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1 /* glpios01.c */ |
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2 |
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3 /*********************************************************************** |
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4 * This code is part of GLPK (GNU Linear Programming Kit). |
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5 * |
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6 * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, |
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7 * 2009, 2010 Andrew Makhorin, Department for Applied Informatics, |
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8 * Moscow Aviation Institute, Moscow, Russia. All rights reserved. |
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9 * E-mail: <mao@gnu.org>. |
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10 * |
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11 * GLPK is free software: you can redistribute it and/or modify it |
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12 * under the terms of the GNU General Public License as published by |
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13 * the Free Software Foundation, either version 3 of the License, or |
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14 * (at your option) any later version. |
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15 * |
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16 * GLPK is distributed in the hope that it will be useful, but WITHOUT |
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17 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY |
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18 * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public |
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19 * License for more details. |
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20 * |
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21 * You should have received a copy of the GNU General Public License |
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22 * along with GLPK. If not, see <http://www.gnu.org/licenses/>. |
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23 ***********************************************************************/ |
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24 |
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25 #include "glpios.h" |
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26 |
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27 /*********************************************************************** |
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28 * NAME |
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29 * |
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30 * ios_create_tree - create branch-and-bound tree |
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31 * |
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32 * SYNOPSIS |
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33 * |
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34 * #include "glpios.h" |
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35 * glp_tree *ios_create_tree(glp_prob *mip, const glp_iocp *parm); |
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36 * |
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37 * DESCRIPTION |
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38 * |
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39 * The routine ios_create_tree creates the branch-and-bound tree. |
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40 * |
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41 * Being created the tree consists of the only root subproblem whose |
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42 * reference number is 1. Note that initially the root subproblem is in |
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43 * frozen state and therefore needs to be revived. |
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44 * |
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45 * RETURNS |
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46 * |
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47 * The routine returns a pointer to the tree created. */ |
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48 |
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49 static IOSNPD *new_node(glp_tree *tree, IOSNPD *parent); |
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50 |
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51 glp_tree *ios_create_tree(glp_prob *mip, const glp_iocp *parm) |
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52 { int m = mip->m; |
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53 int n = mip->n; |
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54 glp_tree *tree; |
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55 int i, j; |
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56 xassert(mip->tree == NULL); |
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57 mip->tree = tree = xmalloc(sizeof(glp_tree)); |
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58 tree->pool = dmp_create_pool(); |
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59 tree->n = n; |
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60 /* save original problem components */ |
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61 tree->orig_m = m; |
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62 tree->orig_type = xcalloc(1+m+n, sizeof(char)); |
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63 tree->orig_lb = xcalloc(1+m+n, sizeof(double)); |
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64 tree->orig_ub = xcalloc(1+m+n, sizeof(double)); |
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65 tree->orig_stat = xcalloc(1+m+n, sizeof(char)); |
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66 tree->orig_prim = xcalloc(1+m+n, sizeof(double)); |
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67 tree->orig_dual = xcalloc(1+m+n, sizeof(double)); |
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68 for (i = 1; i <= m; i++) |
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69 { GLPROW *row = mip->row[i]; |
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70 tree->orig_type[i] = (char)row->type; |
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71 tree->orig_lb[i] = row->lb; |
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72 tree->orig_ub[i] = row->ub; |
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73 tree->orig_stat[i] = (char)row->stat; |
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74 tree->orig_prim[i] = row->prim; |
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75 tree->orig_dual[i] = row->dual; |
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76 } |
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77 for (j = 1; j <= n; j++) |
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78 { GLPCOL *col = mip->col[j]; |
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79 tree->orig_type[m+j] = (char)col->type; |
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80 tree->orig_lb[m+j] = col->lb; |
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81 tree->orig_ub[m+j] = col->ub; |
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82 tree->orig_stat[m+j] = (char)col->stat; |
