givenDuals); |
| 4615 | checkDualSolution(); |
| 4616 | progress_.modifyObjective(-COIN_DBL_MAX); |
| 4617 | problemStatus_ = -1; |
| 4618 | } |
| 4619 | delete [] saveCost; |
| 4620 | } |
| 4621 | } |
| 4622 | #endif |
| 4623 | if (primalFeasible() && !givenDuals) { |
| 4624 | // may be optimal - or may be bounds are wrong |
| 4625 | handler_->message(CLP_DUAL_BOUNDS, messages_) |
| 4626 | << dualBound_ |
| 4627 | << CoinMessageEol; |
| 4628 | // save solution in case unbounded |
| 4629 | double * saveColumnSolution = NULL; |
| 4630 | double * saveRowSolution = NULL; |
| 4631 | bool inCbc = (specialOptions_ & (0x01000000 | 16384)) != 0; |
| 4632 | if (!inCbc) { |
| 4633 | saveColumnSolution = CoinCopyOfArray(columnActivityWork_, numberColumns_); |
| 4634 | saveRowSolution = CoinCopyOfArray(rowActivityWork_, numberRows_); |
| 4635 | } |
| 4636 | numberChangedBounds = changeBounds(0, rowArray_[3], changeCost); |
| 4637 | if (numberChangedBounds <= 0 && !numberDualInfeasibilities_) { |
| 4638 | //looks optimal - do we need to reset tolerance |
| 4639 | if (perturbation_ == 101) { |
| 4640 | perturbation_ = 102; // stop any perturbations |
| 4641 | cleanDuals = 1; |
| 4642 | // make sure fake bounds are back |
| 4643 | //computeObjectiveValue(); |
| 4644 | changeBounds(1, NULL, changeCost); |
| 4645 | //computeObjectiveValue(); |
| 4646 | createRim4(false); |
| 4647 | // make sure duals are current |
| 4648 | computeDuals(givenDuals); |
| 4649 | checkDualSolution(); |
| 4650 | progress_.modifyObjective(-COIN_DBL_MAX); |
| 4651 | #define DUAL_TRY_FASTER |
| 4652 | #ifdef DUAL_TRY_FASTER |
| 4653 | if (numberDualInfeasibilities_) { |
| 4654 | #endif |
| 4655 | numberChanged_ = 1; // force something to happen |
| 4656 | lastCleaned = numberIterations_ - 1; |
| 4657 | #ifdef DUAL_TRY_FASTER |
| 4658 | } else { |
| 4659 | //double value = objectiveValue_; |
| 4660 | computeObjectiveValue(true); |
| 4661 | //printf("old %g new %g\n",value,objectiveValue_); |
| 4662 | //numberChanged_=1; |
| 4663 | } |
| 4664 | #endif |
| 4665 | } |
| 4666 | if (lastCleaned < numberIterations_ && numberTimesOptimal_ < 4 && |
| 4667 | (numberChanged_ || (specialOptions_ & 4096) == 0)) { |
| 4668 | doOriginalTolerance = 2; |
| 4669 | numberTimesOptimal_++; |
| 4670 | changeMade_++; // say something changed |
| 4671 | if (numberTimesOptimal_ == 1) { |
| 4672 | dualTolerance_ = dblParam_[ClpDualTolerance]; |
| 4673 | } else { |
| 4674 | if (numberTimesOptimal_ == 2) { |
| 4675 | // better to have small tolerance even if slower |
| 4676 | factorization_->zeroTolerance(CoinMin(factorization_->zeroTolerance(), 1.0e-15)); |
| 4677 | } |
| 4678 | dualTolerance_ = dblParam_[ClpDualTolerance]; |
| 4679 | dualTolerance_ *= pow(2.0, numberTimesOptimal_ - 1); |
| 4680 | } |
| 4681 | cleanDuals = 2; // If nothing changed optimal else primal |
| 4682 | } else { |
| 4683 | problemStatus_ = 0; // optimal |
| 4684 | if (lastCleaned < numberIterations_ && numberChanged_) { |
| 4685 | handler_->message(CLP_SIMPLEX_GIVINGUP, messages_) |
| 4686 | << CoinMessageEol; |
| 4687 | } |
| 4688 | } |
| 4689 | } else { |
| 4690 | cleanDuals = 1; |
| 4691 | if (doOriginalTolerance == 1) { |
| 4692 | // check unbounded |
| 4693 | // find a variable with bad dj |
| 4694 | int iSequence; |
| 4695 | int iChosen = -1; |
| 4696 | if (!inCbc) { |
| 4697 | double largest = 100.0 * primalTolerance_; |
| 4698 | for (iSequence = 0; iSequence < numberRows_ + numberColumns_; |
| 4699 | iSequence++) { |
| 4700 | double djValue = dj_[iSequence]; |
| 4701 | double originalLo = originalLower(iSequence); |
| 4702 | double originalUp = originalUpper(iSequence); |
| 4703 | if (fabs(djValue) > fabs(largest)) { |
| 4704 | if (getStatus(iSequence) != basic) { |
| 4705 | if (djValue > 0 && originalLo < -1.0e20) { |
| 4706 | if (djValue > fabs(largest)) { |
| 4707 | largest = djValue; |
| 4708 | iChosen = iSequence; |
| 4709 | } |
| 4710 | } else if (djValue < 0 && originalUp > 1.0e20) { |
| 4711 | if (-djValue > fabs(largest)) { |
| 4712 | largest = djValue; |
| 4713 | iChosen = iSequence; |
| 4714 | } |
| 4715 | } |
| 4716 | } |
| 4717 | } |
| 4718 | } |
| 4719 | } |
| 4720 | if (iChosen >= 0) { |
| 4721 | int iSave = sequenceIn_; |
| 4722 | sequenceIn_ = iChosen; |
| 4723 | unpack(rowArray_[1]); |
| 4724 | sequenceIn_ = iSave; |
| 4725 | // if dual infeasibilities then must be free vector so add in dual |
| 4726 | if (numberDualInfeasibilities_) { |
| 4727 | if (fabs(changeCost) > 1.0e-5) |
| 4728 | COIN_DETAIL_PRINT(printf("Odd free/unbounded combo\n" )); |
| 4729 | changeCost += cost_[iChosen]; |
| 4730 | } |
| 4731 | problemStatus_ = checkUnbounded(rowArray_[1], rowArray_[0], |
| 4732 | changeCost); |
| 4733 | rowArray_[1]->clear(); |
| 4734 | } else { |
| 4735 | problemStatus_ = -3; |
| 4736 | } |
| 4737 | if (problemStatus_ == 2 && perturbation_ == 101) { |
| 4738 | perturbation_ = 102; // stop any perturbations |
| 4739 | cleanDuals = 1; |
| 4740 | createRim4(false); |
| 4741 | progress_.modifyObjective(-COIN_DBL_MAX); |
| 4742 | problemStatus_ = -1; |
| 4743 | } |
| 4744 | if (problemStatus_ == 2) { |
| 4745 | // it is unbounded - restore solution |
| 4746 | // but first add in changes to non-basic |
| 4747 | int iColumn; |
| 4748 | double * original = columnArray_[0]->denseVector(); |
| 4749 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 4750 | if(getColumnStatus(iColumn) != basic) |
| 4751 | ray_[iColumn] += |
| 4752 | saveColumnSolution[iColumn] - original[iColumn]; |
| 4753 | columnActivityWork_[iColumn] = original[iColumn]; |
| 4754 | } |
| 4755 | CoinMemcpyN(saveRowSolution, numberRows_, |
| 4756 | rowActivityWork_); |
| 4757 | } |
| 4758 | } else { |
| 4759 | doOriginalTolerance = 2; |
| 4760 | rowArray_[0]->clear(); |
| 4761 | } |
| 4762 | } |
| 4763 | delete [] saveColumnSolution; |
| 4764 | delete [] saveRowSolution; |
| 4765 | } |
| 4766 | if (problemStatus_ == -4 || problemStatus_ == -5) { |
| 4767 | // may be infeasible - or may be bounds are wrong |
| 4768 | numberChangedBounds = changeBounds(0, NULL, changeCost); |
| 4769 | needCleanFake = true; |
| 4770 | /* Should this be here as makes no difference to being feasible. |
| 4771 | But seems to make a difference to run times. */ |
| 4772 | if (perturbation_ == 101 && 0) { |
| 4773 | perturbation_ = 102; // stop any perturbations |
| 4774 | cleanDuals = 1; |
| 4775 | numberChangedBounds = 1; |
| 4776 | // make sure fake bounds are back |
| 4777 | changeBounds(1, NULL, changeCost); |
| 4778 | needCleanFake = true; |
| 4779 | createRim4(false); |
| 4780 | progress_.modifyObjective(-COIN_DBL_MAX); |
| 4781 | } |
| 4782 | if ((numberChangedBounds <= 0 || dualBound_ > 1.0e20 || |
| 4783 | (largestPrimalError_ > 1.0 && dualBound_ > 1.0e17)) && |
| 4784 | (numberPivots < 4 || sumPrimalInfeasibilities_ > 1.0e-6)) { |
| 4785 | problemStatus_ = 1; // infeasible |
| 4786 | if (perturbation_ == 101) { |
| 4787 | perturbation_ = 102; // stop any perturbations |
| 4788 | //cleanDuals=1; |
| 4789 | //numberChangedBounds=1; |
| 4790 | //createRim4(false); |
| 4791 | } |
| 4792 | } else { |
| 4793 | problemStatus_ = -1; //iterate |
| 4794 | cleanDuals = 1; |
| 4795 | if (numberChangedBounds <= 0) |
| 4796 | doOriginalTolerance = 2; |
| 4797 | // and delete ray which has been created |
| 4798 | delete [] ray_; |
| 4799 | ray_ = NULL; |
| 4800 | } |
| 4801 | |
| 4802 | } |
| 4803 | } else { |
| 4804 | cleanDuals = 1; |
| 4805 | } |
| 4806 | if (problemStatus_ < 0) { |
| 4807 | if (doOriginalTolerance == 2) { |
| 4808 | // put back original tolerance |
| 4809 | lastCleaned = numberIterations_; |
| 4810 | numberChanged_ = 0; // Number of variables with changed costs |
| 4811 | handler_->message(CLP_DUAL_ORIGINAL, messages_) |
| 4812 | << CoinMessageEol; |
| 4813 | perturbation_ = 102; // stop any perturbations |
| 4814 | #if 0 |
| 4815 | double * xcost = new double[numberRows_+numberColumns_]; |
| 4816 | double * xlower = new double[numberRows_+numberColumns_]; |
| 4817 | double * xupper = new double[numberRows_+numberColumns_]; |
| 4818 | double * xdj = new double[numberRows_+numberColumns_]; |
| 4819 | double * xsolution = new double[numberRows_+numberColumns_]; |
| 4820 | CoinMemcpyN(cost_, (numberRows_ + numberColumns_), xcost); |
| 4821 | CoinMemcpyN(lower_, (numberRows_ + numberColumns_), xlower); |
| 4822 | CoinMemcpyN(upper_, (numberRows_ + numberColumns_), xupper); |
| 4823 | CoinMemcpyN(dj_, (numberRows_ + numberColumns_), xdj); |
| 4824 | CoinMemcpyN(solution_, (numberRows_ + numberColumns_), xsolution); |
| 4825 | #endif |
| 4826 | createRim4(false); |
| 4827 | progress_.modifyObjective(-COIN_DBL_MAX); |
| 4828 | // make sure duals are current |
| 4829 | computeDuals(givenDuals); |
| 4830 | checkDualSolution(); |
| 4831 | #if 0 |
| 4832 | int i; |
| 4833 | for (i = 0; i < numberRows_ + numberColumns_; i++) { |
| 4834 | if (cost_[i] != xcost[i]) |
| 4835 | printf("** %d old cost %g new %g sol %g\n" , |
| 4836 | i, xcost[i], cost_[i], solution_[i]); |
| 4837 | if (lower_[i] != xlower[i]) |
| 4838 | printf("** %d old lower %g new %g sol %g\n" , |
| 4839 | i, xlower[i], lower_[i], solution_[i]); |
| 4840 | if (upper_[i] != xupper[i]) |
| 4841 | printf("** %d old upper %g new %g sol %g\n" , |
| 4842 | i, xupper[i], upper_[i], solution_[i]); |
| 4843 | if (dj_[i] != xdj[i]) |
| 4844 | printf("** %d old dj %g new %g sol %g\n" , |
| 4845 | i, xdj[i], dj_[i], solution_[i]); |
| 4846 | if (solution_[i] != xsolution[i]) |
| 4847 | printf("** %d old solution %g new %g sol %g\n" , |
| 4848 | i, xsolution[i], solution_[i], solution_[i]); |
| 4849 | } |
| 4850 | //delete [] xcost; |
| 4851 | //delete [] xupper; |
| 4852 | //delete [] xlower; |
| 4853 | //delete [] xdj; |
| 4854 | //delete [] xsolution; |
| 4855 | #endif |
| 4856 | // put back bounds as they were if was optimal |
| 4857 | if (doOriginalTolerance == 2 && cleanDuals != 2) { |
| 4858 | changeMade_++; // say something changed |
| 4859 | /* We may have already changed some bounds in this function |
| 4860 | so save numberFake_ and add in. |
| 4861 | |
| 4862 | Worst that can happen is that we waste a bit of time - but it must be finite. |
| 4863 | */ |
| 4864 | //int saveNumberFake = numberFake_; |
| 4865 | //resetFakeBounds(-1); |
| 4866 | changeBounds(3, NULL, changeCost); |
| 4867 | needCleanFake = true; |
| 4868 | //numberFake_ += saveNumberFake; |
| 4869 | //resetFakeBounds(-1); |
| 4870 | cleanDuals = 2; |
| 4871 | //cleanDuals=1; |
| 4872 | } |
| 4873 | #if 0 |
| 4874 | //int i; |
| 4875 | for (i = 0; i < numberRows_ + numberColumns_; i++) { |
| 4876 | if (cost_[i] != xcost[i]) |
| 4877 | printf("** %d old cost %g new %g sol %g\n" , |
| 4878 | i, xcost[i], cost_[i], solution_[i]); |
| 4879 | if (lower_[i] != xlower[i]) |
| 4880 | printf("** %d old lower %g new %g sol %g\n" , |
| 4881 | i, xlower[i], lower_[i], solution_[i]); |
| 4882 | if (upper_[i] != xupper[i]) |
| 4883 | printf("** %d old upper %g new %g sol %g\n" , |
| 4884 | i, xupper[i], upper_[i], solution_[i]); |
| 4885 | if (dj_[i] != xdj[i]) |
| 4886 | printf("** %d old dj %g new %g sol %g\n" , |
| 4887 | i, xdj[i], dj_[i], solution_[i]); |
| 4888 | if (solution_[i] != xsolution[i]) |
| 4889 | printf("** %d old solution %g new %g sol %g\n" , |
| 4890 | i, xsolution[i], solution_[i], solution_[i]); |
| 4891 | } |
| 4892 | delete [] xcost; |
| 4893 | delete [] xupper; |
| 4894 | delete [] xlower; |
| 4895 | delete [] xdj; |
| 4896 | delete [] xsolution; |
| 4897 | #endif |
| 4898 | } |
| 4899 | if (cleanDuals == 1 || (cleanDuals == 2 && !numberDualInfeasibilities_)) { |
| 4900 | // make sure dual feasible |
| 4901 | // look at all rows and columns |
| 4902 | rowArray_[0]->clear(); |
| 4903 | columnArray_[0]->clear(); |
| 4904 | double objectiveChange = 0.0; |
| 4905 | double savePrimalInfeasibilities = sumPrimalInfeasibilities_; |
| 4906 | if (!numberIterations_) { |
| 4907 | int nTotal = numberRows_ + numberColumns_; |
| 4908 | if (arraysNotCreated) { |
| 4909 | // create save arrays |
| 4910 | delete [] saveStatus_; |
| 4911 | delete [] savedSolution_; |
| 4912 | saveStatus_ = new unsigned char [nTotal]; |
| 4913 | savedSolution_ = new double [nTotal]; |
| 4914 | arraysNotCreated = false; |
| 4915 | } |
| 4916 | // save arrays |
| 4917 | CoinMemcpyN(status_, nTotal, saveStatus_); |
| 4918 | CoinMemcpyN(rowActivityWork_, |
| 4919 | numberRows_, savedSolution_ + numberColumns_); |
| 4920 | CoinMemcpyN(columnActivityWork_, numberColumns_, savedSolution_); |
| 4921 | } |
| 4922 | #if 0 |
| 4923 | double * xcost = new double[numberRows_+numberColumns_]; |
| 4924 | double * xlower = new double[numberRows_+numberColumns_]; |
| 4925 | double * xupper = new double[numberRows_+numberColumns_]; |
| 4926 | double * xdj = new double[numberRows_+numberColumns_]; |
| 4927 | double * xsolution = new double[numberRows_+numberColumns_]; |
| 4928 | CoinMemcpyN(cost_, (numberRows_ + numberColumns_), xcost); |
| 4929 | CoinMemcpyN(lower_, (numberRows_ + numberColumns_), xlower); |
| 4930 | CoinMemcpyN(upper_, (numberRows_ + numberColumns_), xupper); |
