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/* glpios01.c */
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/***********************************************************************
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* This code is part of GLPK (GNU Linear Programming Kit).
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*
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* Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
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* 2009, 2010 Andrew Makhorin, Department for Applied Informatics,
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* Moscow Aviation Institute, Moscow, Russia. All rights reserved.
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* E-mail: <mao@gnu.org>.
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*
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* GLPK is free software: you can redistribute it and/or modify it
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* under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* GLPK is distributed in the hope that it will be useful, but WITHOUT
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* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
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* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
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* License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with GLPK. If not, see <http://www.gnu.org/licenses/>.
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***********************************************************************/
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#include "glpios.h"
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/***********************************************************************
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* NAME
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*
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* ios_create_tree - create branch-and-bound tree
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*
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* SYNOPSIS
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*
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* #include "glpios.h"
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* glp_tree *ios_create_tree(glp_prob *mip, const glp_iocp *parm);
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*
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* DESCRIPTION
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*
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* The routine ios_create_tree creates the branch-and-bound tree.
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*
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* Being created the tree consists of the only root subproblem whose
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* reference number is 1. Note that initially the root subproblem is in
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* frozen state and therefore needs to be revived.
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*
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* RETURNS
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*
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* The routine returns a pointer to the tree created. */
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static IOSNPD *new_node(glp_tree *tree, IOSNPD *parent);
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glp_tree *ios_create_tree(glp_prob *mip, const glp_iocp *parm)
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{ int m = mip->m;
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int n = mip->n;
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glp_tree *tree;
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int i, j;
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xassert(mip->tree == NULL);
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mip->tree = tree = xmalloc(sizeof(glp_tree));
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tree->pool = dmp_create_pool();
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tree->n = n;
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/* save original problem components */
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tree->orig_m = m;
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tree->orig_type = xcalloc(1+m+n, sizeof(char));
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tree->orig_lb = xcalloc(1+m+n, sizeof(double));
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tree->orig_ub = xcalloc(1+m+n, sizeof(double));
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tree->orig_stat = xcalloc(1+m+n, sizeof(char));
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tree->orig_prim = xcalloc(1+m+n, sizeof(double));
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tree->orig_dual = xcalloc(1+m+n, sizeof(double));
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for (i = 1; i <= m; i++)
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{ GLPROW *row = mip->row[i];
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tree->orig_type[i] = (char)row->type;
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tree->orig_lb[i] = row->lb;
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tree->orig_ub[i] = row->ub;
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tree->orig_stat[i] = (char)row->stat;
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tree->orig_prim[i] = row->prim;
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tree->orig_dual[i] = row->dual;
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}
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for (j = 1; j <= n; j++)
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{ GLPCOL *col = mip->col[j];
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tree->orig_type[m+j] = (char)col->type;
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tree->orig_lb[m+j] = col->lb;
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tree->orig_ub[m+j] = col->ub;
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tree->orig_stat[m+j] = (char)col->stat;
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tree->orig_prim[m+j] = col->prim;
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tree->orig_dual[m+j] = col->dual;
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}
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tree->orig_obj = mip->obj_val;
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/* initialize the branch-and-bound tree */
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tree->nslots = 0;
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tree->avail = 0;
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tree->slot = NULL;
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tree->head = tree->tail = NULL;
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tree->a_cnt = tree->n_cnt = tree->t_cnt = 0;
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/* the root subproblem is not solved yet, so its final components
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are unknown so far */
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tree->root_m = 0;
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tree->root_type = NULL;
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tree->root_lb = tree->root_ub = NULL;
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tree->root_stat = NULL;
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/* the current subproblem does not exist yet */
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tree->curr = NULL;
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tree->mip = mip;
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/*tree->solved = 0;*/
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tree->non_int = xcalloc(1+n, sizeof(char));
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memset(&tree->non_int[1], 0, n);
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/* arrays to save parent subproblem components will be allocated
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later */
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tree->pred_m = tree->pred_max = 0;
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tree->pred_type = NULL;
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tree->pred_lb = tree->pred_ub = NULL;
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tree->pred_stat = NULL;
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/* cut generator */
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tree->local = ios_create_pool(tree);
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/*tree->first_attempt = 1;*/
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/*tree->max_added_cuts = 0;*/
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/*tree->min_eff = 0.0;*/
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/*tree->miss = 0;*/
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/*tree->just_selected = 0;*/
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tree->mir_gen = NULL;
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tree->clq_gen = NULL;
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/*tree->round = 0;*/
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#if 0
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/* create the conflict graph */
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tree->n_ref = xcalloc(1+n, sizeof(int));
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memset(&tree->n_ref[1], 0, n * sizeof(int));
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tree->c_ref = xcalloc(1+n, sizeof(int));
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memset(&tree->c_ref[1], 0, n * sizeof(int));
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tree->g = scg_create_graph(0);
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tree->j_ref = xcalloc(1+tree->g->n_max, sizeof(int));
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#endif
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/* pseudocost branching */
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tree->pcost = NULL;
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tree->iwrk = xcalloc(1+n, sizeof(int));
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tree->dwrk = xcalloc(1+n, sizeof(double));
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/* initialize control parameters */
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tree->parm = parm;
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tree->tm_beg = xtime();
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tree->tm_lag = xlset(0);
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tree->sol_cnt = 0;
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/* initialize advanced solver interface */
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tree->reason = 0;
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tree->reopt = 0;
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tree->reinv = 0;
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tree->br_var = 0;
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tree->br_sel = 0;
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tree->child = 0;
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tree->next_p = 0;
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/*tree->btrack = NULL;*/
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tree->stop = 0;
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/* create the root subproblem, which initially is identical to
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the original MIP */
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new_node(tree, NULL);
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return tree;
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}
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/***********************************************************************
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* NAME
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*
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* ios_revive_node - revive specified subproblem
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*
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* SYNOPSIS
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*
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* #include "glpios.h"
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* void ios_revive_node(glp_tree *tree, int p);
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*
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* DESCRIPTION
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*
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* The routine ios_revive_node revives the specified subproblem, whose
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* reference number is p, and thereby makes it the current subproblem.
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* Note that the specified subproblem must be active. Besides, if the
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* current subproblem already exists, it must be frozen before reviving
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* another subproblem. */
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void ios_revive_node(glp_tree *tree, int p)
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{ glp_prob *mip = tree->mip;
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IOSNPD *node, *root;
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/* obtain pointer to the specified subproblem */
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xassert(1 <= p && p <= tree->nslots);
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node = tree->slot[p].node;
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xassert(node != NULL);
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/* the specified subproblem must be active */
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xassert(node->count == 0);
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/* the current subproblem must not exist */
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xassert(tree->curr == NULL);
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/* the specified subproblem becomes current */
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tree->curr = node;
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/*tree->solved = 0;*/
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/* obtain pointer to the root subproblem */
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root = tree->slot[1].node;
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xassert(root != NULL);
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/* at this point problem object components correspond to the root
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subproblem, so if the root subproblem should be revived, there
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is nothing more to do */
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if (node == root) goto done;
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xassert(mip->m == tree->root_m);
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/* build path from the root to the current node */
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node->temp = NULL;
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for (node = node; node != NULL; node = node->up)
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{ if (node->up == NULL)
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xassert(node == root);
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else
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node->up->temp = node;
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}
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/* go down from the root to the current node and make necessary
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changes to restore components of the current subproblem */
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for (node = root; node != NULL; node = node->temp)
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{ int m = mip->m;
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int n = mip->n;
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/* if the current node is reached, the problem object at this
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point corresponds to its parent, so save attributes of rows
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and columns for the parent subproblem */
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if (node->temp == NULL)
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{ int i, j;