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83 tree->orig_prim[m+j] = col->prim; |
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84 tree->orig_dual[m+j] = col->dual; |
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85 } |
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86 tree->orig_obj = mip->obj_val; |
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87 /* initialize the branch-and-bound tree */ |
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88 tree->nslots = 0; |
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89 tree->avail = 0; |
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90 tree->slot = NULL; |
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91 tree->head = tree->tail = NULL; |
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92 tree->a_cnt = tree->n_cnt = tree->t_cnt = 0; |
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93 /* the root subproblem is not solved yet, so its final components |
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94 are unknown so far */ |
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95 tree->root_m = 0; |
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96 tree->root_type = NULL; |
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97 tree->root_lb = tree->root_ub = NULL; |
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98 tree->root_stat = NULL; |
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99 /* the current subproblem does not exist yet */ |
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100 tree->curr = NULL; |
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101 tree->mip = mip; |
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102 /*tree->solved = 0;*/ |
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103 tree->non_int = xcalloc(1+n, sizeof(char)); |
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104 memset(&tree->non_int[1], 0, n); |
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105 /* arrays to save parent subproblem components will be allocated |
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106 later */ |
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107 tree->pred_m = tree->pred_max = 0; |
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108 tree->pred_type = NULL; |
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109 tree->pred_lb = tree->pred_ub = NULL; |
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110 tree->pred_stat = NULL; |
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111 /* cut generator */ |
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112 tree->local = ios_create_pool(tree); |
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113 /*tree->first_attempt = 1;*/ |
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114 /*tree->max_added_cuts = 0;*/ |
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115 /*tree->min_eff = 0.0;*/ |
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116 /*tree->miss = 0;*/ |
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117 /*tree->just_selected = 0;*/ |
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118 tree->mir_gen = NULL; |
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119 tree->clq_gen = NULL; |
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120 /*tree->round = 0;*/ |
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121 #if 0 |
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122 /* create the conflict graph */ |
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123 tree->n_ref = xcalloc(1+n, sizeof(int)); |
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124 memset(&tree->n_ref[1], 0, n * sizeof(int)); |
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125 tree->c_ref = xcalloc(1+n, sizeof(int)); |
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126 memset(&tree->c_ref[1], 0, n * sizeof(int)); |
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127 tree->g = scg_create_graph(0); |
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128 tree->j_ref = xcalloc(1+tree->g->n_max, sizeof(int)); |
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129 #endif |
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130 /* pseudocost branching */ |
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131 tree->pcost = NULL; |
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132 tree->iwrk = xcalloc(1+n, sizeof(int)); |
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133 tree->dwrk = xcalloc(1+n, sizeof(double)); |
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134 /* initialize control parameters */ |
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135 tree->parm = parm; |
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136 tree->tm_beg = xtime(); |
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137 tree->tm_lag = xlset(0); |
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138 tree->sol_cnt = 0; |
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139 /* initialize advanced solver interface */ |
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140 tree->reason = 0; |
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141 tree->reopt = 0; |
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142 tree->reinv = 0; |
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143 tree->br_var = 0; |
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144 tree->br_sel = 0; |
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145 tree->child = 0; |
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146 tree->next_p = 0; |
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147 /*tree->btrack = NULL;*/ |
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148 tree->stop = 0; |
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149 /* create the root subproblem, which initially is identical to |
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150 the original MIP */ |
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151 new_node(tree, NULL); |
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152 return tree; |
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153 } |
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154 |
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155 /*********************************************************************** |
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156 * NAME |
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157 * |
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158 * ios_revive_node - revive specified subproblem |
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159 * |
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160 * SYNOPSIS |
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161 * |
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162 * #include "glpios.h" |
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163 * void ios_revive_node(glp_tree *tree, int p); |
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164 * |
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165 * DESCRIPTION |
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166 * |
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167 * The routine ios_revive_node revives the specified subproblem, whose |
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168 * reference number is p, and thereby makes it the current subproblem. |
