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fixing model-based-opt

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Signed-off-by: Nikolaj Bjorner <nbjorner@microsoft.com>
This commit is contained in:
Nikolaj Bjorner 2016-05-01 17:15:20 -07:00
parent 22507281cf
commit 67e49b4adc
3 changed files with 130 additions and 16 deletions
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38
src/math/simplex/model_based_opt.cpp
View file

@ -19,7 +19,7 @@ Revision History:
--*/
#include "model_based_opt.h"
#include "uint_set.h"
std::ostream& operator<<(std::ostream& out, opt::ineq_type ie) {
switch (ie) {
@ -94,7 +94,7 @@ namespace opt {
unsigned_vector other;
unsigned_vector bound_trail, bound_vars;
while (!objective().m_vars.empty()) {
TRACE("opt", tout << "tableau\n";);
TRACE("opt", display(tout << "tableau\n"););
var v = objective().m_vars.back();
unsigned x = v.m_id;
rational const& coeff = v.m_coeff;
@ -111,7 +111,7 @@ namespace opt {
// => coeff*x <= -t2*coeff/a2
// objective + t2*coeff/a2 <= ub
mul_add(m_objective_id, - coeff/bound_coeff, bound_row_index);
mul_add(false, m_objective_id, - coeff/bound_coeff, bound_row_index);
m_rows[bound_row_index].m_alive = false;
bound_trail.push_back(bound_row_index);
bound_vars.push_back(x);
@ -204,8 +204,13 @@ namespace opt {
rational lub_val;
rational const& x_val = m_var2value[x];
unsigned_vector const& row_ids = m_var2row_ids[x];
uint_set visited;
for (unsigned i = 0; i < row_ids.size(); ++i) {
unsigned row_id = row_ids[i];
if (visited.contains(row_id)) {
continue;
}
visited.insert(row_id);
row& r = m_rows[row_id];
if (r.m_alive) {
rational a = get_coefficient(row_id, x);
@ -219,13 +224,15 @@ namespace opt {
bound_row_index = row_id;
bound_coeff = a;
}
else if ((is_pos && value < lub_val) || (!is_pos && value > lub_val)) {
else if ((value == lub_val && r.m_type == opt::t_lt) ||
(is_pos && value < lub_val) ||
(!is_pos && value > lub_val)) {
other.push_back(bound_row_index);
lub_val = value;
bound_row_index = row_id;
bound_coeff = a;
}
else if (bound_row_index != row_id) {
else {
other.push_back(row_id);
}
}
@ -253,11 +260,14 @@ namespace opt {
}
if (id < var_id) {
lo = mid + 1;
}
}
else {
hi = mid - 1;
hi = mid;
}
}
if (lo == r.m_vars.size()) {
return rational::zero();
}
unsigned id = r.m_vars[lo].m_id;
if (id == var_id) {
return r.m_vars[lo].m_coeff;
@ -293,17 +303,18 @@ namespace opt {
SASSERT(a1 == get_coefficient(row_src, x));
SASSERT(!a1.is_zero());
SASSERT(row_src != row_dst);
if (m_rows[row_dst].m_alive) {
rational a2 = get_coefficient(row_dst, x);
mul_add(row_dst, -a2/a1, row_src);
mul_add(row_dst != m_objective_id && a1.is_pos() == a2.is_pos(), row_dst, -a2/a1, row_src);
}
}
//
// set row1 <- row1 + c*row2
//
void model_based_opt::mul_add(unsigned row_id1, rational const& c, unsigned row_id2) {
void model_based_opt::mul_add(bool same_sign, unsigned row_id1, rational const& c, unsigned row_id2) {
if (c.is_zero()) {
return;
}
@ -354,11 +365,12 @@ namespace opt {
r1.m_coeff += c*r2.m_coeff;
r1.m_vars.swap(m_new_vars);
r1.m_value += c*r2.m_value;
if (r2.m_type == t_lt) {
if (!same_sign && r2.m_type == t_lt) {
r1.m_type = t_lt;
}
else if (r2.m_type == t_le && r1.m_type == t_eq) {
r1.m_type = t_le;
else if (same_sign && r1.m_type == t_lt && r2.m_type == t_lt) {
r1.m_type = t_le;
}
SASSERT(invariant(row_id1, r1));
}

2
src/math/simplex/model_based_opt.h
View file

@ -75,7 +75,7 @@ namespace opt {
void resolve(unsigned row_src, rational const& a1, unsigned row_dst, unsigned x);
void mul_add(unsigned row_id1, rational const& c, unsigned row_id2);
void mul_add(bool same_sign, unsigned row_id1, rational const& c, unsigned row_id2);
void set_row(unsigned row_id, vector<var> const& coeffs, rational const& c, ineq_type rel);