/* $Id$ */ // Copyright (C) 2002, International Business Machines // Corporation and others, Copyright (C) 2012, FasterCoin. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). /* Notes on implementation of primal simplex algorithm. When primal feasible(A): If dual feasible, we are optimal. Otherwise choose an infeasible basic variable to enter basis from a bound (B). We now need to find an outgoing variable which will leave problem primal feasible so we get the column of the tableau corresponding to the incoming variable (with the correct sign depending if variable will go up or down). We now perform a ratio test to determine which outgoing variable will preserve primal feasibility (C). If no variable found then problem is unbounded (in primal sense). If there is a variable, we then perform pivot and repeat. Trivial? ------------------------------------------- A) How do we get primal feasible? All variables have fake costs outside their feasible region so it is trivial to declare problem feasible. OSL did not have a phase 1/phase 2 approach but instead effectively put an extra cost on infeasible basic variables I am taking the same approach here, although it is generalized to allow for non-linear costs and dual information. In OSL, this weight was changed heuristically, here at present it is only increased if problem looks finished. If problem is feasible I check for unboundedness. If not unbounded we could play with going into dual. As long as weights increase any algorithm would be finite. B) Which incoming variable to choose is a virtual base class. For difficult problems steepest edge is preferred while for very easy (large) problems we will need partial scan. C) Sounds easy, but this is hardest part of algorithm. 1) Instead of stopping at first choice, we may be able to allow that variable to go through bound and if objective still improving choose again. These mini iterations can increase speed by orders of magnitude but we may need to go to more of a bucket choice of variable rather than looking at them one by one (for speed). 2) Accuracy. Basic infeasibilities may be less than tolerance. Pivoting on these makes objective go backwards. OSL modified cost so a zero move was made, Gill et al modified so a strictly positive move was made. The two problems are that re-factorizations can change rinfeasibilities above and below tolerances and that when finished we need to reset costs and try again. 3) Degeneracy. Gill et al helps but may not be enough. We may need more. Also it can improve speed a lot if we perturb the rhs and bounds significantly. References: Forrest and Goldfarb, Steepest-edge simplex algorithms for linear programming - Mathematical Programming 1992 Forrest and Tomlin, Implementing the simplex method for the Optimization Subroutine Library - IBM Systems Journal 1992 Gill, Murray, Saunders, Wright A Practical Anti-Cycling Procedure for Linear and Nonlinear Programming SOL report 1988 TODO: a) Better recovery procedures. At present I never check on forward progress. There is checkpoint/restart with reducing re-factorization frequency, but this is only on singular factorizations. b) Fast methods for large easy problems (and also the option for the code to automatically choose which method). c) We need to be able to stop in various ways for OSI - this is fairly easy. */ #include "CoinPragma.hpp" #include #include "CoinHelperFunctions.hpp" #include "CoinAbcHelperFunctions.hpp" #include "AbcSimplexPrimal.hpp" #include "AbcSimplexFactorization.hpp" #include "AbcNonLinearCost.hpp" #include "CoinPackedMatrix.hpp" #include "CoinIndexedVector.hpp" #include "AbcPrimalColumnPivot.hpp" #include "ClpMessage.hpp" #include "ClpEventHandler.hpp" #include #include #include #include #include #ifdef CLP_USER_DRIVEN1 /* Returns true if variable sequenceOut can leave basis when model->sequenceIn() enters. This function may be entered several times for each sequenceOut. The first time realAlpha will be positive if going to lower bound and negative if going to upper bound (scaled bounds in lower,upper) - then will be zero. currentValue is distance to bound. currentTheta is current theta. alpha is fabs(pivot element). Variable will change theta if currentValue - currentTheta*alpha < 0.0 */ bool userChoiceValid1(const AbcSimplex *model, int sequenceOut, double currentValue, double currentTheta, double alpha, double realAlpha); /* This returns true if chosen in/out pair valid. The main thing to check would be variable flipping bounds may be OK. This would be signaled by reasonable theta_ and valueOut_. If you return false sequenceIn_ will be flagged as ineligible. */ bool userChoiceValid2(const AbcSimplex *model); /* If a good pivot then you may wish to unflag some variables. */ void userChoiceWasGood(AbcSimplex *model); #endif #ifdef TRY_SPLIT_VALUES_PASS static double valuesChunk = -10.0; static double valuesRatio = 0.1; static int valuesStop = -1; static int keepValuesPass = -1; static int doOrdinaryVariables = -1; #endif // primal int AbcSimplexPrimal::primal(int ifValuesPass, int /*startFinishOptions*/) { /* Method It tries to be a single phase approach with a weight of 1.0 being given to getting optimal and a weight of infeasibilityCost_ being given to getting primal feasible. In this version I have tried to be clever in a stupid way. The idea of fake bounds in dual seems to work so the primal analogue would be that of getting bounds on reduced costs (by a presolve approach) and using these for being above or below feasible region. I decided to waste memory and keep these explicitly. This allows for non-linear costs! The code is designed to take advantage of sparsity so arrays are seldom zeroed out from scratch or gone over in their entirety. The only exception is a full scan to find incoming variable for Dantzig row choice. For steepest edge we keep an updated list of dual infeasibilities (actually squares). On easy problems we don't need full scan - just pick first reasonable. One problem is how to tackle degeneracy and accuracy. At present I am using the modification of costs which I put in OSL and which was extended by Gill et al. I am still not sure of the exact details. The flow of primal is three while loops as follows: while (not finished) { while (not clean solution) { Factorize and/or clean up solution by changing bounds so primal feasible. If looks finished check fake primal bounds. Repeat until status is iterating (-1) or finished (0,1,2) } while (status==-1) { Iterate until no pivot in or out or time to re-factorize. Flow is: choose pivot column (incoming variable). if none then we are primal feasible so looks as if done but we need to break and check bounds etc. Get pivot column in tableau Choose outgoing row. If we don't find one then we look primal unbounded so break and check bounds etc. (Also the pivot tolerance is larger after any iterations so that may be reason) If we do find outgoing row, we may have to adjust costs to keep going forwards (anti-degeneracy). Check pivot will be stable and if unstable throw away iteration and break to re-factorize. If minor error re-factorize after iteration. Update everything (this may involve changing bounds on variables to stay primal feasible. } } At present we never check we are going forwards. I overdid that in OSL so will try and make a last resort. Needs partial scan pivot in option. May need other anti-degeneracy measures, especially if we try and use loose tolerances as a way to solve in fewer iterations. I like idea of dynamic scaling. This gives opportunity to decouple different implications of scaling for accuracy, iteration count and feasibility tolerance. */ algorithm_ = +1; moreSpecialOptions_ &= ~16; // clear check replaceColumn accuracy #if ABC_PARALLEL > 0 if (parallelMode()) { // extra regions // for moment allow for ordered factorization int length = 2 * numberRows_ + abcFactorization_->maximumPivots(); for (int i = 0; i < 6; i++) { delete rowArray_[i]; rowArray_[i] = new CoinIndexedVector(); rowArray_[i]->reserve(length); delete columnArray_[i]; columnArray_[i] = new CoinIndexedVector(); columnArray_[i]->reserve(length); } } #endif // save data ClpDataSave data = saveData(); dualTolerance_ = dblParam_[ClpDualTolerance]; primalTolerance_ = dblParam_[ClpPrimalTolerance]; currentDualTolerance_ = dualTolerance_; //nextCleanNonBasicIteration_=baseIteration_+numberRows_; // Save so can see if doing after dual int initialStatus = problemStatus_; int initialIterations = numberIterations_; int initialNegDjs = -1; // copy bounds to perturbation CoinAbcMemcpy(abcPerturbation_, abcLower_, numberTotal_); CoinAbcMemcpy(abcPerturbation_ + numberTotal_, abcUpper_, numberTotal_); #if 0 if (numberRows_>80000&&numberRows_<90000) { FILE * fp = fopen("save.stuff", "rb"); if (fp) { fread(internalStatus_,sizeof(char),numberTotal_,fp); fread(abcSolution_,sizeof(double),numberTotal_,fp); } else { printf("can't open save.stuff\n"); abort(); } fclose(fp); } #endif // initialize - maybe values pass and algorithm_ is +1 /// Initial coding here if (nonLinearCost_ == NULL && algorithm_ > 0) { // get a valid nonlinear cost function abcNonLinearCost_ = new AbcNonLinearCost(this); } statusOfProblemInPrimal(0); /*if (!startup(ifValuesPass))*/ { // Set average theta abcNonLinearCost_->setAverageTheta(1.0e3); // Say no pivot has occurred (for steepest edge and updates) pivotRow_ = -2; // This says whether to restore things etc int factorType = 0; if (problemStatus_ < 0 && perturbation_ < 100 && !ifValuesPass) { perturb(0); if (perturbation_ != 100) { // Can't get here if values pass assert(!ifValuesPass); gutsOfPrimalSolution(3); if (handler_->logLevel() > 2) { handler_->message(CLP_SIMPLEX_STATUS, messages_) << numberIterations_ << objectiveValue(); handler_->printing(sumPrimalInfeasibilities_ > 0.0) << sumPrimalInfeasibilities_ << numberPrimalInfeasibilities_; handler_->printing(sumDualInfeasibilities_ > 0.0) << sumDualInfeasibilities_ << numberDualInfeasibilities_; handler_->printing(numberDualInfeasibilitiesWithoutFree_ < numberDualInfeasibilities_) << numberDualInfeasibilitiesWithoutFree_; handler_->message() << CoinMessageEol; } } } // Start check for cycles abcProgress_.fillFromModel(this); abcProgress_.startCheck(); bool needNewWeights = false; double pivotTolerance = abcFactorization_->pivotTolerance(); /* Status of problem: 0 - optimal 1 - infeasible 2 - unbounded -1 - iterating -2 - factorization wanted -3 - redo checking without factorization -4 - looks infeasible -5 - looks unbounded */ while (problemStatus_ < 0) { // clear all arrays clearArrays(-1); // If getting nowhere - why not give it a kick #if 1 if (perturbation_ < 101 && numberIterations_ == 6078 /*> 2 * (numberRows_ + numberColumns_)*/ && (specialOptions_ & 4) == 0 && initialStatus != 10) { perturb(1); } #endif // If we have done no iterations - special if (lastGoodIteration_ == numberIterations_ && factorType) factorType = 3; if (pivotTolerance < abcFactorization_->pivotTolerance()) { // force factorization pivotTolerance = abcFactorization_->pivotTolerance(); factorType = 5; } // may factorize, checks if problem finished if (factorType) statusOfProblemInPrimal(factorType + (needNewWeights ? 10 : 0)); needNewWeights = false; if (problemStatus_ == 10 && (moreSpecialOptions_ & 2048) != 0) { problemStatus_ = 0; } if (initialStatus == 10) { initialStatus = -1; // cleanup phase if (initialIterations != numberIterations_) { if (numberDualInfeasibilities_ > 10000 && numberDualInfeasibilities_ > 10 * initialNegDjs) { // getting worse - try perturbing if (perturbation_ < 101 && (specialOptions_ & 4) == 0) { perturb(1); statusOfProblemInPrimal(factorType); } } } else { // save number of negative djs if (!numberPrimalInfeasibilities_) initialNegDjs = numberDualInfeasibilities_; // make sure weight won't be changed if (infeasibilityCost_ == 1.0e10) infeasibilityCost_ = 1.000001e10; } } // Say good factorization factorType = 1; // Say no pivot has occurred (for steepest edge and updates) pivotRow_ = -2; // exit if victory declared if (problemStatus_ >= 0) { #ifdef CLP_USER_DRIVEN int status = eventHandler_->event(ClpEventHandler::endInPrimal); if (status >= 0 && status < 10) { // carry on problemStatus_ = -1; if (status == 0) continue; // re-factorize } else if (status >= 10) { problemStatus_ = status - 10; break; } else { break; } #else break; #endif } // test for maximum iterations if (hitMaximumIterations() || (ifValuesPass == 2 && firstFree_ < 0)) { problemStatus_ = 3; break; } if (firstFree_ < 0) { if (ifValuesPass) { // end of values pass ifValuesPass = 0; needNewWeights = true; int status = eventHandler_->event(ClpEventHandler::endOfValuesPass); if (status >= 0) { problemStatus_ = 5; secondaryStatus_ = ClpEventHandler::endOfValuesPass; break; } //#define FEB_TRY #if 1 //def FEB_TRY if (perturbation_ < 100 #ifdef TRY_SPLIT_VALUES_PASS && valuesStop < 0 #endif ) perturb(0); #endif } } if (abcNonLinearCost_->numberInfeasibilities() > 0 && !abcProgress_.initialWeight_ && !ifValuesPass && infeasibilityCost_ == 1.0e10 #ifdef TRY_SPLIT_VALUES_PASS && valuesStop < 0 #endif ) { // first time infeasible - start up weight computation // compute with original costs CoinAbcMemcpy(djSaved_, abcDj_, numberTotal_); CoinAbcMemcpy(abcCost_, costSaved_, numberTotal_); CoinAbcGatherFrom(abcCost_, costBasic_, abcPivotVariable_, numberRows_); gutsOfPrimalSolution(1); int numberSame = 0; int numberDifferent = 0; int numberZero = 0; int numberFreeSame = 0; int numberFreeDifferent = 0; int numberFreeZero = 0; int n = 0; for (int iSequence = 0; iSequence < numberTotal_; iSequence++) { if (getInternalStatus(iSequence) != basic && !flagged(iSequence)) { // not basic double distanceUp = abcUpper_[iSequence] - abcSolution_[iSequence]; double distanceDown = abcSolution_[iSequence] - abcLower_[iSequence]; double feasibleDj = abcDj_[iSequence]; double infeasibleDj = djSaved_[iSequence] - feasibleDj; double value = feasibleDj * infeasibleDj; if (distanceUp > primalTolerance_) { // Check if "free" if (distanceDown > primalTolerance_) { // free if (value > dualTolerance_) { numberFreeSame++; } else if (value < -dualTolerance_) { numberFreeDifferent++; abcDj_[n++] = feasibleDj / infeasibleDj; } else { numberFreeZero++; } } else { // should not be negative if (value > dualTolerance_) { numberSame++; } else if (value < -dualTolerance_) { numberDifferent++; abcDj_[n++] = feasibleDj / infeasibleDj; } else { numberZero++; } } } else if (distanceDown > primalTolerance_) { // should not be positive if (value > dualTolerance_) { numberSame++; } else if (value < -dualTolerance_) { numberDifferent++; abcDj_[n++] = feasibleDj / infeasibleDj; } else { numberZero++; } } } abcProgress_.initialWeight_ = -1.0; } #ifdef CLP_USEFUL_PRINTOUT printf("XXXX %d same, %d different, %d zero, -- free %d %d %d\n", numberSame, numberDifferent, numberZero, numberFreeSame, numberFreeDifferent, numberFreeZero); #endif // we want most to be same if (n) { std::sort(abcDj_, abcDj_ + n); #ifdef CLP_USEFUL_PRINTOUT double most = 0.95; int which = static_cast< int >((1.0 - most) * static_cast< double >(n)); double take2 = -abcDj_[which] * infeasibilityCost_; printf("XXXX inf cost %g take %g (range %g %g)\n", infeasibilityCost_, take2, -abcDj_[0] * infeasibilityCost_, -abcDj_[n - 1] * infeasibilityCost_); #endif double take = -abcDj_[0] * infeasibilityCost_; // was infeasibilityCost_ = CoinMin(CoinMax(1000.0 * take, 1.0e8), 1.0000001e10); infeasibilityCost_ = CoinMin(CoinMax(1000.0 * take, 1.0e3), 1.0000001e10); #ifdef CLP_USEFUL_PRINTOUT printf("XXXX changing weight to %g\n", infeasibilityCost_); #endif // may need to force redo of weights needNewWeights = true; } abcNonLinearCost_->checkInfeasibilities(0.0); gutsOfPrimalSolution(3); } // Check event { int status = eventHandler_->event(ClpEventHandler::endOfFactorization); if (status >= 0) { problemStatus_ = 5; secondaryStatus_ = ClpEventHandler::endOfFactorization; break; } } // Iterate whileIterating(ifValuesPass ? 