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169 * Note that the specified subproblem must be active. Besides, if the |
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170 * current subproblem already exists, it must be frozen before reviving |
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171 * another subproblem. */ |
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172 |
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173 void ios_revive_node(glp_tree *tree, int p) |
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174 { glp_prob *mip = tree->mip; |
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175 IOSNPD *node, *root; |
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176 /* obtain pointer to the specified subproblem */ |
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177 xassert(1 <= p && p <= tree->nslots); |
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178 node = tree->slot[p].node; |
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179 xassert(node != NULL); |
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180 /* the specified subproblem must be active */ |
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181 xassert(node->count == 0); |
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182 /* the current subproblem must not exist */ |
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183 xassert(tree->curr == NULL); |
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184 /* the specified subproblem becomes current */ |
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185 tree->curr = node; |
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186 /*tree->solved = 0;*/ |
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187 /* obtain pointer to the root subproblem */ |
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188 root = tree->slot[1].node; |
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189 xassert(root != NULL); |
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190 /* at this point problem object components correspond to the root |
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191 subproblem, so if the root subproblem should be revived, there |
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192 is nothing more to do */ |
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193 if (node == root) goto done; |
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194 xassert(mip->m == tree->root_m); |
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195 /* build path from the root to the current node */ |
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196 node->temp = NULL; |
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197 for (node = node; node != NULL; node = node->up) |
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198 { if (node->up == NULL) |
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199 xassert(node == root); |
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200 else |
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201 node->up->temp = node; |
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202 } |
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203 /* go down from the root to the current node and make necessary |
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204 changes to restore components of the current subproblem */ |
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205 for (node = root; node != NULL; node = node->temp) |
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206 { int m = mip->m; |
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207 int n = mip->n; |
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208 /* if the current node is reached, the problem object at this |
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209 point corresponds to its parent, so save attributes of rows |
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210 and columns for the parent subproblem */ |
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211 if (node->temp == NULL) |
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212 { int i, j; |
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213 tree->pred_m = m; |
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214 /* allocate/reallocate arrays, if necessary */ |
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215 if (tree->pred_max < m + n) |
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216 { int new_size = m + n + 100; |
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217 if (tree->pred_type != NULL) xfree(tree->pred_type); |
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218 if (tree->pred_lb != NULL) xfree(tree->pred_lb); |
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219 if (tree->pred_ub != NULL) xfree(tree->pred_ub); |
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220 if (tree->pred_stat != NULL) xfree(tree->pred_stat); |
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221 tree->pred_max = new_size; |
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222 tree->pred_type = xcalloc(1+new_size, sizeof(char)); |
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223 tree->pred_lb = xcalloc(1+new_size, sizeof(double)); |
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224 tree->pred_ub = xcalloc(1+new_size, sizeof(double)); |
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225 tree->pred_stat = xcalloc(1+new_size, sizeof(char)); |
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226 } |
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227 /* save row attributes */ |
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228 for (i = 1; i <= m; i++) |
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229 { GLPROW *row = mip->row[i]; |
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230 tree->pred_type[i] = (char)row->type; |
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231 tree->pred_lb[i] = row->lb; |
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232 tree->pred_ub[i] = row->ub; |
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233 tree->pred_stat[i] = (char)row->stat; |
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234 } |
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235 /* save column attributes */ |
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236 for (j = 1; j <= n; j++) |
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237 { GLPCOL *col = mip->col[j]; |
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238 tree->pred_type[mip->m+j] = (char)col->type; |
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239 tree->pred_lb[mip->m+j] = col->lb; |
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240 tree->pred_ub[mip->m+j] = col->ub; |
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241 tree->pred_stat[mip->m+j] = (char)col->stat; |
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242 } |
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243 } |
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244 /* change bounds of rows and columns */ |
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245 { IOSBND *b; |
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246 for (b = node->b_ptr; b != NULL; b = b->next) |
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247 { if (b->k <= m) |
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248 glp_set_row_bnds(mip, b->k, b->type, b->lb, b->ub); |
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249 else |
