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First complete version of Network Simplex

This commit is contained in:
Anh-Dung Phan 2013-10-29 18:32:10 -07:00
parent e715ccbc98
commit b67d333cf9
6 changed files with 105 additions and 71 deletions

View file

@ -35,6 +35,12 @@ Notes:
namespace smt {
template<typename T>
std::string pp_vector(std::string const & label, svector<T> v, bool has_header = false);
template<typename T>
std::string pp_vector(std::string const & label, vector<T> v, bool has_header = false);
// Solve minimum cost flow problem using Network Simplex algorithm
template<typename Ext>
class network_flow : private Ext {
@ -102,9 +108,6 @@ namespace smt {
void update_spanning_tree();
std::string pp_vector(std::string const & label, svector<int> v, bool has_header = false);
std::string pp_vector(std::string const & label, vector<numeral> v, bool has_header = false);
public:
network_flow(graph & g, vector<fin_numeral> const & balances);

View file

@ -24,6 +24,42 @@ Notes:
namespace smt {
template<typename T>
std::string pp_vector(std::string const & label, svector<T> v, bool has_header) {
std::ostringstream oss;
if (has_header) {
oss << "Index ";
for (unsigned i = 0; i < v.size(); ++i) {
oss << i << " ";
}
oss << std::endl;
}
oss << label << " ";
for (unsigned i = 0; i < v.size(); ++i) {
oss << v[i] << " ";
}
oss << std::endl;
return oss.str();
}
template<typename T>
std::string pp_vector(std::string const & label, vector<T> v, bool has_header) {
std::ostringstream oss;
if (has_header) {
oss << "Index ";
for (unsigned i = 0; i < v.size(); ++i) {
oss << i << " ";
}
oss << std::endl;
}
oss << label << " ";
for (unsigned i = 0; i < v.size(); ++i) {
oss << v[i] << " ";
}
oss << std::endl;
return oss.str();
}
template<typename Ext>
network_flow<Ext>::network_flow(graph & g, vector<fin_numeral> const & balances) :
m_graph(g),
@ -32,7 +68,6 @@ namespace smt {
unsigned num_edges = m_graph.get_num_edges();
m_balances.resize(num_nodes);
m_potentials.resize(num_nodes);
m_upwards.resize(num_nodes);
@ -78,14 +113,32 @@ namespace smt {
m_rev_thread[i + 1] = i;
m_states[num_edges + i] = BASIS;
node src = m_upwards[i] ? i : root;
node tgt = m_upwards[i] ? root : i;
node tgt = m_upwards[i] ? root : i;
m_flows[num_edges + i] = m_upwards[i] ? m_balances[i] : -m_balances[i];
m_graph.enable_edge(m_graph.add_edge(src, tgt, numeral::one(), explanation()));
}
TRACE("network_flow", tout << pp_vector("Predecessors", m_pred, true) << pp_vector("Threads", m_thread)
<< pp_vector("Reverse Threads", m_rev_thread) << pp_vector("Last Successors", m_final) << pp_vector("Depths", m_depth););
// Compute initial potentials
node u = m_thread[root];
while (u != root) {
node v = m_pred[u];
edge_id e_id;
get_edge_id(u, v, e_id);
if (m_upwards[u]) {
m_potentials[u] = m_potentials[v] + m_graph.get_weight(e_id);
}
else {
m_potentials[u] = m_potentials[v] - m_graph.get_weight(e_id);
}
u = m_thread[u];
}
TRACE("network_flow", {
tout << pp_vector("Predecessors", m_pred, true) << pp_vector("Threads", m_thread);
tout << pp_vector("Reverse Threads", m_rev_thread) << pp_vector("Last Successors", m_final);
tout << pp_vector("Depths", m_depth) << pp_vector("Upwards", m_upwards);
tout << pp_vector("Potentials", m_potentials) << pp_vector("Flows", m_flows);
});
}
template<typename Ext>
@ -144,12 +197,15 @@ namespace smt {
// TODO: add multiple pivoting strategies
if (cost < numeral::zero()) {
m_entering_edge = e_id;
TRACE("network_flow", tout << "Found entering edge " << e_id << " between node " << source << " and node " << target << "...\n";);
TRACE("network_flow", {
tout << "Found entering edge " << e_id << " between node ";
tout << source << " and node " << target << "...\n";
});
return true;
}
}
}
TRACE("network_flow", tout << "Found no entering edge... It's probably optimal.\n";);
TRACE("network_flow", tout << "Found no entering edge...\n";);
return false;
}
@ -192,7 +248,7 @@ namespace smt {
for (unsigned u = target; u != m_join_node; u = m_pred[u]) {
edge_id e_id;
get_edge_id(u, m_pred[u], e_id);
numeral d = m_upwards[u] ? infty : m_flows[e_id];
numeral d = m_upwards[u] ? m_flows[e_id] : infty;