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tree->pred_m = m;
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/* allocate/reallocate arrays, if necessary */
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if (tree->pred_max < m + n)
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{ int new_size = m + n + 100;
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if (tree->pred_type != NULL) xfree(tree->pred_type);
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if (tree->pred_lb != NULL) xfree(tree->pred_lb);
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if (tree->pred_ub != NULL) xfree(tree->pred_ub);
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if (tree->pred_stat != NULL) xfree(tree->pred_stat);
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tree->pred_max = new_size;
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tree->pred_type = xcalloc(1+new_size, sizeof(char));
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tree->pred_lb = xcalloc(1+new_size, sizeof(double));
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tree->pred_ub = xcalloc(1+new_size, sizeof(double));
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tree->pred_stat = xcalloc(1+new_size, sizeof(char));
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}
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/* save row attributes */
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for (i = 1; i <= m; i++)
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{ GLPROW *row = mip->row[i];
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tree->pred_type[i] = (char)row->type;
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tree->pred_lb[i] = row->lb;
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tree->pred_ub[i] = row->ub;
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tree->pred_stat[i] = (char)row->stat;
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}
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/* save column attributes */
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for (j = 1; j <= n; j++)
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{ GLPCOL *col = mip->col[j];
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tree->pred_type[mip->m+j] = (char)col->type;
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tree->pred_lb[mip->m+j] = col->lb;
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tree->pred_ub[mip->m+j] = col->ub;
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tree->pred_stat[mip->m+j] = (char)col->stat;
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}
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}
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/* change bounds of rows and columns */
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{ IOSBND *b;
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for (b = node->b_ptr; b != NULL; b = b->next)
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{ if (b->k <= m)
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glp_set_row_bnds(mip, b->k, b->type, b->lb, b->ub);
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else
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glp_set_col_bnds(mip, b->k-m, b->type, b->lb, b->ub);
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}
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}
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alpar@1
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/* change statuses of rows and columns */
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{ IOSTAT *s;
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for (s = node->s_ptr; s != NULL; s = s->next)
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{ if (s->k <= m)
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glp_set_row_stat(mip, s->k, s->stat);
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else
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glp_set_col_stat(mip, s->k-m, s->stat);
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}
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}
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alpar@1
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/* add new rows */
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if (node->r_ptr != NULL)
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{ IOSROW *r;
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IOSAIJ *a;
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int i, len, *ind;
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double *val;
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ind = xcalloc(1+n, sizeof(int));
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val = xcalloc(1+n, sizeof(double));
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for (r = node->r_ptr; r != NULL; r = r->next)
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{ i = glp_add_rows(mip, 1);
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glp_set_row_name(mip, i, r->name);
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#if 1 /* 20/IX-2008 */
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xassert(mip->row[i]->level == 0);
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mip->row[i]->level = node->level;
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mip->row[i]->origin = r->origin;
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mip->row[i]->klass = r->klass;
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#endif
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glp_set_row_bnds(mip, i, r->type, r->lb, r->ub);
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len = 0;
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for (a = r->ptr; a != NULL; a = a->next)
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len++, ind[len] = a->j, val[len] = a->val;
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glp_set_mat_row(mip, i, len, ind, val);
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glp_set_rii(mip, i, r->rii);
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glp_set_row_stat(mip, i, r->stat);
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}
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xfree(ind);
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xfree(val);
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289 |
}
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alpar@1
|
290 |
#if 0
|
alpar@1
|
291 |
/* add new edges to the conflict graph */
|
alpar@1
|
292 |
/* add new cliques to the conflict graph */
|
alpar@1
|
293 |
/* (not implemented yet) */
|
alpar@1
|
294 |
xassert(node->own_nn == 0);
|
alpar@1
|
295 |
xassert(node->own_nc == 0);
|
alpar@1
|
296 |
xassert(node->e_ptr == NULL);
|
alpar@1
|
297 |
#endif
|
alpar@1
|
298 |
}
|
alpar@1
|
299 |
/* the specified subproblem has been revived */
|
alpar@1
|
300 |
node = tree->curr;
|
alpar@1
|
301 |
/* delete its bound change list */
|
alpar@1
|
302 |
while (node->b_ptr != NULL)
|
alpar@1
|
303 |
{ IOSBND *b;
|
alpar@1
|
304 |
b = node->b_ptr;
|
alpar@1
|
305 |
node->b_ptr = b->next;
|
alpar@1
|
306 |
dmp_free_atom(tree->pool, b, sizeof(IOSBND));
|
alpar@1
|
307 |
}
|
alpar@1
|
308 |
/* delete its status change list */
|
alpar@1
|
309 |
while (node->s_ptr != NULL)
|
alpar@1
|
310 |
{ IOSTAT *s;
|
alpar@1
|
311 |
s = node->s_ptr;
|
alpar@1
|
312 |
node->s_ptr = s->next;
|
alpar@1
|
313 |
dmp_free_atom(tree->pool, s, sizeof(IOSTAT));
|
alpar@1
|
314 |
}
|
alpar@1
|
315 |
#if 1 /* 20/XI-2009 */
|
alpar@1
|
316 |
/* delete its row addition list (additional rows may appear, for
|
alpar@1
|
317 |
example, due to branching on GUB constraints */
|
alpar@1
|
318 |
while (node->r_ptr != NULL)
|
alpar@1
|
319 |
{ IOSROW *r;
|
alpar@1
|
320 |
r = node->r_ptr;
|
alpar@1
|
321 |
node->r_ptr = r->next;
|
alpar@1
|
322 |
xassert(r->name == NULL);
|
alpar@1
|
323 |
while (r->ptr != NULL)
|
alpar@1
|
324 |
{ IOSAIJ *a;
|
alpar@1
|
325 |
a = r->ptr;
|
alpar@1
|
326 |
r->ptr = a->next;
|
alpar@1
|
327 |
dmp_free_atom(tree->pool, a, sizeof(IOSAIJ));
|
alpar@1
|
328 |
}
|
alpar@1
|
329 |
dmp_free_atom(tree->pool, r, sizeof(IOSROW));
|
alpar@1
|
330 |
}
|
alpar@1
|
331 |
#endif
|
alpar@1
|
332 |
done: return;
|
alpar@1
|
333 |
}
|
alpar@1
|
334 |
|
alpar@1
|
335 |
/***********************************************************************
|
alpar@1
|
336 |
* NAME
|
alpar@1
|
337 |
*
|
alpar@1
|
338 |
* ios_freeze_node - freeze current subproblem
|
alpar@1
|
339 |
*
|
alpar@1
|
340 |
* SYNOPSIS
|
alpar@1
|
341 |
*
|
alpar@1
|
342 |
* #include "glpios.h"
|
alpar@1
|
343 |
* void ios_freeze_node(glp_tree *tree);
|
alpar@1
|
344 |
*
|
alpar@1
|
345 |
* DESCRIPTION
|
alpar@1
|
346 |
*
|
alpar@1
|
347 |
* The routine ios_freeze_node freezes the current subproblem. */
|
alpar@1
|
348 |
|
alpar@1
|
349 |
void ios_freeze_node(glp_tree *tree)
|
alpar@1
|
350 |
{ glp_prob *mip = tree->mip;
|
alpar@1
|
351 |
int m = mip->m;
|
alpar@1
|
352 |
int n = mip->n;
|
alpar@1
|
353 |
IOSNPD *node;
|
alpar@1
|
354 |
/* obtain pointer to the current subproblem */
|
alpar@1
|
355 |
node = tree->curr;
|
alpar@1
|
356 |
xassert(node != NULL);
|
alpar@1
|
357 |
if (node->up == NULL)
|
alpar@1
|
358 |
{ /* freeze the root subproblem */
|
alpar@1
|
359 |
int k;
|
alpar@1
|
360 |
xassert(node->p == 1);
|
alpar@1
|
361 |
xassert(tree->root_m == 0);
|
alpar@1
|
362 |
xassert(tree->root_type == NULL);
|
alpar@1
|
363 |
xassert(tree->root_lb == NULL);
|
alpar@1
|
364 |
xassert(tree->root_ub == NULL);
|
alpar@1
|
365 |
xassert(tree->root_stat == NULL);
|
alpar@1
|
366 |
tree->root_m = m;
|
alpar@1
|
367 |
tree->root_type = xcalloc(1+m+n, sizeof(char));
|
alpar@1
|
368 |
tree->root_lb = xcalloc(1+m+n, sizeof(double));
|
alpar@1
|
369 |
tree->root_ub = xcalloc(1+m+n, sizeof(double));
|
alpar@1
|
370 |
tree->root_stat = xcalloc(1+m+n, sizeof(char));
|
alpar@1
|
371 |
for (k = 1; k <= m+n; k++)
|
alpar@1
|
372 |
{ if (k <= m)
|
alpar@1
|
373 |
{ GLPROW *row = mip->row[k];
|
alpar@1
|
374 |
tree->root_type[k] = (char)row->type;
|
alpar@1
|
375 |
tree->root_lb[k] = row->lb;
|
alpar@1
|
376 |
tree->root_ub[k] = row->ub;
|
alpar@1
|
377 |
tree->root_stat[k] = (char)row->stat;
|
alpar@1
|
378 |
}
|
alpar@1
|
379 |
else
|
alpar@1
|
380 |
{ GLPCOL *col = mip->col[k-m];
|
alpar@1
|
381 |
tree->root_type[k] = (char)col->type;
|
alpar@1
|
382 |
tree->root_lb[k] = col->lb;
|
alpar@1
|
383 |
tree->root_ub[k] = col->ub;
|
alpar@1
|
384 |
tree->root_stat[k] = (char)col->stat;
|
alpar@1
|
385 |
}
|
alpar@1
|
386 |
}
|
alpar@1
|
387 |
}
|
alpar@1
|
388 |
else
|
alpar@1
|
389 |
{ /* freeze non-root subproblem */
|
alpar@1
|
390 |
int root_m = tree->root_m;
|
alpar@1
|
391 |
int pred_m = tree->pred_m;
|
alpar@1
|
392 |
int i, j, k;
|
alpar@1
|
393 |
xassert(pred_m <= m);
|
alpar@1
|
394 |
/* build change lists for rows and columns which exist in the
|
alpar@1
|
395 |
parent subproblem */
|
alpar@1
|
396 |
xassert(node->b_ptr == NULL);
|
alpar@1
|
397 |
xassert(node->s_ptr == NULL);
|
alpar@1
|
398 |
for (k = 1; k <= pred_m + n; k++)
|
alpar@1
|
399 |
{ int pred_type, pred_stat, type, stat;
|
alpar@1
|
400 |
double pred_lb, pred_ub, lb, ub;
|
alpar@1
|
401 |
/* determine attributes in the parent subproblem */
|
alpar@1
|
402 |
pred_type = tree->pred_type[k];
|
alpar@1
|
403 |
pred_lb = tree->pred_lb[k];
|
alpar@1
|
404 |
pred_ub = tree->pred_ub[k];
|
alpar@1
|
405 |
pred_stat = tree->pred_stat[k];
|
alpar@1
|
406 |
/* determine attributes in the current subproblem */
|
alpar@1
|
407 |
if (k <= pred_m)
|
alpar@1
|
408 |
{ GLPROW *row = mip->row[k];
|
alpar@1
|
409 |
type = row->type;
|
alpar@1
|
410 |
lb = row->lb;
|
alpar@1
|
411 |
ub = row->ub;
|
alpar@1
|
412 |
stat = row->stat;
|
alpar@1
|
413 |
}
|
alpar@1
|
414 |
else
|
alpar@1
|
415 |
{ GLPCOL *col = mip->col[k - pred_m];
|
alpar@1
|
416 |
type = col->type;
|
alpar@1
|
417 |
lb = col->lb;
|
alpar@1
|
418 |
ub = col->ub;
|
alpar@1
|
419 |
stat = col->stat;
|
alpar@1
|
420 |
}
|
alpar@1
|
421 |
/* save type and bounds of a row/column, if changed */
|
alpar@1
|
422 |
if (!(pred_type == type && pred_lb == lb && pred_ub == ub))
|
alpar@1
|
423 |
{ IOSBND *b;
|
alpar@1
|
424 |
b = dmp_get_atom(tree->pool, sizeof(IOSBND));
|
alpar@1
|
425 |
b->k = k;
|
alpar@1
|
426 |
b->type = (unsigned char)type;
|
alpar@1
|
427 |
b->lb = lb;
|
alpar@1
|
428 |
b->ub = ub;
|
alpar@1
|
429 |
b->next = node->b_ptr;
|
alpar@1
|
430 |
node->b_ptr = b;
|
alpar@1
|
431 |
}
|
alpar@1
|
432 |
/* save status of a row/column, if changed */
|
alpar@1
|
433 |
if (pred_stat != stat)
|
alpar@1
|
434 |
{ IOSTAT *s;
|
alpar@1
|
435 |
s = dmp_get_atom(tree->pool, sizeof(IOSTAT));
|
alpar@1
|
436 |
s->k = k;
|
alpar@1
|
437 |
s->stat = (unsigned char)stat;
|
alpar@1
|
438 |
s->next = node->s_ptr;
|
alpar@1
|
439 |
node->s_ptr = s;
|
alpar@1
|
440 |
}
|
alpar@1
|
441 |
}
|
alpar@1
|
442 |
/* save new rows added to the current subproblem */
|
alpar@1
|
443 |
xassert(node->r_ptr == NULL);
|
alpar@1
|
444 |
if (pred_m < m)
|
alpar@1
|
445 |
{ int i, len, *ind;
|
alpar@1
|
446 |
double *val;
|
alpar@1
|
447 |
ind = xcalloc(1+n, sizeof(int));
|
alpar@1
|
448 |
val = xcalloc(1+n, sizeof(double));
|
alpar@1
|
449 |
for (i = m; i > pred_m; i--)
|
alpar@1
|
450 |
{ GLPROW *row = mip->row[i];
|
alpar@1
|
451 |
IOSROW *r;
|
alpar@1
|
452 |
const char *name;
|
alpar@1
|
453 |
r = dmp_get_atom(tree->pool, sizeof(IOSROW));
|
alpar@1
|
454 |
name = glp_get_row_name(mip, i);
|
alpar@1
|
455 |
if (name == NULL)
|
alpar@1
|
456 |
r->name = NULL;
|
alpar@1
|
457 |
else
|
alpar@1
|
458 |
{ r->name = dmp_get_atom(tree->pool, strlen(name)+1);
|
alpar@1
|
459 |
strcpy(r->name, name);
|
alpar@1
|
460 |
}
|
alpar@1
|
461 |
#if 1 /* 20/IX-2008 */
|
alpar@1
|
462 |
r->origin = row->origin;
|
alpar@1
|
463 |
r->klass = row->klass;
|
alpar@1
|
464 |
#endif
|
alpar@1
|
465 |
r->type = (unsigned char)row->type;
|
alpar@1
|
466 |
r->lb = row->lb;
|
alpar@1
|
467 |
r->ub = row->ub;
|
alpar@1
|
468 |
r->ptr = NULL;
|
alpar@1
|
469 |
len = glp_get_mat_row(mip, i, ind, val);
|
alpar@1
|
470 |
for (k = 1; k <= len; k++)
|
alpar@1
|
471 |
{ IOSAIJ *a;
|
alpar@1
|
472 |
a = dmp_get_atom(tree->pool, sizeof(IOSAIJ));
|
alpar@1
|
473 |
a->j = ind[k];
|
alpar@1
|
474 |
a->val = val[k];
|
alpar@1
|
475 |
a->next = r->ptr;
|
alpar@1
|
476 |
r->ptr = a;
|
alpar@1
|
477 |
}
|
alpar@1
|
478 |
r->rii = row->rii;
|
alpar@1
|
479 |
r->stat = (unsigned char)row->stat;
|
alpar@1
|
480 |
r->next = node->r_ptr;
|
alpar@1
|
481 |
node->r_ptr = r;
|
alpar@1
|
482 |
}
|
alpar@1
|
483 |
xfree(ind);
|
alpar@1
|
484 |
xfree(val);
|
alpar@1
|
485 |
}
|
alpar@1
|
486 |
/* remove all rows missing in the root subproblem */
|
alpar@1
|
487 |
if (m != root_m)
|
alpar@1
|
488 |
{ int nrs, *num;
|
alpar@1
|
489 |
nrs = m - root_m;
|
alpar@1
|
490 |
xassert(nrs > 0);
|
alpar@1
|
491 |
num = xcalloc(1+nrs, sizeof(int));
|
alpar@1
|
492 |
for (i = 1; i <= nrs; i++) num[i] = root_m + i;
|
alpar@1
|
493 |
glp_del_rows(mip, nrs, num);
|
alpar@1
|
494 |
xfree(num);
|
alpar@1
|
495 |
}
|
alpar@1
|
496 |
m = mip->m;
|
alpar@1
|
497 |
/* and restore attributes of all rows and columns for the root
|
alpar@1
|
498 |
subproblem */
|
alpar@1
|
499 |
xassert(m == root_m);
|
alpar@1
|
500 |
for (i = 1; i <= m; i++)
|
alpar@1
|
501 |
{ glp_set_row_bnds(mip, i, tree->root_type[i],
|
alpar@1
|
502 |
tree->root_lb[i], tree->root_ub[i]);
|
alpar@1
|
503 |
glp_set_row_stat(mip, i, tree->root_stat[i]);
|
alpar@1
|
504 |
}
|
alpar@1
|
505 |
for (j = 1; j <= n; j++)
|
alpar@1
|
506 |
{ glp_set_col_bnds(mip, j, tree->root_type[m+j],
|
alpar@1
|
507 |
tree->root_lb[m+j], tree->root_ub[m+j]);
|
alpar@1
|
508 |
glp_set_col_stat(mip, j, tree->root_stat[m+j]);
|
alpar@1
|
509 |
}
|
alpar@1
|
510 |
#if 1
|
alpar@1
|
511 |
/* remove all edges and cliques missing in the conflict graph
|
alpar@1
|
512 |
for the root subproblem */
|
alpar@1
|
513 |
/* (not implemented yet) */
|
alpar@1
|
514 |
#endif
|
alpar@1
|
515 |
}
|
alpar@1
|
516 |
/* the current subproblem has been frozen */
|
alpar@1
|
517 |
tree->curr = NULL;
|
alpar@1
|
518 |
return;
|
alpar@1
|
519 |
}
|
alpar@1
|
520 |
|
alpar@1
|
521 |
/***********************************************************************
|
alpar@1
|
522 |
* NAME
|
alpar@1
|
523 |
*
|
alpar@1
|
524 |
* ios_clone_node - clone specified subproblem
|
alpar@1
|
525 |
*
|
alpar@1
|
526 |
* SYNOPSIS
|
alpar@1
|
527 |
*
|
alpar@1
|
528 |
* #include "glpios.h"
|
alpar@1
|
529 |
* void ios_clone_node(glp_tree *tree, int p, int nnn, int ref[]);
|
alpar@1
|
530 |
*
|
alpar@1
|
531 |
* DESCRIPTION
|
alpar@1
|
532 |
*
|
alpar@1
|
533 |
* The routine ios_clone_node clones the specified subproblem, whose
|
alpar@1
|
534 |
* reference number is p, creating its nnn exact copies. Note that the
|
alpar@1
|
535 |
* specified subproblem must be active and must be in the frozen state
|
alpar@1
|
536 |
* (i.e. it must not be the current subproblem).
