| 1 | /* $Id: Idiot.cpp 1753 2011-06-19 16:27:26Z 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 | #include "CoinPragma.hpp" |
| 7 | #include <stdio.h> |
| 8 | #include <stdarg.h> |
| 9 | #include <stdlib.h> |
| 10 | #include <math.h> |
| 11 | #include "ClpPresolve.hpp" |
| 12 | #include "Idiot.hpp" |
| 13 | #include "CoinTime.hpp" |
| 14 | #include "CoinSort.hpp" |
| 15 | #include "CoinMessageHandler.hpp" |
| 16 | #include "CoinHelperFunctions.hpp" |
| 17 | // Redefine stuff for Clp |
| 18 | #ifndef OSI_IDIOT |
| 19 | #include "ClpMessage.hpp" |
| 20 | #define OsiObjOffset ClpObjOffset |
| 21 | #endif |
| 22 | /**** strategy 4 - drop, exitDrop and djTolerance all relative: |
| 23 | For first two major iterations these are small. Then: |
| 24 | |
| 25 | drop - exit a major iteration if drop over 5*checkFrequency < this is |
| 26 | used as info->drop*(10.0+fabs(last weighted objective)) |
| 27 | |
| 28 | exitDrop - exit idiot if feasible and drop < this is |
| 29 | used as info->exitDrop*(10.0+fabs(last objective)) |
| 30 | |
| 31 | djExit - exit a major iteration if largest dj (averaged over 5 checks) |
| 32 | drops below this - used as info->djTolerance*(10.0+fabs(last weighted objective) |
| 33 | |
| 34 | djFlag - mostly skip variables with bad dj worse than this => 2*djExit |
| 35 | |
| 36 | djTol - only look at variables with dj better than this => 0.01*djExit |
| 37 | ****************/ |
| 38 | |
| 39 | #define IDIOT_FIX_TOLERANCE 1e-6 |
| 40 | #define SMALL_IDIOT_FIX_TOLERANCE 1e-10 |
| 41 | int |
| 42 | Idiot::dropping(IdiotResult result, |
| 43 | double tolerance, |
| 44 | double small, |
| 45 | int *nbad) |
| 46 | { |
| 47 | if (result.infeas <= small) { |
| 48 | double value = CoinMax(fabs(result.objval), fabs(result.dropThis)) + 1.0; |
| 49 | if (result.dropThis > tolerance * value) { |
| 50 | *nbad = 0; |
| 51 | return 1; |
| 52 | } else { |
| 53 | (*nbad)++; |
| 54 | if (*nbad > 4) { |
| 55 | return 0; |
| 56 | } else { |
| 57 | return 1; |
| 58 | } |
| 59 | } |
| 60 | } else { |
| 61 | *nbad = 0; |
| 62 | return 1; |
| 63 | } |
| 64 | } |
| 65 | // Deals with whenUsed and slacks |
| 66 | int |
| 67 | Idiot::cleanIteration(int iteration, int ordinaryStart, int ordinaryEnd, |
| 68 | double * colsol, const double * lower, const double * upper, |
| 69 | const double * rowLower, const double * rowUpper, |
| 70 | const double * cost, const double * element, double fixTolerance, |
| 71 | double & objValue, double & infValue) |
| 72 | { |
| 73 | int n = 0; |
| 74 | if ((strategy_ & 16384) == 0) { |
| 75 | for (int i = ordinaryStart; i < ordinaryEnd; i++) { |
| 76 | if (colsol[i] > lower[i] + fixTolerance) { |
| 77 | if (colsol[i] < upper[i] - fixTolerance) { |
| 78 | n++; |
| 79 | } else { |
| 80 | colsol[i] = upper[i]; |
| 81 | } |
| 82 | whenUsed_[i] = iteration; |
| 83 | } else { |
| 84 | colsol[i] = lower[i]; |
| 85 | } |
| 86 | } |
| 87 | return n; |
| 88 | } else { |
| 89 | #ifdef COIN_DEVELOP |
| 90 | printf("entering inf %g, obj %g\n" , infValue, objValue); |
| 91 | #endif |
| 92 | int nrows = model_->getNumRows(); |
| 93 | int ncols = model_->getNumCols(); |
| 94 | int * posSlack = whenUsed_ + ncols; |
| 95 | int * negSlack = posSlack + nrows; |
| 96 | int * nextSlack = negSlack + nrows; |
| 97 | double * rowsol = reinterpret_cast<double *> (nextSlack + ncols); |
| 98 | memset(rowsol, 0, nrows * sizeof(double)); |
| 99 | #ifdef OSI_IDIOT |
| 100 | const CoinPackedMatrix * matrix = model_->getMatrixByCol(); |
| 101 | #else |
| 102 | ClpMatrixBase * matrix = model_->clpMatrix(); |
| 103 | #endif |
| 104 | const int * row = matrix->getIndices(); |
| 105 | const CoinBigIndex * columnStart = matrix->getVectorStarts(); |
| 106 | const int * columnLength = matrix->getVectorLengths(); |
| 107 | //const double * element = matrix->getElements(); |
| 108 | int i; |
| 109 | objValue = 0.0; |
| 110 | infValue = 0.0; |
| 111 | for ( i = 0; i < ncols; i++) { |
| 112 | if (nextSlack[i] == -1) { |
| 113 | // not a slack |
| 114 | if (colsol[i] > lower[i] + fixTolerance) { |
| 115 | if (colsol[i] < upper[i] - fixTolerance) { |
| 116 | n++; |
| 117 | whenUsed_[i] = iteration; |
| 118 | } else { |
| 119 | colsol[i] = upper[i]; |
| 120 | } |
| 121 | whenUsed_[i] = iteration; |
| 122 | } else { |
| 123 | colsol[i] = lower[i]; |
| 124 | } |
| 125 | double value = colsol[i]; |
| 126 | if (value) { |
| 127 | objValue += cost[i] * value; |
| 128 | CoinBigIndex j; |
| 129 | for (j = columnStart[i]; j < columnStart[i] + columnLength[i]; j++) { |
| 130 | int iRow = row[j]; |
| 131 | rowsol[iRow] += value * element[j]; |
| 132 | } |
| 133 | } |
| 134 | } |
| 135 | } |
| 136 | // temp fix for infinite lbs - just limit to -1000 |
| 137 | for (i = 0; i < nrows; i++) { |
| 138 | double rowSave = rowsol[i]; |
| 139 | int iCol; |
| 140 | iCol = posSlack[i]; |
| 141 | if (iCol >= 0) { |
| 142 | // slide all slack down |
| 143 | double rowValue = rowsol[i]; |
| 144 | CoinBigIndex j = columnStart[iCol]; |
| 145 | double lowerValue = CoinMax(CoinMin(colsol[iCol], 0.0) - 1000.0, lower[iCol]); |
| 146 | rowSave += (colsol[iCol] - lowerValue) * element[j]; |
| 147 | colsol[iCol] = lowerValue; |
| 148 | while (nextSlack[iCol] >= 0) { |
| 149 | iCol = nextSlack[iCol]; |
| 150 | double lowerValue = CoinMax(CoinMin(colsol[iCol], 0.0) - 1000.0, lower[iCol]); |
| 151 | j = columnStart[iCol]; |
| 152 | rowSave += (colsol[iCol] - lowerValue) * element[j]; |
| 153 | colsol[iCol] = lowerValue; |
| 154 | } |
| 155 | iCol = posSlack[i]; |
| 156 | while (rowValue < rowLower[i] && iCol >= 0) { |
| 157 | // want to increase |
| 158 | double distance = rowLower[i] - rowValue; |
| 159 | double value = element[columnStart[iCol]]; |
| 160 | double thisCost = cost[iCol]; |
| 161 | if (distance <= value*(upper[iCol] - colsol[iCol])) { |
| 162 | // can get there |
| 163 | double movement = distance / value; |
| 164 | objValue += movement * thisCost; |
| 165 | rowValue = rowLower[i]; |
| 166 | colsol[iCol] += movement; |
| 167 | } else { |
| 168 | // can't get there |
| 169 | double movement = upper[iCol] - colsol[iCol]; |
| 170 | objValue += movement * thisCost; |
| 171 | rowValue += movement * value; |
| 172 | colsol[iCol] = upper[iCol]; |
| 173 | iCol = nextSlack[iCol]; |
| 174 | } |
| 175 | } |
| 176 | if (iCol >= 0) { |
| 177 | // may want to carry on - because of cost? |
| 178 | while (iCol >= 0 && cost[iCol] < 0 && rowValue < rowUpper[i]) { |
| 179 | // want to increase |
| 180 | double distance = rowUpper[i] - rowValue; |
| 181 | double value = element[columnStart[iCol]]; |
| 182 | double thisCost = cost[iCol]; |
| 183 | if (distance <= value*(upper[iCol] - colsol[iCol])) { |
| 184 | // can get there |
| 185 | double movement = distance / value; |
| 186 | objValue += movement * thisCost; |
| 187 | rowValue = rowUpper[i]; |
| 188 | colsol[iCol] += movement; |
| 189 | iCol = -1; |
| 190 | } else { |
| 191 | // can't get there |
| 192 | double movement = upper[iCol] - colsol[iCol]; |
| 193 | objValue += movement * thisCost; |
| 194 | rowValue += movement * value; |
| 195 | colsol[iCol] = upper[iCol]; |
| 196 | iCol = nextSlack[iCol]; |
| 197 | } |
| 198 | } |
| 199 | if (iCol >= 0 && colsol[iCol] > lower[iCol] + fixTolerance && |
| 200 | colsol[iCol] < upper[iCol] - fixTolerance) { |
| 201 | whenUsed_[i] = iteration; |
| 202 | n++; |
| 203 | } |
| 204 | } |
| 205 | rowsol[i] = rowValue; |
| 206 | } |
| 207 | iCol = negSlack[i]; |
| 208 | if (iCol >= 0) { |
| 209 | // slide all slack down |
| 210 | double rowValue = rowsol[i]; |
| 211 | CoinBigIndex j = columnStart[iCol]; |
| 212 | rowSave += (colsol[iCol] - lower[iCol]) * element[j]; |
| 213 | colsol[iCol] = lower[iCol]; |
| 214 | assert (lower[iCol] > -1.0e20); |
| 215 | while (nextSlack[iCol] >= 0) { |
| 216 | iCol = nextSlack[iCol]; |
| 217 | j = columnStart[iCol]; |
| 218 | rowSave += (colsol[iCol] - lower[iCol]) * element[j]; |
| 219 | colsol[iCol] = lower[iCol]; |
| 220 | } |
| 221 | iCol = negSlack[i]; |
| 222 | while (rowValue > rowUpper[i] && iCol >= 0) { |
| 223 | // want to increase |
| 224 | double distance = -(rowUpper[i] - rowValue); |
| 225 | double value = -element[columnStart[iCol]]; |
| 226 | double thisCost = cost[iCol]; |
| 227 | if (distance <= value*(upper[iCol] - lower[iCol])) { |
| 228 | // can get there |
| 229 | double movement = distance / value; |
| 230 | objValue += movement * thisCost; |
| 231 | rowValue = rowUpper[i]; |
| 232 | colsol[iCol] += movement; |
| 233 | } else { |
| 234 | // can't get there |
| 235 | double movement = upper[iCol] - lower[iCol]; |
| 236 | objValue += movement * thisCost; |
| 237 | rowValue -= movement * value; |
| 238 | colsol[iCol] = upper[iCol]; |
| 239 | iCol = nextSlack[iCol]; |
| 240 | } |
| 241 | } |
| 242 | if (iCol >= 0) { |
| 243 | // may want to carry on - because of cost? |
| 244 | while (iCol >= 0 && cost[iCol] < 0 && rowValue > rowLower[i]) { |
| 245 | // want to increase |
