gtsam/gtsam/3rdparty/lp_solve_5.5/lp_crash.c

728 lines
21 KiB
C

/*
----------------------------------------------------------------------------------
Crash management routines in lp_solve v5.0+
----------------------------------------------------------------------------------
Author: Kjell Eikland
Contact: kjell.eikland@broadpark.no
License terms: LGPL.
Requires: lp_lib.h, lp_utils.h, lp_matrix.h
Release notes:
v1.0.0 1 April 2004 First version.
v1.1.0 20 July 2004 Reworked with flexible matrix storage model.
----------------------------------------------------------------------------------
*/
#include <string.h>
#include "commonlib.h"
#include "lp_lib.h"
#include "lp_scale.h"
#include "lp_utils.h"
#include "lp_report.h"
#include "lp_matrix.h"
#include "lp_crash.h"
#ifdef FORTIFY
# include "lp_fortify.h"
#endif
MYBOOL crash_basis(lprec *lp)
{
int i;
MATrec *mat = lp->matA;
MYBOOL ok = TRUE;
/* Initialize basis indicators */
if(lp->basis_valid)
lp->var_basic[0] = FALSE;
else
default_basis(lp);
/* Set initial partial pricing blocks */
if(lp->rowblocks != NULL)
lp->rowblocks->blocknow = 1;
if(lp->colblocks != NULL)
lp->colblocks->blocknow = ((lp->crashmode == CRASH_NONE) || (lp->colblocks->blockcount == 1) ? 1 : 2);
/* Construct a basis that is in some measure the "most feasible" */
if((lp->crashmode == CRASH_MOSTFEASIBLE) && mat_validate(mat)) {
/* The logic here follows Maros */
LLrec *rowLL = NULL, *colLL = NULL;
int ii, rx, cx, ix, nz;
REAL wx, tx, *rowMAX = NULL, *colMAX = NULL;
int *rowNZ = NULL, *colNZ = NULL, *rowWT = NULL, *colWT = NULL;
REAL *value;
int *rownr, *colnr;
report(lp, NORMAL, "crash_basis: 'Most feasible' basis crashing selected\n");
/* Tally row and column non-zero counts */
ok = allocINT(lp, &rowNZ, lp->rows+1, TRUE) &&
allocINT(lp, &colNZ, lp->columns+1, TRUE) &&
allocREAL(lp, &rowMAX, lp->rows+1, FALSE) &&
allocREAL(lp, &colMAX, lp->columns+1, FALSE);
if(!ok)
goto Finish;
nz = mat_nonzeros(mat);
rownr = &COL_MAT_ROWNR(0);
colnr = &COL_MAT_COLNR(0);
value = &COL_MAT_VALUE(0);
for(i = 0; i < nz;
i++, rownr += matRowColStep, colnr += matRowColStep, value += matValueStep) {
rx = *rownr;
cx = *colnr;
wx = fabs(*value);
rowNZ[rx]++;
colNZ[cx]++;
if(i == 0) {
rowMAX[rx] = wx;
colMAX[cx] = wx;
colMAX[0] = wx;
}
else {
SETMAX(rowMAX[rx], wx);
SETMAX(colMAX[cx], wx);
SETMAX(colMAX[0], wx);
}
}
/* Reduce counts for small magnitude to preserve stability */
rownr = &COL_MAT_ROWNR(0);
colnr = &COL_MAT_COLNR(0);
value = &COL_MAT_VALUE(0);
for(i = 0; i < nz;
i++, rownr += matRowColStep, colnr += matRowColStep, value += matValueStep) {
rx = *rownr;
cx = *colnr;
wx = fabs(*value);
#ifdef CRASH_SIMPLESCALE
if(wx < CRASH_THRESHOLD * colMAX[0]) {
rowNZ[rx]--;
colNZ[cx]--;
}
#else
if(wx < CRASH_THRESHOLD * rowMAX[rx])
rowNZ[rx]--;
if(wx < CRASH_THRESHOLD * colMAX[cx])
colNZ[cx]--;
#endif
}
/* Set up priority tables */
ok = allocINT(lp, &rowWT, lp->rows+1, TRUE);
createLink(lp->rows, &rowLL, NULL);
ok &= (rowLL != NULL);
