/* $Id$ */ // Copyright (C) 2003, International Business Machines // Corporation and others. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). #include "ClpSimplex.hpp" #include "CoinSort.hpp" #include int main(int argc, const char *argv[]) { ClpSimplex model; int status; // Keep names if (argc < 2) { status = model.readMps("small.mps", true); } else { status = model.readMps(argv[1], true); } if (status) exit(10); /* This driver implements what I called Sprint. Cplex calls it "sifting" which is just as silly. When I thought of this trivial idea it reminded me of an LP code of the 60's called sprint which after every factorization took a subset of the matrix into memory (all 64K words!) and then iterated very fast on that subset. On the problems of those days it did not work very well, but it worked very well on aircrew scheduling problems where there were very large numbers of columns all with the same flavor. */ /* The idea works best if you can get feasible easily. To make it more general we can add in costed slacks */ int originalNumberColumns = model.numberColumns(); int numberRows = model.numberRows(); // We will need arrays to choose variables. These are too big but .. double * weight = new double [numberRows+originalNumberColumns]; int * sort = new int [numberRows+originalNumberColumns]; int numberSort = 0; // Say we are going to add slacks - if you can get a feasible // solution then do that at the comment - Add in your own coding here bool addSlacks = true; if (addSlacks) { // initial list will just be artificials // first we will set all variables as close to zero as possible int iColumn; const double * columnLower = model.columnLower(); const double * columnUpper = model.columnUpper(); double * columnSolution = model.primalColumnSolution(); for (iColumn = 0; iColumn < originalNumberColumns; iColumn++) { double value = 0.0; if (columnLower[iColumn] > 0.0) value = columnLower[iColumn]; else if (columnUpper[iColumn] < 0.0) value = columnUpper[iColumn]; columnSolution[iColumn] = value; } // now see what that does to row solution double * rowSolution = model.primalRowSolution(); memset(rowSolution, 0, numberRows * sizeof(double)); model.times(1.0, columnSolution, rowSolution); CoinBigIndex * addStarts = new CoinBigIndex [numberRows+1]; int * addRow = new int[numberRows]; double * addElement = new double[numberRows]; const double * lower = model.rowLower(); const double * upper = model.rowUpper(); addStarts[0] = 0; int numberArtificials = 0; double * addCost = new double [numberRows]; const double penalty = 1.0e8; int iRow; for (iRow = 0; iRow < numberRows; iRow++) { if (lower[iRow] > rowSolution[iRow]) { addRow[numberArtificials] = iRow; addElement[numberArtificials] = 1.0; addCost[numberArtificials] = penalty; numberArtificials++; addStarts[numberArtificials] = numberArtificials; } else if (upper[iRow] < rowSolution[iRow]) { addRow[numberArtificials] = iRow; addElement[numberArtificials] = -1.0; addCost[numberArtificials] = penalty; numberArtificials++; addStarts[numberArtificials] = numberArtificials; } } model.addColumns(numberArtificials, NULL, NULL, addCost, addStarts, addRow, addElement); delete [] addStarts; delete [] addRow; delete [] addElement; delete [] addCost; // Set up initial list numberSort = numberArtificials; int i; for (i = 0; i < numberSort; i++) sort[i] = i + originalNumberColumns; } else { // Get initial list in some magical way // Add in your own coding here abort(); } int numberColumns = model.numberColumns(); const double * columnLower = model.columnLower(); const double * columnUpper = model.columnUpper(); double * fullSolution = model.primalColumnSolution(); // Just do this number of passes int maxPass = 100; int iPass; double lastObjective = 1.0e31; // Just take this number of columns in small problem int smallNumberColumns = CoinMin(3 * numberRows, numberColumns); smallNumberColumns = CoinMax(smallNumberColumns, 3000); // To stop seg faults on unsuitable problems smallNumberColumns = CoinMin(smallNumberColumns,numberColumns); // We will be using all rows int * whichRows = new int [numberRows]; for (int iRow = 0; iRow < numberRows; iRow++) whichRows[iRow] = iRow; double originalOffset; model.getDblParam(ClpObjOffset, originalOffset); for (iPass = 0; iPass < maxPass; iPass++) { printf("Start of pass %d\n", iPass); //printf("Bug until submodel new version\n"); CoinSort_2(sort, sort + numberSort, weight); // Create small problem ClpSimplex small(&model, numberRows, whichRows, numberSort, sort); // now see what variables left out do to row solution double * rowSolution = model.primalRowSolution(); memset(rowSolution, 0, numberRows * sizeof(double)); int iRow, iColumn; // zero out ones in small problem for (iColumn = 0; iColumn < numberSort; iColumn++) { int kColumn = sort[iColumn]; fullSolution[kColumn] = 0.0; } // Get objective offset double offset = 0.0; const double * objective = model.objective(); for (iColumn = 0; iColumn < originalNumberColumns; iColumn++) offset += fullSolution[iColumn] * objective[iColumn]; small.setDblParam(ClpObjOffset, originalOffset - offset); model.times(1.0, fullSolution, rowSolution); double * lower = small.rowLower(); double * upper = small.rowUpper(); for (iRow = 0; iRow < numberRows; iRow++) { if (lower[iRow] > -1.0e50) lower[iRow] -= rowSolution[iRow]; if (upper[iRow] < 1.0e50) upper[iRow] -= rowSolution[iRow]; } /* For some problems a useful variant is to presolve problem. In this case you need to adjust smallNumberColumns to get right size problem. Also you can dispense with creating small problem and fix variables in large problem and do presolve on that. */ // Solve small.primal(); // move solution back const double * solution = small.primalColumnSolution(); for (iColumn = 0; iColumn < numberSort; iColumn++) { int kColumn = sort[iColumn]; model.setColumnStatus(kColumn, small.getColumnStatus(iColumn)); fullSolution[kColumn] = solution[iColumn]; } for (iRow = 0; iRow < numberRows; iRow++) model.setRowStatus(iRow, small.getRowStatus(iRow)); memcpy(model.primalRowSolution(), small.primalRowSolution(), numberRows * sizeof(double)); if ((small.objectiveValue() > lastObjective - 1.0e-7 && iPass > 5) || !small.numberIterations() || iPass == maxPass - 1) { break; // finished } else { lastObjective = small.objectiveValue(); // get reduced cost for large problem // this assumes minimization memcpy(weight, model.objective(), numberColumns * sizeof(double)); model.transposeTimes(-1.0, small.dualRowSolution(), weight); // now massage weight so all basic in plus good djs for (iColumn = 0; iColumn < numberColumns; iColumn++) { double dj = weight[iColumn]; double value = fullSolution[iColumn]; if (model.getColumnStatus(iColumn) == ClpSimplex::basic) dj = -1.0e50; else if (dj < 0.0 && value < columnUpper[iColumn]) dj = dj; else if (dj > 0.0 && value > columnLower[iColumn]) dj = -dj; else if (columnUpper[iColumn] > columnLower[iColumn]) dj = fabs(dj); else dj = 1.0e50; weight[iColumn] = dj; sort[iColumn] = iColumn; } // sort CoinSort_2(weight, weight + numberColumns, sort); numberSort = smallNumberColumns; } } if (addSlacks) { int i; int numberArtificials = numberColumns - originalNumberColumns; for (i = 0; i < numberArtificials; i++) sort[i] = i + originalNumberColumns; model.deleteColumns(numberArtificials, sort); } delete [] weight; delete [] sort; delete [] whichRows; model.primal(1); return 0; }