| 246 | double distance = -(rowLower[i] - rowValue); |
| 247 | double value = -element[columnStart[iCol]]; |
| 248 | double thisCost = cost[iCol]; |
| 249 | if (distance <= value*(upper[iCol] - colsol[iCol])) { |
| 250 | // can get there |
| 251 | double movement = distance / value; |
| 252 | objValue += movement * thisCost; |
| 253 | rowValue = rowLower[i]; |
| 254 | colsol[iCol] += movement; |
| 255 | iCol = -1; |
| 256 | } else { |
| 257 | // can't get there |
| 258 | double movement = upper[iCol] - colsol[iCol]; |
| 259 | objValue += movement * thisCost; |
| 260 | rowValue -= movement * value; |
| 261 | colsol[iCol] = upper[iCol]; |
| 262 | iCol = nextSlack[iCol]; |
| 263 | } |
| 264 | } |
| 265 | if (iCol >= 0 && colsol[iCol] > lower[iCol] + fixTolerance && |
| 266 | colsol[iCol] < upper[iCol] - fixTolerance) { |
| 267 | whenUsed_[i] = iteration; |
| 268 | n++; |
| 269 | } |
| 270 | } |
| 271 | rowsol[i] = rowValue; |
| 272 | } |
| 273 | infValue += CoinMax(CoinMax(0.0, rowLower[i] - rowsol[i]), rowsol[i] - rowUpper[i]); |
| 274 | // just change |
| 275 | rowsol[i] -= rowSave; |
| 276 | } |
| 277 | return n; |
| 278 | } |
| 279 | } |
| 280 | |
| 281 | /* returns -1 if none or start of costed slacks or -2 if |
| 282 | there are costed slacks but it is messy */ |
| 283 | static int countCostedSlacks(OsiSolverInterface * model) |
| 284 | { |
| 285 | #ifdef OSI_IDIOT |
| 286 | const CoinPackedMatrix * matrix = model->getMatrixByCol(); |
| 287 | #else |
| 288 | ClpMatrixBase * matrix = model->clpMatrix(); |
| 289 | #endif |
| 290 | const int * row = matrix->getIndices(); |
| 291 | const CoinBigIndex * columnStart = matrix->getVectorStarts(); |
| 292 | const int * columnLength = matrix->getVectorLengths(); |
| 293 | const double * element = matrix->getElements(); |
| 294 | const double * rowupper = model->getRowUpper(); |
| 295 | int nrows = model->getNumRows(); |
| 296 | int ncols = model->getNumCols(); |
| 297 | int slackStart = ncols - nrows; |
| 298 | int nSlacks = nrows; |
| 299 | int i; |
| 300 | |
| 301 | if (ncols <= nrows) return -1; |
| 302 | while (1) { |
| 303 | for (i = 0; i < nrows; i++) { |
| 304 | int j = i + slackStart; |
| 305 | CoinBigIndex k = columnStart[j]; |
| 306 | if (columnLength[j] == 1) { |
| 307 | if (row[k] != i || element[k] != 1.0) { |
| 308 | nSlacks = 0; |
| 309 | break; |
| 310 | } |
| 311 | } else { |
| 312 | nSlacks = 0; |
| 313 | break; |
| 314 | } |
| 315 | if (rowupper[i] <= 0.0) { |
| 316 | nSlacks = 0; |
| 317 | break; |
| 318 | } |
| 319 | } |
| 320 | if (nSlacks || !slackStart) break; |
| 321 | slackStart = 0; |
| 322 | } |
| 323 | if (!nSlacks) slackStart = -1; |
| 324 | return slackStart; |
| 325 | } |
| 326 | void |
| 327 | Idiot::crash(int numberPass, CoinMessageHandler * handler, |
| 328 | const CoinMessages *messages, bool doCrossover) |
| 329 | { |
| 330 | // lightweight options |
| 331 | int numberColumns = model_->getNumCols(); |
| 332 | const double * objective = model_->getObjCoefficients(); |
| 333 | int nnzero = 0; |
| 334 | double sum = 0.0; |
| 335 | int i; |
| 336 | for (i = 0; i < numberColumns; i++) { |
| 337 | if (objective[i]) { |
| 338 | sum += fabs(objective[i]); |
| 339 | nnzero++; |
| 340 | } |
| 341 | } |
| 342 | sum /= static_cast<double> (nnzero + 1); |
| 343 | if (maxIts_ == 5) |
| 344 | maxIts_ = 2; |
| 345 | if (numberPass <= 0) |
| 346 | majorIterations_ = static_cast<int>(2 + log10(static_cast<double>(numberColumns + 1))); |
| 347 | else |
| 348 | majorIterations_ = numberPass; |
| 349 | // If mu not changed then compute |
| 350 | if (mu_ == 1e-4) |
| 351 | mu_ = CoinMax(1.0e-3, sum * 1.0e-5); |
| 352 | if (maxIts2_ == 100) { |
| 353 | if (!lightWeight_) { |
| 354 | maxIts2_ = 105; |
| 355 | } else if (lightWeight_ == 1) { |
| 356 | mu_ *= 1000.0; |
| 357 | maxIts2_ = 23; |
| 358 | } else if (lightWeight_ == 2) { |
| 359 | maxIts2_ = 11; |
| 360 | } else { |
| 361 | maxIts2_ = 23; |
| 362 | } |
| 363 | } |
| 364 | //printf("setting mu to %g and doing %d passes\n",mu_,majorIterations_); |
| 365 | solve2(handler, messages); |
| 366 | #ifndef OSI_IDIOT |
| 367 | if (doCrossover) { |
| 368 | double averageInfeas = model_->sumPrimalInfeasibilities() / static_cast<double> (model_->numberRows()); |
| 369 | if ((averageInfeas < 0.01 && (strategy_ & 512) != 0) || (strategy_ & 8192) != 0) |
| 370 | crossOver(16 + 1); |
| 371 | else |
| 372 | crossOver(majorIterations_ < 1000000 ? 3 : 2); |
| 373 | } |
| 374 | #endif |
| 375 | } |
| 376 | |
| 377 | void |
| 378 | Idiot::solve() |
| 379 | { |
| 380 | CoinMessages dummy; |
| 381 | solve2(NULL, &dummy); |
| 382 | } |
| 383 | void |
| 384 | Idiot::solve2(CoinMessageHandler * handler, const CoinMessages * messages) |
| 385 | { |
| 386 | int strategy = 0; |
| 387 | double d2; |
| 388 | int i, n; |
| 389 | int allOnes = 1; |
| 390 | int iteration = 0; |
| 391 | int iterationTotal = 0; |
| 392 | int nTry = 0; /* number of tries at same weight */ |
| 393 | double fixTolerance = IDIOT_FIX_TOLERANCE; |
| 394 | int maxBigIts = maxBigIts_; |
| 395 | int maxIts = maxIts_; |
| 396 | int logLevel = logLevel_; |
| 397 | int saveMajorIterations = majorIterations_; |
| 398 | majorIterations_ = majorIterations_ % 1000000; |
| 399 | if (handler) { |
| 400 | if (handler->logLevel() > 0 && handler->logLevel() < 3) |
| 401 | logLevel = 1; |
| 402 | else if (!handler->logLevel()) |
| 403 | logLevel = 0; |
| 404 | else |
| 405 | logLevel = 7; |
| 406 | } |
| 407 | double djExit = djTolerance_; |
| 408 | double djFlag = 1.0 + 100.0 * djExit; |
| 409 | double djTol = 0.00001; |
| 410 | double mu = mu_; |
| 411 | double drop = drop_; |
| 412 | int maxIts2 = maxIts2_; |
| 413 | double factor = muFactor_; |
| 414 | double smallInfeas = smallInfeas_; |
| 415 | double reasonableInfeas = reasonableInfeas_; |
| 416 | double stopMu = stopMu_; |
| 417 | double maxmin, offset; |
| 418 | double lastWeighted = 1.0e50; |
| 419 | double exitDrop = exitDrop_; |
| 420 | double fakeSmall = smallInfeas; |
| 421 | double firstInfeas; |
| 422 | int badIts = 0; |
| 423 | int slackStart, slackEnd, ordStart, ordEnd; |
| 424 | int checkIteration = 0; |
| 425 | int lambdaIteration = 0; |
| 426 | int belowReasonable = 0; /* set if ever gone below reasonable infeas */ |
| 427 | double bestWeighted = 1.0e60; |
| 428 | double bestFeasible = 1.0e60; /* best solution while feasible */ |
| 429 | IdiotResult result, lastResult; |
| 430 | int saveStrategy = strategy_; |
| 431 | const int strategies[] = {0, 2, 128}; |
| 432 | double saveLambdaScale = 0.0; |
| 433 | if ((saveStrategy & 128) != 0) { |
| 434 | fixTolerance = SMALL_IDIOT_FIX_TOLERANCE; |
| 435 | } |
| 436 | #ifdef OSI_IDIOT |
| 437 | const CoinPackedMatrix * matrix = model_->getMatrixByCol(); |
| 438 | #else |
| 439 | ClpMatrixBase * matrix = model_->clpMatrix(); |
| 440 | #endif |
| 441 | const int * row = matrix->getIndices(); |
| 442 | const CoinBigIndex * columnStart = matrix->getVectorStarts(); |
| 443 | const int * columnLength = matrix->getVectorLengths(); |
| 444 | const double * element = matrix->getElements(); |
| 445 | int nrows = model_->getNumRows(); |
| 446 | int ncols = model_->getNumCols(); |
| 447 | double * rowsol, * colsol; |
| 448 | double * pi, * dj; |
| 449 | #ifndef OSI_IDIOT |
| 450 | double * cost = model_->objective(); |
| 451 | double * lower = model_->columnLower(); |
| 452 | double * upper = model_->columnUpper(); |
| 453 | #else |
| 454 | double * cost = new double [ncols]; |
| 455 | CoinMemcpyN( model_->getObjCoefficients(), ncols, cost); |
| 456 | const double * lower = model_->getColLower(); |
| 457 | const double * upper = model_->getColUpper(); |
| 458 | #endif |
| 459 | const double *elemXX; |
| 460 | double * saveSol; |
| 461 | double * rowupper = new double[nrows]; // not const as modified |
| 462 | CoinMemcpyN(model_->getRowUpper(), nrows, rowupper); |
| 463 | double * rowlower = new double[nrows]; // not const as modified |
| 464 | CoinMemcpyN(model_->getRowLower(), nrows, rowlower); |
| 465 | CoinThreadRandom * randomNumberGenerator = model_->randomNumberGenerator(); |
| 466 | int * whenUsed; |
| 467 | double * lambda; |
| 468 | saveSol = new double[ncols]; |
| 469 | lambda = new double [nrows]; |
| 470 | rowsol = new double[nrows]; |
| 471 | colsol = new double [ncols]; |
| 472 | CoinMemcpyN(model_->getColSolution(), ncols, colsol); |
| 473 | pi = new double[nrows]; |
| 474 | dj = new double[ncols]; |
| 475 | delete [] whenUsed_; |
| 476 | bool oddSlacks = false; |
| 477 | // See if any costed slacks |
| 478 | int numberSlacks = 0; |
| 479 | for (i = 0; i < ncols; i++) { |
| 480 | if (columnLength[i] == 1) |
| 481 | numberSlacks++; |
| 482 | } |
| 483 | if (!numberSlacks) { |
| 484 | whenUsed_ = new int[ncols]; |
| 485 | } else { |
| 486 | #ifdef COIN_DEVELOP |
| 487 | printf("%d slacks\n" , numberSlacks); |
| 488 | #endif |
| 489 | oddSlacks = true; |
| 490 | int = static_cast<int> (nrows * sizeof(double) / sizeof(int)); |
