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add cancellations
Signed-off-by: Lev Nachmanson <levnach@hotmail.com> syntax errors Signed-off-by: Lev Nachmanson <levnach@microsoft.com> use std::vector instead of vector in cut_solver temporarily Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix in is_upper_bound, is_lower_bound Signed-off-by: Lev Nachmanson <levnach@hotmail.com> add bound() for polynomial, needs more testing Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on resolve Signed-off-by: Lev Nachmanson <levnach@microsoft.com> implement resolve() Signed-off-by: Lev Nachmanson <levnach@microsoft.com> implement improves() Signed-off-by: Lev Nachmanson <levnach@hotmail.com> replace low_bound by lower_bound Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> better printing in cut_solver.h Signed-off-by: Lev Nachmanson <levnach@hotmail.com> add value vector to cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on bound propagaion for cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> bound propagation for integer inequalites Signed-off-by: Lev Nachmanson <levnach@hotmail.com> bound propagation for integer inequalites Signed-off-by: Lev Nachmanson <levnach@hotmail.com> bound propagattions on integers Signed-off-by: Lev Nachmanson <levnach@hotmail.com> adding m_explanation field to cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> simplify bound propagation in cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> calculate conflict explanation Signed-off-by: Lev Nachmanson <levnach@hotmail.com> change m_explanation type to a set Signed-off-by: Lev Nachmanson <levnach@hotmail.com> making cut_solver a member of int_solver, missing push/pop support Signed-off-by: Lev Nachmanson <levnach@hotmail.com> Nikolaj's comments Signed-off-by: Lev Nachmanson <levnach@hotmail.com> Nikolaj's comments Signed-off-by: Lev Nachmanson <levnach@hotmail.com> return explanations from cut_solver and hook up push/pop Signed-off-by: Lev Nachmanson <levnach@hotmail.com> hook up push/pop Signed-off-by: Lev Nachmanson <levnach@hotmail.com> using resize of std::vector Signed-off-by: Lev Nachmanson <levnach@hotmail.com> it is a big squashed commit Signed-off-by: Lev Nachmanson <levnach@hotmail.com> rename hpp to cpp Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fixes in push/pop of cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> return simple inequalities a part of a conflict Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on propagation and the main loop Signed-off-by: Lev Nachmanson <levnach@hotmail.com> add file Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> init m_v[j], the var values only when j is fixed Signed-off-by: Lev Nachmanson <levnach@hotmail.com> cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> handle decide in cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> start on resolve_conflict Signed-off-by: Lev Nachmanson <levnach@hotmail.com> start on resolve_conflict Signed-off-by: Lev Nachmanson <levnach@hotmail.com> remove cut_solver_def.h Signed-off-by: Lev Nachmanson <levnach@hotmail.com> in the middle Signed-off-by: Lev Nachmanson <levnach@hotmail.com> change signature of resolve Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix the domain of the decided var Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on tightening of ineqs Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on tight ineqs Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on tightening Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on tightening Signed-off-by: Lev Nachmanson <levnach@hotmail.com> resolve conflict Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix in usage of resolve() Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on conflict resolution Signed-off-by: Lev Nachmanson <levnach@hotmail.com> cut_solver is not a template Signed-off-by: Lev Nachmanson <levnach@hotmail.com> represent var_info as a class, not a struct Signed-off-by: Lev Nachmanson <levnach@hotmail.com> make literal a class Signed-off-by: Lev Nachmanson <levnach@hotmail.com> better resolve_conflict scheme, and switch to *constraints in literals Signed-off-by: Lev Nachmanson <levnach@hotmail.com> debug conflict resolution in cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> switch to vector Signed-off-by: Lev Nachmanson <levnach@hotmail.com> remove nondetermenistic behavior from cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> debug resolve conflict Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix backjump Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix backjump Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix backjump Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix backjump Signed-off-by: Lev Nachmanson <levnach@hotmail.com> dumb explanation Signed-off-by: Lev Nachmanson <levnach@hotmail.com> get rid of a parameter Signed-off-by: Lev Nachmanson <levnach@hotmail.com> add lemmas origins Signed-off-by: Lev Nachmanson <levnach@hotmail.com> use lemma_origins to provide correct explanations Signed-off-by: Lev Nachmanson <levnach@hotmail.com> use lemma_origins to provide correct explanations Signed-off-by: Lev Nachmanson <levnach@hotmail.com> store lemmas in a separate vector Signed-off-by: Lev Nachmanson <levnach@hotmail.com> use std::unordered_set for m_dependent_constraints Signed-off-by: Lev Nachmanson <levnach@hotmail.com> use std::unordered_set for m_dependent_constraints Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix bugs with lemmas Signed-off-by: Lev Nachmanson <levnach@hotmail.com> finding conflicting cores Signed-off-by: Lev Nachmanson <levnach@hotmail.com> switch from changed variables to active_set Signed-off-by: Lev Nachmanson <levnach@hotmail.com> less