1 : 0); } } // if infeasible get real values //printf("XXXXY final cost %g\n",infeasibilityCost_); abcProgress_.initialWeight_ = 0.0; if (problemStatus_ == 1 && secondaryStatus_ != 6) { infeasibilityCost_ = 0.0; copyFromSaved(); delete abcNonLinearCost_; abcNonLinearCost_ = new AbcNonLinearCost(this); abcNonLinearCost_->checkInfeasibilities(0.0); sumPrimalInfeasibilities_ = abcNonLinearCost_->sumInfeasibilities(); numberPrimalInfeasibilities_ = abcNonLinearCost_->numberInfeasibilities(); // and get good feasible duals gutsOfPrimalSolution(1); } // clean up unflag(); abcProgress_.clearTimesFlagged(); #if ABC_PARALLEL > 0 if (parallelMode()) { for (int i = 0; i < 6; i++) { delete rowArray_[i]; rowArray_[i] = NULL; delete columnArray_[i]; columnArray_[i] = NULL; } } #endif //finish(startFinishOptions); restoreData(data); setObjectiveValue(abcNonLinearCost_->feasibleReportCost() + objectiveOffset_); // clean up if (problemStatus_ == 10) abcNonLinearCost_->checkInfeasibilities(0.0); delete abcNonLinearCost_; abcNonLinearCost_ = NULL; #if 0 if (numberRows_>80000&&numberRows_<90000) { FILE * fp = fopen("save.stuff", "wb"); if (fp) { fwrite(internalStatus_,sizeof(char),numberTotal_,fp); fwrite(abcSolution_,sizeof(double),numberTotal_,fp); } else { printf("can't open save.stuff\n"); abort(); } fclose(fp); } #endif return problemStatus_; } /* Reasons to come out: -1 iterations etc -2 inaccuracy -3 slight inaccuracy (and done iterations) -4 end of values pass and done iterations +0 looks optimal (might be infeasible - but we will investigate) +2 looks unbounded +3 max iterations */ int AbcSimplexPrimal::whileIterating(int valuesOption) { #if 1 #define DELAYED_UPDATE arrayForBtran_ = 0; //setUsedArray(arrayForBtran_); arrayForFtran_ = 1; setUsedArray(arrayForFtran_); arrayForFlipBounds_ = 2; setUsedArray(arrayForFlipBounds_); arrayForTableauRow_ = 3; setUsedArray(arrayForTableauRow_); //arrayForDualColumn_=4; //setUsedArray(arrayForDualColumn_); #if ABC_PARALLEL < 2 arrayForReplaceColumn_ = 4; //4; #else arrayForReplaceColumn_ = 6; //4; setUsedArray(arrayForReplaceColumn_); #endif //arrayForFlipRhs_=5; //setUsedArray(arrayForFlipRhs_); #endif // Say if values pass int ifValuesPass = (firstFree_ >= 0) ? 1 : 0; int returnCode = -1; int superBasicType = 1; if (valuesOption > 1) superBasicType = 3; int numberStartingInfeasibilities = abcNonLinearCost_->numberInfeasibilities(); // status stays at -1 while iterating, >=0 finished, -2 to invert // status -3 to go to top without an invert int numberFlaggedStart = abcProgress_.timesFlagged(); while (problemStatus_ == -1) { if (!ifValuesPass) { // choose column to come in // can use pivotRow_ to update weights // pass in list of cost changes so can do row updates (rowArray_[1]) // NOTE rowArray_[0] is used by computeDuals which is a // slow way of getting duals but might be used int saveSequence = sequenceIn_; primalColumn(&usefulArray_[arrayForFtran_], &usefulArray_[arrayForTableauRow_], &usefulArray_[arrayForFlipBounds_]); if (saveSequence >= 0 && saveSequence != sequenceOut_) { if (getInternalStatus(saveSequence) == basic) abcDj_[saveSequence] = 0.0; } #if ABC_NORMAL_DEBUG > 0 if (handler_->logLevel() == 63) { for (int i = 0; i < numberTotal_; i++) { if (fabs(abcDj_[i]) > 1.0e2) assert(getInternalStatus(i) != basic); } double largestCost = 0.0; double largestDj = 0.0; double largestGoodDj = 0.0; int iLargest = -1; int numberInfeasibilities = 0; double sum = 0.0; for (int i = 0; i < numberTotal_; i++) { if (getInternalStatus(i) == isFixed) continue; largestCost = CoinMax(largestCost, fabs(abcCost_[i])); double dj = abcDj_[i]; if (getInternalStatus(i) == atLowerBound) dj = -dj; largestDj = CoinMax(largestDj, fabs(dj)); if (largestGoodDj < dj) { largestGoodDj = dj; iLargest = i; } if (getInternalStatus(i) == basic) { if (abcSolution_[i] > abcUpper_[i] + primalTolerance_) { numberInfeasibilities++; sum += abcSolution_[i] - abcUpper_[i] - primalTolerance_; } else if (abcSolution_[i] < abcLower_[i] - primalTolerance_) { numberInfeasibilities++; sum -= abcSolution_[i] - abcLower_[i] + primalTolerance_; } } } char xx; int kLargest; if (iLargest >= numberRows_) { xx = 'C'; kLargest = iLargest - numberRows_; } else { xx = 'R'; kLargest = iLargest; } printf("largest cost %g, largest dj %g best %g (%d==%c%d) - %d infeasible (sum %g) nonlininf %d\n", largestCost, largestDj, largestGoodDj, iLargest, xx, kLargest, numberInfeasibilities, sum, abcNonLinearCost_->numberInfeasibilities()); assert(getInternalStatus(iLargest) != basic); } #endif } else { // in values pass for (int i = 0; i < 4; i++) multipleSequenceIn_[i] = -1; int sequenceIn = nextSuperBasic(superBasicType, &usefulArray_[arrayForFlipBounds_]); if (valuesOption > 1) superBasicType = 2; if (sequenceIn < 0) { // end of values pass - initialize weights etc sequenceIn_ = -1; handler_->message(CLP_END_VALUES_PASS, messages_) << numberIterations_; stateOfProblem_ &= ~VALUES_PASS; #ifdef TRY_SPLIT_VALUES_PASS valuesStop = numberIterations_ + doOrdinaryVariables; #endif abcPrimalColumnPivot_->saveWeights(this, 5); problemStatus_ = -2; // factorize now pivotRow_ = -1; // say no weights update returnCode = -4; // Clean up for (int i = 0; i < numberTotal_; i++) { if (getInternalStatus(i) == atLowerBound || getInternalStatus(i) == isFixed) abcSolution_[i] = abcLower_[i]; else if (getInternalStatus(i) == atUpperBound) abcSolution_[i] = abcUpper_[i]; } break; } else { // normal sequenceIn_ = sequenceIn; valueIn_ = abcSolution_[sequenceIn_]; lowerIn_ = abcLower_[sequenceIn_]; upperIn_ = abcUpper_[sequenceIn_]; dualIn_ = abcDj_[sequenceIn_]; // see if any more if (maximumIterations() == 100000) { multipleSequenceIn_[0] = sequenceIn; for (int i = 1; i < 4; i++) { int sequenceIn = nextSuperBasic(superBasicType, &usefulArray_[arrayForFlipBounds_]); if (sequenceIn >= 0) multipleSequenceIn_[i] = sequenceIn; else break; } } } } pivotRow_ = -1; sequenceOut_ = -1; usefulArray_[arrayForFtran_].clear(); if (sequenceIn_ >= 0) { // we found a pivot column assert(!flagged(sequenceIn_)); //#define MULTIPLE_PRICE // do second half of iteration if (multipleSequenceIn_[1] == -1 || maximumIterations() != 100000) { returnCode = pivotResult(ifValuesPass); } else { if (multipleSequenceIn_[0] < 0) multipleSequenceIn_[0] = sequenceIn_; returnCode = pivotResult4(ifValuesPass); #ifdef MULTIPLE_PRICE if (sequenceIn_ >= 0) returnCode = pivotResult(ifValuesPass); #endif } if (numberStartingInfeasibilities && !abcNonLinearCost_->numberInfeasibilities()) { //if (abcFactorization_->pivots()>200&&numberIterations_>2*(numberRows_+numberColumns_)) if (abcFactorization_->pivots() > 2 && numberIterations_ > (numberRows_ + numberColumns_) && (stateOfProblem_ & PESSIMISTIC) != 0) returnCode = -2; // refactorize - maybe just after n iterations } if (returnCode < -1 && returnCode > -5) { problemStatus_ = -2; // } else if (returnCode == -5) { if (abcProgress_.timesFlagged() > 10 + numberFlaggedStart) problemStatus_ = -2; if ((moreSpecialOptions_ & 16) == 0 && abcFactorization_->pivots()) { moreSpecialOptions_ |= 16; problemStatus_ = -2; } // otherwise something flagged - continue; } else if (returnCode == 2) { problemStatus_ = -5; // looks unbounded } else if (returnCode == 4) { problemStatus_ = -2; // looks unbounded but has iterated } else if (returnCode != -1) { assert(returnCode == 3); if (problemStatus_ != 5) problemStatus_ = 3; } } else { // no pivot column #if ABC_NORMAL_DEBUG > 3 if (handler_->logLevel() & 32) printf("** no column pivot\n"); #endif if (abcNonLinearCost_->numberInfeasibilities()) problemStatus_ = -4; // might be infeasible // Force to re-factorize early next time int numberPivots = abcFactorization_->pivots(); returnCode = 0; #ifdef CLP_USER_DRIVEN // If large number of pivots trap later? if (problemStatus_ == -1 && numberPivots < 13000) { int status = eventHandler_->event(ClpEventHandler::noCandidateInPrimal); if (status >= 0 && status < 10) { // carry on problemStatus_ = -1; if (status == 0) break; } else if (status >= 10) { problemStatus_ = status - 10; break; } else { forceFactorization_ = CoinMin(forceFactorization_, (numberPivots + 1) >> 1); break; } } #else forceFactorization_ = CoinMin(forceFactorization_, (numberPivots + 1) >> 1); break; #endif } } if (valuesOption > 1) usefulArray_[arrayForFlipBounds_].setNumElements(0); return returnCode; } /* Checks if finished. Updates status */ void AbcSimplexPrimal::statusOfProblemInPrimal(int type) { int saveFirstFree = firstFree_; // number of pivots done int numberPivots = abcFactorization_->pivots(); #if 0 printf("statusOf %d pivots type %d pstatus %d forceFac %d dont %d\n", numberPivots,type,problemStatus_,forceFactorization_,dontFactorizePivots_); #endif //int saveType=type; if (type > 3) { // force factorization numberPivots = 9999999; if (type > 10) type -= 10; else type &= 3; } #ifndef TRY_ABC_GUS bool doFactorization = (type != 3 && (numberPivots > dontFactorizePivots_ || numberIterations_ == baseIteration_ || problemStatus_ == 10)); #else bool doFactorization = (type != 3 && (numberPivots > dontFactorizePivots_ || numberIterations_ == baseIteration_)); #endif bool doWeights = doFactorization || problemStatus_ == 10; if (type == 2) { // trouble - restore solution restoreGoodStatus(1); forceFactorization_ = 1; // a bit drastic but .. pivotRow_ = -1; // say no weights update changeMade_++; // say change made } int tentativeStatus = problemStatus_; double lastSumInfeasibility = COIN_DBL_MAX; int lastNumberInfeasibility = 1; #ifndef CLP_CAUTION #define CLP_CAUTION 1 #endif #if CLP_CAUTION double lastAverageInfeasibility = sumDualInfeasibilities_ / static_cast< double >(numberDualInfeasibilities_ + 1); #endif if (numberIterations_ && type) { lastSumInfeasibility = abcNonLinearCost_->sumInfeasibilities(); lastNumberInfeasibility = abcNonLinearCost_->numberInfeasibilities(); } else { lastAverageInfeasibility = 1.0e10; } bool ifValuesPass = (stateOfProblem_ & VALUES_PASS) != 0; bool takenAction = false; double sumInfeasibility = 0.0; if (problemStatus_ > -3 || problemStatus_ == -4) { // factorize // later on we will need to recover from singularities // also we could skip if first time // do weights // This may save pivotRow_ for use if (doFactorization) abcPrimalColumnPivot_->saveWeights(this, 1); if (!type) { // be optimistic stateOfProblem_ &= ~PESSIMISTIC; // but use 0.1 double newTolerance = CoinMax(0.1, saveData_.pivotTolerance_); abcFactorization_->pivotTolerance(newTolerance); } if (doFactorization) { // is factorization okay? int solveType = ifValuesPass ? 11 : 1; if (!type) solveType++; int factorStatus = internalFactorize(solveType); if (factorStatus) { if (type != 1 || largestPrimalError_ > 1.0e3 || largestDualError_ > 1.0e3) { #if ABC_NORMAL_DEBUG > 0 printf("Bad initial basis\n"); #endif internalFactorize(2); } else { // no - restore previous basis // Keep any flagged variables for (int i = 0; i < numberTotal_; i++) { if (flagged(i)) internalStatusSaved_[i] |= 64; //say flagged } restoreGoodStatus(1); if (numberPivots <= 1) { // throw out something if (sequenceIn_ >= 0 && getInternalStatus(sequenceIn_) != basic) { setFlagged(sequenceIn_); } else if (sequenceOut_ >= 0 && getInternalStatus(sequenceOut_) != basic) { setFlagged(sequenceOut_); } abcProgress_.incrementTimesFlagged(); double newTolerance = CoinMax(0.5 + 0.499 * randomNumberGenerator_.randomDouble(), abcFactorization_->pivotTolerance()); abcFactorization_->pivotTolerance(newTolerance); } else { // Go to safe abcFactorization_->pivotTolerance(0.99); } forceFactorization_ = 1; // a bit drastic but .. type = 2; abcNonLinearCost_->checkInfeasibilities(); if (internalFactorize(2) != 0) { largestPrimalError_ = 1.0e4; // force other type } } changeMade_++; // say change made } } if (problemStatus_ != -4) problemStatus_ = -3; if (abcProgress_.realInfeasibility_[0] < 1.0e-1 && primalTolerance_ == 1.0e-7 && abcProgress_.iterationNumber_[0] > 0 && abcProgress_.iterationNumber_[CLP_PROGRESS - 1] - abcProgress_.iterationNumber_[0] > 25) { // default - so user did not set int iP; double minAverage = COIN_DBL_MAX; double maxAverage = 0.0; for (iP = 0; iP < CLP_PROGRESS; iP++) { int n = abcProgress_.numberInfeasibilities_[iP]; if (!n) { break; } else { double average = abcProgress_.realInfeasibility_[iP]; if (average > 0.1) break; average /= static_cast< double >(n); minAverage = CoinMin(minAverage, average); maxAverage = CoinMax(maxAverage, average); } } if (iP == CLP_PROGRESS && minAverage < 1.0e-5 && maxAverage < 1.0e-3) { // change tolerance #if CBC_USEFUL_PRINTING > 0 printf("CCchanging tolerance\n"); #endif primalTolerance_ = 1.0e-6; dblParam_[ClpPrimalTolerance] = 1.0e-6; moreSpecialOptions_ |= 4194304; } } // at this stage status is -3 or -5 if looks unbounded // get primal and dual solutions // put back original costs and then check // createRim(4); // costs do not change if (ifValuesPass && numberIterations_ == baseIteration_) { abcNonLinearCost_->checkInfeasibilities(primalTolerance_); lastSumInfeasibility = abcNonLinearCost_->largestInfeasibility(); } #ifdef CLP_USER_DRIVEN int status = eventHandler_->event(ClpEventHandler::goodFactorization); if (status >= 0) { lastSumInfeasibility = COIN_DBL_MAX; } #endif if (ifValuesPass && numberIterations_ == baseIteration_) { double *save = new double[numberRows_]; int numberOut = 1; while (numberOut) { for (int iRow = 0; iRow < numberRows_; iRow++) { int iPivot = abcPivotVariable_[iRow]; save[iRow] = abcSolution_[iPivot]; } gutsOfPrimalSolution(2); double badInfeasibility = abcNonLinearCost_->largestInfeasibility(); numberOut = 0; // But may be very large rhs etc double useError = CoinMin(largestPrimalError_, 1.0e5 / CoinAbcMaximumAbsElement(abcSolution_, numberTotal_)); if ((lastSumInfeasibility < incomingInfeasibility_ || badInfeasibility > (CoinMax(10.0, 100.0 * lastSumInfeasibility))) && (badInfeasibility > 10.0 || useError > 1.0e-3)) { //printf("Original largest infeas %g, now %g, primalError %g\n", // lastSumInfeasibility,abcNonLinearCost_->largestInfeasibility(), // largestPrimalError_); // throw out up to 1000 structurals int *sort = new int[numberRows_]; // first put back solution and store difference for (int iRow = 0; iRow < numberRows_; iRow++) { int iPivot = abcPivotVariable_[iRow]; double difference = fabs(abcSolution_[iPivot] - save[iRow]); abcSolution_[iPivot] = save[iRow]; save[iRow] = difference; } abcNonLinearCost_->checkInfeasibilities(primalTolerance_); if (handler_->logLevel() > 1) printf("Largest infeasibility %g\n", abcNonLinearCost_->largestInfeasibility()); int numberBasic = 0; for (int iRow = 0; iRow < numberRows_; iRow++) { int iPivot = abcPivotVariable_[iRow]; if (iPivot >= numberRows_) { // column double difference = save[iRow]; if (difference > 1.0e-4) { sort[numberOut] = iRow; save[numberOut++] = -difference; if (getInternalStatus(iPivot) == basic) numberBasic++; } } } if (!numberBasic) { //printf("no errors on basic - going to all slack - numberOut %d\n",numberOut); // allow numberOut = 0; } CoinSort_2(save, save + numberOut, sort); numberOut = CoinMin(1000, numberOut); // for now bring in any slack int jRow = 0; for (int i = 0; i < numberOut; i++) { int iRow = sort[i]; int iColumn = abcPivotVariable_[iRow]; assert(getInternalStatus(iColumn) == basic); setInternalStatus(iColumn, superBasic); while (getInternalStatus(jRow) == basic) jRow++; setInternalStatus(jRow, basic); abcPivotVariable_[iRow] = jRow; if (fabs(abcSolution_[iColumn]) > 1.0e10) { if (abcUpper_[iColumn] < 0.0) { abcSolution_[iColumn] = abcUpper_[iColumn]; } else if (abcLower_[iColumn] > 0.0) { abcSolution_[iColumn] = abcLower_[iColumn]; } else { abcSolution_[iColumn] = 0.0; } } } delete[] sort; } if (numberOut) { double savePivotTolerance = abcFactorization_->pivotTolerance(); abcFactorization_->pivotTolerance(0.99); int factorStatus = internalFactorize(12); abcFactorization_->pivotTolerance(savePivotTolerance); assert(!factorStatus); } } delete[] save; } gutsOfPrimalSolution(3); sumInfeasibility = abcNonLinearCost_->sumInfeasibilities(); int reason2 = 0; #if CLP_CAUTION #if CLP_CAUTION == 2 double test2 = 1.0e5; #else double test2 = 1.0e-1; #endif if (!lastSumInfeasibility && sumInfeasibility > 1.0e3 * primalTolerance_ && lastAverageInfeasibility < test2 && numberPivots > 10 && !ifValuesPass) reason2 = 3; if (lastSumInfeasibility < 1.0e-6 && sumInfeasibility > 1.0e-3 && numberPivots > 10 && !ifValuesPass) reason2 = 4; #endif if ((sumInfeasibility > 1.0e7 && sumInfeasibility > 100.0 * lastSumInfeasibility && abcFactorization_->pivotTolerance() < 0.11) || (largestPrimalError_ > 1.0e10 && largestDualError_ > 1.0e10)) reason2 = 2; if (reason2) { takenAction = true; problemStatus_ = tentativeStatus; doFactorization = true; if (numberPivots) { // go back // trouble - restore solution restoreGoodStatus(1); sequenceIn_ = -1; sequenceOut_ = -1; abcNonLinearCost_->checkInfeasibilities(); if (reason2 < 3) { // Go to safe abcFactorization_->pivotTolerance(CoinMin(0.99, 1.01 * abcFactorization_->pivotTolerance())); forceFactorization_ = 1; // a bit drastic but .. } else if (forceFactorization_ < 0) { forceFactorization_ = CoinMin(numberPivots / 4, 100); } else { forceFactorization_ = CoinMin(forceFactorization_, CoinMax(3, numberPivots / 4)); } pivotRow_ = -1; // say no weights update changeMade_++; // say change made if (numberPivots == 1) { // throw out something if (sequenceIn_ >= 0 && getInternalStatus(sequenceIn_) != basic) { setFlagged(sequenceIn_); } else if (sequenceOut_ >= 0 && getInternalStatus(sequenceOut_) != basic) { setFlagged(sequenceOut_); } abcProgress_.incrementTimesFlagged(); } type = 2; // so will restore weights if (internalFactorize(2) != 0) { largestPrimalError_ = 1.0e4; // force other type } numberPivots = 0; gutsOfPrimalSolution(3); sumInfeasibility = abcNonLinearCost_->sumInfeasibilities(); } } } // Double check reduced costs if no action if (abcProgress_.lastIterationNumber(0) == numberIterations_) { if (abcPrimalColumnPivot_->looksOptimal()) { numberDualInfeasibilities_ = 0; sumDualInfeasibilities_ = 0.0; } } // If in primal and small dj give up if ((specialOptions_ & 1024) != 0 && !numberPrimalInfeasibilities_ && numberDualInfeasibilities_) { double average = sumDualInfeasibilities_ / (static_cast< double >(numberDualInfeasibilities_)); if (numberIterations_ > 300 && average < 1.0e-4) { numberDualInfeasibilities_ = 0; sumDualInfeasibilities_ = 0.0; } } // Check if looping int loop; ifValuesPass = firstFree_ >= 0; if (type != 2 && !ifValuesPass) loop = abcProgress_.looping(); else loop = -1; if ((moreSpecialOptions_ & 2048) != 0 && !numberPrimalInfeasibilities_ && numberDualInfeasibilities_) { double average = sumDualInfeasibilities_ / (static_cast< double >(numberDualInfeasibilities_)); if (abcProgress_.lastIterationNumber(2) == numberIterations_ && ((abcProgress_.timesFlagged() > 2 && average < 1.0e-1) || abcProgress_.timesFlagged() > 20)) { numberDualInfeasibilities_ = 0; sumDualInfeasibilities_ = 0.0; problemStatus_ = 3; loop = 0; } } if (loop >= 0) { if (!problemStatus_) { // declaring victory numberPrimalInfeasibilities_ = 0; sumPrimalInfeasibilities_ = 0.0; // say been feasible #ifdef ABC_INHERIT abcState_ |= CLP_ABC_BEEN_FEASIBLE; #endif } else { problemStatus_ = loop; //exit if in loop problemStatus_ = 10; // instead - try other algorithm numberPrimalInfeasibilities_ = abcNonLinearCost_->numberInfeasibilities(); } problemStatus_ = 10; // instead - try other algorithm return; } else if (loop < -1) { // Is it time for drastic measures if (abcNonLinearCost_->numberInfeasibilities() && abcProgress_.badTimes() > 5 && abcProgress_.oddState() < 10 && abcProgress_.oddState() >= 0) { abcProgress_.newOddState(); abcNonLinearCost_->zapCosts(); } // something may have changed gutsOfPrimalSolution(3); } // If progress then reset costs if (loop == -1 && !abcNonLinearCost_->numberInfeasibilities() && abcProgress_.oddState() < 0) { copyFromSaved(); // costs back delete abcNonLinearCost_; abcNonLinearCost_ = new AbcNonLinearCost(this); abcProgress_.endOddState(); gutsOfPrimalSolution(3); } abcProgress_.modifyObjective(abcNonLinearCost_->feasibleReportCost()); if (!lastNumberInfeasibility && sumInfeasibility && numberPivots > 1 && !ifValuesPass && !takenAction && abcProgress_.lastObjective(0) >= abcProgress_.lastObjective(CLP_PROGRESS - 1)) { // first increase minimumThetaMovement_; // be more careful //abcFactorization_->saferTolerances (-0.99, -1.002); #if ABC_NORMAL_DEBUG > 0 if (handler_->logLevel() == 63) printf("thought feasible but sum is %g force %d minimum theta %g\n", sumInfeasibility, forceFactorization_, minimumThetaMovement_); #endif stateOfProblem_ |= PESSIMISTIC; if (minimumThetaMovement_ < 1.0e-10) { minimumThetaMovement_ *= 1.1; } else if (0) { int maxFactor = abcFactorization_->maximumPivots(); if (maxFactor > 10) { if (forceFactorization_ < 0) forceFactorization_ = maxFactor; forceFactorization_ = CoinMax(1, (forceFactorization_ >> 2)); if (handler_->logLevel() == 63) printf("Reducing factorization frequency to %d\n", forceFactorization_); } } } // Flag to say whether to go to dual to clean up bool goToDual = false; // really for free variables in //if((progressFlag_&2)!=0) //problemStatus_=-1;; progressFlag_ = 0; //reset progress flag handler_->message(CLP_SIMPLEX_STATUS, messages_) << numberIterations_ << abcNonLinearCost_->feasibleReportCost() + objectiveOffset_; handler_->printing(abcNonLinearCost_->numberInfeasibilities() > 0) << abcNonLinearCost_->sumInfeasibilities() << abcNonLinearCost_->numberInfeasibilities(); handler_->printing(sumDualInfeasibilities_ > 0.0) << sumDualInfeasibilities_ << numberDualInfeasibilities_; handler_->printing(numberDualInfeasibilitiesWithoutFree_ < numberDualInfeasibilities_) << numberDualInfeasibilitiesWithoutFree_; handler_->message() << CoinMessageEol; if (!primalFeasible()) { abcNonLinearCost_->checkInfeasibilities(primalTolerance_); gutsOfPrimalSolution(2); abcNonLinearCost_->checkInfeasibilities(primalTolerance_); } double trueInfeasibility = abcNonLinearCost_->sumInfeasibilities(); if (!abcNonLinearCost_->numberInfeasibilities() && infeasibilityCost_ == 1.0e10 && !ifValuesPass && true) { // say been feasible #ifdef ABC_INHERIT abcState_ |= CLP_ABC_BEEN_FEASIBLE; #endif // relax if default infeasibilityCost_ = CoinMin(CoinMax(100.0 * sumDualInfeasibilities_, 1.0e8), 1.00000001e10); // reset looping criterion abcProgress_.reset(); trueInfeasibility = 1.123456e10; } if (trueInfeasibility > 1.0) { // If infeasibility going up may change weights double testValue = trueInfeasibility - 1.0e-4 * (10.0 + trueInfeasibility); double lastInf = abcProgress_.lastInfeasibility(1); double lastInf3 = abcProgress_.lastInfeasibility(3); double thisObj = abcProgress_.lastObjective(0); double thisInf = abcProgress_.lastInfeasibility(0); thisObj += infeasibilityCost_ * 2.0 * thisInf; double lastObj = abcProgress_.lastObjective(1); lastObj += infeasibilityCost_ * 2.0 * lastInf; double lastObj3 = abcProgress_.lastObjective(3); lastObj3 += infeasibilityCost_ * 2.0 * lastInf3; if (lastObj < thisObj - 1.0e-5 * CoinMax(fabs(thisObj), fabs(lastObj)) - 1.0e-7 && firstFree_ < 0 && thisInf >= lastInf) { #if ABC_NORMAL_DEBUG > 0 if (handler_->logLevel() == 63) printf("lastobj %g this %g force %d\n", lastObj, thisObj, forceFactorization_); #endif int maxFactor = abcFactorization_->maximumPivots(); if (maxFactor > 10) { if (forceFactorization_ < 0) forceFactorization_ = maxFactor; forceFactorization_ = CoinMax(1, (forceFactorization_ >> 2)); #if ABC_NORMAL_DEBUG > 0 if (handler_->logLevel() == 63) printf("Reducing factorization frequency to %d\n", forceFactorization_); #endif } } else if (lastObj3 < thisObj - 1.0e-5 * CoinMax(fabs(thisObj), fabs(lastObj3)) - 1.0e-7 && firstFree_ < 0 && thisInf >= lastInf) { #if ABC_NORMAL_DEBUG > 0 if (handler_->logLevel() == 63) printf("lastobj3 %g this3 %g force %d\n", lastObj3, thisObj, forceFactorization_); #endif int maxFactor = abcFactorization_->maximumPivots(); if (maxFactor > 10) { if (forceFactorization_ < 0) forceFactorization_ = maxFactor; forceFactorization_ = CoinMax(1, (forceFactorization_ * 2) / 3); #if ABC_NORMAL_DEBUG > 0 if (handler_->logLevel() == 63) printf("Reducing factorization frequency to %d\n", forceFactorization_); #endif } } else if (lastInf < testValue || trueInfeasibility == 1.123456e10) { if (infeasibilityCost_ < 1.0e14) { infeasibilityCost_ *= 1.5; // reset looping criterion abcProgress_.reset(); #if ABC_NORMAL_DEBUG > 0 if (handler_->logLevel() == 63) printf("increasing weight to %g\n", infeasibilityCost_); #endif gutsOfPrimalSolution(3); } } } // we may wish to say it is optimal even if infeasible bool alwaysOptimal = (specialOptions_ & 1) != 0; #if CLP_CAUTION // If twice nearly there ... if (lastAverageInfeasibility < 2.0 * dualTolerance_) { double averageInfeasibility = sumDualInfeasibilities_ / static_cast< double >(numberDualInfeasibilities_ + 1); printf("last av %g now %g\n", lastAverageInfeasibility, averageInfeasibility); if (averageInfeasibility < 2.0 * dualTolerance_) sumOfRelaxedDualInfeasibilities_ = 0.0; } #endif // give code benefit of doubt if (sumOfRelaxedDualInfeasibilities_ == 0.0 && sumOfRelaxedPrimalInfeasibilities_ == 0.0) { // say been feasible #ifdef ABC_INHERIT abcState_ |= CLP_ABC_BEEN_FEASIBLE; #endif // say optimal (with these bounds etc) numberDualInfeasibilities_ = 0; sumDualInfeasibilities_ = 0.0; numberPrimalInfeasibilities_ = 0; sumPrimalInfeasibilities_ = 0.0; // But if real primal infeasibilities nonzero carry on if (abcNonLinearCost_->numberInfeasibilities()) { // most likely to happen if infeasible double relaxedToleranceP = primalTolerance_; // we can't really trust infeasibilities if there is primal error double error = CoinMin(1.0e-2, largestPrimalError_); // allow tolerance at least slightly bigger than standard relaxedToleranceP = relaxedToleranceP + error; int ninfeas = abcNonLinearCost_->numberInfeasibilities(); double sum = abcNonLinearCost_->sumInfeasibilities(); double average = sum / static_cast< double >(ninfeas); #if ABC_NORMAL_DEBUG > 3 if (handler_->logLevel() > 0) printf("nonLinearCost says infeasible %d summing to %g\n", ninfeas, sum); #endif if (average > relaxedToleranceP) { sumOfRelaxedPrimalInfeasibilities_ = sum; numberPrimalInfeasibilities_ = ninfeas; sumPrimalInfeasibilities_ = sum; #if ABC_NORMAL_DEBUG > 3 bool unflagged = #endif unflag(); abcProgress_.clearTimesFlagged(); #if ABC_NORMAL_DEBUG > 3 if (unflagged && handler_->logLevel() > 0) printf(" - but flagged variables\n"); #endif } } } //double saveSum=sumOfRelaxedDualInfeasibilities_; // had ||(type==3&&problemStatus_!=-5) -- ??? why ???? if ((dualFeasible() || problemStatus_ == -4) && !ifValuesPass) { // see if extra helps if (abcNonLinearCost_->numberInfeasibilities() && (abcNonLinearCost_->sumInfeasibilities() > 1.0e-3 || sumOfRelaxedPrimalInfeasibilities_) && !alwaysOptimal) { //may need infeasiblity cost changed // we can see if we can construct a ray // do twice to make sure Primal solution has settled // put non-basics to bounds in case tolerance moved // put back original costs CoinAbcMemcpy(abcCost_, costSaved_, numberTotal_); ; abcNonLinearCost_->checkInfeasibilities(0.0); gutsOfPrimalSolution(3); // put back original costs CoinAbcMemcpy(abcCost_, costSaved_, numberTotal_); ; abcNonLinearCost_->checkInfeasibilities(primalTolerance_); gutsOfPrimalSolution(3); // may have fixed infeasibilities - double check if (abcNonLinearCost_->numberInfeasibilities() == 0) { // carry on problemStatus_ = -1; abcNonLinearCost_->checkInfeasibilities(primalTolerance_); } else { if ((infeasibilityCost_ >= 1.0e18 || numberDualInfeasibilities_ == 0) && perturbation_ == 101 && (specialOptions_ & 8192) == 0) { goToDual = unPerturb(); // stop any further perturbation #ifndef TRY_ABC_GUS if (abcNonLinearCost_->sumInfeasibilities() > 1.0e-1) goToDual = false; #endif numberDualInfeasibilities_ = 1; // carry on problemStatus_ = -1; } else if (numberDualInfeasibilities_ == 0 && largestDualError_ > 1.0e-2 #ifndef TRY_ABC_GUS && ((moreSpecialOptions_ & 256) == 0 && (specialOptions_ & 8192) == 0) #else && (specialOptions_ & 8192) == 0 #endif ) { goToDual = true; abcFactorization_->pivotTolerance(CoinMax(0.5, abcFactorization_->pivotTolerance())); } if (!goToDual) { if (infeasibilityCost_ >= 1.0e20 || numberDualInfeasibilities_ == 0) { // we are infeasible - use as ray delete[] ray_; ray_ = new double[numberRows_]; CoinMemcpyN(dual_, numberRows_, ray_); // and get feasible duals infeasibilityCost_ = 0.0; CoinAbcMemcpy(abcCost_, costSaved_, numberTotal_); ; abcNonLinearCost_->checkInfeasibilities(primalTolerance_); gutsOfPrimalSolution(3); // so will exit infeasibilityCost_ = 1.0e30; // reset infeasibilities sumPrimalInfeasibilities_ = abcNonLinearCost_->sumInfeasibilities(); ; numberPrimalInfeasibilities_ = abcNonLinearCost_->numberInfeasibilities(); } if (infeasibilityCost_ < 1.0e20) { infeasibilityCost_ *= 5.0; // reset looping criterion abcProgress_.reset(); changeMade_++; // say change made handler_->message(CLP_PRIMAL_WEIGHT, messages_) << infeasibilityCost_ << CoinMessageEol; // put back original costs and then check CoinAbcMemcpy(abcCost_, costSaved_, numberTotal_); ; abcNonLinearCost_->checkInfeasibilities(0.0); gutsOfPrimalSolution(3); problemStatus_ = -1; //continue #ifndef TRY_ABC_GUS goToDual = false; #else if ((specialOptions_ & 8192) == 0 && !sumOfRelaxedDualInfeasibilities_) goToDual = true; #endif } else { // say infeasible problemStatus_ = 1; } } } } else { // may be optimal if (perturbation_ == 101) { goToDual = unPerturb(); // stop any further perturbation #ifndef TRY_ABC_GUS if ((numberRows_ > 20000 || numberDualInfeasibilities_) && !numberTimesOptimal_) #else if ((specialOptions_ & 8192) != 0) #endif goToDual = false; // Better to carry on a bit longer lastCleaned_ = -1; // carry on } bool unflagged = (unflag() != 0); abcProgress_.clearTimesFlagged(); if (lastCleaned_ != numberIterations_ || unflagged) { handler_->message(CLP_PRIMAL_OPTIMAL, messages_) << primalTolerance_ << CoinMessageEol; if (numberTimesOptimal_ < 4) { numberTimesOptimal_++; changeMade_++; // say change made if (numberTimesOptimal_ == 1) { // better to have small tolerance even if slower abcFactorization_->zeroTolerance(CoinMin(abcFactorization_->zeroTolerance(), 1.0e-15)); } lastCleaned_ = numberIterations_; if (primalTolerance_ != dblParam_[ClpPrimalTolerance]) handler_->message(CLP_PRIMAL_ORIGINAL, messages_) << CoinMessageEol; double oldTolerance = primalTolerance_; primalTolerance_ = dblParam_[ClpPrimalTolerance]; // put back original costs and then check #if 0 //ndef NDEBUG double largestDifference=0.0; for (int i=0;ilogLevel()==63) printf("largest change in cost %g\n",largestDifference); #endif CoinAbcMemcpy(abcCost_, costSaved_, numberTotal_); ; abcNonLinearCost_->checkInfeasibilities(oldTolerance); gutsOfPrimalSolution(3); if (sumOfRelaxedDualInfeasibilities_ == 0.0 && sumOfRelaxedPrimalInfeasibilities_ == 0.0) { // say optimal (with these bounds etc) numberDualInfeasibilities_ = 0; sumDualInfeasibilities_ = 0.0; numberPrimalInfeasibilities_ = 0; sumPrimalInfeasibilities_ = 0.0; goToDual = false; } if (dualFeasible() && !abcNonLinearCost_->numberInfeasibilities() && lastCleaned_ >= 0) problemStatus_ = 0; else problemStatus_ = -1; } else { problemStatus_ = 0; // optimal if (lastCleaned_ < numberIterations_) { handler_->message(CLP_SIMPLEX_GIVINGUP, messages_) << CoinMessageEol; } } } else { if (!alwaysOptimal || !sumOfRelaxedPrimalInfeasibilities_) problemStatus_ = 0; // optimal else problemStatus_ = 1; // infeasible } } } else { // see if looks unbounded if (problemStatus_ == -5) { if (abcNonLinearCost_->numberInfeasibilities()) { if (infeasibilityCost_ > 1.0e18 && perturbation_ == 101) { // back off weight infeasibilityCost_ = 1.0e13; // reset looping criterion abcProgress_.reset(); unPerturb(); // stop any further perturbation } //we need infeasiblity cost changed if (infeasibilityCost_ < 1.0e20) { infeasibilityCost_ *= 5.0; // reset looping criterion abcProgress_.reset(); changeMade_++; // say change made handler_->message(CLP_PRIMAL_WEIGHT, messages_) << infeasibilityCost_ << CoinMessageEol; // put back original costs and then check CoinAbcMemcpy(abcCost_, costSaved_, numberTotal_); ; gutsOfPrimalSolution(3); problemStatus_ = -1; //continue } else { // say infeasible problemStatus_ = 1; // we are infeasible - use as ray delete[] ray_; ray_ = new double[numberRows_]; CoinMemcpyN(dual_, numberRows_, ray_); } } else { // say unbounded problemStatus_ = 2; } } else { // carry on problemStatus_ = -1; if (type == 3 && !ifValuesPass) { //bool unflagged = unflag(); abcProgress_.clearTimesFlagged(); if (sumDualInfeasibilities_ < 1.0e-3 || (sumDualInfeasibilities_ / static_cast< double >(numberDualInfeasibilities_)) < 1.0e-5 || abcProgress_.lastIterationNumber(0) == numberIterations_) { if (!numberPrimalInfeasibilities_) { if (numberTimesOptimal_ < 4) { numberTimesOptimal_++; changeMade_++; // say change made } else { problemStatus_ = 0; secondaryStatus_ = 5; } } } } } } if (problemStatus_ == 0) { double objVal = (abcNonLinearCost_->feasibleCost() + objective_->nonlinearOffset()); objVal /= (objectiveScale_ * rhsScale_); double tol = 1.0e-10 * CoinMax(fabs(objVal), fabs(objectiveValue_)) + 1.0e-8; if (fabs(objVal - objectiveValue_) > tol) { #if ABC_NORMAL_DEBUG > 3 if (handler_->logLevel() > 0) printf("nonLinearCost has feasible obj of %g, objectiveValue_ is %g\n", objVal, objectiveValue_); #endif objectiveValue_ = objVal; } } if (type == 0 || type == 1) { saveGoodStatus(); } // see if in Cbc etc bool inCbcOrOther = (specialOptions_ & 0x03000000) != 0; bool disaster = false; if (disasterArea_ && inCbcOrOther && disasterArea_->check()) { disasterArea_->saveInfo(); disaster = true; } if (disaster) problemStatus_ = 3; if (problemStatus_ < 0 && !changeMade_) { problemStatus_ = 4; // unknown } lastGoodIteration_ = numberIterations_; if (numberIterations_ > lastBadIteration_ + 100) moreSpecialOptions_ &= ~16; // clear check accuracy flag #ifndef TRY_ABC_GUS if ((moreSpecialOptions_ & 256) != 0 || saveSum || (specialOptions_ & 8192) != 0) goToDual = false; #else if ((specialOptions_ & 8192) != 0) goToDual = false; #endif if (goToDual || (numberIterations_ > 1000 + baseIteration_ && largestPrimalError_ > 1.0e6 && largestDualError_ > 1.0e6)) { problemStatus_ = 10; // try dual // See if second call if ((moreSpecialOptions_ & 256) != 0 || abcNonLinearCost_->sumInfeasibilities() > 1.0e20) { numberPrimalInfeasibilities_ = abcNonLinearCost_->numberInfeasibilities(); sumPrimalInfeasibilities_ = abcNonLinearCost_->sumInfeasibilities(); // say infeasible #ifdef ABC_INHERIT if (numberPrimalInfeasibilities_ && (abcState_ & CLP_ABC_BEEN_FEASIBLE) == 0) #else if (numberPrimalInfeasibilities_) #endif problemStatus_ = 1; } } // make sure first free monotonic if (firstFree_ >= 0 && saveFirstFree >= 0) { firstFree_ = (numberIterations_) ? saveFirstFree : -1; nextSuperBasic(1, NULL); } #ifdef TRY_SPLIT_VALUES_PASS if (valuesChunk > 0) { bool doFixing = firstFree_ < 0; if (numberIterations_ == baseIteration_ && numberDualInfeasibilitiesWithoutFree_ + 1000 < numberDualInfeasibilities_) { doFixing = true; int numberSuperBasic = 0; for (int iSequence = 0; iSequence < numberTotal_; iSequence++) { if (getInternalStatus(iSequence) == superBasic) numberSuperBasic++; } keepValuesPass = static_cast< int >((1.01 * numberSuperBasic) / valuesChunk); doOrdinaryVariables = static_cast< int >(valuesRatio * keepValuesPass); } else if (valuesStop > 0) { if (numberIterations_ >= valuesStop || problemStatus_ >= 0) { gutsOfSolution(3); abcNonLinearCost_->refreshFromPerturbed(primalTolerance_); gutsOfSolution(3); int numberSuperBasic = 0; for (int iSequence = 0; iSequence < numberTotal_; iSequence++) { if (getInternalStatus(iSequence) == isFixed) { if (abcUpper_[iSequence] > abcLower_[iSequence]) { setInternalStatus(iSequence, superBasic); numberSuperBasic++; } } } if (numberSuperBasic) { stateOfProblem_ |= VALUES_PASS; problemStatus_ = -1; gutsOfSolution(3); } else { doFixing = false; } valuesStop = -1; } else { doFixing = false; } } if (doFixing) { abcNonLinearCost_->refreshFromPerturbed(primalTolerance_); int numberSuperBasic = 0; for (int iSequence = 0; iSequence < numberTotal_; iSequence++) { if (getInternalStatus(iSequence) == isFixed) { if (abcUpper_[iSequence] > abcLower_[iSequence]) setInternalStatus(iSequence, superBasic); } if (getInternalStatus(iSequence) == superBasic) numberSuperBasic++; } int numberFixed = 0; firstFree_ = -1; if (numberSuperBasic) { double threshold = static_cast< double >(keepValuesPass) / numberSuperBasic; if (1.1 * keepValuesPass > numberSuperBasic) threshold = 1.1; for (int iSequence = 0; iSequence < numberTotal_; iSequence++) { if (getInternalStatus(iSequence) == superBasic) { if (randomNumberGenerator_.randomDouble() < threshold) { if (firstFree_ < 0) firstFree_ = iSequence; } else { numberFixed++; abcLower_[iSequence] = abcSolution_[iSequence]; abcUpper_[iSequence] = abcSolution_[iSequence]; setInternalStatus(iSequence, isFixed); } } } } if (!numberFixed) { // end valuesChunk = -1; } } } #endif if (doFactorization || doWeights) { // restore weights (if saved) - also recompute infeasibility list if (tentativeStatus > -3) abcPrimalColumnPivot_->saveWeights(this, (type < 2) ? 2 : 4); else abcPrimalColumnPivot_->saveWeights(this, 3); } } // Computes solutions - 1 do duals, 2 do primals, 3 both int AbcSimplex::gutsOfPrimalSolution(int type) { //work space int whichArray[2]; for (int i = 0; i < 2; i++) whichArray[i] = getAvailableArray(); CoinIndexedVector *array1 = &usefulArray_[whichArray[0]]; CoinIndexedVector *array2 = &usefulArray_[whichArray[1]]; // do work and check int numberRefinements = 0; if ((type & 2) != 0) { numberRefinements = computePrimals(array1, array2); if (algorithm_ > 0 && abcNonLinearCost_ != NULL) { // primal algorithm // get correct bounds on all variables abcNonLinearCost_->checkInfeasibilities(primalTolerance_); if (abcNonLinearCost_->numberInfeasibilities()) if (handler_->detail(CLP_SIMPLEX_NONLINEAR, messages_) < 100) { handler_->message(CLP_SIMPLEX_NONLINEAR, messages_) << abcNonLinearCost_->changeInCost() << abcNonLinearCost_->numberInfeasibilities() << CoinMessageEol; } } checkPrimalSolution(true); } if ((type & 1) != 0 #if CAN_HAVE_ZERO_OBJ > 1 && (specialOptions_ & 2097152) == 0 #endif ) { numberRefinements += computeDuals(NULL, array1, array2); checkDualSolution(); } for (int i = 0; i < 2; i++) setAvailableArray(whichArray[i]); rawObjectiveValue_ += sumNonBasicCosts_; //computeObjective(); // ? done in checkDualSolution?? setClpSimplexObjectiveValue(); if (handler_->logLevel() > 3 || (largestPrimalError_ > 1.0e-2 || largestDualError_ > 1.0e-2)) handler_->message(CLP_SIMPLEX_ACCURACY, messages_) << largestPrimalError_ << largestDualError_ << CoinMessageEol; if ((largestPrimalError_ > 1.0e1 || largestDualError_ > 1.0e1) && numberRows_ > 100 && numberIterations_) { #if ABC_NORMAL_DEBUG > 0 printf("Large errors - primal %g dual %g\n", largestPrimalError_, largestDualError_); #endif // Change factorization tolerance //if (abcFactorization_->zeroTolerance() > 1.0e-18) //abcFactorization_->zeroTolerance(1.0e-18); } return numberRefinements; } /* Row array has pivot column This chooses pivot row. For speed, we may need to go to a bucket approach when many variables go through bounds On exit rhsArray will have changes in costs of basic variables */ void AbcSimplexPrimal::primalRow(CoinIndexedVector *rowArray, CoinIndexedVector *rhsArray, CoinIndexedVector *spareArray, int valuesPass) { #if 1 for (int iRow = 0; iRow < numberRows_; iRow++) { int iPivot = abcPivotVariable_[iRow]; assert(costBasic_[iRow] == abcCost_[iPivot]); assert(lowerBasic_[iRow] == abcLower_[iPivot]); assert(upperBasic_[iRow] == abcUpper_[iPivot]); assert(solutionBasic_[iRow] == abcSolution_[iPivot]); } #endif double saveDj = dualIn_; if (valuesPass) { dualIn_ = abcCost_[sequenceIn_]; double *work = rowArray->denseVector(); int number = rowArray->getNumElements(); int *which = rowArray->getIndices(); int iIndex; for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; double alpha = work[iRow]; dualIn_ -= alpha * costBasic_[iRow]; } // determine direction here if (dualIn_ < -dualTolerance_) { directionIn_ = 1; } else if (dualIn_ > dualTolerance_) { directionIn_ = -1; } else { // towards nearest bound if (valueIn_ - lowerIn_ < upperIn_ - valueIn_) { directionIn_ = -1; dualIn_ = dualTolerance_; } else { directionIn_ = 1; dualIn_ = -dualTolerance_; } } } // sequence stays as row number until end pivotRow_ = -1; int numberRemaining = 0; double totalThru = 0.0; // for when variables flip // Allow first few iterations to take tiny double acceptablePivot = 1.0e-1 * acceptablePivot_; if (numberIterations_ > 100) acceptablePivot = acceptablePivot_; if (abcFactorization_->pivots() > 10) acceptablePivot = 1.0e+3 * acceptablePivot_; // if we have iterated be more strict else if (abcFactorization_->pivots() > 5) acceptablePivot = 1.0e+2 * acceptablePivot_; // if we have iterated be slightly more strict else if (abcFactorization_->pivots()) acceptablePivot = acceptablePivot_; // relax double bestEverPivot = acceptablePivot; int lastPivotRow = -1; double lastPivot = 0.0; double lastTheta = 1.0e50; // use spareArrays to put ones looked at in // First one is list of candidates // We could compress if we really know we won't need any more // Second array has current set of pivot candidates // with a backup list saved in double * part of indexed vector // pivot elements double *spare; // indices int *index; spareArray->clear(); spare = spareArray->denseVector(); index = spareArray->getIndices(); // we also need somewhere for effective rhs double *rhs = rhsArray->denseVector(); // and we can use indices to point to alpha // that way we can store fabs(alpha) int *indexPoint = rhsArray->getIndices(); //int numberFlip=0; // Those which may change if flips /* First we get a list of possible pivots. We can also see if the problem looks unbounded. At first we increase theta and see what happens. We start theta at a reasonable guess. If in right area then we do bit by bit. We save possible pivot candidates */ // do first pass to get possibles // We can also see if unbounded double *work = rowArray->denseVector(); int number = rowArray->getNumElements(); int *which = rowArray->getIndices(); // we need to swap sign if coming in from ub double way = directionIn_; double maximumMovement; if (way > 0.0) maximumMovement = CoinMin(1.0e30, upperIn_ - valueIn_); else maximumMovement = CoinMin(1.0e30, valueIn_ - lowerIn_); double averageTheta = abcNonLinearCost_->averageTheta(); double tentativeTheta = CoinMin(10.0 * averageTheta, maximumMovement); double upperTheta = maximumMovement; if (tentativeTheta > 0.5 * maximumMovement) tentativeTheta = maximumMovement; bool thetaAtMaximum = tentativeTheta == maximumMovement; // In case tiny bounds increase if (maximumMovement < 1.0) tentativeTheta *= 1.1; double dualCheck = fabs(dualIn_); // but make a bit more pessimistic dualCheck = CoinMax(dualCheck - 100.0 * dualTolerance_, 0.99 * dualCheck); int iIndex; //#define CLP_DEBUG #if ABC_NORMAL_DEBUG > 3 if (numberIterations_ == 1369 || numberIterations_ == -3840) { double dj = abcCost_[sequenceIn_]; printf("cost in on %d is %g, dual in %g\n", sequenceIn_, dj, dualIn_); for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; double alpha = work[iRow]; int iPivot = abcPivotVariable_[iRow]; dj -= alpha * costBasic_[iRow]; printf("row %d var %d current %g %g %g, alpha %g so sol => %g (cost %g, dj %g)\n", iRow, iPivot, lowerBasic_[iRow], solutionBasic_[iRow], upperBasic_[iRow], alpha, solutionBasic_[iRow] - 1.0e9 * alpha, costBasic_[iRow], dj); } } #endif while (true) { totalThru = 0.0; // We also re-compute reduced cost numberRemaining = 0; dualIn_ = abcCost_[sequenceIn_]; #ifndef NDEBUG //double tolerance = primalTolerance_ * 1.002; #endif for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; double alpha = work[iRow]; dualIn_ -= alpha * costBasic_[iRow]; alpha *= way; double oldValue = solutionBasic_[iRow]; // get where in bound sequence // note that after this alpha is actually fabs(alpha) bool possible; // do computation same way as later on in primal if (alpha > 0.0) { // basic variable going towards lower bound double bound = lowerBasic_[iRow]; // must be exactly same as when used double change = tentativeTheta * alpha; possible = (oldValue - change) <= bound + primalTolerance_; oldValue -= bound; } else { // basic variable going towards upper bound double bound = upperBasic_[iRow]; // must be exactly same as when used double change = tentativeTheta * alpha; possible = (oldValue - change) >= bound - primalTolerance_; oldValue = bound - oldValue; alpha = -alpha; } double value; //assert (oldValue >= -10.0*tolerance); if (possible) { value = oldValue - upperTheta * alpha; #ifdef CLP_USER_DRIVEN1 if (!userChoiceValid1(this, iPivot, oldValue, upperTheta, alpha, work[iRow] * way)) value = 0.0; // say can't use #endif if (value < -primalTolerance_ && alpha >= acceptablePivot) { upperTheta = (oldValue + primalTolerance_) / alpha; } // add to list spare[numberRemaining] = alpha; rhs[numberRemaining] = oldValue; indexPoint[numberRemaining] = iIndex; index[numberRemaining++] = iRow; totalThru += alpha; setActive(iRow); //} else if (value= 1.0001 * dualCheck) { // Can pivot here break; } else if (!thetaAtMaximum) { //printf("Going round with average theta of %g\n",averageTheta); tentativeTheta = maximumMovement; thetaAtMaximum = true; // seems to be odd compiler error } else { break; } } totalThru = 0.0; theta_ = maximumMovement; bool goBackOne = false; if (objective_->type() > 1) dualIn_ = saveDj; //printf("%d remain out of %d\n",numberRemaining,number); int iTry = 0; #define MAXTRY 1000 if (numberRemaining && upperTheta < maximumMovement) { // First check if previously chosen one will work // first get ratio with tolerance for (; iTry < MAXTRY; iTry++) { upperTheta = maximumMovement; int iBest = -1; for (iIndex = 0; iIndex < numberRemaining; iIndex++) { double alpha = spare[iIndex]; double oldValue = rhs[iIndex]; double value = oldValue - upperTheta * alpha; #ifdef CLP_USER_DRIVEN1 int sequenceOut = abcPivotVariable_[index[iIndex]]; if (!userChoiceValid1(this, sequenceOut, oldValue, upperTheta, alpha, 0.0)) value = 0.0; // say can't use #endif if (value < -primalTolerance_ && alpha >= acceptablePivot) { upperTheta = (oldValue + primalTolerance_) / alpha; iBest = iIndex; // just in case weird numbers } } // now look at best in this lot // But also see how infeasible small pivots will make double sumInfeasibilities = 0.0; double bestPivot = acceptablePivot; pivotRow_ = -1; for (iIndex = 0; iIndex < numberRemaining; iIndex++) { int iRow = index[iIndex]; double alpha = spare[iIndex]; double oldValue = rhs[iIndex]; double value = oldValue - upperTheta * alpha; if (value <= 0 || iBest == iIndex) { // how much would it cost to go thru and modify bound double trueAlpha = way * work[iRow]; totalThru += abcNonLinearCost_->changeInCost(iRow, trueAlpha, rhs[iIndex]); setActive(iRow); if (alpha > bestPivot) { bestPivot = alpha; theta_ = oldValue / bestPivot; pivotRow_ = iRow; } else if (alpha < acceptablePivot #ifdef CLP_USER_DRIVEN1 || !userChoiceValid1(this, abcPivotVariable_[index[iIndex]], oldValue, upperTheta, alpha, 0.0) #endif ) { if (value < -primalTolerance_) sumInfeasibilities += -value - primalTolerance_; } } } if (bestPivot < 0.1 * bestEverPivot && bestEverPivot > 1.0e-6 && bestPivot < 1.0e-3) { // back to previous one goBackOne = true; break; } else if (pivotRow_ == -1 && upperTheta > largeValue_) { if (lastPivot > acceptablePivot) { // back to previous one goBackOne = true; } else { // can only get here if all pivots so far too small } break; } else if (totalThru >= dualCheck) { if (sumInfeasibilities > primalTolerance_ && !abcNonLinearCost_->numberInfeasibilities()) { // Looks a bad choice if (lastPivot > acceptablePivot) { goBackOne = true; } else { // say no good dualIn_ = 0.0; } } break; // no point trying another loop } else { lastPivotRow = pivotRow_; lastTheta = theta_; if (bestPivot > bestEverPivot) bestEverPivot = bestPivot; } } // can get here without pivotRow_ set but with lastPivotRow if (goBackOne || (pivotRow_ < 0 && lastPivotRow >= 0)) { // back to previous one pivotRow_ = lastPivotRow; theta_ = lastTheta; } } else if (pivotRow_ < 0 && maximumMovement > 1.0e20) { // looks unbounded valueOut_ = COIN_DBL_MAX; // say odd if (abcNonLinearCost_->numberInfeasibilities()) { // but infeasible?? // move variable but don't pivot tentativeTheta = 1.0e50; for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; double alpha = work[iRow]; alpha *= way; double oldValue = solutionBasic_[iRow]; // get where in bound sequence // note that after this alpha is actually fabs(alpha) if (alpha > 0.0) { // basic variable going towards lower bound double bound = lowerBasic_[iRow]; oldValue -= bound; } else { // basic variable going towards upper bound double bound = upperBasic_[iRow]; oldValue = bound - oldValue; alpha = -alpha; } if (oldValue - tentativeTheta * alpha < 0.0) { tentativeTheta = oldValue / alpha; } } // If free in then see if we can get to 0.0 if (lowerIn_ < -1.0e20 && upperIn_ > 1.0e20) { if (dualIn_ * valueIn_ > 0.0) { if (fabs(valueIn_) < 1.0e-2 && (tentativeTheta < fabs(valueIn_) || tentativeTheta > 1.0e20)) { tentativeTheta = fabs(valueIn_); } } } if (tentativeTheta < 1.0e10) valueOut_ = valueIn_ + way * tentativeTheta; } } //if (iTry>50) //printf("** %d tries\n",iTry); if (pivotRow_ >= 0) { alpha_ = work[pivotRow_]; // translate to sequence sequenceOut_ = abcPivotVariable_[pivotRow_]; valueOut_ = solution(sequenceOut_); lowerOut_ = abcLower_[sequenceOut_]; upperOut_ = abcUpper_[sequenceOut_]; //#define MINIMUMTHETA 1.0e-11 // Movement should be minimum for anti-degeneracy - unless // fixed variable out double minimumTheta; if (upperOut_ > lowerOut_) minimumTheta = minimumThetaMovement_; else minimumTheta = 0.0; // But can't go infeasible double distance; if (alpha_ * way > 0.0) distance = valueOut_ - lowerOut_; else distance = upperOut_ - valueOut_; if (distance - minimumTheta * fabs(alpha_) < -primalTolerance_) minimumTheta = CoinMax(0.0, (distance + 0.5 * primalTolerance_) / fabs(alpha_)); // will we need to increase tolerance //#define CLP_DEBUG double largestInfeasibility = primalTolerance_; if (theta_ < minimumTheta && (specialOptions_ & 4) == 0 && !valuesPass) { theta_ = minimumTheta; for (iIndex = 0; iIndex < numberRemaining - numberRemaining; iIndex++) { largestInfeasibility = CoinMax(largestInfeasibility, -(rhs[iIndex] - spare[iIndex] * theta_)); } //#define CLP_DEBUG #if ABC_NORMAL_DEBUG > 3 if (largestInfeasibility > primalTolerance_ && (handler_->logLevel() & 32) > -1) printf("Primal tolerance increased from %g to %g\n", primalTolerance_, largestInfeasibility); #endif //#undef CLP_DEBUG primalTolerance_ = CoinMax(primalTolerance_, largestInfeasibility); } // Need to look at all in some cases if (theta_ > tentativeTheta) { for (iIndex = 0; iIndex < number; iIndex++) setActive(which[iIndex]); } if (way < 0.0) theta_ = -theta_; double newValue = valueOut_ - theta_ * alpha_; // If 4 bit set - Force outgoing variables to exact bound (primal) if (alpha_ * way < 0.0) { directionOut_ = -1; // to upper bound if (fabs(theta_) > 1.0e-6 || (specialOptions_ & 4) != 0) { upperOut_ = abcNonLinearCost_->nearest(pivotRow_, newValue); } else { upperOut_ = newValue; } } else { directionOut_ = 1; // to lower bound if (fabs(theta_) > 1.0e-6 || (specialOptions_ & 4) != 0) { lowerOut_ = abcNonLinearCost_->nearest(pivotRow_, newValue); } else { lowerOut_ = newValue; } } dualOut_ = reducedCost(sequenceOut_); } else if (maximumMovement < 1.0e20) { // flip pivotRow_ = -2; // so we can tell its a flip sequenceOut_ = sequenceIn_; valueOut_ = valueIn_; dualOut_ = dualIn_; lowerOut_ = lowerIn_; upperOut_ = upperIn_; alpha_ = 0.0; if (way < 0.0) { directionOut_ = 1; // to lower bound theta_ = lowerOut_ - valueOut_; } else { directionOut_ = -1; // to upper bound theta_ = upperOut_ - valueOut_; } } double theta1 = CoinMax(theta_, 1.0e-12); double theta2 = numberIterations_ * abcNonLinearCost_->averageTheta(); // Set average theta abcNonLinearCost_->setAverageTheta((theta1 + theta2) / (static_cast< double >(numberIterations_ + 1))); //if (numberIterations_%1000==0) //printf("average theta is %g\n",abcNonLinearCost_->averageTheta()); // clear arrays CoinZeroN(spare, numberRemaining); CoinZeroN(rhs, numberRemaining); // put back original bounds etc CoinMemcpyN(index, numberRemaining, rhsArray->getIndices()); rhsArray->setNumElements(numberRemaining); //rhsArray->setPacked(); abcNonLinearCost_->goBackAll(rhsArray); rhsArray->clear(); } /* Row array has pivot column This chooses pivot row. For speed, we may need to go to a bucket approach when many variables go through bounds On exit rhsArray will have changes in costs of basic variables */ void AbcSimplexPrimal::primalRow(CoinIndexedVector *rowArray, CoinIndexedVector *rhsArray, CoinIndexedVector *spareArray, pivotStruct &stuff) { int valuesPass = stuff.valuesPass_; double dualIn = stuff.dualIn_; double lowerIn = stuff.lowerIn_; double upperIn = stuff.upperIn_; double valueIn = stuff.valueIn_; int sequenceIn = stuff.sequenceIn_; int directionIn = stuff.directionIn_; int pivotRow = -1; int sequenceOut = -1; double dualOut = 0.0; double lowerOut = 0.0; double upperOut = 0.0; double valueOut = 0.0; double theta; double alpha; int directionOut = 0; if (valuesPass) { dualIn = abcCost_[sequenceIn]; double *work = rowArray->denseVector(); int number = rowArray->getNumElements(); int *which = rowArray->getIndices(); int iIndex; for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; double alpha = work[iRow]; dualIn -= alpha * costBasic_[iRow]; } // determine direction here if (dualIn < -dualTolerance_) { directionIn = 1; } else if (dualIn > dualTolerance_) { directionIn = -1; } else { // towards nearest bound if (valueIn - lowerIn < upperIn - valueIn) { directionIn = -1; dualIn = dualTolerance_; } else { directionIn = 1; dualIn = -dualTolerance_; } } } // sequence stays as row number until end pivotRow = -1; int numberRemaining = 0; double totalThru = 0.0; // for when variables flip // Allow first few iterations to take tiny double acceptablePivot = 1.0e-1 * acceptablePivot_; if (numberIterations_ > 100) acceptablePivot = acceptablePivot_; if (abcFactorization_->pivots() > 10) acceptablePivot = 1.0e+3 * acceptablePivot_; // if we have iterated be more strict else if (abcFactorization_->pivots() > 5) acceptablePivot = 1.0e+2 * acceptablePivot_; // if we have iterated be slightly more strict else if (abcFactorization_->pivots()) acceptablePivot = acceptablePivot_; // relax double bestEverPivot = acceptablePivot; int lastPivotRow = -1; double lastPivot = 0.0; double lastTheta = 1.0e50; // use spareArrays to put ones looked at in // First one is list of candidates // We could compress if we really know we won't need any more // Second array has current set of pivot candidates // with a backup list saved in double * part of indexed vector // pivot elements double *spare; // indices int *index; spareArray->clear(); spare = spareArray->denseVector(); index = spareArray->getIndices(); // we also need somewhere for effective rhs double *rhs = rhsArray->denseVector(); // and we can use indices to point to alpha // that way we can store fabs(alpha) int *indexPoint = rhsArray->getIndices(); //int numberFlip=0; // Those which may change if flips /* First we get a list of possible pivots. We can also see if the problem looks unbounded. At first we increase theta and see what happens. We start theta at a reasonable guess. If in right area then we do bit by bit. We save possible pivot candidates */ // do first pass to get possibles // We can also see if unbounded double *work = rowArray->denseVector(); int number = rowArray->getNumElements(); int *which = rowArray->getIndices(); // we need to swap sign if coming in from ub double way = directionIn; double maximumMovement; if (way > 0.0) maximumMovement = CoinMin(1.0e30, upperIn - valueIn); else maximumMovement = CoinMin(1.0e30, valueIn - lowerIn); double averageTheta = abcNonLinearCost_->averageTheta(); double tentativeTheta = CoinMin(10.0 * averageTheta, maximumMovement); double upperTheta = maximumMovement; if (tentativeTheta > 0.5 * maximumMovement) tentativeTheta = maximumMovement; bool thetaAtMaximum = tentativeTheta == maximumMovement; // In case tiny bounds increase if (maximumMovement < 1.0) tentativeTheta *= 1.1; double dualCheck = fabs(dualIn); // but make a bit more pessimistic dualCheck = CoinMax(dualCheck - 100.0 * dualTolerance_, 0.99 * dualCheck); int iIndex; while (true) { totalThru = 0.0; // We also re-compute reduced cost numberRemaining = 0; dualIn = abcCost_[sequenceIn]; for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; double alpha = work[iRow]; dualIn -= alpha * costBasic_[iRow]; alpha *= way; double oldValue = solutionBasic_[iRow]; // get where in bound sequence // note that after this alpha is actually fabs(alpha) bool possible; // do computation same way as later on in primal if (alpha > 0.0) { // basic variable going towards lower bound double bound = lowerBasic_[iRow]; // must be exactly same as when used double change = tentativeTheta * alpha; possible = (oldValue - change) <= bound + primalTolerance_; oldValue -= bound; } else { // basic variable going towards upper bound double bound = upperBasic_[iRow]; // must be exactly same as when used double change = tentativeTheta * alpha; possible = (oldValue - change) >= bound - primalTolerance_; oldValue = bound - oldValue; alpha = -alpha; } double value; if (possible) { value = oldValue - upperTheta * alpha; #ifdef CLP_USER_DRIVEN1 if (!userChoiceValid1(this, iPivot, oldValue, upperTheta, alpha, work[iRow] * way)) value = 0.0; // say can't use #endif if (value < -primalTolerance_ && alpha >= acceptablePivot) { upperTheta = (oldValue + primalTolerance_) / alpha; } // add to list spare[numberRemaining] = alpha; rhs[numberRemaining] = oldValue; indexPoint[numberRemaining] = iIndex; index[numberRemaining++] = iRow; totalThru += alpha; setActive(iRow); } } if (upperTheta < maximumMovement && totalThru * infeasibilityCost_ >= 1.0001 * dualCheck) { // Can pivot here break; } else if (!thetaAtMaximum) { //printf("Going round with average theta of %g\n",averageTheta); tentativeTheta = maximumMovement; thetaAtMaximum = true; // seems to be odd compiler error } else { break; } } totalThru = 0.0; theta = maximumMovement; bool goBackOne = false; //printf("%d remain out of %d\n",numberRemaining,number); int iTry = 0; if (numberRemaining && upperTheta < maximumMovement) { // First check if previously chosen one will work // first get ratio with tolerance for (; iTry < MAXTRY; iTry++) { upperTheta = maximumMovement; int iBest = -1; for (iIndex = 0; iIndex < numberRemaining; iIndex++) { double alpha = spare[iIndex]; double oldValue = rhs[iIndex]; double value = oldValue - upperTheta * alpha; #ifdef CLP_USER_DRIVEN1 int sequenceOut = abcPivotVariable_[index[iIndex]]; if (!userChoiceValid1(this, sequenceOut, oldValue, upperTheta, alpha, 0.0)) value = 0.0; // say can't use #endif if (value < -primalTolerance_ && alpha >= acceptablePivot) { upperTheta = (oldValue + primalTolerance_) / alpha; iBest = iIndex; // just in case weird numbers } } // now look at best in this lot // But also see how infeasible small pivots will make double sumInfeasibilities = 0.0; double bestPivot = acceptablePivot; pivotRow = -1; for (iIndex = 0; iIndex < numberRemaining; iIndex++) { int iRow = index[iIndex]; double alpha = spare[iIndex]; double oldValue = rhs[iIndex]; double value = oldValue - upperTheta * alpha; if (value <= 0 || iBest == iIndex) { // how much would it cost to go thru and modify bound double trueAlpha = way * work[iRow]; totalThru += abcNonLinearCost_->changeInCost(iRow, trueAlpha, rhs[iIndex]); setActive(iRow); if (alpha > bestPivot) { bestPivot = alpha; theta = oldValue / bestPivot; pivotRow = iRow; } else if (alpha < acceptablePivot #ifdef CLP_USER_DRIVEN1 || !userChoiceValid1(this, abcPivotVariable_[index[iIndex]], oldValue, upperTheta, alpha, 0.0) #endif ) { if (value < -primalTolerance_) sumInfeasibilities += -value - primalTolerance_; } } } if (bestPivot < 0.1 * bestEverPivot && bestEverPivot > 1.0e-6 && bestPivot < 1.0e-3) { // back to previous one goBackOne = true; break; } else if (pivotRow == -1 && upperTheta > largeValue_) { if (lastPivot > acceptablePivot) { // back to previous one goBackOne = true; } else { // can only get here if all pivots so far too small } break; } else if (totalThru >= dualCheck) { if (sumInfeasibilities > primalTolerance_ && !abcNonLinearCost_->numberInfeasibilities()) { // Looks a bad choice if (lastPivot > acceptablePivot) { goBackOne = true; } else { // say no good dualIn = 0.0; } } break; // no point trying another loop } else { lastPivotRow = pivotRow; lastTheta = theta; if (bestPivot > bestEverPivot) bestEverPivot = bestPivot; } } // can get here without pivotRow set but with lastPivotRow if (goBackOne || (pivotRow < 0 && lastPivotRow >= 0)) { // back to previous one pivotRow = lastPivotRow; theta = lastTheta; } } else if (pivotRow < 0 && maximumMovement > 1.0e20) { // looks unbounded valueOut = COIN_DBL_MAX; // say odd if (abcNonLinearCost_->numberInfeasibilities()) { // but infeasible?? // move variable but don't pivot tentativeTheta = 1.0e50; for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; double alpha = work[iRow]; alpha *= way; double oldValue = solutionBasic_[iRow]; // get where in bound sequence // note that after this alpha is actually fabs(alpha) if (alpha > 0.0) { // basic variable going towards lower bound double bound = lowerBasic_[iRow]; oldValue -= bound; } else { // basic variable going towards upper bound double bound = upperBasic_[iRow]; oldValue = bound - oldValue; alpha = -alpha; } if (oldValue - tentativeTheta * alpha < 0.0) { tentativeTheta = oldValue / alpha; } } // If free in then see if we can get to 0.0 if (lowerIn < -1.0e20 && upperIn > 1.0e20) { if (dualIn * valueIn > 0.0) { if (fabs(valueIn) < 1.0e-2 && (tentativeTheta < fabs(valueIn) || tentativeTheta > 1.0e20)) { tentativeTheta = fabs(valueIn); } } } if (tentativeTheta < 1.0e10) valueOut = valueIn + way * tentativeTheta; } } if (pivotRow >= 0) { alpha = work[pivotRow]; // translate to sequence sequenceOut = abcPivotVariable_[pivotRow]; valueOut = solutionBasic_[pivotRow]; lowerOut = lowerBasic_[pivotRow]; upperOut = upperBasic_[pivotRow]; // Movement should be minimum for anti-degeneracy - unless // fixed variable out double minimumTheta; if (upperOut > lowerOut) minimumTheta = minimumThetaMovement_; else minimumTheta = 0.0; // But can't go infeasible double distance; if (alpha * way > 0.0) distance = valueOut - lowerOut; else distance = upperOut - valueOut; if (distance - minimumTheta * fabs(alpha) < -primalTolerance_) minimumTheta = CoinMax(0.0, (distance + 0.5 * primalTolerance_) / fabs(alpha)); // will we need to increase tolerance //double largestInfeasibility = primalTolerance_; if (theta < minimumTheta && (specialOptions_ & 4) == 0 && !valuesPass) { theta = minimumTheta; //for (iIndex = 0; iIndex < numberRemaining - numberRemaining; iIndex++) { //largestInfeasibility = CoinMax(largestInfeasibility, // -(rhs[iIndex] - spare[iIndex] * theta)); //} //primalTolerance_ = CoinMax(primalTolerance_, largestInfeasibility); } // Need to look at all in some cases if (theta > tentativeTheta) { for (iIndex = 0; iIndex < number; iIndex++) setActive(which[iIndex]); } if (way < 0.0) theta = -theta; double newValue = valueOut - theta * alpha; // If 4 bit set - Force outgoing variables to exact bound (primal) if (alpha * way < 0.0) { directionOut = -1; // to upper bound if (fabs(theta) > 1.0e-6 || (specialOptions_ & 4) != 0) { upperOut = abcNonLinearCost_->nearest(pivotRow, newValue); } else { upperOut = newValue; } } else { directionOut = 1; // to lower bound if (fabs(theta) > 1.0e-6 || (specialOptions_ & 4) != 0) { lowerOut = abcNonLinearCost_->nearest(pivotRow, newValue); } else { lowerOut = newValue; } } dualOut = reducedCost(sequenceOut); } else if (maximumMovement < 1.0e20) { // flip pivotRow = -2; // so we can tell its a flip sequenceOut = sequenceIn; valueOut = valueIn; dualOut = dualIn; lowerOut = lowerIn; upperOut = upperIn; alpha = 0.0; if (way < 0.0) { directionOut = 1; // to lower bound theta = lowerOut - valueOut; } else { directionOut = -1; // to upper bound theta = upperOut - valueOut; } } // clear arrays CoinZeroN(spare, numberRemaining); CoinZeroN(rhs, numberRemaining); // put back original bounds etc CoinMemcpyN(index, numberRemaining, rhsArray->getIndices()); rhsArray->setNumElements(numberRemaining); abcNonLinearCost_->goBackAll(rhsArray); rhsArray->clear(); stuff.theta_ = theta; stuff.alpha_ = alpha; stuff.dualIn_ = dualIn; stuff.dualOut_ = dualOut; stuff.lowerOut_ = lowerOut; stuff.upperOut_ = upperOut; stuff.valueOut_ = valueOut; stuff.sequenceOut_ = sequenceOut; stuff.directionOut_ = directionOut; stuff.pivotRow_ = pivotRow; } /* Chooses primal pivot column updateArray has cost updates (also use pivotRow_ from last iteration) Would be faster with separate region to scan and will have this (with square of infeasibility) when steepest For