| 491 | whenUsed_ = new int[2*ncols+2*nrows+extra]; |
| 492 | int * posSlack = whenUsed_ + ncols; |
| 493 | int * negSlack = posSlack + nrows; |
| 494 | int * nextSlack = negSlack + nrows; |
| 495 | for (i = 0; i < nrows; i++) { |
| 496 | posSlack[i] = -1; |
| 497 | negSlack[i] = -1; |
| 498 | } |
| 499 | for (i = 0; i < ncols; i++) |
| 500 | nextSlack[i] = -1; |
| 501 | for (i = 0; i < ncols; i++) { |
| 502 | if (columnLength[i] == 1) { |
| 503 | CoinBigIndex j = columnStart[i]; |
| 504 | int iRow = row[j]; |
| 505 | if (element[j] > 0.0) { |
| 506 | if (posSlack[iRow] == -1) { |
| 507 | posSlack[iRow] = i; |
| 508 | } else { |
| 509 | int iCol = posSlack[iRow]; |
| 510 | while (nextSlack[iCol] >= 0) |
| 511 | iCol = nextSlack[iCol]; |
| 512 | nextSlack[iCol] = i; |
| 513 | } |
| 514 | } else { |
| 515 | if (negSlack[iRow] == -1) { |
| 516 | negSlack[iRow] = i; |
| 517 | } else { |
| 518 | int iCol = negSlack[iRow]; |
| 519 | while (nextSlack[iCol] >= 0) |
| 520 | iCol = nextSlack[iCol]; |
| 521 | nextSlack[iCol] = i; |
| 522 | } |
| 523 | } |
| 524 | } |
| 525 | } |
| 526 | // now sort |
| 527 | for (i = 0; i < nrows; i++) { |
| 528 | int iCol; |
| 529 | iCol = posSlack[i]; |
| 530 | if (iCol >= 0) { |
| 531 | CoinBigIndex j = columnStart[iCol]; |
| 532 | #ifndef NDEBUG |
| 533 | int iRow = row[j]; |
| 534 | #endif |
| 535 | assert (element[j] > 0.0); |
| 536 | assert (iRow == i); |
| 537 | dj[0] = cost[iCol] / element[j]; |
| 538 | whenUsed_[0] = iCol; |
| 539 | int n = 1; |
| 540 | while (nextSlack[iCol] >= 0) { |
| 541 | iCol = nextSlack[iCol]; |
| 542 | CoinBigIndex j = columnStart[iCol]; |
| 543 | #ifndef NDEBUG |
| 544 | int iRow = row[j]; |
| 545 | #endif |
| 546 | assert (element[j] > 0.0); |
| 547 | assert (iRow == i); |
| 548 | dj[n] = cost[iCol] / element[j]; |
| 549 | whenUsed_[n++] = iCol; |
| 550 | } |
| 551 | for (j = 0; j < n; j++) { |
| 552 | int jCol = whenUsed_[j]; |
| 553 | nextSlack[jCol] = -2; |
| 554 | } |
| 555 | CoinSort_2(dj, dj + n, whenUsed_); |
| 556 | // put back |
| 557 | iCol = whenUsed_[0]; |
| 558 | posSlack[i] = iCol; |
| 559 | for (j = 1; j < n; j++) { |
| 560 | int jCol = whenUsed_[j]; |
| 561 | nextSlack[iCol] = jCol; |
| 562 | iCol = jCol; |
| 563 | } |
| 564 | } |
| 565 | iCol = negSlack[i]; |
| 566 | if (iCol >= 0) { |
| 567 | CoinBigIndex j = columnStart[iCol]; |
| 568 | #ifndef NDEBUG |
| 569 | int iRow = row[j]; |
| 570 | #endif |
| 571 | assert (element[j] < 0.0); |
| 572 | assert (iRow == i); |
| 573 | dj[0] = -cost[iCol] / element[j]; |
| 574 | whenUsed_[0] = iCol; |
| 575 | int n = 1; |
| 576 | while (nextSlack[iCol] >= 0) { |
| 577 | iCol = nextSlack[iCol]; |
| 578 | CoinBigIndex j = columnStart[iCol]; |
| 579 | #ifndef NDEBUG |
| 580 | int iRow = row[j]; |
| 581 | #endif |
| 582 | assert (element[j] < 0.0); |
| 583 | assert (iRow == i); |
| 584 | dj[n] = -cost[iCol] / element[j]; |
| 585 | whenUsed_[n++] = iCol; |
| 586 | } |
| 587 | for (j = 0; j < n; j++) { |
| 588 | int jCol = whenUsed_[j]; |
| 589 | nextSlack[jCol] = -2; |
| 590 | } |
| 591 | CoinSort_2(dj, dj + n, whenUsed_); |
| 592 | // put back |
| 593 | iCol = whenUsed_[0]; |
| 594 | negSlack[i] = iCol; |
| 595 | for (j = 1; j < n; j++) { |
| 596 | int jCol = whenUsed_[j]; |
| 597 | nextSlack[iCol] = jCol; |
| 598 | iCol = jCol; |
| 599 | } |
| 600 | } |
| 601 | } |
| 602 | } |
| 603 | whenUsed = whenUsed_; |
| 604 | if (model_->getObjSense() == -1.0) { |
| 605 | maxmin = -1.0; |
| 606 | } else { |
| 607 | maxmin = 1.0; |
| 608 | } |
| 609 | model_->getDblParam(OsiObjOffset, offset); |
| 610 | if (!maxIts2) maxIts2 = maxIts; |
| 611 | strategy = strategy_; |
| 612 | strategy &= 3; |
| 613 | memset(lambda, 0, nrows * sizeof(double)); |
| 614 | slackStart = countCostedSlacks(model_); |
| 615 | if (slackStart >= 0) { |
| 616 | COIN_DETAIL_PRINT(printf("This model has costed slacks\n" )); |
| 617 | slackEnd = slackStart + nrows; |
| 618 | if (slackStart) { |
| 619 | ordStart = 0; |
| 620 | ordEnd = slackStart; |
| 621 | } else { |
| 622 | ordStart = nrows; |
| 623 | ordEnd = ncols; |
| 624 | } |
| 625 | } else { |
| 626 | slackEnd = slackStart; |
| 627 | ordStart = 0; |
| 628 | ordEnd = ncols; |
| 629 | } |
| 630 | if (offset && logLevel > 2) { |
| 631 | printf("** Objective offset is %g\n" , offset); |
| 632 | } |
| 633 | /* compute reasonable solution cost */ |
| 634 | for (i = 0; i < nrows; i++) { |
| 635 | rowsol[i] = 1.0e31; |
| 636 | } |
| 637 | for (i = 0; i < ncols; i++) { |
| 638 | CoinBigIndex j; |
| 639 | for (j = columnStart[i]; j < columnStart[i] + columnLength[i]; j++) { |
| 640 | if (element[j] != 1.0) { |
| 641 | allOnes = 0; |
| 642 | break; |
| 643 | } |
| 644 | } |
| 645 | } |
| 646 | if (allOnes) { |
| 647 | elemXX = NULL; |
| 648 | } else { |
| 649 | elemXX = element; |
| 650 | } |
| 651 | // Do scaling if wanted |
| 652 | bool scaled = false; |
| 653 | #ifndef OSI_IDIOT |
| 654 | if ((strategy_ & 32) != 0 && !allOnes) { |
| 655 | if (model_->scalingFlag() > 0) |
| 656 | scaled = model_->clpMatrix()->scale(model_) == 0; |
| 657 | if (scaled) { |
| 658 | const double * rowScale = model_->rowScale(); |
| 659 | const double * columnScale = model_->columnScale(); |
| 660 | double * oldLower = lower; |
| 661 | double * oldUpper = upper; |
| 662 | double * oldCost = cost; |
| 663 | lower = new double[ncols]; |
| 664 | upper = new double[ncols]; |
| 665 | cost = new double[ncols]; |
| 666 | CoinMemcpyN(oldLower, ncols, lower); |
| 667 | CoinMemcpyN(oldUpper, ncols, upper); |
| 668 | CoinMemcpyN(oldCost, ncols, cost); |
| 669 | int icol, irow; |
| 670 | for (icol = 0; icol < ncols; icol++) { |
| 671 | double multiplier = 1.0 / columnScale[icol]; |
| 672 | if (lower[icol] > -1.0e50) |
| 673 | lower[icol] *= multiplier; |
| 674 | if (upper[icol] < 1.0e50) |
| 675 | upper[icol] *= multiplier; |
| 676 | colsol[icol] *= multiplier; |
| 677 | cost[icol] *= columnScale[icol]; |
| 678 | } |
| 679 | CoinMemcpyN(model_->rowLower(), nrows, rowlower); |
| 680 | for (irow = 0; irow < nrows; irow++) { |
| 681 | double multiplier = rowScale[irow]; |
| 682 | if (rowlower[irow] > -1.0e50) |
| 683 | rowlower[irow] *= multiplier; |
| 684 | if (rowupper[irow] < 1.0e50) |
| 685 | rowupper[irow] *= multiplier; |
| 686 | rowsol[irow] *= multiplier; |
| 687 | } |
| 688 | int length = columnStart[ncols-1] + columnLength[ncols-1]; |
| 689 | double * elemYY = new double[length]; |
| 690 | for (i = 0; i < ncols; i++) { |
| 691 | CoinBigIndex j; |
| 692 | double scale = columnScale[i]; |
| 693 | for (j = columnStart[i]; j < columnStart[i] + columnLength[i]; j++) { |
| 694 | int irow = row[j]; |
| 695 | elemYY[j] = element[j] * scale * rowScale[irow]; |
| 696 | } |
| 697 | } |
| 698 | elemXX = elemYY; |
| 699 | } |
| 700 | } |
| 701 | #endif |
| 702 | for (i = 0; i < ncols; i++) { |
| 703 | CoinBigIndex j; |
| 704 | double dd = columnLength[i]; |
| 705 | dd = cost[i] / dd; |
| 706 | for (j = columnStart[i]; j < columnStart[i] + columnLength[i]; j++) { |
| 707 | int irow = row[j]; |
| 708 | if (dd < rowsol[irow]) { |
| 709 | rowsol[irow] = dd; |
| 710 | } |
| 711 | } |
| 712 | } |
| 713 | d2 = 0.0; |
| 714 | for (i = 0; i < nrows; i++) { |
| 715 | d2 += rowsol[i]; |
| 716 | } |
| 717 | d2 *= 2.0; /* for luck */ |
| 718 | |
| 719 | d2 = d2 / static_cast<double> (4 * nrows + 8000); |
| 720 | d2 *= 0.5; /* halve with more flexible method */ |
| 721 | if (d2 < 5.0) d2 = 5.0; |
| 722 | if (djExit == 0.0) { |
| 723 | djExit = d2; |
| 724 | } |
| 725 | if ((saveStrategy & 4) != 0) { |
| 726 | /* go to relative tolerances - first small */ |
| 727 | djExit = 1.0e-10; |
| 728 | djFlag = 1.0e-5; |
| 729 | drop = 1.0e-10; |
| 730 | } |
| 731 | memset(whenUsed, 0, ncols * sizeof(int)); |
| 732 | strategy = strategies[strategy]; |
| 733 | if ((saveStrategy & 8) != 0) strategy |= 64; /* don't allow large theta */ |
| 734 | CoinMemcpyN(colsol, ncols, saveSol); |
| 735 | |
| 736 | lastResult = IdiSolve(nrows, ncols, rowsol , colsol, pi, |
| 737 | dj, cost, rowlower, rowupper, |
| 738 | lower, upper, elemXX, row, columnStart, columnLength, lambda, |
| 739 | 0, mu, drop, |
| 740 | maxmin, offset, strategy, djTol, djExit, djFlag, randomNumberGenerator); |
| 741 | // update whenUsed_ |
| 742 | n = cleanIteration(iteration, ordStart, ordEnd, |
| 743 | colsol, lower, upper, |
| 744 | rowlower, rowupper, |
| 745 | cost, elemXX, fixTolerance, lastResult.objval, lastResult.infeas); |
| 746 | if ((strategy_ & 16384) != 0) { |
| 747 | int * posSlack = whenUsed_ + ncols; |
| 748 | int * negSlack = posSlack + nrows; |
| 749 | int * nextSlack = negSlack + nrows; |
| 750 | double * rowsol2 = reinterpret_cast<double *> (nextSlack + ncols); |
| 751 | for (i = 0; i < nrows; i++) |
| 752 | rowsol[i] += rowsol2[i]; |
| 753 | } |
| 754 | if ((logLevel_ & 1) != 0) { |
| 755 | #ifndef OSI_IDIOT |
| 756 | if (!handler) { |
| 757 | #endif |
| 758 | printf("Iteration %d infeasibility %g, objective %g - mu %g, its %d, %d interior\n" , |