if (d <= m_delta) {
m_delta = d;
src = u;
@ -202,7 +258,10 @@ namespace smt {
if (m_delta < infty) {
get_edge_id(src, tgt, m_leaving_edge);
TRACE("network_flow", tout << "Found leaving edge " << m_leaving_edge << " between node " << src << " and node " << tgt << "...\n";);
TRACE("network_flow", {
tout << "Found leaving edge " << m_leaving_edge;
tout << " between node " << src << " and node " << tgt << "...\n";
});
return true;
}
TRACE("network_flow", tout << "Can't find a leaving edge... The problem is unbounded.\n";);
@ -215,12 +274,12 @@ namespace smt {
node tgt_in = m_graph.get_target(m_entering_edge);
node src_out = m_graph.get_source(m_leaving_edge);
node tgt_out = m_graph.get_target(m_leaving_edge);
TRACE("network_flow", tout << "update_spanning_tree: (" << src_in << ", " << tgt_in << ") enters, ("
<< src_out << ", " << tgt_out << ") leaves\n";);
TRACE("network_flow", {
tout << "update_spanning_tree: (" << src_in << ", " << tgt_in << ") enters, (";
tout << src_out << ", " << tgt_out << ") leaves\n";
});
node root = m_graph.get_num_nodes();
node rev_thread_out = m_rev_thread[src_out];
node x = m_final[src_in];
node y = m_thread[x];
node z = m_final[src_out];
@ -232,6 +291,8 @@ namespace smt {
while (u != last) {
node next = m_pred[u];
m_pred[u] = parent;
m_upwards[u] = !m_upwards[u];
parent = u;
u = next;
}
@ -245,8 +306,7 @@ namespace smt {
}
node gamma = m_thread[m_final[src_in]];
last = m_pred[gamma] != -1 ? gamma : root;
for (node u = src_in; u != last; u = m_pred[u]) {
for (node u = src_in; u != gamma; u = m_pred[u]) {
m_final[u] = z;
}
@ -258,8 +318,7 @@ namespace smt {
gamma = m_thread[m_final[tgt_out]];
// REVIEW: check f(u) is not in T_v
node delta = m_final[src_out] != m_final[tgt_out] ? m_final[src_out] : m_rev_thread[tgt_out];
last = m_pred[gamma] != -1 ? gamma : root;
for (node u = src_in; u != last; u = m_pred[u]) {
for (node u = src_in; u != gamma; u = m_pred[u]) {
m_final[u] = delta;
}
@ -301,44 +360,11 @@ namespace smt {
m_thread[m_final[alpha2]] = src_out;
}
TRACE("network_flow", tout << pp_vector("Predecessors", m_pred, true) << pp_vector("Threads", m_thread)
<< pp_vector("Reverse Threads", m_rev_thread) << pp_vector("Last Successors", m_final) << pp_vector("Depths", m_depth););
}
template<typename Ext>
std::string network_flow<Ext>::pp_vector(std::string const & label, svector<int> v, bool has_header) {
std::ostringstream oss;
if (has_header) {
oss << "Index ";
for (unsigned i = 0; i < v.size(); ++i) {
oss << i << " ";
}
oss << std::endl;
}
oss << label << " ";
for (unsigned i = 0; i < v.size(); ++i) {
oss << v[i] << " ";
}
oss << std::endl;
return oss.str();
}
template<typename Ext>
std::string network_flow<Ext>::pp_vector(std::string const & label, vector<numeral> v, bool has_header) {
std::ostringstream oss;
if (has_header) {
oss << "Index ";
for (unsigned i = 0; i < v.size(); ++i) {
oss << i << " ";
}
oss << std::endl;
}
oss << label << " ";
for (unsigned i = 0; i < v.size(); ++i) {
oss << v[i] << " ";
}
oss << std::endl;
return oss.str();
TRACE("network_flow", {
tout << pp_vector("Predecessors", m_pred, true) << pp_vector("Threads", m_thread);
tout << pp_vector("Reverse Threads", m_rev_thread) << pp_vector("Last Successors", m_final);
tout << pp_vector("Depths", m_depth) << pp_vector("Upwards", m_upwards);
});
}
// Minimize cost flows
@ -356,6 +382,7 @@ namespace smt {
update_potentials();
}
}
TRACE("network_flow", tout << "Found optimal solution.\n";);
return true;
}
@ -363,9 +390,14 @@ namespace smt {
template<typename Ext>
typename network_flow<Ext>::numeral network_flow<Ext>::get_optimal_solution(vector<numeral> & result, bool is_dual) {
m_objective_value = numeral::zero();
for (unsigned i = 0; i < m_flows.size(); ++i) {
fin_numeral cost = m_graph.get_weight(i).get_rational();
m_objective_value += cost * m_flows[i];
vector<edge> const & es = m_graph.get_all_edges();
fin_numeral cost;
for (unsigned i = 0; i < es.size(); ++i) {
edge const & e = es[i];
if (e.is_enabled() && m_states[i] == BASIS) {
cost = e.get_weight().get_rational();
m_objective_value += cost * m_flows[i];
}
}
result.reset();
if (is_dual) {