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250 glp_set_col_bnds(mip, b->k-m, b->type, b->lb, b->ub); |
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251 } |
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252 } |
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253 /* change statuses of rows and columns */ |
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254 { IOSTAT *s; |
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255 for (s = node->s_ptr; s != NULL; s = s->next) |
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256 { if (s->k <= m) |
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257 glp_set_row_stat(mip, s->k, s->stat); |
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258 else |
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259 glp_set_col_stat(mip, s->k-m, s->stat); |
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260 } |
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261 } |
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262 /* add new rows */ |
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263 if (node->r_ptr != NULL) |
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264 { IOSROW *r; |
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265 IOSAIJ *a; |
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266 int i, len, *ind; |
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267 double *val; |
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268 ind = xcalloc(1+n, sizeof(int)); |
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269 val = xcalloc(1+n, sizeof(double)); |
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270 for (r = node->r_ptr; r != NULL; r = r->next) |
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271 { i = glp_add_rows(mip, 1); |
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272 glp_set_row_name(mip, i, r->name); |
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273 #if 1 /* 20/IX-2008 */ |
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274 xassert(mip->row[i]->level == 0); |
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275 mip->row[i]->level = node->level; |
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276 mip->row[i]->origin = r->origin; |
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277 mip->row[i]->klass = r->klass; |
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278 #endif |
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279 glp_set_row_bnds(mip, i, r->type, r->lb, r->ub); |
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280 len = 0; |
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281 for (a = r->ptr; a != NULL; a = a->next) |
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282 len++, ind[len] = a->j, val[len] = a->val; |
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283 glp_set_mat_row(mip, i, len, ind, val); |
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284 glp_set_rii(mip, i, r->rii); |
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285 glp_set_row_stat(mip, i, r->stat); |
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286 } |
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287 xfree(ind); |
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288 xfree(val); |
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289 } |
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290 #if 0 |
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291 /* add new edges to the conflict graph */ |
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292 /* add new cliques to the conflict graph */ |
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293 /* (not implemented yet) */ |
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294 xassert(node->own_nn == 0); |
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295 xassert(node->own_nc == 0); |
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296 xassert(node->e_ptr == NULL); |
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297 #endif |
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298 } |
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299 /* the specified subproblem has been revived */ |
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300 node = tree->curr; |
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301 /* delete its bound change list */ |
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302 while (node->b_ptr != NULL) |
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303 { IOSBND *b; |
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304 b = node->b_ptr; |
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305 node->b_ptr = b->next; |
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306 dmp_free_atom(tree->pool, b, sizeof(IOSBND)); |
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307 } |
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308 /* delete its status change list */ |
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309 while (node->s_ptr != NULL) |
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310 { IOSTAT *s; |
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311 s = node->s_ptr; |
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312 node->s_ptr = s->next; |
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313 dmp_free_atom(tree->pool, s, sizeof(IOSTAT)); |
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314 } |
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315 #if 1 /* 20/XI-2009 */ |
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316 /* delete its row addition list (additional rows may appear, for |
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317 example, due to branching on GUB constraints */ |
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318 while (node->r_ptr != NULL) |
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319 { IOSROW *r; |
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320 r = node->r_ptr; |
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321 node->r_ptr = r->next; |
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322 xassert(r->name == NULL); |
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323 while (r->ptr != NULL) |
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324 { IOSAIJ *a; |
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325 a = r->ptr; |
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326 r->ptr = a->next; |
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327 dmp_free_atom(tree->pool, a, sizeof(IOSAIJ)); |
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328 } |
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329 dmp_free_atom(tree->pool, r, sizeof(IOSROW)); |
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330 } |
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331 #endif |
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332 done: return; |
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333 } |
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334 |
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335 /*********************************************************************** |
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336 * NAME |
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337 * |
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338 * ios_freeze_node - freeze current subproblem |
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339 * |