active constraints Signed-off-by: Lev Nachmanson <levnach@hotmail.com> work on cut_solver.h Signed-off-by: Lev Nachmanson <levnach@hotmail.com> propagate simple constraing immediately Signed-off-by: Lev Nachmanson <levnach@hotmail.com> propagate simple constraints immediately Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fixing bugs with active set Signed-off-by: Lev Nachmanson <levnach@hotmail.com> remove const_cast Signed-off-by: Lev Nachmanson <levnach@hotmail.com> towards unbounded variables Signed-off-by: Lev Nachmanson <levnach@hotmail.com> toward unbounded variables Signed-off-by: Lev Nachmanson <levnach@hotmail.com> toward unbounded variables Signed-off-by: Lev Nachmanson <levnach@hotmail.com> make lemmas_origins a set Signed-off-by: Lev Nachmanson <levnach@hotmail.com> use correct hash and equal in m_lemma_origins Signed-off-by: Lev Nachmanson <levnach@hotmail.com> add testing code Signed-off-by: Lev Nachmanson <levnach@hotmail.com> add testing code Signed-off-by: Lev Nachmanson <levnach@hotmail.com> debug Signed-off-by: Lev Nachmanson <levnach@hotmail.com> debug unlimited vars Signed-off-by: Lev Nachmanson <levnach@hotmail.com> take in Nikolaj's comments and improvements Signed-off-by: Lev Nachmanson <levnach@hotmail.com> address the comments Signed-off-by: Lev Nachmanson <levnach@hotmail.com> handle unlimited vars in check_inconsistent Signed-off-by: Lev Nachmanson <levnach@hotmail.com> debug Signed-off-by: Lev Nachmanson <levnach@hotmail.com> detect trivial polynomials in resolve Signed-off-by: Lev Nachmanson <levnach@hotmail.com> Nikolaj's changes Signed-off-by: Lev Nachmanson <levnach@hotmail.com> simplify handling of m_global_bound_var Signed-off-by: Lev Nachmanson <levnach@hotmail.com> decide on m_global_bound_var if it is not fixed Signed-off-by: Lev Nachmanson <levnach@hotmail.com> simplify m_global_bound_var Signed-off-by: Lev Nachmanson <levnach@hotmail.com> remove m_global_bound_var, simplify the indexing of var_infos of cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> do not run cut_solver with vars without any bound Signed-off-by: Lev Nachmanson <levnach@hotmail.com> small changes Signed-off-by: Lev Nachmanson <levnach@hotmail.com> add cancellation in cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> do not pop lemmas during a cut_solver run Signed-off-by: Lev Nachmanson <levnach@hotmail.com> treating cut_solver as an heurisitic Signed-off-by: Lev Nachmanson <levnach@hotmail.com> prepare for cut_solver returning undef Signed-off-by: Lev Nachmanson <levnach@hotmail.com> simplify work with active_set in cut_solver, add stats Signed-off-by: Lev Nachmanson <levnach@hotmail.com> simplify var_info literals Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix a bug in fill_conflict_explanation Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix a bug in the conflict explanation Signed-off-by: Lev Nachmanson <levnach@hotmail.com> add timeout to validate_* in theory_lra.cpp Signed-off-by: Lev Nachmanson <levnach@hotmail.com> simplify cut_solver, no special treatment for simple constraints Signed-off-by: Lev Nachmanson <levnach@hotmail.com> cleanup the cancel story Signed-off-by: Lev Nachmanson <levnach@hotmail.com> cleanup cancelling Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix a bug in push/pop of cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> extract a method in int_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> some progress with the new scheme Signed-off-by: Lev Nachmanson <levnach@hotmail.com> add testing code Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fixes in test and in literal creation Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix a bug in bound propagation in cut_solver.h Signed-off-by: Lev Nachmanson <levnach@hotmail.com> simplify cut_solver Signed-off-by: Lev Nachmanson <levnach@hotmail.com> provide valid conflict explanation Signed-off-by: Lev Nachmanson <levnach@hotmail.com> use a lazy push in stacked_map Signed-off-by: Lev Nachmanson <levnach@hotmail.com> use a lazy push in stacked_map Signed-off-by: Lev Nachmanson <levnach@hotmail.com> optimize stack operations on var_info's domains Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fix a bug in tightening Signed-off-by: Lev Nachmanson <levnach@hotmail.com> use the standard tactics from qflia_tactic Signed-off-by: Lev Nachmanson <levnach@hotmail.com> spread the var domain stack over literals Signed-off-by: Lev Nachmanson <levnach@hotmail.com> spread the var domain stack over literals Signed-off-by: Lev Nachmanson <levnach@hotmail.com> avoid cycling in cut_solver.h and fixes in push/pop Signed-off-by: Lev Nachmanson <levnach@hotmail.com> fixes after rebase Signed-off-by: Lev Nachmanson <levnach@hotmail.com>
This commit is contained in:
Lev Nachmanson
parent
58ca4518e5
commit
6202b2f2e4
103 changed files with 7035 additions and 5106 deletions
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/*++
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Copyright (c) 2017 Microsoft Corporation
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Module Name:
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<name>
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Abstract:
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<abstract>
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Author:
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Lev Nachmanson (levnach)
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Revision History:
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--*/
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#include "util/lp/lp_dual_simplex.h"
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namespace lp{