| 4931 | CoinMemcpyN(dj_, (numberRows_ + numberColumns_), xdj); |
| 4932 | CoinMemcpyN(solution_, (numberRows_ + numberColumns_), xsolution); |
| 4933 | #endif |
| 4934 | if (givenDuals) |
| 4935 | dualTolerance_ = 1.0e50; |
| 4936 | updateDualsInDual(rowArray_[0], columnArray_[0], rowArray_[1], |
| 4937 | 0.0, objectiveChange, true); |
| 4938 | dualTolerance_ = saveTolerance; |
| 4939 | #if 0 |
| 4940 | int i; |
| 4941 | for (i = 0; i < numberRows_ + numberColumns_; i++) { |
| 4942 | if (cost_[i] != xcost[i]) |
| 4943 | printf("** %d old cost %g new %g sol %g\n" , |
| 4944 | i, xcost[i], cost_[i], solution_[i]); |
| 4945 | if (lower_[i] != xlower[i]) |
| 4946 | printf("** %d old lower %g new %g sol %g\n" , |
| 4947 | i, xlower[i], lower_[i], solution_[i]); |
| 4948 | if (upper_[i] != xupper[i]) |
| 4949 | printf("** %d old upper %g new %g sol %g\n" , |
| 4950 | i, xupper[i], upper_[i], solution_[i]); |
| 4951 | if (dj_[i] != xdj[i]) |
| 4952 | printf("** %d old dj %g new %g sol %g\n" , |
| 4953 | i, xdj[i], dj_[i], solution_[i]); |
| 4954 | if (solution_[i] != xsolution[i]) |
| 4955 | printf("** %d old solution %g new %g sol %g\n" , |
| 4956 | i, xsolution[i], solution_[i], solution_[i]); |
| 4957 | } |
| 4958 | delete [] xcost; |
| 4959 | delete [] xupper; |
| 4960 | delete [] xlower; |
| 4961 | delete [] xdj; |
| 4962 | delete [] xsolution; |
| 4963 | #endif |
| 4964 | // for now - recompute all |
| 4965 | gutsOfSolution(NULL, NULL); |
| 4966 | if (givenDuals) |
| 4967 | dualTolerance_ = 1.0e50; |
| 4968 | updateDualsInDual(rowArray_[0], columnArray_[0], rowArray_[1], |
| 4969 | 0.0, objectiveChange, true); |
| 4970 | dualTolerance_ = saveTolerance; |
| 4971 | if (!numberIterations_ && sumPrimalInfeasibilities_ > |
| 4972 | 1.0e5*(savePrimalInfeasibilities+1.0e3) && |
| 4973 | (moreSpecialOptions_ & (256|8192)) == 0) { |
| 4974 | // Use primal |
| 4975 | int nTotal = numberRows_ + numberColumns_; |
| 4976 | CoinMemcpyN(saveStatus_, nTotal, status_); |
| 4977 | CoinMemcpyN(savedSolution_ + numberColumns_ , |
| 4978 | numberRows_, rowActivityWork_); |
| 4979 | CoinMemcpyN(savedSolution_ , |
| 4980 | numberColumns_, columnActivityWork_); |
| 4981 | problemStatus_ = 10; |
| 4982 | situationChanged = 0; |
| 4983 | } |
| 4984 | //assert(numberDualInfeasibilitiesWithoutFree_==0); |
| 4985 | if (numberDualInfeasibilities_) { |
| 4986 | if ((numberPrimalInfeasibilities_ || numberPivots) |
| 4987 | && problemStatus_!=10) { |
| 4988 | problemStatus_ = -1; // carry on as normal |
| 4989 | } else { |
| 4990 | problemStatus_ = 10; // try primal |
| 4991 | #if COIN_DEVELOP>1 |
| 4992 | printf("returning at %d\n" , __LINE__); |
| 4993 | #endif |
| 4994 | } |
| 4995 | } else if (situationChanged == 2) { |
| 4996 | problemStatus_ = -1; // carry on as normal |
| 4997 | // need to reset bounds |
| 4998 | changeBounds(3, NULL, changeCost); |
| 4999 | } |
| 5000 | situationChanged = 0; |
| 5001 | } else { |
| 5002 | // iterate |
| 5003 | if (cleanDuals != 2) { |
| 5004 | problemStatus_ = -1; |
| 5005 | } else { |
| 5006 | problemStatus_ = 10; // try primal |
| 5007 | #if COIN_DEVELOP>2 |
| 5008 | printf("returning at %d\n" , __LINE__); |
| 5009 | #endif |
| 5010 | } |
| 5011 | } |
| 5012 | } |
| 5013 | } |
| 5014 | // unflag all variables (we may want to wait a bit?) |
| 5015 | if ((tentativeStatus != -2 && tentativeStatus != -1) && unflagVariables) { |
| 5016 | int iRow; |
| 5017 | int numberFlagged = 0; |
| 5018 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 5019 | int iPivot = pivotVariable_[iRow]; |
| 5020 | if (flagged(iPivot)) { |
| 5021 | numberFlagged++; |
| 5022 | clearFlagged(iPivot); |
| 5023 | } |
| 5024 | } |
| 5025 | #ifdef COIN_DEVELOP |
| 5026 | if (numberFlagged) { |
| 5027 | printf("unflagging %d variables - tentativeStatus %d probStat %d ninf %d nopt %d\n" , numberFlagged, tentativeStatus, |
| 5028 | problemStatus_, numberPrimalInfeasibilities_, |
| 5029 | numberTimesOptimal_); |
| 5030 | } |
| 5031 | #endif |
| 5032 | unflagVariables = numberFlagged > 0; |
| 5033 | if (numberFlagged && !numberPivots) { |
| 5034 | /* looks like trouble as we have not done any iterations. |
| 5035 | Try changing pivot tolerance then give it a few goes and give up */ |
| 5036 | if (factorization_->pivotTolerance() < 0.9) { |
| 5037 | factorization_->pivotTolerance(0.99); |
| 5038 | problemStatus_ = -1; |
| 5039 | } else if (numberTimesOptimal_ < 3) { |
| 5040 | numberTimesOptimal_++; |
| 5041 | problemStatus_ = -1; |
| 5042 | } else { |
| 5043 | unflagVariables = false; |
| 5044 | //secondaryStatus_ = 1; // and say probably infeasible |
| 5045 | if ((moreSpecialOptions_ & 256) == 0) { |
| 5046 | // try primal |
| 5047 | problemStatus_ = 10; |
| 5048 | } else { |
| 5049 | // almost certainly infeasible |
| 5050 | problemStatus_ = 1; |
| 5051 | } |
| 5052 | #if COIN_DEVELOP>1 |
| 5053 | printf("returning at %d\n" , __LINE__); |
| 5054 | #endif |
| 5055 | } |
| 5056 | } |
| 5057 | } |
| 5058 | if (problemStatus_ < 0) { |
| 5059 | if (needCleanFake) { |
| 5060 | double dummyChangeCost = 0.0; |
| 5061 | changeBounds(3, NULL, dummyChangeCost); |
| 5062 | } |
| 5063 | #if 0 |
| 5064 | if (objectiveValue_ < lastObjectiveValue_ - 1.0e-8 * |
| 5065 | CoinMax(fabs(objectivevalue_), fabs(lastObjectiveValue_))) { |
| 5066 | } else { |
| 5067 | lastObjectiveValue_ = objectiveValue_; |
| 5068 | } |
| 5069 | #endif |
| 5070 | if (type == 0 || type == 1) { |
| 5071 | if (!type && arraysNotCreated) { |
| 5072 | // create save arrays |
| 5073 | delete [] saveStatus_; |
| 5074 | delete [] savedSolution_; |
| 5075 | saveStatus_ = new unsigned char [numberRows_+numberColumns_]; |
| 5076 | savedSolution_ = new double [numberRows_+numberColumns_]; |
| 5077 | } |
| 5078 | // save arrays |
| 5079 | CoinMemcpyN(status_, numberColumns_ + numberRows_, saveStatus_); |
| 5080 | CoinMemcpyN(rowActivityWork_, |
| 5081 | numberRows_, savedSolution_ + numberColumns_); |
| 5082 | CoinMemcpyN(columnActivityWork_, numberColumns_, savedSolution_); |
| 5083 | // save extra stuff |
| 5084 | int dummy; |
| 5085 | matrix_->generalExpanded(this, 5, dummy); |
| 5086 | } |
| 5087 | if (weightsSaved) { |
| 5088 | // restore weights (if saved) - also recompute infeasibility list |
| 5089 | if (!reallyBadProblems && (largestPrimalError_ < 100.0 || numberPivots > 10)) { |
| 5090 | if (tentativeStatus > -3) |
| 5091 | dualRowPivot_->saveWeights(this, (type < 2) ? 2 : 4); |
| 5092 | else |
| 5093 | dualRowPivot_->saveWeights(this, 3); |
| 5094 | } else { |
| 5095 | // reset weights or scale back |
| 5096 | dualRowPivot_->saveWeights(this, 6); |
| 5097 | } |
| 5098 | } else if (weightsSaved2 && numberPrimalInfeasibilities_) { |
| 5099 | dualRowPivot_->saveWeights(this, 3); |
| 5100 | } |
| 5101 | } |
| 5102 | // see if cutoff reached |
| 5103 | double limit = 0.0; |
| 5104 | getDblParam(ClpDualObjectiveLimit, limit); |
| 5105 | #if 0 |
| 5106 | if(fabs(limit) < 1.0e30 && objectiveValue()*optimizationDirection_ > |
| 5107 | limit + 100.0) { |
| 5108 | printf("lim %g obj %g %g - wo perturb %g sum dual %g\n" , |
| 5109 | limit, objectiveValue_, objectiveValue(), computeInternalObjectiveValue(), sumDualInfeasibilities_); |
| 5110 | } |
| 5111 | #endif |
| 5112 | if(fabs(limit) < 1.0e30 && objectiveValue()*optimizationDirection_ > |
| 5113 | limit && !numberAtFakeBound()) { |
| 5114 | bool looksInfeasible = !numberDualInfeasibilities_; |
| 5115 | if (objectiveValue()*optimizationDirection_ > limit + fabs(0.1 * limit) + 1.0e2 * sumDualInfeasibilities_ + 1.0e4 && |
| 5116 | sumDualInfeasibilities_ < largestDualError_ && numberIterations_ > 0.5 * numberRows_ + 1000) |
| 5117 | looksInfeasible = true; |
| 5118 | if (looksInfeasible) { |
| 5119 | // Even if not perturbed internal costs may have changed |
| 5120 | // be careful |
| 5121 | if (true || numberIterations_) { |
| 5122 | if(computeInternalObjectiveValue() > limit) { |
| 5123 | problemStatus_ = 1; |
| 5124 | secondaryStatus_ = 1; // and say was on cutoff |
| 5125 | } |
| 5126 | } else { |
| 5127 | problemStatus_ = 1; |
| 5128 | secondaryStatus_ = 1; // and say was on cutoff |
| 5129 | } |
| 5130 | } |
| 5131 | } |
| 5132 | // If we are in trouble and in branch and bound give up |
| 5133 | if ((specialOptions_ & 1024) != 0) { |
| 5134 | int looksBad = 0; |
| 5135 | if (largestPrimalError_ * largestDualError_ > 1.0e2) { |
| 5136 | looksBad = 1; |
| 5137 | } else if (largestPrimalError_ > 1.0e-2 |
| 5138 | && objectiveValue_ > CoinMin(1.0e15, 1.0e3 * limit)) { |
| 5139 | looksBad = 2; |
| 5140 | } |
| 5141 | if (looksBad) { |
| 5142 | if (factorization_->pivotTolerance() < 0.9) { |
| 5143 | // up tolerance |
| 5144 | factorization_->pivotTolerance(CoinMin(factorization_->pivotTolerance() * 1.05 + 0.02, 0.91)); |
| 5145 | } else if (numberIterations_ > 10000) { |
| 5146 | if (handler_->logLevel() > 2) |
| 5147 | printf("bad dual - saying infeasible %d\n" , looksBad); |
| 5148 | problemStatus_ = 1; |
| 5149 | secondaryStatus_ = 1; // and say was on cutoff |
| 5150 | } else if (largestPrimalError_ > 1.0e5) { |
| 5151 | { |
| 5152 | int iBigB = -1; |
| 5153 | double bigB = 0.0; |
| 5154 | int iBigN = -1; |
| 5155 | double bigN = 0.0; |
| 5156 | for (int i = 0; i < numberRows_ + numberColumns_; i++) { |
| 5157 | double value = fabs(solution_[i]); |
| 5158 | if (getStatus(i) == basic) { |
| 5159 | if (value > bigB) { |
| 5160 | bigB = value; |
| 5161 | iBigB = i; |
| 5162 | } |
| 5163 | } else { |
| 5164 | if (value > bigN) { |
| 5165 | bigN = value; |
| 5166 | iBigN = i; |
| 5167 | } |
| 5168 | } |
| 5169 | } |
| 5170 | #ifdef CLP_INVESTIGATE |
| 5171 | if (bigB > 1.0e8 || bigN > 1.0e8) { |
| 5172 | if (handler_->logLevel() > 0) |
| 5173 | printf("it %d - basic %d %g, nonbasic %d %g\n" , |
| 5174 | numberIterations_, iBigB, bigB, iBigN, bigN); |
| 5175 | } |
| 5176 | #endif |
| 5177 | } |
| 5178 | #if COIN_DEVELOP!=2 |
| 5179 | if (handler_->logLevel() > 2) |
| 5180 | #endif |
| 5181 | printf("bad dual - going to primal %d %g\n" , looksBad, largestPrimalError_); |
| 5182 | allSlackBasis(true); |
| 5183 | problemStatus_ = 10; |
| 5184 | } |
| 5185 | } |
| 5186 | } |
| 5187 | if (problemStatus_ < 0 && !changeMade_) { |
| 5188 | problemStatus_ = 4; // unknown |
| 5189 | } |
| 5190 | lastGoodIteration_ = numberIterations_; |
| 5191 | if (numberIterations_ > lastBadIteration_ + 100) |
| 5192 | moreSpecialOptions_ &= ~16; // clear check accuracy flag |
| 5193 | if (problemStatus_ < 0) { |
| 5194 | sumDualInfeasibilities_ = realDualInfeasibilities; // back to say be careful |
| 5195 | if (sumDualInfeasibilities_) |
| 5196 | numberDualInfeasibilities_ = 1; |
| 5197 | } |
| 5198 | #ifdef CLP_REPORT_PROGRESS |
| 5199 | if (ixxxxxx > ixxyyyy - 3) { |
| 5200 | printf("objectiveValue_ %g\n" , objectiveValue_); |
| 5201 | handler_->setLogLevel(63); |
| 5202 | int nTotal = numberColumns_ + numberRows_; |
| 5203 | double newObj = 0.0; |
| 5204 | for (int i = 0; i < nTotal; i++) { |
| 5205 | if (solution_[i]) |
| 5206 | newObj += solution_[i] * cost_[i]; |
| 5207 | } |
| 5208 | printf("xxx obj %g\n" , newObj); |
| 5209 | // for now - recompute all |
| 5210 | gutsOfSolution(NULL, NULL); |
| 5211 | newObj = 0.0; |
| 5212 | for (int i = 0; i < nTotal; i++) { |
| 5213 | if (solution_[i]) |
| 5214 | newObj += solution_[i] * cost_[i]; |
| 5215 | } |
| 5216 | printf("yyy obj %g %g\n" , newObj, objectiveValue_); |
| 5217 | progress_.modifyObjective(objectiveValue_ |
| 5218 | - bestPossibleImprovement_); |
| 5219 | } |
| 5220 | #endif |
| 5221 | #if 1 |
| 5222 | double thisObj = progress_.lastObjective(0); |
| 5223 | double lastObj = progress_.lastObjective(1); |
| 5224 | if (lastObj > thisObj + 1.0e-4 * CoinMax(fabs(thisObj), fabs(lastObj)) + 1.0e-4 |
| 5225 | && givenDuals == NULL && firstFree_ < 0) { |
| 5226 | int maxFactor = factorization_->maximumPivots(); |
| 5227 | if (maxFactor > 10) { |
| 5228 | if (forceFactorization_ < 0) |
| 5229 | forceFactorization_ = maxFactor; |
| 5230 | forceFactorization_ = CoinMax(1, (forceFactorization_ >> 1)); |
| 5231 | //printf("Reducing factorization frequency\n"); |
| 5232 | } |
| 5233 | } |
| 5234 | #endif |
| 5235 | // Allow matrices to be sorted etc |
| 5236 | int fake = -999; // signal sort |
| 5237 | matrix_->correctSequence(this, fake, fake); |
| 5238 | if (alphaAccuracy_ > 0.0) |
| 5239 | alphaAccuracy_ = 1.0; |
| 5240 | // If we are stopping - use plausible objective |
| 5241 | // Maybe only in fast dual |
| 5242 | if (problemStatus_ > 2) |
| 5243 | objectiveValue_ = approximateObjective; |
| 5244 | if (problemStatus_ == 1 && (progressFlag_&8) != 0 && |
| 5245 | fabs(objectiveValue_) > 1.0e10 ) |
| 5246 | problemStatus_ = 10; // infeasible - but has looked feasible |
| 5247 | } |
| 5248 | /* While updateDualsInDual sees what effect is of flip |
| 5249 | this does actual flipping. |
| 5250 | If change >0.0 then value in array >0.0 => from lower to upper |
| 5251 | */ |
| 5252 | void |
| 5253 | ClpSimplexDual::flipBounds(CoinIndexedVector * rowArray, |
| 5254 | CoinIndexedVector * columnArray) |
| 5255 | { |
| 5256 | int number; |