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340 * SYNOPSIS |
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341 * |
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342 * #include "glpios.h" |
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343 * void ios_freeze_node(glp_tree *tree); |
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344 * |
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345 * DESCRIPTION |
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346 * |
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347 * The routine ios_freeze_node freezes the current subproblem. */ |
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348 |
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349 void ios_freeze_node(glp_tree *tree) |
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350 { glp_prob *mip = tree->mip; |
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351 int m = mip->m; |
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352 int n = mip->n; |
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353 IOSNPD *node; |
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354 /* obtain pointer to the current subproblem */ |
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355 node = tree->curr; |
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356 xassert(node != NULL); |
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357 if (node->up == NULL) |
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358 { /* freeze the root subproblem */ |
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359 int k; |
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360 xassert(node->p == 1); |
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361 xassert(tree->root_m == 0); |
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362 xassert(tree->root_type == NULL); |
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363 xassert(tree->root_lb == NULL); |
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364 xassert(tree->root_ub == NULL); |
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365 xassert(tree->root_stat == NULL); |
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366 tree->root_m = m; |
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367 tree->root_type = xcalloc(1+m+n, sizeof(char)); |
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368 tree->root_lb = xcalloc(1+m+n, sizeof(double)); |
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369 tree->root_ub = xcalloc(1+m+n, sizeof(double)); |
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370 tree->root_stat = xcalloc(1+m+n, sizeof(char)); |
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371 for (k = 1; k <= m+n; k++) |
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372 { if (k <= m) |
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373 { GLPROW *row = mip->row[k]; |
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374 tree->root_type[k] = (char)row->type; |
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375 tree->root_lb[k] = row->lb; |
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376 tree->root_ub[k] = row->ub; |
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377 tree->root_stat[k] = (char)row->stat; |
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378 } |
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379 else |
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380 { GLPCOL *col = mip->col[k-m]; |
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381 tree->root_type[k] = (char)col->type; |
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382 tree->root_lb[k] = col->lb; |
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383 tree->root_ub[k] = col->ub; |
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384 tree->root_stat[k] = (char)col->stat; |
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385 } |
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386 } |
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387 } |
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388 else |
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389 { /* freeze non-root subproblem */ |
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390 int root_m = tree->root_m; |
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391 int pred_m = tree->pred_m; |
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392 int i, j, k; |
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393 xassert(pred_m <= m); |
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394 /* build change lists for rows and columns which exist in the |
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395 parent subproblem */ |
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396 xassert(node->b_ptr == NULL); |
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397 xassert(node->s_ptr == NULL); |
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398 for (k = 1; k <= pred_m + n; k++) |
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399 { int pred_type, pred_stat, type, stat; |
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400 double pred_lb, pred_ub, lb, ub; |
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401 /* determine attributes in the parent subproblem */ |
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402 pred_type = tree->pred_type[k]; |
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403 pred_lb = tree->pred_lb[k]; |
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404 pred_ub = tree->pred_ub[k]; |
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405 pred_stat = tree->pred_stat[k]; |
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406 /* determine attributes in the current subproblem */ |
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407 if (k <= pred_m) |
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408 { GLPROW *row = mip->row[k]; |
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409 type = row->type; |
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410 lb = row->lb; |
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411 ub = row->ub; |
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412 stat = row->stat; |
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413 } |
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414 else |
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415 { GLPCOL *col = mip->col[k - pred_m]; |
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416 type = col->type; |
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417 lb = col->lb; |
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418 ub = col->ub; |
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419 stat = col->stat; |
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420 } |
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421 /* save type and bounds of a row/column, if changed */ |
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422 if (!(pred_type == type && pred_lb == lb && pred_ub == ub)) |
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423 { IOSBND *b; |
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424 b = dmp_get_atom(tree->pool, sizeof(IOSBND)); |
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425 b->k = k; |
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426 b->type = (unsigned char)type; |
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427 b->lb = lb; |