|
alpar@1
|
537 |
*
|
alpar@1
|
538 |
* Each clone, an exact copy of the specified subproblem, becomes a new
|
alpar@1
|
539 |
* active subproblem added to the end of the active list. After cloning
|
alpar@1
|
540 |
* the specified subproblem becomes inactive.
|
alpar@1
|
541 |
*
|
alpar@1
|
542 |
* The reference numbers of clone subproblems are stored to locations
|
alpar@1
|
543 |
* ref[1], ..., ref[nnn]. */
|
alpar@1
|
544 |
|
alpar@1
|
545 |
static int get_slot(glp_tree *tree)
|
alpar@1
|
546 |
{ int p;
|
alpar@1
|
547 |
/* if no free slots are available, increase the room */
|
alpar@1
|
548 |
if (tree->avail == 0)
|
alpar@1
|
549 |
{ int nslots = tree->nslots;
|
alpar@1
|
550 |
IOSLOT *save = tree->slot;
|
alpar@1
|
551 |
if (nslots == 0)
|
alpar@1
|
552 |
tree->nslots = 20;
|
alpar@1
|
553 |
else
|
alpar@1
|
554 |
{ tree->nslots = nslots + nslots;
|
alpar@1
|
555 |
xassert(tree->nslots > nslots);
|
alpar@1
|
556 |
}
|
alpar@1
|
557 |
tree->slot = xcalloc(1+tree->nslots, sizeof(IOSLOT));
|
alpar@1
|
558 |
if (save != NULL)
|
alpar@1
|
559 |
{ memcpy(&tree->slot[1], &save[1], nslots * sizeof(IOSLOT));
|
alpar@1
|
560 |
xfree(save);
|
alpar@1
|
561 |
}
|
alpar@1
|
562 |
/* push more free slots into the stack */
|
alpar@1
|
563 |
for (p = tree->nslots; p > nslots; p--)
|
alpar@1
|
564 |
{ tree->slot[p].node = NULL;
|
alpar@1
|
565 |
tree->slot[p].next = tree->avail;
|
alpar@1
|
566 |
tree->avail = p;
|
alpar@1
|
567 |
}
|
alpar@1
|
568 |
}
|
alpar@1
|
569 |
/* pull a free slot from the stack */
|
alpar@1
|
570 |
p = tree->avail;
|
alpar@1
|
571 |
tree->avail = tree->slot[p].next;
|
alpar@1
|
572 |
xassert(tree->slot[p].node == NULL);
|
alpar@1
|
573 |
tree->slot[p].next = 0;
|
alpar@1
|
574 |
return p;
|
alpar@1
|
575 |
}
|
alpar@1
|
576 |
|
alpar@1
|
577 |
static IOSNPD *new_node(glp_tree *tree, IOSNPD *parent)
|
alpar@1
|
578 |
{ IOSNPD *node;
|
alpar@1
|
579 |
int p;
|
alpar@1
|
580 |
/* pull a free slot for the new node */
|
alpar@1
|
581 |
p = get_slot(tree);
|
alpar@1
|
582 |
/* create descriptor of the new subproblem */
|
alpar@1
|
583 |
node = dmp_get_atom(tree->pool, sizeof(IOSNPD));
|
alpar@1
|
584 |
tree->slot[p].node = node;
|
alpar@1
|
585 |
node->p = p;
|
alpar@1
|
586 |
node->up = parent;
|
alpar@1
|
587 |
node->level = (parent == NULL ? 0 : parent->level + 1);
|
alpar@1
|
588 |
node->count = 0;
|
alpar@1
|
589 |
node->b_ptr = NULL;
|
alpar@1
|
590 |
node->s_ptr = NULL;
|
alpar@1
|
591 |
node->r_ptr = NULL;
|
alpar@1
|
592 |
node->solved = 0;
|
alpar@1
|
593 |
#if 0
|
alpar@1
|
594 |
node->own_nn = node->own_nc = 0;
|
alpar@1
|
595 |
node->e_ptr = NULL;
|
alpar@1
|
596 |
#endif
|
alpar@1
|
597 |
#if 1 /* 04/X-2008 */
|
alpar@1
|
598 |
node->lp_obj = (parent == NULL ? (tree->mip->dir == GLP_MIN ?
|
alpar@1
|
599 |
-DBL_MAX : +DBL_MAX) : parent->lp_obj);
|
alpar@1
|
600 |
#endif
|
alpar@1
|
601 |
node->bound = (parent == NULL ? (tree->mip->dir == GLP_MIN ?
|
alpar@1
|
602 |
-DBL_MAX : +DBL_MAX) : parent->bound);
|
alpar@1
|
603 |
node->br_var = 0;
|
alpar@1
|
604 |
node->br_val = 0.0;
|
alpar@1
|
605 |
node->ii_cnt = 0;
|
alpar@1
|
606 |
node->ii_sum = 0.0;
|
alpar@1
|
607 |
#if 1 /* 30/XI-2009 */
|
alpar@1
|
608 |
node->changed = 0;
|
alpar@1
|
609 |
#endif
|
alpar@1
|
610 |
if (tree->parm->cb_size == 0)
|
alpar@1
|
611 |
node->data = NULL;
|
alpar@1
|
612 |
else
|
alpar@1
|
613 |
{ node->data = dmp_get_atom(tree->pool, tree->parm->cb_size);
|
alpar@1
|
614 |
memset(node->data, 0, tree->parm->cb_size);
|
alpar@1
|
615 |
}
|
alpar@1
|
616 |
node->temp = NULL;
|
alpar@1
|
617 |
node->prev = tree->tail;
|
alpar@1
|
618 |
node->next = NULL;
|
alpar@1
|
619 |
/* add the new subproblem to the end of the active list */
|
alpar@1
|
620 |
if (tree->head == NULL)
|
alpar@1
|
621 |
tree->head = node;
|
alpar@1
|
622 |
else
|
alpar@1
|
623 |
tree->tail->next = node;
|
alpar@1
|
624 |
tree->tail = node;
|
alpar@1
|
625 |
tree->a_cnt++;
|
alpar@1
|
626 |
tree->n_cnt++;
|
alpar@1
|
627 |
tree->t_cnt++;
|
alpar@1
|
628 |
/* increase the number of child subproblems */
|
alpar@1
|
629 |
if (parent == NULL)
|
alpar@1
|
630 |
xassert(p == 1);
|
alpar@1
|
631 |
else
|
alpar@1
|
632 |
parent->count++;
|
alpar@1
|
633 |
return node;
|
alpar@1
|
634 |
}
|
alpar@1
|
635 |
|
alpar@1
|
636 |
void ios_clone_node(glp_tree *tree, int p, int nnn, int ref[])
|
alpar@1
|
637 |
{ IOSNPD *node;
|
alpar@1
|
638 |
int k;
|
alpar@1
|
639 |
/* obtain pointer to the subproblem to be cloned */
|
alpar@1
|
640 |
xassert(1 <= p && p <= tree->nslots);
|
alpar@1
|
641 |
node = tree->slot[p].node;
|
alpar@1
|
642 |
xassert(node != NULL);
|
alpar@1
|
643 |
/* the specified subproblem must be active */
|
alpar@1
|
644 |
xassert(node->count == 0);
|
alpar@1
|
645 |
/* and must be in the frozen state */
|
alpar@1
|
646 |
xassert(tree->curr != node);
|
alpar@1
|
647 |
/* remove the specified subproblem from the active list, because
|
alpar@1
|
648 |
it becomes inactive */
|
alpar@1
|
649 |
if (node->prev == NULL)
|
alpar@1
|
650 |
tree->head = node->next;
|
alpar@1
|
651 |
else
|
alpar@1
|
652 |
node->prev->next = node->next;
|
alpar@1
|
653 |
if (node->next == NULL)
|
alpar@1
|
654 |
tree->tail = node->prev;
|
alpar@1
|
655 |
else
|
alpar@1
|
656 |
node->next->prev = node->prev;
|
alpar@1
|
657 |
node->prev = node->next = NULL;
|
alpar@1
|
658 |
tree->a_cnt--;
|
alpar@1
|
659 |
/* create clone subproblems */
|
alpar@1
|
660 |
xassert(nnn > 0);
|
alpar@1
|
661 |
for (k = 1; k <= nnn; k++)
|
alpar@1
|
662 |
ref[k] = new_node(tree, node)->p;
|
alpar@1
|
663 |
return;
|
alpar@1
|
664 |
}
|
alpar@1
|
665 |
|
alpar@1
|
666 |
/***********************************************************************
|
alpar@1
|
667 |
* NAME
|
alpar@1
|
668 |
*
|
alpar@1
|
669 |
* ios_delete_node - delete specified subproblem
|
alpar@1
|
670 |
*
|
alpar@1
|
671 |
* SYNOPSIS
|
alpar@1
|
672 |
*
|
alpar@1
|
673 |
* #include "glpios.h"
|
alpar@1
|
674 |
* void ios_delete_node(glp_tree *tree, int p);
|
alpar@1
|
675 |
*
|
alpar@1
|
676 |
* DESCRIPTION
|
alpar@1
|
677 |
*
|
alpar@1
|
678 |
* The routine ios_delete_node deletes the specified subproblem, whose
|
alpar@1
|
679 |
* reference number is p. The subproblem must be active and must be in
|
alpar@1
|
680 |
* the frozen state (i.e. it must not be the current subproblem).
