/* $Id$ */ // 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 "ClpFactorization.hpp" #include "VolVolume.hpp" //############################################################################# class lpHook : public VOL_user_hooks { private: lpHook(const lpHook&); lpHook& operator= (const lpHook&); private: /// Pointer to dense vector of structural variable upper bounds double *colupper_; /// Pointer to dense vector of structural variable lower bounds double *collower_; /// Pointer to dense vector of objective coefficients double *objcoeffs_; /// Pointer to dense vector of right hand sides double *rhs_; /// Pointer to dense vector of senses char *sense_; /// The problem matrix in a row ordered form CoinPackedMatrix rowMatrix_; /// The problem matrix in a column ordered form CoinPackedMatrix colMatrix_; public: lpHook(const double* clb, const double* cub, const double* obj, const double* rhs, const char* sense, const CoinPackedMatrix& mat); virtual ~lpHook(); public: // for all hooks: return value of -1 means that volume should quit /** compute reduced costs @param u (IN) the dual variables @param rc (OUT) the reduced cost with respect to the dual values */ virtual int compute_rc(const VOL_dvector& u, VOL_dvector& rc); /** Solve the subproblem for the subgradient step. @param dual (IN) the dual variables @param rc (IN) the reduced cost with respect to the dual values @param lcost (OUT) the lagrangean cost with respect to the dual values @param x (OUT) the primal result of solving the subproblem @param v (OUT) b-Ax for the relaxed constraints @param pcost (OUT) the primal objective value of x */ virtual int solve_subproblem(const VOL_dvector& dual, const VOL_dvector& rc, double& lcost, VOL_dvector& x, VOL_dvector& v, double& pcost); /** Starting from the primal vector x, run a heuristic to produce an integer solution @param x (IN) the primal vector @param heur_val (OUT) the value of the integer solution (return DBL_MAX here if no feas sol was found */ virtual int heuristics(const VOL_problem& p, const VOL_dvector& x, double& heur_val) { return 0; } }; //############################################################################# lpHook::lpHook(const double* clb, const double* cub, const double* obj, const double* rhs, const char* sense, const CoinPackedMatrix& mat) { const int colnum = mat.getNumCols(); const int rownum = mat.getNumRows(); colupper_ = new double[colnum]; collower_ = new double[colnum]; objcoeffs_ = new double[colnum]; rhs_ = new double[rownum]; sense_ = new char[rownum]; std::copy(clb, clb + colnum, collower_); std::copy(cub, cub + colnum, colupper_); std::copy(obj, obj + colnum, objcoeffs_); std::copy(rhs, rhs + rownum, rhs_); std::copy(sense, sense + rownum, sense_); if (mat.isColOrdered()) { colMatrix_.copyOf(mat); rowMatrix_.reverseOrderedCopyOf(mat); } else { rowMatrix_.copyOf(mat); colMatrix_.reverseOrderedCopyOf(mat); } } //----------------------------------------------------------------------------- lpHook::~lpHook() { delete[] colupper_; delete[] collower_; delete[] objcoeffs_; delete[] rhs_; delete[] sense_; } //############################################################################# int lpHook::compute_rc(const VOL_dvector& u, VOL_dvector& rc) { rowMatrix_.transposeTimes(u.v, rc.v); const int psize = rowMatrix_.getNumCols(); for (int i = 0; i < psize; ++i) rc[i] = objcoeffs_[i] - rc[i]; return 0; } //----------------------------------------------------------------------------- int lpHook::solve_subproblem(const VOL_dvector& dual, const VOL_dvector& rc, double& lcost, VOL_dvector& x, VOL_dvector& v, double& pcost) { int i; const int psize = x.size(); const int dsize = v.size(); // compute the lagrangean solution corresponding to the reduced costs for (i = 0; i < psize; ++i) x[i] = (rc[i] >= 0.0) ? collower_[i] : colupper_[i]; // compute the lagrangean value (rhs*dual + primal*rc) lcost = 0; for (i = 0; i < dsize; ++i) lcost += rhs_[i] * dual[i]; for (i = 0; i < psize; ++i) lcost += x[i] * rc[i]; // compute the rhs - lhs colMatrix_.times(x.v, v.v); for (i = 0; i < dsize; ++i) v[i] = rhs_[i] - v[i]; // compute the lagrangean primal objective pcost = 0; for (i = 0; i < psize; ++i) pcost += x[i] * objcoeffs_[i]; return 0; } //############################################################################# int main(int argc, const char *argv[]) { ClpSimplex model; int status; if (argc < 2) { #if defined(SAMPLEDIR) status = model.readMps(SAMPLEDIR "/p0033.mps", true); #else fprintf(stderr, "Do not know where to find sample MPS files.