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template <typename T, typename X> void lp_dual_simplex<T, X>::decide_on_status_after_stage1() {
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switch (m_core_solver->get_status()) {
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case lp_status::OPTIMAL:
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if (this->m_settings.abs_val_is_smaller_than_artificial_tolerance(m_core_solver->get_cost())) {
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this->m_status = lp_status::FEASIBLE;
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} else {
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this->m_status = lp_status::UNBOUNDED;
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}
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break;
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case lp_status::DUAL_UNBOUNDED:
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lp_unreachable();
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case lp_status::ITERATIONS_EXHAUSTED:
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this->m_status = lp_status::ITERATIONS_EXHAUSTED;
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break;
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case lp_status::TIME_EXHAUSTED:
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this->m_status = lp_status::TIME_EXHAUSTED;
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break;
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case lp_status::FLOATING_POINT_ERROR:
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this->m_status = lp_status::FLOATING_POINT_ERROR;
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break;
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default:
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lp_unreachable();
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}
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}
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template <typename T, typename X> void lp_dual_simplex<T, X>::fix_logical_for_stage2(unsigned j) {
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lp_assert(j >= this->number_of_core_structurals());
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switch (m_column_types_of_logicals[j - this->number_of_core_structurals()]) {
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case column_type::low_bound:
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m_low_bounds[j] = numeric_traits<T>::zero();
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m_column_types_of_core_solver[j] = column_type::low_bound;
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m_can_enter_basis[j] = true;
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break;
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case column_type::fixed:
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this->m_upper_bounds[j] = m_low_bounds[j] = numeric_traits<T>::zero();
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m_column_types_of_core_solver[j] = column_type::fixed;
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m_can_enter_basis[j] = false;
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break;
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default:
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lp_unreachable();
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}
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}
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template <typename T, typename X> void lp_dual_simplex<T, X>::fix_structural_for_stage2(unsigned j) {
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column_info<T> * ci = this->m_map_from_var_index_to_column_info[this->m_core_solver_columns_to_external_columns[j]];
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switch (ci->get_column_type()) {
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case column_type::low_bound:
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m_low_bounds[j] = numeric_traits<T>::zero();
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m_column_types_of_core_solver[j] = column_type::low_bound;
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m_can_enter_basis[j] = true;
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break;
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case column_type::fixed:
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case column_type::upper_bound:
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lp_unreachable();
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case column_type::boxed:
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this->m_upper_bounds[j] = ci->get_adjusted_upper_bound() / this->m_column_scale[j];
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m_low_bounds[j] = numeric_traits<T>::zero();
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m_column_types_of_core_solver[j] = column_type::boxed;
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m_can_enter_basis[j] = true;
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break;
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case column_type::free_column:
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m_can_enter_basis[j] = true;
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m_column_types_of_core_solver[j] = column_type::free_column;
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break;
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default:
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lp_unreachable();
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}
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// T cost_was = this->m_costs[j];