| 5257 | int * which; |
| 5258 | |
| 5259 | int iSection; |
| 5260 | |
| 5261 | for (iSection = 0; iSection < 2; iSection++) { |
| 5262 | int i; |
| 5263 | double * solution = solutionRegion(iSection); |
| 5264 | double * lower = lowerRegion(iSection); |
| 5265 | double * upper = upperRegion(iSection); |
| 5266 | int addSequence; |
| 5267 | if (!iSection) { |
| 5268 | number = rowArray->getNumElements(); |
| 5269 | which = rowArray->getIndices(); |
| 5270 | addSequence = numberColumns_; |
| 5271 | } else { |
| 5272 | number = columnArray->getNumElements(); |
| 5273 | which = columnArray->getIndices(); |
| 5274 | addSequence = 0; |
| 5275 | } |
| 5276 | |
| 5277 | for (i = 0; i < number; i++) { |
| 5278 | int iSequence = which[i]; |
| 5279 | Status status = getStatus(iSequence + addSequence); |
| 5280 | |
| 5281 | switch(status) { |
| 5282 | |
| 5283 | case basic: |
| 5284 | case isFree: |
| 5285 | case superBasic: |
| 5286 | case ClpSimplex::isFixed: |
| 5287 | break; |
| 5288 | case atUpperBound: |
| 5289 | // to lower bound |
| 5290 | setStatus(iSequence + addSequence, atLowerBound); |
| 5291 | solution[iSequence] = lower[iSequence]; |
| 5292 | break; |
| 5293 | case atLowerBound: |
| 5294 | // to upper bound |
| 5295 | setStatus(iSequence + addSequence, atUpperBound); |
| 5296 | solution[iSequence] = upper[iSequence]; |
| 5297 | break; |
| 5298 | } |
| 5299 | } |
| 5300 | } |
| 5301 | rowArray->setNumElements(0); |
| 5302 | columnArray->setNumElements(0); |
| 5303 | } |
| 5304 | // Restores bound to original bound |
| 5305 | void |
| 5306 | ClpSimplexDual::originalBound( int iSequence) |
| 5307 | { |
| 5308 | if (getFakeBound(iSequence) != noFake) { |
| 5309 | numberFake_--; |
| 5310 | setFakeBound(iSequence, noFake); |
| 5311 | if (iSequence >= numberColumns_) { |
| 5312 | // rows |
| 5313 | int iRow = iSequence - numberColumns_; |
| 5314 | rowLowerWork_[iRow] = rowLower_[iRow]; |
| 5315 | rowUpperWork_[iRow] = rowUpper_[iRow]; |
| 5316 | if (rowScale_) { |
| 5317 | if (rowLowerWork_[iRow] > -1.0e50) |
| 5318 | rowLowerWork_[iRow] *= rowScale_[iRow] * rhsScale_; |
| 5319 | if (rowUpperWork_[iRow] < 1.0e50) |
| 5320 | rowUpperWork_[iRow] *= rowScale_[iRow] * rhsScale_; |
| 5321 | } else if (rhsScale_ != 1.0) { |
| 5322 | if (rowLowerWork_[iRow] > -1.0e50) |
| 5323 | rowLowerWork_[iRow] *= rhsScale_; |
| 5324 | if (rowUpperWork_[iRow] < 1.0e50) |
| 5325 | rowUpperWork_[iRow] *= rhsScale_; |
| 5326 | } |
| 5327 | } else { |
| 5328 | // columns |
| 5329 | columnLowerWork_[iSequence] = columnLower_[iSequence]; |
| 5330 | columnUpperWork_[iSequence] = columnUpper_[iSequence]; |
| 5331 | if (rowScale_) { |
| 5332 | double multiplier = 1.0 * inverseColumnScale_[iSequence]; |
| 5333 | if (columnLowerWork_[iSequence] > -1.0e50) |
| 5334 | columnLowerWork_[iSequence] *= multiplier * rhsScale_; |
| 5335 | if (columnUpperWork_[iSequence] < 1.0e50) |
| 5336 | columnUpperWork_[iSequence] *= multiplier * rhsScale_; |
| 5337 | } else if (rhsScale_ != 1.0) { |
| 5338 | if (columnLowerWork_[iSequence] > -1.0e50) |
| 5339 | columnLowerWork_[iSequence] *= rhsScale_; |
| 5340 | if (columnUpperWork_[iSequence] < 1.0e50) |
| 5341 | columnUpperWork_[iSequence] *= rhsScale_; |
| 5342 | } |
| 5343 | } |
| 5344 | } |
| 5345 | } |
| 5346 | /* As changeBounds but just changes new bounds for a single variable. |
| 5347 | Returns true if change */ |
| 5348 | bool |
| 5349 | ClpSimplexDual::changeBound( int iSequence) |
| 5350 | { |
| 5351 | // old values |
| 5352 | double oldLower = lower_[iSequence]; |
| 5353 | double oldUpper = upper_[iSequence]; |
| 5354 | double value = solution_[iSequence]; |
| 5355 | bool modified = false; |
| 5356 | originalBound(iSequence); |
| 5357 | // original values |
| 5358 | double lowerValue = lower_[iSequence]; |
| 5359 | double upperValue = upper_[iSequence]; |
| 5360 | // back to altered values |
| 5361 | lower_[iSequence] = oldLower; |
| 5362 | upper_[iSequence] = oldUpper; |
| 5363 | assert (getFakeBound(iSequence) == noFake); |
| 5364 | //if (getFakeBound(iSequence)!=noFake) |
| 5365 | //numberFake_--; |
| 5366 | if (value == oldLower) { |
| 5367 | if (upperValue > oldLower + dualBound_) { |
| 5368 | upper_[iSequence] = oldLower + dualBound_; |
| 5369 | setFakeBound(iSequence, upperFake); |
| 5370 | modified = true; |
| 5371 | numberFake_++; |
| 5372 | } |
| 5373 | } else if (value == oldUpper) { |
| 5374 | if (lowerValue < oldUpper - dualBound_) { |
| 5375 | lower_[iSequence] = oldUpper - dualBound_; |
| 5376 | setFakeBound(iSequence, lowerFake); |
| 5377 | modified = true; |
| 5378 | numberFake_++; |
| 5379 | } |
| 5380 | } else { |
| 5381 | assert(value == oldLower || value == oldUpper); |
| 5382 | } |
| 5383 | return modified; |
| 5384 | } |
| 5385 | // Perturbs problem |
| 5386 | int |
| 5387 | ClpSimplexDual::perturb() |
| 5388 | { |
| 5389 | if (perturbation_ > 100) |
| 5390 | return 0; //perturbed already |
| 5391 | if (perturbation_ == 100) |
| 5392 | perturbation_ = 50; // treat as normal |
| 5393 | int savePerturbation = perturbation_; |
| 5394 | bool modifyRowCosts = false; |
| 5395 | // dual perturbation |
| 5396 | double perturbation = 1.0e-20; |
| 5397 | // maximum fraction of cost to perturb |
| 5398 | double maximumFraction = 1.0e-5; |
| 5399 | double constantPerturbation = 100.0 * dualTolerance_; |
| 5400 | int maxLength = 0; |
| 5401 | int minLength = numberRows_; |
| 5402 | double averageCost = 0.0; |
| 5403 | #if 0 |
| 5404 | // look at element range |
| 5405 | double smallestNegative; |
| 5406 | double largestNegative; |
| 5407 | double smallestPositive; |
| 5408 | double largestPositive; |
| 5409 | matrix_->rangeOfElements(smallestNegative, largestNegative, |
| 5410 | smallestPositive, largestPositive); |
| 5411 | smallestPositive = CoinMin(fabs(smallestNegative), smallestPositive); |
| 5412 | largestPositive = CoinMax(fabs(largestNegative), largestPositive); |
| 5413 | double elementRatio = largestPositive / smallestPositive; |
| 5414 | #endif |
| 5415 | int numberNonZero = 0; |
| 5416 | if (!numberIterations_ && perturbation_ >= 50) { |
| 5417 | // See if we need to perturb |
| 5418 | double * sort = new double[numberColumns_]; |
| 5419 | // Use objective BEFORE scaling |
| 5420 | const double * obj = ((moreSpecialOptions_ & 128) == 0) ? objective() : cost_; |
| 5421 | int i; |
| 5422 | for (i = 0; i < numberColumns_; i++) { |
| 5423 | double value = fabs(obj[i]); |
| 5424 | sort[i] = value; |
| 5425 | averageCost += value; |
| 5426 | if (value) |
| 5427 | numberNonZero++; |
| 5428 | } |
| 5429 | if (numberNonZero) |
| 5430 | averageCost /= static_cast<double> (numberNonZero); |
| 5431 | else |
| 5432 | averageCost = 1.0; |
| 5433 | std::sort(sort, sort + numberColumns_); |
| 5434 | int number = 1; |
| 5435 | double last = sort[0]; |
| 5436 | for (i = 1; i < numberColumns_; i++) { |
| 5437 | if (last != sort[i]) |
| 5438 | number++; |
| 5439 | last = sort[i]; |
| 5440 | } |
| 5441 | delete [] sort; |
| 5442 | if (!numberNonZero && perturbation_ < 55) |
| 5443 | return 1; // safer to use primal |
| 5444 | #if 0 |
| 5445 | printf("nnz %d percent %d" , number, (number * 100) / numberColumns_); |
| 5446 | if (number * 4 > numberColumns_) |
| 5447 | printf(" - Would not perturb\n" ); |
| 5448 | else |
| 5449 | printf(" - Would perturb\n" ); |
| 5450 | //exit(0); |
| 5451 | #endif |
| 5452 | //printf("ratio number diff costs %g, element ratio %g\n",((double)number)/((double) numberColumns_), |
| 5453 | // elementRatio); |
| 5454 | //number=0; |
| 5455 | //if (number*4>numberColumns_||elementRatio>1.0e12) { |
| 5456 | if (number * 4 > numberColumns_) { |
| 5457 | perturbation_ = 100; |
| 5458 | return 0; // good enough |
| 5459 | } |
| 5460 | } |
| 5461 | int iColumn; |
| 5462 | const int * columnLength = matrix_->getVectorLengths(); |
| 5463 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 5464 | if (columnLowerWork_[iColumn] < columnUpperWork_[iColumn]) { |
| 5465 | int length = columnLength[iColumn]; |
| 5466 | if (length > 2) { |
| 5467 | maxLength = CoinMax(maxLength, length); |
| 5468 | minLength = CoinMin(minLength, length); |
| 5469 | } |
| 5470 | } |
| 5471 | } |
| 5472 | // If > 70 then do rows |
| 5473 | if (perturbation_ >= 70) { |
| 5474 | modifyRowCosts = true; |
| 5475 | perturbation_ -= 20; |
| 5476 | printf("Row costs modified, " ); |
| 5477 | } |
| 5478 | bool uniformChange = false; |
| 5479 | bool inCbcOrOther = (specialOptions_ & 0x03000000) != 0; |
| 5480 | if (perturbation_ > 50) { |
| 5481 | // Experiment |
| 5482 | // maximumFraction could be 1.0e-10 to 1.0 |
| 5483 | double m[] = {1.0e-10, 1.0e-9, 1.0e-8, 1.0e-7, 1.0e-6, 1.0e-5, 1.0e-4, 1.0e-3, 1.0e-2, 1.0e-1, 1.0}; |
| 5484 | int whichOne = perturbation_ - 51; |
| 5485 | //if (inCbcOrOther&&whichOne>0) |
| 5486 | //whichOne--; |
| 5487 | maximumFraction = m[CoinMin(whichOne, 10)]; |
| 5488 | } else if (inCbcOrOther) { |
| 5489 | //maximumFraction = 1.0e-6; |
| 5490 | } |
| 5491 | int iRow; |
| 5492 | double smallestNonZero = 1.0e100; |
| 5493 | numberNonZero = 0; |
| 5494 | if (perturbation_ >= 50) { |
| 5495 | perturbation = 1.0e-8; |
| 5496 | if (perturbation_ > 50 && perturbation_ < 60) |
| 5497 | perturbation = CoinMax(1.0e-8,maximumFraction); |
| 5498 | bool allSame = true; |
| 5499 | double lastValue = 0.0; |
| 5500 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 5501 | double lo = rowLowerWork_[iRow]; |
| 5502 | double up = rowUpperWork_[iRow]; |
| 5503 | if (lo < up) { |
| 5504 | double value = fabs(rowObjectiveWork_[iRow]); |
| 5505 | perturbation = CoinMax(perturbation, value); |
| 5506 | if (value) { |
| 5507 | modifyRowCosts = true; |
| 5508 | smallestNonZero = CoinMin(smallestNonZero, value); |
| 5509 | } |
| 5510 | } |
| 5511 | if (lo && lo > -1.0e10) { |
| 5512 | numberNonZero++; |
| 5513 | lo = fabs(lo); |
| 5514 | if (!lastValue) |
| 5515 | lastValue = lo; |
| 5516 | else if (fabs(lo - lastValue) > 1.0e-7) |
| 5517 | allSame = false; |
| 5518 | } |
| 5519 | if (up && up < 1.0e10) { |
| 5520 | numberNonZero++; |
| 5521 | up = fabs(up); |
| 5522 | if (!lastValue) |
| 5523 | lastValue = up; |
| 5524 | else if (fabs(up - lastValue) > 1.0e-7) |
| 5525 | allSame = false; |
| 5526 | } |
| 5527 | } |
| 5528 | double lastValue2 = 0.0; |
| 5529 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 5530 | double lo = columnLowerWork_[iColumn]; |
| 5531 | double up = columnUpperWork_[iColumn]; |
| 5532 | if (lo < up) { |
| 5533 | double value = |
| 5534 | fabs(objectiveWork_[iColumn]); |
| 5535 | perturbation = CoinMax(perturbation, value); |
| 5536 | if (value) { |
| 5537 | smallestNonZero = CoinMin(smallestNonZero, value); |
| 5538 | } |
| 5539 | } |
| 5540 | if (lo && lo > -1.0e10) { |
| 5541 | //numberNonZero++; |
| 5542 | lo = fabs(lo); |
| 5543 | if (!lastValue2) |
| 5544 | lastValue2 = lo; |
| 5545 | else if (fabs(lo - lastValue2) > 1.0e-7) |
| 5546 | allSame = false; |
| 5547 | } |
| 5548 | if (up && up < 1.0e10) { |
| 5549 | //numberNonZero++; |
| 5550 | up = fabs(up); |
| 5551 | if (!lastValue2) |
| 5552 | lastValue2 = up; |
| 5553 | else if (fabs(up - lastValue2) > 1.0e-7) |
| 5554 | allSame = false; |
| 5555 | } |
| 5556 | } |
| 5557 | if (allSame) { |
| 5558 | // Check elements |
| 5559 | double smallestNegative; |
| 5560 | double largestNegative; |
| 5561 | double smallestPositive; |
| 5562 | double largestPositive; |
| 5563 | matrix_->rangeOfElements(smallestNegative, largestNegative, |
| 5564 | smallestPositive, largestPositive); |
| 5565 | if (smallestNegative == largestNegative && |
| 5566 | smallestPositive == largestPositive) { |
| 5567 | // Really hit perturbation |
| 5568 | double adjust = CoinMin(100.0 * maximumFraction, 1.0e-3 * CoinMax(lastValue, lastValue2)); |
| 5569 | maximumFraction = CoinMax(adjust, maximumFraction); |
| 5570 | } |
| 5571 | } |
| 5572 | perturbation = CoinMin(perturbation, smallestNonZero / maximumFraction); |
| 5573 | } else { |
| 5574 | // user is in charge |
| 5575 | maximumFraction = 1.0e-1; |
| 5576 | // but some experiments |
| 5577 | if (perturbation_ <= -900) { |
| 5578 | modifyRowCosts = true; |
| 5579 | perturbation_ += 1000; |
| 5580 | printf("Row costs modified, " ); |
| 5581 | } |
| 5582 | if (perturbation_ <= -10) { |
| 5583 | perturbation_ += 10; |
| 5584 | maximumFraction = 1.0; |
| 5585 | if ((-perturbation_) % 100 >= 10) { |
| 5586 | uniformChange = true; |
| 5587 | perturbation_ += 20; |
| 5588 | } |
| 5589 | while (perturbation_ < -10) { |
| 5590 | perturbation_ += 100; |
| 5591 | maximumFraction *= 1.0e-1; |
| 5592 | } |
| 5593 | } |
| 5594 | perturbation = pow(10.0, perturbation_); |
| 5595 | } |
| 5596 | double largestZero = 0.0; |
| 5597 | double largest = 0.0; |
| 5598 | double largestPerCent = 0.0; |
| 5599 | // modify costs |
| 5600 | bool printOut = (handler_->logLevel() == 63); |
| 5601 | printOut = false; |
| 5602 | //assert (!modifyRowCosts); |
| 5603 | modifyRowCosts = false; |
| 5604 | if (modifyRowCosts) { |
| 5605 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 5606 | if (rowLowerWork_[iRow] < rowUpperWork_[iRow]) { |