| 759 | iteration, lastResult.infeas, lastResult.objval, mu, lastResult.iteration, n); |
| 760 | #ifndef OSI_IDIOT |
| 761 | } else { |
| 762 | handler->message(CLP_IDIOT_ITERATION, *messages) |
| 763 | << iteration << lastResult.infeas << lastResult.objval << mu << lastResult.iteration << n |
| 764 | << CoinMessageEol; |
| 765 | } |
| 766 | #endif |
| 767 | } |
| 768 | int numberBaseTrys = 0; // for first time |
| 769 | int numberAway = -1; |
| 770 | iterationTotal = lastResult.iteration; |
| 771 | firstInfeas = lastResult.infeas; |
| 772 | if ((strategy_ & 1024) != 0) reasonableInfeas = 0.5 * firstInfeas; |
| 773 | if (lastResult.infeas < reasonableInfeas) lastResult.infeas = reasonableInfeas; |
| 774 | double keepinfeas = 1.0e31; |
| 775 | double lastInfeas = 1.0e31; |
| 776 | double bestInfeas = 1.0e31; |
| 777 | while ((mu > stopMu && lastResult.infeas > smallInfeas) || |
| 778 | (lastResult.infeas <= smallInfeas && |
| 779 | dropping(lastResult, exitDrop, smallInfeas, &badIts)) || |
| 780 | checkIteration < 2 || lambdaIteration < lambdaIterations_) { |
| 781 | if (lastResult.infeas <= exitFeasibility_) |
| 782 | break; |
| 783 | iteration++; |
| 784 | checkIteration++; |
| 785 | if (lastResult.infeas <= smallInfeas && lastResult.objval < bestFeasible) { |
| 786 | bestFeasible = lastResult.objval; |
| 787 | } |
| 788 | if (lastResult.infeas + mu * lastResult.objval < bestWeighted) { |
| 789 | bestWeighted = lastResult.objval + mu * lastResult.objval; |
| 790 | } |
| 791 | if ((saveStrategy & 4096)) strategy |= 256; |
| 792 | if ((saveStrategy & 4) != 0 && iteration > 2) { |
| 793 | /* go to relative tolerances */ |
| 794 | double weighted = 10.0 + fabs(lastWeighted); |
| 795 | djExit = djTolerance_ * weighted; |
| 796 | djFlag = 2.0 * djExit; |
| 797 | drop = drop_ * weighted; |
| 798 | djTol = 0.01 * djExit; |
| 799 | } |
| 800 | CoinMemcpyN(colsol, ncols, saveSol); |
| 801 | result = IdiSolve(nrows, ncols, rowsol , colsol, pi, dj, |
| 802 | cost, rowlower, rowupper, |
| 803 | lower, upper, elemXX, row, columnStart, columnLength, lambda, |
| 804 | maxIts, mu, drop, |
| 805 | maxmin, offset, strategy, djTol, djExit, djFlag, randomNumberGenerator); |
| 806 | n = cleanIteration(iteration, ordStart, ordEnd, |
| 807 | colsol, lower, upper, |
| 808 | rowlower, rowupper, |
| 809 | cost, elemXX, fixTolerance, result.objval, result.infeas); |
| 810 | if ((strategy_ & 16384) != 0) { |
| 811 | int * posSlack = whenUsed_ + ncols; |
| 812 | int * negSlack = posSlack + nrows; |
| 813 | int * nextSlack = negSlack + nrows; |
| 814 | double * rowsol2 = reinterpret_cast<double *> (nextSlack + ncols); |
| 815 | for (i = 0; i < nrows; i++) |
| 816 | rowsol[i] += rowsol2[i]; |
| 817 | } |
| 818 | if ((logLevel_ & 1) != 0) { |
| 819 | #ifndef OSI_IDIOT |
| 820 | if (!handler) { |
| 821 | #endif |
| 822 | printf("Iteration %d infeasibility %g, objective %g - mu %g, its %d, %d interior\n" , |
| 823 | iteration, result.infeas, result.objval, mu, result.iteration, n); |
| 824 | #ifndef OSI_IDIOT |
| 825 | } else { |
| 826 | handler->message(CLP_IDIOT_ITERATION, *messages) |
| 827 | << iteration << result.infeas << result.objval << mu << result.iteration << n |
| 828 | << CoinMessageEol; |
| 829 | } |
| 830 | #endif |
| 831 | } |
| 832 | if (iteration > 50 && n == numberAway && result.infeas < 1.0e-4) { |
| 833 | #ifdef CLP_INVESTIGATE |
| 834 | printf("infeas small %g\n" , result.infeas); |
| 835 | #endif |
| 836 | break; // not much happening |
| 837 | } |
| 838 | if (lightWeight_ == 1 && iteration > 10 && result.infeas > 1.0 && maxIts != 7) { |
| 839 | if (lastInfeas != bestInfeas && CoinMin(result.infeas, lastInfeas) > 0.95 * bestInfeas) |
| 840 | majorIterations_ = CoinMin(majorIterations_, iteration); // not getting feasible |
| 841 | } |
| 842 | lastInfeas = result.infeas; |
| 843 | numberAway = n; |
| 844 | keepinfeas = result.infeas; |
| 845 | lastWeighted = result.weighted; |
| 846 | iterationTotal += result.iteration; |
| 847 | if (iteration == 1) { |
| 848 | if ((strategy_ & 1024) != 0 && mu < 1.0e-10) |
| 849 | result.infeas = firstInfeas * 0.8; |
| 850 | if (majorIterations_ >= 50 || dropEnoughFeasibility_ <= 0.0) |
| 851 | result.infeas *= 0.8; |
| 852 | if (result.infeas > firstInfeas * 0.9 |
| 853 | && result.infeas > reasonableInfeas) { |
| 854 | iteration--; |
| 855 | if (majorIterations_ < 50) |
| 856 | mu *= 1.0e-1; |
| 857 | else |
| 858 | mu *= 0.7; |
| 859 | bestFeasible = 1.0e31; |
| 860 | bestWeighted = 1.0e60; |
| 861 | numberBaseTrys++; |
| 862 | if (mu < 1.0e-30 || (numberBaseTrys > 10 && lightWeight_)) { |
| 863 | // back to all slack basis |
| 864 | lightWeight_ = 2; |
| 865 | break; |
| 866 | } |
| 867 | CoinMemcpyN(saveSol, ncols, colsol); |
| 868 | } else { |
| 869 | maxIts = maxIts2; |
| 870 | checkIteration = 0; |
| 871 | if ((strategy_ & 1024) != 0) mu *= 1.0e-1; |
| 872 | } |
| 873 | } else { |
| 874 | } |
| 875 | bestInfeas = CoinMin(bestInfeas, result.infeas); |
| 876 | if (iteration) { |
| 877 | /* this code is in to force it to terminate sometime */ |
| 878 | double changeMu = factor; |
| 879 | if ((saveStrategy & 64) != 0) { |
| 880 | keepinfeas = 0.0; /* switch off ranga's increase */ |
| 881 | fakeSmall = smallInfeas; |
| 882 | } else { |
| 883 | fakeSmall = -1.0; |
| 884 | } |
| 885 | saveLambdaScale = 0.0; |
| 886 | if (result.infeas > reasonableInfeas || |
| 887 | (nTry + 1 == maxBigIts && result.infeas > fakeSmall)) { |
| 888 | if (result.infeas > lastResult.infeas*(1.0 - dropEnoughFeasibility_) || |
| 889 | nTry + 1 == maxBigIts || |
| 890 | (result.infeas > lastResult.infeas * 0.9 |
| 891 | && result.weighted > lastResult.weighted |
| 892 | - dropEnoughWeighted_ * CoinMax(fabs(lastResult.weighted), fabs(result.weighted)))) { |
| 893 | mu *= changeMu; |
| 894 | if ((saveStrategy & 32) != 0 && result.infeas < reasonableInfeas && 0) { |
| 895 | reasonableInfeas = CoinMax(smallInfeas, reasonableInfeas * sqrt(changeMu)); |
| 896 | COIN_DETAIL_PRINT(printf("reasonable infeas now %g\n" , reasonableInfeas)); |
| 897 | } |
| 898 | result.weighted = 1.0e60; |
| 899 | nTry = 0; |
| 900 | bestFeasible = 1.0e31; |
| 901 | bestWeighted = 1.0e60; |
| 902 | checkIteration = 0; |
| 903 | lambdaIteration = 0; |
| 904 | #define LAMBDA |
| 905 | #ifdef LAMBDA |
| 906 | if ((saveStrategy & 2048) == 0) { |
| 907 | memset(lambda, 0, nrows * sizeof(double)); |
| 908 | } |
| 909 | #else |
| 910 | memset(lambda, 0, nrows * sizeof(double)); |
| 911 | #endif |
| 912 | } else { |
| 913 | nTry++; |
| 914 | } |
| 915 | } else if (lambdaIterations_ >= 0) { |
| 916 | /* update lambda */ |
| 917 | double scale = 1.0 / mu; |
| 918 | int i, nnz = 0; |
| 919 | saveLambdaScale = scale; |
| 920 | lambdaIteration++; |
| 921 | if ((saveStrategy & 4) == 0) drop = drop_ / 50.0; |
| 922 | if (lambdaIteration > 4 && |
| 923 | (((lambdaIteration % 10) == 0 && smallInfeas < keepinfeas) || |
| 924 | ((lambdaIteration % 5) == 0 && 1.5 * smallInfeas < keepinfeas))) { |
| 925 | //printf(" Increasing smallInfeas from %f to %f\n",smallInfeas,1.5*smallInfeas); |
| 926 | smallInfeas *= 1.5; |
| 927 | } |
| 928 | if ((saveStrategy & 2048) == 0) { |
| 929 | for (i = 0; i < nrows; i++) { |
| 930 | if (lambda[i]) nnz++; |
| 931 | lambda[i] += scale * rowsol[i]; |
| 932 | } |
| 933 | } else { |
| 934 | nnz = 1; |
| 935 | #ifdef LAMBDA |
| 936 | for (i = 0; i < nrows; i++) { |
| 937 | lambda[i] += scale * rowsol[i]; |
| 938 | } |
| 939 | #else |
| 940 | for (i = 0; i < nrows; i++) { |
| 941 | lambda[i] = scale * rowsol[i]; |
| 942 | } |
| 943 | for (i = 0; i < ncols; i++) { |
| 944 | CoinBigIndex j; |
| 945 | double value = cost[i] * maxmin; |
| 946 | for (j = columnStart[i]; j < columnStart[i] + columnLength[i]; j++) { |
| 947 | int irow = row[j]; |
| 948 | value += element[j] * lambda[irow]; |
| 949 | } |
| 950 | cost[i] = value * maxmin; |
| 951 | } |
| 952 | for (i = 0; i < nrows; i++) { |
| 953 | offset += lambda[i] * rowupper[i]; |
| 954 | lambda[i] = 0.0; |
| 955 | } |
| 956 | #ifdef DEBUG |
| 957 | printf("offset %g\n" , offset); |
| 958 | #endif |
| 959 | model_->setDblParam(OsiObjOffset, offset); |
| 960 | #endif |
| 961 | } |
| 962 | nTry++; |
| 963 | if (!nnz) { |
| 964 | bestFeasible = 1.0e32; |
| 965 | bestWeighted = 1.0e60; |
| 966 | checkIteration = 0; |
| 967 | result.weighted = 1.0e31; |
| 968 | } |
| 969 | #ifdef DEBUG |
| 970 | double trueCost = 0.0; |
| 971 | for (i = 0; i < ncols; i++) { |
| 972 | int j; |
| 973 | trueCost += cost[i] * colsol[i]; |
| 974 | } |
| 975 | printf("True objective %g\n" , trueCost - offset); |
| 976 | #endif |
| 977 | } else { |
| 978 | nTry++; |
| 979 | } |
| 980 | lastResult = result; |
| 981 | if (result.infeas < reasonableInfeas && !belowReasonable) { |
| 982 | belowReasonable = 1; |
| 983 | bestFeasible = 1.0e32; |
| 984 | bestWeighted = 1.0e60; |
| 985 | checkIteration = 0; |
| 986 | result.weighted = 1.0e31; |
| 987 | } |
| 988 | } |
| 989 | if (iteration >= majorIterations_) { |