|
alpar@1
|
681 |
*
|
alpar@1
|
682 |
* Note that deletion is performed recursively, i.e. if a subproblem to
|
alpar@1
|
683 |
* be deleted is the only child of its parent, the parent subproblem is
|
alpar@1
|
684 |
* also deleted, etc. */
|
alpar@1
|
685 |
|
alpar@1
|
686 |
void ios_delete_node(glp_tree *tree, int p)
|
alpar@1
|
687 |
{ IOSNPD *node, *temp;
|
alpar@1
|
688 |
/* obtain pointer to the subproblem to be deleted */
|
alpar@1
|
689 |
xassert(1 <= p && p <= tree->nslots);
|
alpar@1
|
690 |
node = tree->slot[p].node;
|
alpar@1
|
691 |
xassert(node != NULL);
|
alpar@1
|
692 |
/* the specified subproblem must be active */
|
alpar@1
|
693 |
xassert(node->count == 0);
|
alpar@1
|
694 |
/* and must be in the frozen state */
|
alpar@1
|
695 |
xassert(tree->curr != node);
|
alpar@1
|
696 |
/* remove the specified subproblem from the active list, because
|
alpar@1
|
697 |
it is gone from the tree */
|
alpar@1
|
698 |
if (node->prev == NULL)
|
alpar@1
|
699 |
tree->head = node->next;
|
alpar@1
|
700 |
else
|
alpar@1
|
701 |
node->prev->next = node->next;
|
alpar@1
|
702 |
if (node->next == NULL)
|
alpar@1
|
703 |
tree->tail = node->prev;
|
alpar@1
|
704 |
else
|
alpar@1
|
705 |
node->next->prev = node->prev;
|
alpar@1
|
706 |
node->prev = node->next = NULL;
|
alpar@1
|
707 |
tree->a_cnt--;
|
alpar@1
|
708 |
loop: /* recursive deletion starts here */
|
alpar@1
|
709 |
/* delete the bound change list */
|
alpar@1
|
710 |
{ IOSBND *b;
|
alpar@1
|
711 |
while (node->b_ptr != NULL)
|
alpar@1
|
712 |
{ b = node->b_ptr;
|
alpar@1
|
713 |
node->b_ptr = b->next;
|
alpar@1
|
714 |
dmp_free_atom(tree->pool, b, sizeof(IOSBND));
|
alpar@1
|
715 |
}
|
alpar@1
|
716 |
}
|
alpar@1
|
717 |
/* delete the status change list */
|
alpar@1
|
718 |
{ IOSTAT *s;
|
alpar@1
|
719 |
while (node->s_ptr != NULL)
|
alpar@1
|
720 |
{ s = node->s_ptr;
|
alpar@1
|
721 |
node->s_ptr = s->next;
|
alpar@1
|
722 |
dmp_free_atom(tree->pool, s, sizeof(IOSTAT));
|
alpar@1
|
723 |
}
|
alpar@1
|
724 |
}
|
alpar@1
|
725 |
/* delete the row addition list */
|
alpar@1
|
726 |
while (node->r_ptr != NULL)
|
alpar@1
|
727 |
{ IOSROW *r;
|
alpar@1
|
728 |
r = node->r_ptr;
|
alpar@1
|
729 |
if (r->name != NULL)
|
alpar@1
|
730 |
dmp_free_atom(tree->pool, r->name, strlen(r->name)+1);
|
alpar@1
|
731 |
while (r->ptr != NULL)
|
alpar@1
|
732 |
{ IOSAIJ *a;
|
alpar@1
|
733 |
a = r->ptr;
|
alpar@1
|
734 |
r->ptr = a->next;
|
alpar@1
|
735 |
dmp_free_atom(tree->pool, a, sizeof(IOSAIJ));
|
alpar@1
|
736 |
}
|
alpar@1
|
737 |
node->r_ptr = r->next;
|
alpar@1
|
738 |
dmp_free_atom(tree->pool, r, sizeof(IOSROW));
|
alpar@1
|
739 |
}
|
alpar@1
|
740 |
#if 0
|
alpar@1
|
741 |
/* delete the edge addition list */
|
alpar@1
|
742 |
/* delete the clique addition list */
|
alpar@1
|
743 |
/* (not implemented yet) */
|
alpar@1
|
744 |
xassert(node->own_nn == 0);
|
alpar@1
|
745 |
xassert(node->own_nc == 0);
|
alpar@1
|
746 |
xassert(node->e_ptr == NULL);
|
alpar@1
|
747 |
#endif
|
alpar@1
|
748 |
/* free application-specific data */
|
alpar@1
|
749 |
if (tree->parm->cb_size == 0)
|
alpar@1
|
750 |
xassert(node->data == NULL);
|
alpar@1
|
751 |
else
|
alpar@1
|
752 |
dmp_free_atom(tree->pool, node->data, tree->parm->cb_size);
|
alpar@1
|
753 |
/* free the corresponding node slot */
|
alpar@1
|
754 |
p = node->p;
|
alpar@1
|
755 |
xassert(tree->slot[p].node == node);
|
alpar@1
|
756 |
tree->slot[p].node = NULL;
|
alpar@1
|
757 |
tree->slot[p].next = tree->avail;
|
alpar@1
|
758 |
tree->avail = p;
|
alpar@1
|
759 |
/* save pointer to the parent subproblem */
|
alpar@1
|
760 |
temp = node->up;
|
alpar@1
|
761 |
/* delete the subproblem descriptor */
|
alpar@1
|
762 |
dmp_free_atom(tree->pool, node, sizeof(IOSNPD));
|
alpar@1
|
763 |
tree->n_cnt--;
|
alpar@1
|
764 |
/* take pointer to the parent subproblem */
|
alpar@1
|
765 |
node = temp;
|
alpar@1
|
766 |
if (node != NULL)
|
alpar@1
|
767 |
{ /* the parent subproblem exists; decrease the number of its
|
alpar@1
|
768 |
child subproblems */
|
alpar@1
|
769 |
xassert(node->count > 0);
|
alpar@1
|
770 |
node->count--;
|
alpar@1
|
771 |
/* if now the parent subproblem has no childs, it also must be
|
alpar@1
|
772 |
deleted */
|
alpar@1
|
773 |
if (node->count == 0) goto loop;
|
alpar@1
|
774 |
}
|
alpar@1
|
775 |
return;
|
alpar@1
|
776 |
}
|
alpar@1
|
777 |
|
alpar@1
|
778 |
/***********************************************************************
|
alpar@1
|
779 |
* NAME
|
alpar@1
|
780 |
*
|
alpar@1
|
781 |
* ios_delete_tree - delete branch-and-bound tree
|
alpar@1
|
782 |
*
|
alpar@1
|
783 |
* SYNOPSIS
|
alpar@1
|
784 |
*
|
alpar@1
|
785 |
* #include "glpios.h"
|
alpar@1
|
786 |
* void ios_delete_tree(glp_tree *tree);
|
alpar@1
|
787 |
*
|
alpar@1
|
788 |
* DESCRIPTION
|
alpar@1
|
789 |
*
|
alpar@1
|
790 |
* The routine ios_delete_tree deletes the branch-and-bound tree, which
|
alpar@1
|
791 |
* the parameter tree points to, and frees all the memory allocated to
|
alpar@1
|
792 |
* this program object.
|
alpar@1
|
793 |
*
|
alpar@1
|
794 |
* On exit components of the problem object are restored to correspond
|
alpar@1
|
795 |
* to the original MIP passed to the routine ios_create_tree. */
|
alpar@1
|
796 |
|
alpar@1
|
797 |
void ios_delete_tree(glp_tree *tree)
|
alpar@1
|
798 |
{ glp_prob *mip = tree->mip;
|
alpar@1
|
799 |
int i, j;
|
alpar@1
|
800 |
int m = mip->m;
|
alpar@1
|
801 |
int n = mip->n;
|
alpar@1
|
802 |
xassert(mip->tree == tree);
|
alpar@1
|
803 |
/* remove all additional rows */
|
alpar@1
|
804 |
if (m != tree->orig_m)
|
alpar@1
|
805 |
{ int nrs, *num;
|
alpar@1
|
806 |
nrs = m - tree->orig_m;
|
alpar@1
|
807 |
xassert(nrs > 0);
|
alpar@1
|
808 |
num = xcalloc(1+nrs, sizeof(int));
|
alpar@1
|
809 |
for (i = 1; i <= nrs; i++) num[i] = tree->orig_m + i;
|
alpar@1
|
810 |
glp_del_rows(mip, nrs, num);
|
alpar@1
|
811 |
xfree(num);
|
alpar@1
|
812 |
}
|
alpar@1
|
813 |
m = tree->orig_m;
|
alpar@1
|
814 |
/* restore original attributes of rows and columns */
|
alpar@1
|
815 |
xassert(m == tree->orig_m);
|
alpar@1
|
816 |
xassert(n == tree->n);
|
alpar@1
|
817 |
for (i = 1; i <= m; i++)
|
alpar@1
|
818 |
{ glp_set_row_bnds(mip, i, tree->orig_type[i],
|
alpar@1
|
819 |
tree->orig_lb[i], tree->orig_ub[i]);
|
alpar@1
|
820 |
glp_set_row_stat(mip, i, tree->orig_stat[i]);
|
alpar@1
|
821 |
mip->row[i]->prim = tree->orig_prim[i];
|
alpar@1
|
822 |
mip->row[i]->dual = tree->orig_dual[i];
|
alpar@1
|
823 |
}
|
alpar@1
|
824 |
for (j = 1; j <= n; j++)
|
alpar@1
|
825 |
{ glp_set_col_bnds(mip, j, tree->orig_type[m+j],
|
alpar@1
|
826 |
tree->orig_lb[m+j], tree->orig_ub[m+j]);
|
alpar@1
|
827 |
glp_set_col_stat(mip, j, tree->orig_stat[m+j]);
|
alpar@1
|
828 |
mip->col[j]->prim = tree->orig_prim[m+j];
|
alpar@1
|
829 |
mip->col[j]->dual = tree->orig_dual[m+j];
|
alpar@1
|
830 |
}
|
alpar@1
|
831 |
mip->pbs_stat = mip->dbs_stat = GLP_FEAS;
|
alpar@1
|
832 |
mip->obj_val = tree->orig_obj;
|
alpar@1
|
833 |
/* delete the branch-and-bound tree */
|
alpar@1
|
834 |
xassert(tree->local != NULL);
|
alpar@1
|
835 |
ios_delete_pool(tree, tree->local);
|
alpar@1
|
836 |
dmp_delete_pool(tree->pool);
|
alpar@1
|
837 |
xfree(tree->orig_type);
|
alpar@1
|
838 |
xfree(tree->orig_lb);
|
alpar@1
|
839 |
xfree(tree->orig_ub);
|
alpar@1
|
840 |
xfree(tree->orig_stat);
|
alpar@1
|
841 |
xfree(tree->orig_prim);
|
alpar@1
|
842 |
xfree(tree->orig_dual);
|
alpar@1
|
843 |
xfree(tree->slot);
|
alpar@1
|
844 |
if (tree->root_type != NULL) xfree(tree->root_type);
|
alpar@1
|
845 |
if (tree->root_lb != NULL) xfree(tree->root_lb);
|
alpar@1
|
846 |
if (tree->root_ub != NULL) xfree(tree->root_ub);
|
alpar@1
|
847 |
if (tree->root_stat != NULL) xfree(tree->root_stat);
|
alpar@1
|
848 |
xfree(tree->non_int);
|
alpar@1
|
849 |
#if 0
|
alpar@1
|
850 |
xfree(tree->n_ref);
|
alpar@1
|
851 |
xfree(tree->c_ref);
|
alpar@1
|
852 |
xfree(tree->j_ref);
|
alpar@1
|
853 |
#endif
|
alpar@1
|
854 |
if (tree->pcost != NULL) ios_pcost_free(tree);
|
alpar@1
|
855 |
xfree(tree->iwrk);
|
alpar@1
|
856 |
xfree(tree->dwrk);
|
alpar@1
|
857 |
#if 0
|
alpar@1
|
858 |
scg_delete_graph(tree->g);
|
alpar@1
|
859 |
#endif
|
alpar@1
|
860 |
if (tree->pred_type != NULL) xfree(tree->pred_type);
|
alpar@1
|
861 |
if (tree->pred_lb != NULL) xfree(tree->pred_lb);
|
alpar@1
|
862 |
if (tree->pred_ub != NULL) xfree(tree->pred_ub);
|
alpar@1
|
863 |
if (tree->pred_stat != NULL) xfree(tree->pred_stat);
|
alpar@1
|
864 |
#if 0
|
alpar@1
|
865 |
xassert(tree->cut_gen == NULL);
|
alpar@1
|
866 |
#endif
|
alpar@1
|
867 |
xassert(tree->mir_gen == NULL);
|
alpar@1
|
868 |
xassert(tree->clq_gen == NULL);
|
alpar@1
|
869 |
xfree(tree);
|
alpar@1
|
870 |
mip->tree = NULL;
|
alpar@1
|
871 |
return;
|
alpar@1
|
872 |
}
|
alpar@1
|
873 |
|
alpar@1
|
874 |
/***********************************************************************
|
alpar@1
|
875 |
* NAME
|
alpar@1