easy problems we can just choose one of the first columns we look at */ void AbcSimplexPrimal::primalColumn(CoinPartitionedVector *updates, CoinPartitionedVector *spareRow2, CoinPartitionedVector *spareColumn1) { for (int i = 0; i < 4; i++) multipleSequenceIn_[i] = -1; sequenceIn_ = abcPrimalColumnPivot_->pivotColumn(updates, spareRow2, spareColumn1); if (sequenceIn_ >= 0) { valueIn_ = abcSolution_[sequenceIn_]; dualIn_ = abcDj_[sequenceIn_]; lowerIn_ = abcLower_[sequenceIn_]; upperIn_ = abcUpper_[sequenceIn_]; if (dualIn_ > 0.0) directionIn_ = -1; else directionIn_ = 1; } else { sequenceIn_ = -1; } } /* The primals are updated by the given array. Returns number of infeasibilities. After rowArray will have list of cost changes */ int AbcSimplexPrimal::updatePrimalsInPrimal(CoinIndexedVector *rowArray, double theta, double &objectiveChange, int valuesPass) { // Cost on pivot row may change - may need to change dualIn double oldCost = 0.0; if (pivotRow_ >= 0) oldCost = abcCost_[sequenceOut_]; double *work = rowArray->denseVector(); int number = rowArray->getNumElements(); int *which = rowArray->getIndices(); int newNumber = 0; abcNonLinearCost_->setChangeInCost(0.0); // allow for case where bound+tolerance == bound //double tolerance = 0.999999*primalTolerance_; double relaxedTolerance = 1.001 * primalTolerance_; int iIndex; if (!valuesPass) { for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; double alpha = work[iRow]; work[iRow] = 0.0; int iPivot = abcPivotVariable_[iRow]; double change = theta * alpha; double value = abcSolution_[iPivot] - change; abcSolution_[iPivot] = value; value = solutionBasic_[iRow] - change; solutionBasic_[iRow] = value; #ifndef NDEBUG // check if not active then okay if (!active(iRow) && (specialOptions_ & 4) == 0 && pivotRow_ != -1) { // But make sure one going out is feasible if (change > 0.0) { // going down if (value <= abcLower_[iPivot] + primalTolerance_) { if (iPivot == sequenceOut_ && value > abcLower_[iPivot] - relaxedTolerance) value = abcLower_[iPivot]; //double difference = abcNonLinearCost_->setOneBasic(iRow, value); //assert (!difference || fabs(change) > 1.0e9); } } else { // going up if (value >= abcUpper_[iPivot] - primalTolerance_) { if (iPivot == sequenceOut_ && value < abcUpper_[iPivot] + relaxedTolerance) value = abcUpper_[iPivot]; //double difference = abcNonLinearCost_->setOneBasic(iRow, value); //assert (!difference || fabs(change) > 1.0e9); } } } #endif if (active(iRow) || theta_ < 0.0) { clearActive(iRow); // But make sure one going out is feasible if (change > 0.0) { // going down if (value <= abcLower_[iPivot] + primalTolerance_) { if (iPivot == sequenceOut_ && value >= abcLower_[iPivot] - relaxedTolerance) value = abcLower_[iPivot]; double difference = abcNonLinearCost_->setOneBasic(iRow, value); if (difference) { work[iRow] = difference; //change reduced cost on this //abcDj_[iPivot] = -difference; which[newNumber++] = iRow; } } } else { // going up if (value >= abcUpper_[iPivot] - primalTolerance_) { if (iPivot == sequenceOut_ && value < abcUpper_[iPivot] + relaxedTolerance) value = abcUpper_[iPivot]; double difference = abcNonLinearCost_->setOneBasic(iRow, value); if (difference) { work[iRow] = difference; //change reduced cost on this //abcDj_[iPivot] = -difference; which[newNumber++] = iRow; } } } } } } else { // values pass so look at all for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; double alpha = work[iRow]; work[iRow] = 0.0; int iPivot = abcPivotVariable_[iRow]; double change = theta * alpha; double value = abcSolution_[iPivot] - change; abcSolution_[iPivot] = value; value = solutionBasic_[iRow] - change; solutionBasic_[iRow] = value; clearActive(iRow); // But make sure one going out is feasible if (change > 0.0) { // going down if (value <= abcLower_[iPivot] + primalTolerance_) { if (iPivot == sequenceOut_ && value > abcLower_[iPivot] - relaxedTolerance) value = abcLower_[iPivot]; double difference = abcNonLinearCost_->setOneBasic(iRow, value); if (difference) { work[iRow] = difference; //change reduced cost on this abcDj_[iPivot] = -difference; which[newNumber++] = iRow; } } } else { // going up if (value >= abcUpper_[iPivot] - primalTolerance_) { if (iPivot == sequenceOut_ && value < abcUpper_[iPivot] + relaxedTolerance) value = abcUpper_[iPivot]; double difference = abcNonLinearCost_->setOneBasic(iRow, value); if (difference) { work[iRow] = difference; //change reduced cost on this abcDj_[iPivot] = -difference; which[newNumber++] = iRow; } } } } } objectiveChange += abcNonLinearCost_->changeInCost(); //rowArray->setPacked(); if (pivotRow_ >= 0) { double dualIn = dualIn_ + (oldCost - abcCost_[sequenceOut_]); // update change vector to include pivot if (!work[pivotRow_]) which[newNumber++] = pivotRow_; work[pivotRow_] -= dualIn; // above seems marginally better for updates - below should also work //work[pivotRow_] = -dualIn_; } rowArray->setNumElements(newNumber); return 0; } // Perturbs problem void AbcSimplexPrimal::perturb(int /*type*/) { if (perturbation_ > 100) return; //perturbed already if (perturbation_ == 100) perturbation_ = 50; // treat as normal int savePerturbation = perturbation_; int i; copyFromSaved(14); // copy bounds and costs // look at element range double smallestNegative; double largestNegative; double smallestPositive; double largestPositive; matrix_->rangeOfElements(smallestNegative, largestNegative, smallestPositive, largestPositive); smallestPositive = CoinMin(fabs(smallestNegative), smallestPositive); largestPositive = CoinMax(fabs(largestNegative), largestPositive); double elementRatio = largestPositive / smallestPositive; if ((!numberIterations_ || initialSumInfeasibilities_ == 1.23456789e-5) && perturbation_ == 50) { // See if we need to perturb int numberTotal = CoinMax(numberRows_, numberColumns_); double *sort = new double[numberTotal]; int nFixed = 0; for (i = 0; i < numberRows_; i++) { double lo = fabs(rowLower_[i]); double up = fabs(rowUpper_[i]); double value = 0.0; if (lo && lo < 1.0e20) { if (up && up < 1.0e20) { value = 0.5 * (lo + up); if (lo == up) nFixed++; } else { value = lo; } } else { if (up && up < 1.0e20) value = up; } sort[i] = value; } std::sort(sort, sort + numberRows_); int number = 1; double last = sort[0]; for (i = 1; i < numberRows_; i++) { if (last != sort[i]) number++; last = sort[i]; } #ifdef KEEP_GOING_IF_FIXED //printf("ratio number diff rhs %g (%d %d fixed), element ratio %g\n",((double)number)/((double) numberRows_), // numberRows_,nFixed,elementRatio); #endif if (number * 4 > numberRows_ || elementRatio > 1.0e12) { perturbation_ = 100; delete[] sort; // Make sure feasible bounds if (abcNonLinearCost_) { abcNonLinearCost_->refresh(); abcNonLinearCost_->checkInfeasibilities(); //abcNonLinearCost_->feasibleBounds(); } moveToBasic(); return; // good enough } number = 0; #ifdef KEEP_GOING_IF_FIXED if (!integerType_) { // look at columns nFixed = 0; for (i = 0; i < numberColumns_; i++) { double lo = fabs(columnLower_[i]); double up = fabs(columnUpper_[i]); double value = 0.0; if (lo && lo < 1.0e20) { if (up && up < 1.0e20) { value = 0.5 * (lo + up); if (lo == up) nFixed++; } else { value = lo; } } else { if (up && up < 1.0e20) value = up; } sort[i] = value; } std::sort(sort, sort + numberColumns_); number = 1; last = sort[0]; for (i = 1; i < numberColumns_; i++) { if (last != sort[i]) number++; last = sort[i]; } //printf("cratio number diff bounds %g (%d %d fixed)\n",((double)number)/((double) numberColumns_), // numberColumns_,nFixed); } #endif delete[] sort; if (number * 4 > numberColumns_) { perturbation_ = 100; // Make sure feasible bounds if (abcNonLinearCost_) { abcNonLinearCost_->refresh(); abcNonLinearCost_->checkInfeasibilities(); //abcNonLinearCost_->feasibleBounds(); } moveToBasic(); return; // good enough } } // primal perturbation double perturbation = 1.0e-20; double bias = 1.0; int numberNonZero = 0; // maximum fraction of rhs/bounds to perturb double maximumFraction = 1.0e-5; double overallMultiplier = (perturbation_ == 50 || perturbation_ > 54) ? 2.0 : 0.2; #ifdef HEAVY_PERTURBATION if (perturbation_ == 50) perturbation_ = HEAVY_PERTURBATION; #endif if (perturbation_ >= 50) { perturbation = 1.0e-4; for (i = 0; i < numberColumns_ + numberRows_; i++) { if (abcUpper_[i] > abcLower_[i] + primalTolerance_) { double lowerValue, upperValue; if (abcLower_[i] > -1.0e20) lowerValue = fabs(abcLower_[i]); else lowerValue = 0.0; if (abcUpper_[i] < 1.0e20) upperValue = fabs(abcUpper_[i]); else upperValue = 0.0; double value = CoinMax(fabs(lowerValue), fabs(upperValue)); value = CoinMin(value, abcUpper_[i] - abcLower_[i]); #if 1 if (value) { perturbation += value; numberNonZero++; } #else perturbation = CoinMax(perturbation, value); #endif } } if (numberNonZero) perturbation /= static_cast< double >(numberNonZero); else perturbation = 1.0e-1; if (perturbation_ > 50 && perturbation_ < 55) { // reduce while (perturbation_ < 55) { perturbation_++; perturbation *= 0.25; bias *= 0.25; } perturbation_ = 50; } else if (perturbation_ >= 55 && perturbation_ < 60) { // increase while (perturbation_ > 55) { overallMultiplier *= 1.2; perturbation_--; perturbation *= 4.0; } perturbation_ = 50; } } else if (perturbation_ < 100) { perturbation = pow(10.0, perturbation_); // user is in charge maximumFraction = 1.0; } double largestZero = 0.0; double largest = 0.0; double largestPerCent = 0.0; bool printOut = (handler_->logLevel() == 63); printOut = false; //off // Check if all slack int number = 0; int iSequence; for (iSequence = 0; iSequence < numberRows_; iSequence++) { if (getInternalStatus(iSequence) == basic) number++; } if (rhsScale_ > 100.0) { // tone down perturbation maximumFraction *= 0.1; } if (savePerturbation == 51) { perturbation = CoinMin(0.1, perturbation); maximumFraction *= 0.1; } //if (number != numberRows_) //type = 1; // modify bounds // Change so at least 1.0e-5 and no more than 0.1 // For now just no more than 0.1 // printf("Pert type %d perturbation %g, maxF %g\n",type,perturbation,maximumFraction); // seems much slower??? //const double * COIN_RESTRICT perturbationArray = perturbationSaved_; // Make sure feasible bounds if (abcNonLinearCost_ && true) { abcNonLinearCost_->refresh(); abcNonLinearCost_->checkInfeasibilities(primalTolerance_); //abcNonLinearCost_->feasibleBounds(); } double tolerance = 100.0 * primalTolerance_; int numberChanged = 0; // Set bit if fixed for (int i = 0; i < numberRows_; i++) { if (rowLower_[i] != rowUpper_[i]) internalStatus_[i] &= ~128; else internalStatus_[i] |= 128; } for (int i = 0; i < numberColumns_; i++) { if (columnLower_[i] != columnUpper_[i]) internalStatus_[i + numberRows_] &= ~128; else internalStatus_[i + numberRows_] |= 128; } //double multiplier = perturbation*maximumFraction; for (iSequence = 0; iSequence < numberRows_ + numberColumns_; iSequence++) { if (getInternalStatus(iSequence) == basic) { if ((internalStatus_[i] & 128) != 0) continue; double lowerValue = abcLower_[iSequence]; double upperValue = abcUpper_[iSequence]; if (upperValue > lowerValue + tolerance) { double solutionValue = abcSolution_[iSequence]; double difference = upperValue - lowerValue; difference = CoinMin(difference, perturbation); difference = CoinMin(difference, fabs(solutionValue) + 1.0); double value = maximumFraction * (difference + bias); value = CoinMin(value, 0.1); value = CoinMax(value, primalTolerance_); double perturbationValue = overallMultiplier * randomNumberGenerator_.randomDouble(); value *= perturbationValue; if (solutionValue - lowerValue <= primalTolerance_) { abcLower_[iSequence] -= value; // change correct saved value if (abcNonLinearCost_->getCurrentStatus(iSequence) == CLP_FEASIBLE) abcPerturbation_[iSequence] = abcLower_[iSequence]; else abcPerturbation_[iSequence + numberTotal_] = abcLower_[iSequence]; } else if (upperValue - solutionValue <= primalTolerance_) { abcUpper_[iSequence] += value; // change correct saved value if (abcNonLinearCost_->getCurrentStatus(iSequence) == CLP_FEASIBLE) abcPerturbation_[iSequence + numberTotal_] = abcUpper_[iSequence]; else abcPerturbation_[iSequence] = abcUpper_[iSequence]; } else { #if 0 if (iSequence >= numberColumns_) { // may not be at bound - but still perturb (unless free) if (upperValue > 1.0e30 && lowerValue < -1.0e30) value = 0.0; else value = - value; // as -1.0 in matrix } else { value = 0.0; } #else value = 0.0; #endif } if (value) { numberChanged++; if (printOut) printf("col %d lower from %g to %g, upper from %g to %g\n", iSequence, abcLower_[iSequence], lowerValue, abcUpper_[iSequence], upperValue); if (solutionValue) { largest = CoinMax(largest, value); if (value > (fabs(solutionValue) + 1.0) * largestPerCent) largestPerCent = value / (fabs(solutionValue) + 1.0); } else { largestZero = CoinMax(largestZero, value); } } } } } if (!numberChanged) { // do non basic columns? for (iSequence = 0; iSequence < maximumAbcNumberRows_ + numberColumns_; iSequence++) { if (getInternalStatus(iSequence) != basic) { if ((internalStatus_[i] & 128) != 0) continue; double lowerValue = abcLower_[iSequence]; double upperValue = abcUpper_[iSequence]; if (upperValue > lowerValue + tolerance) { double solutionValue = abcSolution_[iSequence]; double difference = upperValue - lowerValue; difference = CoinMin(difference, perturbation); difference = CoinMin(difference, fabs(solutionValue) + 1.0); double value = maximumFraction * (difference + bias); value = CoinMin(value, 0.1); value = CoinMax(value, primalTolerance_); double perturbationValue = overallMultiplier * randomNumberGenerator_.randomDouble(); value *= perturbationValue; if (solutionValue - lowerValue <= primalTolerance_) { abcLower_[iSequence] -= value; // change correct saved value if (abcNonLinearCost_->getCurrentStatus(iSequence) == CLP_FEASIBLE) abcPerturbation_[iSequence] = abcLower_[iSequence]; else abcPerturbation_[iSequence + numberTotal_] = abcLower_[iSequence]; } else if (upperValue - solutionValue <= primalTolerance_) { abcUpper_[iSequence] += value; // change correct saved value if (abcNonLinearCost_->getCurrentStatus(iSequence) == CLP_FEASIBLE) abcPerturbation_[iSequence + numberTotal_] = abcUpper_[iSequence]; else abcPerturbation_[iSequence] = abcUpper_[iSequence]; } else { value = 0.0; } if (value) { if (printOut) printf("col %d lower from %g to %g, upper from %g to %g\n", iSequence, abcLower_[iSequence], lowerValue, abcUpper_[iSequence], upperValue); if (solutionValue) { largest = CoinMax(largest, value); if (value > (fabs(solutionValue) + 1.0) * largestPerCent) largestPerCent = value / (fabs(solutionValue) + 1.0); } else { largestZero = CoinMax(largestZero, value); } } } } } } // Clean up for (i = 0; i < numberColumns_ + numberRows_; i++) { internalStatus_[i] &= ~128; switch (getInternalStatus(i)) { case basic: break; case atUpperBound: abcSolution_[i] = abcUpper_[i]; break; case isFixed: case atLowerBound: abcSolution_[i] = abcLower_[i]; break; case isFree: break; case superBasic: break; } } handler_->message(CLP_SIMPLEX_PERTURB, messages_) << 100.0 * maximumFraction << perturbation << largest << 100.0 * largestPerCent << largestZero << CoinMessageEol; // redo nonlinear costs //delete abcNonLinearCost_;abcNonLinearCost_=new AbcNonLinearCost(this);//abort();// something elseabcNonLinearCost_->refresh(); moveToBasic(); if (!numberChanged) { // we changed nonbasic gutsOfPrimalSolution(3); // Make sure feasible bounds if (abcNonLinearCost_) { //abcNonLinearCost_->refresh(); abcNonLinearCost_->checkInfeasibilities(primalTolerance_); //abcNonLinearCost_->feasibleBounds(); } abcPrimalColumnPivot_->saveWeights(this, 3); } // say perturbed perturbation_ = 101; } // un perturb bool AbcSimplexPrimal::unPerturb() { if (perturbation_ != 101) return false; // put back original bounds and costs copyFromSaved(); // copy bounds to perturbation CoinAbcMemcpy(abcPerturbation_, abcLower_, numberTotal_); CoinAbcMemcpy(abcPerturbation_ + numberTotal_, abcUpper_, numberTotal_); //sanityCheck(); // unflag unflag(); abcProgress_.clearTimesFlagged(); // get a valid nonlinear cost function delete abcNonLinearCost_; abcNonLinearCost_ = new AbcNonLinearCost(this); perturbation_ = 102; // stop any further perturbation // move non basic variables to new bounds