| 990 | // If not feasible and crash then dive dive dive |
| 991 | if (mu > 1.0e-12 && result.infeas > 1.0 && majorIterations_ < 40) { |
| 992 | mu = 1.0e-30; |
| 993 | majorIterations_ = iteration + 1; |
| 994 | stopMu = 0.0; |
| 995 | } else { |
| 996 | if (logLevel > 2) |
| 997 | printf("Exiting due to number of major iterations\n" ); |
| 998 | break; |
| 999 | } |
| 1000 | } |
| 1001 | } |
| 1002 | majorIterations_ = saveMajorIterations; |
| 1003 | #ifndef OSI_IDIOT |
| 1004 | if (scaled) { |
| 1005 | // Scale solution and free arrays |
| 1006 | const double * rowScale = model_->rowScale(); |
| 1007 | const double * columnScale = model_->columnScale(); |
| 1008 | int icol, irow; |
| 1009 | for (icol = 0; icol < ncols; icol++) { |
| 1010 | colsol[icol] *= columnScale[icol]; |
| 1011 | saveSol[icol] *= columnScale[icol]; |
| 1012 | dj[icol] /= columnScale[icol]; |
| 1013 | } |
| 1014 | for (irow = 0; irow < nrows; irow++) { |
| 1015 | rowsol[irow] /= rowScale[irow]; |
| 1016 | pi[irow] *= rowScale[irow]; |
| 1017 | } |
| 1018 | // Don't know why getting Microsoft problems |
| 1019 | #if defined (_MSC_VER) |
| 1020 | delete [] ( double *) elemXX; |
| 1021 | #else |
| 1022 | delete [] elemXX; |
| 1023 | #endif |
| 1024 | model_->setRowScale(NULL); |
| 1025 | model_->setColumnScale(NULL); |
| 1026 | delete [] lower; |
| 1027 | delete [] upper; |
| 1028 | delete [] cost; |
| 1029 | lower = model_->columnLower(); |
| 1030 | upper = model_->columnUpper(); |
| 1031 | cost = model_->objective(); |
| 1032 | //rowlower = model_->rowLower(); |
| 1033 | } |
| 1034 | #endif |
| 1035 | #define TRYTHIS |
| 1036 | #ifdef TRYTHIS |
| 1037 | if ((saveStrategy & 2048) != 0) { |
| 1038 | double offset; |
| 1039 | model_->getDblParam(OsiObjOffset, offset); |
| 1040 | for (i = 0; i < ncols; i++) { |
| 1041 | CoinBigIndex j; |
| 1042 | double djval = cost[i] * maxmin; |
| 1043 | for (j = columnStart[i]; j < columnStart[i] + columnLength[i]; j++) { |
| 1044 | int irow = row[j]; |
| 1045 | djval -= element[j] * lambda[irow]; |
| 1046 | } |
| 1047 | cost[i] = djval; |
| 1048 | } |
| 1049 | for (i = 0; i < nrows; i++) { |
| 1050 | offset += lambda[i] * rowupper[i]; |
| 1051 | } |
| 1052 | model_->setDblParam(OsiObjOffset, offset); |
| 1053 | } |
| 1054 | #endif |
| 1055 | if (saveLambdaScale) { |
| 1056 | /* back off last update */ |
| 1057 | for (i = 0; i < nrows; i++) { |
| 1058 | lambda[i] -= saveLambdaScale * rowsol[i]; |
| 1059 | } |
| 1060 | } |
| 1061 | muAtExit_ = mu; |
| 1062 | // For last iteration make as feasible as possible |
| 1063 | if (oddSlacks) |
| 1064 | strategy_ |= 16384; |
| 1065 | // not scaled |
| 1066 | n = cleanIteration(iteration, ordStart, ordEnd, |
| 1067 | colsol, lower, upper, |
| 1068 | model_->rowLower(), model_->rowUpper(), |
| 1069 | cost, element, fixTolerance, lastResult.objval, lastResult.infeas); |
| 1070 | #if 0 |
| 1071 | if ((logLevel & 1) == 0 || (strategy_ & 16384) != 0) { |
| 1072 | printf( |
| 1073 | "%d - mu %g, infeasibility %g, objective %g, %d interior\n" , |
| 1074 | iteration, mu, lastResult.infeas, lastResult.objval, n); |
| 1075 | } |
| 1076 | #endif |
| 1077 | #ifndef OSI_IDIOT |
| 1078 | model_->setSumPrimalInfeasibilities(lastResult.infeas); |
| 1079 | #endif |
| 1080 | // Put back more feasible solution |
| 1081 | double saveInfeas[] = {0.0, 0.0}; |
| 1082 | for (int iSol = 0; iSol < 3; iSol++) { |
| 1083 | const double * solution = iSol ? colsol : saveSol; |
| 1084 | if (iSol == 2 && saveInfeas[0] < saveInfeas[1]) { |
| 1085 | // put back best solution |
| 1086 | CoinMemcpyN(saveSol, ncols, colsol); |
| 1087 | } |
| 1088 | double large = 0.0; |
| 1089 | int i; |
| 1090 | memset(rowsol, 0, nrows * sizeof(double)); |
| 1091 | for (i = 0; i < ncols; i++) { |
| 1092 | CoinBigIndex j; |
| 1093 | double value = solution[i]; |
| 1094 | for (j = columnStart[i]; j < columnStart[i] + columnLength[i]; j++) { |
| 1095 | int irow = row[j]; |
| 1096 | rowsol[irow] += element[j] * value; |
| 1097 | } |
| 1098 | } |
| 1099 | for (i = 0; i < nrows; i++) { |
| 1100 | if (rowsol[i] > rowupper[i]) { |
| 1101 | double diff = rowsol[i] - rowupper[i]; |
| 1102 | if (diff > large) |
| 1103 | large = diff; |
| 1104 | } else if (rowsol[i] < rowlower[i]) { |
| 1105 | double diff = rowlower[i] - rowsol[i]; |
| 1106 | if (diff > large) |
| 1107 | large = diff; |
| 1108 | } |
| 1109 | } |
| 1110 | if (iSol < 2) |
| 1111 | saveInfeas[iSol] = large; |
| 1112 | if (logLevel > 2) |
| 1113 | printf("largest infeasibility is %g\n" , large); |
| 1114 | } |
| 1115 | /* subtract out lambda */ |
| 1116 | for (i = 0; i < nrows; i++) { |
| 1117 | pi[i] -= lambda[i]; |
| 1118 | } |
| 1119 | for (i = 0; i < ncols; i++) { |
| 1120 | CoinBigIndex j; |
| 1121 | double djval = cost[i] * maxmin; |
| 1122 | for (j = columnStart[i]; j < columnStart[i] + columnLength[i]; j++) { |
| 1123 | int irow = row[j]; |
| 1124 | djval -= element[j] * pi[irow]; |
| 1125 | } |
| 1126 | dj[i] = djval; |
| 1127 | } |
| 1128 | if ((strategy_ & 1024) != 0) { |
| 1129 | double ratio = static_cast<double> (ncols) / static_cast<double> (nrows); |
| 1130 | COIN_DETAIL_PRINT(printf("col/row ratio %g infeas ratio %g\n" , ratio, lastResult.infeas / firstInfeas)); |
| 1131 | if (lastResult.infeas > 0.01 * firstInfeas * ratio) { |
| 1132 | strategy_ &= (~1024); |
| 1133 | COIN_DETAIL_PRINT(printf(" - layer off\n" )); |
| 1134 | } else { |
| 1135 | COIN_DETAIL_PRINT(printf(" - layer on\n" )); |
| 1136 | } |
| 1137 | } |
| 1138 | delete [] saveSol; |
| 1139 | delete [] lambda; |
| 1140 | // save solution |
| 1141 | // duals not much use - but save anyway |
| 1142 | #ifndef OSI_IDIOT |
| 1143 | CoinMemcpyN(rowsol, nrows, model_->primalRowSolution()); |
| 1144 | CoinMemcpyN(colsol, ncols, model_->primalColumnSolution()); |
| 1145 | CoinMemcpyN(pi, nrows, model_->dualRowSolution()); |
| 1146 | CoinMemcpyN(dj, ncols, model_->dualColumnSolution()); |
| 1147 | #else |
| 1148 | model_->setColSolution(colsol); |
| 1149 | model_->setRowPrice(pi); |
| 1150 | delete [] cost; |
| 1151 | #endif |
| 1152 | delete [] rowsol; |
| 1153 | delete [] colsol; |
| 1154 | delete [] pi; |
| 1155 | delete [] dj; |
| 1156 | delete [] rowlower; |
| 1157 | delete [] rowupper; |
| 1158 | return ; |
| 1159 | } |
| 1160 | #ifndef OSI_IDIOT |
| 1161 | void |
| 1162 | Idiot::crossOver(int mode) |
| 1163 | { |
| 1164 | if (lightWeight_ == 2) { |
| 1165 | // total failure |
| 1166 | model_->allSlackBasis(); |
| 1167 | return; |
| 1168 | } |
| 1169 | double fixTolerance = IDIOT_FIX_TOLERANCE; |
| 1170 | #ifdef COIN_DEVELOP |
| 1171 | double startTime = CoinCpuTime(); |
| 1172 | #endif |
| 1173 | ClpSimplex * saveModel = NULL; |
| 1174 | ClpMatrixBase * matrix = model_->clpMatrix(); |
| 1175 | const int * row = matrix->getIndices(); |
| 1176 | const CoinBigIndex * columnStart = matrix->getVectorStarts(); |
| 1177 | const int * columnLength = matrix->getVectorLengths(); |
| 1178 | const double * element = matrix->getElements(); |
| 1179 | const double * rowupper = model_->getRowUpper(); |
| 1180 | int nrows = model_->getNumRows(); |
| 1181 | int ncols = model_->getNumCols(); |
| 1182 | double * rowsol, * colsol; |
| 1183 | // different for Osi |
| 1184 | double * lower = model_->columnLower(); |
| 1185 | double * upper = model_->columnUpper(); |
| 1186 | const double * rowlower = model_->getRowLower(); |
| 1187 | int * whenUsed = whenUsed_; |
| 1188 | rowsol = model_->primalRowSolution(); |
| 1189 | colsol = model_->primalColumnSolution(); |
| 1190 | double * cost = model_->objective(); |
| 1191 | |
| 1192 | int slackEnd, ordStart, ordEnd; |
| 1193 | int slackStart = countCostedSlacks(model_); |
| 1194 | |
| 1195 | int addAll = mode & 7; |
| 1196 | int presolve = 0; |
| 1197 | |
| 1198 | double djTolerance = djTolerance_; |
| 1199 | if (djTolerance > 0.0 && djTolerance < 1.0) |
| 1200 | djTolerance = 1.0; |
| 1201 | int iteration; |
| 1202 | int i, n = 0; |
| 1203 | double ratio = 1.0; |
| 1204 | double objValue = 0.0; |
| 1205 | if ((strategy_ & 128) != 0) { |
| 1206 | fixTolerance = SMALL_IDIOT_FIX_TOLERANCE; |
| 1207 | } |
| 1208 | if ((mode & 16) != 0 && addAll < 3) presolve = 1; |
| 1209 | double * saveUpper = NULL; |
| 1210 | double * saveLower = NULL; |
| 1211 | double * saveRowUpper = NULL; |
| 1212 | double * saveRowLower = NULL; |
| 1213 | bool allowInfeasible = ((strategy_ & 8192) != 0) || (majorIterations_ > 1000000); |
| 1214 | if (addAll < 3) { |
| 1215 | saveUpper = new double [ncols]; |
| 1216 | saveLower = new double [ncols]; |
| 1217 | CoinMemcpyN(upper, ncols, saveUpper); |
| 1218 | CoinMemcpyN(lower, ncols, saveLower); |
| 1219 | if (allowInfeasible) { |
| 1220 | saveRowUpper = new double [nrows]; |
| 1221 | saveRowLower = new double [nrows]; |
| 1222 | CoinMemcpyN(rowupper, nrows, saveRowUpper); |
| 1223 | CoinMemcpyN(rowlower, nrows, saveRowLower); |
| 1224 | double averageInfeas = model_->sumPrimalInfeasibilities() / static_cast<double> (model_->numberRows()); |