|
876 |
*
|
alpar@1
|
877 |
* ios_eval_degrad - estimate obj. degrad. for down- and up-branches
|
alpar@1
|
878 |
*
|
alpar@1
|
879 |
* SYNOPSIS
|
alpar@1
|
880 |
*
|
alpar@1
|
881 |
* #include "glpios.h"
|
alpar@1
|
882 |
* void ios_eval_degrad(glp_tree *tree, int j, double *dn, double *up);
|
alpar@1
|
883 |
*
|
alpar@1
|
884 |
* DESCRIPTION
|
alpar@1
|
885 |
*
|
alpar@1
|
886 |
* Given optimal basis to LP relaxation of the current subproblem the
|
alpar@1
|
887 |
* routine ios_eval_degrad performs the dual ratio test to compute the
|
alpar@1
|
888 |
* objective values in the adjacent basis for down- and up-branches,
|
alpar@1
|
889 |
* which are stored in locations *dn and *up, assuming that x[j] is a
|
alpar@1
|
890 |
* variable chosen to branch upon. */
|
alpar@1
|
891 |
|
alpar@1
|
892 |
void ios_eval_degrad(glp_tree *tree, int j, double *dn, double *up)
|
alpar@1
|
893 |
{ glp_prob *mip = tree->mip;
|
alpar@1
|
894 |
int m = mip->m, n = mip->n;
|
alpar@1
|
895 |
int len, kase, k, t, stat;
|
alpar@1
|
896 |
double alfa, beta, gamma, delta, dz;
|
alpar@1
|
897 |
int *ind = tree->iwrk;
|
alpar@1
|
898 |
double *val = tree->dwrk;
|
alpar@1
|
899 |
/* current basis must be optimal */
|
alpar@1
|
900 |
xassert(glp_get_status(mip) == GLP_OPT);
|
alpar@1
|
901 |
/* basis factorization must exist */
|
alpar@1
|
902 |
xassert(glp_bf_exists(mip));
|
alpar@1
|
903 |
/* obtain (fractional) value of x[j] in optimal basic solution
|
alpar@1
|
904 |
to LP relaxation of the current subproblem */
|
alpar@1
|
905 |
xassert(1 <= j && j <= n);
|
alpar@1
|
906 |
beta = mip->col[j]->prim;
|
alpar@1
|
907 |
/* since the value of x[j] is fractional, it is basic; compute
|
alpar@1
|
908 |
corresponding row of the simplex table */
|
alpar@1
|
909 |
len = lpx_eval_tab_row(mip, m+j, ind, val);
|
alpar@1
|
910 |
/* kase < 0 means down-branch; kase > 0 means up-branch */
|
alpar@1
|
911 |
for (kase = -1; kase <= +1; kase += 2)
|
alpar@1
|
912 |
{ /* for down-branch we introduce new upper bound floor(beta)
|
alpar@1
|
913 |
for x[j]; similarly, for up-branch we introduce new lower
|
alpar@1
|
914 |
bound ceil(beta) for x[j]; in the current basis this new
|
alpar@1
|
915 |
upper/lower bound is violated, so in the adjacent basis
|
alpar@1
|
916 |
x[j] will leave the basis and go to its new upper/lower
|
alpar@1
|
917 |
bound; we need to know which non-basic variable x[k] should
|
alpar@1
|
918 |
enter the basis to keep dual feasibility */
|
alpar@1
|
919 |
#if 0 /* 23/XI-2009 */
|
alpar@1
|
920 |
k = lpx_dual_ratio_test(mip, len, ind, val, kase, 1e-7);
|
alpar@1
|
921 |
#else
|
alpar@1
|
922 |
k = lpx_dual_ratio_test(mip, len, ind, val, kase, 1e-9);
|
alpar@1
|
923 |
#endif
|
alpar@1
|
924 |
/* if no variable has been chosen, current basis being primal
|
alpar@1
|
925 |
infeasible due to the new upper/lower bound of x[j] is dual
|
alpar@1
|
926 |
unbounded, therefore, LP relaxation to corresponding branch
|
alpar@1
|
927 |
has no primal feasible solution */
|
alpar@1
|
928 |
if (k == 0)
|
alpar@1
|
929 |
{ if (mip->dir == GLP_MIN)
|
alpar@1
|
930 |
{ if (kase < 0)
|
alpar@1
|
931 |
*dn = +DBL_MAX;
|
alpar@1
|
932 |
else
|
alpar@1
|
933 |
*up = +DBL_MAX;
|
alpar@1
|
934 |
}
|
alpar@1
|
935 |
else if (mip->dir == GLP_MAX)
|
alpar@1
|
936 |
{ if (kase < 0)
|
alpar@1
|
937 |
*dn = -DBL_MAX;
|
alpar@1
|
938 |
else
|
alpar@1
|
939 |
*up = -DBL_MAX;
|
alpar@1
|
940 |
}
|
alpar@1
|
941 |
else
|
alpar@1
|
942 |
xassert(mip != mip);
|
alpar@1
|
943 |
continue;
|
alpar@1
|
944 |
}
|
alpar@1
|
945 |
xassert(1 <= k && k <= m+n);
|
alpar@1
|
946 |
/* row of the simplex table corresponding to specified basic
|
alpar@1
|
947 |
variable x[j] is the following:
|
alpar@1
|
948 |
x[j] = ... + alfa * x[k] + ... ;
|
alpar@1
|
949 |
we need to know influence coefficient, alfa, at non-basic
|
alpar@1
|
950 |
variable x[k] chosen with the dual ratio test */
|
alpar@1
|
951 |
for (t = 1; t <= len; t++)
|
alpar@1
|
952 |
if (ind[t] == k) break;
|
alpar@1
|
953 |
xassert(1 <= t && t <= len);
|
alpar@1
|
954 |
alfa = val[t];
|
alpar@1
|
955 |
/* determine status and reduced cost of variable x[k] */
|
alpar@1
|
956 |
if (k <= m)
|
alpar@1
|
957 |
{ stat = mip->row[k]->stat;
|
alpar@1
|
958 |
gamma = mip->row[k]->dual;
|
alpar@1
|
959 |
}
|
alpar@1
|
960 |
else
|
alpar@1
|
961 |
{ stat = mip->col[k-m]->stat;
|
alpar@1
|
962 |
gamma = mip->col[k-m]->dual;
|
alpar@1
|
963 |
}
|
alpar@1
|
964 |
/* x[k] cannot be basic or fixed non-basic */
|
alpar@1
|
965 |
xassert(stat == GLP_NL || stat == GLP_NU || stat == GLP_NF);
|
alpar@1
|
966 |
/* if the current basis is dual degenerative, some reduced
|
alpar@1
|
967 |
costs, which are close to zero, may have wrong sign due to
|
alpar@1
|
968 |
round-off errors, so correct the sign of gamma */
|
alpar@1
|
969 |
if (mip->dir == GLP_MIN)
|
alpar@1
|
970 |
{ if (stat == GLP_NL && gamma < 0.0 ||
|
alpar@1
|
971 |
stat == GLP_NU && gamma > 0.0 ||
|
alpar@1
|
972 |
stat == GLP_NF) gamma = 0.0;
|
alpar@1
|
973 |
}
|
alpar@1
|
974 |
else if (mip->dir == GLP_MAX)
|
alpar@1
|
975 |
{ if (stat == GLP_NL && gamma > 0.0 ||
|
alpar@1
|
976 |
stat == GLP_NU && gamma < 0.0 ||
|
alpar@1
|
977 |
stat == GLP_NF) gamma = 0.0;
|
alpar@1
|
978 |
}
|
alpar@1
|
979 |
else
|
alpar@1
|
980 |
xassert(mip != mip);
|
alpar@1
|
981 |
/* determine the change of x[j] in the adjacent basis:
|
alpar@1
|
982 |
delta x[j] = new x[j] - old x[j] */
|
alpar@1
|
983 |
delta = (kase < 0 ? floor(beta) : ceil(beta)) - beta;
|
alpar@1
|
984 |
/* compute the change of x[k] in the adjacent basis:
|
alpar@1
|
985 |
delta x[k] = new x[k] - old x[k] = delta x[j] / alfa */
|
alpar@1
|
986 |
delta /= alfa;
|
alpar@1
|
987 |
/* compute the change of the objective in the adjacent basis:
|
alpar@1
|
988 |
delta z = new z - old z = gamma * delta x[k] */
|
alpar@1
|
989 |
dz = gamma * delta;
|
alpar@1
|
990 |
if (mip->dir == GLP_MIN)
|
alpar@1
|
991 |
xassert(dz >= 0.0);
|
alpar@1
|
992 |
else if (mip->dir == GLP_MAX)
|
alpar@1
|
993 |
xassert(dz <= 0.0);
|
alpar@1
|
994 |
else
|
alpar@1
|
995 |
xassert(mip != mip);
|
alpar@1
|
996 |
/* compute the new objective value in the adjacent basis:
|
alpar@1
|
997 |
new z = old z + delta z */
|
alpar@1
|
998 |
if (kase < 0)
|
alpar@1
|
999 |
*dn = mip->obj_val + dz;
|
alpar@1
|
1000 |
else
|
alpar@1
|
1001 |
*up = mip->obj_val + dz;
|
alpar@1
|
1002 |
}
|
alpar@1
|
1003 |
/*xprintf("obj = %g; dn = %g; up = %g\n",
|
alpar@1
|
1004 |
mip->obj_val, *dn, *up);*/
|
alpar@1
|
1005 |
return;
|
alpar@1
|
1006 |
}
|
alpar@1
|
1007 |
|
alpar@1
|
1008 |
/***********************************************************************
|
alpar@1
|
1009 |
* NAME
|
alpar@1
|
1010 |
*
|
alpar@1
|
1011 |
* ios_round_bound - improve local bound by rounding
|
alpar@1
|
1012 |
*
|
alpar@1
|
1013 |
* SYNOPSIS
|
alpar@1
|
1014 |
*
|
alpar@1
|
1015 |
* #include "glpios.h"
|
alpar@1
|
1016 |
* double ios_round_bound(glp_tree *tree, double bound);
|
alpar@1
|
1017 |
*
|
alpar@1
|
1018 |
* RETURNS
|
alpar@1
|
1019 |
*
|
alpar@1
|
1020 |
* For the given local bound for any integer feasible solution to the
|
alpar@1
|
1021 |
* current subproblem the routine ios_round_bound returns an improved
|
alpar@1
|
1022 |
* local bound for the same integer feasible solution.
|
alpar@1
|
1023 |
*
|
alpar@1
|
1024 |
* BACKGROUND
|
alpar@1
|
1025 |
*
|
alpar@1
|
1026 |
* Let the current subproblem has the following objective function:
|
alpar@1
|
1027 |
*
|
alpar@1
|
1028 |
* z = sum c[j] * x[j] + s >= b, (1)
|
alpar@1
|
1029 |
* j in J
|
alpar@1
|
1030 |
*
|
alpar@1
|
1031 |
* where J = {j: c[j] is non-zero and integer, x[j] is integer}, s is
|
alpar@1
|
1032 |
* the sum of terms corresponding to fixed variables, b is an initial
|
alpar@1
|
1033 |
* local bound (minimization).
|
alpar@1
|
1034 |
*
|
alpar@1
|
1035 |
* From (1) it follows that:
|
alpar@1
|
1036 |
*
|
alpar@1
|
1037 |
* d * sum (c[j] / d) * x[j] + s >= b, (2)
|
alpar@1
|
1038 |
* j in J
|
alpar@1
|
1039 |
*
|
alpar@1
|
1040 |
* or, equivalently,
|
alpar@1
|
1041 |
*
|
alpar@1
|
1042 |
* sum (c[j] / d) * x[j] >= (b - s) / d = h, (3)
|
alpar@1
|
1043 |
* j in J
|
alpar@1
|
1044 |
*
|
alpar@1
|
1045 |
* where d = gcd(c[j]). Since the left-hand side of (3) is integer,
|
alpar@1
|
1046 |
* h = (b - s) / d can be rounded up to the nearest integer:
|
alpar@1
|
1047 |
*
|
alpar@1
|
1048 |
* h' = ceil(h) = (b' - s) / d, (4)
|
alpar@1
|
1049 |
*
|
alpar@1
|
1050 |
* that gives an rounded, improved local bound:
|
alpar@1
|
1051 |
*
|
alpar@1
|
1052 |
* b' = d * h' + s. (5)
|
alpar@1
|
1053 |
*
|
alpar@1
|
1054 |
* In case of maximization '>=' in (1) should be replaced by '<=' that
|
alpar@1
|
1055 |
* leads to the following formula:
|
alpar@1
|
1056 |
*
|
alpar@1
|
1057 |
* h' = floor(h) = (b' - s) / d, (6)
|
alpar@1
|
1058 |
*
|
alpar@1
|
1059 |
* which should used in the same way as (4).