| 5607 | double value = perturbation; |
| 5608 | double currentValue = rowObjectiveWork_[iRow]; |
| 5609 | value = CoinMin(value, maximumFraction * (fabs(currentValue) + 1.0e-1 * perturbation + 1.0e-3)); |
| 5610 | if (rowLowerWork_[iRow] > -largeValue_) { |
| 5611 | if (fabs(rowLowerWork_[iRow]) < fabs(rowUpperWork_[iRow])) |
| 5612 | value *= randomNumberGenerator_.randomDouble(); |
| 5613 | else |
| 5614 | value *= -randomNumberGenerator_.randomDouble(); |
| 5615 | } else if (rowUpperWork_[iRow] < largeValue_) { |
| 5616 | value *= -randomNumberGenerator_.randomDouble(); |
| 5617 | } else { |
| 5618 | value = 0.0; |
| 5619 | } |
| 5620 | if (currentValue) { |
| 5621 | largest = CoinMax(largest, fabs(value)); |
| 5622 | if (fabs(value) > fabs(currentValue)*largestPerCent) |
| 5623 | largestPerCent = fabs(value / currentValue); |
| 5624 | } else { |
| 5625 | largestZero = CoinMax(largestZero, fabs(value)); |
| 5626 | } |
| 5627 | if (printOut) |
| 5628 | printf("row %d cost %g change %g\n" , iRow, rowObjectiveWork_[iRow], value); |
| 5629 | rowObjectiveWork_[iRow] += value; |
| 5630 | } |
| 5631 | } |
| 5632 | } |
| 5633 | // more its but faster double weight[]={1.0e-4,1.0e-2,1.0e-1,1.0,2.0,10.0,100.0,200.0,400.0,600.0,1000.0}; |
| 5634 | // good its double weight[]={1.0e-4,1.0e-2,5.0e-1,1.0,2.0,5.0,10.0,20.0,30.0,40.0,100.0}; |
| 5635 | double weight[] = {1.0e-4, 1.0e-2, 5.0e-1, 1.0, 2.0, 5.0, 10.0, 20.0, 30.0, 40.0, 100.0}; |
| 5636 | //double weight[]={1.0e-4,1.0e-2,5.0e-1,1.0,20.0,50.0,100.0,120.0,130.0,140.0,200.0}; |
| 5637 | double = 10.0; |
| 5638 | // Scale back if wanted |
| 5639 | double weight2[] = {1.0e-4, 1.0e-2, 5.0e-1, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0}; |
| 5640 | if (constantPerturbation < 99.0 * dualTolerance_) { |
| 5641 | perturbation *= 0.1; |
| 5642 | extraWeight = 0.5; |
| 5643 | memcpy(weight, weight2, sizeof(weight2)); |
| 5644 | } |
| 5645 | // adjust weights if all columns long |
| 5646 | double factor = 1.0; |
| 5647 | if (maxLength) { |
| 5648 | factor = 3.0 / static_cast<double> (minLength); |
| 5649 | } |
| 5650 | // Make variables with more elements more expensive |
| 5651 | const double m1 = 0.5; |
| 5652 | double smallestAllowed = CoinMin(1.0e-2 * dualTolerance_, maximumFraction); |
| 5653 | double largestAllowed = CoinMax(1.0e3 * dualTolerance_, maximumFraction * averageCost); |
| 5654 | // smaller if in BAB |
| 5655 | //if (inCbcOrOther) |
| 5656 | //largestAllowed=CoinMin(largestAllowed,1.0e-5); |
| 5657 | //smallestAllowed = CoinMin(smallestAllowed,0.1*largestAllowed); |
| 5658 | #define SAVE_PERT |
| 5659 | #ifdef SAVE_PERT |
| 5660 | if (2 * numberColumns_ > maximumPerturbationSize_) { |
| 5661 | delete [] perturbationArray_; |
| 5662 | maximumPerturbationSize_ = 2 * numberColumns_; |
| 5663 | perturbationArray_ = new double [maximumPerturbationSize_]; |
| 5664 | for (iColumn = 0; iColumn < maximumPerturbationSize_; iColumn++) { |
| 5665 | perturbationArray_[iColumn] = randomNumberGenerator_.randomDouble(); |
| 5666 | } |
| 5667 | } |
| 5668 | #endif |
| 5669 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 5670 | if (columnLowerWork_[iColumn] < columnUpperWork_[iColumn] && getStatus(iColumn) != basic) { |
| 5671 | double value = perturbation; |
| 5672 | double currentValue = objectiveWork_[iColumn]; |
| 5673 | value = CoinMin(value, constantPerturbation + maximumFraction * (fabs(currentValue) + 1.0e-1 * perturbation + 1.0e-8)); |
| 5674 | //value = CoinMin(value,constantPerturbation;+maximumFraction*fabs(currentValue)); |
| 5675 | double value2 = constantPerturbation + 1.0e-1 * smallestNonZero; |
| 5676 | if (uniformChange) { |
| 5677 | value = maximumFraction; |
| 5678 | value2 = maximumFraction; |
| 5679 | } |
| 5680 | if (columnLowerWork_[iColumn] > -largeValue_) { |
| 5681 | if (fabs(columnLowerWork_[iColumn]) < |
| 5682 | fabs(columnUpperWork_[iColumn])) { |
| 5683 | #ifndef SAVE_PERT |
| 5684 | value *= (1.0 - m1 + m1 * randomNumberGenerator_.randomDouble()); |
| 5685 | value2 *= (1.0 - m1 + m1 * randomNumberGenerator_.randomDouble()); |
| 5686 | #else |
| 5687 | value *= (1.0 - m1 + m1 * perturbationArray_[2*iColumn]); |
| 5688 | value2 *= (1.0 - m1 + m1 * perturbationArray_[2*iColumn+1]); |
| 5689 | #endif |
| 5690 | } else { |
| 5691 | //value *= -(1.0-m1+m1*randomNumberGenerator_.randomDouble()); |
| 5692 | //value2 *= -(1.0-m1+m1*randomNumberGenerator_.randomDouble()); |
| 5693 | value = 0.0; |
| 5694 | } |
| 5695 | } else if (columnUpperWork_[iColumn] < largeValue_) { |
| 5696 | #ifndef SAVE_PERT |
| 5697 | value *= -(1.0 - m1 + m1 * randomNumberGenerator_.randomDouble()); |
| 5698 | value2 *= -(1.0 - m1 + m1 * randomNumberGenerator_.randomDouble()); |
| 5699 | #else |
| 5700 | value *= -(1.0 - m1 + m1 * perturbationArray_[2*iColumn]); |
| 5701 | value2 *= -(1.0 - m1 + m1 * perturbationArray_[2*iColumn+1]); |
| 5702 | #endif |
| 5703 | } else { |
| 5704 | value = 0.0; |
| 5705 | } |
| 5706 | if (value) { |
| 5707 | int length = columnLength[iColumn]; |
| 5708 | if (length > 3) { |
| 5709 | length = static_cast<int> (static_cast<double> (length) * factor); |
| 5710 | length = CoinMax(3, length); |
| 5711 | } |
| 5712 | double multiplier; |
| 5713 | #if 1 |
| 5714 | if (length < 10) |
| 5715 | multiplier = weight[length]; |
| 5716 | else |
| 5717 | multiplier = weight[10]; |
| 5718 | #else |
| 5719 | if (length < 10) |
| 5720 | multiplier = weight[length]; |
| 5721 | else |
| 5722 | multiplier = weight[10] + extraWeight * (length - 10); |
| 5723 | multiplier *= 0.5; |
| 5724 | #endif |
| 5725 | value *= multiplier; |
| 5726 | value = CoinMin(value, value2); |
| 5727 | if (savePerturbation < 50 || savePerturbation > 60) { |
| 5728 | if (fabs(value) <= dualTolerance_) |
| 5729 | value = 0.0; |
| 5730 | } else if (value) { |
| 5731 | // get in range |
| 5732 | if (fabs(value) <= smallestAllowed) { |
| 5733 | value *= 10.0; |
| 5734 | while (fabs(value) <= smallestAllowed) |
| 5735 | value *= 10.0; |
| 5736 | } else if (fabs(value) > largestAllowed) { |
| 5737 | value *= 0.1; |
| 5738 | while (fabs(value) > largestAllowed) |
| 5739 | value *= 0.1; |
| 5740 | } |
| 5741 | } |
| 5742 | if (currentValue) { |
| 5743 | largest = CoinMax(largest, fabs(value)); |
| 5744 | if (fabs(value) > fabs(currentValue)*largestPerCent) |
| 5745 | largestPerCent = fabs(value / currentValue); |
| 5746 | } else { |
| 5747 | largestZero = CoinMax(largestZero, fabs(value)); |
| 5748 | } |
| 5749 | // but negative if at ub |
| 5750 | if (getStatus(iColumn) == atUpperBound) |
| 5751 | value = -value; |
| 5752 | if (printOut) |
| 5753 | printf("col %d cost %g change %g\n" , iColumn, objectiveWork_[iColumn], value); |
| 5754 | objectiveWork_[iColumn] += value; |
| 5755 | } |
| 5756 | } |
| 5757 | } |
| 5758 | handler_->message(CLP_SIMPLEX_PERTURB, messages_) |
| 5759 | << 100.0 * maximumFraction << perturbation << largest << 100.0 * largestPerCent << largestZero |
| 5760 | << CoinMessageEol; |
| 5761 | // and zero changes |
| 5762 | //int nTotal = numberRows_+numberColumns_; |
| 5763 | //CoinZeroN(cost_+nTotal,nTotal); |
| 5764 | // say perturbed |
| 5765 | perturbation_ = 101; |
| 5766 | return 0; |
| 5767 | } |
| 5768 | /* For strong branching. On input lower and upper are new bounds |
| 5769 | while on output they are change in objective function values |
| 5770 | (>1.0e50 infeasible). |
| 5771 | Return code is 0 if nothing interesting, -1 if infeasible both |
| 5772 | ways and +1 if infeasible one way (check values to see which one(s)) |
| 5773 | Returns -2 if bad factorization |
| 5774 | */ |
| 5775 | int ClpSimplexDual::strongBranching(int numberVariables, const int * variables, |
| 5776 | double * newLower, double * newUpper, |
| 5777 | double ** outputSolution, |
| 5778 | int * outputStatus, int * outputIterations, |
| 5779 | bool stopOnFirstInfeasible, |
| 5780 | bool alwaysFinish, |
| 5781 | int startFinishOptions) |
| 5782 | { |
| 5783 | int i; |
| 5784 | int returnCode = 0; |
| 5785 | double saveObjectiveValue = objectiveValue_; |
| 5786 | algorithm_ = -1; |
| 5787 | |
| 5788 | //scaling(false); |
| 5789 | |
| 5790 | // put in standard form (and make row copy) |
| 5791 | // create modifiable copies of model rim and do optional scaling |
| 5792 | createRim(7 + 8 + 16 + 32, true, startFinishOptions); |
| 5793 | |
| 5794 | // change newLower and newUpper if scaled |
| 5795 | |
| 5796 | // Do initial factorization |
| 5797 | // and set certain stuff |
| 5798 | // We can either set increasing rows so ...IsBasic gives pivot row |
| 5799 | // or we can just increment iBasic one by one |
| 5800 | // for now let ...iBasic give pivot row |
| 5801 | int useFactorization = false; |
| 5802 | if ((startFinishOptions & 2) != 0 && (whatsChanged_&(2 + 512)) == 2 + 512) |
| 5803 | useFactorization = true; // Keep factorization if possible |
| 5804 | // switch off factorization if bad |
| 5805 | if (pivotVariable_[0] < 0) |
| 5806 | useFactorization = false; |
| 5807 | if (!useFactorization || factorization_->numberRows() != numberRows_) { |
| 5808 | useFactorization = false; |
| 5809 | factorization_->setDefaultValues(); |
| 5810 | |
| 5811 | int factorizationStatus = internalFactorize(0); |
| 5812 | if (factorizationStatus < 0) { |
| 5813 | // some error |
| 5814 | // we should either debug or ignore |
| 5815 | #ifndef NDEBUG |
| 5816 | printf("***** ClpDual strong branching factorization error - debug\n" ); |
| 5817 | #endif |
| 5818 | return -2; |
| 5819 | } else if (factorizationStatus && factorizationStatus <= numberRows_) { |
| 5820 | handler_->message(CLP_SINGULARITIES, messages_) |
| 5821 | << factorizationStatus |
| 5822 | << CoinMessageEol; |
| 5823 | } |
| 5824 | } |
| 5825 | // save stuff |
| 5826 | ClpFactorization saveFactorization(*factorization_); |
| 5827 | // Get fake bounds correctly |
| 5828 | double changeCost; |
| 5829 | changeBounds(3, NULL, changeCost); |
| 5830 | int saveNumberFake = numberFake_; |
| 5831 | // save basis and solution |
| 5832 | double * saveSolution = new double[numberRows_+numberColumns_]; |
| 5833 | CoinMemcpyN(solution_, |
| 5834 | numberRows_ + numberColumns_, saveSolution); |
| 5835 | unsigned char * saveStatus = |
| 5836 | new unsigned char [numberRows_+numberColumns_]; |
| 5837 | CoinMemcpyN(status_, numberColumns_ + numberRows_, saveStatus); |
| 5838 | // save bounds as createRim makes clean copies |
| 5839 | double * saveLower = new double[numberRows_+numberColumns_]; |
| 5840 | CoinMemcpyN(lower_, |
| 5841 | numberRows_ + numberColumns_, saveLower); |
| 5842 | double * saveUpper = new double[numberRows_+numberColumns_]; |
| 5843 | CoinMemcpyN(upper_, |
| 5844 | numberRows_ + numberColumns_, saveUpper); |
| 5845 | double * saveObjective = new double[numberRows_+numberColumns_]; |
| 5846 | CoinMemcpyN(cost_, |
| 5847 | numberRows_ + numberColumns_, saveObjective); |
| 5848 | int * savePivot = new int [numberRows_]; |
| 5849 | CoinMemcpyN(pivotVariable_, numberRows_, savePivot); |
| 5850 | // need to save/restore weights. |
| 5851 | |
| 5852 | int iSolution = 0; |
| 5853 | for (i = 0; i < numberVariables; i++) { |
| 5854 | int iColumn = variables[i]; |
| 5855 | double objectiveChange; |
| 5856 | double saveBound; |
| 5857 | |
| 5858 | // try down |
| 5859 | |
| 5860 | saveBound = columnUpper_[iColumn]; |
| 5861 | // external view - in case really getting optimal |
| 5862 | columnUpper_[iColumn] = newUpper[i]; |
| 5863 | assert (inverseColumnScale_ || scalingFlag_ <= 0); |
| 5864 | if (scalingFlag_ <= 0) |
| 5865 | upper_[iColumn] = newUpper[i] * rhsScale_; |
| 5866 | else |
| 5867 | upper_[iColumn] = (newUpper[i] * inverseColumnScale_[iColumn]) * rhsScale_; // scale |
| 5868 | // Start of fast iterations |
| 5869 | int status = fastDual(alwaysFinish); |
| 5870 | CoinAssert (problemStatus_ || objectiveValue_ < 1.0e50); |
| 5871 | #ifdef CLP_DEBUG |
| 5872 | printf("first status %d obj %g\n" ,problemStatus_,objectiveValue_); |
| 5873 | #endif |
| 5874 | if(problemStatus_==10) |
| 5875 | problemStatus_=3; |
| 5876 | // make sure plausible |
| 5877 | double obj = CoinMax(objectiveValue_, saveObjectiveValue); |
| 5878 | if (status && problemStatus_ != 3) { |
| 5879 | // not finished - might be optimal |
| 5880 | checkPrimalSolution(rowActivityWork_, columnActivityWork_); |
| 5881 | double limit = 0.0; |
| 5882 | getDblParam(ClpDualObjectiveLimit, limit); |
| 5883 | if (!numberPrimalInfeasibilities_ && obj < limit) { |
| 5884 | problemStatus_ = 0; |
| 5885 | } |
| 5886 | status = problemStatus_; |
| 5887 | } |
| 5888 | if (problemStatus_ == 3) |
| 5889 | status = 2; |
| 5890 | if (status || (problemStatus_ == 0 && !isDualObjectiveLimitReached())) { |
| 5891 | objectiveChange = obj - saveObjectiveValue; |
| 5892 | } else { |
| 5893 | objectiveChange = 1.0e100; |
| 5894 | status = 1; |
| 5895 | } |
| 5896 | |
| 5897 | if (scalingFlag_ <= 0) { |
| 5898 | CoinMemcpyN(solution_, numberColumns_, outputSolution[iSolution]); |
| 5899 | } else { |
| 5900 | int j; |
| 5901 | double * sol = outputSolution[iSolution]; |
| 5902 | for (j = 0; j < numberColumns_; j++) |