if(!ok)
goto Finish;
for(i = 1; i <= lp->rows; i++) {
if(get_constr_type(lp, i)==EQ)
ii = 3;
else if(lp->upbo[i] < lp->infinite)
ii = 2;
else if(fabs(lp->rhs[i]) < lp->infinite)
ii = 1;
else
ii = 0;
rowWT[i] = ii;
if(ii > 0)
appendLink(rowLL, i);
}
ok = allocINT(lp, &colWT, lp->columns+1, TRUE);
createLink(lp->columns, &colLL, NULL);
ok &= (colLL != NULL);
if(!ok)
goto Finish;
for(i = 1; i <= lp->columns; i++) {
ix = lp->rows+i;
if(is_unbounded(lp, i))
ii = 3;
else if(lp->upbo[ix] >= lp->infinite)
ii = 2;
else if(fabs(lp->upbo[ix]-lp->lowbo[ix]) > lp->epsmachine)
ii = 1;
else
ii = 0;
colWT[i] = ii;
if(ii > 0)
appendLink(colLL, i);
}
/* Loop over all basis variables */
for(i = 1; i <= lp->rows; i++) {
/* Select row */
rx = 0;
wx = -lp->infinite;
for(ii = firstActiveLink(rowLL); ii > 0; ii = nextActiveLink(rowLL, ii)) {
tx = rowWT[ii] - CRASH_SPACER*rowNZ[ii];
if(tx > wx) {
rx = ii;
wx = tx;
}
}
if(rx == 0)
break;
removeLink(rowLL, rx);
/* Select column */
cx = 0;
wx = -lp->infinite;
for(ii = mat->row_end[rx-1]; ii < mat->row_end[rx]; ii++) {
/* Update NZ column counts for row selected above */
tx = fabs(ROW_MAT_VALUE(ii));
ix = ROW_MAT_COLNR(ii);
#ifdef CRASH_SIMPLESCALE
if(tx >= CRASH_THRESHOLD * colMAX[0])
#else
if(tx >= CRASH_THRESHOLD * colMAX[ix])
#endif
colNZ[ix]--;
if(!isActiveLink(colLL, ix) || (tx < CRASH_THRESHOLD * rowMAX[rx]))
continue;
/* Now do the test for best pivot */
tx = my_sign(lp->orig_obj[ix]) - my_sign(ROW_MAT_VALUE(ii));
tx = colWT[ix] + CRASH_WEIGHT*tx - CRASH_SPACER*colNZ[ix];
if(tx > wx) {
cx = ix;
wx = tx;
}
}
if(cx == 0)
break;
removeLink(colLL, cx);
/* Update row NZ counts */
ii = mat->col_end[cx-1];
rownr = &COL_MAT_ROWNR(ii);
value = &COL_MAT_VALUE(ii);
for(; ii < mat->col_end[cx];
ii++, rownr += matRowColStep, value += matValueStep) {
wx = fabs(*value);
ix = *rownr;
#ifdef CRASH_SIMPLESCALE
if(wx >= CRASH_THRESHOLD * colMAX[0])
#else
if(wx >= CRASH_THRESHOLD * rowMAX[ix])
#endif
rowNZ[ix]--;
}
/* Set new basis variable */
set_basisvar(lp, rx, lp->rows+cx);
}
/* Clean up */
Finish:
FREE(rowNZ);
FREE(colNZ);
FREE(rowMAX);
FREE(colMAX);
FREE(rowWT);
FREE(colWT);
freeLink(&rowLL);
freeLink(&colLL);
}
/* Construct a basis that is in some measure the "least degenerate" */
else if((lp->crashmode == CRASH_LEASTDEGENERATE) && mat_validate(mat)) {
/* The logic here follows Maros */
LLrec *rowLL = NULL, *colLL = NULL;
int ii, rx, cx, ix, nz, *merit = NULL;
REAL *value, wx, hold, *rhs = NULL, *eta = NULL;
int *rownr, *colnr;
report(lp, NORMAL, "crash_basis: 'Least degenerate' basis crashing selected\n");
/* Create temporary arrays */
ok = allocINT(lp, &merit, lp->columns + 1, FALSE) &&
allocREAL(lp, &eta, lp->rows + 1, FALSE) &&
allocREAL(lp, &rhs, lp->rows + 1, FALSE);
createLink(lp->columns, &colLL, NULL);
createLink(lp->rows, &rowLL, NULL);
ok &= (colLL != NULL) && (rowLL != NULL);
if(!ok)
goto FinishLD;
MEMCOPY(rhs, lp->orig_rhs, lp->rows + 1);
for(i = 1; i <= lp->columns; i++)
appendLink(colLL, i);