|
alpar@1
|
1060 |
*
|
alpar@1
|
1061 |
* NOTE: If b is a valid local bound for a child of the current
|
alpar@1
|
1062 |
* subproblem, b' is also valid for that child subproblem. */
|
alpar@1
|
1063 |
|
alpar@1
|
1064 |
double ios_round_bound(glp_tree *tree, double bound)
|
alpar@1
|
1065 |
{ glp_prob *mip = tree->mip;
|
alpar@1
|
1066 |
int n = mip->n;
|
alpar@1
|
1067 |
int d, j, nn, *c = tree->iwrk;
|
alpar@1
|
1068 |
double s, h;
|
alpar@1
|
1069 |
/* determine c[j] and compute s */
|
alpar@1
|
1070 |
nn = 0, s = mip->c0, d = 0;
|
alpar@1
|
1071 |
for (j = 1; j <= n; j++)
|
alpar@1
|
1072 |
{ GLPCOL *col = mip->col[j];
|
alpar@1
|
1073 |
if (col->coef == 0.0) continue;
|
alpar@1
|
1074 |
if (col->type == GLP_FX)
|
alpar@1
|
1075 |
{ /* fixed variable */
|
alpar@1
|
1076 |
s += col->coef * col->prim;
|
alpar@1
|
1077 |
}
|
alpar@1
|
1078 |
else
|
alpar@1
|
1079 |
{ /* non-fixed variable */
|
alpar@1
|
1080 |
if (col->kind != GLP_IV) goto skip;
|
alpar@1
|
1081 |
if (col->coef != floor(col->coef)) goto skip;
|
alpar@1
|
1082 |
if (fabs(col->coef) <= (double)INT_MAX)
|
alpar@1
|
1083 |
c[++nn] = (int)fabs(col->coef);
|
alpar@1
|
1084 |
else
|
alpar@1
|
1085 |
d = 1;
|
alpar@1
|
1086 |
}
|
alpar@1
|
1087 |
}
|
alpar@1
|
1088 |
/* compute d = gcd(c[1],...c[nn]) */
|
alpar@1
|
1089 |
if (d == 0)
|
alpar@1
|
1090 |
{ if (nn == 0) goto skip;
|
alpar@1
|
1091 |
d = gcdn(nn, c);
|
alpar@1
|
1092 |
}
|
alpar@1
|
1093 |
xassert(d > 0);
|
alpar@1
|
1094 |
/* compute new local bound */
|
alpar@1
|
1095 |
if (mip->dir == GLP_MIN)
|
alpar@1
|
1096 |
{ if (bound != +DBL_MAX)
|
alpar@1
|
1097 |
{ h = (bound - s) / (double)d;
|
alpar@1
|
1098 |
if (h >= floor(h) + 0.001)
|
alpar@1
|
1099 |
{ /* round up */
|
alpar@1
|
1100 |
h = ceil(h);
|
alpar@1
|
1101 |
/*xprintf("d = %d; old = %g; ", d, bound);*/
|
alpar@1
|
1102 |
bound = (double)d * h + s;
|
alpar@1
|
1103 |
/*xprintf("new = %g\n", bound);*/
|
alpar@1
|
1104 |
}
|
alpar@1
|
1105 |
}
|
alpar@1
|
1106 |
}
|
alpar@1
|
1107 |
else if (mip->dir == GLP_MAX)
|
alpar@1
|
1108 |
{ if (bound != -DBL_MAX)
|
alpar@1
|
1109 |
{ h = (bound - s) / (double)d;
|
alpar@1
|
1110 |
if (h <= ceil(h) - 0.001)
|
alpar@1
|
1111 |
{ /* round down */
|
alpar@1
|
1112 |
h = floor(h);
|
alpar@1
|
1113 |
bound = (double)d * h + s;
|
alpar@1
|
1114 |
}
|
alpar@1
|
1115 |
}
|
alpar@1
|
1116 |
}
|
alpar@1
|
1117 |
else
|
alpar@1
|
1118 |
xassert(mip != mip);
|
alpar@1
|
1119 |
skip: return bound;
|
alpar@1
|
1120 |
}
|
alpar@1
|
1121 |
|
alpar@1
|
1122 |
/***********************************************************************
|
alpar@1
|
1123 |
* NAME
|
alpar@1
|
1124 |
*
|
alpar@1
|
1125 |
* ios_is_hopeful - check if subproblem is hopeful
|
alpar@1
|
1126 |
*
|
alpar@1
|
1127 |
* SYNOPSIS
|
alpar@1
|
1128 |
*
|
alpar@1
|
1129 |
* #include "glpios.h"
|
alpar@1
|
1130 |
* int ios_is_hopeful(glp_tree *tree, double bound);
|
alpar@1
|
1131 |
*
|
alpar@1
|
1132 |
* DESCRIPTION
|
alpar@1
|
1133 |
*
|
alpar@1
|
1134 |
* Given the local bound of a subproblem the routine ios_is_hopeful
|
alpar@1
|
1135 |
* checks if the subproblem can have an integer optimal solution which
|
alpar@1
|
1136 |
* is better than the best one currently known.
|
alpar@1
|
1137 |
*
|
alpar@1
|
1138 |
* RETURNS
|
alpar@1
|
1139 |
*
|
alpar@1
|
1140 |
* If the subproblem can have a better integer optimal solution, the
|
alpar@1
|
1141 |
* routine returns non-zero; otherwise, if the corresponding branch can
|
alpar@1
|
1142 |
* be pruned, the routine returns zero. */
|
alpar@1
|
1143 |
|
alpar@1
|
1144 |
int ios_is_hopeful(glp_tree *tree, double bound)
|
alpar@1
|
1145 |
{ glp_prob *mip = tree->mip;
|
alpar@1
|
1146 |
int ret = 1;
|
alpar@1
|
1147 |
double eps;
|
alpar@1
|
1148 |
if (mip->mip_stat == GLP_FEAS)
|
alpar@1
|
1149 |
{ eps = tree->parm->tol_obj * (1.0 + fabs(mip->mip_obj));
|
alpar@1
|
1150 |
switch (mip->dir)
|
alpar@1
|
1151 |
{ case GLP_MIN:
|
alpar@1
|
1152 |
if (bound >= mip->mip_obj - eps) ret = 0;
|
alpar@1
|
1153 |
break;
|
alpar@1
|
1154 |
case GLP_MAX:
|
alpar@1
|
1155 |
if (bound <= mip->mip_obj + eps) ret = 0;
|
alpar@1
|
1156 |
break;
|
alpar@1
|
1157 |
default:
|
alpar@1
|
1158 |
xassert(mip != mip);
|
alpar@1
|
1159 |
}
|
alpar@1
|
1160 |
}
|
alpar@1
|
1161 |
else
|
alpar@1
|
1162 |
{ switch (mip->dir)
|
alpar@1
|
1163 |
{ case GLP_MIN:
|
alpar@1
|
1164 |
if (bound == +DBL_MAX) ret = 0;
|
alpar@1
|
1165 |
break;
|
alpar@1
|
1166 |
case GLP_MAX:
|
alpar@1
|
1167 |
if (bound == -DBL_MAX) ret = 0;
|
alpar@1
|
1168 |
break;
|
alpar@1
|
1169 |
default:
|
alpar@1
|
1170 |
xassert(mip != mip);
|
alpar@1
|
1171 |
}
|
alpar@1
|
1172 |
}
|
alpar@1
|
1173 |
return ret;
|
alpar@1
|
1174 |
}
|
alpar@1
|
1175 |
|
alpar@1
|
1176 |
/***********************************************************************
|
alpar@1
|
1177 |
* NAME
|
alpar@1
|
1178 |
*
|
alpar@1
|
1179 |
* ios_best_node - find active node with best local bound
|
alpar@1
|
1180 |
*
|
alpar@1
|
1181 |
* SYNOPSIS
|
alpar@1
|
1182 |
*
|
alpar@1
|
1183 |
* #include "glpios.h"
|
alpar@1
|
1184 |
* int ios_best_node(glp_tree *tree);
|
alpar@1
|
1185 |
*
|
alpar@1
|
1186 |
* DESCRIPTION
|
alpar@1
|
1187 |
*
|
alpar@1
|
1188 |
* The routine ios_best_node finds an active node whose local bound is
|
alpar@1
|
1189 |
* best among other active nodes.
|
alpar@1
|
1190 |
*
|
alpar@1
|
1191 |
* It is understood that the integer optimal solution of the original
|
alpar@1
|
1192 |
* mip problem cannot be better than the best bound, so the best bound
|
alpar@1
|
1193 |
* is an lower (minimization) or upper (maximization) global bound for
|
alpar@1
|
1194 |
* the original problem.
|
alpar@1
|
1195 |
*
|
alpar@1
|
1196 |
* RETURNS
|
alpar@1
|
1197 |
*
|
alpar@1
|
1198 |
* The routine ios_best_node returns the subproblem reference number
|
alpar@1
|
1199 |
* for the best node. However, if the tree is empty, it returns zero. */
|
alpar@1
|
1200 |
|
alpar@1
|
1201 |
int ios_best_node(glp_tree *tree)
|
alpar@1
|
1202 |
{ IOSNPD *node, *best = NULL;
|
alpar@1
|
1203 |
switch (tree->mip->dir)
|
alpar@1
|
1204 |
{ case GLP_MIN:
|
alpar@1
|
1205 |
/* minimization */
|
alpar@1
|
1206 |
for (node = tree->head; node != NULL; node = node->next)
|
alpar@1
|
1207 |
if (best == NULL || best->bound > node->bound)
|
alpar@1
|
1208 |
best = node;
|
alpar@1
|
1209 |
break;
|
alpar@1
|
1210 |
case GLP_MAX:
|
alpar@1
|
1211 |
/* maximization */
|
alpar@1
|
1212 |
for (node = tree->head; node != NULL; node = node->next)
|
alpar@1
|
1213 |
if (best == NULL || best->bound < node->bound)
|
alpar@1
|
1214 |
best = node;
|
alpar@1
|
1215 |
break;
|
alpar@1
|
1216 |
default:
|
alpar@1
|
1217 |
xassert(tree != tree);
|
alpar@1
|
1218 |
}
|
alpar@1
|
1219 |
return best == NULL ? 0 : best->p;
|
alpar@1
|
1220 |
}
|
alpar@1
|
1221 |
|
alpar@1
|
1222 |
/***********************************************************************
|
alpar@1
|
1223 |
* NAME
|
alpar@1
|
1224 |
*
|
alpar@1
|
1225 |
* ios_relative_gap - compute relative mip gap
|
alpar@1
|
1226 |
*
|
alpar@1
|
1227 |
* SYNOPSIS
|
alpar@1
|
1228 |
*
|
alpar@1
|
1229 |
* #include "glpios.h"
|
alpar@1
|
1230 |
* double ios_relative_gap(glp_tree *tree);
|
alpar@1
|
1231 |
*
|
alpar@1
|
1232 |
* DESCRIPTION
|
alpar@1
|
1233 |
*
|
alpar@1
|
1234 |
* The routine ios_relative_gap computes the relative mip gap using the
|
alpar@1
|
1235 |
* formula:
|
alpar@1
|
1236 |
*
|
alpar@1
|
1237 |
* gap = |best_mip - best_bnd| / (|best_mip| + DBL_EPSILON),
|
alpar@1
|
1238 |
*
|
alpar@1
|
1239 |
* where best_mip is the best integer feasible solution found so far,
|
alpar@1
|
1240 |
* best_bnd is the best (global) bound. If no integer feasible solution
|
alpar@1
|
1241 |
* has been found yet, rel_gap is set to DBL_MAX.