| 1225 | fixTolerance = CoinMax(fixTolerance, 1.0e-5 * averageInfeas); |
| 1226 | } |
| 1227 | } |
| 1228 | if (slackStart >= 0) { |
| 1229 | slackEnd = slackStart + nrows; |
| 1230 | if (slackStart) { |
| 1231 | ordStart = 0; |
| 1232 | ordEnd = slackStart; |
| 1233 | } else { |
| 1234 | ordStart = nrows; |
| 1235 | ordEnd = ncols; |
| 1236 | } |
| 1237 | } else { |
| 1238 | slackEnd = slackStart; |
| 1239 | ordStart = 0; |
| 1240 | ordEnd = ncols; |
| 1241 | } |
| 1242 | /* get correct rowsol (without known slacks) */ |
| 1243 | memset(rowsol, 0, nrows * sizeof(double)); |
| 1244 | for (i = ordStart; i < ordEnd; i++) { |
| 1245 | CoinBigIndex j; |
| 1246 | double value = colsol[i]; |
| 1247 | if (value < lower[i] + fixTolerance) { |
| 1248 | value = lower[i]; |
| 1249 | colsol[i] = value; |
| 1250 | } |
| 1251 | for (j = columnStart[i]; j < columnStart[i] + columnLength[i]; j++) { |
| 1252 | int irow = row[j]; |
| 1253 | rowsol[irow] += value * element[j]; |
| 1254 | } |
| 1255 | } |
| 1256 | if (slackStart >= 0) { |
| 1257 | for (i = 0; i < nrows; i++) { |
| 1258 | if (ratio * rowsol[i] > rowlower[i] && rowsol[i] > 1.0e-8) { |
| 1259 | ratio = rowlower[i] / rowsol[i]; |
| 1260 | } |
| 1261 | } |
| 1262 | for (i = 0; i < nrows; i++) { |
| 1263 | rowsol[i] *= ratio; |
| 1264 | } |
| 1265 | for (i = ordStart; i < ordEnd; i++) { |
| 1266 | double value = colsol[i] * ratio; |
| 1267 | colsol[i] = value; |
| 1268 | objValue += value * cost[i]; |
| 1269 | } |
| 1270 | for (i = 0; i < nrows; i++) { |
| 1271 | double value = rowlower[i] - rowsol[i]; |
| 1272 | colsol[i+slackStart] = value; |
| 1273 | objValue += value * cost[i+slackStart]; |
| 1274 | } |
| 1275 | COIN_DETAIL_PRINT(printf("New objective after scaling %g\n" , objValue)); |
| 1276 | } |
| 1277 | #if 0 |
| 1278 | maybe put back - but just get feasible ? |
| 1279 | // If not many fixed then just exit |
| 1280 | int numberFixed = 0; |
| 1281 | for (i = ordStart; i < ordEnd; i++) { |
| 1282 | if (colsol[i] < lower[i] + fixTolerance) |
| 1283 | numberFixed++; |
| 1284 | else if (colsol[i] > upper[i] - fixTolerance) |
| 1285 | numberFixed++; |
| 1286 | } |
| 1287 | if (numberFixed < ncols / 2) { |
| 1288 | addAll = 3; |
| 1289 | presolve = 0; |
| 1290 | } |
| 1291 | #endif |
| 1292 | #ifdef FEB_TRY |
| 1293 | int savePerturbation = model_->perturbation(); |
| 1294 | int saveOptions = model_->specialOptions(); |
| 1295 | model_->setSpecialOptions(saveOptions | 8192); |
| 1296 | if (savePerturbation_ == 50) |
| 1297 | model_->setPerturbation(56); |
| 1298 | #endif |
| 1299 | model_->createStatus(); |
| 1300 | /* addAll |
| 1301 | 0 - chosen,all used, all |
| 1302 | 1 - chosen, all |
| 1303 | 2 - all |
| 1304 | 3 - do not do anything - maybe basis |
| 1305 | */ |
| 1306 | for (i = ordStart; i < ordEnd; i++) { |
| 1307 | if (addAll < 2) { |
| 1308 | if (colsol[i] < lower[i] + fixTolerance) { |
| 1309 | upper[i] = lower[i]; |
| 1310 | colsol[i] = lower[i]; |
| 1311 | } else if (colsol[i] > upper[i] - fixTolerance) { |
| 1312 | lower[i] = upper[i]; |
| 1313 | colsol[i] = upper[i]; |
| 1314 | } |
| 1315 | } |
| 1316 | model_->setColumnStatus(i, ClpSimplex::superBasic); |
| 1317 | } |
| 1318 | if ((strategy_ & 16384) != 0) { |
| 1319 | // put in basis |
| 1320 | int * posSlack = whenUsed_ + ncols; |
| 1321 | int * negSlack = posSlack + nrows; |
| 1322 | int * nextSlack = negSlack + nrows; |
| 1323 | /* Laci - try both ways - to see what works - |
| 1324 | you can change second part as much as you want */ |
| 1325 | #ifndef LACI_TRY // was #if 1 |
| 1326 | // Array for sorting out slack values |
| 1327 | double * ratio = new double [ncols]; |
| 1328 | int * which = new int [ncols]; |
| 1329 | for (i = 0; i < nrows; i++) { |
| 1330 | if (posSlack[i] >= 0 || negSlack[i] >= 0) { |
| 1331 | int iCol; |
| 1332 | int nPlus = 0; |
| 1333 | int nMinus = 0; |
| 1334 | bool possible = true; |
| 1335 | // Get sum |
| 1336 | double sum = 0.0; |
| 1337 | iCol = posSlack[i]; |
| 1338 | while (iCol >= 0) { |
| 1339 | double value = element[columnStart[iCol]]; |
| 1340 | sum += value * colsol[iCol]; |
| 1341 | if (lower[iCol]) { |
| 1342 | possible = false; |
| 1343 | break; |
| 1344 | } else { |
| 1345 | nPlus++; |
| 1346 | } |
| 1347 | iCol = nextSlack[iCol]; |
| 1348 | } |
| 1349 | iCol = negSlack[i]; |
| 1350 | while (iCol >= 0) { |
| 1351 | double value = -element[columnStart[iCol]]; |
| 1352 | sum -= value * colsol[iCol]; |
| 1353 | if (lower[iCol]) { |
| 1354 | possible = false; |
| 1355 | break; |
| 1356 | } else { |
| 1357 | nMinus++; |
| 1358 | } |
| 1359 | iCol = nextSlack[iCol]; |
| 1360 | } |
| 1361 | //printf("%d plus, %d minus",nPlus,nMinus); |
| 1362 | //printf("\n"); |
| 1363 | if ((rowsol[i] - rowlower[i] < 1.0e-7 || |
| 1364 | rowupper[i] - rowsol[i] < 1.0e-7) && |
| 1365 | nPlus + nMinus < 2) |
| 1366 | possible = false; |
| 1367 | if (possible) { |
| 1368 | // Amount contributed by other varaibles |
| 1369 | sum = rowsol[i] - sum; |
| 1370 | double lo = rowlower[i]; |
| 1371 | if (lo > -1.0e20) |
| 1372 | lo -= sum; |
| 1373 | double up = rowupper[i]; |
| 1374 | if (up < 1.0e20) |
| 1375 | up -= sum; |
| 1376 | //printf("row bounds %g %g\n",lo,up); |
| 1377 | if (0) { |
| 1378 | double sum = 0.0; |
| 1379 | double x = 0.0; |
| 1380 | for (int k = 0; k < ncols; k++) { |
| 1381 | CoinBigIndex j; |
| 1382 | double value = colsol[k]; |
| 1383 | x += value * cost[k]; |
| 1384 | for (j = columnStart[k]; j < columnStart[k] + columnLength[k]; j++) { |
| 1385 | int irow = row[j]; |
| 1386 | if (irow == i) |
| 1387 | sum += element[j] * value; |
| 1388 | } |
| 1389 | } |
| 1390 | printf("Before sum %g <= %g <= %g cost %.18g\n" , |
| 1391 | rowlower[i], sum, rowupper[i], x); |
| 1392 | } |
| 1393 | // set all to zero |
| 1394 | iCol = posSlack[i]; |
| 1395 | while (iCol >= 0) { |
| 1396 | colsol[iCol] = 0.0; |
| 1397 | iCol = nextSlack[iCol]; |
| 1398 | } |
| 1399 | iCol = negSlack[i]; |
| 1400 | while (iCol >= 0) { |
| 1401 | colsol[iCol] = 0.0; |
| 1402 | iCol = nextSlack[iCol]; |
| 1403 | } |
| 1404 | { |
| 1405 | int iCol; |
| 1406 | iCol = posSlack[i]; |
| 1407 | while (iCol >= 0) { |
| 1408 | //printf("col %d el %g sol %g bounds %g %g cost %g\n", |
| 1409 | // iCol,element[columnStart[iCol]], |
| 1410 | // colsol[iCol],lower[iCol],upper[iCol],cost[iCol]); |
| 1411 | iCol = nextSlack[iCol]; |
| 1412 | } |
| 1413 | iCol = negSlack[i]; |
| 1414 | while (iCol >= 0) { |
| 1415 | //printf("col %d el %g sol %g bounds %g %g cost %g\n", |
| 1416 | // iCol,element[columnStart[iCol]], |
| 1417 | // colsol[iCol],lower[iCol],upper[iCol],cost[iCol]); |
| 1418 | iCol = nextSlack[iCol]; |
| 1419 | } |
| 1420 | } |
| 1421 | //printf("now what?\n"); |
| 1422 | int n = 0; |
| 1423 | bool basic = false; |
| 1424 | if (lo > 0.0) { |
| 1425 | // Add in positive |
| 1426 | iCol = posSlack[i]; |
| 1427 | while (iCol >= 0) { |
| 1428 | double value = element[columnStart[iCol]]; |
| 1429 | ratio[n] = cost[iCol] / value; |
| 1430 | which[n++] = iCol; |
| 1431 | iCol = nextSlack[iCol]; |
| 1432 | } |
| 1433 | CoinSort_2(ratio, ratio + n, which); |
| 1434 | for (int i = 0; i < n; i++) { |
| 1435 | iCol = which[i]; |
| 1436 | double value = element[columnStart[iCol]]; |
| 1437 | if (lo >= upper[iCol]*value) { |
| 1438 | value *= upper[iCol]; |
| 1439 | sum += value; |
| 1440 | lo -= value; |
| 1441 | colsol[iCol] = upper[iCol]; |
| 1442 | } else { |
| 1443 | value = lo / value; |
| 1444 | sum += lo; |
| 1445 | lo = 0.0; |
| 1446 | colsol[iCol] = value; |
| 1447 | model_->setColumnStatus(iCol, ClpSimplex::basic); |
| 1448 | basic = true; |
| 1449 | } |
| 1450 | if (lo < 1.0e-7) |
| 1451 | break; |
| 1452 | } |
| 1453 | } else if (up < 0.0) { |
| 1454 | // Use lo so coding is more similar |
| 1455 | lo = -up; |
| 1456 | // Add in negative |
| 1457 | iCol = negSlack[i]; |
| 1458 | while (iCol >= 0) { |
| 1459 | double value = -element[columnStart[iCol]]; |
| 1460 | ratio[n] = cost[iCol] / value; |
| 1461 | which[n++] = iCol; |
| 1462 | iCol = nextSlack[iCol]; |
| 1463 | } |
| 1464 | CoinSort_2(ratio, ratio + n, which); |
| 1465 | for (int i = 0; i < n; i++) { |
| 1466 | iCol = which[i]; |
| 1467 | double value = -element[columnStart[iCol]]; |
| 1468 | if (lo >= upper[iCol]*value) { |
| 1469 | value *= upper[iCol]; |
| 1470 | sum += value; |
| 1471 | lo -= value; |
| 1472 | colsol[iCol] = upper[iCol]; |
| 1473 | } else { |
| 1474 | value = lo / value; |
| 1475 | sum += lo; |
| 1476 | lo = 0.0; |
| 1477 | colsol[iCol] = value; |
| 1478 | model_->setColumnStatus(iCol, ClpSimplex::basic); |
| 1479 | basic = true; |
| 1480 | } |
| 1481 | if (lo < 1.0e-7) |
| 1482 | break; |
| 1483 | } |
| 1484 | } |
| 1485 | if (0) { |
| 1486 | double sum2 = 0.0; |
| 1487 | double x = 0.0; |
| 1488 | for (int k = 0; k < ncols; k++) { |
| 1489 | CoinBigIndex j; |
| 1490 | double value = colsol[k]; |
| 1491 | x += value * cost[k]; |