for(i = 1; i <= lp->rows; i++)
appendLink(rowLL, i);
/* Loop until we have found enough new bases */
while(colLL->count > 0) {
/* Tally non-zeros matching in RHS and each active column */
nz = mat_nonzeros(mat);
rownr = &COL_MAT_ROWNR(0);
colnr = &COL_MAT_COLNR(0);
ii = 0;
MEMCLEAR(merit, lp->columns + 1);
for(i = 0; i < nz;
i++, rownr += matRowColStep, colnr += matRowColStep) {
rx = *rownr;
cx = *colnr;
if(isActiveLink(colLL, cx) && (rhs[rx] != 0)) {
merit[cx]++;
ii++;
}
}
if(ii == 0)
break;
/* Find maximal match; break ties with column length */
i = firstActiveLink(colLL);
cx = i;
for(i = nextActiveLink(colLL, i); i != 0; i = nextActiveLink(colLL, i)) {
if(merit[i] >= merit[cx]) {
if((merit[i] > merit[cx]) || (mat_collength(mat, i) > mat_collength(mat, cx)))
cx = i;
}
}
/* Determine the best pivot row */
i = mat->col_end[cx-1];
nz = mat->col_end[cx];
rownr = &COL_MAT_ROWNR(i);
value = &COL_MAT_VALUE(i);
rx = 0;
wx = 0;
MEMCLEAR(eta, lp->rows + 1);
for(; i < nz;
i++, rownr += matRowColStep, value += matValueStep) {
ix = *rownr;
hold = *value;
eta[ix] = rhs[ix] / hold;
hold = fabs(hold);
if(isActiveLink(rowLL, ix) && (hold > wx)) {
wx = hold;
rx = ix;
}
}
/* Set new basis variable */
if(rx > 0) {
/* We have to update the rhs vector for the implied transformation
in order to be able to find the new RHS non-zero pattern */
for(i = 1; i <= lp->rows; i++)
rhs[i] -= wx * eta[i];
rhs[rx] = wx;
/* Do the exchange */
set_basisvar(lp, rx, lp->rows+cx);
removeLink(rowLL, rx);
}
removeLink(colLL, cx);
}
/* Clean up */
FinishLD:
FREE(merit);
FREE(rhs);
freeLink(&rowLL);
freeLink(&colLL);
}
return( ok );
}
#if 0
MYBOOL __WINAPI guess_basis(lprec *lp, REAL *guessvector, int *basisvector)
{
MYBOOL status = FALSE;
REAL *values = NULL, *violation = NULL,
*value, error, upB, loB, sortorder = 1.0;
int i, n, *rownr, *colnr;
MATrec *mat = lp->matA;
if(!mat_validate(lp->matA))
return( status );
/* Create helper arrays */
if(!allocREAL(lp, &values, lp->sum+1, TRUE) ||
!allocREAL(lp, &violation, lp->sum+1, TRUE))
goto Finish;
/* Compute values of slack variables for given guess vector */
i = 0;
n = get_nonzeros(lp);
rownr = &COL_MAT_ROWNR(i);
colnr = &COL_MAT_COLNR(i);
value = &COL_MAT_VALUE(i);
for(; i < n; i++, rownr += matRowColStep, colnr += matRowColStep, value += matValueStep)
values[*rownr] += unscaled_mat(lp, my_chsign(is_chsign(lp, *rownr), *value), *rownr, *colnr) *
guessvector[*colnr];
MEMMOVE(values+lp->rows+1, guessvector+1, lp->columns);
/* Initialize constraint bound violation measures */
for(i = 1; i <= lp->rows; i++) {
upB = get_rh_upper(lp, i);
loB = get_rh_lower(lp, i);
error = values[i] - upB;
if(error > lp->epsprimal)
violation[i] = sortorder*error;
else {
error = loB - values[i];
if(error > lp->epsprimal)
violation[i] = sortorder*error;
else if(is_infinite(lp, loB) && is_infinite(lp, upB))
;
else if(is_infinite(lp, upB))
violation[i] = sortorder*(loB - values[i]);
else if(is_infinite(lp, loB))
violation[i] = sortorder*(values[i] - upB);