View file

@ -996,7 +996,7 @@ namespace smt {
virtual bool maximize(theory_var v);
virtual theory_var add_objective(app* term);
virtual inf_eps_rational<inf_rational> get_objective_value(theory_var v);
inf_rational m_objective;
inf_rational m_objective_value;
// -----------------------------------
//

View file

@ -984,7 +984,7 @@ namespace smt {
template<typename Ext>
inf_eps_rational<inf_rational> theory_arith<Ext>::get_objective_value(theory_var v) {
inf_eps_rational<inf_rational> val(m_objective);
inf_eps_rational<inf_rational> val(m_objective_value);
return val;
}
@ -1244,7 +1244,7 @@ namespace smt {
TRACE("maximize", tout << "v" << v << " " << (max ? "max" : "min") << " value is: " << get_value(v) << "\n";
display_row(tout, m_tmp_row, true); display_row_info(tout, m_tmp_row););
m_objective = get_value(v);
m_objective_value = get_value(v);
mk_bound_from_row(v, get_value(v), max ? B_UPPER : B_LOWER, m_tmp_row);

View file

@ -1022,11 +1022,11 @@ bool theory_diff_logic<Ext>::maximize(theory_var v) {
if (is_optimal) {
vector<numeral> potentials;
m_objective_value = net_flow.get_optimal_solution(potentials, true);
std::cout << "Objective value of " << v << ": " << m_objective_value << std::endl;
std::cout << "Objective value of var " << v << ": " << m_objective_value << std::endl;
// TODO: return the model of the optimal solution from potential
}
else {
std::cout << "Unbounded" << std::endl;
std::cout << "Unbounded objective" << std::endl;
}
return is_optimal;
}
@ -1048,10 +1048,9 @@ theory_var theory_diff_logic<Ext>::add_objective(app* term) {
template<typename Ext>
inf_eps_rational<inf_rational> theory_diff_logic<Ext>::get_objective_value(theory_var v) {
NOT_IMPLEMENTED_YET();
inf_rational objective;
inf_eps_rational<inf_rational> val(objective);
return val;
rational r = m_objective_value.get_rational().to_rational();
rational i = m_objective_value.get_infinitesimal().to_rational();
return inf_eps_rational<inf_rational>(inf_rational(r, i));
}
template<typename Ext>

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@ -67,7 +67,7 @@ public:
s_integer const& get_s_integer() const { return *this; }
s_integer const& get_infinitesimal() const { return zero(); }
static bool is_rational() { return true; }
s_integer const& get_rational() const { return *this; }
s_integer const& get_rational() const { return *this; }
s_integer & operator=(const s_integer & r) { m_val = r.m_val; return *this; }
friend inline s_integer numerator(const s_integer & r) { return r; }
friend inline s_integer denominator(const s_integer & r) { return one(); }