| 1492 | for (j = columnStart[k]; j < columnStart[k] + columnLength[k]; j++) { |
| 1493 | int irow = row[j]; |
| 1494 | if (irow == i) |
| 1495 | sum2 += element[j] * value; |
| 1496 | } |
| 1497 | } |
| 1498 | printf("after sum %g <= %g <= %g cost %.18g (sum = %g)\n" , |
| 1499 | rowlower[i], sum2, rowupper[i], x, sum); |
| 1500 | } |
| 1501 | rowsol[i] = sum; |
| 1502 | if (basic) { |
| 1503 | if (fabs(rowsol[i] - rowlower[i]) < fabs(rowsol[i] - rowupper[i])) |
| 1504 | model_->setRowStatus(i, ClpSimplex::atLowerBound); |
| 1505 | else |
| 1506 | model_->setRowStatus(i, ClpSimplex::atUpperBound); |
| 1507 | } |
| 1508 | } else { |
| 1509 | int n = 0; |
| 1510 | int iCol; |
| 1511 | iCol = posSlack[i]; |
| 1512 | while (iCol >= 0) { |
| 1513 | if (colsol[iCol] > lower[iCol] + 1.0e-8 && |
| 1514 | colsol[iCol] < upper[iCol] - 1.0e-8) { |
| 1515 | model_->setColumnStatus(iCol, ClpSimplex::basic); |
| 1516 | n++; |
| 1517 | } |
| 1518 | iCol = nextSlack[iCol]; |
| 1519 | } |
| 1520 | iCol = negSlack[i]; |
| 1521 | while (iCol >= 0) { |
| 1522 | if (colsol[iCol] > lower[iCol] + 1.0e-8 && |
| 1523 | colsol[iCol] < upper[iCol] - 1.0e-8) { |
| 1524 | model_->setColumnStatus(iCol, ClpSimplex::basic); |
| 1525 | n++; |
| 1526 | } |
| 1527 | iCol = nextSlack[iCol]; |
| 1528 | } |
| 1529 | if (n) { |
| 1530 | if (fabs(rowsol[i] - rowlower[i]) < fabs(rowsol[i] - rowupper[i])) |
| 1531 | model_->setRowStatus(i, ClpSimplex::atLowerBound); |
| 1532 | else |
| 1533 | model_->setRowStatus(i, ClpSimplex::atUpperBound); |
| 1534 | #ifdef CLP_INVESTIGATE |
| 1535 | if (n > 1) |
| 1536 | printf("%d basic on row %d!\n" , n, i); |
| 1537 | #endif |
| 1538 | } |
| 1539 | } |
| 1540 | } |
| 1541 | } |
| 1542 | delete [] ratio; |
| 1543 | delete [] which; |
| 1544 | #else |
| 1545 | for (i = 0; i < nrows; i++) { |
| 1546 | int n = 0; |
| 1547 | int iCol; |
| 1548 | iCol = posSlack[i]; |
| 1549 | while (iCol >= 0) { |
| 1550 | if (colsol[iCol] > lower[iCol] + 1.0e-8 && |
| 1551 | colsol[iCol] < upper[iCol] - 1.0e-8) { |
| 1552 | model_->setColumnStatus(iCol, ClpSimplex::basic); |
| 1553 | n++; |
| 1554 | } |
| 1555 | iCol = nextSlack[iCol]; |
| 1556 | } |
| 1557 | iCol = negSlack[i]; |
| 1558 | while (iCol >= 0) { |
| 1559 | if (colsol[iCol] > lower[iCol] + 1.0e-8 && |
| 1560 | colsol[iCol] < upper[iCol] - 1.0e-8) { |
| 1561 | model_->setColumnStatus(iCol, ClpSimplex::basic); |
| 1562 | n++; |
| 1563 | } |
| 1564 | iCol = nextSlack[iCol]; |
| 1565 | } |
| 1566 | if (n) { |
| 1567 | if (fabs(rowsol[i] - rowlower[i]) < fabs(rowsol[i] - rowupper[i])) |
| 1568 | model_->setRowStatus(i, ClpSimplex::atLowerBound); |
| 1569 | else |
| 1570 | model_->setRowStatus(i, ClpSimplex::atUpperBound); |
| 1571 | #ifdef CLP_INVESTIGATE |
| 1572 | if (n > 1) |
| 1573 | printf("%d basic on row %d!\n" , n, i); |
| 1574 | #endif |
| 1575 | } |
| 1576 | } |
| 1577 | #endif |
| 1578 | } |
| 1579 | double maxmin; |
| 1580 | if (model_->getObjSense() == -1.0) { |
| 1581 | maxmin = -1.0; |
| 1582 | } else { |
| 1583 | maxmin = 1.0; |
| 1584 | } |
| 1585 | bool justValuesPass = majorIterations_ > 1000000; |
| 1586 | if (slackStart >= 0) { |
| 1587 | for (i = 0; i < nrows; i++) { |
| 1588 | model_->setRowStatus(i, ClpSimplex::superBasic); |
| 1589 | } |
| 1590 | for (i = slackStart; i < slackEnd; i++) { |
| 1591 | model_->setColumnStatus(i, ClpSimplex::basic); |
| 1592 | } |
| 1593 | } else { |
| 1594 | /* still try and put singletons rather than artificials in basis */ |
| 1595 | int ninbas = 0; |
| 1596 | for (i = 0; i < nrows; i++) { |
| 1597 | model_->setRowStatus(i, ClpSimplex::basic); |
| 1598 | } |
| 1599 | for (i = 0; i < ncols; i++) { |
| 1600 | if (columnLength[i] == 1 && upper[i] > lower[i] + 1.0e-5) { |
| 1601 | CoinBigIndex j = columnStart[i]; |
| 1602 | double value = element[j]; |
| 1603 | int irow = row[j]; |
| 1604 | double rlo = rowlower[irow]; |
| 1605 | double rup = rowupper[irow]; |
| 1606 | double clo = lower[i]; |
| 1607 | double cup = upper[i]; |
| 1608 | double csol = colsol[i]; |
| 1609 | /* adjust towards feasibility */ |
| 1610 | double move = 0.0; |
| 1611 | if (rowsol[irow] > rup) { |
| 1612 | move = (rup - rowsol[irow]) / value; |
| 1613 | if (value > 0.0) { |
| 1614 | /* reduce */ |
| 1615 | if (csol + move < clo) move = CoinMin(0.0, clo - csol); |
| 1616 | } else { |
| 1617 | /* increase */ |
| 1618 | if (csol + move > cup) move = CoinMax(0.0, cup - csol); |
| 1619 | } |
| 1620 | } else if (rowsol[irow] < rlo) { |
| 1621 | move = (rlo - rowsol[irow]) / value; |
| 1622 | if (value > 0.0) { |
| 1623 | /* increase */ |
| 1624 | if (csol + move > cup) move = CoinMax(0.0, cup - csol); |
| 1625 | } else { |
| 1626 | /* reduce */ |
| 1627 | if (csol + move < clo) move = CoinMin(0.0, clo - csol); |
| 1628 | } |
| 1629 | } else { |
| 1630 | /* move to improve objective */ |
| 1631 | if (cost[i]*maxmin > 0.0) { |
| 1632 | if (value > 0.0) { |
| 1633 | move = (rlo - rowsol[irow]) / value; |
| 1634 | /* reduce */ |
| 1635 | if (csol + move < clo) move = CoinMin(0.0, clo - csol); |
| 1636 | } else { |
| 1637 | move = (rup - rowsol[irow]) / value; |
| 1638 | /* increase */ |
| 1639 | if (csol + move > cup) move = CoinMax(0.0, cup - csol); |
| 1640 | } |
| 1641 | } else if (cost[i]*maxmin < 0.0) { |
| 1642 | if (value > 0.0) { |
| 1643 | move = (rup - rowsol[irow]) / value; |
| 1644 | /* increase */ |
| 1645 | if (csol + move > cup) move = CoinMax(0.0, cup - csol); |
| 1646 | } else { |
| 1647 | move = (rlo - rowsol[irow]) / value; |
| 1648 | /* reduce */ |
| 1649 | if (csol + move < clo) move = CoinMin(0.0, clo - csol); |
| 1650 | } |
| 1651 | } |
| 1652 | } |
| 1653 | rowsol[irow] += move * value; |
| 1654 | colsol[i] += move; |
| 1655 | /* put in basis if row was artificial */ |
| 1656 | if (rup - rlo < 1.0e-7 && model_->getRowStatus(irow) == ClpSimplex::basic) { |
| 1657 | model_->setRowStatus(irow, ClpSimplex::superBasic); |
| 1658 | model_->setColumnStatus(i, ClpSimplex::basic); |
| 1659 | ninbas++; |
| 1660 | } |
| 1661 | } |
| 1662 | } |
| 1663 | /*printf("%d in basis\n",ninbas);*/ |
| 1664 | } |
| 1665 | bool wantVector = false; |
| 1666 | if (dynamic_cast< ClpPackedMatrix*>(model_->clpMatrix())) { |
| 1667 | // See if original wanted vector |
| 1668 | ClpPackedMatrix * clpMatrixO = dynamic_cast< ClpPackedMatrix*>(model_->clpMatrix()); |
| 1669 | wantVector = clpMatrixO->wantsSpecialColumnCopy(); |
| 1670 | } |
| 1671 | if (addAll < 3) { |
| 1672 | ClpPresolve pinfo; |
| 1673 | if (presolve) { |
| 1674 | if (allowInfeasible) { |
| 1675 | // fix up so will be feasible |
| 1676 | double * rhs = new double[nrows]; |
| 1677 | memset(rhs, 0, nrows * sizeof(double)); |
| 1678 | model_->clpMatrix()->times(1.0, colsol, rhs); |
| 1679 | double * rowupper = model_->rowUpper(); |
| 1680 | double * rowlower = model_->rowLower(); |
| 1681 | saveRowUpper = CoinCopyOfArray(rowupper, nrows); |
| 1682 | saveRowLower = CoinCopyOfArray(rowlower, nrows); |
| 1683 | double sum = 0.0; |
| 1684 | for (i = 0; i < nrows; i++) { |
| 1685 | if (rhs[i] > rowupper[i]) { |
| 1686 | sum += rhs[i] - rowupper[i]; |
| 1687 | rowupper[i] = rhs[i]; |
| 1688 | } |
| 1689 | if (rhs[i] < rowlower[i]) { |
| 1690 | sum += rowlower[i] - rhs[i]; |
| 1691 | rowlower[i] = rhs[i]; |
| 1692 | } |
| 1693 | } |
| 1694 | COIN_DETAIL_PRINT(printf("sum of infeasibilities %g\n" , sum)); |
| 1695 | delete [] rhs; |
| 1696 | } |
| 1697 | saveModel = model_; |
| 1698 | pinfo.setPresolveActions(pinfo.presolveActions() | 16384); |
| 1699 | model_ = pinfo.presolvedModel(*model_, 1.0e-8, false, 5); |
| 1700 | } |
| 1701 | if (model_) { |
| 1702 | if (!wantVector) { |
| 1703 | //#define TWO_GOES |
| 1704 | #ifndef TWO_GOES |
| 1705 | model_->primal(justValuesPass ? 2 : 1); |
| 1706 | #else |
| 1707 | model_->primal(1 + 11); |
| 1708 | #endif |
| 1709 | } else { |
| 1710 | ClpMatrixBase * matrix = model_->clpMatrix(); |
| 1711 | ClpPackedMatrix * clpMatrix = dynamic_cast< ClpPackedMatrix*>(matrix); |
| 1712 | assert (clpMatrix); |
| 1713 | clpMatrix->makeSpecialColumnCopy(); |
| 1714 | model_->primal(1); |
| 1715 | clpMatrix->releaseSpecialColumnCopy(); |
| 1716 | } |
| 1717 | if (presolve) { |
| 1718 | pinfo.postsolve(true); |
| 1719 | delete model_; |
| 1720 | model_ = saveModel; |
| 1721 | saveModel = NULL; |
| 1722 | } |
| 1723 | } else { |
| 1724 | // not feasible |
| 1725 | addAll = 1; |
| 1726 | presolve = 0; |
| 1727 | model_ = saveModel; |
| 1728 | saveModel = NULL; |
| 1729 | if (justValuesPass) |
| 1730 | model_->primal(2); |
| 1731 | } |
| 1732 | if (allowInfeasible) { |
| 1733 | CoinMemcpyN(saveRowUpper, nrows, model_->rowUpper()); |
| 1734 | CoinMemcpyN(saveRowLower, nrows, model_->rowLower()); |
| 1735 | delete [] saveRowUpper; |
| 1736 | delete [] saveRowLower; |
| 1737 | saveRowUpper = NULL; |
| 1738 | saveRowLower = NULL; |
| 1739 | } |
| 1740 | if (addAll < 2) { |
| 1741 | n = 0; |
| 1742 | if (!addAll ) { |
| 1743 | /* could do scans to get a good number */ |