abcNonLinearCost_->checkInfeasibilities(0.0); gutsOfSolution(3); abcNonLinearCost_->checkInfeasibilities(primalTolerance_); // Try using dual return abcNonLinearCost_->sumInfeasibilities() != 0.0; } // Unflag all variables and return number unflagged int AbcSimplexPrimal::unflag() { int i; int number = numberRows_ + numberColumns_; int numberFlagged = 0; // we can't really trust infeasibilities if there is dual error // allow tolerance bigger than standard to check on duals double relaxedToleranceD = dualTolerance_ + CoinMin(1.0e-2, 10.0 * largestDualError_); for (i = 0; i < number; i++) { if (flagged(i)) { clearFlagged(i); // only say if reasonable dj if (fabs(abcDj_[i]) > relaxedToleranceD) numberFlagged++; } } #if ABC_NORMAL_DEBUG > 0 if (handler_->logLevel() > 2 && numberFlagged && objective_->type() > 1) printf("%d unflagged\n", numberFlagged); #endif return numberFlagged; } // Do not change infeasibility cost and always say optimal void AbcSimplexPrimal::alwaysOptimal(bool onOff) { if (onOff) specialOptions_ |= 1; else specialOptions_ &= ~1; } bool AbcSimplexPrimal::alwaysOptimal() const { return (specialOptions_ & 1) != 0; } // Flatten outgoing variables i.e. - always to exact bound void AbcSimplexPrimal::exactOutgoing(bool onOff) { if (onOff) specialOptions_ |= 4; else specialOptions_ &= ~4; } bool AbcSimplexPrimal::exactOutgoing() const { return (specialOptions_ & 4) != 0; } /* Reasons to come out (normal mode/user mode): -1 normal -2 factorize now - good iteration/ NA -3 slight inaccuracy - refactorize - iteration done/ same but factor done -4 inaccuracy - refactorize - no iteration/ NA -5 something flagged - go round again/ pivot not possible +2 looks unbounded +3 max iterations (iteration done) */ int AbcSimplexPrimal::pivotResult(int ifValuesPass) { bool roundAgain = true; int returnCode = -1; // loop round if user setting and doing refactorization while (roundAgain) { roundAgain = false; returnCode = -1; pivotRow_ = -1; sequenceOut_ = -1; usefulArray_[arrayForFtran_].clear(); // we found a pivot column // update the incoming column unpack(usefulArray_[arrayForFtran_]); // save reduced cost double saveDj = dualIn_; abcFactorization_->updateColumnFT(usefulArray_[arrayForFtran_]); // do ratio test and re-compute dj #ifdef CLP_USER_DRIVEN if ((moreSpecialOptions_ & 512) == 0) { #endif primalRow(&usefulArray_[arrayForFtran_], &usefulArray_[arrayForFlipBounds_], &usefulArray_[arrayForTableauRow_], ifValuesPass); #ifdef CLP_USER_DRIVEN // user can tell which use it is int status = eventHandler_->event(ClpEventHandler::pivotRow); if (status >= 0) { problemStatus_ = 5; secondaryStatus_ = ClpEventHandler::pivotRow; break; } } else { int status = eventHandler_->event(ClpEventHandler::pivotRow); if (status >= 0) { problemStatus_ = 5; secondaryStatus_ = ClpEventHandler::pivotRow; break; } } #endif if (ifValuesPass) { saveDj = dualIn_; //assert (fabs(alpha_)>=1.0e-5||(objective_->type()<2||!objective_->activated())||pivotRow_==-2); if (pivotRow_ == -1 || (pivotRow_ >= 0 && fabs(alpha_) < 1.0e-5)) { if (fabs(dualIn_) < 1.0e2 * dualTolerance_ && objective_->type() < 2) { // try other way directionIn_ = -directionIn_; primalRow(&usefulArray_[arrayForFtran_], &usefulArray_[arrayForFlipBounds_], &usefulArray_[arrayForTableauRow_], 0); } if (pivotRow_ == -1 || (pivotRow_ >= 0 && fabs(alpha_) < 1.0e-5)) { // reject it char x = isColumn(sequenceIn_) ? 'C' : 'R'; handler_->message(CLP_SIMPLEX_FLAG, messages_) << x << sequenceWithin(sequenceIn_) << CoinMessageEol; setFlagged(sequenceIn_); abcProgress_.incrementTimesFlagged(); abcProgress_.clearBadTimes(); lastBadIteration_ = numberIterations_; // say be more cautious clearAll(); pivotRow_ = -1; returnCode = -5; break; } } } double checkValue = 1.0e-2; if (largestDualError_ > 1.0e-5) checkValue = 1.0e-1; double test2 = dualTolerance_; double test1 = 1.0e-20; #if 0 //def FEB_TRY if (abcFactorization_->pivots() < 1) { test1 = -1.0e-4; if ((saveDj < 0.0 && dualIn_ < -1.0e-5 * dualTolerance_) || (saveDj > 0.0 && dualIn_ > 1.0e-5 * dualTolerance_)) test2 = 0.0; // allow through } #endif if (!ifValuesPass && (saveDj * dualIn_ < test1 || fabs(saveDj - dualIn_) > checkValue * (1.0 + fabs(saveDj)) || fabs(dualIn_) < test2)) { if (!(saveDj * dualIn_ > 0.0 && CoinMin(fabs(saveDj), fabs(dualIn_)) > 1.0e5)) { char x = isColumn(sequenceIn_) ? 'C' : 'R'; handler_->message(CLP_PRIMAL_DJ, messages_) << x << sequenceWithin(sequenceIn_) << saveDj << dualIn_ << CoinMessageEol; if (lastGoodIteration_ != numberIterations_) { clearAll(); pivotRow_ = -1; // say no weights update returnCode = -4; if (lastGoodIteration_ + 1 == numberIterations_) { // not looking wonderful - try cleaning bounds // put non-basics to bounds in case tolerance moved abcNonLinearCost_->checkInfeasibilities(0.0); } sequenceOut_ = -1; sequenceIn_ = -1; if (abcFactorization_->pivots() < 10 && abcFactorization_->pivotTolerance() < 0.25) abcFactorization_->saferTolerances(1.0, -1.03); break; } else { // take on more relaxed criterion if (saveDj * dualIn_ < test1 || fabs(saveDj - dualIn_) > 2.0e-1 * (1.0 + fabs(dualIn_)) || fabs(dualIn_) < test2) { // need to reject something char x = isColumn(sequenceIn_) ? 'C' : 'R'; handler_->message(CLP_SIMPLEX_FLAG, messages_) << x << sequenceWithin(sequenceIn_) << CoinMessageEol; setFlagged(sequenceIn_); abcProgress_.incrementTimesFlagged(); #if 1 //def FEB_TRY \ // Make safer? double tolerance = abcFactorization_->pivotTolerance(); abcFactorization_->saferTolerances(1.0, -1.03); #endif abcProgress_.clearBadTimes(); lastBadIteration_ = numberIterations_; // say be more cautious clearAll(); pivotRow_ = -1; returnCode = -5; if (tolerance < abcFactorization_->pivotTolerance()) returnCode = -4; sequenceOut_ = -1; sequenceIn_ = -1; break; } } } else { //printf("%d %g %g\n",numberIterations_,saveDj,dualIn_); } } if (pivotRow_ >= 0) { #ifdef CLP_USER_DRIVEN1 // Got good pivot - may need to unflag stuff userChoiceWasGood(this); #endif // if stable replace in basis // check update //abcFactorization_->checkReplacePart1a(&usefulArray_[arrayForReplaceColumn_],pivotRow_); //usefulArray_[arrayForReplaceColumn_].print(); ftAlpha_ = abcFactorization_->checkReplacePart1(&usefulArray_[arrayForReplaceColumn_], pivotRow_); int updateStatus = abcFactorization_->checkReplacePart2(pivotRow_, btranAlpha_, alpha_, ftAlpha_); abcFactorization_->replaceColumnPart3(this, &usefulArray_[arrayForReplaceColumn_], &usefulArray_[arrayForFtran_], pivotRow_, ftAlpha_ ? ftAlpha_ : alpha_); // if no pivots, bad update but reasonable alpha - take and invert if (updateStatus == 2 && lastGoodIteration_ == numberIterations_ && fabs(alpha_) > 1.0e-5) updateStatus = 4; if (updateStatus == 1 || updateStatus == 4) { // slight error if (abcFactorization_->pivots() > 5 || updateStatus == 4) { returnCode = -3; } } else if (updateStatus == 2) { // major error // better to have small tolerance even if slower abcFactorization_->zeroTolerance(CoinMin(abcFactorization_->zeroTolerance(), 1.0e-15)); int maxFactor = abcFactorization_->maximumPivots(); if (maxFactor > 10) { if (forceFactorization_ < 0) forceFactorization_ = maxFactor; forceFactorization_ = CoinMax(1, (forceFactorization_ >> 1)); } // later we may need to unwind more e.g. fake bounds if (lastGoodIteration_ != numberIterations_) { clearAll(); pivotRow_ = -1; sequenceIn_ = -1; sequenceOut_ = -1; returnCode = -4; break; } else { // need to reject something char x = isColumn(sequenceIn_) ? 'C' : 'R'; handler_->message(CLP_SIMPLEX_FLAG, messages_) << x << sequenceWithin(sequenceIn_) << CoinMessageEol; setFlagged(sequenceIn_); abcProgress_.incrementTimesFlagged(); abcProgress_.clearBadTimes(); lastBadIteration_ = numberIterations_; // say be more cautious clearAll(); pivotRow_ = -1; sequenceIn_ = -1; sequenceOut_ = -1; returnCode = -5; break; } } else if (updateStatus == 3) { // out of memory // increase space if not many iterations if (abcFactorization_->pivots() < 0.5 * abcFactorization_->maximumPivots() && abcFactorization_->pivots() < 200) abcFactorization_->areaFactor( abcFactorization_->areaFactor() * 1.1); returnCode = -2; // factorize now } else if (updateStatus == 5) { problemStatus_ = -2; // factorize now } // here do part of steepest - ready for next iteration if (!ifValuesPass) abcPrimalColumnPivot_->updateWeights(&usefulArray_[arrayForFtran_]); } else { if (pivotRow_ == -1) { // no outgoing row is valid if (valueOut_ != COIN_DBL_MAX) { double objectiveChange = 0.0; theta_ = valueOut_ - valueIn_; updatePrimalsInPrimal(&usefulArray_[arrayForFtran_], theta_, objectiveChange, ifValuesPass); abcSolution_[sequenceIn_] += theta_; } #ifdef CLP_USER_DRIVEN1 /* Note if valueOut_ < COIN_DBL_MAX and theta_ reasonable then this may be a valid sub flip */ if (!userChoiceValid2(this)) { if (abcFactorization_->pivots() < 5) { // flag variable char x = isColumn(sequenceIn_) ? 'C' : 'R'; handler_->message(CLP_SIMPLEX_FLAG, messages_) << x << sequenceWithin(sequenceIn_) << CoinMessageEol; setFlagged(sequenceIn_); abcProgress_.incrementTimesFlagged(); abcProgress_.clearBadTimes(); roundAgain = true; continue; } else { // try refactorizing first returnCode = 4; //say looks odd but has iterated break; } } #endif if (!abcFactorization_->pivots() && acceptablePivot_ <= 1.0e-8) { returnCode = 2; //say looks unbounded // do ray primalRay(&usefulArray_[arrayForFtran_]); } else { acceptablePivot_ = 1.0e-8; returnCode = 4; //say looks unbounded but has iterated } break; } else { // flipping from bound to bound } } double oldCost = 0.0; if (sequenceOut_ >= 0) oldCost = abcCost_[sequenceOut_]; // update primal solution double objectiveChange = 0.0; // after this usefulArray_[arrayForFtran_] is not empty - used to update djs #ifdef CLP_USER_DRIVEN if (theta_ < 0.0) { if (theta_ >= -1.0e-12) theta_ = 0.0; //else //printf("negative theta %g\n",theta_); } #endif updatePrimalsInPrimal(&usefulArray_[arrayForFtran_], theta_, objectiveChange, ifValuesPass); double oldValue = valueIn_; if (directionIn_ == -1) { // as if from upper bound if (sequenceIn_ != sequenceOut_) { // variable becoming basic valueIn_ -= fabs(theta_); } else { valueIn_ = lowerIn_; } } else { // as if from lower bound if (sequenceIn_ != sequenceOut_) { // variable becoming basic valueIn_ += fabs(theta_); } else { valueIn_ = upperIn_; } } objectiveChange += dualIn_ * (valueIn_ - oldValue); // outgoing if (sequenceIn_ != sequenceOut_) { if (directionOut_ > 0) { valueOut_ = lowerOut_; } else { valueOut_ = upperOut_; } if (valueOut_ < abcLower_[sequenceOut_] - primalTolerance_) valueOut_ = abcLower_[sequenceOut_] - 0.9 * primalTolerance_; else if (valueOut_ > abcUpper_[sequenceOut_] + primalTolerance_) valueOut_ = abcUpper_[sequenceOut_] + 0.9 * primalTolerance_; // may not be exactly at bound and bounds may have changed // Make sure outgoing looks feasible directionOut_ = abcNonLinearCost_->setOneOutgoing(pivotRow_, valueOut_); // May have got inaccurate //if (oldCost!=abcCost_[sequenceOut_]) //printf("costchange on %d from %g to %g\n",sequenceOut_, // oldCost,abcCost_[sequenceOut_]); abcDj_[sequenceOut_] = abcCost_[sequenceOut_] - oldCost; // normally updated next iteration abcSolution_[sequenceOut_] = valueOut_; } // change cost and bounds on incoming if primal abcNonLinearCost_->setOne(sequenceIn_, valueIn_); int whatNext = housekeeping(/*objectiveChange*/); swapPrimalStuff(); if (whatNext == 1) { returnCode = -2; // refactorize } else if (whatNext == 2) { // maximum iterations or equivalent returnCode = 3; } else if (numberIterations_ == lastGoodIteration_ + 2 * abcFactorization_->maximumPivots()) { // done a lot of flips - be safe returnCode = -2; // refactorize } // Check event { int status = eventHandler_->event(ClpEventHandler::endOfIteration); if (status >= 0) { problemStatus_ = 5; secondaryStatus_ = ClpEventHandler::endOfIteration; returnCode = 3; } } } return returnCode; } /* Reasons to come out (normal mode/user mode): -1 normal -2 factorize now - good iteration/ NA -3 slight inaccuracy - refactorize - iteration done/ same but factor done -4 inaccuracy - refactorize - no iteration/ NA -5 something flagged - go round again/ pivot not possible +2 looks unbounded +3 max iterations (iteration done) */ int AbcSimplexPrimal::pivotResult4(int ifValuesPass) { int returnCode = -1; int numberMinor = 0; int numberDone = 0; CoinIndexedVector *vector[16]; pivotStruct stuff[4]; vector[0] = &usefulArray_[arrayForFtran_]; vector[1] = &usefulArray_[arrayForFlipBounds_]; vector[2] = &usefulArray_[arrayForTableauRow_]; vector[3] = &usefulArray_[arrayForBtran_]; /* For pricing we need to get a vector with difference in costs later we could modify code so only costBasic changed and store in first [4*x+1] array to go out the indices of changed plus at most four for pivots */ //double * saveCosts=CoinCopyOfArray(costBasic_,numberRows_); //double saveCostsIn[4]; for (int iMinor = 0; iMinor < 4; iMinor++) { int sequenceIn = multipleSequenceIn_[iMinor]; if (sequenceIn < 0) break; stuff[iMinor].valuesPass_ = ifValuesPass; stuff[iMinor].lowerIn_ = abcLower_[sequenceIn]; stuff[iMinor].upperIn_ = abcUpper_[sequenceIn]; stuff[iMinor].valueIn_ = abcSolution_[sequenceIn]; stuff[iMinor].sequenceIn_ = sequenceIn; //saveCostsIn[iMinor]=abcCost_[sequenceIn]; numberMinor++; if (iMinor) { vector[4 * iMinor] = rowArray_[2 * iMinor - 2]; vector[4 * iMinor + 1] = rowArray_[2 * iMinor - 1]; vector[4 * iMinor + 2] = columnArray_[2 * iMinor - 2]; vector[4 * iMinor + 3] = columnArray_[2 * iMinor - 1]; } for (int i = 0; i < 4; i++) vector[4 * iMinor + i]->checkClear(); unpack(*vector[4 * iMinor], sequenceIn); } int numberLeft = numberMinor; // parallel (with cpu) for (int iMinor = 1; iMinor < numberMinor; iMinor++) { // update the incoming columns cilk_spawn abcFactorization_->updateColumnFT(*vector[4 * iMinor], *vector[4 * iMinor + 3], iMinor); } abcFactorization_->updateColumnFT(*vector[0], *vector[+3], 0); cilk_sync; for (int iMinor = 0; iMinor < numberMinor; iMinor++) { // find best (or first if values pass) int numberDo = 1; int jMinor = 0; while (jMinor < numberDo) { int sequenceIn = stuff[jMinor].sequenceIn_; double dj = abcDj_[sequenceIn]; bool bad = false; if (!bad) { stuff[jMinor].dualIn_ = dj; stuff[jMinor].saveDualIn_ = dj; if (dj < 0.0) stuff[jMinor].directionIn_ = 1; else stuff[jMinor].directionIn_ = -1; jMinor++; } else { numberDo--; numberLeft--; // throw away for (int i = 0; i < 4; i++) { vector[4 * jMinor + i]->clear(); vector[4 * jMinor + i] = vector[4 * numberDo + i]; vector[4 * numberDo + i] = NULL; } stuff[jMinor] = stuff[numberDo]; } } for (int jMinor = 0; jMinor < numberDo; jMinor++) { // do ratio test and re-compute dj primalRow(vector[4 * jMinor], vector[4 * jMinor + 1], vector[4 * jMinor + 2], stuff[jMinor]); } // choose best int iBest = -1; double bestMovement = -COIN_DBL_MAX; for (int jMinor = 0; jMinor < numberDo; jMinor++) { double movement = stuff[jMinor].theta_ * fabs(stuff[jMinor].dualIn_); if (movement > bestMovement) { bestMovement = movement; iBest = jMinor; } } #if 0 //ndef MULTIPLE_PRICE if (maximumIterations()!=100000) iBest=0; #endif if (iBest >= 0) { dualIn_ = stuff[iBest].dualIn_; dualOut_ = stuff[iBest].dualOut_; lowerOut_ = stuff[iBest].lowerOut_; upperOut_ = stuff[iBest].upperOut_; valueOut_ = stuff[iBest].valueOut_; sequenceOut_ = stuff[iBest].sequenceOut_; sequenceIn_ = stuff[iBest].sequenceIn_; lowerIn_ = stuff[iBest].lowerIn_; upperIn_ = stuff[iBest].upperIn_; valueIn_ = stuff[iBest].valueIn_; directionIn_ = stuff[iBest].directionIn_; directionOut_ = stuff[iBest].directionOut_; pivotRow_ = stuff[iBest].pivotRow_; theta_ = stuff[iBest].theta_; alpha_ = stuff[iBest].alpha_; #ifdef MULTIPLE_PRICE for (int i = 0; i < 4 * numberLeft; i++) vector[i]->clear(); return 0; #endif // maybe do this on more? double theta1 = CoinMax(theta_, 1.0e-12); double theta2 = numberIterations_ * abcNonLinearCost_->averageTheta(); // Set average theta abcNonLinearCost_->setAverageTheta((theta1 + theta2) / (static_cast< double >(numberIterations_ + 1))); if (pivotRow_ == -1 || (pivotRow_ >= 0 && fabs(alpha_) < 1.0e-5)) { if (fabs(dualIn_) < 1.0e2 * dualTolerance_) { // try other way stuff[iBest].directionIn_ = -directionIn_; stuff[iBest].valuesPass_ = 0; primalRow(vector[4 * iBest], vector[4 * iBest + 1], vector[4 * iBest + 2], stuff[iBest]); dualIn_ = stuff[iBest].dualIn_; dualOut_ = stuff[iBest].dualOut_; lowerOut_ = stuff[iBest].lowerOut_; upperOut_ = stuff[iBest].upperOut_; valueOut_ = stuff[iBest].valueOut_; sequenceOut_ = stuff[iBest].sequenceOut_; sequenceIn_ = stuff[iBest].sequenceIn_; lowerIn_ = stuff[iBest].lowerIn_; upperIn_ = stuff[iBest].upperIn_; valueIn_ = stuff[iBest].valueIn_; directionIn_ = stuff[iBest].directionIn_; directionOut_ = stuff[iBest].directionOut_; pivotRow_ = stuff[iBest].pivotRow_; theta_ = stuff[iBest].theta_; alpha_ = stuff[iBest].alpha_; } if (pivotRow_ == -1 || (pivotRow_ >= 0 && fabs(alpha_) < 1.0e-5)) { // reject it char x = isColumn(sequenceIn_) ? 