/* $Id$ */ // Copyright (C) 2003, International Business Machines // Corporation and others. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). /* Implements crude primal dual predictor corrector algorithm */ //#define SOME_DEBUG #include "CoinPragma.hpp" #include #include "CoinHelperFunctions.hpp" #include "ClpPredictorCorrector.hpp" #include "ClpEventHandler.hpp" #include "CoinPackedMatrix.hpp" #include "ClpMessage.hpp" #include "ClpCholeskyBase.hpp" #include "ClpHelperFunctions.hpp" #include "ClpQuadraticObjective.hpp" #include #include #include #include #include #if 0 static int yyyyyy = 0; void ClpPredictorCorrector::saveSolution(std::string fileName) { FILE * fp = fopen(fileName.c_str(), "wb"); if (fp) { int numberRows = numberRows_; int numberColumns = numberColumns_; fwrite(&numberRows, sizeof(int), 1, fp); fwrite(&numberColumns, sizeof(int), 1, fp); CoinWorkDouble dsave[20]; memset(dsave, 0, sizeof(dsave)); fwrite(dsave, sizeof(CoinWorkDouble), 20, fp); int msave[20]; memset(msave, 0, sizeof(msave)); msave[0] = numberIterations_; fwrite(msave, sizeof(int), 20, fp); fwrite(dual_, sizeof(CoinWorkDouble), numberRows, fp); fwrite(errorRegion_, sizeof(CoinWorkDouble), numberRows, fp); fwrite(rhsFixRegion_, sizeof(CoinWorkDouble), numberRows, fp); fwrite(solution_, sizeof(CoinWorkDouble), numberColumns, fp); fwrite(solution_ + numberColumns, sizeof(CoinWorkDouble), numberRows, fp); fwrite(diagonal_, sizeof(CoinWorkDouble), numberColumns, fp); fwrite(diagonal_ + numberColumns, sizeof(CoinWorkDouble), numberRows, fp); fwrite(wVec_, sizeof(CoinWorkDouble), numberColumns, fp); fwrite(wVec_ + numberColumns, sizeof(CoinWorkDouble), numberRows, fp); fwrite(zVec_, sizeof(CoinWorkDouble), numberColumns, fp); fwrite(zVec_ + numberColumns, sizeof(CoinWorkDouble), numberRows, fp); fwrite(upperSlack_, sizeof(CoinWorkDouble), numberColumns, fp); fwrite(upperSlack_ + numberColumns, sizeof(CoinWorkDouble), numberRows, fp); fwrite(lowerSlack_, sizeof(CoinWorkDouble), numberColumns, fp); fwrite(lowerSlack_ + numberColumns, sizeof(CoinWorkDouble), numberRows, fp); fclose(fp); } else { std::cout << "Unable to open file " << fileName << std::endl; } } #endif // Could change on CLP_LONG_CHOLESKY or COIN_LONG_WORK? static CoinWorkDouble eScale = 1.0e27; static CoinWorkDouble eBaseCaution = 1.0e-12; static CoinWorkDouble eBase = 1.0e-12; static CoinWorkDouble eDiagonal = 1.0e25; static CoinWorkDouble eDiagonalCaution = 1.0e18; static CoinWorkDouble eExtra = 1.0e-12; // main function int ClpPredictorCorrector::solve() { problemStatus_ = -1; algorithm_ = 1; //create all regions if (!createWorkingData()) { problemStatus_ = 4; return 2; } #if COIN_LONG_WORK // reallocate some regions double *dualSave = dual_; dual_ = reinterpret_cast< double * >(new CoinWorkDouble[numberRows_]); double *reducedCostSave = reducedCost_; reducedCost_ = reinterpret_cast< double * >(new CoinWorkDouble[numberColumns_]); #endif //diagonalPerturbation_=1.0e-25; ClpMatrixBase *saveMatrix = NULL; // If quadratic then make copy so we can actually scale or normalize #ifndef NO_RTTI ClpQuadraticObjective *quadraticObj = (dynamic_cast< ClpQuadraticObjective * >(objective_)); #else ClpQuadraticObjective *quadraticObj = NULL; if (objective_->type() == 2) quadraticObj = (static_cast< ClpQuadraticObjective * >(objective_)); #endif /* If modeSwitch is : 0 - normal 1 - bit switch off centering 2 - bit always do type 2 4 - accept corrector nearly always */ int modeSwitch = 0; //if (quadraticObj) //modeSwitch |= 1; // switch off centring for now //if (quadraticObj) //modeSwitch |=4; ClpObjective *saveObjective = NULL; if (quadraticObj) { // check KKT is on if (!cholesky_->kkt()) { //No! handler_->message(CLP_BARRIER_KKT, messages_) << CoinMessageEol; return -1; } saveObjective = objective_; // We are going to make matrix full rather half objective_ = new ClpQuadraticObjective(*quadraticObj, 1); } bool allowIncreasingGap = (modeSwitch & 4) != 0; // If scaled then really scale matrix if (scalingFlag_ > 0 && rowScale_) { saveMatrix = matrix_; matrix_ = matrix_->scaledColumnCopy(this); } //initializeFeasible(); - this just set fixed flag smallestInfeasibility_ = COIN_DBL_MAX; int i; for (i = 0; i < LENGTH_HISTORY; i++) historyInfeasibility_[i] = COIN_DBL_MAX; //bool firstTime=true; //firstFactorization(true); int returnCode = cholesky_->order(this); if (returnCode || cholesky_->symbolic()) { COIN_DETAIL_PRINT(printf("Error return from symbolic - probably not enough memory\n")); problemStatus_ = 4; //delete all temporary regions deleteWorkingData(); if (saveMatrix) { // restore normal copy delete matrix_; matrix_ = saveMatrix; } // Restore quadratic objective if necessary if (saveObjective) { delete objective_; objective_ = saveObjective; } return -1; } mu_ = 1.0e10; diagonalScaleFactor_ = 1.0; //set iterations numberIterations_ = -1; int numberTotal = numberRows_ + numberColumns_; //initialize solution here if (createSolution() < 0) { COIN_DETAIL_PRINT(printf("Not enough memory\n")); problemStatus_ = 4; //delete all temporary regions deleteWorkingData(); if (saveMatrix) { // restore normal copy delete matrix_; matrix_ = saveMatrix; } return -1; } CoinWorkDouble *dualArray = reinterpret_cast< CoinWorkDouble * >(dual_); // Could try centering steps without any original step i.e. just center //firstFactorization(false); CoinZeroN(dualArray, numberRows_); multiplyAdd(solution_ + numberColumns_, numberRows_, -1.0, errorRegion_, 0.0); matrix_->times(1.0, solution_, errorRegion_); maximumRHSError_ = maximumAbsElement(errorRegion_, numberRows_); maximumBoundInfeasibility_ = maximumRHSError_; //CoinWorkDouble maximumDualError_=COIN_DBL_MAX; //initialize actualDualStep_ = 0.0; actualPrimalStep_ = 0.0; gonePrimalFeasible_ = false; goneDualFeasible_ = false; //bool hadGoodSolution=false; diagonalNorm_ = solutionNorm_; mu_ = solutionNorm_; int numberFixed = updateSolution(-COIN_DBL_MAX); int numberFixedTotal = numberFixed; //int numberRows_DroppedBefore=0; //CoinWorkDouble extra=eExtra; //CoinWorkDouble maximumPerturbation=COIN_DBL_MAX; //constants for infeas interior point const CoinWorkDouble beta2 = 0.99995; const CoinWorkDouble tau = 0.00002; CoinWorkDouble lastComplementarityGap = COIN_DBL_MAX * 1.0e-20; CoinWorkDouble lastStep = 1.0; // use to see if to take affine CoinWorkDouble checkGap = COIN_DBL_MAX; int lastGoodIteration = 0; CoinWorkDouble bestObjectiveGap = COIN_DBL_MAX; CoinWorkDouble bestObjective = COIN_DBL_MAX; int bestKilled = -1; int saveIteration = -1; int saveIteration2 = -1; bool sloppyOptimal = false; // this just to be used to exit bool sloppyOptimal2 = false; CoinWorkDouble *savePi = NULL; CoinWorkDouble *savePrimal = NULL; CoinWorkDouble *savePi2 = NULL; CoinWorkDouble *savePrimal2 = NULL; // Extra regions for centering CoinWorkDouble *saveX = new CoinWorkDouble[numberTotal]; CoinWorkDouble *saveY = new CoinWorkDouble[numberRows_]; CoinWorkDouble *saveZ = new CoinWorkDouble[numberTotal]; CoinWorkDouble *saveW = new CoinWorkDouble[numberTotal]; CoinWorkDouble *saveSL = new CoinWorkDouble[numberTotal]; CoinWorkDouble *saveSU = new CoinWorkDouble[numberTotal]; // Save smallest mu used in primal dual moves CoinWorkDouble objScale = optimizationDirection_ / (rhsScale_ * objectiveScale_); while (problemStatus_ < 0) { //#define FULL_DEBUG #ifdef FULL_DEBUG { int i; printf("row pi artvec rhsfx\n"); for (i = 0; i < numberRows_; i++) { printf("%d %g %g %g\n", i, dual_[i], errorRegion_[i], rhsFixRegion_[i]); } printf(" col dsol ddiag dwvec dzvec dbdslu dbdsll\n"); for (i = 0; i < numberColumns_ + numberRows_; i++) { printf(" %d %g %g %g %g %g %g\n", i, solution_[i], diagonal_[i], wVec_[i], zVec_[i], upperSlack_[i], lowerSlack_[i]); } } #endif complementarityGap_ = complementarityGap(numberComplementarityPairs_, numberComplementarityItems_, 0); handler_->message(CLP_BARRIER_ITERATION, messages_) << numberIterations_ << static_cast< double >(primalObjective_ * objScale - dblParam_[ClpObjOffset]) << static_cast< double >(dualObjective_ * objScale - dblParam_[ClpObjOffset]) << static_cast< double >(complementarityGap_) << numberFixedTotal << cholesky_->rank() << CoinMessageEol; // Check event { int status = eventHandler_->event(ClpEventHandler::endOfIteration); if (status >= 0) { problemStatus_ = 5; secondaryStatus_ = ClpEventHandler::endOfIteration; break; } } #if 0 if (numberIterations_ == -1) { saveSolution("xxx.sav"); if (yyyyyy) exit(99); } #endif // move up history for (i = 1; i < LENGTH_HISTORY; i++) historyInfeasibility_[i - 1] = historyInfeasibility_[i]; historyInfeasibility_[LENGTH_HISTORY - 1] = complementarityGap_; // switch off saved if changes //if (saveIteration+10 KEEP_GOING_IF_FIXED) goodGapChange = 0.99; // make more likely to carry on } CoinWorkDouble gapO; CoinWorkDouble lastGood = bestObjectiveGap; if (gonePrimalFeasible_ && goneDualFeasible_) { CoinWorkDouble largestObjective; if (CoinAbs(primalObjective_) > CoinAbs(dualObjective_)) { largestObjective = CoinAbs(primalObjective_); } else { largestObjective = CoinAbs(dualObjective_); } if (largestObjective < 1.0) { largestObjective = 1.0; } gapO = CoinAbs(primalObjective_ - dualObjective_) / largestObjective; handler_->message(CLP_BARRIER_OBJECTIVE_GAP, messages_) << static_cast< double >(gapO) << CoinMessageEol; //start saving best bool saveIt = false; if (gapO < bestObjectiveGap) { bestObjectiveGap = gapO; #ifndef SAVE_ON_OBJ saveIt = true; #endif } if (primalObjective_ < bestObjective) { bestObjective = primalObjective_; #ifdef SAVE_ON_OBJ saveIt = true; #endif } if (numberFixedTotal > bestKilled) { bestKilled = numberFixedTotal; #if KEEP_GOING_IF_FIXED < 10 saveIt = true; #endif } if (saveIt) { #if KEEP_GOING_IF_FIXED < 10 COIN_DETAIL_PRINT(printf("saving\n")); #endif saveIteration = numberIterations_; if (!savePi) { savePi = new CoinWorkDouble[numberRows_]; savePrimal = new CoinWorkDouble[numberTotal]; } CoinMemcpyN(dualArray, numberRows_, savePi); CoinMemcpyN(solution_, numberTotal, savePrimal); } else if (gapO > 2.0 * bestObjectiveGap) { //maybe be more sophisticated e.g. re-initialize having //fixed variables and dropped rows //std::cout <<" gap increasing "<= 0) { handler_->message(CLP_BARRIER_GONE_INFEASIBLE, messages_) << CoinMessageEol; CoinWorkDouble scaledRHSError = maximumRHSError_ / (solutionNorm_ + 10.0); // save alternate if (numberFixedTotal > bestKilled && maximumBoundInfeasibility_ < 1.0e-6 && scaledRHSError < 1.0e-2) { bestKilled = numberFixedTotal; #if KEEP_GOING_IF_FIXED < 10 COIN_DETAIL_PRINT(printf("saving alternate\n")); #endif saveIteration2 = numberIterations_; if (!savePi2) { savePi2 = new CoinWorkDouble[numberRows_]; savePrimal2 = new CoinWorkDouble[numberTotal]; } CoinMemcpyN(dualArray, numberRows_, savePi2); CoinMemcpyN(solution_, numberTotal, savePrimal2); } if (sloppyOptimal2) { // vaguely optimal if (maximumBoundInfeasibility_ > 1.0e-2 || scaledRHSError > 1.0e-2 || maximumDualError_ > objectiveNorm_ * 1.0e-2) { handler_->message(CLP_BARRIER_EXIT2, messages_) << saveIteration << CoinMessageEol; problemStatus_ = 0; // benefit of doubt break; } } else { // not close to optimal but check if getting bad CoinWorkDouble scaledRHSError = maximumRHSError_ / (solutionNorm_ + 10.0); if ((maximumBoundInfeasibility_ > 1.0e-1 || scaledRHSError > 1.0e-1 || maximumDualError_ > objectiveNorm_ * 1.0e-1) && (numberIterations_ > 50 && complementarityGap_ > 0.9 * historyInfeasibility_[0])) { handler_->message(CLP_BARRIER_EXIT2, messages_) << saveIteration << CoinMessageEol; break; } if (complementarityGap_ > 0.95 * checkGap && bestObjectiveGap < 1.0e-3 && (numberIterations_ > saveIteration + 5 || numberIterations_ > 100)) { handler_->message(CLP_BARRIER_EXIT2, messages_) << saveIteration << CoinMessageEol; break; } } } if (complementarityGap_ > 0.5 * checkGap && primalObjective_ > bestObjective + 1.0e-9 && (numberIterations_ > saveIteration + 5 || numberIterations_ > 100)) { handler_->message(CLP_BARRIER_EXIT2, messages_) << saveIteration << CoinMessageEol; break; } } // See if we should be thinking about exit if diverging double relativeMultiplier = 1.0 + fabs(primalObjective_) + fabs(dualObjective_); // Quadratic coding is rubbish so be more forgiving? if (quadraticObj) relativeMultiplier *= 5.0; if (gapO < 1.0e-5 + 1.0e-9 * relativeMultiplier || complementarityGap_ < 0.1 + 1.0e-9 * relativeMultiplier) sloppyOptimal2 = true; if ((gapO < 1.0e-6 || (gapO < 1.0e-4 && complementarityGap_ < 0.1)) && !sloppyOptimal) { sloppyOptimal = true; sloppyOptimal2 = true; handler_->message(CLP_BARRIER_CLOSE_TO_OPTIMAL, messages_) << numberIterations_ << static_cast< double >(complementarityGap_) << CoinMessageEol; } int numberBack = quadraticObj ? 