| 5903 | sol[j] = solution_[j] * columnScale_[j]; |
| 5904 | } |
| 5905 | outputStatus[iSolution] = status; |
| 5906 | outputIterations[iSolution] = numberIterations_; |
| 5907 | iSolution++; |
| 5908 | // restore |
| 5909 | numberFake_ = saveNumberFake; |
| 5910 | CoinMemcpyN(saveSolution, |
| 5911 | numberRows_ + numberColumns_, solution_); |
| 5912 | CoinMemcpyN(saveStatus, numberColumns_ + numberRows_, status_); |
| 5913 | CoinMemcpyN(saveLower, |
| 5914 | numberRows_ + numberColumns_, lower_); |
| 5915 | CoinMemcpyN(saveUpper, |
| 5916 | numberRows_ + numberColumns_, upper_); |
| 5917 | CoinMemcpyN(saveObjective, |
| 5918 | numberRows_ + numberColumns_, cost_); |
| 5919 | columnUpper_[iColumn] = saveBound; |
| 5920 | CoinMemcpyN(savePivot, numberRows_, pivotVariable_); |
| 5921 | //delete factorization_; |
| 5922 | //factorization_ = new ClpFactorization(saveFactorization,numberRows_); |
| 5923 | setFactorization(saveFactorization); |
| 5924 | newUpper[i] = objectiveChange; |
| 5925 | #ifdef CLP_DEBUG |
| 5926 | printf("down on %d costs %g\n" , iColumn, objectiveChange); |
| 5927 | #endif |
| 5928 | |
| 5929 | // try up |
| 5930 | |
| 5931 | saveBound = columnLower_[iColumn]; |
| 5932 | // external view - in case really getting optimal |
| 5933 | columnLower_[iColumn] = newLower[i]; |
| 5934 | assert (inverseColumnScale_ || scalingFlag_ <= 0); |
| 5935 | if (scalingFlag_ <= 0) |
| 5936 | lower_[iColumn] = newLower[i] * rhsScale_; |
| 5937 | else |
| 5938 | lower_[iColumn] = (newLower[i] * inverseColumnScale_[iColumn]) * rhsScale_; // scale |
| 5939 | // Start of fast iterations |
| 5940 | status = fastDual(alwaysFinish); |
| 5941 | CoinAssert (problemStatus_||objectiveValue_<1.0e50); |
| 5942 | #ifdef CLP_DEBUG |
| 5943 | printf("second status %d obj %g\n" ,problemStatus_,objectiveValue_); |
| 5944 | #endif |
| 5945 | if(problemStatus_==10) |
| 5946 | problemStatus_=3; |
| 5947 | // make sure plausible |
| 5948 | obj = CoinMax(objectiveValue_, saveObjectiveValue); |
| 5949 | if (status && problemStatus_ != 3) { |
| 5950 | // not finished - might be optimal |
| 5951 | checkPrimalSolution(rowActivityWork_, columnActivityWork_); |
| 5952 | double limit = 0.0; |
| 5953 | getDblParam(ClpDualObjectiveLimit, limit); |
| 5954 | if (!numberPrimalInfeasibilities_ && obj < limit) { |
| 5955 | problemStatus_ = 0; |
| 5956 | } |
| 5957 | status = problemStatus_; |
| 5958 | } |
| 5959 | if (problemStatus_ == 3) |
| 5960 | status = 2; |
| 5961 | if (status || (problemStatus_ == 0 && !isDualObjectiveLimitReached())) { |
| 5962 | objectiveChange = obj - saveObjectiveValue; |
| 5963 | } else { |
| 5964 | objectiveChange = 1.0e100; |
| 5965 | status = 1; |
| 5966 | } |
| 5967 | if (scalingFlag_ <= 0) { |
| 5968 | CoinMemcpyN(solution_, numberColumns_, outputSolution[iSolution]); |
| 5969 | } else { |
| 5970 | int j; |
| 5971 | double * sol = outputSolution[iSolution]; |
| 5972 | for (j = 0; j < numberColumns_; j++) |
| 5973 | sol[j] = solution_[j] * columnScale_[j]; |
| 5974 | } |
| 5975 | outputStatus[iSolution] = status; |
| 5976 | outputIterations[iSolution] = numberIterations_; |
| 5977 | iSolution++; |
| 5978 | |
| 5979 | // restore |
| 5980 | numberFake_ = saveNumberFake; |
| 5981 | CoinMemcpyN(saveSolution, |
| 5982 | numberRows_ + numberColumns_, solution_); |
| 5983 | CoinMemcpyN(saveStatus, numberColumns_ + numberRows_, status_); |
| 5984 | CoinMemcpyN(saveLower, |
| 5985 | numberRows_ + numberColumns_, lower_); |
| 5986 | CoinMemcpyN(saveUpper, |
| 5987 | numberRows_ + numberColumns_, upper_); |
| 5988 | CoinMemcpyN(saveObjective, |
| 5989 | numberRows_ + numberColumns_, cost_); |
| 5990 | columnLower_[iColumn] = saveBound; |
| 5991 | CoinMemcpyN(savePivot, numberRows_, pivotVariable_); |
| 5992 | //delete factorization_; |
| 5993 | //factorization_ = new ClpFactorization(saveFactorization,numberRows_); |
| 5994 | setFactorization(saveFactorization); |
| 5995 | |
| 5996 | newLower[i] = objectiveChange; |
| 5997 | #ifdef CLP_DEBUG |
| 5998 | printf("up on %d costs %g\n" , iColumn, objectiveChange); |
| 5999 | #endif |
| 6000 | |
| 6001 | /* Possibilities are: |
| 6002 | Both sides feasible - store |
| 6003 | Neither side feasible - set objective high and exit if desired |
| 6004 | One side feasible - change bounds and resolve |
| 6005 | */ |
| 6006 | if (newUpper[i] < 1.0e100) { |
| 6007 | if(newLower[i] < 1.0e100) { |
| 6008 | // feasible - no action |
| 6009 | } else { |
| 6010 | // up feasible, down infeasible |
| 6011 | returnCode = 1; |
| 6012 | if (stopOnFirstInfeasible) |
| 6013 | break; |
| 6014 | } |
| 6015 | } else { |
| 6016 | if(newLower[i] < 1.0e100) { |
| 6017 | // down feasible, up infeasible |
| 6018 | returnCode = 1; |
| 6019 | if (stopOnFirstInfeasible) |
| 6020 | break; |
| 6021 | } else { |
| 6022 | // neither side feasible |
| 6023 | returnCode = -1; |
| 6024 | break; |
| 6025 | } |
| 6026 | } |
| 6027 | } |
| 6028 | delete [] saveSolution; |
| 6029 | delete [] saveLower; |
| 6030 | delete [] saveUpper; |
| 6031 | delete [] saveObjective; |
| 6032 | delete [] saveStatus; |
| 6033 | delete [] savePivot; |
| 6034 | if ((startFinishOptions & 1) == 0) { |
| 6035 | deleteRim(1); |
| 6036 | whatsChanged_ &= ~0xffff; |
| 6037 | } else { |
| 6038 | // Original factorization will have been put back by last loop |
| 6039 | //delete factorization_; |
| 6040 | //factorization_ = new ClpFactorization(saveFactorization); |
| 6041 | deleteRim(0); |
| 6042 | // mark all as current |
| 6043 | whatsChanged_ = 0x3ffffff; |
| 6044 | } |
| 6045 | objectiveValue_ = saveObjectiveValue; |
| 6046 | return returnCode; |
| 6047 | } |
| 6048 | // treat no pivot as finished (unless interesting) |
| 6049 | int ClpSimplexDual::fastDual(bool alwaysFinish) |
| 6050 | { |
| 6051 | progressFlag_ = 0; |
| 6052 | bestObjectiveValue_ = objectiveValue_; |
| 6053 | algorithm_ = -1; |
| 6054 | secondaryStatus_ = 0; |
| 6055 | // Say in fast dual |
| 6056 | if (!alwaysFinish) |
| 6057 | specialOptions_ |= 1048576; |
| 6058 | specialOptions_ |= 16384; |
| 6059 | int saveDont = dontFactorizePivots_; |
| 6060 | if ((specialOptions_ & 2048) == 0) |
| 6061 | dontFactorizePivots_ = 0; |
| 6062 | else if(!dontFactorizePivots_) |
| 6063 | dontFactorizePivots_ = 20; |
| 6064 | //handler_->setLogLevel(63); |
| 6065 | // save data |
| 6066 | ClpDataSave data = saveData(); |
| 6067 | dualTolerance_ = dblParam_[ClpDualTolerance]; |
| 6068 | primalTolerance_ = dblParam_[ClpPrimalTolerance]; |
| 6069 | |
| 6070 | // save dual bound |
| 6071 | double saveDualBound = dualBound_; |
| 6072 | |
| 6073 | // Start can skip some things in transposeTimes |
| 6074 | specialOptions_ |= 131072; |
| 6075 | if (alphaAccuracy_ != -1.0) |
| 6076 | alphaAccuracy_ = 1.0; |
| 6077 | // for dual we will change bounds using dualBound_ |
| 6078 | // for this we need clean basis so it is after factorize |
| 6079 | #if 0 |
| 6080 | { |
| 6081 | int numberTotal = numberRows_ + numberColumns_; |
| 6082 | double * saveSol = CoinCopyOfArray(solution_, numberTotal); |
| 6083 | double * saveDj = CoinCopyOfArray(dj_, numberTotal); |
| 6084 | double tolerance = 1.0e-8; |
| 6085 | gutsOfSolution(NULL, NULL); |
| 6086 | int j; |
| 6087 | double largestPrimal = tolerance; |
| 6088 | int iPrimal = -1; |
| 6089 | for (j = 0; j < numberTotal; j++) { |
| 6090 | double difference = solution_[j] - saveSol[j]; |
| 6091 | if (fabs(difference) > largestPrimal) { |
| 6092 | iPrimal = j; |
| 6093 | largestPrimal = fabs(difference); |
| 6094 | } |
| 6095 | } |
| 6096 | double largestDual = tolerance; |
| 6097 | int iDual = -1; |
| 6098 | for (j = 0; j < numberTotal; j++) { |
| 6099 | double difference = dj_[j] - saveDj[j]; |
| 6100 | if (fabs(difference) > largestDual && upper_[j] > lower_[j]) { |
| 6101 | iDual = j; |
| 6102 | largestDual = fabs(difference); |
| 6103 | } |
| 6104 | } |
| 6105 | if (iPrimal >= 0 || iDual >= 0) |
| 6106 | printf("pivots %d primal diff(%g,%d) dual diff(%g,%d)\n" , |
| 6107 | factorization_->pivots(), |
| 6108 | largestPrimal, iPrimal, |
| 6109 | largestDual, iDual); |
| 6110 | delete [] saveSol; |
| 6111 | delete [] saveDj; |
| 6112 | } |
| 6113 | #else |
| 6114 | if ((specialOptions_ & 524288) == 0) |
| 6115 | gutsOfSolution(NULL, NULL); |
| 6116 | #endif |
| 6117 | #if 0 |
| 6118 | if (numberPrimalInfeasibilities_ != 1 || |
| 6119 | numberDualInfeasibilities_) |
| 6120 | printf("dual %g (%d) primal %g (%d)\n" , |
| 6121 | sumDualInfeasibilities_, numberDualInfeasibilities_, |
| 6122 | sumPrimalInfeasibilities_, numberPrimalInfeasibilities_); |
| 6123 | #endif |
| 6124 | #ifndef NDEBUG |
| 6125 | #ifdef COIN_DEVELOP |
| 6126 | resetFakeBounds(-1); |
| 6127 | #endif |
| 6128 | #endif |
| 6129 | //numberFake_ =0; // Number of variables at fake bounds |
| 6130 | numberChanged_ = 0; // Number of variables with changed costs |
| 6131 | //changeBounds(1,NULL,objectiveChange); |
| 6132 | |
| 6133 | problemStatus_ = -1; |
| 6134 | numberIterations_ = 0; |
| 6135 | if ((specialOptions_ & 524288) == 0) { |
| 6136 | factorization_->sparseThreshold(0); |
| 6137 | factorization_->goSparse(); |
| 6138 | } |
| 6139 | |
| 6140 | int lastCleaned = 0; // last time objective or bounds cleaned up |
| 6141 | |
| 6142 | // number of times we have declared optimality |
| 6143 | numberTimesOptimal_ = 0; |
| 6144 | |
| 6145 | // This says whether to restore things etc |
| 6146 | int factorType = 0; |
| 6147 | /* |
| 6148 | Status of problem: |
| 6149 | 0 - optimal |
| 6150 | 1 - infeasible |
| 6151 | 2 - unbounded |
| 6152 | -1 - iterating |
| 6153 | -2 - factorization wanted |
| 6154 | -3 - redo checking without factorization |
| 6155 | -4 - looks infeasible |
| 6156 | |
| 6157 | BUT also from whileIterating return code is: |
| 6158 | |
| 6159 | -1 iterations etc |
| 6160 | -2 inaccuracy |
| 6161 | -3 slight inaccuracy (and done iterations) |
| 6162 | +0 looks optimal (might be unbounded - but we will investigate) |
| 6163 | +1 looks infeasible |
| 6164 | +3 max iterations |
| 6165 | |
| 6166 | */ |
| 6167 | |
| 6168 | int returnCode = 0; |
| 6169 | |
| 6170 | int iRow, iColumn; |
| 6171 | int maxPass = maximumIterations(); |
| 6172 | while (problemStatus_ < 0) { |
| 6173 | // clear |
| 6174 | for (iRow = 0; iRow < 4; iRow++) { |
| 6175 | rowArray_[iRow]->clear(); |
| 6176 | } |
| 6177 | |
| 6178 | for (iColumn = 0; iColumn < 2; iColumn++) { |
| 6179 | columnArray_[iColumn]->clear(); |
| 6180 | } |
| 6181 | |
| 6182 | // give matrix (and model costs and bounds a chance to be |
| 6183 | // refreshed (normally null) |
| 6184 | matrix_->refresh(this); |
| 6185 | // If getting nowhere - why not give it a kick |
| 6186 | // does not seem to work too well - do some more work |
| 6187 | if ((specialOptions_ & 524288) != 0 && (moreSpecialOptions_&2048) == 0 && |
| 6188 | perturbation_ < 101 && numberIterations_ > 2 * (numberRows_ + numberColumns_)) { |
| 6189 | perturb(); |
| 6190 | // Can't get here if values pass |
| 6191 | gutsOfSolution(NULL, NULL); |
| 6192 | if (handler_->logLevel() > 2) { |
| 6193 | handler_->message(CLP_SIMPLEX_STATUS, messages_) |
| 6194 | << numberIterations_ << objectiveValue(); |
| 6195 | handler_->printing(sumPrimalInfeasibilities_ > 0.0) |
| 6196 | << sumPrimalInfeasibilities_ << numberPrimalInfeasibilities_; |
| 6197 | handler_->printing(sumDualInfeasibilities_ > 0.0) |
| 6198 | << sumDualInfeasibilities_ << numberDualInfeasibilities_; |
| 6199 | handler_->printing(numberDualInfeasibilitiesWithoutFree_ |
| 6200 | < numberDualInfeasibilities_) |
| 6201 | << numberDualInfeasibilitiesWithoutFree_; |
| 6202 | handler_->message() << CoinMessageEol; |
| 6203 | } |
| 6204 | } |
| 6205 | // may factorize, checks if problem finished |
| 6206 | // should be able to speed this up on first time |
| 6207 | statusOfProblemInDual(lastCleaned, factorType, NULL, data, 0); |
| 6208 | |
| 6209 | // Say good factorization |
| 6210 | factorType = 1; |
| 6211 | maxPass--; |
| 6212 | if (maxPass < -10) { |
| 6213 | // odd |
| 6214 | returnCode = 1; |
| 6215 | problemStatus_ = 3; |
| 6216 | // can't say anything interesting - might as well return |
| 6217 | #ifdef CLP_DEBUG |
| 6218 | printf("returning from fastDual after %d iterations with code %d because of loop\n" , |
| 6219 | numberIterations_, returnCode); |
| 6220 | #endif |
| 6221 | break; |
| 6222 | } |
| 6223 | |
| 6224 | // Do iterations |
| 6225 | if (problemStatus_ < 0) { |
| 6226 | double * givenPi = NULL; |
| 6227 | returnCode = whileIterating(givenPi, 0); |
| 6228 | if ((!alwaysFinish && returnCode < 0) || returnCode == 3) { |
| 6229 | if (returnCode != 3) |
| 6230 | assert (problemStatus_ < 0); |
| 6231 | returnCode = 1; |
| 6232 | problemStatus_ = 3; |
| 6233 | // can't say anything interesting - might as well return |
| 6234 | #ifdef CLP_DEBUG |
| 6235 | printf("returning from fastDual after %d iterations with code %d\n" , |
| 6236 | numberIterations_, returnCode); |
| 6237 | #endif |
| 6238 | break; |
| 6239 | } |
| 6240 | if (returnCode == -2) |
| 6241 | factorType = 3; |
| 6242 | returnCode = 0; |
| 6243 | } |