|
alpar@1
|
1242 |
*
|
alpar@1
|
1243 |
* RETURNS
|
alpar@1
|
1244 |
*
|
alpar@1
|
1245 |
* The routine ios_relative_gap returns the relative mip gap. */
|
alpar@1
|
1246 |
|
alpar@1
|
1247 |
double ios_relative_gap(glp_tree *tree)
|
alpar@1
|
1248 |
{ glp_prob *mip = tree->mip;
|
alpar@1
|
1249 |
int p;
|
alpar@1
|
1250 |
double best_mip, best_bnd, gap;
|
alpar@1
|
1251 |
if (mip->mip_stat == GLP_FEAS)
|
alpar@1
|
1252 |
{ best_mip = mip->mip_obj;
|
alpar@1
|
1253 |
p = ios_best_node(tree);
|
alpar@1
|
1254 |
if (p == 0)
|
alpar@1
|
1255 |
{ /* the tree is empty */
|
alpar@1
|
1256 |
gap = 0.0;
|
alpar@1
|
1257 |
}
|
alpar@1
|
1258 |
else
|
alpar@1
|
1259 |
{ best_bnd = tree->slot[p].node->bound;
|
alpar@1
|
1260 |
gap = fabs(best_mip - best_bnd) / (fabs(best_mip) +
|
alpar@1
|
1261 |
DBL_EPSILON);
|
alpar@1
|
1262 |
}
|
alpar@1
|
1263 |
}
|
alpar@1
|
1264 |
else
|
alpar@1
|
1265 |
{ /* no integer feasible solution has been found yet */
|
alpar@1
|
1266 |
gap = DBL_MAX;
|
alpar@1
|
1267 |
}
|
alpar@1
|
1268 |
return gap;
|
alpar@1
|
1269 |
}
|
alpar@1
|
1270 |
|
alpar@1
|
1271 |
/***********************************************************************
|
alpar@1
|
1272 |
* NAME
|
alpar@1
|
1273 |
*
|
alpar@1
|
1274 |
* ios_solve_node - solve LP relaxation of current subproblem
|
alpar@1
|
1275 |
*
|
alpar@1
|
1276 |
* SYNOPSIS
|
alpar@1
|
1277 |
*
|
alpar@1
|
1278 |
* #include "glpios.h"
|
alpar@1
|
1279 |
* int ios_solve_node(glp_tree *tree);
|
alpar@1
|
1280 |
*
|
alpar@1
|
1281 |
* DESCRIPTION
|
alpar@1
|
1282 |
*
|
alpar@1
|
1283 |
* The routine ios_solve_node re-optimizes LP relaxation of the current
|
alpar@1
|
1284 |
* subproblem using the dual simplex method.
|
alpar@1
|
1285 |
*
|
alpar@1
|
1286 |
* RETURNS
|
alpar@1
|
1287 |
*
|
alpar@1
|
1288 |
* The routine returns the code which is reported by glp_simplex. */
|
alpar@1
|
1289 |
|
alpar@1
|
1290 |
int ios_solve_node(glp_tree *tree)
|
alpar@1
|
1291 |
{ glp_prob *mip = tree->mip;
|
alpar@1
|
1292 |
glp_smcp parm;
|
alpar@1
|
1293 |
int ret;
|
alpar@1
|
1294 |
/* the current subproblem must exist */
|
alpar@1
|
1295 |
xassert(tree->curr != NULL);
|
alpar@1
|
1296 |
/* set some control parameters */
|
alpar@1
|
1297 |
glp_init_smcp(&parm);
|
alpar@1
|
1298 |
switch (tree->parm->msg_lev)
|
alpar@1
|
1299 |
{ case GLP_MSG_OFF:
|
alpar@1
|
1300 |
parm.msg_lev = GLP_MSG_OFF; break;
|
alpar@1
|
1301 |
case GLP_MSG_ERR:
|
alpar@1
|
1302 |
parm.msg_lev = GLP_MSG_ERR; break;
|
alpar@1
|
1303 |
case GLP_MSG_ON:
|
alpar@1
|
1304 |
case GLP_MSG_ALL:
|
alpar@1
|
1305 |
parm.msg_lev = GLP_MSG_ON; break;
|
alpar@1
|
1306 |
case GLP_MSG_DBG:
|
alpar@1
|
1307 |
parm.msg_lev = GLP_MSG_ALL; break;
|
alpar@1
|
1308 |
default:
|
alpar@1
|
1309 |
xassert(tree != tree);
|
alpar@1
|
1310 |
}
|
alpar@1
|
1311 |
parm.meth = GLP_DUALP;
|
alpar@1
|
1312 |
if (tree->parm->msg_lev < GLP_MSG_DBG)
|
alpar@1
|
1313 |
parm.out_dly = tree->parm->out_dly;
|
alpar@1
|
1314 |
else
|
alpar@1
|
1315 |
parm.out_dly = 0;
|
alpar@1
|
1316 |
/* if the incumbent objective value is already known, use it to
|
alpar@1
|
1317 |
prematurely terminate the dual simplex search */
|
alpar@1
|
1318 |
if (mip->mip_stat == GLP_FEAS)
|
alpar@1
|
1319 |
{ switch (tree->mip->dir)
|
alpar@1
|
1320 |
{ case GLP_MIN:
|
alpar@1
|
1321 |
parm.obj_ul = mip->mip_obj;
|
alpar@1
|
1322 |
break;
|
alpar@1
|
1323 |
case GLP_MAX:
|
alpar@1
|
1324 |
parm.obj_ll = mip->mip_obj;
|
alpar@1
|
1325 |
break;
|
alpar@1
|
1326 |
default:
|
alpar@1
|
1327 |
xassert(mip != mip);
|
alpar@1
|
1328 |
}
|
alpar@1
|
1329 |
}
|
alpar@1
|
1330 |
/* try to solve/re-optimize the LP relaxation */
|
alpar@1
|
1331 |
ret = glp_simplex(mip, &parm);
|
alpar@1
|
1332 |
tree->curr->solved++;
|
alpar@1
|
1333 |
#if 0
|
alpar@1
|
1334 |
xprintf("ret = %d; status = %d; pbs = %d; dbs = %d; some = %d\n",
|
alpar@1
|
1335 |
ret, glp_get_status(mip), mip->pbs_stat, mip->dbs_stat,
|
alpar@1
|
1336 |
mip->some);
|
alpar@1
|
1337 |
lpx_print_sol(mip, "sol");
|
alpar@1
|
1338 |
#endif
|
alpar@1
|
1339 |
return ret;
|
alpar@1
|
1340 |
}
|
alpar@1
|
1341 |
|
alpar@1
|
1342 |
/**********************************************************************/
|
alpar@1
|
1343 |
|
alpar@1
|
1344 |
IOSPOOL *ios_create_pool(glp_tree *tree)
|
alpar@1
|
1345 |
{ /* create cut pool */
|
alpar@1
|
1346 |
IOSPOOL *pool;
|
alpar@1
|
1347 |
#if 0
|
alpar@1
|
1348 |
pool = dmp_get_atom(tree->pool, sizeof(IOSPOOL));
|
alpar@1
|
1349 |
#else
|
alpar@1
|
1350 |
xassert(tree == tree);
|
alpar@1
|
1351 |
pool = xmalloc(sizeof(IOSPOOL));
|
alpar@1
|
1352 |
#endif
|
alpar@1
|
1353 |
pool->size = 0;
|
alpar@1
|
1354 |
pool->head = pool->tail = NULL;
|
alpar@1
|
1355 |
pool->ord = 0, pool->curr = NULL;
|
alpar@1
|
1356 |
return pool;
|
alpar@1
|
1357 |
}
|
alpar@1
|
1358 |
|
alpar@1
|
1359 |
int ios_add_row(glp_tree *tree, IOSPOOL *pool,
|
alpar@1
|
1360 |
const char *name, int klass, int flags, int len, const int ind[],
|
alpar@1
|
1361 |
const double val[], int type, double rhs)
|
alpar@1
|
1362 |
{ /* add row (constraint) to the cut pool */
|
alpar@1
|
1363 |
IOSCUT *cut;
|
alpar@1
|
1364 |
IOSAIJ *aij;
|
alpar@1
|
1365 |
int k;
|
alpar@1
|
1366 |
xassert(pool != NULL);
|
alpar@1
|
1367 |
cut = dmp_get_atom(tree->pool, sizeof(IOSCUT));
|
alpar@1
|
1368 |
if (name == NULL || name[0] == '\0')
|
alpar@1
|
1369 |
cut->name = NULL;
|
alpar@1
|
1370 |
else
|
alpar@1
|
1371 |
{ for (k = 0; name[k] != '\0'; k++)
|
alpar@1
|
1372 |
{ if (k == 256)
|
alpar@1
|
1373 |
xerror("glp_ios_add_row: cut name too long\n");
|
alpar@1
|
1374 |
if (iscntrl((unsigned char)name[k]))
|
alpar@1
|
1375 |
xerror("glp_ios_add_row: cut name contains invalid chara"
|
alpar@1
|
1376 |
"cter(s)\n");
|
alpar@1
|
1377 |
}
|
alpar@1
|
1378 |
cut->name = dmp_get_atom(tree->pool, strlen(name)+1);
|
alpar@1
|
1379 |
strcpy(cut->name, name);
|
alpar@1
|
1380 |
}
|
alpar@1
|
1381 |
if (!(0 <= klass && klass <= 255))
|
alpar@1
|
1382 |
xerror("glp_ios_add_row: klass = %d; invalid cut class\n",
|
alpar@1
|
1383 |
klass);
|
alpar@1
|
1384 |
cut->klass = (unsigned char)klass;
|
alpar@1
|
1385 |
if (flags != 0)
|
alpar@1
|
1386 |
xerror("glp_ios_add_row: flags = %d; invalid cut flags\n",
|
alpar@1
|
1387 |
flags);
|
alpar@1
|
1388 |
cut->ptr = NULL;
|
alpar@1
|
1389 |
if (!(0 <= len && len <= tree->n))
|
alpar@1
|
1390 |
xerror("glp_ios_add_row: len = %d; invalid cut length\n",
|
alpar@1
|
1391 |
len);
|
alpar@1
|
1392 |
for (k = 1; k <= len; k++)
|
alpar@1
|
1393 |
{ aij = dmp_get_atom(tree->pool, sizeof(IOSAIJ));
|
alpar@1
|
1394 |
if (!(1 <= ind[k] && ind[k] <= tree->n))
|
alpar@1
|
1395 |
xerror("glp_ios_add_row: ind[%d] = %d; column index out of "
|
alpar@1
|
1396 |
"range\n", k, ind[k]);
|
alpar@1
|
1397 |
aij->j = ind[k];
|
alpar@1
|
1398 |
aij->val = val[k];
|
alpar@1
|
1399 |
aij->next = cut->ptr;
|
alpar@1
|
1400 |
cut->ptr = aij;
|
alpar@1
|
1401 |
}
|
alpar@1
|
1402 |
if (!(type == GLP_LO || type == GLP_UP || type == GLP_FX))
|
alpar@1
|
1403 |
xerror("glp_ios_add_row: type = %d; invalid cut type\n",
|
alpar@1
|
1404 |
type);
|
alpar@1
|
1405 |
cut->type = (unsigned char)type;
|
alpar@1
|
1406 |
cut->rhs = rhs;
|
alpar@1
|
1407 |
cut->prev = pool->tail;
|
alpar@1
|
1408 |
cut->next = NULL;
|
alpar@1
|
1409 |
if (cut->prev == NULL)
|
alpar@1
|
1410 |
pool->head = cut;
|
alpar@1
|
1411 |
else
|
alpar@1
|
1412 |
cut->prev->next = cut;
|
alpar@1
|
1413 |
pool->tail = cut;
|
alpar@1
|
1414 |
pool->size++;
|
alpar@1
|
1415 |
return pool->size;
|
alpar@1
|
1416 |
}
|
alpar@1
|
1417 |
|
alpar@1
|
1418 |
IOSCUT *ios_find_row(IOSPOOL *pool, int i)
|
alpar@1
|
1419 |
{ /* find row (constraint) in the cut pool */
|
alpar@1
|
1420 |
/* (smart linear search) */
|
alpar@1
|
1421 |
xassert(pool != NULL);
|
alpar@1
|
1422 |
xassert(1 <= i && i <= pool->size);
|
alpar@1
|
1423 |
if (pool->ord == 0)
|
alpar@1
|
1424 |
{ xassert(pool->curr == NULL);