10 : 5; //tryJustPredictor=true; //printf("trying just predictor\n"); //} if (complementarityGap_ >= 1.05 * lastComplementarityGap) { handler_->message(CLP_BARRIER_COMPLEMENTARITY, messages_) << static_cast< double >(complementarityGap_) << "increasing" << CoinMessageEol; if (saveIteration >= 0 && sloppyOptimal2) { handler_->message(CLP_BARRIER_EXIT2, messages_) << saveIteration << CoinMessageEol; break; } else if (numberIterations_ - lastGoodIteration >= numberBack && complementarityGap_ < 1.0e-6) { break; // not doing very well - give up } } else if (complementarityGap_ < goodGapChange * lastComplementarityGap) { lastGoodIteration = numberIterations_; lastComplementarityGap = complementarityGap_; } else if (numberIterations_ - lastGoodIteration >= numberBack && complementarityGap_ < 1.0e-3) { handler_->message(CLP_BARRIER_COMPLEMENTARITY, messages_) << static_cast< double >(complementarityGap_) << "not decreasing" << CoinMessageEol; if (gapO > 0.75 * lastGood && numberFixed < KEEP_GOING_IF_FIXED) { break; } } else if (numberIterations_ - lastGoodIteration >= 2 && complementarityGap_ < 1.0e-6) { handler_->message(CLP_BARRIER_COMPLEMENTARITY, messages_) << static_cast< double >(complementarityGap_) << "not decreasing" << CoinMessageEol; break; } if (numberIterations_ > maximumBarrierIterations_ || hitMaximumIterations()) { handler_->message(CLP_BARRIER_STOPPING, messages_) << CoinMessageEol; problemStatus_ = 3; onStopped(); // set secondary status break; } if (gapO < targetGap_) { problemStatus_ = 0; handler_->message(CLP_BARRIER_EXIT, messages_) << " " << CoinMessageEol; break; //finished } if (complementarityGap_ < 1.0e-12) { problemStatus_ = 0; handler_->message(CLP_BARRIER_EXIT, messages_) << "- small complementarity gap" << CoinMessageEol; break; //finished } if (complementarityGap_ < 1.0e-10 && gapO < 1.0e-10) { problemStatus_ = 0; handler_->message(CLP_BARRIER_EXIT, messages_) << "- objective gap and complementarity gap both small" << CoinMessageEol; break; //finished } if (gapO < 1.0e-9) { CoinWorkDouble value = gapO * complementarityGap_; value *= actualPrimalStep_; value *= actualDualStep_; //std::cout< lastGoodIteration) { problemStatus_ = 0; handler_->message(CLP_BARRIER_EXIT, messages_) << "- objective gap and complementarity gap both smallish and small steps" << CoinMessageEol; break; //finished } } CoinWorkDouble nextGap = COIN_DBL_MAX; int nextNumber = 0; int nextNumberItems = 0; worstDirectionAccuracy_ = 0.0; int newDropped = 0; //Predictor step //prepare for cholesky. Set up scaled diagonal in deltaX // ** for efficiency may be better if scale factor known before CoinWorkDouble norm2 = 0.0; CoinWorkDouble maximumValue; getNorms(diagonal_, numberTotal, maximumValue, norm2); diagonalNorm_ = CoinSqrt(norm2 / numberComplementarityPairs_); diagonalScaleFactor_ = 1.0; CoinWorkDouble maximumAllowable = eScale; //scale so largest is less than allowable ? could do better CoinWorkDouble factor = 0.5; while (maximumValue > maximumAllowable) { diagonalScaleFactor_ *= factor; maximumValue *= factor; } /* endwhile */ if (diagonalScaleFactor_ != 1.0) { handler_->message(CLP_BARRIER_SCALING, messages_) << "diagonal" << static_cast< double >(diagonalScaleFactor_) << CoinMessageEol; diagonalNorm_ *= diagonalScaleFactor_; } multiplyAdd(NULL, numberTotal, 0.0, diagonal_, diagonalScaleFactor_); int *rowsDroppedThisTime = new int[numberRows_]; newDropped = cholesky_->factorize(diagonal_, rowsDroppedThisTime); if (newDropped) { if (newDropped == -1) { COIN_DETAIL_PRINT(printf("Out of memory\n")); problemStatus_ = 4; //delete all temporary regions deleteWorkingData(); if (saveMatrix) { // restore normal copy delete matrix_; matrix_ = saveMatrix; } return -1; } else { #ifndef NDEBUG //int newDropped2=cholesky_->factorize(diagonal_,rowsDroppedThisTime); //assert(!newDropped2); #endif if (newDropped < 0 && 0) { //replace dropped newDropped = -newDropped; //off 1 to allow for reset all newDropped--; //set all bits false cholesky_->resetRowsDropped(); } } } delete[] rowsDroppedThisTime; if (cholesky_->status()) { std::cout << "bad cholesky?" << std::endl; abort(); } int phase = 0; // predictor, corrector , primal dual CoinWorkDouble directionAccuracy = 0.0; bool doCorrector = true; bool goodMove = true; //set up for affine direction setupForSolve(phase); if ((modeSwitch & 2) == 0) { directionAccuracy = findDirectionVector(phase); if (directionAccuracy > worstDirectionAccuracy_) { worstDirectionAccuracy_ = directionAccuracy; } if (saveIteration > 0 && directionAccuracy > 1.0) { handler_->message(CLP_BARRIER_EXIT2, messages_) << saveIteration << CoinMessageEol; break; } findStepLength(phase); nextGap = complementarityGap(nextNumber, nextNumberItems, 1); debugMove(0, actualPrimalStep_, actualDualStep_); debugMove(0, 1.0e-2, 1.0e-2); } CoinWorkDouble affineGap = nextGap; int bestPhase = 0; CoinWorkDouble bestNextGap = nextGap; // ? bestNextGap = CoinMax(nextGap, 0.8 * complementarityGap_); if (quadraticObj) bestNextGap = CoinMax(nextGap, 0.99 * complementarityGap_); if (complementarityGap_ > 1.0e-4 * numberComplementarityPairs_) { //std::cout <<"predicted duality gap "<(numberComplementarityPairs_), 2.0); } else { phi = pow(static_cast< CoinWorkDouble >(numberComplementarityPairs_), 1.5); if (phi < 500.0 * 500.0) { phi = 500.0 * 500.0; } } mu_ = complementarityGap_ / phi; } //save information CoinWorkDouble product = affineProduct(); #if 0 //can we do corrector step? CoinWorkDouble xx = complementarityGap_ * (beta2 - tau) + product; if (xx > 0.0) { CoinWorkDouble saveMu = mu_; CoinWorkDouble mu2 = numberComplementarityPairs_; mu2 = xx / mu2; if (mu2 > mu_) { //std::cout<<" could increase to "<message(CLP_BARRIER_MU, messages_) << saveMu << mu_ << CoinMessageEol; } else { //std::cout<<" bad by any standards"< 0.9 * complementarityGap_ || 1) { goodMove = false; bestNextGap = COIN_DBL_MAX; } //CoinWorkDouble floatNumber = 2.0*numberComplementarityPairs_; //floatNumber = 1.0*numberComplementarityItems_; //mu_=nextGap/floatNumber; handler_->message(CLP_BARRIER_INFO, messages_) << "no corrector step" << CoinMessageEol; } else { phase = 1; } // If bad gap - try standard primal dual if (nextGap > complementarityGap_ * 1.001) goodMove = false; if ((modeSwitch & 2) != 0) goodMove = false; if (goodMove && doCorrector) { CoinMemcpyN(deltaX_, numberTotal, saveX); CoinMemcpyN(deltaY_, numberRows_, saveY); CoinMemcpyN(deltaZ_, numberTotal, saveZ); CoinMemcpyN(deltaW_, numberTotal, saveW); CoinMemcpyN(deltaSL_, numberTotal, saveSL); CoinMemcpyN(deltaSU_, numberTotal, saveSU); #ifdef HALVE CoinWorkDouble savePrimalStep = actualPrimalStep_; CoinWorkDouble saveDualStep = actualDualStep_; CoinWorkDouble saveMu = mu_; #endif //set up for next step setupForSolve(phase); CoinWorkDouble directionAccuracy2 = findDirectionVector(phase); if (directionAccuracy2 > worstDirectionAccuracy_) { worstDirectionAccuracy_ = directionAccuracy2; } CoinWorkDouble testValue = 1.0e2 * directionAccuracy; if (1.0e2 * projectionTolerance_ > testValue) { testValue = 1.0e2 * projectionTolerance_; } if (primalTolerance() > testValue) { testValue = primalTolerance(); } if (maximumRHSError_ > testValue) { testValue = maximumRHSError_; } if (directionAccuracy2 > testValue && numberIterations_ >= -77) { goodMove = false; #ifdef SOME_DEBUG printf("accuracy %g phase 1 failed, test value %g\n", directionAccuracy2, testValue); #endif } if (goodMove) { phase = 1; CoinWorkDouble norm = findStepLength(phase); nextGap = complementarityGap(nextNumber, nextNumberItems, 1); debugMove(1, actualPrimalStep_, actualDualStep_); //debugMove(1,1.0e-7,1.0e-7); goodMove = checkGoodMove(true, bestNextGap, allowIncreasingGap); if (norm < 0) goodMove = false; if (!goodMove) { #ifdef SOME_DEBUG printf("checkGoodMove failed\n"); #endif } } #ifdef HALVE int nHalve = 0; // relax test bestNextGap = CoinMax(bestNextGap, 0.9 * complementarityGap_); while (!goodMove) { mu_ = saveMu; actualPrimalStep_ = savePrimalStep; actualDualStep_ = saveDualStep; int i; //printf("halve %d\n",nHalve); nHalve++; const CoinWorkDouble lambda = 0.5; for (i = 0; i < numberRows_; i++) deltaY_[i] = lambda * deltaY_[i] + (1.0 - lambda) * saveY[i]; for (i = 0; i < numberTotal; i++) { deltaX_[i] = lambda * deltaX_[i] + (1.0 - lambda) * saveX[i]; deltaZ_[i] = lambda * deltaZ_[i] + (1.0 - lambda) * saveZ[i]; deltaW_[i] = lambda * deltaW_[i] + (1.0 - lambda) * saveW[i]; deltaSL_[i] = lambda * deltaSL_[i] + (1.0 - lambda) * saveSL[i]; deltaSU_[i] = lambda * deltaSU_[i] + (1.0 - lambda) * saveSU[i]; } CoinMemcpyN(saveX, numberTotal, deltaX_); CoinMemcpyN(saveY, numberRows_, deltaY_); CoinMemcpyN(saveZ, numberTotal, deltaZ_); CoinMemcpyN(saveW, numberTotal, deltaW_); CoinMemcpyN(saveSL, numberTotal, deltaSL_); CoinMemcpyN(saveSU, numberTotal, deltaSU_); findStepLength(1); nextGap = complementarityGap(nextNumber, nextNumberItems, 1); goodMove = checkGoodMove(true, bestNextGap, allowIncreasingGap); if (nHalve > 10) break; //assert (goodMove); } if (nHalve && handler_->logLevel() > 2) printf("halved %d times\n", nHalve); #endif } //bestPhase=-1; //goodMove=false; if (!goodMove) { // Just primal dual step CoinWorkDouble floatNumber; floatNumber = 2.0 * numberComplementarityPairs_; //floatNumber = numberComplementarityItems_; CoinWorkDouble saveMu = mu_; // use one from predictor corrector mu_ = complementarityGap_ / floatNumber; // If going well try small mu mu_ *= CoinSqrt((1.0 - lastStep) / (1.0 + 10.0 * lastStep)); CoinWorkDouble mu1 = mu_; CoinWorkDouble phi; if (numberComplementarityPairs_ <= 500) { phi = pow(static_cast< CoinWorkDouble >(numberComplementarityPairs_), 2.0); } else { phi = pow(static_cast< CoinWorkDouble >(numberComplementarityPairs_), 1.5); if (phi < 500.0 * 500.0) { phi = 500.0 * 500.0; } } mu_ = complementarityGap_ / phi; //printf("pd mu %g, alternate %g, smallest\n",mu_,mu1); mu_ = CoinSqrt(mu_ * mu1); mu_ = mu1; if ((numberIterations_ & 1) == 0 || numberIterations_ < 10) mu_ = saveMu; // Try simpler floatNumber = numberComplementarityItems_; mu_ = 0.5 * complementarityGap_ / floatNumber; //if ((modeSwitch&2)==0) { //if ((numberIterations_&1)==0) // mu_ *= 0.5; //} else { //mu_ *= 0.8; //} //set up for next step setupForSolve(2); findDirectionVector(2); CoinWorkDouble norm = findStepLength(2); // just for debug bestNextGap = complementarityGap_ * 1.0005; //bestNextGap=COIN_DBL_MAX; nextGap = complementarityGap(nextNumber, nextNumberItems, 2); debugMove(2, actualPrimalStep_, actualDualStep_); //debugMove(2,1.0e-7,1.0e-7); checkGoodMove(false, bestNextGap, allowIncreasingGap); if ((nextGap > 0.9 * complementarityGap_ && bestPhase == 0 && affineGap < nextGap && (numberIterations_ > 80 || (numberIterations_ > 20 && quadraticObj))) || norm < 0.0) { // Back to affine phase = 0; setupForSolve(phase); directionAccuracy = findDirectionVector(phase); findStepLength(phase); nextGap = complementarityGap(nextNumber, nextNumberItems, 1); bestNextGap = complementarityGap_; //checkGoodMove(false, bestNextGap,allowIncreasingGap); } } if (!goodMove) mu_ = nextGap / (static_cast< CoinWorkDouble >(nextNumber) * 1.1); //if (quadraticObj) //goodMove=true; //goodMove=false; //TEMP // Do centering steps int numberTries = 0; int numberGoodTries = 0; #ifdef COIN_DETAIL CoinWorkDouble nextCenterGap = 0.0; CoinWorkDouble originalDualStep = actualDualStep_; CoinWorkDouble originalPrimalStep = actualPrimalStep_; #endif if (actualDualStep_ > 0.9 && actualPrimalStep_ > 0.9) goodMove = false; // don't bother if ((modeSwitch & 1) != 0) goodMove = false; while (goodMove && numberTries < 5) { goodMove = false; numberTries++; CoinMemcpyN(deltaX_, numberTotal, saveX); CoinMemcpyN(deltaY_, numberRows_, saveY); CoinMemcpyN(deltaZ_, numberTotal, saveZ); CoinMemcpyN(deltaW_, numberTotal, saveW); CoinWorkDouble savePrimalStep = actualPrimalStep_; CoinWorkDouble saveDualStep = actualDualStep_; CoinWorkDouble saveMu = mu_; setupForSolve(3); findDirectionVector(3); findStepLength(3); debugMove(3, actualPrimalStep_, actualDualStep_); //debugMove(3,1.0e-7,1.0e-7); CoinWorkDouble xGap = complementarityGap(nextNumber, nextNumberItems, 3); // If one small then that's the one that counts CoinWorkDouble checkDual = saveDualStep; CoinWorkDouble checkPrimal = savePrimalStep; if (checkDual > 5.0 * checkPrimal) { checkDual = 2.0 * checkPrimal; } else if (checkPrimal > 5.0 * checkDual) { checkPrimal = 2.0 * checkDual; } if (actualPrimalStep_ < checkPrimal || actualDualStep_ < checkDual || (xGap > nextGap && xGap > 0.9 * complementarityGap_)) { //if (actualPrimalStep_<=checkPrimal|| //actualDualStep_<=checkDual) { #ifdef SOME_DEBUG printf("PP rejected gap %.18g, steps %.18g %.18g, 2 gap %.18g, steps %.18g %.18g\n", xGap, actualPrimalStep_, actualDualStep_, nextGap, savePrimalStep, saveDualStep); #endif mu_ = saveMu; actualPrimalStep_ = savePrimalStep; actualDualStep_ = saveDualStep; CoinMemcpyN(saveX, numberTotal, deltaX_); CoinMemcpyN(saveY, numberRows_, deltaY_); CoinMemcpyN(saveZ, numberTotal, deltaZ_); CoinMemcpyN(saveW, numberTotal, deltaW_); } else { #ifdef SOME_DEBUG printf("PPphase 3 gap %.18g, steps %.18g %.18g, 2 gap %.18g, steps %.18g %.18g\n", xGap, actualPrimalStep_, actualDualStep_, nextGap, savePrimalStep, saveDualStep); #endif numberGoodTries++; #ifdef COIN_DETAIL nextCenterGap = xGap; #endif // See if big enough change if (actualPrimalStep_ < 1.01 * checkPrimal || actualDualStep_ < 1.01 * checkDual) { // stop now } else { // carry on goodMove = true; } } } if (numberGoodTries && handler_->logLevel() > 1) { COIN_DETAIL_PRINT(printf("%d centering steps moved from (gap %.18g, dual %.18g, primal %.18g) to (gap %.18g, dual %.18g, primal %.18g)\n", numberGoodTries, static_cast< double >(nextGap), static_cast< double >(originalDualStep), static_cast< double >(originalPrimalStep), static_cast< double >(nextCenterGap), static_cast< double >(actualDualStep_), static_cast< double >(actualPrimalStep_))); } // save last gap checkGap = complementarityGap_; numberFixed = updateSolution(nextGap); numberFixedTotal += numberFixed; } /* endwhile */ delete[] saveX; delete[] saveY; delete[] saveZ; delete[] saveW; delete[] saveSL; delete[] saveSU; if (savePi) { if (numberIterations_ - saveIteration > 20 && numberIterations_ - saveIteration2 < 5) { #if KEEP_GOING_IF_FIXED < 10 std::cout << "Restoring2 from iteration " << saveIteration2 << std::endl; #endif CoinMemcpyN(savePi2, numberRows_, dualArray); CoinMemcpyN(savePrimal2, numberTotal, solution_); } else { #if KEEP_GOING_IF_FIXED < 10 std::cout << "Restoring from iteration " << saveIteration << std::endl; #endif CoinMemcpyN(savePi, numberRows_, dualArray); CoinMemcpyN(savePrimal, numberTotal, solution_); } delete[] savePi; delete[] savePrimal; } delete[] savePi2; delete[] savePrimal2; //recompute slacks // Split out solution CoinZeroN(rowActivity_, numberRows_); CoinMemcpyN(solution_, numberColumns_, columnActivity_); matrix_->times(1.0, columnActivity_, rowActivity_); //unscale objective multiplyAdd(NULL, numberTotal, 0.0, cost_, scaleFactor_); multiplyAdd(NULL, numberRows_, 0, dualArray, scaleFactor_); checkSolution(); //CoinMemcpyN(reducedCost_,numberColumns_,dj_); // If quadratic use last solution // Restore quadratic objective if necessary if (saveObjective) { delete objective_; objective_ = saveObjective; objectiveValue_ = 0.5 * (primalObjective_ + dualObjective_); } handler_->message(CLP_BARRIER_END, messages_) << static_cast< double >(sumPrimalInfeasibilities_) << static_cast< double >(sumDualInfeasibilities_) << static_cast< double >(complementarityGap_) << static_cast< double >(objectiveValue()) << CoinMessageEol; //#ifdef SOME_DEBUG if (handler_->logLevel() > 1) COIN_DETAIL_PRINT(printf("ENDRUN status %d after %d iterations\n", problemStatus_, numberIterations_)); //#endif //std::cout<<"Absolute primal infeasibility at end "< tolerance) { if (zVec_[iColumn] < -z1 * maximumDualStep) { maximumDualStep = -zVec_[iColumn] / z1; #ifdef SOME_DEBUG chosenDualSequence = iColumn; lowDual = true; #endif } } if (lowerSlack_[iColumn] < maximumPrimalStep * delta) { CoinWorkDouble newStep = lowerSlack_[iColumn] / delta; if (newStep > 0.2 || newZ < hitTolerance || delta > 1.0e3 || delta <= 1.0e-6 || dj_[iColumn] < hitTolerance) { maximumPrimalStep = newStep; #ifdef SOME_DEBUG chosenPrimalSequence = iColumn; lowPrimal = true; #endif } else { //printf("small %d delta %g newZ %g step %g\n",iColumn,delta,newZ,newStep); } } } if (upperBound(iColumn)) { CoinWorkDouble delta = -deltaSU_[iColumn]; ; CoinWorkDouble w1 = deltaW_[iColumn]; CoinWorkDouble newT = wVec_[iColumn] + w1; if (wVec_[iColumn] > tolerance) { if (wVec_[iColumn] < -w1 * maximumDualStep) { maximumDualStep = -wVec_[iColumn] / w1; #ifdef SOME_DEBUG chosenDualSequence = iColumn; lowDual = false; #endif } } if (upperSlack_[iColumn] < maximumPrimalStep * delta) { CoinWorkDouble newStep = upperSlack_[iColumn] / delta; if (newStep > 0.2 || newT < hitTolerance || delta > 1.0e3 || delta <= 1.0e-6 || dj_[iColumn] > -hitTolerance) { maximumPrimalStep = newStep; #ifdef SOME_DEBUG chosenPrimalSequence = iColumn; lowPrimal = false; #endif } else { //printf("small %d delta %g newT %g step %g\n",iColumn,delta,newT,newStep); } } } } } #ifdef SOME_DEBUG printf("new step - phase %d, norm %.18g, dual step %.18g, primal step %.18g\n", phase, directionNorm, maximumDualStep, maximumPrimalStep); if (lowDual) printf("ld %d %g %g => %g (dj %g,sol %g) ", chosenDualSequence, zVec_[chosenDualSequence], deltaZ_[chosenDualSequence], zVec_[chosenDualSequence] + maximumDualStep * deltaZ_[chosenDualSequence], dj_[chosenDualSequence], solution_[chosenDualSequence]); else printf("ud %d %g %g => %g (dj %g,sol %g) ", chosenDualSequence, wVec_[chosenDualSequence], deltaW_[chosenDualSequence], wVec_[chosenDualSequence] + maximumDualStep * deltaW_[chosenDualSequence], dj_[chosenDualSequence], solution_[chosenDualSequence]); if (lowPrimal) printf("lp %d %g %g => %g (dj %g,sol %g)\n", chosenPrimalSequence, lowerSlack_[chosenPrimalSequence], deltaSL_[chosenPrimalSequence], lowerSlack_[chosenPrimalSequence] + maximumPrimalStep * deltaSL_[chosenPrimalSequence], dj_[chosenPrimalSequence], solution_[chosenPrimalSequence]); else printf("up %d %g %g => %g (dj %g,sol %g)\n", chosenPrimalSequence, upperSlack_[chosenPrimalSequence], deltaSU_[chosenPrimalSequence], upperSlack_[chosenPrimalSequence] + maximumPrimalStep * deltaSU_[chosenPrimalSequence], dj_[chosenPrimalSequence], solution_[chosenPrimalSequence]); #endif actualPrimalStep_ = stepLength_ * maximumPrimalStep; if (phase >= 0 && actualPrimalStep_ > 1.0) { actualPrimalStep_ = 1.0; } actualDualStep_ = stepLength_ * maximumDualStep; if (phase >= 0 && actualDualStep_ > 1.0) { actualDualStep_ = 1.0; } // See if quadratic objective #ifndef NO_RTTI ClpQuadraticObjective *quadraticObj = (dynamic_cast< ClpQuadraticObjective * >(objective_)); #else ClpQuadraticObjective *quadraticObj = NULL; if (objective_->type() == 2) quadraticObj = (static_cast< ClpQuadraticObjective * >(objective_)); #endif if (quadraticObj) { // Use smaller unless very small CoinWorkDouble smallerStep = CoinMin(actualDualStep_, actualPrimalStep_); if (smallerStep > 0.0001) { actualDualStep_ = smallerStep; actualPrimalStep_ = smallerStep; } } #define OFFQ #ifndef OFFQ if (quadraticObj) { // Don't bother if phase 0 or 3 or large gap //if ((phase==1||phase==2||phase==0)&&maximumDualError_>0.1*complementarityGap_ //&&smallerStep>0.001) { if ((phase == 1 || phase == 2 || phase == 0 || phase == 3)) { // minimize complementarity + norm*dual inf ? primal inf // at first - just check better - if not // Complementarity gap will be a*change*change + b*change +c CoinWorkDouble a = 0.0; CoinWorkDouble b = 0.0; CoinWorkDouble c = 0.0; /* SQUARE of dual infeasibility will be: square of dj - ...... */ CoinWorkDouble aq = 0.0; CoinWorkDouble bq = 0.0; CoinWorkDouble cq = 0.0; CoinWorkDouble gamma2 = gamma_ * gamma_; // gamma*gamma will be added to diagonal CoinWorkDouble *linearDjChange = new CoinWorkDouble[numberTotal]; CoinZeroN(linearDjChange, numberColumns_); multiplyAdd(deltaY_, numberRows_, 1.0, linearDjChange + numberColumns_, 0.0); matrix_->transposeTimes(-1.0, deltaY_, linearDjChange); CoinPackedMatrix *quadratic = quadraticObj->quadraticObjective(); const int *columnQuadratic = quadratic->getIndices(); const CoinBigIndex *columnQuadraticStart = quadratic->getVectorStarts(); const int *columnQuadraticLength = quadratic->getVectorLengths(); CoinWorkDouble *quadraticElement = quadratic->getMutableElements(); for (iColumn = 0; iColumn < numberTotal; iColumn++) { CoinWorkDouble oldPrimal = solution_[iColumn]; if (!flagged(iColumn)) { if (lowerBound(iColumn)) { CoinWorkDouble change = oldPrimal + deltaX_[iColumn] - lowerSlack_[iColumn] - lower_[iColumn]; c += lowerSlack_[iColumn] * zVec_[iColumn]; b += lowerSlack_[iColumn] * deltaZ_[iColumn] + zVec_[iColumn] * change; a += deltaZ_[iColumn] * change; } if (upperBound(iColumn)) { CoinWorkDouble change = upper_[iColumn] - oldPrimal - deltaX_[iColumn] - upperSlack_[iColumn]; c += upperSlack_[iColumn] * wVec_[iColumn]; b += upperSlack_[iColumn] * deltaW_[iColumn] + wVec_[iColumn] * change; a += deltaW_[iColumn] * change; } // new djs are dj_ + change*value CoinWorkDouble djChange = linearDjChange[iColumn]; if (iColumn < numberColumns_) { for (CoinBigIndex j = columnQuadraticStart[iColumn]; j < columnQuadraticStart[iColumn] + columnQuadraticLength[iColumn]; j++) { int jColumn = columnQuadratic[j]; CoinWorkDouble changeJ = deltaX_[jColumn]; CoinWorkDouble elementValue = quadraticElement[j]; djChange += changeJ * elementValue; } } CoinWorkDouble gammaTerm = gamma2; if (primalR_) { gammaTerm += primalR_[iColumn]; } djChange += gammaTerm; // and dual infeasibility CoinWorkDouble oldInf = dj_[iColumn] - zVec_[iColumn] + wVec_[iColumn] + gammaTerm * solution_[iColumn]; CoinWorkDouble changeInf = djChange - deltaZ_[iColumn] + deltaW_[iColumn]; cq += oldInf * oldInf; bq += 2.0 * oldInf * changeInf; aq += changeInf * changeInf; } else { // fixed if (lowerBound(iColumn)) { c += lowerSlack_[iColumn] * zVec_[iColumn]; } if (upperBound(iColumn)) { c += upperSlack_[iColumn] * wVec_[iColumn]; } // new djs are dj_ + change*value CoinWorkDouble djChange = linearDjChange[iColumn]; if (iColumn < numberColumns_) { for (CoinBigIndex j = columnQuadraticStart[iColumn]; j < columnQuadraticStart[iColumn] + columnQuadraticLength[iColumn]; j++) { int jColumn = columnQuadratic[j]; CoinWorkDouble changeJ = deltaX_[jColumn]; CoinWorkDouble elementValue = quadraticElement[j]; djChange += changeJ * elementValue; } } CoinWorkDouble gammaTerm = gamma2; if (primalR_) { gammaTerm += primalR_[iColumn]; } djChange += gammaTerm; // and dual infeasibility CoinWorkDouble oldInf = dj_[iColumn] - zVec_[iColumn] + wVec_[iColumn] + gammaTerm * solution_[iColumn]; CoinWorkDouble changeInf = djChange - deltaZ_[iColumn] + deltaW_[iColumn]; cq += oldInf * oldInf; bq += 2.0 * oldInf * changeInf; aq += changeInf * changeInf; } } delete[] linearDjChange; // ? We want to minimize complementarityGap + solutionNorm_*square of inf ?? // maybe use inf and do line search // To check see if matches at current step CoinWorkDouble step = actualPrimalStep_; //Current gap + solutionNorm_ * CoinSqrt (sum square inf) CoinWorkDouble multiplier = solutionNorm_; multiplier *= 0.01; multiplier = 1.0; CoinWorkDouble currentInf = multiplier * CoinSqrt(cq); CoinWorkDouble nextInf = multiplier * CoinSqrt(CoinMax(cq + step * bq + step * step * aq, 0.0)); CoinWorkDouble allowedIncrease = 1.4; #ifdef SOME_DEBUG printf("lin %g %g %g -> %g\n", a, b, c, c + b * step + a * step * step); printf("quad %g %g %g -> %g\n", aq, bq, cq, cq + bq * step + aq * step * step); debugMove(7, step, step); printf("current dualInf %g, with step of %g is %g\n", currentInf, step, nextInf); #endif if (b > -1.0e-6) { if (phase != 0) directionNorm = -1.0; } if ((phase == 1 || phase == 2 || phase == 0 || phase == 3) && nextInf > 0.1 * complementarityGap_ && nextInf > currentInf * allowedIncrease) { //cq = CoinMax(cq,10.0); // convert to (x+q)*(x+q) = w CoinWorkDouble q = bq / (1.0 * aq); CoinWorkDouble w = CoinMax(q * q + (cq / aq) * (allowedIncrease - 1.0), 0.0); w = CoinSqrt(w); CoinWorkDouble stepX = w - q; step = stepX; nextInf = multiplier * CoinSqrt(CoinMax(cq + step * bq + step * step * aq, 0.0)); #ifdef SOME_DEBUG printf("with step of %g dualInf is %g\n", step, nextInf); #endif actualDualStep_ = CoinMin(step, actualDualStep_); actualPrimalStep_ = CoinMin(step, actualPrimalStep_); } } } else { // probably pointless as linear // minimize complementarity // Complementarity gap will be a*change*change + b*change +c CoinWorkDouble a = 0.0; CoinWorkDouble b = 0.0; CoinWorkDouble c = 0.0; for (iColumn = 0; iColumn < numberTotal; iColumn++) { CoinWorkDouble oldPrimal = solution_[iColumn]; if (!flagged(iColumn)) { if (lowerBound(iColumn)) { CoinWorkDouble change = oldPrimal + deltaX_[iColumn] - lowerSlack_[iColumn] - lower_[iColumn]; c += lowerSlack_[iColumn] * zVec_[iColumn]; b += lowerSlack_[iColumn] * deltaZ_[iColumn] + zVec_[iColumn] * change; a += deltaZ_[iColumn] * change; } if (upperBound(iColumn)) { CoinWorkDouble change = upper_[iColumn] - oldPrimal - deltaX_[iColumn] - upperSlack_[iColumn]; c += upperSlack_[iColumn] * wVec_[iColumn]; b += upperSlack_[iColumn] * deltaW_[iColumn] + wVec_[iColumn] * change; a += deltaW_[iColumn] * change; } } else { // fixed if (lowerBound(iColumn)) { c += lowerSlack_[iColumn] * zVec_[iColumn]; } if (upperBound(iColumn)) { c += upperSlack_[iColumn] * wVec_[iColumn]; } } } // ? We want to minimize complementarityGap; // maybe use inf and do line search // To check see if matches at current step CoinWorkDouble step = CoinMin(actualPrimalStep_, actualDualStep_); CoinWorkDouble next = c + b * step + a * step * step; #ifdef SOME_DEBUG printf("lin %g %g %g -> %g\n", a, b, c, c + b * step + a * step * step); debugMove(7, step, step); #endif if (b > -1.0e-6) { if (phase == 0) { #ifdef SOME_DEBUG printf("*** odd phase 0 direction\n"); #endif } else { directionNorm = -1.0; } } // and with ratio a = 0.0; b = 0.0; CoinWorkDouble ratio = actualDualStep_ / actualPrimalStep_; for (iColumn = 0; iColumn < numberTotal; iColumn++) { CoinWorkDouble oldPrimal = solution_[iColumn]; if (!flagged(iColumn)) { if (lowerBound(iColumn)) { CoinWorkDouble change = oldPrimal + deltaX_[iColumn] - lowerSlack_[iColumn] - lower_[iColumn]; b += lowerSlack_[iColumn] * deltaZ_[iColumn] * ratio + zVec_[iColumn] * change; a += deltaZ_[iColumn] * change * ratio; } if (upperBound(iColumn)) { CoinWorkDouble change = upper_[iColumn] - oldPrimal - deltaX_[iColumn] - upperSlack_[iColumn]; b += upperSlack_[iColumn] * deltaW_[iColumn] * ratio + wVec_[iColumn] * change; a += deltaW_[iColumn] * change * ratio; } } } // ? We want to minimize complementarityGap; // maybe use inf and do line search // To check see if matches at current step step = actualPrimalStep_; CoinWorkDouble next2 = c + b * step + a * step * step; if (next2 > next) { actualPrimalStep_ = CoinMin(actualPrimalStep_, actualDualStep_); actualDualStep_ = actualPrimalStep_; } #ifdef SOME_DEBUG printf("linb %g %g %g -> %g\n", a, b, c, c + b * step + a * step * step); debugMove(7, actualPrimalStep_, actualDualStep_); #endif if (b > -1.0e-6) { if (phase == 0) { #ifdef SOME_DEBUG printf("*** odd phase 0 direction\n"); #endif } else { directionNorm = -1.0; } } } #else //actualPrimalStep_ =0.5*actualDualStep_; #endif #ifdef FULL_DEBUG if (phase == 3) { CoinWorkDouble minBeta = 0.1 * mu_; CoinWorkDouble maxBeta = 10.0 * mu_; for (iColumn = 0; iColumn < numberRows_ + numberColumns_; iColumn++) { if (!flagged(iColumn)) { if (lowerBound(iColumn)) { CoinWorkDouble change = -rhsL_[iColumn] + deltaX_[iColumn]; CoinWorkDouble dualValue = zVec_[iColumn] + actualDualStep_ * deltaZ_[iColumn]; CoinWorkDouble primalValue = lowerSlack_[iColumn] + actualPrimalStep_ * change; CoinWorkDouble gapProduct = dualValue * primalValue; if (delta2Z_[iColumn] < minBeta || delta2Z_[iColumn] > maxBeta) printf("3lower %d primal %g, dual %g, gap %g, old gap %g\n", iColumn, primalValue, dualValue, gapProduct, delta2Z_[iColumn]); } if (upperBound(iColumn)) { CoinWorkDouble change = rhsU_[iColumn] - deltaX_[iColumn]; CoinWorkDouble dualValue = wVec_[iColumn] + actualDualStep_ * deltaW_[iColumn]; CoinWorkDouble primalValue = upperSlack_[iColumn] + actualPrimalStep_ * change; CoinWorkDouble gapProduct = dualValue * primalValue; if (delta2W_[iColumn] < minBeta || delta2W_[iColumn] > maxBeta) printf("3upper %d primal %g, dual %g, gap %g, old gap %g\n", iColumn, primalValue, dualValue, gapProduct, delta2W_[iColumn]); } } } } #endif #ifdef SOME_DEBUG_not { CoinWorkDouble largestL = 0.0; CoinWorkDouble smallestL = COIN_DBL_MAX; CoinWorkDouble largestU = 0.0; CoinWorkDouble smallestU = COIN_DBL_MAX; CoinWorkDouble sumL = 0.0; CoinWorkDouble sumU = 0.0; int nL = 0; int nU = 0; for (iColumn = 0; iColumn < numberRows_ + numberColumns_; iColumn++) { if (!flagged(iColumn)) { if (lowerBound(iColumn)) { CoinWorkDouble change = -rhsL_[iColumn] + deltaX_[iColumn]; CoinWorkDouble dualValue = zVec_[iColumn] + actualDualStep_ * deltaZ_[iColumn]; CoinWorkDouble primalValue = lowerSlack_[iColumn] + actualPrimalStep_ * change; CoinWorkDouble gapProduct = dualValue * primalValue; largestL = CoinMax(largestL, gapProduct); smallestL = CoinMin(smallestL, gapProduct); nL++; sumL += gapProduct; } if (upperBound(iColumn)) { CoinWorkDouble change = rhsU_[iColumn] - deltaX_[iColumn]; CoinWorkDouble dualValue = wVec_[iColumn] + actualDualStep_ * deltaW_[iColumn]; CoinWorkDouble primalValue = upperSlack_[iColumn] + actualPrimalStep_ * change; CoinWorkDouble gapProduct = dualValue * primalValue; largestU = CoinMax(largestU, gapProduct); smallestU = CoinMin(smallestU, gapProduct); nU++; sumU += gapProduct; } } } CoinWorkDouble mu = (sumL + sumU) / (static_cast< CoinWorkDouble >(nL + nU)); CoinWorkDouble minBeta = 0.1 * mu; CoinWorkDouble maxBeta = 10.0 * mu; int nBL = 0; int nAL = 0; int nBU = 0; int nAU = 0; for (iColumn = 0; iColumn < numberRows_ + numberColumns_; iColumn++) { if (!flagged(iColumn)) { if (lowerBound(iColumn)) { CoinWorkDouble change = -rhsL_[iColumn] + deltaX_[iColumn]; CoinWorkDouble dualValue = zVec_[iColumn] + actualDualStep_ * deltaZ_[iColumn]; CoinWorkDouble primalValue = lowerSlack_[iColumn] + actualPrimalStep_ * change; CoinWorkDouble gapProduct = dualValue * primalValue; if (gapProduct < minBeta) nBL++; else if (gapProduct > maxBeta) nAL++; //if (gapProduct<0.1*minBeta) //printf("Lsmall one %d dual %g primal %g\n",iColumn, // dualValue,primalValue); } if (upperBound(iColumn)) { CoinWorkDouble change = rhsU_[iColumn] - deltaX_[iColumn]; CoinWorkDouble dualValue = wVec_[iColumn] + actualDualStep_ * deltaW_[iColumn]; CoinWorkDouble primalValue = upperSlack_[iColumn] + actualPrimalStep_ * change; CoinWorkDouble gapProduct = dualValue * primalValue; if (gapProduct < minBeta) nBU++; else if (gapProduct > maxBeta) nAU++; //if (gapProduct<0.1*minBeta) //printf("Usmall one %d dual %g primal %g\n",iColumn, // dualValue,primalValue); } } } printf("phase %d new mu %.18g new gap %.18g\n", phase, mu, sumL + sumU); printf(" %d lower, smallest %.18g, %d below - largest %.18g, %d above\n", nL, smallestL, nBL, largestL, nAL); printf(" %d upper, smallest %.18g, %d below - largest %.18g, %d above\n", nU, smallestU, nBU, largestU, nAU); } #endif return directionNorm; } /* Does solve. region1 is for deltaX (columns+rows), region2 for deltaPi (rows) */ void ClpPredictorCorrector::solveSystem(CoinWorkDouble *region1, CoinWorkDouble *region2, const CoinWorkDouble *region1In, const CoinWorkDouble *region2In, const CoinWorkDouble *saveRegion1, const CoinWorkDouble *saveRegion2, bool gentleRefine) { int iRow; int numberTotal = numberRows_ + numberColumns_; if (region2In) { // normal for (iRow = 0; iRow < numberRows_; iRow++) region2[iRow] = region2In[iRow]; } else { // initial solution - (diagonal is 1 or 0) CoinZeroN(region2, numberRows_); } int iColumn; if (cholesky_->type() < 20) { // not KKT for (iColumn = 0; iColumn < numberTotal; iColumn++) region1[iColumn] = region1In[iColumn] * diagonal_[iColumn]; multiplyAdd(region1 + numberColumns_, numberRows_, -1.0, region2, 1.0); matrix_->times(1.0, region1, region2); CoinWorkDouble maximumRHS = maximumAbsElement(region2, numberRows_); CoinWorkDouble scale = 1.0; CoinWorkDouble unscale = 1.0; if (maximumRHS > 1.0e-30) { if (maximumRHS <= 0.5) { CoinWorkDouble factor = 2.0; while (maximumRHS <= 0.5) { maximumRHS *= factor; scale *= factor; } /* endwhile */ } else if (maximumRHS >= 2.0 && maximumRHS <= COIN_DBL_MAX) { CoinWorkDouble factor = 0.5; while (maximumRHS >= 2.0) { maximumRHS *= factor; scale *= factor; } /* endwhile */ } unscale = diagonalScaleFactor_ / scale; } else { //effectively zero scale = 0.0; unscale = 0.0; } multiplyAdd(NULL, numberRows_, 0.0, region2, scale); cholesky_->solve(region2); multiplyAdd(NULL, numberRows_, 0.0, region2, unscale); multiplyAdd(region2, numberRows_, -1.0, region1 + numberColumns_, 0.0); CoinZeroN(region1, numberColumns_); matrix_->transposeTimes(1.0, region2, region1); for (iColumn = 0; iColumn < numberTotal; iColumn++) region1[iColumn] = (region1[iColumn] - region1In[iColumn]) * diagonal_[iColumn]; } else { for (iColumn = 0; iColumn < numberTotal; iColumn++) region1[iColumn] = region1In[iColumn]; cholesky_->solveKKT(region1, region2, diagonal_, diagonalScaleFactor_); } if (saveRegion2) { //refine? CoinWorkDouble scaleX = 1.0; if (gentleRefine) scaleX = 0.8; multiplyAdd(saveRegion2, numberRows_, 1.0, region2, scaleX); assert(saveRegion1); multiplyAdd(saveRegion1, numberTotal, 1.0, region1, scaleX); } } // findDirectionVector. CoinWorkDouble ClpPredictorCorrector::findDirectionVector(const int phase) { CoinWorkDouble projectionTolerance = projectionTolerance_; //temporary //projectionTolerance=1.0e-15; CoinWorkDouble errorCheck = 0.9 * maximumRHSError_ / solutionNorm_; if (errorCheck > primalTolerance()) { if (errorCheck < projectionTolerance) { projectionTolerance = errorCheck; } } else { if (primalTolerance() < projectionTolerance) { projectionTolerance = primalTolerance(); } } CoinWorkDouble *newError = new CoinWorkDouble[numberRows_]; int numberTotal = numberRows_ + numberColumns_; //if flagged then entries zero so can do // For KKT separate out CoinWorkDouble *region1Save = NULL; //for refinement int iColumn; if (cholesky_->type() < 20) { int iColumn; for (iColumn = 0; iColumn < numberTotal; iColumn++) deltaX_[iColumn] = workArray_[iColumn] - solution_[iColumn]; multiplyAdd(deltaX_ + numberColumns_, numberRows_, -1.0, deltaY_, 0.0); matrix_->times(1.0, deltaX_, deltaY_); } else { // regions in will be workArray and newError // regions out deltaX_ and deltaY_ multiplyAdd(solution_ + numberColumns_, numberRows_, 1.0, newError, 0.0); matrix_->times(-1.0, solution_, newError); // This is inefficient but just for now get values which will be in deltay int iColumn; for (iColumn = 0; iColumn < numberTotal; iColumn++) deltaX_[iColumn] = workArray_[iColumn] - solution_[iColumn]; multiplyAdd(deltaX_ + numberColumns_, numberRows_, -1.0, deltaY_, 0.0); matrix_->times(1.0, deltaX_, deltaY_); } bool goodSolve = false; CoinWorkDouble *regionSave = NULL; //for refinement int numberTries = 0; CoinWorkDouble relativeError = COIN_DBL_MAX; CoinWorkDouble tryError = 1.0e31; CoinWorkDouble saveMaximum = 0.0; double firstError = 0.0; double lastError2 = 0.0; while (!goodSolve && numberTries < 30) { CoinWorkDouble lastError = relativeError; goodSolve = true; CoinWorkDouble maximumRHS; maximumRHS = CoinMax(maximumAbsElement(deltaY_, numberRows_), 1.0e-12); if (!numberTries) saveMaximum = maximumRHS; if (cholesky_->type() < 20) { // no kkt CoinWorkDouble scale = 1.0; CoinWorkDouble unscale = 1.0; if (maximumRHS > 1.0e-30) { if (maximumRHS <= 0.5) { CoinWorkDouble factor = 2.0; while (maximumRHS <= 0.5) { maximumRHS *= factor; scale *= factor; } /* endwhile */ } else if (maximumRHS >= 2.0 && maximumRHS <= COIN_DBL_MAX) { CoinWorkDouble factor = 0.5; while (maximumRHS >= 2.0) { maximumRHS *= factor; scale *= factor; } /* endwhile */ } unscale = diagonalScaleFactor_ / scale; } else { //effectively zero scale = 0.0; unscale = 0.0; } //printf("--putting scales to 1.0\n"); //scale=1.0; //unscale=1.0; multiplyAdd(NULL, numberRows_, 0.0, deltaY_, scale); cholesky_->solve(deltaY_); multiplyAdd(NULL, numberRows_, 0.0, deltaY_, unscale); #if 0 { printf("deltay\n"); for (int i = 0; i < numberRows_; i++) printf("%d %.18g\n", i, deltaY_[i]); } exit(66); #endif if (numberTries) { //refine? CoinWorkDouble scaleX = 1.0; if (lastError > 1.0e-5) scaleX = 0.8; multiplyAdd(regionSave, numberRows_, 1.0, deltaY_, scaleX); } //CoinZeroN(newError,numberRows_); multiplyAdd(deltaY_, numberRows_, -1.0, deltaX_ + numberColumns_, 0.0); CoinZeroN(deltaX_, numberColumns_); matrix_->transposeTimes(1.0, deltaY_, deltaX_); //if flagged then entries zero so can do for (iColumn = 0; iColumn < numberTotal; iColumn++) deltaX_[iColumn] = deltaX_[iColumn] * diagonal_[iColumn] - workArray_[iColumn]; } else { // KKT solveSystem(deltaX_, deltaY_, workArray_, newError, region1Save, regionSave, lastError > 1.0e-5); } multiplyAdd(deltaX_ + numberColumns_, numberRows_, -1.0, newError, 0.0); matrix_->times(1.0, deltaX_, newError); numberTries++; //now add in old Ax - doing extra checking CoinWorkDouble maximumRHSError = 0.0; CoinWorkDouble maximumRHSChange = 0.0; int iRow; char *dropped = cholesky_->rowsDropped(); for (iRow = 0; iRow < numberRows_; iRow++) { if (!dropped[iRow]) { CoinWorkDouble newValue = newError[iRow]; CoinWorkDouble oldValue = errorRegion_[iRow]; //severity of errors depend on signs //**later */ if (CoinAbs(newValue) > maximumRHSChange) { maximumRHSChange = CoinAbs(newValue); } CoinWorkDouble result = newValue + oldValue; if (CoinAbs(result) > maximumRHSError) { maximumRHSError = CoinAbs(result); } newError[iRow] = result; } else { CoinWorkDouble newValue = newError[iRow]; CoinWorkDouble oldValue = errorRegion_[iRow]; if (CoinAbs(newValue) > maximumRHSChange) { maximumRHSChange = CoinAbs(newValue); } CoinWorkDouble result = newValue + oldValue; newError[iRow] = result; //newError[iRow]=0.0; //assert(deltaY_[iRow]==0.0); deltaY_[iRow] = 0.0; } } relativeError = maximumRHSError / solutionNorm_; relativeError = maximumRHSError / saveMaximum; if (relativeError > tryError) relativeError = tryError; if (numberTries == 1) firstError = relativeError; if (relativeError < lastError) { lastError2 = relativeError; maximumRHSChange_ = maximumRHSChange; if (relativeError > projectionTolerance && numberTries <= 3) { //try and refine goodSolve = false; } //*** extra test here if (!goodSolve) { if (!regionSave) { regionSave = new CoinWorkDouble[numberRows_]; if (cholesky_->type() >= 20) region1Save = new CoinWorkDouble[numberTotal]; } CoinMemcpyN(deltaY_, numberRows_, regionSave); if (cholesky_->type() < 20) { // not KKT multiplyAdd(newError, numberRows_, -1.0, deltaY_, 0.0); } else { // KKT CoinMemcpyN(deltaX_, numberTotal, region1Save); // and back to input region CoinMemcpyN(deltaY_, numberRows_, newError); } } } else { //std::cout <<" worse residual = "<type() < 20) { // not KKT multiplyAdd(deltaY_, numberRows_, -1.0, deltaX_ + numberColumns_, 0.0); CoinZeroN(deltaX_, numberColumns_); matrix_->transposeTimes(1.0, deltaY_, deltaX_); //if flagged then entries zero so can do for (iColumn = 0; iColumn < numberTotal; iColumn++) deltaX_[iColumn] = deltaX_[iColumn] * diagonal_[iColumn] - workArray_[iColumn]; } else { // KKT CoinMemcpyN(region1Save, numberTotal, deltaX_); } } else { // disaster CoinFillN(deltaX_, numberTotal, static_cast< CoinWorkDouble >(1.0)); CoinFillN(deltaY_, numberRows_, static_cast< CoinWorkDouble >(1.0)); COIN_DETAIL_PRINT(printf("bad cholesky\n")); } } } /* endwhile */ if (firstError > 1.0e-8 || numberTries > 1) { handler_->message(CLP_BARRIER_ACCURACY, messages_) << phase << numberTries << static_cast< double >(firstError) << static_cast< double >(lastError2) << CoinMessageEol; } delete[] regionSave; delete[] region1Save; delete[] newError; // now rest CoinWorkDouble extra = eExtra; //multiplyAdd(deltaY_,numberRows_,1.0,deltaW_+numberColumns_,0.0); //CoinZeroN(deltaW_,numberColumns_); //matrix_->transposeTimes(-1.0,deltaY_,deltaW_); for (iColumn = 0; iColumn < numberRows_ + numberColumns_; iColumn++) { deltaSU_[iColumn] = 0.0; deltaSL_[iColumn] = 0.0; deltaZ_[iColumn] = 0.0; CoinWorkDouble dd = deltaW_[iColumn]; deltaW_[iColumn] = 0.0; if (!flagged(iColumn)) { CoinWorkDouble deltaX = deltaX_[iColumn]; if (lowerBound(iColumn)) { CoinWorkDouble zValue = rhsZ_[iColumn]; CoinWorkDouble gHat = zValue + zVec_[iColumn] * rhsL_[iColumn]; CoinWorkDouble slack = lowerSlack_[iColumn] + extra; deltaSL_[iColumn] = -rhsL_[iColumn] + deltaX; deltaZ_[iColumn] = (gHat - zVec_[iColumn] * deltaX) / slack; } if (upperBound(iColumn)) { CoinWorkDouble wValue = rhsW_[iColumn]; CoinWorkDouble hHat = wValue - wVec_[iColumn] * rhsU_[iColumn]; CoinWorkDouble slack = upperSlack_[iColumn] + extra; deltaSU_[iColumn] = rhsU_[iColumn] - deltaX; deltaW_[iColumn] = (hHat + wVec_[iColumn] * deltaX) / slack; } if (0) { // different way of calculating CoinWorkDouble gamma2 = gamma_ * gamma_; CoinWorkDouble dZ = 0.0; CoinWorkDouble dW = 0.0; CoinWorkDouble zValue = rhsZ_[iColumn]; CoinWorkDouble gHat = zValue + zVec_[iColumn] * rhsL_[iColumn]; CoinWorkDouble slackL = lowerSlack_[iColumn] + extra; CoinWorkDouble wValue = rhsW_[iColumn]; CoinWorkDouble hHat = wValue - wVec_[iColumn] * rhsU_[iColumn]; CoinWorkDouble slackU = upperSlack_[iColumn] + extra; CoinWorkDouble q = rhsC_[iColumn] + gamma2 * deltaX + dd; if (primalR_) q += deltaX * primalR_[iColumn]; dW = (gHat + hHat - slackL * q + (wValue - zValue) * deltaX) / (slackL + slackU); dZ = dW + q; //printf("B %d old %g %g new %g %g\n",iColumn,deltaZ_[iColumn], //deltaW_[iColumn],dZ,dW); if (lowerBound(iColumn)) { if (upperBound(iColumn)) { //printf("B %d old %g %g new %g %g\n",iColumn,deltaZ_[iColumn], //deltaW_[iColumn],dZ,dW); deltaW_[iColumn] = dW; deltaZ_[iColumn] = dZ; } else { // just lower //printf("L %d old %g new %g\n",iColumn,deltaZ_[iColumn], //dZ); } } else { assert(upperBound(iColumn)); //printf("U %d old %g new %g\n",iColumn,deltaW_[iColumn], //dW); } } } } #if 0 CoinWorkDouble * check = new CoinWorkDouble[numberTotal]; // Check out rhsC_ multiplyAdd(deltaY_, numberRows_, -1.0, check + numberColumns_, 0.0); CoinZeroN(check, numberColumns_); matrix_->transposeTimes(1.0, deltaY_, check); quadraticDjs(check, deltaX_, -1.0); for (iColumn = 0; iColumn < numberTotal; iColumn++) { check[iColumn] += deltaZ_[iColumn] - deltaW_[iColumn]; if (CoinAbs(check[iColumn] - rhsC_[iColumn]) > 1.0e-3) printf("rhsC %d %g %g\n", iColumn, check[iColumn], rhsC_[iColumn]); } // Check out rhsZ_ for (iColumn = 0; iColumn < numberTotal; iColumn++) { check[iColumn] += lowerSlack_[iColumn] * deltaZ_[iColumn] + zVec_[iColumn] * deltaSL_[iColumn]; if (CoinAbs(check[iColumn] - rhsZ_[iColumn]) > 1.0e-3) printf("rhsZ %d %g %g\n", iColumn, check[iColumn], rhsZ_[iColumn]); } // Check out rhsW_ for (iColumn = 0; iColumn < numberTotal; iColumn++) { check[iColumn] += upperSlack_[iColumn] * deltaW_[iColumn] + wVec_[iColumn] * deltaSU_[iColumn]; if (CoinAbs(check[iColumn] - rhsW_[iColumn]) > 1.0e-3) printf("rhsW %d %g %g\n", iColumn, check[iColumn], rhsW_[iColumn]); } delete [] check; #endif return relativeError; } // createSolution. Creates solution from scratch int ClpPredictorCorrector::createSolution() { int numberTotal = numberRows_ + numberColumns_; int iColumn; CoinWorkDouble tolerance = primalTolerance(); // See if quadratic objective #ifndef NO_RTTI ClpQuadraticObjective *quadraticObj = (dynamic_cast< ClpQuadraticObjective * >(objective_)); #else ClpQuadraticObjective *quadraticObj = NULL; if (objective_->type() == 2) quadraticObj = (static_cast< ClpQuadraticObjective * >(objective_)); #endif if (!quadraticObj) { for (iColumn = 0; iColumn < numberTotal; iColumn++) { if (upper_[iColumn] - lower_[iColumn] > tolerance) clearFixed(iColumn); else setFixed(iColumn); } } else { // try leaving fixed for (iColumn = 0; iColumn < numberTotal; iColumn++) clearFixed(iColumn); } CoinWorkDouble maximumObjective = 0.0; CoinWorkDouble objectiveNorm2 = 0.0; getNorms(cost_, numberTotal, maximumObjective, objectiveNorm2); if (!maximumObjective) { maximumObjective = 1.0; // objective all zero } objectiveNorm2 = CoinSqrt(objectiveNorm2) / static_cast< CoinWorkDouble >(numberTotal); objectiveNorm_ = maximumObjective; scaleFactor_ = 1.0; if (maximumObjective > 0.0) { if (maximumObjective < 1.0) { scaleFactor_ = maximumObjective; } else if (maximumObjective > 1.0e4) { scaleFactor_ = maximumObjective / 1.0e4; } } if (scaleFactor_ != 1.0) { objectiveNorm2 *= scaleFactor_; multiplyAdd(NULL, numberTotal, 0.0, cost_, 1.0 / scaleFactor_); objectiveNorm_ = maximumObjective / scaleFactor_; } // See if quadratic objective if (quadraticObj) { // If scaled then really scale matrix CoinWorkDouble scaleFactor = scaleFactor_ * optimizationDirection_ * objectiveScale_ * rhsScale_; if ((scalingFlag_ > 0 && rowScale_) || scaleFactor != 1.0) { CoinPackedMatrix *quadratic = quadraticObj->quadraticObjective(); const int *columnQuadratic = quadratic->getIndices(); const CoinBigIndex *columnQuadraticStart = quadratic->getVectorStarts(); const int *columnQuadraticLength = quadratic->getVectorLengths(); double *quadraticElement = quadratic->getMutableElements(); int numberColumns = quadratic->getNumCols(); CoinWorkDouble scale = 1.0 / scaleFactor; if (scalingFlag_ > 0 && rowScale_) { for (int iColumn = 0; iColumn < numberColumns; iColumn++) { CoinWorkDouble scaleI = columnScale_[iColumn] * scale; for (CoinBigIndex j = columnQuadraticStart[iColumn]; j < columnQuadraticStart[iColumn] + columnQuadraticLength[iColumn]; j++) { int jColumn = columnQuadratic[j]; CoinWorkDouble scaleJ = columnScale_[jColumn]; quadraticElement[j] *= scaleI * scaleJ; objectiveNorm_ = CoinMax(objectiveNorm_, CoinAbs(quadraticElement[j])); } } } else { // not scaled for (int iColumn = 0; iColumn < numberColumns; iColumn++) { for (CoinBigIndex j = columnQuadraticStart[iColumn]; j < columnQuadraticStart[iColumn] + columnQuadraticLength[iColumn]; j++) { quadraticElement[j] *= scale; objectiveNorm_ = CoinMax(objectiveNorm_, CoinAbs(quadraticElement[j])); } } } } } baseObjectiveNorm_ = objectiveNorm_; //accumulate fixed in dj region (as spare) //accumulate primal solution in primal region //DZ in lowerDual //DW in upperDual CoinWorkDouble infiniteCheck = 1.0e40; //CoinWorkDouble fakeCheck=1.0e10; //use deltaX region for work