| 6244 | } |
| 6245 | |
| 6246 | // clear |
| 6247 | for (iRow = 0; iRow < 4; iRow++) { |
| 6248 | rowArray_[iRow]->clear(); |
| 6249 | } |
| 6250 | |
| 6251 | for (iColumn = 0; iColumn < 2; iColumn++) { |
| 6252 | columnArray_[iColumn]->clear(); |
| 6253 | } |
| 6254 | // Say not in fast dual |
| 6255 | specialOptions_ &= ~(16384 | 1048576); |
| 6256 | assert(!numberFake_ || ((specialOptions_&(2048 | 4096)) != 0 && dualBound_ >= 1.0e8) |
| 6257 | || returnCode || problemStatus_); // all bounds should be okay |
| 6258 | if (numberFake_ > 0 && false) { |
| 6259 | // Set back |
| 6260 | double dummy; |
| 6261 | changeBounds(2, NULL, dummy); |
| 6262 | } |
| 6263 | // Restore any saved stuff |
| 6264 | restoreData(data); |
| 6265 | dontFactorizePivots_ = saveDont; |
| 6266 | dualBound_ = saveDualBound; |
| 6267 | // Stop can skip some things in transposeTimes |
| 6268 | specialOptions_ &= ~131072; |
| 6269 | if (!problemStatus_) { |
| 6270 | // see if cutoff reached |
| 6271 | double limit = 0.0; |
| 6272 | getDblParam(ClpDualObjectiveLimit, limit); |
| 6273 | if(fabs(limit) < 1.0e30 && objectiveValue()*optimizationDirection_ > |
| 6274 | limit + 1.0e-7 + 1.0e-8 * fabs(limit)) { |
| 6275 | // actually infeasible on objective |
| 6276 | problemStatus_ = 1; |
| 6277 | secondaryStatus_ = 1; |
| 6278 | } |
| 6279 | } |
| 6280 | if (problemStatus_ == 3) |
| 6281 | objectiveValue_ = CoinMax(bestObjectiveValue_, objectiveValue_ - bestPossibleImprovement_); |
| 6282 | return returnCode; |
| 6283 | } |
| 6284 | // This does first part of StrongBranching |
| 6285 | ClpFactorization * |
| 6286 | ClpSimplexDual::setupForStrongBranching(char * arrays, int numberRows, |
| 6287 | int numberColumns, bool solveLp) |
| 6288 | { |
| 6289 | if (solveLp) { |
| 6290 | // make sure won't create fake objective |
| 6291 | int saveOptions = specialOptions_; |
| 6292 | specialOptions_ |= 16384; |
| 6293 | // solve |
| 6294 | int saveMaximumIterations = intParam_[ClpMaxNumIteration]; |
| 6295 | intParam_[ClpMaxNumIteration] = 100+numberRows_+numberColumns_; |
| 6296 | dual(0, 7); |
| 6297 | if (problemStatus_ == 10) { |
| 6298 | ClpSimplex::dual(0, 0); |
| 6299 | assert (problemStatus_ != 10); |
| 6300 | if (problemStatus_ == 0) { |
| 6301 | dual(0, 7); |
| 6302 | //assert (problemStatus_!=10); |
| 6303 | } |
| 6304 | } |
| 6305 | intParam_[ClpMaxNumIteration] = saveMaximumIterations; |
| 6306 | specialOptions_ = saveOptions; |
| 6307 | if (problemStatus_ != 0 ) |
| 6308 | return NULL; // say infeasible or odd |
| 6309 | // May be empty |
| 6310 | solveLp = (solution_ != NULL && problemStatus_ == 0); |
| 6311 | } |
| 6312 | problemStatus_ = 0; |
| 6313 | if (!solveLp) { |
| 6314 | algorithm_ = -1; |
| 6315 | // put in standard form (and make row copy) |
| 6316 | // create modifiable copies of model rim and do optional scaling |
| 6317 | int startFinishOptions; |
| 6318 | if((specialOptions_ & 4096) == 0) { |
| 6319 | startFinishOptions = 0; |
| 6320 | } else { |
| 6321 | startFinishOptions = 1 + 2 + 4; |
| 6322 | } |
| 6323 | createRim(7 + 8 + 16 + 32, true, startFinishOptions); |
| 6324 | // Do initial factorization |
| 6325 | // and set certain stuff |
| 6326 | // We can either set increasing rows so ...IsBasic gives pivot row |
| 6327 | // or we can just increment iBasic one by one |
| 6328 | // for now let ...iBasic give pivot row |
| 6329 | bool useFactorization = false; |
| 6330 | if ((startFinishOptions & 2) != 0 && (whatsChanged_&(2 + 512)) == 2 + 512) { |
| 6331 | useFactorization = true; // Keep factorization if possible |
| 6332 | // switch off factorization if bad |
| 6333 | if (pivotVariable_[0] < 0 || factorization_->numberRows() != numberRows_) |
| 6334 | useFactorization = false; |
| 6335 | } |
| 6336 | if (!useFactorization) { |
| 6337 | factorization_->setDefaultValues(); |
| 6338 | |
| 6339 | int factorizationStatus = internalFactorize(0); |
| 6340 | if (factorizationStatus < 0) { |
| 6341 | // some error |
| 6342 | // we should either debug or ignore |
| 6343 | #ifndef NDEBUG |
| 6344 | printf("***** ClpDual strong branching factorization error - debug\n" ); |
| 6345 | #endif |
| 6346 | } else if (factorizationStatus && factorizationStatus <= numberRows_) { |
| 6347 | handler_->message(CLP_SINGULARITIES, messages_) |
| 6348 | << factorizationStatus |
| 6349 | << CoinMessageEol; |
| 6350 | } |
| 6351 | } |
| 6352 | } |
| 6353 | // Get fake bounds correctly |
| 6354 | double dummyChangeCost; |
| 6355 | changeBounds(3, NULL, dummyChangeCost); |
| 6356 | double * arrayD = reinterpret_cast<double *> (arrays); |
| 6357 | arrayD[0] = objectiveValue() * optimizationDirection_; |
| 6358 | double * saveSolution = arrayD + 1; |
| 6359 | double * saveLower = saveSolution + (numberRows + numberColumns); |
| 6360 | double * saveUpper = saveLower + (numberRows + numberColumns); |
| 6361 | double * saveObjective = saveUpper + (numberRows + numberColumns); |
| 6362 | double * saveLowerOriginal = saveObjective + (numberRows + numberColumns); |
| 6363 | double * saveUpperOriginal = saveLowerOriginal + numberColumns; |
| 6364 | arrayD = saveUpperOriginal + numberColumns; |
| 6365 | int * savePivot = reinterpret_cast<int *> (arrayD); |
| 6366 | int * whichRow = savePivot + numberRows; |
| 6367 | int * whichColumn = whichRow + 3 * numberRows; |
| 6368 | int * arrayI = whichColumn + 2 * numberColumns; |
| 6369 | unsigned char * saveStatus = reinterpret_cast<unsigned char *> (arrayI + 1); |
| 6370 | // save stuff |
| 6371 | // save basis and solution |
| 6372 | CoinMemcpyN(solution_, |
| 6373 | numberRows_ + numberColumns_, saveSolution); |
| 6374 | CoinMemcpyN(status_, numberColumns_ + numberRows_, saveStatus); |
| 6375 | CoinMemcpyN(lower_, |
| 6376 | numberRows_ + numberColumns_, saveLower); |
| 6377 | CoinMemcpyN(upper_, |
| 6378 | numberRows_ + numberColumns_, saveUpper); |
| 6379 | CoinMemcpyN(cost_, |
| 6380 | numberRows_ + numberColumns_, saveObjective); |
| 6381 | CoinMemcpyN(pivotVariable_, numberRows_, savePivot); |
| 6382 | ClpFactorization * factorization = factorization_; |
| 6383 | factorization_ = NULL; |
| 6384 | return factorization; |
| 6385 | } |
| 6386 | // This cleans up after strong branching |
| 6387 | void |
| 6388 | ClpSimplexDual::cleanupAfterStrongBranching(ClpFactorization * factorization) |
| 6389 | { |
| 6390 | int startFinishOptions; |
| 6391 | /* COIN_CLP_VETTED |
| 6392 | Looks safe for Cbc |
| 6393 | */ |
| 6394 | if((specialOptions_ & 4096) == 0) { |
| 6395 | startFinishOptions = 0; |
| 6396 | } else { |
| 6397 | startFinishOptions = 1 + 2 + 4; |
| 6398 | } |
| 6399 | if ((startFinishOptions & 1) == 0 && cost_) { |
| 6400 | deleteRim(1); |
| 6401 | } else { |
| 6402 | // Original factorization will have been put back by last loop |
| 6403 | delete factorization_; |
| 6404 | factorization_ = factorization; |
| 6405 | //deleteRim(0); |
| 6406 | // mark all as current |
| 6407 | } |
| 6408 | whatsChanged_ &= ~0xffff; |
| 6409 | } |
| 6410 | /* Checks number of variables at fake bounds. This is used by fastDual |
| 6411 | so can exit gracefully before end */ |
| 6412 | int |
| 6413 | ClpSimplexDual::numberAtFakeBound() |
| 6414 | { |
| 6415 | int iSequence; |
| 6416 | int numberFake = 0; |
| 6417 | |
| 6418 | for (iSequence = 0; iSequence < numberRows_ + numberColumns_; iSequence++) { |
| 6419 | FakeBound bound = getFakeBound(iSequence); |
| 6420 | switch(getStatus(iSequence)) { |
| 6421 | |
| 6422 | case basic: |
| 6423 | break; |
| 6424 | case isFree: |
| 6425 | case superBasic: |
| 6426 | case ClpSimplex::isFixed: |
| 6427 | //setFakeBound (iSequence, noFake); |
| 6428 | break; |
| 6429 | case atUpperBound: |
| 6430 | if (bound == upperFake || bound == bothFake) |
| 6431 | numberFake++; |
| 6432 | break; |
| 6433 | case atLowerBound: |
| 6434 | if (bound == lowerFake || bound == bothFake) |
| 6435 | numberFake++; |
| 6436 | break; |
| 6437 | } |
| 6438 | } |
| 6439 | //numberFake_ = numberFake; |
| 6440 | return numberFake; |
| 6441 | } |
| 6442 | /* Pivot out a variable and choose an incoing one. Assumes dual |
| 6443 | feasible - will not go through a reduced cost. |
| 6444 | Returns step length in theta |
| 6445 | Returns ray in ray_ (or NULL if no pivot) |
| 6446 | Return codes as before but -1 means no acceptable pivot |
| 6447 | */ |
| 6448 | int |
| 6449 | ClpSimplexDual::pivotResult() |
| 6450 | { |
| 6451 | abort(); |
| 6452 | return 0; |
| 6453 | } |
| 6454 | /* |
| 6455 | Row array has row part of pivot row |
| 6456 | Column array has column part. |
| 6457 | This is used in dual values pass |
| 6458 | */ |
| 6459 | void |
| 6460 | ClpSimplexDual::checkPossibleValuesMove(CoinIndexedVector * rowArray, |
| 6461 | CoinIndexedVector * columnArray, |
| 6462 | double acceptablePivot) |
| 6463 | { |
| 6464 | double * work; |
| 6465 | int number; |
| 6466 | int * which; |
| 6467 | int iSection; |
| 6468 | |
| 6469 | double tolerance = dualTolerance_ * 1.001; |
| 6470 | |
| 6471 | double thetaDown = 1.0e31; |
| 6472 | double changeDown ; |
| 6473 | double thetaUp = 1.0e31; |
| 6474 | double bestAlphaDown = acceptablePivot * 0.99999; |
| 6475 | double bestAlphaUp = acceptablePivot * 0.99999; |
| 6476 | int sequenceDown = -1; |
| 6477 | int sequenceUp = sequenceOut_; |
| 6478 | |
| 6479 | double djBasic = dj_[sequenceOut_]; |
| 6480 | if (djBasic > 0.0) { |
| 6481 | // basic at lower bound so directionOut_ 1 and -1 in pivot row |
| 6482 | // dj will go to zero on other way |
| 6483 | thetaUp = djBasic; |
| 6484 | changeDown = -lower_[sequenceOut_]; |
| 6485 | } else { |
| 6486 | // basic at upper bound so directionOut_ -1 and 1 in pivot row |
| 6487 | // dj will go to zero on other way |
| 6488 | thetaUp = -djBasic; |
| 6489 | changeDown = upper_[sequenceOut_]; |
| 6490 | } |
| 6491 | bestAlphaUp = 1.0; |
| 6492 | int addSequence; |
| 6493 | |
| 6494 | double alphaUp = 0.0; |
| 6495 | double alphaDown = 0.0; |
| 6496 | |
| 6497 | for (iSection = 0; iSection < 2; iSection++) { |
| 6498 | |
| 6499 | int i; |
| 6500 | if (!iSection) { |
| 6501 | work = rowArray->denseVector(); |
| 6502 | number = rowArray->getNumElements(); |
| 6503 | which = rowArray->getIndices(); |
| 6504 | addSequence = numberColumns_; |
| 6505 | } else { |
| 6506 | work = columnArray->denseVector(); |
| 6507 | number = columnArray->getNumElements(); |
| 6508 | which = columnArray->getIndices(); |
| 6509 | addSequence = 0; |
| 6510 | } |
| 6511 | |
| 6512 | for (i = 0; i < number; i++) { |
| 6513 | int iSequence = which[i]; |
| 6514 | int iSequence2 = iSequence + addSequence; |
| 6515 | double alpha; |
| 6516 | double oldValue; |
| 6517 | double value; |
| 6518 | |
| 6519 | switch(getStatus(iSequence2)) { |
| 6520 | |
| 6521 | case basic: |
| 6522 | break; |
| 6523 | case ClpSimplex::isFixed: |
| 6524 | alpha = work[i]; |
| 6525 | changeDown += alpha * upper_[iSequence2]; |
| 6526 | break; |
| 6527 | case isFree: |
| 6528 | case superBasic: |
| 6529 | alpha = work[i]; |
| 6530 | // dj must be effectively zero as dual feasible |
| 6531 | if (fabs(alpha) > bestAlphaUp) { |
| 6532 | thetaDown = 0.0; |
| 6533 | thetaUp = 0.0; |
| 6534 | bestAlphaDown = fabs(alpha); |
| 6535 | bestAlphaUp = bestAlphaDown; |
| 6536 | sequenceDown = iSequence2; |
| 6537 | sequenceUp = sequenceDown; |
| 6538 | alphaUp = alpha; |
| 6539 | alphaDown = alpha; |
| 6540 | } |
| 6541 | break; |
| 6542 | case atUpperBound: |
| 6543 | alpha = work[i]; |
| 6544 | oldValue = dj_[iSequence2]; |
| 6545 | changeDown += alpha * upper_[iSequence2]; |
| 6546 | if (alpha >= acceptablePivot) { |
| 6547 | // might do other way |
| 6548 | value = oldValue + thetaUp * alpha; |
| 6549 | if (value > -tolerance) { |
| 6550 | if (value > tolerance || fabs(alpha) > bestAlphaUp) { |
| 6551 | thetaUp = -oldValue / alpha; |
| 6552 | bestAlphaUp = fabs(alpha); |
| 6553 | sequenceUp = iSequence2; |
| 6554 | alphaUp = alpha; |
| 6555 | } |
| 6556 | } |
| 6557 | } else if (alpha <= -acceptablePivot) { |
| 6558 | // might do this way |
| 6559 | value = oldValue - thetaDown * alpha; |
| 6560 | if (value > -tolerance) { |
| 6561 | if (value > tolerance || fabs(alpha) > bestAlphaDown) { |
| 6562 | thetaDown = oldValue / alpha; |
| 6563 | bestAlphaDown = fabs(alpha); |
| 6564 | sequenceDown = iSequence2; |
| 6565 | alphaDown = alpha; |
| 6566 | } |
| 6567 | } |
| 6568 | } |
| 6569 | break; |
| 6570 | case atLowerBound: |
| 6571 | alpha = work[i]; |
| 6572 | oldValue = dj_[iSequence2]; |
| 6573 | changeDown += alpha * lower_[iSequence2]; |
| 6574 | if (alpha <= -acceptablePivot) { |
| 6575 | // might do other way |
| 6576 | value = oldValue + thetaUp * alpha; |
| 6577 | if (value < tolerance) { |
| 6578 | if (value < -tolerance || fabs(alpha) > bestAlphaUp) { |
| 6579 | thetaUp = -oldValue / alpha; |
| 6580 | bestAlphaUp = fabs(alpha); |
| 6581 | sequenceUp = iSequence2; |
| 6582 | alphaUp = alpha; |
| 6583 | } |
| 6584 | } |
| 6585 | } else if (alpha >= acceptablePivot) { |
| 6586 | // might do this way |
| 6587 | value = oldValue - thetaDown * alpha; |
| 6588 | if (value < tolerance) { |
| 6589 | if (value < -tolerance || fabs(alpha) > bestAlphaDown) { |