else
violation[i] = - sortorder*MAX(upB - values[i], values[i] - loB);
}
basisvector[i] = i;
}
/* Initialize user variable bound violation measures */
for(i = 1; i <= lp->columns; i++) {
n = lp->rows+i;
upB = get_upbo(lp, i);
loB = get_lowbo(lp, i);
error = guessvector[i] - upB;
if(error > lp->epsprimal)
violation[n] = sortorder*error;
else {
error = loB - values[n];
if(error > lp->epsprimal)
violation[n] = sortorder*error;
else if(is_infinite(lp, loB) && is_infinite(lp, upB))
;
else if(is_infinite(lp, upB))
violation[n] = sortorder*(loB - values[n]);
else if(is_infinite(lp, loB))
violation[n] = sortorder*(values[n] - upB);
else
violation[n] = - sortorder*MAX(upB - values[n], values[n] - loB);
}
basisvector[n] = n;
}
/* Sort decending by violation; this means that variables with
the largest violations will be designated as basic */
sortByREAL(basisvector, violation, lp->sum, 1, FALSE);
/* Adjust the non-basic indeces for the (proximal) bound state */
error = lp->epsprimal;
for(i = lp->rows+1, rownr = basisvector+i; i <= lp->sum; i++, rownr++) {
if(*rownr <= lp->rows) {
if(values[*rownr] <= get_rh_lower(lp, *rownr)+error)
*rownr = -(*rownr);
}
else
if(values[i] <= get_lowbo(lp, (*rownr)-lp->rows)+error)
*rownr = -(*rownr);
}
/* Clean up and return status */
status = (MYBOOL) (violation[1] == 0);
Finish:
FREE(values);
FREE(violation);
return( status );
}
#endif
#if 0
MYBOOL __WINAPI guess_basis(lprec *lp, REAL *guessvector, int *basisvector)
{
MYBOOL *isnz, status = FALSE;
REAL *values = NULL, *violation = NULL,
eps = lp->epsprimal,
*value, error, upB, loB, sortorder = 1.0;
int i, j, n, *rownr, *colnr, *slkpos,
nrows = lp->rows, ncols = lp->columns;
MATrec *mat = lp->matA;
if(!mat_validate(mat))
return( status );
/* Create helper arrays */
if(!allocREAL(lp, &values, lp->sum+1, TRUE) ||
!allocREAL(lp, &violation, lp->sum+1, TRUE))
goto Finish;
/* Compute values of slack variables for given guess vector */
i = 0;
n = get_nonzeros(lp);
rownr = &COL_MAT_ROWNR(i);
colnr = &COL_MAT_COLNR(i);
value = &COL_MAT_VALUE(i);
for(; i < n; i++, rownr += matRowColStep, colnr += matRowColStep, value += matValueStep)
values[*rownr] += unscaled_mat(lp, my_chsign(is_chsign(lp, *rownr), *value), *rownr, *colnr) *
guessvector[*colnr];
MEMMOVE(values+nrows+1, guessvector+1, ncols);
/* Initialize constraint bound violation measures (expressed as positive values) */
for(i = 1; i <= nrows; i++) {
upB = get_rh_upper(lp, i);
loB = get_rh_lower(lp, i);
error = values[i] - upB;
if(error > eps)
violation[i] = sortorder*error;
else {
error = loB - values[i];
if(error > eps)
violation[i] = sortorder*error;
else if(my_infinite(lp, loB) && my_infinite(lp, upB))
;
else if(my_infinite(lp, upB))
violation[i] = sortorder*(loB - values[i]);
else if(my_infinite(lp, loB))
violation[i] = sortorder*(values[i] - upB);
else
violation[i] = -sortorder*MAX(upB - values[i], values[i] - loB);
}
basisvector[i] = i;
}
/* Initialize user variable bound violation measures (expressed as positive values) */