region for (iColumn = 0; iColumn < numberTotal; iColumn++) { CoinWorkDouble primalValue = solution_[iColumn]; clearFlagged(iColumn); clearFixedOrFree(iColumn); clearLowerBound(iColumn); clearUpperBound(iColumn); clearFakeLower(iColumn); clearFakeUpper(iColumn); if (!fixed(iColumn)) { dj_[iColumn] = 0.0; diagonal_[iColumn] = 1.0; deltaX_[iColumn] = 1.0; CoinWorkDouble lowerValue = lower_[iColumn]; CoinWorkDouble upperValue = upper_[iColumn]; if (lowerValue > -infiniteCheck) { if (upperValue < infiniteCheck) { //upper and lower bounds setLowerBound(iColumn); setUpperBound(iColumn); if (lowerValue >= 0.0) { solution_[iColumn] = lowerValue; } else if (upperValue <= 0.0) { solution_[iColumn] = upperValue; } else { solution_[iColumn] = 0.0; } } else { //just lower bound setLowerBound(iColumn); if (lowerValue >= 0.0) { solution_[iColumn] = lowerValue; } else { solution_[iColumn] = 0.0; } } } else { if (upperValue < infiniteCheck) { //just upper bound setUpperBound(iColumn); if (upperValue <= 0.0) { solution_[iColumn] = upperValue; } else { solution_[iColumn] = 0.0; } } else { //free setFixedOrFree(iColumn); solution_[iColumn] = 0.0; //std::cout<<" free "<times(-1.0, dj_, rhsFixRegion_); multiplyAdd(solution_ + numberColumns_, numberRows_, 1.0, errorRegion_, 0.0); matrix_->times(-1.0, solution_, errorRegion_); rhsNorm_ = maximumAbsElement(errorRegion_, numberRows_); if (rhsNorm_ < 1.0) { rhsNorm_ = 1.0; } int *rowsDropped = new int[numberRows_]; int returnCode = cholesky_->factorize(diagonal_, rowsDropped); if (returnCode == -1) { COIN_DETAIL_PRINT(printf("Out of memory\n")); problemStatus_ = 4; return -1; } if (cholesky_->status()) { std::cout << "singular on initial cholesky?" << std::endl; cholesky_->resetRowsDropped(); //cholesky_->factorize(rowDropped_); //if (cholesky_->status()) { //std::cout << "bad cholesky??? (after retry)" <type() < 20) { // not KKT cholesky_->solve(errorRegion_); //create information for solution multiplyAdd(errorRegion_, numberRows_, -1.0, deltaX_ + numberColumns_, 0.0); CoinZeroN(deltaX_, numberColumns_); matrix_->transposeTimes(1.0, errorRegion_, deltaX_); } else { // KKT // reverse sign on solution multiplyAdd(NULL, numberRows_ + numberColumns_, 0.0, solution_, -1.0); solveSystem(deltaX_, errorRegion_, solution_, NULL, NULL, NULL, false); } CoinWorkDouble initialValue = 1.0e2; if (rhsNorm_ * 1.0e-2 > initialValue) { initialValue = rhsNorm_ * 1.0e-2; } //initialValue = CoinMax(1.0,rhsNorm_); CoinWorkDouble smallestBoundDifference = COIN_DBL_MAX; CoinWorkDouble *fakeSolution = deltaX_; for (iColumn = 0; iColumn < numberTotal; iColumn++) { if (!flagged(iColumn)) { if (lower_[iColumn] - fakeSolution[iColumn] > initialValue) { initialValue = lower_[iColumn] - fakeSolution[iColumn]; } if (fakeSolution[iColumn] - upper_[iColumn] > initialValue) { initialValue = fakeSolution[iColumn] - upper_[iColumn]; } if (upper_[iColumn] - lower_[iColumn] < smallestBoundDifference) { smallestBoundDifference = upper_[iColumn] - lower_[iColumn]; } } } solutionNorm_ = 1.0e-12; handler_->message(CLP_BARRIER_SAFE, messages_) << static_cast< double >(initialValue) << static_cast< double >(objectiveNorm_) << CoinMessageEol; CoinWorkDouble extra = 1.0e-10; CoinWorkDouble largeGap = 1.0e15; //CoinWorkDouble safeObjectiveValue=2.0*objectiveNorm_; CoinWorkDouble safeObjectiveValue = objectiveNorm_ + 1.0; CoinWorkDouble safeFree = 1.0e-1 * initialValue; //printf("normal safe dual value of %g, primal value of %g\n", // safeObjectiveValue,initialValue); //safeObjectiveValue=CoinMax(2.0,1.0e-1*safeObjectiveValue); //initialValue=CoinMax(100.0,1.0e-1*initialValue);; //printf("temp safe dual value of %g, primal value of %g\n", // safeObjectiveValue,initialValue); CoinWorkDouble zwLarge = 1.0e2 * initialValue; //zwLarge=1.0e40; if (cholesky_->choleskyCondition() < 0.0 && cholesky_->type() < 20) { // looks bad - play safe initialValue *= 10.0; safeObjectiveValue *= 10.0; safeFree *= 10.0; } CoinWorkDouble gamma2 = gamma_ * gamma_; // gamma*gamma will be added to diagonal // First do primal side for (iColumn = 0; iColumn < numberTotal; iColumn++) { if (!flagged(iColumn)) { CoinWorkDouble lowerValue = lower_[iColumn]; CoinWorkDouble upperValue = upper_[iColumn]; CoinWorkDouble newValue; CoinWorkDouble setPrimal = initialValue; if (quadraticObj) { // perturb primal solution a bit //fakeSolution[iColumn] *= 0.002*CoinDrand48()+0.999; } if (lowerBound(iColumn)) { if (upperBound(iColumn)) { //upper and lower bounds if (upperValue - lowerValue > 2.0 * setPrimal) { CoinWorkDouble fakeValue = fakeSolution[iColumn]; if (fakeValue < lowerValue + setPrimal) { fakeValue = lowerValue + setPrimal; } if (fakeValue > upperValue - setPrimal) { fakeValue = upperValue - setPrimal; } newValue = fakeValue; } else { newValue = 0.5 * (upperValue + lowerValue); } } else { //just lower bound CoinWorkDouble fakeValue = fakeSolution[iColumn]; if (fakeValue < lowerValue + setPrimal) { fakeValue = lowerValue + setPrimal; } newValue = fakeValue; } } else { if (upperBound(iColumn)) { //just upper bound CoinWorkDouble fakeValue = fakeSolution[iColumn]; if (fakeValue > upperValue - setPrimal) { fakeValue = upperValue - setPrimal; } newValue = fakeValue; } else { //free newValue = fakeSolution[iColumn]; if (newValue >= 0.0) { if (newValue < safeFree) { newValue = safeFree; } } else { if (newValue > -safeFree) { newValue = -safeFree; } } } } solution_[iColumn] = newValue; } else { // fixed lowerSlack_[iColumn] = 0.0; upperSlack_[iColumn] = 0.0; solution_[iColumn] = lower_[iColumn]; zVec_[iColumn] = 0.0; wVec_[iColumn] = 0.0; diagonal_[iColumn] = 0.0; } } solutionNorm_ = maximumAbsElement(solution_, numberTotal); // Set bounds and do dj including quadratic largeGap = CoinMax(1.0e7, 1.02 * solutionNorm_); CoinPackedMatrix *quadratic = NULL; const int *columnQuadratic = NULL; const CoinBigIndex *columnQuadraticStart = NULL; const int *columnQuadraticLength = NULL; const double *quadraticElement = NULL; if (quadraticObj) { quadratic = quadraticObj->quadraticObjective(); columnQuadratic = quadratic->getIndices(); columnQuadraticStart = quadratic->getVectorStarts(); columnQuadraticLength = quadratic->getVectorLengths(); quadraticElement = quadratic->getElements(); } CoinWorkDouble quadraticNorm = 0.0; for (iColumn = 0; iColumn < numberTotal; iColumn++) { if (!flagged(iColumn)) { CoinWorkDouble primalValue = solution_[iColumn]; CoinWorkDouble lowerValue = lower_[iColumn]; CoinWorkDouble upperValue = upper_[iColumn]; // Do dj CoinWorkDouble reducedCost = cost_[iColumn]; if (lowerBound(iColumn)) { reducedCost += linearPerturbation_; } if (upperBound(iColumn)) { reducedCost -= linearPerturbation_; } if (quadraticObj && iColumn < numberColumns_) { for (CoinBigIndex j = columnQuadraticStart[iColumn]; j < columnQuadraticStart[iColumn] + columnQuadraticLength[iColumn]; j++) { int jColumn = columnQuadratic[j]; CoinWorkDouble valueJ = solution_[jColumn]; CoinWorkDouble elementValue = quadraticElement[j]; reducedCost += valueJ * elementValue; } quadraticNorm = CoinMax(quadraticNorm, CoinAbs(reducedCost)); } dj_[iColumn] = reducedCost; if (primalValue > lowerValue + largeGap && primalValue < upperValue - largeGap) { clearFixedOrFree(iColumn); setLowerBound(iColumn); setUpperBound(iColumn); lowerValue = CoinMax(lowerValue, primalValue - largeGap); upperValue = CoinMin(upperValue, primalValue + largeGap); lower_[iColumn] = lowerValue; upper_[iColumn] = upperValue; } } } safeObjectiveValue = CoinMax(safeObjectiveValue, quadraticNorm); for (iColumn = 0; iColumn < numberTotal; iColumn++) { if (!flagged(iColumn)) { CoinWorkDouble primalValue = solution_[iColumn]; CoinWorkDouble lowerValue = lower_[iColumn]; CoinWorkDouble upperValue = upper_[iColumn]; CoinWorkDouble reducedCost = dj_[iColumn]; CoinWorkDouble low = 0.0; CoinWorkDouble high = 0.0; if (lowerBound(iColumn)) { if (upperBound(iColumn)) { //upper and lower bounds if (upperValue - lowerValue > 2.0 * initialValue) { low = primalValue - lowerValue; high = upperValue - primalValue; } else { low = initialValue; high = initialValue; } CoinWorkDouble s = low + extra; CoinWorkDouble ratioZ; if (s < zwLarge) { ratioZ = 1.0; } else { ratioZ = CoinSqrt(zwLarge / s); } CoinWorkDouble t = high + extra; CoinWorkDouble ratioT; if (t < zwLarge) { ratioT = 1.0; } else { ratioT = CoinSqrt(zwLarge / t); } //modify s and t if (s > largeGap) { s = largeGap; } if (t > largeGap) { t = largeGap; } //modify if long long way away from bound if (reducedCost >= 0.0) { zVec_[iColumn] = reducedCost + safeObjectiveValue * ratioZ; zVec_[iColumn] = CoinMax(reducedCost, safeObjectiveValue * ratioZ); wVec_[iColumn] = safeObjectiveValue * ratioT; } else { zVec_[iColumn] = safeObjectiveValue * ratioZ; wVec_[iColumn] = -reducedCost + safeObjectiveValue * ratioT; wVec_[iColumn] = CoinMax(-reducedCost, safeObjectiveValue * ratioT); } CoinWorkDouble gammaTerm = gamma2; if (primalR_) gammaTerm += primalR_[iColumn]; diagonal_[iColumn] = (t * s) / (s * wVec_[iColumn] + t * zVec_[iColumn] + gammaTerm * t * s); } else { //just lower bound low = primalValue - lowerValue; high = 0.0; CoinWorkDouble s = low + extra; CoinWorkDouble ratioZ; if (s < zwLarge) { ratioZ = 1.0; } else { ratioZ = CoinSqrt(zwLarge / s); } //modify s if (s > largeGap) { s = largeGap; } if (reducedCost >= 0.0) { zVec_[iColumn] = reducedCost + safeObjectiveValue * ratioZ; zVec_[iColumn] = CoinMax(reducedCost, safeObjectiveValue * ratioZ); wVec_[iColumn] = 0.0; } else { zVec_[iColumn] = safeObjectiveValue * ratioZ; wVec_[iColumn] = 0.0; } CoinWorkDouble gammaTerm = gamma2; if (primalR_) gammaTerm += primalR_[iColumn]; diagonal_[iColumn] = s / (zVec_[iColumn] + s * gammaTerm); } } else { if (upperBound(iColumn)) { //just upper bound low = 0.0; high = upperValue - primalValue; CoinWorkDouble t = high + extra; CoinWorkDouble ratioT; if (t < zwLarge) { ratioT = 1.0; } else { ratioT = CoinSqrt(zwLarge / t); } //modify t if (t > largeGap) { t = largeGap; } if (reducedCost >= 0.0) { zVec_[iColumn] = 0.0; wVec_[iColumn] = safeObjectiveValue * ratioT; } else { zVec_[iColumn] = 0.0; wVec_[iColumn] = -reducedCost + safeObjectiveValue * ratioT; wVec_[iColumn] = CoinMax(-reducedCost, safeObjectiveValue * ratioT); } CoinWorkDouble gammaTerm = gamma2; if (primalR_) gammaTerm += primalR_[iColumn]; diagonal_[iColumn] = t / (wVec_[iColumn] + t * gammaTerm); } } lowerSlack_[iColumn] = low; upperSlack_[iColumn] = high; } } #if 0 if (solution_[0] > 0.0) { for (int i = 0; i < numberTotal; i++) printf("%d %.18g %.18g %.18g %.18g %.18g %.18g %.18g\n", i, CoinAbs(solution_[i]), diagonal_[i], CoinAbs(dj_[i]), lowerSlack_[i], zVec_[i], upperSlack_[i], wVec_[i]); } else { for (int i = 0; i < numberTotal; i++) printf("%d %.18g %.18g %.18g %.18g %.18g %.18g %.18g\n", i, CoinAbs(solution_[i]), diagonal_[i], CoinAbs(dj_[i]), upperSlack_[i], wVec_[i], lowerSlack_[i], zVec_[i] ); } exit(66); #endif return 0; } // complementarityGap. Computes gap //phase 0=as is , 1 = after predictor , 2 after corrector CoinWorkDouble ClpPredictorCorrector::complementarityGap(int &numberComplementarityPairs, int &numberComplementarityItems, const int phase) { CoinWorkDouble gap = 0.0; //seems to be same coding for phase = 1 or 2 numberComplementarityPairs = 0; numberComplementarityItems = 0; int numberTotal = numberRows_ + numberColumns_; CoinWorkDouble toleranceGap = 0.0; CoinWorkDouble largestGap = 0.0; CoinWorkDouble smallestGap = COIN_DBL_MAX; //seems to be same coding for phase = 1 or 2 int numberNegativeGaps = 0; CoinWorkDouble sumNegativeGap = 0.0; CoinWorkDouble largeGap = 1.0e2 * solutionNorm_; if (largeGap < 1.0e10) { largeGap = 1.0e10; } largeGap = 1.0e30; CoinWorkDouble dualTolerance = dblParam_[ClpDualTolerance]; CoinWorkDouble primalTolerance = dblParam_[ClpPrimalTolerance]; dualTolerance = dualTolerance / scaleFactor_; for (int iColumn = 0; iColumn < numberTotal; iColumn++) { if (!fixedOrFree(iColumn)) { numberComplementarityPairs++; //can collapse as if no lower bound both zVec and deltaZ 0.0 if (lowerBound(iColumn)) { numberComplementarityItems++; CoinWorkDouble dualValue; CoinWorkDouble primalValue; if (!phase) { dualValue = zVec_[iColumn]; primalValue = lowerSlack_[iColumn]; } else { CoinWorkDouble change; change = solution_[iColumn] + deltaX_[iColumn] - lowerSlack_[iColumn] - lower_[iColumn]; dualValue = zVec_[iColumn] + actualDualStep_ * deltaZ_[iColumn]; primalValue = lowerSlack_[iColumn] + actualPrimalStep_ * change; } //reduce primalValue if (primalValue > largeGap) { primalValue = largeGap; } CoinWorkDouble gapProduct = dualValue * primalValue; if (gapProduct < 0.0) { //cout<<"negative gap component "< largestGap) { largestGap = gapProduct; } smallestGap = CoinMin(smallestGap, gapProduct); if (dualValue > dualTolerance && primalValue > primalTolerance) { toleranceGap += dualValue * primalValue; } } if (upperBound(iColumn)) { numberComplementarityItems++; CoinWorkDouble dualValue; CoinWorkDouble primalValue; if (!phase) { dualValue = wVec_[iColumn]; primalValue = upperSlack_[iColumn]; } else { CoinWorkDouble change; change = upper_[iColumn] - solution_[iColumn] - deltaX_[iColumn] - upperSlack_[iColumn]; dualValue = wVec_[iColumn] + actualDualStep_ * deltaW_[iColumn]; primalValue = upperSlack_[iColumn] + actualPrimalStep_ * change; } //reduce primalValue if (primalValue > largeGap) { primalValue = largeGap; } CoinWorkDouble gapProduct = dualValue * primalValue; if (gapProduct < 0.0) { //cout<<"negative gap component "< largestGap) { largestGap = gapProduct; } if (dualValue > dualTolerance && primalValue > primalTolerance) { toleranceGap += dualValue * primalValue; } } } } //if (numberIterations_>4) //exit(9); if (!phase && numberNegativeGaps) { handler_->message(CLP_BARRIER_NEGATIVE_GAPS, messages_) << numberNegativeGaps << static_cast< double >(sumNegativeGap) << CoinMessageEol; } //in case all free! if (!numberComplementarityPairs) { numberComplementarityPairs = 1; } #ifdef SOME_DEBUG printf("with d,p steps %g,%g gap %g - smallest %g, largest %g, pairs %d\n", actualDualStep_, actualPrimalStep_, gap, smallestGap, largestGap, numberComplementarityPairs); #endif return gap; } // setupForSolve. //phase 0=affine , 1 = corrector , 2 = primal-dual void ClpPredictorCorrector::setupForSolve(const int phase) { CoinWorkDouble extra = eExtra; int numberTotal = numberRows_ + numberColumns_; int iColumn; #ifdef SOME_DEBUG printf("phase %d in setupForSolve, mu %.18g\n", phase, mu_); #endif CoinWorkDouble gamma2 = gamma_ * gamma_; // gamma*gamma will be added to diagonal CoinWorkDouble *dualArray = reinterpret_cast< CoinWorkDouble * >(dual_); switch (phase) { case 0: CoinMemcpyN(errorRegion_, numberRows_, rhsB_); if (delta_ || dualR_) { // add in regularization CoinWorkDouble delta2 = delta_ * delta_; for (int iRow = 0; iRow < numberRows_; iRow++) { rhsB_[iRow] -= delta2 * dualArray[iRow]; if (dualR_) rhsB_[iRow] -= dualR_[iRow] * dualArray[iRow]; } } for (iColumn = 0; iColumn < numberTotal; iColumn++) { rhsC_[iColumn] = 0.0; rhsU_[iColumn] = 0.0; rhsL_[iColumn] = 0.0; rhsZ_[iColumn] = 0.0; rhsW_[iColumn] = 0.0; if (!flagged(iColumn)) { rhsC_[iColumn] = dj_[iColumn] - zVec_[iColumn] + wVec_[iColumn]; rhsC_[iColumn] += gamma2 * solution_[iColumn]; if (primalR_) rhsC_[iColumn] += primalR_[iColumn] * solution_[iColumn]; if (lowerBound(iColumn)) { rhsZ_[iColumn] = -zVec_[iColumn] * (lowerSlack_[iColumn] + extra); rhsL_[iColumn] = CoinMax(0.0, (lower_[iColumn] + lowerSlack_[iColumn]) - solution_[iColumn]); } if (upperBound(iColumn)) { rhsW_[iColumn] = -wVec_[iColumn] * (upperSlack_[iColumn] + extra); rhsU_[iColumn] = CoinMin(0.0, (upper_[iColumn] - upperSlack_[iColumn]) - solution_[iColumn]); } } } #if 0 for (int i = 0; i < 3; i++) { if (!CoinAbs(rhsZ_[i])) rhsZ_[i] = 0.0; if (!CoinAbs(rhsW_[i])) rhsW_[i] = 0.0; if (!CoinAbs(rhsU_[i])) rhsU_[i] = 0.0; if (!CoinAbs(rhsL_[i])) rhsL_[i] = 0.0; } if (solution_[0] > 0.0) { for (int i = 0; i < 3; i++) printf("%d %.18g %.18g %.18g %.18g %.18g %.18g %.18g\n", i, solution_[i], diagonal_[i], dj_[i], lowerSlack_[i], zVec_[i], upperSlack_[i], wVec_[i]); for (int i = 0; i < 3; i++) printf("%d %.18g %.18g %.18g %.18g %.18g\n", i, rhsC_[i], rhsZ_[i], rhsL_[i], rhsW_[i], rhsU_[i]); } else { for (int i = 0; i < 3; i++) printf("%d %.18g %.18g %.18g %.18g %.18g %.18g %.18g\n", i, solution_[i], diagonal_[i], dj_[i], lowerSlack_[i], zVec_[i], upperSlack_[i], wVec_[i]); for (int i = 0; i < 3; i++) printf("%d %.18g %.18g %.18g %.18g %.18g\n", i, rhsC_[i], rhsZ_[i], rhsL_[i], rhsW_[i], rhsU_[i]); } #endif break; case 1: // could be stored in delta2? for (iColumn = 0; iColumn < numberTotal; iColumn++) { rhsZ_[iColumn] = 0.0; rhsW_[iColumn] = 0.0; if (!flagged(iColumn)) { if (lowerBound(iColumn)) { rhsZ_[iColumn] = mu_ - zVec_[iColumn] * (lowerSlack_[iColumn] + extra) - deltaZ_[iColumn] * deltaX_[iColumn]; // To bring in line with OSL rhsZ_[iColumn] += deltaZ_[iColumn] * rhsL_[iColumn]; } if (upperBound(iColumn)) { rhsW_[iColumn] = mu_ - wVec_[iColumn] * (upperSlack_[iColumn] + extra) + deltaW_[iColumn] * deltaX_[iColumn]; // To bring in line with OSL rhsW_[iColumn] -= deltaW_[iColumn] * rhsU_[iColumn]; } } } #if 0 for (int i = 0; i < numberTotal; i++) { if (!CoinAbs(rhsZ_[i])) rhsZ_[i] = 0.0; if (!CoinAbs(rhsW_[i])) rhsW_[i] = 0.0; if (!CoinAbs(rhsU_[i])) rhsU_[i] = 0.0; if (!CoinAbs(rhsL_[i])) rhsL_[i] = 0.0; } if (solution_[0] > 0.0) { for (int i = 0; i < numberTotal; i++) printf("%d %.18g %.18g %.18g %.18g %.18g %.18g %.18g\n", i, CoinAbs(solution_[i]), diagonal_[i], CoinAbs(dj_[i]), lowerSlack_[i], zVec_[i], upperSlack_[i], wVec_[i]); for (int i = 0; i < numberTotal; i++) printf("%d %.18g %.18g %.18g %.18g %.18g\n", i, CoinAbs(rhsC_[i]), rhsZ_[i], rhsL_[i], rhsW_[i], rhsU_[i]); } else { for (int i = 0; i < numberTotal; i++) printf("%d %.18g %.18g %.18g %.18g %.18g %.18g %.18g\n", i, CoinAbs(solution_[i]), diagonal_[i], CoinAbs(dj_[i]), upperSlack_[i], wVec_[i], lowerSlack_[i], zVec_[i] ); for (int i = 0; i < numberTotal; i++) printf("%d %.18g %.18g %.18g %.18g %.18g\n", i, CoinAbs(rhsC_[i]), rhsW_[i], rhsU_[i], rhsZ_[i], rhsL_[i]); } exit(66); #endif break; case 2: CoinMemcpyN(errorRegion_, numberRows_, rhsB_); for (iColumn = 0; iColumn < numberTotal; iColumn++) { rhsZ_[iColumn] = 0.0; rhsW_[iColumn] = 0.0; if (!flagged(iColumn)) { if (lowerBound(iColumn)) { rhsZ_[iColumn] = mu_ - zVec_[iColumn] * (lowerSlack_[iColumn] + extra); } if (upperBound(iColumn)) { rhsW_[iColumn] = mu_ - wVec_[iColumn] * (upperSlack_[iColumn] + extra); } } } break; case 3: { CoinWorkDouble minBeta = 0.1 * mu_; CoinWorkDouble maxBeta = 10.0 * mu_; CoinWorkDouble dualStep = CoinMin(1.0, actualDualStep_ + 0.1); CoinWorkDouble primalStep = CoinMin(1.0, actualPrimalStep_ + 0.1); #ifdef SOME_DEBUG printf("good complementarity range %g to %g\n", minBeta, maxBeta); #endif //minBeta=0.0; //maxBeta=COIN_DBL_MAX; for (iColumn = 0; iColumn < numberTotal; iColumn++) { if (!flagged(iColumn)) { if (lowerBound(iColumn)) { CoinWorkDouble change = -rhsL_[iColumn] + deltaX_[iColumn]; CoinWorkDouble dualValue = zVec_[iColumn] + dualStep * deltaZ_[iColumn]; CoinWorkDouble primalValue = lowerSlack_[iColumn] + primalStep * change; CoinWorkDouble gapProduct = dualValue * primalValue; if (gapProduct > 0.0 && dualValue < 0.0) gapProduct = -gapProduct; #ifdef FULL_DEBUG delta2Z_[iColumn] = gapProduct; if (delta2Z_[iColumn] < minBeta || delta2Z_[iColumn] > maxBeta) printf("lower %d primal %g, dual %g, gap %g\n", iColumn, primalValue, dualValue, gapProduct); #endif CoinWorkDouble value = 0.0; if (gapProduct < minBeta) { value = 2.0 * (minBeta - gapProduct); value = (mu_ - gapProduct); value = (minBeta - gapProduct); assert(value > 0.0); } else if (gapProduct > maxBeta) { value = CoinMax(maxBeta - gapProduct, -maxBeta); assert(value < 0.0); } rhsZ_[iColumn] += value; } if (upperBound(iColumn)) { CoinWorkDouble change = rhsU_[iColumn] - deltaX_[iColumn]; CoinWorkDouble dualValue = wVec_[iColumn] + dualStep * deltaW_[iColumn]; CoinWorkDouble primalValue = upperSlack_[iColumn] + primalStep * change; CoinWorkDouble gapProduct = dualValue * primalValue; if (gapProduct > 0.0 && dualValue < 0.0) gapProduct = -gapProduct; #ifdef FULL_DEBUG delta2W_[iColumn] = gapProduct; if (delta2W_[iColumn] < minBeta || delta2W_[iColumn] > maxBeta) printf("upper %d primal %g, dual %g, gap %g\n", iColumn, primalValue, dualValue, gapProduct); #endif CoinWorkDouble value = 0.0; if (gapProduct < minBeta) { value = (minBeta - gapProduct); assert(value > 0.0); } else if (gapProduct > maxBeta) { value = CoinMax(maxBeta - gapProduct, -maxBeta); assert(value < 0.0); } rhsW_[iColumn] += value; } } } } break; } /* endswitch */ if (cholesky_->type() < 20) { for (iColumn = 0; iColumn < numberTotal; iColumn++) { CoinWorkDouble value = rhsC_[iColumn]; CoinWorkDouble zValue = rhsZ_[iColumn]; CoinWorkDouble wValue = rhsW_[iColumn]; #if 0 #if 1 if (phase == 0) { // more accurate value = dj[iColumn]; zValue = 0.0; wValue = 0.0; } else if (phase == 2) { // more accurate value = dj[iColumn]; zValue = mu_; wValue = mu_; } #endif assert (rhsL_[iColumn] >= 0.0); assert (rhsU_[iColumn] <= 0.0); if (lowerBound(iColumn)) { value += (-zVec_[iColumn] * rhsL_[iColumn] - zValue) / (lowerSlack_[iColumn] + extra); } if (upperBound(iColumn)) { value += (wValue - wVec_[iColumn] * rhsU_[iColumn]) / (upperSlack_[iColumn] + extra); } #else if (lowerBound(iColumn)) { CoinWorkDouble gHat = zValue + zVec_[iColumn] * rhsL_[iColumn]; value -= gHat / (lowerSlack_[iColumn] + extra); } if (upperBound(iColumn)) { CoinWorkDouble hHat = wValue - wVec_[iColumn] * rhsU_[iColumn]; value += hHat / (upperSlack_[iColumn] + extra); } #endif workArray_[iColumn] = diagonal_[iColumn] * value; } #if 0 if (solution_[0] > 0.0) { for (int i = 0; i < numberTotal; i++) printf("%d %.18g\n", i, workArray_[i]); } else { for (int i = 0; i < numberTotal; i++) printf("%d %.18g\n", i, workArray_[i]); } exit(66); #endif } else { // KKT for (iColumn = 0; iColumn < numberTotal; iColumn++) { CoinWorkDouble value = rhsC_[iColumn]; CoinWorkDouble zValue = rhsZ_[iColumn]; CoinWorkDouble wValue = rhsW_[iColumn]; if (lowerBound(iColumn)) { CoinWorkDouble gHat = zValue + zVec_[iColumn] * rhsL_[iColumn]; value -= gHat / (lowerSlack_[iColumn] + extra); } if (upperBound(iColumn)) { CoinWorkDouble hHat = wValue - wVec_[iColumn] * rhsU_[iColumn]; value += hHat / (upperSlack_[iColumn] + extra); } workArray_[iColumn] = value; } } } //method: sees if looks plausible change in complementarity bool ClpPredictorCorrector::checkGoodMove(const bool doCorrector, CoinWorkDouble &bestNextGap, bool allowIncreasingGap) { const CoinWorkDouble beta3 = 0.99997; bool goodMove = false; int nextNumber; int nextNumberItems; int numberTotal = numberRows_ + numberColumns_; CoinWorkDouble returnGap = bestNextGap; CoinWorkDouble nextGap = complementarityGap(nextNumber, nextNumberItems, 2); #ifndef NO_RTTI ClpQuadraticObjective *quadraticObj = (dynamic_cast< ClpQuadraticObjective * >(objective_)); #else ClpQuadraticObjective *quadraticObj = NULL; if (objective_->type() == 2) quadraticObj = (static_cast< ClpQuadraticObjective * >(objective_)); #endif if (nextGap > bestNextGap && nextGap > 0.9 * complementarityGap_ && doCorrector && !quadraticObj && !allowIncreasingGap) { #ifdef SOME_DEBUG printf("checkGood phase 1 next gap %.18g, phase 0 %.18g, old gap %.18g\n", nextGap, bestNextGap, complementarityGap_); #endif return false; } else { returnGap = nextGap; } CoinWorkDouble step; if (actualDualStep_ > actualPrimalStep_) { step = actualDualStep_; } else { step = actualPrimalStep_; } CoinWorkDouble testValue = 1.0 - step * (1.0 - beta3); //testValue=0.0; testValue *= complementarityGap_; if (nextGap < testValue) { //std::cout <<"predicted duality gap "< 1.0) { step = 1.0; } actualPrimalStep_ = step; //if (quadraticObj) //actualPrimalStep_ *=0.5; actualDualStep_ = step; goodMove = checkGoodMove2(step, bestNextGap, allowIncreasingGap); int pass = 0; while (!goodMove) { pass++; CoinWorkDouble gap = bestNextGap; goodMove = checkGoodMove2(step, gap, allowIncreasingGap); if (goodMove || pass > 3) { returnGap = gap; break; } if (step < 1.0e-4) { break; } step *= 0.5; actualPrimalStep_ = step; //if (quadraticObj) //actualPrimalStep_ *=0.5; actualDualStep_ = step; } /* endwhile */ if (doCorrector) { //say bad move if both small if (numberIterations_ & 1) { if (actualPrimalStep_ < 1.0e-2 && actualDualStep_ < 1.0e-2) { goodMove = false; } } else { if (actualPrimalStep_ < 1.0e-5 && actualDualStep_ < 1.0e-5) { goodMove = false; } if (actualPrimalStep_ * actualDualStep_ < 1.0e-20) { goodMove = false; } } } } if (goodMove) { //compute delta in objectives CoinWorkDouble deltaObjectivePrimal = 0.0; CoinWorkDouble deltaObjectiveDual = innerProduct(deltaY_, numberRows_, rhsFixRegion_); CoinWorkDouble error = 0.0; CoinWorkDouble *workArray = workArray_; CoinZeroN(workArray, numberColumns_); CoinMemcpyN(deltaY_, numberRows_, workArray + numberColumns_); matrix_->transposeTimes(-1.0, deltaY_, workArray); //CoinWorkDouble sumPerturbCost=0.0; for (int iColumn = 0; iColumn < numberTotal; iColumn++) { if (!flagged(iColumn)) { if (lowerBound(iColumn)) { //sumPerturbCost+=deltaX_[iColumn]; deltaObjectiveDual += deltaZ_[iColumn] * lower_[iColumn]; } if (upperBound(iColumn)) { //sumPerturbCost-=deltaX_[iColumn]; deltaObjectiveDual -= deltaW_[iColumn] * upper_[iColumn]; } CoinWorkDouble change = CoinAbs(workArray_[iColumn] - deltaZ_[iColumn] + deltaW_[iColumn]); error = CoinMax(change, error); } deltaObjectivePrimal += cost_[iColumn] * deltaX_[iColumn]; } //deltaObjectivePrimal+=sumPerturbCost*linearPerturbation_; CoinWorkDouble testValue; if (error > 0.0) { testValue = 1.0e1 * CoinMax(maximumDualError_, 1.0e-12) / error; } else { testValue = 1.0e1; } // If quadratic then primal step may compensate if (testValue < actualDualStep_ && !quadraticObj) { handler_->message(CLP_BARRIER_REDUCING, messages_) << "dual" << static_cast< double >(actualDualStep_) << static_cast< double >(testValue) << CoinMessageEol; actualDualStep_ = testValue; } } if (maximumRHSError_ < 1.0e1 * solutionNorm_ * primalTolerance() && maximumRHSChange_ > 1.0e-16 * solutionNorm_) { //check change in AX not too much //??? could be dropped row going infeasible CoinWorkDouble ratio = 1.0e1 * CoinMax(maximumRHSError_, 1.0e-12) / maximumRHSChange_; if (ratio < actualPrimalStep_) { handler_->message(CLP_BARRIER_REDUCING, messages_) << "primal" << static_cast< double >(actualPrimalStep_) << static_cast< double >(ratio) << CoinMessageEol; if (ratio > 1.0e-6) { actualPrimalStep_ = ratio; } else { actualPrimalStep_ = ratio; //std::cout <<"sign we should be stopping"< bestNextGap && !allowIncreasingGap) return false; CoinWorkDouble lowerBoundGap = gamma * nextGap * complementarityMultiplier; bool goodMove = true; int iColumn; for (iColumn = 0; iColumn < numberRows_ + numberColumns_; iColumn++) { if (!flagged(iColumn)) { if (lowerBound(iColumn)) { CoinWorkDouble part1 = lowerSlack_[iColumn] + actualPrimalStep_ * deltaSL_[iColumn]; CoinWorkDouble part2 = zVec_[iColumn] + actualDualStep_ * deltaZ_[iColumn]; if (part1 * part2 < lowerBoundGap) { goodMove = false; break; } } if (upperBound(iColumn)) { CoinWorkDouble part1 = upperSlack_[iColumn] + actualPrimalStep_ * deltaSU_[iColumn]; CoinWorkDouble part2 = wVec_[iColumn] + actualDualStep_ * deltaW_[iColumn]; if (part1 * part2 < lowerBoundGap) { goodMove = false; break; } } } } CoinWorkDouble *nextDj = NULL; CoinWorkDouble maximumDualError = maximumDualError_; #ifndef NO_RTTI ClpQuadraticObjective *quadraticObj = (dynamic_cast< ClpQuadraticObjective * >(objective_)); #else ClpQuadraticObjective *quadraticObj = NULL; if (objective_->type() == 2) quadraticObj = (static_cast< ClpQuadraticObjective * >(objective_)); #endif CoinWorkDouble *dualArray = reinterpret_cast< CoinWorkDouble * >(dual_); if (quadraticObj) { // change gammad gammad = 1.0e-4; CoinWorkDouble gamma2 = gamma_ * gamma_; nextDj = new CoinWorkDouble[numberColumns_]; CoinWorkDouble *nextSolution = new CoinWorkDouble[numberColumns_]; // put next primal into nextSolution for (iColumn = 0; iColumn < numberColumns_; iColumn++) { if (!flagged(iColumn)) { nextSolution[iColumn] = solution_[iColumn] + actualPrimalStep_ * deltaX_[iColumn]; } else { nextSolution[iColumn] = solution_[iColumn]; } } // do reduced costs CoinMemcpyN(cost_, numberColumns_, nextDj); matrix_->transposeTimes(-1.0, dualArray, nextDj); matrix_->transposeTimes(-actualDualStep_, deltaY_, nextDj); quadraticDjs(nextDj, nextSolution, 1.0); delete[] nextSolution; CoinPackedMatrix *quadratic = quadraticObj->quadraticObjective(); const int *columnQuadraticLength = quadratic->getVectorLengths(); for (int iColumn = 0; iColumn < numberColumns_; iColumn++) { if (!fixedOrFree(iColumn)) { CoinWorkDouble newZ = 0.0; CoinWorkDouble newW = 0.0; if (lowerBound(iColumn)) { newZ = zVec_[iColumn] + actualDualStep_ * deltaZ_[iColumn]; } if (upperBound(iColumn)) { newW = wVec_[iColumn] + actualDualStep_ * deltaW_[iColumn]; } if (columnQuadraticLength[iColumn]) { CoinWorkDouble gammaTerm = gamma2; if (primalR_) gammaTerm += primalR_[iColumn]; //CoinWorkDouble dualInfeasibility= //dj_[iColumn]-zVec_[iColumn]+wVec_[iColumn] //+gammaTerm*solution_[iColumn]; CoinWorkDouble newInfeasibility = nextDj[iColumn] - newZ + newW + gammaTerm * (solution_[iColumn] + actualPrimalStep_ * deltaX_[iColumn]); maximumDualError = CoinMax(maximumDualError, newInfeasibility); //if (CoinAbs(newInfeasibility)>CoinMax(2000.0*maximumDualError_,1.0e-2)) { //if (dualInfeasibility*newInfeasibility<0.0) { // printf("%d current %g next %g\n",iColumn,dualInfeasibility, // newInfeasibility); // goodMove=false; //} //} } } } delete[] nextDj; } // Satisfy