| 6590 | thetaDown = oldValue / alpha; |
| 6591 | bestAlphaDown = fabs(alpha); |
| 6592 | sequenceDown = iSequence2; |
| 6593 | alphaDown = alpha; |
| 6594 | } |
| 6595 | } |
| 6596 | } |
| 6597 | break; |
| 6598 | } |
| 6599 | } |
| 6600 | } |
| 6601 | thetaUp *= -1.0; |
| 6602 | double changeUp = -thetaUp * changeDown; |
| 6603 | changeDown = -thetaDown * changeDown; |
| 6604 | if (CoinMax(fabs(thetaDown), fabs(thetaUp)) < 1.0e-8) { |
| 6605 | // largest |
| 6606 | if (fabs(alphaDown) < fabs(alphaUp)) { |
| 6607 | sequenceDown = -1; |
| 6608 | } |
| 6609 | } |
| 6610 | // choose |
| 6611 | sequenceIn_ = -1; |
| 6612 | if (changeDown > changeUp && sequenceDown >= 0) { |
| 6613 | theta_ = thetaDown; |
| 6614 | if (fabs(changeDown) < 1.0e30) |
| 6615 | sequenceIn_ = sequenceDown; |
| 6616 | alpha_ = alphaDown; |
| 6617 | #ifdef CLP_DEBUG |
| 6618 | if ((handler_->logLevel() & 32)) |
| 6619 | printf("predicted way - dirout %d, change %g,%g theta %g\n" , |
| 6620 | directionOut_, changeDown, changeUp, theta_); |
| 6621 | #endif |
| 6622 | } else { |
| 6623 | theta_ = thetaUp; |
| 6624 | if (fabs(changeUp) < 1.0e30) |
| 6625 | sequenceIn_ = sequenceUp; |
| 6626 | alpha_ = alphaUp; |
| 6627 | if (sequenceIn_ != sequenceOut_) { |
| 6628 | #ifdef CLP_DEBUG |
| 6629 | if ((handler_->logLevel() & 32)) |
| 6630 | printf("opposite way - dirout %d, change %g,%g theta %g\n" , |
| 6631 | directionOut_, changeDown, changeUp, theta_); |
| 6632 | #endif |
| 6633 | } else { |
| 6634 | #ifdef CLP_DEBUG |
| 6635 | if ((handler_->logLevel() & 32)) |
| 6636 | printf("opposite way to zero dj - dirout %d, change %g,%g theta %g\n" , |
| 6637 | directionOut_, changeDown, changeUp, theta_); |
| 6638 | #endif |
| 6639 | } |
| 6640 | } |
| 6641 | if (sequenceIn_ >= 0) { |
| 6642 | lowerIn_ = lower_[sequenceIn_]; |
| 6643 | upperIn_ = upper_[sequenceIn_]; |
| 6644 | valueIn_ = solution_[sequenceIn_]; |
| 6645 | dualIn_ = dj_[sequenceIn_]; |
| 6646 | |
| 6647 | if (alpha_ < 0.0) { |
| 6648 | // as if from upper bound |
| 6649 | directionIn_ = -1; |
| 6650 | upperIn_ = valueIn_; |
| 6651 | } else { |
| 6652 | // as if from lower bound |
| 6653 | directionIn_ = 1; |
| 6654 | lowerIn_ = valueIn_; |
| 6655 | } |
| 6656 | } |
| 6657 | } |
| 6658 | /* |
| 6659 | Row array has row part of pivot row |
| 6660 | Column array has column part. |
| 6661 | This is used in cleanup |
| 6662 | */ |
| 6663 | void |
| 6664 | ClpSimplexDual::checkPossibleCleanup(CoinIndexedVector * rowArray, |
| 6665 | CoinIndexedVector * columnArray, |
| 6666 | double acceptablePivot) |
| 6667 | { |
| 6668 | double * work; |
| 6669 | int number; |
| 6670 | int * which; |
| 6671 | int iSection; |
| 6672 | |
| 6673 | double tolerance = dualTolerance_ * 1.001; |
| 6674 | |
| 6675 | double thetaDown = 1.0e31; |
| 6676 | double thetaUp = 1.0e31; |
| 6677 | double bestAlphaDown = acceptablePivot * 10.0; |
| 6678 | double bestAlphaUp = acceptablePivot * 10.0; |
| 6679 | int sequenceDown = -1; |
| 6680 | int sequenceUp = -1; |
| 6681 | |
| 6682 | double djSlack = dj_[pivotRow_]; |
| 6683 | if (getRowStatus(pivotRow_) == basic) |
| 6684 | djSlack = COIN_DBL_MAX; |
| 6685 | if (fabs(djSlack) < tolerance) |
| 6686 | djSlack = 0.0; |
| 6687 | int addSequence; |
| 6688 | |
| 6689 | double alphaUp = 0.0; |
| 6690 | double alphaDown = 0.0; |
| 6691 | for (iSection = 0; iSection < 2; iSection++) { |
| 6692 | |
| 6693 | int i; |
| 6694 | if (!iSection) { |
| 6695 | work = rowArray->denseVector(); |
| 6696 | number = rowArray->getNumElements(); |
| 6697 | which = rowArray->getIndices(); |
| 6698 | addSequence = numberColumns_; |
| 6699 | } else { |
| 6700 | work = columnArray->denseVector(); |
| 6701 | number = columnArray->getNumElements(); |
| 6702 | which = columnArray->getIndices(); |
| 6703 | addSequence = 0; |
| 6704 | } |
| 6705 | |
| 6706 | for (i = 0; i < number; i++) { |
| 6707 | int iSequence = which[i]; |
| 6708 | int iSequence2 = iSequence + addSequence; |
| 6709 | double alpha; |
| 6710 | double oldValue; |
| 6711 | double value; |
| 6712 | |
| 6713 | switch(getStatus(iSequence2)) { |
| 6714 | |
| 6715 | case basic: |
| 6716 | break; |
| 6717 | case ClpSimplex::isFixed: |
| 6718 | alpha = work[i]; |
| 6719 | if (addSequence) { |
| 6720 | COIN_DETAIL_PRINT(printf("possible - pivot row %d this %d\n" , pivotRow_, iSequence)); |
| 6721 | oldValue = dj_[iSequence2]; |
| 6722 | if (alpha <= -acceptablePivot) { |
| 6723 | // might do other way |
| 6724 | value = oldValue + thetaUp * alpha; |
| 6725 | if (value < tolerance) { |
| 6726 | if (value < -tolerance || fabs(alpha) > bestAlphaUp) { |
| 6727 | thetaUp = -oldValue / alpha; |
| 6728 | bestAlphaUp = fabs(alpha); |
| 6729 | sequenceUp = iSequence2; |
| 6730 | alphaUp = alpha; |
| 6731 | } |
| 6732 | } |
| 6733 | } else if (alpha >= acceptablePivot) { |
| 6734 | // might do this way |
| 6735 | value = oldValue - thetaDown * alpha; |
| 6736 | if (value < tolerance) { |
| 6737 | if (value < -tolerance || fabs(alpha) > bestAlphaDown) { |
| 6738 | thetaDown = oldValue / alpha; |
| 6739 | bestAlphaDown = fabs(alpha); |
| 6740 | sequenceDown = iSequence2; |
| 6741 | alphaDown = alpha; |
| 6742 | } |
| 6743 | } |
| 6744 | } |
| 6745 | } |
| 6746 | break; |
| 6747 | case isFree: |
| 6748 | case superBasic: |
| 6749 | alpha = work[i]; |
| 6750 | // dj must be effectively zero as dual feasible |
| 6751 | if (fabs(alpha) > bestAlphaUp) { |
| 6752 | thetaDown = 0.0; |
| 6753 | thetaUp = 0.0; |
| 6754 | bestAlphaDown = fabs(alpha); |
| 6755 | bestAlphaUp = bestAlphaDown; |
| 6756 | sequenceDown = iSequence2; |
| 6757 | sequenceUp = sequenceDown; |
| 6758 | alphaUp = alpha; |
| 6759 | alphaDown = alpha; |
| 6760 | } |
| 6761 | break; |
| 6762 | case atUpperBound: |
| 6763 | alpha = work[i]; |
| 6764 | oldValue = dj_[iSequence2]; |
| 6765 | if (alpha >= acceptablePivot) { |
| 6766 | // might do other way |
| 6767 | value = oldValue + thetaUp * alpha; |
| 6768 | if (value > -tolerance) { |
| 6769 | if (value > tolerance || fabs(alpha) > bestAlphaUp) { |
| 6770 | thetaUp = -oldValue / alpha; |
| 6771 | bestAlphaUp = fabs(alpha); |
| 6772 | sequenceUp = iSequence2; |
| 6773 | alphaUp = alpha; |
| 6774 | } |
| 6775 | } |
| 6776 | } else if (alpha <= -acceptablePivot) { |
| 6777 | // might do this way |
| 6778 | value = oldValue - thetaDown * alpha; |
| 6779 | if (value > -tolerance) { |
| 6780 | if (value > tolerance || fabs(alpha) > bestAlphaDown) { |
| 6781 | thetaDown = oldValue / alpha; |
| 6782 | bestAlphaDown = fabs(alpha); |
| 6783 | sequenceDown = iSequence2; |
| 6784 | alphaDown = alpha; |
| 6785 | } |
| 6786 | } |
| 6787 | } |
| 6788 | break; |
| 6789 | case atLowerBound: |
| 6790 | alpha = work[i]; |
| 6791 | oldValue = dj_[iSequence2]; |
| 6792 | if (alpha <= -acceptablePivot) { |
| 6793 | // might do other way |
| 6794 | value = oldValue + thetaUp * alpha; |
| 6795 | if (value < tolerance) { |
| 6796 | if (value < -tolerance || fabs(alpha) > bestAlphaUp) { |
| 6797 | thetaUp = -oldValue / alpha; |
| 6798 | bestAlphaUp = fabs(alpha); |
| 6799 | sequenceUp = iSequence2; |
| 6800 | alphaUp = alpha; |
| 6801 | } |
| 6802 | } |
| 6803 | } else if (alpha >= acceptablePivot) { |
| 6804 | // might do this way |
| 6805 | value = oldValue - thetaDown * alpha; |
| 6806 | if (value < tolerance) { |
| 6807 | if (value < -tolerance || fabs(alpha) > bestAlphaDown) { |
| 6808 | thetaDown = oldValue / alpha; |
| 6809 | bestAlphaDown = fabs(alpha); |
| 6810 | sequenceDown = iSequence2; |
| 6811 | alphaDown = alpha; |
| 6812 | } |
| 6813 | } |
| 6814 | } |
| 6815 | break; |
| 6816 | } |
| 6817 | } |
| 6818 | } |
| 6819 | thetaUp *= -1.0; |
| 6820 | // largest |
| 6821 | if (bestAlphaDown < bestAlphaUp) |
| 6822 | sequenceDown = -1; |
| 6823 | else |
| 6824 | sequenceUp = -1; |
| 6825 | |
| 6826 | sequenceIn_ = -1; |
| 6827 | |
| 6828 | if (sequenceDown >= 0) { |
| 6829 | theta_ = thetaDown; |
| 6830 | sequenceIn_ = sequenceDown; |
| 6831 | alpha_ = alphaDown; |
| 6832 | #ifdef CLP_DEBUG |
| 6833 | if ((handler_->logLevel() & 32)) |
| 6834 | printf("predicted way - dirout %d, theta %g\n" , |
| 6835 | directionOut_, theta_); |
| 6836 | #endif |
| 6837 | } else if (sequenceUp >= 0) { |
| 6838 | theta_ = thetaUp; |
| 6839 | sequenceIn_ = sequenceUp; |
| 6840 | alpha_ = alphaUp; |
| 6841 | #ifdef CLP_DEBUG |
| 6842 | if ((handler_->logLevel() & 32)) |
| 6843 | printf("opposite way - dirout %d,theta %g\n" , |
| 6844 | directionOut_, theta_); |
| 6845 | #endif |
| 6846 | } |
| 6847 | if (sequenceIn_ >= 0) { |
| 6848 | lowerIn_ = lower_[sequenceIn_]; |
| 6849 | upperIn_ = upper_[sequenceIn_]; |
| 6850 | valueIn_ = solution_[sequenceIn_]; |
| 6851 | dualIn_ = dj_[sequenceIn_]; |
| 6852 | |
| 6853 | if (alpha_ < 0.0) { |
| 6854 | // as if from upper bound |
| 6855 | directionIn_ = -1; |
| 6856 | upperIn_ = valueIn_; |
| 6857 | } else { |
| 6858 | // as if from lower bound |
| 6859 | directionIn_ = 1; |
| 6860 | lowerIn_ = valueIn_; |
| 6861 | } |
| 6862 | } |
| 6863 | } |
| 6864 | /* |
| 6865 | This sees if we can move duals in dual values pass. |
| 6866 | This is done before any pivoting |
| 6867 | */ |
| 6868 | void ClpSimplexDual::doEasyOnesInValuesPass(double * dj) |
| 6869 | { |
| 6870 | // Get column copy |
| 6871 | CoinPackedMatrix * columnCopy = matrix(); |
| 6872 | // Get a row copy in standard format |
| 6873 | CoinPackedMatrix copy; |
| 6874 | copy.setExtraGap(0.0); |
| 6875 | copy.setExtraMajor(0.0); |
| 6876 | copy.reverseOrderedCopyOf(*columnCopy); |
| 6877 | // get matrix data pointers |
| 6878 | const int * column = copy.getIndices(); |
| 6879 | const CoinBigIndex * rowStart = copy.getVectorStarts(); |
| 6880 | const int * rowLength = copy.getVectorLengths(); |
| 6881 | const double * elementByRow = copy.getElements(); |
| 6882 | double tolerance = dualTolerance_ * 1.001; |
| 6883 | |
| 6884 | int iRow; |
| 6885 | #ifdef CLP_DEBUG |
| 6886 | { |
| 6887 | double value5 = 0.0; |
| 6888 | int i; |
| 6889 | for (i = 0; i < numberRows_ + numberColumns_; i++) { |
| 6890 | if (dj[i] < -1.0e-6) |
| 6891 | value5 += dj[i] * upper_[i]; |
| 6892 | else if (dj[i] > 1.0e-6) |
| 6893 | value5 += dj[i] * lower_[i]; |
| 6894 | } |
| 6895 | printf("Values objective Value before %g\n" , value5); |
| 6896 | } |
| 6897 | #endif |
| 6898 | // for scaled row |
| 6899 | double * scaled = NULL; |
| 6900 | if (rowScale_) |
| 6901 | scaled = new double[numberColumns_]; |
| 6902 | for (iRow = 0; iRow < numberRows_; iRow++) { |
| 6903 | |
| 6904 | int iSequence = iRow + numberColumns_; |
| 6905 | double djBasic = dj[iSequence]; |
| 6906 | if (getRowStatus(iRow) == basic && fabs(djBasic) > tolerance) { |
| 6907 | |
| 6908 | double changeUp ; |
| 6909 | // always -1 in pivot row |
| 6910 | if (djBasic > 0.0) { |
| 6911 | // basic at lower bound |
| 6912 | changeUp = -lower_[iSequence]; |
| 6913 | } else { |
| 6914 | // basic at upper bound |
| 6915 | changeUp = upper_[iSequence]; |
| 6916 | } |
| 6917 | bool canMove = true; |
| 6918 | int i; |
| 6919 | const double * thisElements = elementByRow + rowStart[iRow]; |
| 6920 | const int * thisIndices = column + rowStart[iRow]; |
| 6921 | if (rowScale_) { |
| 6922 | // scale row |
| 6923 | double scale = rowScale_[iRow]; |
| 6924 | for (i = 0; i < rowLength[iRow]; i++) { |
| 6925 | int iColumn = thisIndices[i]; |
| 6926 | double alpha = thisElements[i]; |
| 6927 | scaled[i] = scale * alpha * columnScale_[iColumn]; |
| 6928 | } |
| 6929 | thisElements = scaled; |
| 6930 | } |
| 6931 | for (i = 0; i < rowLength[iRow]; i++) { |
| 6932 | int iColumn = thisIndices[i]; |
| 6933 | double alpha = thisElements[i]; |
| 6934 | double oldValue = dj[iColumn]; |
| 6935 | double value; |
| 6936 | |
| 6937 | switch(getStatus(iColumn)) { |
| 6938 | |
| 6939 | case basic: |
| 6940 | if (dj[iColumn] < -tolerance && |
| 6941 | fabs(solution_[iColumn] - upper_[iColumn]) < 1.0e-8) { |
| 6942 | // at ub |
| 6943 | changeUp += alpha * upper_[iColumn]; |
| 6944 | // might do other way |
| 6945 | value = oldValue + djBasic * alpha; |
| 6946 | if (value > tolerance) |
| 6947 | canMove = false; |
| 6948 | } else if (dj[iColumn] > tolerance && |
| 6949 | fabs(solution_[iColumn] - lower_[iColumn]) < 1.0e-8) { |
| 6950 | changeUp += alpha * lower_[iColumn]; |
| 6951 | // might do other way |
| 6952 | value = oldValue + djBasic * alpha; |
| 6953 | if (value < -tolerance) |
| 6954 | canMove = false; |
| 6955 | } else { |
| 6956 | canMove = false; |
| 6957 | } |
| 6958 | break; |
| 6959 | case ClpSimplex::isFixed: |
| 6960 | changeUp += alpha * upper_[iColumn]; |
| 6961 | break; |
| 6962 | case isFree: |
| 6963 | case superBasic: |
| 6964 | canMove = false; |
| 6965 | break; |
| 6966 | case atUpperBound: |
| 6967 | changeUp += alpha * upper_[iColumn]; |
| 6968 | // might do other way |
| 6969 | value = oldValue + djBasic * alpha; |
| 6970 | if (value > tolerance) |
| 6971 | canMove = false; |
| 6972 | break; |
| 6973 | case atLowerBound: |
| 6974 | changeUp += alpha * lower_[iColumn]; |
| 6975 | // might do other way |
| 6976 | value = oldValue + djBasic * alpha; |