for(i = 1; i <= ncols; i++) {
n = nrows+i;
upB = get_upbo(lp, i);
loB = get_lowbo(lp, i);
error = guessvector[i] - upB;
if(error > eps)
violation[n] = sortorder*error;
else {
error = loB - values[n];
if(error > eps)
violation[n] = sortorder*error;
else if(my_infinite(lp, loB) && my_infinite(lp, upB))
;
else if(my_infinite(lp, upB))
violation[n] = sortorder*(loB - values[n]);
else if(my_infinite(lp, loB))
violation[n] = sortorder*(values[n] - upB);
else
violation[n] = -sortorder*MAX(upB - values[n], values[n] - loB);
}
basisvector[n] = n;
}
/* Sort decending by violation; this means that variables with
the largest violations will be designated as basic */
sortByREAL(basisvector, violation, lp->sum, 1, FALSE);
error = violation[1];
/* Adjust the non-basic indeces for the (proximal) bound state */
for(i = nrows+1, rownr = basisvector+i; i <= lp->sum; i++, rownr++) {
if(*rownr <= nrows) {
if(values[*rownr] <= get_rh_lower(lp, *rownr)+eps)
*rownr = -(*rownr);
}
else
if(values[i] <= get_lowbo(lp, (*rownr)-nrows)+eps)
*rownr = -(*rownr);
}
#if 1
/* Let us check for obvious row singularities and try to fix these;
First assemble necessary basis statistics... */
isnz = (MYBOOL *) values;
MEMCLEAR(isnz, nrows+1);
slkpos = (int *) violation;
MEMCLEAR(slkpos, nrows+1);
for(i = 1; i <= nrows; i++) {
j = abs(basisvector[i]);
if(j <= nrows) {
isnz[j] = TRUE;
slkpos[j] = i;
}
else {
j-= nrows;
j = mat->col_end[j-1];
isnz[COL_MAT_ROWNR(j)] = TRUE;
/*isnz[COL_MAT_ROWNR(j+1)] = TRUE;*/
}
}
for(; i <= lp->sum; i++) {
j = abs(basisvector[i]);
if(j <= nrows)
slkpos[j] = i;
}
/* ...then set the corresponding slacks basic for row rank deficient positions */
for(j = 1; j <= nrows; j++) {
#ifdef Paranoia
if(slkpos[j] == 0)
report(lp, SEVERE, "guess_basis: Internal error");
#endif
if(!isnz[j]) {
isnz[j] = TRUE;
i = slkpos[j];
swapINT(&basisvector[i], &basisvector[j]);
basisvector[j] = abs(basisvector[j]);
}
}
#endif
/* Clean up and return status */
status = (MYBOOL) (error <= eps);
Finish:
FREE(values);
FREE(violation);
return( status );
}
#endif
MYBOOL __WINAPI guess_basis(lprec *lp, REAL *guessvector, int *basisvector)
{
MYBOOL *isnz, status = FALSE;
REAL *values = NULL, *violation = NULL,
eps = lp->epsprimal,
*value, error, upB, loB, sortorder = 1.0;
int i, j, jj, n, *rownr, *colnr, *slkpos,
nrows = lp->rows, ncols = lp->columns;
MATrec *mat = lp->matA;
if(!mat_validate(mat))
return( status );
/* Create helper arrays */
if(!allocREAL(lp, &values, lp->sum+1, TRUE) ||
!allocREAL(lp, &violation, lp->sum+1, TRUE))
goto Finish;
/* Compute values of slack variables for given guess vector */
i = 0;
n = get_nonzeros(lp);
rownr = &COL_MAT_ROWNR(i);
colnr = &COL_MAT_COLNR(i);
value = &COL_MAT_VALUE(i);
for(; i < n; i++, rownr += matRowColStep, colnr += matRowColStep, value += matValueStep)
values[*rownr] += unscaled_mat(lp, my_chsign(is_chsign(lp, *rownr), *value), *rownr, *colnr) *
guessvector[*colnr];
MEMMOVE(values+nrows+1, guessvector+1, ncols);