|
alpar@1
|
1425 |
pool->ord = 1;
|
alpar@1
|
1426 |
pool->curr = pool->head;
|
alpar@1
|
1427 |
}
|
alpar@1
|
1428 |
xassert(pool->curr != NULL);
|
alpar@1
|
1429 |
if (i < pool->ord)
|
alpar@1
|
1430 |
{ if (i < pool->ord - i)
|
alpar@1
|
1431 |
{ pool->ord = 1;
|
alpar@1
|
1432 |
pool->curr = pool->head;
|
alpar@1
|
1433 |
while (pool->ord != i)
|
alpar@1
|
1434 |
{ pool->ord++;
|
alpar@1
|
1435 |
xassert(pool->curr != NULL);
|
alpar@1
|
1436 |
pool->curr = pool->curr->next;
|
alpar@1
|
1437 |
}
|
alpar@1
|
1438 |
}
|
alpar@1
|
1439 |
else
|
alpar@1
|
1440 |
{ while (pool->ord != i)
|
alpar@1
|
1441 |
{ pool->ord--;
|
alpar@1
|
1442 |
xassert(pool->curr != NULL);
|
alpar@1
|
1443 |
pool->curr = pool->curr->prev;
|
alpar@1
|
1444 |
}
|
alpar@1
|
1445 |
}
|
alpar@1
|
1446 |
}
|
alpar@1
|
1447 |
else if (i > pool->ord)
|
alpar@1
|
1448 |
{ if (i - pool->ord < pool->size - i)
|
alpar@1
|
1449 |
{ while (pool->ord != i)
|
alpar@1
|
1450 |
{ pool->ord++;
|
alpar@1
|
1451 |
xassert(pool->curr != NULL);
|
alpar@1
|
1452 |
pool->curr = pool->curr->next;
|
alpar@1
|
1453 |
}
|
alpar@1
|
1454 |
}
|
alpar@1
|
1455 |
else
|
alpar@1
|
1456 |
{ pool->ord = pool->size;
|
alpar@1
|
1457 |
pool->curr = pool->tail;
|
alpar@1
|
1458 |
while (pool->ord != i)
|
alpar@1
|
1459 |
{ pool->ord--;
|
alpar@1
|
1460 |
xassert(pool->curr != NULL);
|
alpar@1
|
1461 |
pool->curr = pool->curr->prev;
|
alpar@1
|
1462 |
}
|
alpar@1
|
1463 |
}
|
alpar@1
|
1464 |
}
|
alpar@1
|
1465 |
xassert(pool->ord == i);
|
alpar@1
|
1466 |
xassert(pool->curr != NULL);
|
alpar@1
|
1467 |
return pool->curr;
|
alpar@1
|
1468 |
}
|
alpar@1
|
1469 |
|
alpar@1
|
1470 |
void ios_del_row(glp_tree *tree, IOSPOOL *pool, int i)
|
alpar@1
|
1471 |
{ /* remove row (constraint) from the cut pool */
|
alpar@1
|
1472 |
IOSCUT *cut;
|
alpar@1
|
1473 |
IOSAIJ *aij;
|
alpar@1
|
1474 |
xassert(pool != NULL);
|
alpar@1
|
1475 |
if (!(1 <= i && i <= pool->size))
|
alpar@1
|
1476 |
xerror("glp_ios_del_row: i = %d; cut number out of range\n",
|
alpar@1
|
1477 |
i);
|
alpar@1
|
1478 |
cut = ios_find_row(pool, i);
|
alpar@1
|
1479 |
xassert(pool->curr == cut);
|
alpar@1
|
1480 |
if (cut->next != NULL)
|
alpar@1
|
1481 |
pool->curr = cut->next;
|
alpar@1
|
1482 |
else if (cut->prev != NULL)
|
alpar@1
|
1483 |
pool->ord--, pool->curr = cut->prev;
|
alpar@1
|
1484 |
else
|
alpar@1
|
1485 |
pool->ord = 0, pool->curr = NULL;
|
alpar@1
|
1486 |
if (cut->name != NULL)
|
alpar@1
|
1487 |
dmp_free_atom(tree->pool, cut->name, strlen(cut->name)+1);
|
alpar@1
|
1488 |
if (cut->prev == NULL)
|
alpar@1
|
1489 |
{ xassert(pool->head == cut);
|
alpar@1
|
1490 |
pool->head = cut->next;
|
alpar@1
|
1491 |
}
|
alpar@1
|
1492 |
else
|
alpar@1
|
1493 |
{ xassert(cut->prev->next == cut);
|
alpar@1
|
1494 |
cut->prev->next = cut->next;
|
alpar@1
|
1495 |
}
|
alpar@1
|
1496 |
if (cut->next == NULL)
|
alpar@1
|
1497 |
{ xassert(pool->tail == cut);
|
alpar@1
|
1498 |
pool->tail = cut->prev;
|
alpar@1
|
1499 |
}
|
alpar@1
|
1500 |
else
|
alpar@1
|
1501 |
{ xassert(cut->next->prev == cut);
|
alpar@1
|
1502 |
cut->next->prev = cut->prev;
|
alpar@1
|
1503 |
}
|
alpar@1
|
1504 |
while (cut->ptr != NULL)
|
alpar@1
|
1505 |
{ aij = cut->ptr;
|
alpar@1
|
1506 |
cut->ptr = aij->next;
|
alpar@1
|
1507 |
dmp_free_atom(tree->pool, aij, sizeof(IOSAIJ));
|
alpar@1
|
1508 |
}
|
alpar@1
|
1509 |
dmp_free_atom(tree->pool, cut, sizeof(IOSCUT));
|
alpar@1
|
1510 |
pool->size--;
|
alpar@1
|
1511 |
return;
|
alpar@1
|
1512 |
}
|
alpar@1
|
1513 |
|
alpar@1
|
1514 |
void ios_clear_pool(glp_tree *tree, IOSPOOL *pool)
|
alpar@1
|
1515 |
{ /* remove all rows (constraints) from the cut pool */
|
alpar@1
|
1516 |
xassert(pool != NULL);
|
alpar@1
|
1517 |
while (pool->head != NULL)
|
alpar@1
|
1518 |
{ IOSCUT *cut = pool->head;
|
alpar@1
|
1519 |
pool->head = cut->next;
|
alpar@1
|
1520 |
if (cut->name != NULL)
|
alpar@1
|
1521 |
dmp_free_atom(tree->pool, cut->name, strlen(cut->name)+1);
|
alpar@1
|
1522 |
while (cut->ptr != NULL)
|
alpar@1
|
1523 |
{ IOSAIJ *aij = cut->ptr;
|
alpar@1
|
1524 |
cut->ptr = aij->next;
|
alpar@1
|
1525 |
dmp_free_atom(tree->pool, aij, sizeof(IOSAIJ));
|
alpar@1
|
1526 |
}
|
alpar@1
|
1527 |
dmp_free_atom(tree->pool, cut, sizeof(IOSCUT));
|
alpar@1
|
1528 |
}
|
alpar@1
|
1529 |
pool->size = 0;
|
alpar@1
|
1530 |
pool->head = pool->tail = NULL;
|
alpar@1
|
1531 |
pool->ord = 0, pool->curr = NULL;
|
alpar@1
|
1532 |
return;
|
alpar@1
|
1533 |
}
|
alpar@1
|
1534 |
|
alpar@1
|
1535 |
void ios_delete_pool(glp_tree *tree, IOSPOOL *pool)
|
alpar@1
|
1536 |
{ /* delete cut pool */
|
alpar@1
|
1537 |
xassert(pool != NULL);
|
alpar@1
|
1538 |
ios_clear_pool(tree, pool);
|
alpar@1
|
1539 |
xfree(pool);
|
alpar@1
|
1540 |
return;
|
alpar@1
|
1541 |
}
|
alpar@1
|
1542 |
|
alpar@1
|
1543 |
/**********************************************************************/
|
alpar@1
|
1544 |
|
alpar@1
|
1545 |
#if 0
|
alpar@1
|
1546 |
static int refer_to_node(glp_tree *tree, int j)
|
alpar@1
|
1547 |
{ /* determine node number corresponding to binary variable x[j] or
|
alpar@1
|
1548 |
its complement */
|
alpar@1
|
1549 |
glp_prob *mip = tree->mip;
|
alpar@1
|
1550 |
int n = mip->n;
|
alpar@1
|
1551 |
int *ref;
|
alpar@1
|
1552 |
if (j > 0)
|
alpar@1
|
1553 |
ref = tree->n_ref;
|
alpar@1
|
1554 |
else
|
alpar@1
|
1555 |
ref = tree->c_ref, j = - j;
|
alpar@1
|
1556 |
xassert(1 <= j && j <= n);
|
alpar@1
|
1557 |
if (ref[j] == 0)
|
alpar@1
|
1558 |
{ /* new node is needed */
|
alpar@1
|
1559 |
SCG *g = tree->g;
|
alpar@1
|
1560 |
int n_max = g->n_max;
|
alpar@1
|
1561 |
ref[j] = scg_add_nodes(g, 1);
|
alpar@1
|
1562 |
if (g->n_max > n_max)
|
alpar@1
|
1563 |
{ int *save = tree->j_ref;
|
alpar@1
|
1564 |
tree->j_ref = xcalloc(1+g->n_max, sizeof(int));
|
alpar@1
|
1565 |
memcpy(&tree->j_ref[1], &save[1], g->n * sizeof(int));
|
alpar@1
|
1566 |
xfree(save);
|
alpar@1
|
1567 |
}
|
alpar@1
|
1568 |
xassert(ref[j] == g->n);
|
alpar@1
|
1569 |
tree->j_ref[ref[j]] = j;
|
alpar@1
|
1570 |
xassert(tree->curr != NULL);
|
alpar@1
|
1571 |
if (tree->curr->level > 0) tree->curr->own_nn++;
|
alpar@1
|
1572 |
}
|
alpar@1
|
1573 |
return ref[j];
|
alpar@1
|
1574 |
}
|
alpar@1
|
1575 |
#endif
|
alpar@1
|
1576 |
|
alpar@1
|
1577 |
#if 0
|
alpar@1
|
1578 |
void ios_add_edge(glp_tree *tree, int j1, int j2)
|
alpar@1
|
1579 |
{ /* add new edge to the conflict graph */
|
alpar@1
|
1580 |
glp_prob *mip = tree->mip;
|
alpar@1
|
1581 |
int n = mip->n;
|
alpar@1
|
1582 |
SCGRIB *e;
|
alpar@1
|
1583 |
int first, i1, i2;
|
alpar@1
|
1584 |
xassert(-n <= j1 && j1 <= +n && j1 != 0);
|
alpar@1
|
1585 |
xassert(-n <= j2 && j2 <= +n && j2 != 0);
|
alpar@1
|
1586 |
xassert(j1 != j2);
|
alpar@1
|
1587 |
/* determine number of the first node, which was added for the
|
alpar@1
|
1588 |
current subproblem */
|
alpar@1
|
1589 |
xassert(tree->curr != NULL);
|
alpar@1
|
1590 |
first = tree->g->n - tree->curr->own_nn + 1;
|
alpar@1
|
1591 |
/* determine node numbers for both endpoints */
|
alpar@1
|
1592 |
i1 = refer_to_node(tree, j1);
|
alpar@1
|
1593 |
i2 = refer_to_node(tree, j2);
|
alpar@1
|
1594 |
/* add edge (i1,i2) to the conflict graph */
|
alpar@1
|
1595 |
e = scg_add_edge(tree->g, i1, i2);
|
alpar@1
|
1596 |
/* if the current subproblem is not the root and both endpoints
|
alpar@1
|
1597 |
were created on some previous levels, save the edge */
|
alpar@1
|
1598 |
if (tree->curr->level > 0 && i1 < first && i2 < first)
|
alpar@1
|
1599 |
{ IOSRIB *rib;
|
alpar@1
|
1600 |
rib = dmp_get_atom(tree->pool, sizeof(IOSRIB));
|
alpar@1
|
1601 |
rib->j1 = j1;
|
alpar@1
|
1602 |
rib->j2 = j2;
|
alpar@1
|
1603 |
rib->e = e;
|
alpar@1
|
1604 |
rib->next = tree->curr->e_ptr;
|
alpar@1
|
1605 |
tree->curr->e_ptr = rib;
|
alpar@1
|
1606 |
}
|
alpar@1
|
1607 |
return;
|
alpar@1
|
1608 |
}
|
alpar@1
|
1609 |
#endif
|
alpar@1
|
1610 |
|
alpar@1
|
1611 |
/* eof */
|