'C' : 'R'; handler_->message(CLP_SIMPLEX_FLAG, messages_) << x << sequenceWithin(sequenceIn_) << CoinMessageEol; setFlagged(sequenceIn_); abcProgress_.incrementTimesFlagged(); abcProgress_.clearBadTimes(); lastBadIteration_ = numberIterations_; // say be more cautious clearAll(); pivotRow_ = -1; returnCode = -5; break; } } CoinIndexedVector *bestUpdate = NULL; if (pivotRow_ >= 0) { // Normal pivot // if stable replace in basis // check update CoinIndexedVector *tempVector[4]; for (int i = 0; i < 4; i++) tempVector[i] = vector[4 * iBest + i]; returnCode = cilk_spawn doFTUpdate(tempVector); bestUpdate = tempVector[0]; // after this bestUpdate is not empty - used to update djs ?? cilk_spawn updatePrimalsInPrimal(*bestUpdate, theta_, ifValuesPass); numberDone++; numberLeft--; // throw away for (int i = 0; i < 4; i++) { vector[4 * iBest + i] = vector[4 * numberLeft + i]; vector[4 * numberLeft + i] = NULL; } stuff[iBest] = stuff[numberLeft]; // update pi and other vectors and FT stuff // parallel (can go 8 way?) for (int jMinor = 0; jMinor < numberLeft; jMinor++) { cilk_spawn updatePartialUpdate(*vector[4 * jMinor + 3]); } // parallel for (int jMinor = 0; jMinor < numberLeft; jMinor++) { stuff[jMinor].dualIn_ = cilk_spawn updateMinorCandidate(*bestUpdate, *vector[4 * jMinor], stuff[jMinor].sequenceIn_); } cilk_sync; // throw away for (int i = 1; i < 4; i++) tempVector[i]->clear(); if (returnCode < -3) { clearAll(); break; } // end Normal pivot } else { // start Flip vector[4 * iBest + 3]->clear(); if (pivotRow_ == -1) { // no outgoing row is valid if (valueOut_ != COIN_DBL_MAX) { theta_ = valueOut_ - valueIn_; updatePrimalsInPrimal(*vector[4 * iBest], theta_, ifValuesPass); abcSolution_[sequenceIn_] += theta_; } if (!abcFactorization_->pivots() && acceptablePivot_ <= 1.0e-8) { returnCode = 2; //say looks unbounded // do ray primalRay(vector[4 * iBest]); } else { acceptablePivot_ = 1.0e-8; returnCode = 4; //say looks unbounded but has iterated } break; } else { // flipping from bound to bound bestUpdate = vector[4 * iBest]; // after this bestUpdate is not empty - used to update djs ?? updatePrimalsInPrimal(*bestUpdate, theta_, ifValuesPass); // throw away best BUT remember we are updating costs somehow numberDone++; numberLeft--; // throw away for (int i = 0; i < 4; i++) { if (i) vector[4 * iBest + i]->clear(); vector[4 * iBest + i] = vector[4 * numberLeft + i]; vector[4 * numberLeft + i] = NULL; } stuff[iBest] = stuff[numberLeft]; // parallel for (int jMinor = 0; jMinor < numberLeft; jMinor++) { stuff[jMinor].dualIn_ = cilk_spawn updateMinorCandidate(*bestUpdate, *vector[4 * jMinor], stuff[jMinor].sequenceIn_); } cilk_sync; } // end Flip } bestUpdate->clear(); // as only works in values pass if (directionIn_ == -1) { // as if from upper bound if (sequenceIn_ != sequenceOut_) { // variable becoming basic valueIn_ -= fabs(theta_); } else { valueIn_ = lowerIn_; } } else { // as if from lower bound if (sequenceIn_ != sequenceOut_) { // variable becoming basic valueIn_ += fabs(theta_); } else { valueIn_ = upperIn_; } } // outgoing if (sequenceIn_ != sequenceOut_) { if (directionOut_ > 0) { valueOut_ = lowerOut_; } else { valueOut_ = upperOut_; } if (valueOut_ < abcLower_[sequenceOut_] - primalTolerance_) valueOut_ = abcLower_[sequenceOut_] - 0.9 * primalTolerance_; else if (valueOut_ > abcUpper_[sequenceOut_] + primalTolerance_) valueOut_ = abcUpper_[sequenceOut_] + 0.9 * primalTolerance_; // may not be exactly at bound and bounds may have changed // Make sure outgoing looks feasible directionOut_ = abcNonLinearCost_->setOneOutgoing(pivotRow_, valueOut_); abcSolution_[sequenceOut_] = valueOut_; } // change cost and bounds on incoming if primal abcNonLinearCost_->setOne(sequenceIn_, valueIn_); int whatNext = housekeeping(/*objectiveChange*/); swapPrimalStuff(); if (whatNext == 1) { returnCode = -2; // refactorize } else if (whatNext == 2) { // maximum iterations or equivalent returnCode = 3; } else if (numberIterations_ == lastGoodIteration_ + 2 * abcFactorization_->maximumPivots()) { // done a lot of flips - be safe returnCode = -2; // refactorize } // Check event { int status = eventHandler_->event(ClpEventHandler::endOfIteration); if (status >= 0) { problemStatus_ = 5; secondaryStatus_ = ClpEventHandler::endOfIteration; returnCode = 3; } } } if (returnCode != -1) break; } for (int i = 0; i < 16; i++) { if (vector[i]) vector[i]->clear(); if (vector[i]) vector[i]->checkClear(); } //delete [] saveCosts; return returnCode; } // Do FT update as separate function for minor iterations (nonzero return code on problems) int AbcSimplexPrimal::doFTUpdate(CoinIndexedVector *vector[4]) { ftAlpha_ = abcFactorization_->checkReplacePart1(&usefulArray_[arrayForReplaceColumn_], vector[3], pivotRow_); int updateStatus = abcFactorization_->checkReplacePart2(pivotRow_, btranAlpha_, alpha_, ftAlpha_); if (!updateStatus) abcFactorization_->replaceColumnPart3(this, &usefulArray_[arrayForReplaceColumn_], vector[0], vector[3], pivotRow_, ftAlpha_ ? ftAlpha_ : alpha_); else vector[3]->clear(); int returnCode = 0; // if no pivots, bad update but reasonable alpha - take and invert if (updateStatus == 2 && lastGoodIteration_ == numberIterations_ && fabs(alpha_) > 1.0e-5) updateStatus = 4; if (updateStatus == 1 || updateStatus == 4) { // slight error if (abcFactorization_->pivots() > 5 || updateStatus == 4) { returnCode = -3; } } else if (updateStatus == 2) { // major error // better to have small tolerance even if slower abcFactorization_->zeroTolerance(CoinMin(abcFactorization_->zeroTolerance(), 1.0e-15)); int maxFactor = abcFactorization_->maximumPivots(); if (maxFactor > 10) { if (forceFactorization_ < 0) forceFactorization_ = maxFactor; forceFactorization_ = CoinMax(1, (forceFactorization_ >> 1)); } // later we may need to unwind more e.g. fake bounds if (lastGoodIteration_ != numberIterations_) { pivotRow_ = -1; sequenceIn_ = -1; sequenceOut_ = -1; returnCode = -4; } else { // need to reject something char x = isColumn(sequenceIn_) ? 'C' : 'R'; handler_->message(CLP_SIMPLEX_FLAG, messages_) << x << sequenceWithin(sequenceIn_) << CoinMessageEol; setFlagged(sequenceIn_); abcProgress_.incrementTimesFlagged(); abcProgress_.clearBadTimes(); lastBadIteration_ = numberIterations_; // say be more cautious pivotRow_ = -1; sequenceIn_ = -1; sequenceOut_ = -1; returnCode = -5; } } else if (updateStatus == 3) { // out of memory // increase space if not many iterations if (abcFactorization_->pivots() < 0.5 * abcFactorization_->maximumPivots() && abcFactorization_->pivots() < 200) abcFactorization_->areaFactor( abcFactorization_->areaFactor() * 1.1); returnCode = -2; // factorize now } else if (updateStatus == 5) { problemStatus_ = -2; // factorize now returnCode = -2; } return returnCode; } /* The primals are updated by the given array. costs are changed */ void AbcSimplexPrimal::updatePrimalsInPrimal(CoinIndexedVector &rowArray, double theta, bool valuesPass) { // Cost on pivot row may change - may need to change dualIn //double oldCost = 0.0; //if (pivotRow_ >= 0) //oldCost = abcCost_[sequenceOut_]; double *work = rowArray.denseVector(); int number = rowArray.getNumElements(); int *which = rowArray.getIndices(); // allow for case where bound+tolerance == bound //double tolerance = 0.999999*primalTolerance_; double relaxedTolerance = 1.001 * primalTolerance_; int iIndex; if (!valuesPass) { for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; double alpha = work[iRow]; //work[iRow] = 0.0; int iPivot = abcPivotVariable_[iRow]; double change = theta * alpha; double value = abcSolution_[iPivot] - change; abcSolution_[iPivot] = value; value = solutionBasic_[iRow] - change; solutionBasic_[iRow] = value; if (active(iRow) || theta_ < 0.0) { clearActive(iRow); // But make sure one going out is feasible if (change > 0.0) { // going down if (value <= abcLower_[iPivot] + primalTolerance_) { if (iPivot == sequenceOut_ && value >= abcLower_[iPivot] - relaxedTolerance) value = abcLower_[iPivot]; abcNonLinearCost_->setOneBasic(iRow, value); } } else { // going up if (value >= abcUpper_[iPivot] - primalTolerance_) { if (iPivot == sequenceOut_ && value < abcUpper_[iPivot] + relaxedTolerance) value = abcUpper_[iPivot]; abcNonLinearCost_->setOneBasic(iRow, value); } } } } } else { // values pass so look at all for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; double alpha = work[iRow]; //work[iRow] = 0.0; int iPivot = abcPivotVariable_[iRow]; double change = theta * alpha; double value = abcSolution_[iPivot] - change; abcSolution_[iPivot] = value; value = solutionBasic_[iRow] - change; solutionBasic_[iRow] = value; clearActive(iRow); // But make sure one going out is feasible if (change > 0.0) { // going down if (value <= abcLower_[iPivot] + primalTolerance_) { if (iPivot == sequenceOut_ && value > abcLower_[iPivot] - relaxedTolerance) value = abcLower_[iPivot]; abcNonLinearCost_->setOneBasic(iRow, value); } } else { // going up if (value >= abcUpper_[iPivot] - primalTolerance_) { if (iPivot == sequenceOut_ && value < abcUpper_[iPivot] + relaxedTolerance) value = abcUpper_[iPivot]; abcNonLinearCost_->setOneBasic(iRow, value); } } } } //rowArray.setNumElements(0); } /* After rowArray will have cost changes for use next major iteration */ void AbcSimplexPrimal::createUpdateDuals(CoinIndexedVector &rowArray, const double *originalCost, const double extraCost[4], double & /*objectiveChange*/, int /*valuesPass*/) { int number = 0; double *work = rowArray.denseVector(); int *which = rowArray.getIndices(); for (int iRow = 0; iRow < numberRows_; iRow++) { if (originalCost[iRow] != costBasic_[iRow]) { work[iRow] = costBasic_[iRow] - originalCost[iRow]; which[number++] = iRow; } } rowArray.setNumElements(number); } // Update minor candidate vector double AbcSimplexPrimal::updateMinorCandidate(const CoinIndexedVector &updateBy, CoinIndexedVector &candidate, int sequenceIn) { const double *COIN_RESTRICT regionUpdate = updateBy.denseVector(); const int *COIN_RESTRICT regionIndexUpdate = updateBy.getIndices(); int numberNonZeroUpdate = updateBy.getNumElements(); double *COIN_RESTRICT regionCandidate = candidate.denseVector(); int *COIN_RESTRICT regionIndexCandidate = candidate.getIndices(); int numberNonZeroCandidate = candidate.getNumElements(); assert(fabs(alpha_ - regionUpdate[pivotRow_]) < 1.0e-5); double value = regionCandidate[pivotRow_]; if (value) { value /= alpha_; for (int i = 0; i < numberNonZeroUpdate; i++) { int iRow = regionIndexUpdate[i]; double oldValue = regionCandidate[iRow]; double newValue = oldValue - value * regionUpdate[iRow]; if (oldValue) { if (!newValue) newValue = COIN_INDEXED_REALLY_TINY_ELEMENT; regionCandidate[iRow] = newValue; } else { assert(newValue); regionCandidate[iRow] = newValue; regionIndexCandidate[numberNonZeroCandidate++] = iRow; } } double oldValue = regionCandidate[pivotRow_]; double newValue = value; if (oldValue) { if (!newValue) newValue = COIN_INDEXED_REALLY_TINY_ELEMENT; regionCandidate[pivotRow_] = newValue; } else { assert(newValue); regionCandidate[pivotRow_] = newValue; regionIndexCandidate[numberNonZeroCandidate++] = pivotRow_; } candidate.setNumElements(numberNonZeroCandidate); } double newDj = abcCost_[sequenceIn]; for (int i = 0; i < numberNonZeroCandidate; i++) { int iRow = regionIndexCandidate[i]; double alpha = regionCandidate[iRow]; newDj -= alpha * costBasic_[iRow]; } return newDj; } // Update partial Ftran by R update void AbcSimplexPrimal::updatePartialUpdate(CoinIndexedVector &partialUpdate) { #ifndef ABC_USE_COIN_FACTORIZATION CoinAbcFactorization *factorization = dynamic_cast< CoinAbcFactorization * >(abcFactorization_->factorization()); if (factorization) factorization->updatePartialUpdate(partialUpdate); #else abcFactorization_->factorization()->updatePartialUpdate(partialUpdate); #endif } // Create primal ray void AbcSimplexPrimal::primalRay(CoinIndexedVector *rowArray) { delete[] ray_; ray_ = new double[numberColumns_]; CoinZeroN(ray_, numberColumns_); int number = rowArray->getNumElements(); int *index = rowArray->getIndices(); double *array = rowArray->denseVector(); double way = -directionIn_; int i; double zeroTolerance = 1.0e-12; if (sequenceIn_ < numberColumns_) ray_[sequenceIn_] = directionIn_; for (i = 0; i < number; i++) { int iRow = index[i]; int iPivot = abcPivotVariable_[iRow]; double arrayValue = array[iRow]; if (iPivot < numberColumns_ && fabs(arrayValue) >= zeroTolerance) ray_[iPivot] = way * arrayValue; } } /* Get next superbasic -1 if none, Normal type is 1 If type is 3 then initializes sorted list if 2 uses list. */ int AbcSimplexPrimal::nextSuperBasic(int superBasicType, CoinIndexedVector *columnArray) { int returnValue = -1; bool finished = false; while (!finished) { returnValue = firstFree_; int iColumn = firstFree_ + 1; if (superBasicType > 1) { if (superBasicType > 2) { // Initialize list // Wild guess that lower bound more natural than upper int number = 0; double *work = columnArray->denseVector(); int *which = columnArray->getIndices(); for (iColumn = 0; iColumn < numberRows_ + numberColumns_; iColumn++) { if (!flagged(iColumn)) { if (getInternalStatus(iColumn) == superBasic) { if (fabs(abcSolution_[iColumn] - abcLower_[iColumn]) <= primalTolerance_) { abcSolution_[iColumn] = abcLower_[iColumn]; setInternalStatus(iColumn, atLowerBound); } else if (fabs(abcSolution_[iColumn] - abcUpper_[iColumn]) <= primalTolerance_) { abcSolution_[iColumn] = abcUpper_[iColumn]; setInternalStatus(iColumn, atUpperBound); } else if (abcLower_[iColumn] < -1.0e20 && abcUpper_[iColumn] > 1.0e20) { setInternalStatus(iColumn, isFree); break; } else if (!flagged(iColumn)) { // put ones near bounds at end after sorting work[number] = -CoinMin(0.1 * (abcSolution_[iColumn] - abcLower_[iColumn]), abcUpper_[iColumn] - abcSolution_[iColumn]); which[number++] = iColumn; } } } } CoinSort_2(work, work + number, which); columnArray->setNumElements(number); CoinZeroN(work, number); } int *which = columnArray->getIndices(); int number = columnArray->getNumElements(); if (!number) { // finished iColumn = numberRows_ + numberColumns_; returnValue = -1; } else { number--; returnValue = which[number]; iColumn = returnValue; columnArray->setNumElements(number); } } else { for (; iColumn < numberRows_ + numberColumns_; iColumn++) { if (!flagged(iColumn)) { if (getInternalStatus(iColumn) == superBasic || getInternalStatus(iColumn) == isFree) { if (fabs(abcSolution_[iColumn] - abcLower_[iColumn]) <= primalTolerance_) { abcSolution_[iColumn] = abcLower_[iColumn]; setInternalStatus(iColumn, atLowerBound); } else if (fabs(abcSolution_[iColumn] - abcUpper_[iColumn]) <= primalTolerance_) { abcSolution_[iColumn] = abcUpper_[iColumn]; setInternalStatus(iColumn, atUpperBound); } else if (abcLower_[iColumn] < -1.0e20 && abcUpper_[iColumn] > 1.0e20) { setInternalStatus(iColumn, isFree); if (fabs(abcDj_[iColumn]) > 10.0 * dualTolerance_) break; } else { break; } } } } } firstFree_ = iColumn; finished = true; if (firstFree_ == numberRows_ + numberColumns_) firstFree_ = -1; if (returnValue >= 0 && getInternalStatus(returnValue) != superBasic && getInternalStatus(returnValue) != isFree) finished = false; // somehow picked up odd one } return returnValue; } void AbcSimplexPrimal::clearAll() { int number = usefulArray_[arrayForFtran_].getNumElements(); int *which = usefulArray_[arrayForFtran_].getIndices(); int iIndex; for (iIndex = 0; iIndex < number; iIndex++) { int iRow = which[iIndex]; clearActive(iRow); } usefulArray_[arrayForFtran_].clear(); for (int i = 0; i < 6; i++) { if (rowArray_[i]) rowArray_[i]->clear(); if (columnArray_[i]) columnArray_[i]->clear(); } } /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2 */