/* Initialize constraint bound violation measures (expressed as positive values) */
for(i = 1; i <= nrows; i++) {
upB = get_rh_upper(lp, i);
loB = get_rh_lower(lp, i);
error = values[i] - upB;
if(error > -eps)
violation[i] = sortorder*MAX(0,error);
else {
error = loB - values[i];
if(error > -eps)
violation[i] = sortorder*MAX(0,error);
else if(my_infinite(lp, loB) && my_infinite(lp, upB))
;
else if(my_infinite(lp, upB))
violation[i] = sortorder*(loB - values[i]);
else if(my_infinite(lp, loB))
violation[i] = sortorder*(values[i] - upB);
else
violation[i] = -sortorder*MAX(upB - values[i], values[i] - loB);
}
basisvector[i] = i;
}
/* Initialize user variable bound violation measures (expressed as positive values) */
for(i = 1; i <= ncols; i++) {
n = nrows+i;
upB = get_upbo(lp, i);
loB = get_lowbo(lp, i);
error = guessvector[i] - upB;
if(error > -eps)
violation[n] = sortorder*MAX(0,error);
else {
error = loB - values[n];
if(error > -eps)
violation[n] = sortorder*MAX(0,error);
else if(my_infinite(lp, loB) && my_infinite(lp, upB))
;
else if(my_infinite(lp, upB))
violation[n] = sortorder*(loB - values[n]);
else if(my_infinite(lp, loB))
violation[n] = sortorder*(values[n] - upB);
else
violation[n] = -sortorder*MAX(upB - values[n], values[n] - loB);
}
basisvector[n] = n;
}
/* Sort decending by violation; this means that variables with
the largest violations will be designated as basic */
sortByREAL(basisvector, violation, lp->sum, 1, FALSE);
error = violation[1];
/* Adjust the non-basic indeces for the (proximal) bound state */
for(i = nrows+1, rownr = basisvector+i; i <= lp->sum; i++, rownr++) {
if(*rownr <= nrows) {
values[*rownr] -= lp->orig_rhs[*rownr];
if(values[*rownr] <= eps)
*rownr = -(*rownr);
}
else
if(values[i] <= get_lowbo(lp, (*rownr)-nrows)+eps)
*rownr = -(*rownr);
}
/* Let us check for obvious row singularities and try to fix these;
First assemble necessary basis statistics... */
isnz = (MYBOOL *) values;
MEMCLEAR(isnz, nrows+1);
slkpos = (int *) violation;
MEMCLEAR(slkpos, nrows+1);
for(i = 1; i <= nrows; i++) {
j = abs(basisvector[i]);
if(j <= nrows) {
isnz[j] = TRUE;
slkpos[j] = i;
}
else {
j-= nrows;
jj = mat->col_end[j-1];
isnz[COL_MAT_ROWNR(jj)] = TRUE;
/* if(++jj < mat->col_end[j])
isnz[COL_MAT_ROWNR(jj)] = TRUE; */
}
}
for(; i <= lp->sum; i++) {
j = abs(basisvector[i]);
if(j <= nrows)
slkpos[j] = i;
}
/* ...then set the corresponding slacks basic for row rank deficient positions */
for(j = 1; j <= nrows; j++) {
#ifdef Paranoia
if(slkpos[j] == 0)
report(lp, SEVERE, "guess_basis: Internal error");
#endif
if(!isnz[j]) {
isnz[j] = TRUE;
i = slkpos[j];
swapINT(&basisvector[i], &basisvector[j]);
basisvector[j] = abs(basisvector[j]);
}
}
/* Lastly normalize all basic variables to be coded as lower-bounded */
for(i = 1; i <= nrows; i++)
basisvector[i] = -abs(basisvector[i]);
/* Clean up and return status */
status = (MYBOOL) (error <= eps);
Finish:
FREE(values);
FREE(violation);
return( status );
}