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this->set_scaled_cost(j);
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}
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template <typename T, typename X> void lp_dual_simplex<T, X>::unmark_boxed_and_fixed_columns_and_fix_structural_costs() {
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unsigned j = this->m_A->column_count();
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while (j-- > this->number_of_core_structurals()) {
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fix_logical_for_stage2(j);
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}
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j = this->number_of_core_structurals();
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while (j--) {
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fix_structural_for_stage2(j);
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}
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}
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template <typename T, typename X> void lp_dual_simplex<T, X>::restore_right_sides() {
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unsigned i = this->m_A->row_count();
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while (i--) {
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this->m_b[i] = m_b_copy[i];
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}
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}
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template <typename T, typename X> void lp_dual_simplex<T, X>::solve_for_stage2() {
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m_core_solver->restore_non_basis();
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m_core_solver->solve_yB(m_core_solver->m_y);
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m_core_solver->fill_reduced_costs_from_m_y_by_rows();
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m_core_solver->start_with_initial_basis_and_make_it_dual_feasible();
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m_core_solver->set_status(lp_status::FEASIBLE);
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m_core_solver->solve();
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switch (m_core_solver->get_status()) {
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case lp_status::OPTIMAL:
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this->m_status = lp_status::OPTIMAL;
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break;
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case lp_status::DUAL_UNBOUNDED:
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this->m_status = lp_status::INFEASIBLE;
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break;
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case lp_status::TIME_EXHAUSTED:
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this->m_status = lp_status::TIME_EXHAUSTED;
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break;
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case lp_status::FLOATING_POINT_ERROR:
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this->m_status = lp_status::FLOATING_POINT_ERROR;
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break;
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default:
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lp_unreachable();
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}
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this->m_second_stage_iterations = m_core_solver->total_iterations();
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this->m_total_iterations = (this->m_first_stage_iterations + this->m_second_stage_iterations);
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}
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template <typename T, typename X> void lp_dual_simplex<T, X>::fill_x_with_zeros() {
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unsigned j = this->m_A->column_count();
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while (j--) {
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this->m_x[j] = numeric_traits<T>::zero();
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}
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}
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template <typename T, typename X> void lp_dual_simplex<T, X>::stage1() {
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lp_assert(m_core_solver == nullptr);
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this->m_x.resize(this->m_A->column_count(), numeric_traits<T>::zero());
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if (this->m_settings.get_message_ostream() != nullptr)
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this->print_statistics_on_A(*this->m_settings.get_message_ostream());
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m_core_solver = new lp_dual_core_solver<T, X>(
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*this->m_A,
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m_can_enter_basis,
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this->m_b, // the right side vector
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this->m_x,
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this->m_basis,
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this->m_nbasis,
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this->m_heading,
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this->m_costs,
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this->m_column_types_of_core_solver,
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this->m_low_bounds,
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this->m_upper_bounds,