g_p(alpha)? if (rhsNorm_ > solutionNorm_) { solutionNorm_ = rhsNorm_; } CoinWorkDouble errorCheck = maximumRHSError_ / solutionNorm_; if (errorCheck < maximumBoundInfeasibility_) { errorCheck = maximumBoundInfeasibility_; } // scale back move move = CoinMin(move, 0.95); //scale if ((1.0 - move) * errorCheck > primalTolerance()) { if (nextGap < gammap * (1.0 - move) * errorCheck) { goodMove = false; } } // Satisfy g_d(alpha)? errorCheck = maximumDualError / objectiveNorm_; if ((1.0 - move) * errorCheck > dualTolerance()) { if (nextGap < gammad * (1.0 - move) * errorCheck) { goodMove = false; } } if (goodMove) bestNextGap = nextGap; return goodMove; } // updateSolution. Updates solution at end of iteration //returns number fixed int ClpPredictorCorrector::updateSolution(CoinWorkDouble /*nextGap*/) { CoinWorkDouble *dualArray = reinterpret_cast< CoinWorkDouble * >(dual_); int numberTotal = numberRows_ + numberColumns_; //update pi multiplyAdd(deltaY_, numberRows_, actualDualStep_, dualArray, 1.0); CoinZeroN(errorRegion_, numberRows_); CoinZeroN(rhsFixRegion_, numberRows_); CoinWorkDouble maximumRhsInfeasibility = 0.0; CoinWorkDouble maximumBoundInfeasibility = 0.0; CoinWorkDouble maximumDualError = 1.0e-12; CoinWorkDouble primalObjectiveValue = 0.0; CoinWorkDouble dualObjectiveValue = 0.0; CoinWorkDouble solutionNorm = 1.0e-12; int numberKilled = 0; CoinWorkDouble freeMultiplier = 1.0e6; CoinWorkDouble trueNorm = diagonalNorm_ / diagonalScaleFactor_; if (freeMultiplier < trueNorm) { freeMultiplier = trueNorm; } if (freeMultiplier > 1.0e12) { freeMultiplier = 1.0e12; } freeMultiplier = 0.5 / freeMultiplier; CoinWorkDouble condition = CoinAbs(cholesky_->choleskyCondition()); bool caution; if ((condition < 1.0e10 && trueNorm < 1.0e12) || numberIterations_ < 20) { caution = false; } else { caution = true; } CoinWorkDouble extra = eExtra; const CoinWorkDouble largeFactor = 1.0e2; CoinWorkDouble largeGap = largeFactor * solutionNorm_; if (largeGap < largeFactor) { largeGap = largeFactor; } CoinWorkDouble dualFake = 0.0; CoinWorkDouble dualTolerance = dblParam_[ClpDualTolerance]; dualTolerance = dualTolerance / scaleFactor_; if (dualTolerance < 1.0e-12) { dualTolerance = 1.0e-12; } CoinWorkDouble offsetObjective = 0.0; CoinWorkDouble killTolerance = primalTolerance(); //CoinWorkDouble nextMu = nextGap/(static_cast(2*numberComplementarityPairs_)); //printf("using gap of %g\n",nextMu); //largest allowable ratio of lowerSlack/zVec (etc) CoinWorkDouble epsilonBase; CoinWorkDouble diagonalLimit; if (!caution) { epsilonBase = eBase; diagonalLimit = eDiagonal; } else { epsilonBase = eBaseCaution; diagonalLimit = eDiagonalCaution; } CoinWorkDouble maximumDJInfeasibility = 0.0; int numberIncreased = 0; int numberDecreased = 0; CoinWorkDouble largestDiagonal = 0.0; CoinWorkDouble smallestDiagonal = 1.0e50; CoinWorkDouble largeGap2 = CoinMax(1.0e7, 1.0e2 * solutionNorm_); //largeGap2 = 1.0e9; // When to start looking at killing (factor0 CoinWorkDouble killFactor; #ifndef NO_RTTI ClpQuadraticObjective *quadraticObj = (dynamic_cast< ClpQuadraticObjective * >(objective_)); #else ClpQuadraticObjective *quadraticObj = NULL; if (objective_->type() == 2) quadraticObj = (static_cast< ClpQuadraticObjective * >(objective_)); #endif #ifndef CLP_CAUTION #define KILL_ITERATION 50 #else #if CLP_CAUTION < 1 #define KILL_ITERATION 50 #else #define KILL_ITERATION 100 #endif #endif if (!quadraticObj || 1) { if (numberIterations_ < KILL_ITERATION) { killFactor = 1.0; } else if (numberIterations_ < 2 * KILL_ITERATION) { killFactor = 5.0; stepLength_ = CoinMax(stepLength_, 0.9995); } else if (numberIterations_ < 4 * KILL_ITERATION) { killFactor = 20.0; stepLength_ = CoinMax(stepLength_, 0.99995); } else { killFactor = 1.0e2; stepLength_ = CoinMax(stepLength_, 0.999995); } } else { killFactor = 1.0; } // put next primal into deltaSL_ int iColumn; int iRow; for (iColumn = 0; iColumn < numberTotal; iColumn++) { CoinWorkDouble thisWeight = deltaX_[iColumn]; CoinWorkDouble newPrimal = solution_[iColumn] + 1.0 * actualPrimalStep_ * thisWeight; deltaSL_[iColumn] = newPrimal; } #if 0 // nice idea but doesn't work multiplyAdd(solution_ + numberColumns_, numberRows_, -1.0, errorRegion_, 0.0); matrix_->times(1.0, solution_, errorRegion_); multiplyAdd(deltaSL_ + numberColumns_, numberRows_, -1.0, rhsFixRegion_, 0.0); matrix_->times(1.0, deltaSL_, rhsFixRegion_); CoinWorkDouble newNorm = maximumAbsElement(deltaSL_, numberTotal); CoinWorkDouble tol = newNorm * primalTolerance(); bool goneInf = false; for (iRow = 0; iRow < numberRows_; iRow++) { CoinWorkDouble value = errorRegion_[iRow]; CoinWorkDouble valueNew = rhsFixRegion_[iRow]; if (CoinAbs(value) < tol && CoinAbs(valueNew) > tol) { printf("row %d old %g new %g\n", iRow, value, valueNew); goneInf = true; } } if (goneInf) { actualPrimalStep_ *= 0.5; for (iColumn = 0; iColumn < numberTotal; iColumn++) { CoinWorkDouble thisWeight = deltaX_[iColumn]; CoinWorkDouble newPrimal = solution_[iColumn] + 1.0 * actualPrimalStep_ * thisWeight; deltaSL_[iColumn] = newPrimal; } } CoinZeroN(errorRegion_, numberRows_); CoinZeroN(rhsFixRegion_, numberRows_); #endif // do reduced costs CoinMemcpyN(dualArray, numberRows_, dj_ + numberColumns_); CoinMemcpyN(cost_, numberColumns_, dj_); CoinWorkDouble quadraticOffset = quadraticDjs(dj_, deltaSL_, 1.0); // Save modified costs for fixed variables CoinMemcpyN(dj_, numberColumns_, deltaSU_); matrix_->transposeTimes(-1.0, dualArray, dj_); CoinWorkDouble gamma2 = gamma_ * gamma_; // gamma*gamma will be added to diagonal CoinWorkDouble gammaOffset = 0.0; #if 0 const CoinBigIndex * columnStart = matrix_->getVectorStarts(); const int * columnLength = matrix_->getVectorLengths(); const int * row = matrix_->getIndices(); const double * element = matrix_->getElements(); #endif for (iColumn = 0; iColumn < numberTotal; iColumn++) { if (!flagged(iColumn)) { CoinWorkDouble reducedCost = dj_[iColumn]; bool thisKilled = false; CoinWorkDouble zValue = zVec_[iColumn] + actualDualStep_ * deltaZ_[iColumn]; CoinWorkDouble wValue = wVec_[iColumn] + actualDualStep_ * deltaW_[iColumn]; zVec_[iColumn] = zValue; wVec_[iColumn] = wValue; CoinWorkDouble thisWeight = deltaX_[iColumn]; CoinWorkDouble oldPrimal = solution_[iColumn]; CoinWorkDouble newPrimal = solution_[iColumn] + actualPrimalStep_ * thisWeight; CoinWorkDouble dualObjectiveThis = 0.0; CoinWorkDouble sUpper = extra; CoinWorkDouble sLower = extra; CoinWorkDouble kill; if (CoinAbs(newPrimal) > 1.0e4) { kill = killTolerance * 1.0e-4 * newPrimal; } else { kill = killTolerance; } kill *= 1.0e-3; //be conservative CoinWorkDouble smallerSlack = COIN_DBL_MAX; bool fakeOldBounds = false; bool fakeNewBounds = false; CoinWorkDouble trueLower; CoinWorkDouble trueUpper; if (iColumn < numberColumns_) { trueLower = columnLower_[iColumn]; trueUpper = columnUpper_[iColumn]; } else { trueLower = rowLower_[iColumn - numberColumns_]; trueUpper = rowUpper_[iColumn - numberColumns_]; } if (oldPrimal > trueLower + largeGap2 && oldPrimal < trueUpper - largeGap2) fakeOldBounds = true; if (newPrimal > trueLower + largeGap2 && newPrimal < trueUpper - largeGap2) fakeNewBounds = true; if (fakeOldBounds) { if (fakeNewBounds) { lower_[iColumn] = newPrimal - largeGap2; lowerSlack_[iColumn] = largeGap2; upper_[iColumn] = newPrimal + largeGap2; upperSlack_[iColumn] = largeGap2; } else { lower_[iColumn] = trueLower; setLowerBound(iColumn); lowerSlack_[iColumn] = CoinMax(newPrimal - trueLower, 1.0); upper_[iColumn] = trueUpper; setUpperBound(iColumn); upperSlack_[iColumn] = CoinMax(trueUpper - newPrimal, 1.0); } } else if (fakeNewBounds) { lower_[iColumn] = newPrimal - largeGap2; lowerSlack_[iColumn] = largeGap2; upper_[iColumn] = newPrimal + largeGap2; upperSlack_[iColumn] = largeGap2; // so we can just have one test fakeOldBounds = true; } CoinWorkDouble lowerBoundInfeasibility = 0.0; CoinWorkDouble upperBoundInfeasibility = 0.0; //double saveNewPrimal = newPrimal; if (lowerBound(iColumn)) { CoinWorkDouble oldSlack = lowerSlack_[iColumn]; CoinWorkDouble newSlack; newSlack = lowerSlack_[iColumn] + actualPrimalStep_ * (oldPrimal - oldSlack + thisWeight - lower_[iColumn]); if (fakeOldBounds) newSlack = lowerSlack_[iColumn]; CoinWorkDouble epsilon = CoinAbs(newSlack) * epsilonBase; epsilon = CoinMin(epsilon, 1.0e-5); //epsilon=1.0e-14; //make sure reasonable if (zValue < epsilon) { zValue = epsilon; } CoinWorkDouble feasibleSlack = newPrimal - lower_[iColumn]; if (feasibleSlack > 0.0 && newSlack > 0.0) { CoinWorkDouble larger; if (newSlack > feasibleSlack) { larger = newSlack; } else { larger = feasibleSlack; } if (CoinAbs(feasibleSlack - newSlack) < 1.0e-6 * larger) { newSlack = feasibleSlack; } } if (zVec_[iColumn] > dualTolerance) { dualObjectiveThis += lower_[iColumn] * zVec_[iColumn]; } lowerSlack_[iColumn] = newSlack; if (newSlack < smallerSlack) { smallerSlack = newSlack; } lowerBoundInfeasibility = CoinAbs(newPrimal - lowerSlack_[iColumn] - lower_[iColumn]); if (lowerSlack_[iColumn] <= kill * killFactor && CoinAbs(newPrimal - lower_[iColumn]) <= kill * killFactor) { CoinWorkDouble step = CoinMin(actualPrimalStep_ * 1.1, 1.0); CoinWorkDouble newPrimal2 = solution_[iColumn] + step * thisWeight; if (newPrimal2 < newPrimal && dj_[iColumn] > 1.0e-5 && numberIterations_ > 50 - 40) { newPrimal = lower_[iColumn]; lowerSlack_[iColumn] = 0.0; //printf("fixing %d to lower\n",iColumn); } } if (lowerSlack_[iColumn] <= kill && CoinAbs(newPrimal - lower_[iColumn]) <= kill) { //may be better to leave at value? newPrimal = lower_[iColumn]; lowerSlack_[iColumn] = 0.0; thisKilled = true; //cout< 0.0 && newSlack > 0.0) { CoinWorkDouble larger; if (newSlack > feasibleSlack) { larger = newSlack; } else { larger = feasibleSlack; } if (CoinAbs(feasibleSlack - newSlack) < 1.0e-6 * larger) { newSlack = feasibleSlack; } } if (wVec_[iColumn] > dualTolerance) { dualObjectiveThis -= upper_[iColumn] * wVec_[iColumn]; } upperSlack_[iColumn] = newSlack; if (newSlack < smallerSlack) { smallerSlack = newSlack; } upperBoundInfeasibility = CoinAbs(newPrimal + upperSlack_[iColumn] - upper_[iColumn]); if (upperSlack_[iColumn] <= kill * killFactor && CoinAbs(newPrimal - upper_[iColumn]) <= kill * killFactor) { CoinWorkDouble step = CoinMin(actualPrimalStep_ * 1.1, 1.0); CoinWorkDouble newPrimal2 = solution_[iColumn] + step * thisWeight; if (newPrimal2 > newPrimal && dj_[iColumn] < -1.0e-5 && numberIterations_ > 50 - 40) { newPrimal = upper_[iColumn]; upperSlack_[iColumn] = 0.0; //printf("fixing %d to upper\n",iColumn); } } if (upperSlack_[iColumn] <= kill && CoinAbs(newPrimal - upper_[iColumn]) <= kill) { //may be better to leave at value? newPrimal = upper_[iColumn]; upperSlack_[iColumn] = 0.0; thisKilled = true; } else { sUpper += upperSlack_[iColumn]; } } #if 0 if (newPrimal != saveNewPrimal && iColumn < numberColumns_) { // adjust slacks double movement = newPrimal - saveNewPrimal; for (CoinBigIndex j = columnStart[iColumn]; j < columnStart[iColumn] + columnLength[iColumn]; j++) { int iRow = row[j]; double slackMovement = element[j] * movement; solution_[iRow+numberColumns_] += slackMovement; // sign? } } #endif solution_[iColumn] = newPrimal; if (CoinAbs(newPrimal) > solutionNorm) { solutionNorm = CoinAbs(newPrimal); } if (!thisKilled) { CoinWorkDouble gammaTerm = gamma2; if (primalR_) { gammaTerm += primalR_[iColumn]; quadraticOffset += newPrimal * newPrimal * primalR_[iColumn]; } CoinWorkDouble dualInfeasibility = reducedCost - zVec_[iColumn] + wVec_[iColumn] + gammaTerm * newPrimal; if (CoinAbs(dualInfeasibility) > dualTolerance) { #if 0 if (dualInfeasibility > 0.0) { // To improve we could reduce t and/or increase z if (lowerBound(iColumn)) { CoinWorkDouble complementarity = zVec_[iColumn] * lowerSlack_[iColumn]; if (complementarity < nextMu) { CoinWorkDouble change = CoinMin(dualInfeasibility, (nextMu - complementarity) / lowerSlack_[iColumn]); dualInfeasibility -= change; COIN_DETAIL_PRINT(printf("%d lb locomp %g - dual inf from %g to %g\n", iColumn, complementarity, dualInfeasibility + change, dualInfeasibility)); zVec_[iColumn] += change; zValue = CoinMax(zVec_[iColumn], 1.0e-12); } } if (upperBound(iColumn)) { CoinWorkDouble complementarity = wVec_[iColumn] * upperSlack_[iColumn]; if (complementarity > nextMu) { CoinWorkDouble change = CoinMin(dualInfeasibility, (complementarity - nextMu) / upperSlack_[iColumn]); dualInfeasibility -= change; COIN_DETAIL_PRINT(printf("%d ub hicomp %g - dual inf from %g to %g\n", iColumn, complementarity, dualInfeasibility + change, dualInfeasibility)); wVec_[iColumn] -= change; wValue = CoinMax(wVec_[iColumn], 1.0e-12); } } } else { // To improve we could reduce z and/or increase t if (lowerBound(iColumn)) { CoinWorkDouble complementarity = zVec_[iColumn] * lowerSlack_[iColumn]; if (complementarity > nextMu) { CoinWorkDouble change = CoinMax(dualInfeasibility, (nextMu - complementarity) / lowerSlack_[iColumn]); dualInfeasibility -= change; COIN_DETAIL_PRINT(printf("%d lb hicomp %g - dual inf from %g to %g\n", iColumn, complementarity, dualInfeasibility + change, dualInfeasibility)); zVec_[iColumn] += change; zValue = CoinMax(zVec_[iColumn], 1.0e-12); } } if (upperBound(iColumn)) { CoinWorkDouble complementarity = wVec_[iColumn] * upperSlack_[iColumn]; if (complementarity < nextMu) { CoinWorkDouble change = CoinMax(dualInfeasibility, (complementarity - nextMu) / upperSlack_[iColumn]); dualInfeasibility -= change; COIN_DETAIL_PRINT(printf("%d ub locomp %g - dual inf from %g to %g\n", iColumn, complementarity, dualInfeasibility + change, dualInfeasibility)); wVec_[iColumn] -= change; wValue = CoinMax(wVec_[iColumn], 1.0e-12); } } } #endif dualFake += newPrimal * dualInfeasibility; } if (lowerBoundInfeasibility > maximumBoundInfeasibility) { maximumBoundInfeasibility = lowerBoundInfeasibility; } if (upperBoundInfeasibility > maximumBoundInfeasibility) { maximumBoundInfeasibility = upperBoundInfeasibility; } dualInfeasibility = CoinAbs(dualInfeasibility); if (dualInfeasibility > maximumDualError) { //printf("bad dual %d %g\n",iColumn, // reducedCost-zVec_[iColumn]+wVec_[iColumn]+gammaTerm*newPrimal); maximumDualError = dualInfeasibility; } dualObjectiveValue += dualObjectiveThis; gammaOffset += newPrimal * newPrimal; if (sLower > largeGap) { sLower = largeGap; } if (sUpper > largeGap) { sUpper = largeGap; } #if 1 CoinWorkDouble divisor = sLower * wValue + sUpper * zValue + gammaTerm * sLower * sUpper; CoinWorkDouble diagonalValue = (sUpper * sLower) / divisor; #else CoinWorkDouble divisor = sLower * wValue + sUpper * zValue + gammaTerm * sLower * sUpper; CoinWorkDouble diagonalValue2 = (sUpper * sLower) / divisor; CoinWorkDouble diagonalValue; if (!lowerBound(iColumn)) { diagonalValue = wValue / sUpper + gammaTerm; } else if (!upperBound(iColumn)) { diagonalValue = zValue / sLower + gammaTerm; } else { diagonalValue = zValue / sLower + wValue / sUpper + gammaTerm; } diagonalValue = 1.0 / diagonalValue; #endif diagonal_[iColumn] = diagonalValue; //FUDGE if (diagonalValue > diagonalLimit) { #ifdef COIN_DEVELOP std::cout << "large diagonal " << diagonalValue << std::endl; #endif diagonal_[iColumn] = diagonalLimit; } #ifdef COIN_DEVELOP if (diagonalValue < 1.0e-10) { //std::cout<<"small diagonal "< largestDiagonal) { largestDiagonal = diagonalValue; } if (diagonalValue < smallestDiagonal) { smallestDiagonal = diagonalValue; } deltaX_[iColumn] = 0.0; } else { numberKilled++; if (solution_[iColumn] != lower_[iColumn] && solution_[iColumn] != upper_[iColumn]) { COIN_DETAIL_PRINT(printf("%d %g %g %g\n", iColumn, static_cast< double >(lower_[iColumn]), static_cast< double >(solution_[iColumn]), static_cast< double >(upper_[iColumn]))); } diagonal_[iColumn] = 0.0; zVec_[iColumn] = 0.0; wVec_[iColumn] = 0.0; setFlagged(iColumn); setFixedOrFree(iColumn); deltaX_[iColumn] = newPrimal; offsetObjective += newPrimal * deltaSU_[iColumn]; } } else { deltaX_[iColumn] = solution_[iColumn]; diagonal_[iColumn] = 0.0; offsetObjective += solution_[iColumn] * deltaSU_[iColumn]; if (upper_[iColumn] - lower_[iColumn] > 1.0e-5) { if (solution_[iColumn] < lower_[iColumn] + 1.0e-8 && dj_[iColumn] < -1.0e-8) { if (-dj_[iColumn] > maximumDJInfeasibility) { maximumDJInfeasibility = -dj_[iColumn]; } } if (solution_[iColumn] > upper_[iColumn] - 1.0e-8 && dj_[iColumn] > 1.0e-8) { if (dj_[iColumn] > maximumDJInfeasibility) { maximumDJInfeasibility = dj_[iColumn]; } } } } primalObjectiveValue += solution_[iColumn] * cost_[iColumn]; } handler_->message(CLP_BARRIER_DIAGONAL, messages_) << static_cast< double >(largestDiagonal) << static_cast< double >(smallestDiagonal) << CoinMessageEol; #if 0 // If diagonal wild - kill some if (largestDiagonal > 1.0e17 * smallestDiagonal) { CoinWorkDouble killValue = largestDiagonal * 1.0e-17; for (int iColumn = 0; iColumn < numberTotal; iColumn++) { if (CoinAbs(diagonal_[iColumn]) < killValue) diagonal_[iolumn] = 0.0; } } #endif // update rhs region multiplyAdd(deltaX_ + numberColumns_, numberRows_, -1.0, rhsFixRegion_, 1.0); matrix_->times(1.0, deltaX_, rhsFixRegion_); primalObjectiveValue += 0.5 * gamma2 * gammaOffset + 0.5 * quadraticOffset; if (quadraticOffset) { // printf("gamma offset %g %g, quadoffset %g\n",gammaOffset,gamma2*gammaOffset,quadraticOffset); } dualObjectiveValue += offsetObjective + dualFake; dualObjectiveValue -= 0.5 * gamma2 * gammaOffset + 0.5 * quadraticOffset; if (numberIncreased || numberDecreased) { handler_->message(CLP_BARRIER_SLACKS, messages_) << numberIncreased << numberDecreased << CoinMessageEol; } if (maximumDJInfeasibility) { handler_->message(CLP_BARRIER_DUALINF, messages_) << static_cast< double >(maximumDJInfeasibility) << CoinMessageEol; } // Need to rethink (but it is only for printing) sumPrimalInfeasibilities_ = maximumRhsInfeasibility; sumDualInfeasibilities_ = maximumDualError; maximumBoundInfeasibility_ = maximumBoundInfeasibility; //compute error and fixed RHS multiplyAdd(solution_ + numberColumns_, numberRows_, -1.0, errorRegion_, 0.0); matrix_->times(1.0, solution_, errorRegion_); maximumDualError_ = maximumDualError; maximumBoundInfeasibility_ = maximumBoundInfeasibility; solutionNorm_ = solutionNorm; //finish off objective computation primalObjective_ = primalObjectiveValue * scaleFactor_; CoinWorkDouble dualValue2 = innerProduct(dualArray, numberRows_, rhsFixRegion_); dualObjectiveValue -= dualValue2; dualObjective_ = dualObjectiveValue * scaleFactor_; if (numberKilled) { handler_->message(CLP_BARRIER_KILLED, messages_) << numberKilled << CoinMessageEol; } CoinWorkDouble maximumRHSError1 = 0.0; CoinWorkDouble maximumRHSError2 = 0.0; CoinWorkDouble primalOffset = 0.0; char *dropped = cholesky_->rowsDropped(); for (iRow = 0; iRow < numberRows_; iRow++) { CoinWorkDouble value = errorRegion_[iRow]; if (!dropped[iRow]) { if (CoinAbs(value) > maximumRHSError1) { maximumRHSError1 = CoinAbs(value); } } else { if (CoinAbs(value) > maximumRHSError2) { maximumRHSError2 = CoinAbs(value); } primalOffset += value * dualArray[iRow]; } } primalObjective_ -= primalOffset * scaleFactor_; if (maximumRHSError1 > maximumRHSError2) { maximumRHSError_ = maximumRHSError1; } else { maximumRHSError_ = maximumRHSError1; //note change if (maximumRHSError2 > primalTolerance()) { handler_->message(CLP_BARRIER_ABS_DROPPED, messages_) << static_cast< double >(maximumRHSError2) << CoinMessageEol; } } objectiveNorm_ = maximumAbsElement(dualArray, numberRows_); if (objectiveNorm_ < 1.0e-12) { objectiveNorm_ = 1.0e-12; } if (objectiveNorm_ < baseObjectiveNorm_) { //std::cout<<" base "< primalTolerance() || maximumDualError_ > dualTolerance / scaleFactor_) { handler_->message(CLP_BARRIER_ABS_ERROR, messages_) << static_cast< double >(maximumRHSError_) << static_cast< double >(maximumDualError_) << CoinMessageEol; } if (rhsNorm_ > solutionNorm_) { solutionNorm_ = rhsNorm_; } CoinWorkDouble scaledRHSError = maximumRHSError_ / (solutionNorm_ + 10.0); bool dualFeasible = true; #if KEEP_GOING_IF_FIXED > 5 if (maximumBoundInfeasibility_ > primalTolerance() || scaledRHSError > primalTolerance()) primalFeasible = false; #else if (maximumBoundInfeasibility_ > primalTolerance() || scaledRHSError > CoinMax(CoinMin(100.0 * primalTolerance(), 1.0e-5), primalTolerance())) primalFeasible = false; #endif // relax dual test if obj big and gap smallish CoinWorkDouble gap = CoinAbs(primalObjective_ - dualObjective_); CoinWorkDouble sizeObj = CoinMin(CoinAbs(primalObjective_), CoinAbs(dualObjective_)) + 1.0e-50; //printf("gap %g sizeObj %g ratio %g comp %g\n", // gap,sizeObj,gap/sizeObj,complementarityGap_); if (numberIterations_ > 100 && gap / sizeObj < 1.0e-9 && complementarityGap_ < 1.0e-7 * sizeObj) dualTolerance *= 1.0e2; if (maximumDualError_ > objectiveNorm_ * dualTolerance) dualFeasible = false; if (!primalFeasible || !dualFeasible) { handler_->message(CLP_BARRIER_FEASIBLE, messages_) << static_cast< double >(maximumBoundInfeasibility_) << static_cast< double >(scaledRHSError) << static_cast< double >(maximumDualError_ / objectiveNorm_) << CoinMessageEol; } if (!gonePrimalFeasible_) { gonePrimalFeasible_ = primalFeasible; } else if (!primalFeasible) { gonePrimalFeasible_ = primalFeasible; if (!numberKilled) { handler_->message(CLP_BARRIER_GONE_INFEASIBLE, messages_) << CoinMessageEol; } } if (!goneDualFeasible_) { goneDualFeasible_ = dualFeasible; } else if (!dualFeasible) { handler_->message(CLP_BARRIER_GONE_INFEASIBLE, messages_) << CoinMessageEol; goneDualFeasible_ = dualFeasible; } //objectiveValue(); if (solutionNorm_ > 1.0e40) { std::cout << "primal off to infinity" << std::endl; abort(); } if (objectiveNorm_ > 1.0e40) { std::cout << "dual off to infinity" << std::endl; abort(); } handler_->message(CLP_BARRIER_STEP, messages_) << static_cast< double >(actualPrimalStep_) << static_cast< double >(actualDualStep_) << static_cast< double >(mu_) << CoinMessageEol; numberIterations_++; return numberKilled; } // Save info on products of affine deltaSU*deltaW and deltaSL*deltaZ CoinWorkDouble ClpPredictorCorrector::affineProduct() { CoinWorkDouble product = 0.0; //IF zVec starts as 0 then deltaZ always zero //(remember if free then zVec not 0) //I think free can be done with careful use of boundSlacks to zero //out all we want for (int iColumn = 0; iColumn < numberRows_ + numberColumns_; iColumn++) { CoinWorkDouble w3 = deltaZ_[iColumn] * deltaX_[iColumn]; CoinWorkDouble w4 = -deltaW_[iColumn] * deltaX_[iColumn]; if (lowerBound(iColumn)) { w3 += deltaZ_[iColumn] * (solution_[iColumn] - lowerSlack_[iColumn] - lower_[iColumn]); product += w3; } if (upperBound(iColumn)) { w4 += deltaW_[iColumn] * (-solution_[iColumn] - upperSlack_[iColumn] + upper_[iColumn]); product += w4; } } return product; } //See exactly what would happen given current deltas void ClpPredictorCorrector::debugMove(int /*phase*/, CoinWorkDouble primalStep, CoinWorkDouble dualStep) { #ifndef SOME_DEBUG return; #endif CoinWorkDouble *dualArray = reinterpret_cast< CoinWorkDouble * >(dual_); int numberTotal = numberRows_ + numberColumns_; CoinWorkDouble *dualNew = ClpCopyOfArray(dualArray, numberRows_); CoinWorkDouble *errorRegionNew = new CoinWorkDouble[numberRows_]; CoinWorkDouble *rhsFixRegionNew = new CoinWorkDouble[numberRows_]; CoinWorkDouble *primalNew = ClpCopyOfArray(solution_, numberTotal); CoinWorkDouble *djNew = new CoinWorkDouble[numberTotal]; //update pi multiplyAdd(deltaY_, numberRows_, dualStep, dualNew, 1.0); // do reduced costs CoinMemcpyN(dualNew, numberRows_, djNew + numberColumns_); CoinMemcpyN(cost_, numberColumns_, djNew); matrix_->transposeTimes(-1.0, dualNew, djNew); // update x int iColumn; for (iColumn = 0; iColumn < numberTotal; iColumn++) { if (!flagged(iColumn)) primalNew[iColumn] += primalStep * deltaX_[iColumn]; } CoinWorkDouble quadraticOffset = quadraticDjs(djNew, primalNew, 1.0); CoinZeroN(errorRegionNew, numberRows_); CoinZeroN(rhsFixRegionNew, numberRows_); CoinWorkDouble maximumBoundInfeasibility = 0.0; CoinWorkDouble maximumDualError = 1.0e-12; CoinWorkDouble primalObjectiveValue = 0.0; CoinWorkDouble dualObjectiveValue = 0.0; CoinWorkDouble solutionNorm = 1.0e-12; const CoinWorkDouble largeFactor = 1.0e2; CoinWorkDouble largeGap = largeFactor * solutionNorm_; if (largeGap < largeFactor) { largeGap = largeFactor; } CoinWorkDouble dualFake = 0.0; CoinWorkDouble dualTolerance = dblParam_[ClpDualTolerance]; dualTolerance = dualTolerance / scaleFactor_; if (dualTolerance < 1.0e-12) { dualTolerance = 1.0e-12; } CoinWorkDouble newGap = 0.0; CoinWorkDouble offsetObjective = 0.0; CoinWorkDouble gamma2 = gamma_ * gamma_; // gamma*gamma will be added to diagonal CoinWorkDouble gammaOffset = 0.0; CoinWorkDouble maximumDjInfeasibility = 0.0; for (iColumn = 0; iColumn < numberTotal; iColumn++) { if (!flagged(iColumn)) { CoinWorkDouble reducedCost = djNew[iColumn]; CoinWorkDouble zValue = zVec_[iColumn] + dualStep * deltaZ_[iColumn]; CoinWorkDouble wValue = wVec_[iColumn] + dualStep * deltaW_[iColumn]; CoinWorkDouble thisWeight = deltaX_[iColumn]; CoinWorkDouble oldPrimal = solution_[iColumn]; CoinWorkDouble newPrimal = primalNew[iColumn]; CoinWorkDouble lowerBoundInfeasibility = 0.0; CoinWorkDouble upperBoundInfeasibility = 0.0; if (lowerBound(iColumn)) { CoinWorkDouble oldSlack = lowerSlack_[iColumn]; CoinWorkDouble newSlack = lowerSlack_[iColumn] + primalStep * (oldPrimal - oldSlack + thisWeight - lower_[iColumn]); if (zValue > dualTolerance) { dualObjectiveValue += lower_[iColumn] * zVec_[iColumn]; } lowerBoundInfeasibility = CoinAbs(newPrimal - newSlack - lower_[iColumn]); newGap += newSlack * zValue; } if (upperBound(iColumn)) { CoinWorkDouble oldSlack = upperSlack_[iColumn]; CoinWorkDouble newSlack = upperSlack_[iColumn] + primalStep * (-oldPrimal - oldSlack - thisWeight + upper_[iColumn]); if (wValue > dualTolerance) { dualObjectiveValue -= upper_[iColumn] * wVec_[iColumn]; } upperBoundInfeasibility = CoinAbs(newPrimal + newSlack - upper_[iColumn]); newGap += newSlack * wValue; } if (CoinAbs(newPrimal) > solutionNorm) { solutionNorm = CoinAbs(newPrimal); } CoinWorkDouble gammaTerm = gamma2; if (primalR_) { gammaTerm += primalR_[iColumn]; quadraticOffset += newPrimal * newPrimal * primalR_[iColumn]; } CoinWorkDouble dualInfeasibility = reducedCost - zValue + wValue + gammaTerm * newPrimal; if (CoinAbs(dualInfeasibility) > dualTolerance) { dualFake += newPrimal * dualInfeasibility; } if (lowerBoundInfeasibility > maximumBoundInfeasibility) { maximumBoundInfeasibility = lowerBoundInfeasibility; } if (upperBoundInfeasibility > maximumBoundInfeasibility) { maximumBoundInfeasibility = upperBoundInfeasibility; } dualInfeasibility = CoinAbs(dualInfeasibility); if (dualInfeasibility > maximumDualError) { //printf("bad dual %d %g\n",iColumn, // reducedCost-zVec_[iColumn]+wVec_[iColumn]+gammaTerm*newPrimal); maximumDualError = dualInfeasibility; } gammaOffset += newPrimal * newPrimal; djNew[iColumn] = 0.0; } else { offsetObjective += primalNew[iColumn] * cost_[iColumn]; if (upper_[iColumn] - lower_[iColumn] > 1.0e-5) { if (primalNew[iColumn] < lower_[iColumn] + 1.0e-8 && djNew[iColumn] < -1.0e-8) { if (-djNew[iColumn] > maximumDjInfeasibility) { maximumDjInfeasibility = -djNew[iColumn]; } } if (primalNew[iColumn] > upper_[iColumn] - 1.0e-8 && djNew[iColumn] > 1.0e-8) { if (djNew[iColumn] > maximumDjInfeasibility) { maximumDjInfeasibility = djNew[iColumn]; } } } djNew[iColumn] = primalNew[iColumn]; } primalObjectiveValue += solution_[iColumn] * cost_[iColumn]; } // update rhs region multiplyAdd(djNew + numberColumns_, numberRows_, -1.0, rhsFixRegionNew, 1.0); matrix_->times(1.0, djNew, rhsFixRegionNew); primalObjectiveValue += 0.5 * gamma2 * gammaOffset + 0.5 * quadraticOffset; dualObjectiveValue += offsetObjective + dualFake; dualObjectiveValue -= 0.5 * gamma2 * gammaOffset + 0.5 * quadraticOffset; // Need to rethink (but it is only for printing) //compute error and fixed RHS multiplyAdd(primalNew + numberColumns_, numberRows_, -1.0, errorRegionNew, 0.0); matrix_->times(1.0, primalNew, errorRegionNew); //finish off objective computation CoinWorkDouble primalObjectiveNew = primalObjectiveValue * scaleFactor_; CoinWorkDouble dualValue2 = innerProduct(dualNew, numberRows_, rhsFixRegionNew); dualObjectiveValue -= dualValue2; //CoinWorkDouble dualObjectiveNew=dualObjectiveValue*scaleFactor_; CoinWorkDouble maximumRHSError1 = 0.0; CoinWorkDouble maximumRHSError2 = 0.0; CoinWorkDouble primalOffset = 0.0; char *dropped = cholesky_->rowsDropped(); int iRow; for (iRow = 0; iRow < numberRows_; iRow++) { CoinWorkDouble value = errorRegionNew[iRow]; if (!dropped[iRow]) { if (CoinAbs(value) > maximumRHSError1) { maximumRHSError1 = CoinAbs(value); } } else { if (CoinAbs(value) > maximumRHSError2) { maximumRHSError2 = CoinAbs(value); } primalOffset += value * dualNew[iRow]; } } primalObjectiveNew -= primalOffset * scaleFactor_; //CoinWorkDouble maximumRHSError; if (maximumRHSError1 > maximumRHSError2) { ; //maximumRHSError = maximumRHSError1; } else { //maximumRHSError = maximumRHSError1; //note change if (maximumRHSError2 > primalTolerance()) { handler_->message(CLP_BARRIER_ABS_DROPPED, messages_) << static_cast< double >(maximumRHSError2) << CoinMessageEol; } } /*printf("PH %d %g, %g new comp %g, b %g, p %g, d %g\n",phase, primalStep,dualStep,newGap,maximumBoundInfeasibility, maximumRHSError,maximumDualError); if (handler_->logLevel()>1) printf(" objs %g %g\n", primalObjectiveNew,dualObjectiveNew); if (maximumDjInfeasibility) { printf(" max dj error on fixed %g\n", maximumDjInfeasibility); } */ delete[] dualNew; delete[] errorRegionNew; delete[] rhsFixRegionNew; delete[] primalNew; delete[] djNew; } /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2 */