| 6977 | if (value < -tolerance) |
| 6978 | canMove = false; |
| 6979 | break; |
| 6980 | } |
| 6981 | } |
| 6982 | if (canMove) { |
| 6983 | if (changeUp * djBasic > 1.0e-12 || fabs(changeUp) < 1.0e-8) { |
| 6984 | // move |
| 6985 | for (i = 0; i < rowLength[iRow]; i++) { |
| 6986 | int iColumn = thisIndices[i]; |
| 6987 | double alpha = thisElements[i]; |
| 6988 | dj[iColumn] += djBasic * alpha; |
| 6989 | } |
| 6990 | dj[iSequence] = 0.0; |
| 6991 | #ifdef CLP_DEBUG |
| 6992 | { |
| 6993 | double value5 = 0.0; |
| 6994 | int i; |
| 6995 | for (i = 0; i < numberRows_ + numberColumns_; i++) { |
| 6996 | if (dj[i] < -1.0e-6) |
| 6997 | value5 += dj[i] * upper_[i]; |
| 6998 | else if (dj[i] > 1.0e-6) |
| 6999 | value5 += dj[i] * lower_[i]; |
| 7000 | } |
| 7001 | printf("Values objective Value after row %d old dj %g %g\n" , |
| 7002 | iRow, djBasic, value5); |
| 7003 | } |
| 7004 | #endif |
| 7005 | } |
| 7006 | } |
| 7007 | } |
| 7008 | } |
| 7009 | delete [] scaled; |
| 7010 | } |
| 7011 | int |
| 7012 | ClpSimplexDual::nextSuperBasic() |
| 7013 | { |
| 7014 | if (firstFree_ >= 0) { |
| 7015 | int returnValue = firstFree_; |
| 7016 | int iColumn = firstFree_ + 1; |
| 7017 | for (; iColumn < numberRows_ + numberColumns_; iColumn++) { |
| 7018 | if (getStatus(iColumn) == isFree) |
| 7019 | if (fabs(dj_[iColumn]) > 1.0e2 * dualTolerance_) |
| 7020 | break; |
| 7021 | } |
| 7022 | firstFree_ = iColumn; |
| 7023 | if (firstFree_ == numberRows_ + numberColumns_) |
| 7024 | firstFree_ = -1; |
| 7025 | return returnValue; |
| 7026 | } else { |
| 7027 | return -1; |
| 7028 | } |
| 7029 | } |
| 7030 | void |
| 7031 | ClpSimplexDual::resetFakeBounds(int type) |
| 7032 | { |
| 7033 | if (type == 0) { |
| 7034 | // put back original bounds and then check |
| 7035 | createRim1(false); |
| 7036 | double dummyChangeCost = 0.0; |
| 7037 | changeBounds(3, NULL, dummyChangeCost); |
| 7038 | } else if (type < 0) { |
| 7039 | #ifndef NDEBUG |
| 7040 | // just check |
| 7041 | int nTotal = numberRows_ + numberColumns_; |
| 7042 | double * tempLower = CoinCopyOfArray(lower_, nTotal); |
| 7043 | double * tempUpper = CoinCopyOfArray(upper_, nTotal); |
| 7044 | int iSequence; |
| 7045 | // Get scaled true bounds |
| 7046 | if (columnScale_) { |
| 7047 | for (iSequence = 0; iSequence < numberColumns_; iSequence++) { |
| 7048 | // lower |
| 7049 | double value = columnLower_[iSequence]; |
| 7050 | if (value > -1.0e30) { |
| 7051 | double multiplier = rhsScale_ * inverseColumnScale_[iSequence]; |
| 7052 | value *= multiplier; |
| 7053 | } |
| 7054 | tempLower[iSequence] = value; |
| 7055 | // upper |
| 7056 | value = columnUpper_[iSequence]; |
| 7057 | if (value < 1.0e30) { |
| 7058 | double multiplier = rhsScale_ * inverseColumnScale_[iSequence]; |
| 7059 | value *= multiplier; |
| 7060 | } |
| 7061 | tempUpper[iSequence] = value; |
| 7062 | } |
| 7063 | for (iSequence = 0; iSequence < numberRows_; iSequence++) { |
| 7064 | // lower |
| 7065 | double value = rowLower_[iSequence]; |
| 7066 | if (value > -1.0e30) { |
| 7067 | double multiplier = rhsScale_ * rowScale_[iSequence]; |
| 7068 | value *= multiplier; |
| 7069 | } |
| 7070 | tempLower[iSequence+numberColumns_] = value; |
| 7071 | // upper |
| 7072 | value = rowUpper_[iSequence]; |
| 7073 | if (value < 1.0e30) { |
| 7074 | double multiplier = rhsScale_ * rowScale_[iSequence]; |
| 7075 | value *= multiplier; |
| 7076 | } |
| 7077 | tempUpper[iSequence+numberColumns_] = value; |
| 7078 | } |
| 7079 | } else { |
| 7080 | for (iSequence = 0; iSequence < numberColumns_; iSequence++) { |
| 7081 | // lower |
| 7082 | tempLower[iSequence] = columnLower_[iSequence]; |
| 7083 | // upper |
| 7084 | tempUpper[iSequence] = columnUpper_[iSequence]; |
| 7085 | } |
| 7086 | for (iSequence = 0; iSequence < numberRows_; iSequence++) { |
| 7087 | // lower |
| 7088 | tempLower[iSequence+numberColumns_] = rowLower_[iSequence]; |
| 7089 | // upper |
| 7090 | tempUpper[iSequence+numberColumns_] = rowUpper_[iSequence]; |
| 7091 | } |
| 7092 | } |
| 7093 | int nFake = 0; |
| 7094 | int nErrors = 0; |
| 7095 | int nSuperBasic = 0; |
| 7096 | int nWarnings = 0; |
| 7097 | for (iSequence = 0; iSequence < nTotal; iSequence++) { |
| 7098 | FakeBound fakeStatus = getFakeBound(iSequence); |
| 7099 | Status status = getStatus(iSequence); |
| 7100 | bool isFake = false; |
| 7101 | char RC = 'C'; |
| 7102 | int jSequence = iSequence; |
| 7103 | if (jSequence >= numberColumns_) { |
| 7104 | RC = 'R'; |
| 7105 | jSequence -= numberColumns_; |
| 7106 | } |
| 7107 | double lowerValue = tempLower[iSequence]; |
| 7108 | double upperValue = tempUpper[iSequence]; |
| 7109 | double value = solution_[iSequence]; |
| 7110 | CoinRelFltEq equal; |
| 7111 | if (status == atUpperBound || |
| 7112 | status == atLowerBound) { |
| 7113 | if (fakeStatus == ClpSimplexDual::upperFake) { |
| 7114 | if(!equal(upper_[iSequence], (lowerValue + dualBound_)) || |
| 7115 | !(equal(upper_[iSequence], value) || |
| 7116 | equal(lower_[iSequence], value))) { |
| 7117 | nErrors++; |
| 7118 | #ifdef CLP_INVESTIGATE |
| 7119 | printf("** upperFake %c%d %g <= %g <= %g true %g, %g\n" , |
| 7120 | RC, jSequence, lower_[iSequence], solution_[iSequence], |
| 7121 | upper_[iSequence], lowerValue, upperValue); |
| 7122 | #endif |
| 7123 | } |
| 7124 | isFake = true; |
| 7125 | } else if (fakeStatus == ClpSimplexDual::lowerFake) { |
| 7126 | if(!equal(lower_[iSequence], (upperValue - dualBound_)) || |
| 7127 | !(equal(upper_[iSequence], value) || |
| 7128 | equal(lower_[iSequence], value))) { |
| 7129 | nErrors++; |
| 7130 | #ifdef CLP_INVESTIGATE |
| 7131 | printf("** lowerFake %c%d %g <= %g <= %g true %g, %g\n" , |
| 7132 | RC, jSequence, lower_[iSequence], solution_[iSequence], |
| 7133 | upper_[iSequence], lowerValue, upperValue); |
| 7134 | #endif |
| 7135 | } |
| 7136 | isFake = true; |
| 7137 | } else if (fakeStatus == ClpSimplexDual::bothFake) { |
| 7138 | nWarnings++; |
| 7139 | #ifdef CLP_INVESTIGATE |
| 7140 | printf("** %d at bothFake?\n" , iSequence); |
| 7141 | #endif |
| 7142 | } else if (upper_[iSequence] - lower_[iSequence] > 2.0 * dualBound_) { |
| 7143 | nErrors++; |
| 7144 | #ifdef CLP_INVESTIGATE |
| 7145 | printf("** noFake! %c%d %g <= %g <= %g true %g, %g\n" , |
| 7146 | RC, jSequence, lower_[iSequence], solution_[iSequence], |
| 7147 | upper_[iSequence], lowerValue, upperValue); |
| 7148 | #endif |
| 7149 | } |
| 7150 | } else if (status == superBasic || status == isFree) { |
| 7151 | nSuperBasic++; |
| 7152 | //printf("** free or superbasic %c%d %g <= %g <= %g true %g, %g - status %d\n", |
| 7153 | // RC,jSequence,lower_[iSequence],solution_[iSequence], |
| 7154 | // upper_[iSequence],lowerValue,upperValue,status); |
| 7155 | } else if (status == basic) { |
| 7156 | bool odd = false; |
| 7157 | if (!equal(lower_[iSequence], lowerValue)) |
| 7158 | odd = true; |
| 7159 | if (!equal(upper_[iSequence], upperValue)) |
| 7160 | odd = true; |
| 7161 | if (odd) { |
| 7162 | #ifdef CLP_INVESTIGATE |
| 7163 | printf("** basic %c%d %g <= %g <= %g true %g, %g\n" , |
| 7164 | RC, jSequence, lower_[iSequence], solution_[iSequence], |
| 7165 | upper_[iSequence], lowerValue, upperValue); |
| 7166 | #endif |
| 7167 | nWarnings++; |
| 7168 | } |
| 7169 | } else if (status == isFixed) { |
| 7170 | if (!equal(upper_[iSequence], lower_[iSequence])) { |
| 7171 | nErrors++; |
| 7172 | #ifdef CLP_INVESTIGATE |
| 7173 | printf("** fixed! %c%d %g <= %g <= %g true %g, %g\n" , |
| 7174 | RC, jSequence, lower_[iSequence], solution_[iSequence], |
| 7175 | upper_[iSequence], lowerValue, upperValue); |
| 7176 | #endif |
| 7177 | } |
| 7178 | } |
| 7179 | if (isFake) { |
| 7180 | nFake++; |
| 7181 | } else { |
| 7182 | if (fakeStatus != ClpSimplexDual::noFake) { |
| 7183 | nErrors++; |
| 7184 | #ifdef CLP_INVESTIGATE |
| 7185 | printf("** bad fake status %c%d %d\n" , |
| 7186 | RC, jSequence, fakeStatus); |
| 7187 | #endif |
| 7188 | } |
| 7189 | } |
| 7190 | } |
| 7191 | if (nFake != numberFake_) { |
| 7192 | #ifdef CLP_INVESTIGATE |
| 7193 | printf("nfake %d numberFake %d\n" , nFake, numberFake_); |
| 7194 | #endif |
| 7195 | nErrors++; |
| 7196 | } |
| 7197 | if (nErrors || type <= -1000) { |
| 7198 | #ifdef CLP_INVESTIGATE |
| 7199 | printf("%d errors, %d warnings, %d free/superbasic, %d fake\n" , |
| 7200 | nErrors, nWarnings, nSuperBasic, numberFake_); |
| 7201 | printf("dualBound %g\n" , |
| 7202 | dualBound_); |
| 7203 | #endif |
| 7204 | if (type <= -1000) { |
| 7205 | iSequence = -type; |
| 7206 | iSequence -= 1000; |
| 7207 | char RC = 'C'; |
| 7208 | int jSequence = iSequence; |
| 7209 | if (jSequence >= numberColumns_) { |
| 7210 | RC = 'R'; |
| 7211 | jSequence -= numberColumns_; |
| 7212 | } |
| 7213 | #ifdef CLP_INVESTIGATE |
| 7214 | double lowerValue = tempLower[iSequence]; |
| 7215 | double upperValue = tempUpper[iSequence]; |
| 7216 | printf("*** movement>1.0e30 for %c%d %g <= %g <= %g true %g, %g - status %d\n" , |
| 7217 | RC, jSequence, lower_[iSequence], solution_[iSequence], |
| 7218 | upper_[iSequence], lowerValue, upperValue, status_[iSequence]); |
| 7219 | #endif |
| 7220 | assert (nErrors); // should have been picked up |
| 7221 | } |
| 7222 | assert (!nErrors); |
| 7223 | } |
| 7224 | delete [] tempLower; |
| 7225 | delete [] tempUpper; |
| 7226 | #endif |
| 7227 | } else if (lower_) { |
| 7228 | // reset using status |
| 7229 | int nTotal = numberRows_ + numberColumns_; |
| 7230 | int iSequence; |
| 7231 | if (columnScale_) { |
| 7232 | for (iSequence = 0; iSequence < numberColumns_; iSequence++) { |
| 7233 | double multiplier = rhsScale_ * inverseColumnScale_[iSequence]; |
| 7234 | // lower |
| 7235 | double value = columnLower_[iSequence]; |
| 7236 | if (value > -1.0e30) { |
| 7237 | value *= multiplier; |
| 7238 | } |
| 7239 | lower_[iSequence] = value; |
| 7240 | // upper |
| 7241 | value = columnUpper_[iSequence]; |
| 7242 | if (value < 1.0e30) { |
| 7243 | value *= multiplier; |
| 7244 | } |
| 7245 | upper_[iSequence] = value; |
| 7246 | } |
| 7247 | for (iSequence = 0; iSequence < numberRows_; iSequence++) { |
| 7248 | // lower |
| 7249 | double multiplier = rhsScale_ * rowScale_[iSequence]; |
| 7250 | double value = rowLower_[iSequence]; |
| 7251 | if (value > -1.0e30) { |
| 7252 | value *= multiplier; |
| 7253 | } |
| 7254 | lower_[iSequence+numberColumns_] = value; |
| 7255 | // upper |
| 7256 | value = rowUpper_[iSequence]; |
| 7257 | if (value < 1.0e30) { |
| 7258 | value *= multiplier; |
| 7259 | } |
| 7260 | upper_[iSequence+numberColumns_] = value; |
| 7261 | } |
| 7262 | } else { |
| 7263 | memcpy(lower_, columnLower_, numberColumns_ * sizeof(double)); |
| 7264 | memcpy(upper_, columnUpper_, numberColumns_ * sizeof(double)); |
| 7265 | memcpy(lower_ + numberColumns_, rowLower_, numberRows_ * sizeof(double)); |
| 7266 | memcpy(upper_ + numberColumns_, rowUpper_, numberRows_ * sizeof(double)); |
| 7267 | } |
| 7268 | numberFake_ = 0; |
| 7269 | for (iSequence = 0; iSequence < nTotal; iSequence++) { |
| 7270 | FakeBound fakeStatus = getFakeBound(iSequence); |
| 7271 | if (fakeStatus != ClpSimplexDual::noFake) { |
| 7272 | Status status = getStatus(iSequence); |
| 7273 | if (status == basic) { |
| 7274 | setFakeBound(iSequence, ClpSimplexDual::noFake); |
| 7275 | continue; |
| 7276 | } |
| 7277 | double lowerValue = lower_[iSequence]; |
| 7278 | double upperValue = upper_[iSequence]; |
| 7279 | double value = solution_[iSequence]; |
| 7280 | numberFake_++; |
| 7281 | if (fakeStatus == ClpSimplexDual::upperFake) { |
| 7282 | upper_[iSequence] = lowerValue + dualBound_; |
| 7283 | if (status == ClpSimplex::atLowerBound) { |
| 7284 | solution_[iSequence] = lowerValue; |
| 7285 | } else if (status == ClpSimplex::atUpperBound) { |
| 7286 | solution_[iSequence] = upper_[iSequence]; |
| 7287 | } else { |
| 7288 | abort(); |
| 7289 | } |
| 7290 | } else if (fakeStatus == ClpSimplexDual::lowerFake) { |
| 7291 | lower_[iSequence] = upperValue - dualBound_; |
| 7292 | if (status == ClpSimplex::atLowerBound) { |
| 7293 | solution_[iSequence] = lower_[iSequence]; |
| 7294 | } else if (status == ClpSimplex::atUpperBound) { |
| 7295 | solution_[iSequence] = upperValue; |
| 7296 | } else { |
| 7297 | abort(); |
| 7298 | } |
| 7299 | } else { |
| 7300 | assert (fakeStatus == ClpSimplexDual::bothFake); |
| 7301 | if (status == ClpSimplex::atLowerBound) { |
| 7302 | lower_[iSequence] = value; |
| 7303 | upper_[iSequence] = value + dualBound_; |
| 7304 | } else if (status == ClpSimplex::atUpperBound) { |
| 7305 | upper_[iSequence] = value; |
| 7306 | lower_[iSequence] = value - dualBound_; |
| 7307 | } else if (status == ClpSimplex::isFree || |
| 7308 | status == ClpSimplex::superBasic) { |
| 7309 | lower_[iSequence] = value - 0.5 * dualBound_; |
| 7310 | upper_[iSequence] = value + 0.5 * dualBound_; |
| 7311 | } else { |
| 7312 | abort(); |
| 7313 | } |
| 7314 | } |
| 7315 | } |
| 7316 | } |
| 7317 | #ifndef NDEBUG |
| 7318 | } else { |
| 7319 | COIN_DETAIL_PRINT(printf("NULL lower\n" )); |
| 7320 | #endif |
| 7321 | } |
| 7322 | } |
| 7323 | |