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this->m_settings,
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*this);
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m_core_solver->fill_reduced_costs_from_m_y_by_rows();
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m_core_solver->start_with_initial_basis_and_make_it_dual_feasible();
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if (this->m_settings.abs_val_is_smaller_than_artificial_tolerance(m_core_solver->get_cost())) {
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// skipping stage 1
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m_core_solver->set_status(lp_status::OPTIMAL);
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m_core_solver->set_total_iterations(0);
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} else {
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m_core_solver->solve();
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}
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decide_on_status_after_stage1();
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this->m_first_stage_iterations = m_core_solver->total_iterations();
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}
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template <typename T, typename X> void lp_dual_simplex<T, X>::stage2() {
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unmark_boxed_and_fixed_columns_and_fix_structural_costs();
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restore_right_sides();
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solve_for_stage2();
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}
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template <typename T, typename X> void lp_dual_simplex<T, X>::fill_first_stage_solver_fields() {
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unsigned slack_var = this->number_of_core_structurals();
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unsigned artificial = this->number_of_core_structurals() + this->m_slacks;
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for (unsigned row = 0; row < this->row_count(); row++) {
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fill_first_stage_solver_fields_for_row_slack_and_artificial(row, slack_var, artificial);
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}
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fill_costs_and_bounds_and_column_types_for_the_first_stage_solver();
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}
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template <typename T, typename X> column_type lp_dual_simplex<T, X>::get_column_type(unsigned j) {
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lp_assert(j < this->m_A->column_count());
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if (j >= this->number_of_core_structurals()) {
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return m_column_types_of_logicals[j - this->number_of_core_structurals()];
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}
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return this->m_map_from_var_index_to_column_info[this->m_core_solver_columns_to_external_columns[j]]->get_column_type();
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}
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template <typename T, typename X> void lp_dual_simplex<T, X>::fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_structural_column(unsigned j) {
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// see 4.7 in the dissertation of Achim Koberstein
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lp_assert(this->m_core_solver_columns_to_external_columns.find(j) !=
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this->m_core_solver_columns_to_external_columns.end());
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T free_bound = T(1e4); // see 4.8
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unsigned jj = this->m_core_solver_columns_to_external_columns[j];
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lp_assert(this->m_map_from_var_index_to_column_info.find(jj) != this->m_map_from_var_index_to_column_info.end());
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column_info<T> * ci = this->m_map_from_var_index_to_column_info[jj];
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switch (ci->get_column_type()) {
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case column_type::upper_bound: {
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std::stringstream s;
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s << "unexpected bound type " << j << " "
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<< column_type_to_string(get_column_type(j));
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throw_exception(s.str());
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break;
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}
|
||||
case column_type::low_bound: {
|
||||
m_can_enter_basis[j] = true;
|
||||
this->set_scaled_cost(j);
|
||||
this->m_low_bounds[j] = numeric_traits<T>::zero();
|
||||
this->m_upper_bounds[j] =numeric_traits<T>::one();
|
||||
break;
|
||||
}
|
||||
case column_type::free_column: {
|
||||
m_can_enter_basis[j] = true;
|
||||
this->set_scaled_cost(j);
|
||||
this->m_upper_bounds[j] = free_bound;
|
||||
this->m_low_bounds[j] = -free_bound;
|
||||
break;
|
||||
}
|
||||
case column_type::boxed:
|
||||
m_can_enter_basis[j] = false;
|
||||
this->m_costs[j] = numeric_traits<T>::zero();
|
||||
this->m_upper_bounds[j] = this->m_low_bounds[j] = numeric_traits<T>::zero(); // is it needed?
|
||||
break;
|
||||
default:
|
||||
lp_unreachable();
|
||||
}
|
||||