| 1744 | iteration = 1; |
| 1745 | for (i = ordStart; i < ordEnd; i++) { |
| 1746 | if (whenUsed[i] >= iteration) { |
| 1747 | if (upper[i] - lower[i] < 1.0e-5 && saveUpper[i] - saveLower[i] > 1.0e-5) { |
| 1748 | n++; |
| 1749 | upper[i] = saveUpper[i]; |
| 1750 | lower[i] = saveLower[i]; |
| 1751 | } |
| 1752 | } |
| 1753 | } |
| 1754 | } else { |
| 1755 | for (i = ordStart; i < ordEnd; i++) { |
| 1756 | if (upper[i] - lower[i] < 1.0e-5 && saveUpper[i] - saveLower[i] > 1.0e-5) { |
| 1757 | n++; |
| 1758 | upper[i] = saveUpper[i]; |
| 1759 | lower[i] = saveLower[i]; |
| 1760 | } |
| 1761 | } |
| 1762 | delete [] saveUpper; |
| 1763 | delete [] saveLower; |
| 1764 | saveUpper = NULL; |
| 1765 | saveLower = NULL; |
| 1766 | } |
| 1767 | #ifdef COIN_DEVELOP |
| 1768 | printf("Time so far %g, %d now added from previous iterations\n" , |
| 1769 | CoinCpuTime() - startTime, n); |
| 1770 | #endif |
| 1771 | if (justValuesPass) |
| 1772 | return; |
| 1773 | if (addAll) |
| 1774 | presolve = 0; |
| 1775 | if (presolve) { |
| 1776 | saveModel = model_; |
| 1777 | model_ = pinfo.presolvedModel(*model_, 1.0e-8, false, 5); |
| 1778 | } else { |
| 1779 | presolve = 0; |
| 1780 | } |
| 1781 | if (!wantVector) { |
| 1782 | model_->primal(1); |
| 1783 | } else { |
| 1784 | ClpMatrixBase * matrix = model_->clpMatrix(); |
| 1785 | ClpPackedMatrix * clpMatrix = dynamic_cast< ClpPackedMatrix*>(matrix); |
| 1786 | assert (clpMatrix); |
| 1787 | clpMatrix->makeSpecialColumnCopy(); |
| 1788 | model_->primal(1); |
| 1789 | clpMatrix->releaseSpecialColumnCopy(); |
| 1790 | } |
| 1791 | if (presolve) { |
| 1792 | pinfo.postsolve(true); |
| 1793 | delete model_; |
| 1794 | model_ = saveModel; |
| 1795 | saveModel = NULL; |
| 1796 | } |
| 1797 | if (!addAll) { |
| 1798 | n = 0; |
| 1799 | for (i = ordStart; i < ordEnd; i++) { |
| 1800 | if (upper[i] - lower[i] < 1.0e-5 && saveUpper[i] - saveLower[i] > 1.0e-5) { |
| 1801 | n++; |
| 1802 | upper[i] = saveUpper[i]; |
| 1803 | lower[i] = saveLower[i]; |
| 1804 | } |
| 1805 | } |
| 1806 | delete [] saveUpper; |
| 1807 | delete [] saveLower; |
| 1808 | saveUpper = NULL; |
| 1809 | saveLower = NULL; |
| 1810 | #ifdef COIN_DEVELOP |
| 1811 | printf("Time so far %g, %d now added from previous iterations\n" , |
| 1812 | CoinCpuTime() - startTime, n); |
| 1813 | #endif |
| 1814 | } |
| 1815 | if (presolve) { |
| 1816 | saveModel = model_; |
| 1817 | model_ = pinfo.presolvedModel(*model_, 1.0e-8, false, 5); |
| 1818 | } else { |
| 1819 | presolve = 0; |
| 1820 | } |
| 1821 | if (!wantVector) { |
| 1822 | model_->primal(1); |
| 1823 | } else { |
| 1824 | ClpMatrixBase * matrix = model_->clpMatrix(); |
| 1825 | ClpPackedMatrix * clpMatrix = dynamic_cast< ClpPackedMatrix*>(matrix); |
| 1826 | assert (clpMatrix); |
| 1827 | clpMatrix->makeSpecialColumnCopy(); |
| 1828 | model_->primal(1); |
| 1829 | clpMatrix->releaseSpecialColumnCopy(); |
| 1830 | } |
| 1831 | if (presolve) { |
| 1832 | pinfo.postsolve(true); |
| 1833 | delete model_; |
| 1834 | model_ = saveModel; |
| 1835 | saveModel = NULL; |
| 1836 | } |
| 1837 | } |
| 1838 | #ifdef COIN_DEVELOP |
| 1839 | printf("Total time in crossover %g\n" , CoinCpuTime() - startTime); |
| 1840 | #endif |
| 1841 | delete [] saveUpper; |
| 1842 | delete [] saveLower; |
| 1843 | } |
| 1844 | #ifdef FEB_TRY |
| 1845 | model_->setSpecialOptions(saveOptions); |
| 1846 | model_->setPerturbation(savePerturbation); |
| 1847 | #endif |
| 1848 | return ; |
| 1849 | } |
| 1850 | #endif |
| 1851 | /*****************************************************************************/ |
| 1852 | |
| 1853 | // Default contructor |
| 1854 | Idiot::Idiot() |
| 1855 | { |
| 1856 | model_ = NULL; |
| 1857 | maxBigIts_ = 3; |
| 1858 | maxIts_ = 5; |
| 1859 | logLevel_ = 1; |
| 1860 | logFreq_ = 100; |
| 1861 | maxIts2_ = 100; |
| 1862 | djTolerance_ = 1e-1; |
| 1863 | mu_ = 1e-4; |
| 1864 | drop_ = 5.0; |
| 1865 | exitDrop_ = -1.0e20; |
| 1866 | muFactor_ = 0.3333; |
| 1867 | stopMu_ = 1e-12; |
| 1868 | smallInfeas_ = 1e-1; |
| 1869 | reasonableInfeas_ = 1e2; |
| 1870 | muAtExit_ = 1.0e31; |
| 1871 | strategy_ = 8; |
| 1872 | lambdaIterations_ = 0; |
| 1873 | checkFrequency_ = 100; |
| 1874 | whenUsed_ = NULL; |
| 1875 | majorIterations_ = 30; |
| 1876 | exitFeasibility_ = -1.0; |
| 1877 | dropEnoughFeasibility_ = 0.02; |
| 1878 | dropEnoughWeighted_ = 0.01; |
| 1879 | // adjust |
| 1880 | double nrows = 10000.0; |
| 1881 | int baseIts = static_cast<int> (sqrt(static_cast<double>(nrows))); |
| 1882 | baseIts = baseIts / 10; |
| 1883 | baseIts *= 10; |
| 1884 | maxIts2_ = 200 + baseIts + 5; |
| 1885 | maxIts2_ = 100; |
| 1886 | reasonableInfeas_ = static_cast<double> (nrows) * 0.05; |
| 1887 | lightWeight_ = 0; |
| 1888 | } |
| 1889 | // Constructor from model |
| 1890 | Idiot::Idiot(OsiSolverInterface &model) |
| 1891 | { |
| 1892 | model_ = & model; |
| 1893 | maxBigIts_ = 3; |
| 1894 | maxIts_ = 5; |
| 1895 | logLevel_ = 1; |
| 1896 | logFreq_ = 100; |
| 1897 | maxIts2_ = 100; |
| 1898 | djTolerance_ = 1e-1; |
| 1899 | mu_ = 1e-4; |
| 1900 | drop_ = 5.0; |
| 1901 | exitDrop_ = -1.0e20; |
| 1902 | muFactor_ = 0.3333; |
| 1903 | stopMu_ = 1e-12; |
| 1904 | smallInfeas_ = 1e-1; |
| 1905 | reasonableInfeas_ = 1e2; |
| 1906 | muAtExit_ = 1.0e31; |
| 1907 | strategy_ = 8; |
| 1908 | lambdaIterations_ = 0; |
| 1909 | checkFrequency_ = 100; |
| 1910 | whenUsed_ = NULL; |
| 1911 | majorIterations_ = 30; |
| 1912 | exitFeasibility_ = -1.0; |
| 1913 | dropEnoughFeasibility_ = 0.02; |
| 1914 | dropEnoughWeighted_ = 0.01; |
| 1915 | // adjust |
| 1916 | double nrows; |
| 1917 | if (model_) |
| 1918 | nrows = model_->getNumRows(); |
| 1919 | else |
| 1920 | nrows = 10000.0; |
| 1921 | int baseIts = static_cast<int> (sqrt(static_cast<double>(nrows))); |
| 1922 | baseIts = baseIts / 10; |
| 1923 | baseIts *= 10; |
| 1924 | maxIts2_ = 200 + baseIts + 5; |
| 1925 | maxIts2_ = 100; |
| 1926 | reasonableInfeas_ = static_cast<double> (nrows) * 0.05; |
| 1927 | lightWeight_ = 0; |
| 1928 | } |
| 1929 | // Copy constructor. |
| 1930 | Idiot::Idiot(const Idiot &rhs) |
| 1931 | { |
| 1932 | model_ = rhs.model_; |
| 1933 | if (model_ && rhs.whenUsed_) { |
| 1934 | int numberColumns = model_->getNumCols(); |
| 1935 | whenUsed_ = new int [numberColumns]; |
| 1936 | CoinMemcpyN(rhs.whenUsed_, numberColumns, whenUsed_); |
| 1937 | } else { |
| 1938 | whenUsed_ = NULL; |
| 1939 | } |
| 1940 | djTolerance_ = rhs.djTolerance_; |
| 1941 | mu_ = rhs.mu_; |
| 1942 | drop_ = rhs.drop_; |
| 1943 | muFactor_ = rhs.muFactor_; |
| 1944 | stopMu_ = rhs.stopMu_; |
| 1945 | smallInfeas_ = rhs.smallInfeas_; |
| 1946 | reasonableInfeas_ = rhs.reasonableInfeas_; |
| 1947 | exitDrop_ = rhs.exitDrop_; |
| 1948 | muAtExit_ = rhs.muAtExit_; |
| 1949 | exitFeasibility_ = rhs.exitFeasibility_; |
| 1950 | dropEnoughFeasibility_ = rhs.dropEnoughFeasibility_; |
| 1951 | dropEnoughWeighted_ = rhs.dropEnoughWeighted_; |
| 1952 | maxBigIts_ = rhs.maxBigIts_; |
| 1953 | maxIts_ = rhs.maxIts_; |
| 1954 | majorIterations_ = rhs.majorIterations_; |
| 1955 | logLevel_ = rhs.logLevel_; |
| 1956 | logFreq_ = rhs.logFreq_; |
| 1957 | checkFrequency_ = rhs.checkFrequency_; |
| 1958 | lambdaIterations_ = rhs.lambdaIterations_; |
| 1959 | maxIts2_ = rhs.maxIts2_; |
| 1960 | strategy_ = rhs.strategy_; |
| 1961 | lightWeight_ = rhs.lightWeight_; |
| 1962 | } |
| 1963 | // Assignment operator. This copies the data |
| 1964 | Idiot & |
| 1965 | Idiot::operator=(const Idiot & rhs) |
| 1966 | { |
| 1967 | if (this != &rhs) { |
| 1968 | delete [] whenUsed_; |
| 1969 | model_ = rhs.model_; |
| 1970 | if (model_ && rhs.whenUsed_) { |
| 1971 | int numberColumns = model_->getNumCols(); |
| 1972 | whenUsed_ = new int [numberColumns]; |
| 1973 | CoinMemcpyN(rhs.whenUsed_, numberColumns, whenUsed_); |
| 1974 | } else { |
| 1975 | whenUsed_ = NULL; |
| 1976 | } |
| 1977 | djTolerance_ = rhs.djTolerance_; |
| 1978 | mu_ = rhs.mu_; |
| 1979 | drop_ = rhs.drop_; |
| 1980 | muFactor_ = rhs.muFactor_; |
| 1981 | stopMu_ = rhs.stopMu_; |
| 1982 | smallInfeas_ = rhs.smallInfeas_; |
| 1983 | reasonableInfeas_ = rhs.reasonableInfeas_; |
| 1984 | exitDrop_ = rhs.exitDrop_; |
| 1985 | muAtExit_ = rhs.muAtExit_; |
| 1986 | exitFeasibility_ = rhs.exitFeasibility_; |
| 1987 | dropEnoughFeasibility_ = rhs.dropEnoughFeasibility_; |
| 1988 | dropEnoughWeighted_ = rhs.dropEnoughWeighted_; |
| 1989 | maxBigIts_ = rhs.maxBigIts_; |
| 1990 | maxIts_ = rhs.maxIts_; |
| 1991 | majorIterations_ = rhs.majorIterations_; |
| 1992 | logLevel_ = rhs.logLevel_; |
| 1993 | logFreq_ = rhs.logFreq_; |
| 1994 | checkFrequency_ = rhs.checkFrequency_; |
| 1995 | lambdaIterations_ = rhs.lambdaIterations_; |
| 1996 | maxIts2_ = rhs.maxIts2_; |
| 1997 | strategy_ = rhs.strategy_; |
| 1998 | lightWeight_ = rhs.lightWeight_; |
| 1999 | } |
| 2000 | return *this; |
| 2001 | } |
| 2002 | Idiot::~Idiot() |
| 2003 | { |
| 2004 | delete [] whenUsed_; |
| 2005 | } |
| 2006 | |