\n"); exit(1); #endif } else status = model.readMps(argv[1], true); if( status != 0 ) { printf("Error %d reading MPS file\n", status); return status; } /* This driver uses volume algorithm then does dual - after adjusting costs then solves real problem */ // do volume for a bit VOL_problem volprob; const CoinPackedMatrix* mat = model.matrix(); const int psize = mat->getNumCols(); const int dsize = mat->getNumRows(); char * sense = new char[dsize]; double * rhs = new double[dsize]; const double * rowLower = model.rowLower(); const double * rowUpper = model.rowUpper(); // Set the lb/ub on the duals volprob.dsize = dsize; volprob.psize = psize; volprob.dual_lb.allocate(dsize); volprob.dual_ub.allocate(dsize); volprob.dsol.allocate(dsize); int i; for (i = 0; i < dsize; ++i) { if (rowUpper[i] == rowLower[i]) { // 'E': volprob.dual_lb[i] = -1.0e31; volprob.dual_ub[i] = 1.0e31; rhs[i] = rowUpper[i]; sense[i] = 'E'; } else if (rowLower[i] < -0.99e10 && rowUpper[i] < 0.99e10) { // 'L': volprob.dual_lb[i] = -1.0e31; volprob.dual_ub[i] = 0.0; rhs[i] = rowUpper[i]; sense[i] = 'L'; } else if (rowLower[i] > -0.99e10 && rowUpper[i] > 0.99e10) { // 'G': volprob.dual_lb[i] = 0.0; volprob.dual_ub[i] = 1.0e31; rhs[i] = rowLower[i]; sense[i] = 'G'; } else { printf("Volume Algorithm can't work if there is a non ELG row\n"); abort(); } } // Can't use read_param as private // anyway I want automatic use - so maybe this is problem #if 0 FILE* infile = fopen("parameters", "r"); if (!infile) { printf("Failure to open parameter file\n"); } else { volprob.read_params("parameters"); } #endif #if 0 // should save and restore bounds model.tightenPrimalBounds(); #else double * colUpper = model.columnUpper(); for (i = 0; i < psize; i++) colUpper[i] = 1.0; #endif lpHook myHook(model.getColLower(), model.getColUpper(), model.getObjCoefficients(), rhs, sense, *mat); // move duals double * pi = model.dualRowSolution(); memcpy(volprob.dsol.v, pi, dsize * sizeof(double)); volprob.solve(myHook, false /* not warmstart */); // For now stop as not doing any good exit(77); // create objectives int numberRows = model.numberRows(); int numberColumns = model.numberColumns(); memcpy(pi, volprob.dsol.v, numberRows * sizeof(double)); #define MODIFYCOSTS #ifdef MODIFYCOSTS double * saveObj = new double[numberColumns]; memcpy(saveObj, model.objective(), numberColumns * sizeof(double)); memcpy(model.dualColumnSolution(), model.objective(), numberColumns * sizeof(double)); model.clpMatrix()->transposeTimes(-1.0, pi, model.dualColumnSolution()); memcpy(model.objective(), model.dualColumnSolution(), numberColumns * sizeof(double)); const double * rowsol = model.primalRowSolution(); //const double * rowLower = model.rowLower(); //const double * rowUpper = model.rowUpper(); double offset = 0.0; for (i = 0; i < numberRows; i++) { offset += pi[i] * rowsol[i]; } double value2; model.getDblParam(ClpObjOffset, value2); printf("Offset %g %g\n", offset, value2); model.setRowObjective(pi); // zero out pi memset(pi, 0, numberRows * sizeof(double)); #endif // Could put some in basis - only partially tested model.allSlackBasis(); model.factorization()->maximumPivots(1000); //model.setLogLevel(63); // solve model.dual(1); //model.primal(1); #ifdef MODIFYCOSTS memcpy(model.objective(), saveObj, numberColumns * sizeof(double)); // zero out pi memset(pi, 0, numberRows * sizeof(double)); model.setRowObjective(pi); delete [] saveObj; model.primal(); #endif return 0; }