m_column_types_of_core_solver[j] = column_type::boxed;
|
||||
}
|
||||
|
||||
template <typename T, typename X> void lp_dual_simplex<T, X>::fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_logical_column(unsigned j) {
|
||||
this->m_costs[j] = 0;
|
||||
lp_assert(get_column_type(j) != column_type::upper_bound);
|
||||
if ((m_can_enter_basis[j] = (get_column_type(j) == column_type::low_bound))) {
|
||||
m_column_types_of_core_solver[j] = column_type::boxed;
|
||||
this->m_low_bounds[j] = numeric_traits<T>::zero();
|
||||
this->m_upper_bounds[j] = numeric_traits<T>::one();
|
||||
} else {
|
||||
m_column_types_of_core_solver[j] = column_type::fixed;
|
||||
this->m_low_bounds[j] = numeric_traits<T>::zero();
|
||||
this->m_upper_bounds[j] = numeric_traits<T>::zero();
|
||||
}
|
||||
}
|
||||
|
||||
template <typename T, typename X> void lp_dual_simplex<T, X>::fill_costs_and_bounds_and_column_types_for_the_first_stage_solver() {
|
||||
unsigned j = this->m_A->column_count();
|
||||
while (j-- > this->number_of_core_structurals()) { // go over logicals here
|
||||
fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_logical_column(j);
|
||||
}
|
||||
j = this->number_of_core_structurals();
|
||||
while (j--) {
|
||||
fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_structural_column(j);
|
||||
}
|
||||
}
|
||||
|
||||
template <typename T, typename X> void lp_dual_simplex<T, X>::fill_first_stage_solver_fields_for_row_slack_and_artificial(unsigned row,
|
||||
unsigned & slack_var,
|
||||
unsigned & artificial) {
|
||||
lp_assert(row < this->row_count());
|
||||
auto & constraint = this->m_constraints[this->m_core_solver_rows_to_external_rows[row]];
|
||||
// we need to bring the program to the form Ax = b
|
||||
T rs = this->m_b[row];
|
||||
switch (constraint.m_relation) {
|
||||
case Equal: // no slack variable here
|
||||
set_type_for_logical(artificial, column_type::fixed);
|
||||
this->m_basis[row] = artificial;
|
||||
this->m_costs[artificial] = numeric_traits<T>::zero();
|
||||
(*this->m_A)(row, artificial) = numeric_traits<T>::one();
|
||||
artificial++;
|
||||
break;
|
||||
|
||||
case Greater_or_equal:
|
||||
set_type_for_logical(slack_var, column_type::low_bound);
|
||||
(*this->m_A)(row, slack_var) = - numeric_traits<T>::one();
|
||||
if (rs > 0) {
|
||||
// adding one artificial
|
||||
set_type_for_logical(artificial, column_type::fixed);
|
||||
(*this->m_A)(row, artificial) = numeric_traits<T>::one();
|
||||
this->m_basis[row] = artificial;
|
||||
this->m_costs[artificial] = numeric_traits<T>::zero();
|
||||
artificial++;
|
||||
} else {
|
||||
// we can put a slack_var into the basis, and avoid adding an artificial variable
|
||||
this->m_basis[row] = slack_var;
|
||||
this->m_costs[slack_var] = numeric_traits<T>::zero();
|
||||
}
|
||||
slack_var++;
|
||||
break;
|
||||
case Less_or_equal:
|
||||
// introduce a non-negative slack variable
|
||||
set_type_for_logical(slack_var, column_type::low_bound);
|
||||
(*this->m_A)(row, slack_var) = numeric_traits<T>::one();
|
||||
if (rs < 0) {
|
||||
// adding one artificial
|
||||
set_type_for_logical(artificial, column_type::fixed);
|
||||
(*this->m_A)(row, artificial) = - numeric_traits<T>::one();
|
||||
this->m_basis[row] = artificial;
|
||||
this->m_costs[artificial] = numeric_traits<T>::zero();
|
||||
artificial++;
|
||||
} else {
|
||||
// we can put slack_var into the basis, and avoid adding an artificial variable
|
||||
this->m_basis[row] = slack_var;
|
||||
this->m_costs[slack_var] = numeric_traits<T>::zero();
|
||||
}
|
||||
slack_var++;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
template <typename T, typename X> void lp_dual_simplex<T, X>::augment_matrix_A_and_fill_x_and_allocate_some_fields() {
|
||||
this->count_slacks_and_artificials();
|
||||
this->m_A->add_columns_at_the_end(this->m_slacks + this->m_artificials);
|
||||
unsigned n = this->m_A->column_count();
|
||||
this->m_column_types_of_core_solver.resize(n);
|
||||
m_column_types_of_logicals.resize(this->m_slacks + this->m_artificials);
|
||||
this->m_costs.resize(n);
|
||||
this->m_upper_bounds.resize(n);
|
||||
this->m_low_bounds.resize(n);
|
||||
m_can_enter_basis.resize(n);
|
||||
this->m_basis.resize(this->m_A->row_count());
|
||||
}
|
||||
|
||||
|
||||
|
||||
template <typename T, typename X> void lp_dual_simplex<T, X>::copy_m_b_aside_and_set_it_to_zeros() {
|
||||
for (unsigned i = 0; i < this->m_b.size(); i++) {
|
||||
m_b_copy.push_back(this->m_b[i]);
|
||||
this->m_b[i] = numeric_traits<T>::zero(); // preparing for the first stage
|
||||
}
|
||||
}
|
||||
|
||||
template <typename T, typename X> void lp_dual_simplex<T, X>::find_maximal_solution(){
|
||||
if (this->problem_is_empty()) {
|
||||
this->m_status = lp_status::EMPTY;
|
||||
return;
|
||||
}
|
||||
|
||||
this->flip_costs(); // do it for now, todo ( remove the flipping)
|
||||
|
||||
this->cleanup();
|
||||
if (this->m_status == lp_status::INFEASIBLE) {
|
||||
return;
|
||||
}
|
||||
this->fill_matrix_A_and_init_right_side();
|
||||
this->fill_m_b();
|
||||
this->scale();
|
||||
augment_matrix_A_and_fill_x_and_allocate_some_fields();
|
||||
fill_first_stage_solver_fields();
|
||||
copy_m_b_aside_and_set_it_to_zeros();
|
||||
stage1();
|
||||
if (this->m_status == lp_status::FEASIBLE) {
|
||||
stage2();
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
template <typename T, typename X> T lp_dual_simplex<T, X>::get_current_cost() const {
|
||||
T ret = numeric_traits<T>::zero();
|
||||
for (auto it : this->m_map_from_var_index_to_column_info) {
|
||||
ret += this->get_column_cost_value(it.first, it.second);
|
||||
}
|
||||
return -ret; // we flip costs for now
|
||||
}
|
||||
}
|
||||
Loading…
Add table
Add a link
Reference in a new issue