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428 b->ub = ub; |
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429 b->next = node->b_ptr; |
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430 node->b_ptr = b; |
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431 } |
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432 /* save status of a row/column, if changed */ |
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433 if (pred_stat != stat) |
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434 { IOSTAT *s; |
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435 s = dmp_get_atom(tree->pool, sizeof(IOSTAT)); |
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436 s->k = k; |
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437 s->stat = (unsigned char)stat; |
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438 s->next = node->s_ptr; |
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439 node->s_ptr = s; |
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440 } |
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441 } |
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442 /* save new rows added to the current subproblem */ |
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443 xassert(node->r_ptr == NULL); |
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444 if (pred_m < m) |
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445 { int i, len, *ind; |
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446 double *val; |
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447 ind = xcalloc(1+n, sizeof(int)); |
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448 val = xcalloc(1+n, sizeof(double)); |
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449 for (i = m; i > pred_m; i--) |
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450 { GLPROW *row = mip->row[i]; |
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451 IOSROW *r; |
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452 const char *name; |
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453 r = dmp_get_atom(tree->pool, sizeof(IOSROW)); |
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454 name = glp_get_row_name(mip, i); |
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455 if (name == NULL) |
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456 r->name = NULL; |
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457 else |
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458 { r->name = dmp_get_atom(tree->pool, strlen(name)+1); |
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459 strcpy(r->name, name); |
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460 } |
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461 #if 1 /* 20/IX-2008 */ |
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462 r->origin = row->origin; |
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463 r->klass = row->klass; |
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464 #endif |
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465 r->type = (unsigned char)row->type; |
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466 r->lb = row->lb; |
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467 r->ub = row->ub; |
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468 r->ptr = NULL; |
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469 len = glp_get_mat_row(mip, i, ind, val); |
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470 for (k = 1; k <= len; k++) |
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471 { IOSAIJ *a; |
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472 a = dmp_get_atom(tree->pool, sizeof(IOSAIJ)); |
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473 a->j = ind[k]; |
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474 a->val = val[k]; |
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475 a->next = r->ptr; |
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476 r->ptr = a; |
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477 } |
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478 r->rii = row->rii; |
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479 r->stat = (unsigned char)row->stat; |
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480 r->next = node->r_ptr; |
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481 node->r_ptr = r; |
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482 } |
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483 xfree(ind); |
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484 xfree(val); |
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485 } |
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486 /* remove all rows missing in the root subproblem */ |
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487 if (m != root_m) |
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488 { int nrs, *num; |
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489 nrs = m - root_m; |
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490 xassert(nrs > 0); |
|
491 num = xcalloc(1+nrs, sizeof(int)); |
|
492 for (i = 1; i <= nrs; i++) num[i] = root_m + i; |
|
493 glp_del_rows(mip, nrs, num); |
|
494 xfree(num); |
|
495 } |
|
496 m = mip->m; |
|
497 /* and restore attributes of all rows and columns for the root |
|
498 subproblem */ |
|
499 xassert(m == root_m); |
|
500 for (i = 1; i <= m; i++) |
|
501 { glp_set_row_bnds(mip, i, tree->root_type[i], |
|
502 tree->root_lb[i], tree->root_ub[i]); |
|
503 glp_set_row_stat(mip, i, tree->root_stat[i]); |
|
504 } |
|
505 for (j = 1; j <= n; j++) |
|
506 { glp_set_col_bnds(mip, j, tree->root_type[m+j], |
|
507 tree->root_lb[m+j], tree->root_ub[m+j]); |
|
508 glp_set_col_stat(mip, j, tree->root_stat[m+j]); |
|
509 } |
|
510 #if 1 |
|
511 /* remove all edges and cliques missing in the conflict graph |
|
512 for the root subproblem */ |
|
513 /* (not implemented yet) */ |
|
514 #endif |
|
515 } |
|
516 /* the current subproblem has been frozen */ |
|
517 tree->curr = NULL; |
|
518 return; |
|
519 } |
|
520 |
|
521 /*********************************************************************** |
|
522 * NAME |
|
523 * |
|
524 * ios_clone_node - clone specified subproblem |
|
525 * |
|
526 * SYNOPSIS |
|
527 * |
|
528 * #include "glpios.h" |
|
529 * void ios_clone_node(glp_tree *tree, int p, int nnn, int ref[]); |
|
530 * |
|
531 * DESCRIPTION |
|
532 * |
|
533 * The routine ios_clone_node clones the specified subproblem, whose |
|
534 * reference number is p, creating its nnn exact copies. Note that the |
|
535 * specified subproblem must be active and must be in the frozen state |
|
536 * (i.e. it must not be the current subproblem). |
|
537 * |
|
538 * Each clone, an exact copy of the specified subproblem, becomes a new |
|
539 * active subproblem added to the end of the active list. After cloning |
|
540 * the specified subproblem becomes inactive. |
|
541 * |
|
542 * The reference numbers of clone subproblems are stored to locations |
|
543 * ref[1], ..., ref[nnn]. */ |
|
544 |
|
545 static int get_slot(glp_tree *tree) |
|
546 { int p; |
|
547 /* if no free slots are available, increase the room */ |
|
548 if (tree->avail == 0) |
|
549 { int nslots = tree->nslots; |
|
550 IOSLOT *save = tree->slot; |
|
551 if (nslots == 0) |
|
552 tree->nslots = 20; |
|
553 else |
|
554 { tree->nslots = nslots + nslots; |
|
555 xassert(tree->nslots > nslots); |
|
556 } |
|
557 tree->slot = xcalloc(1+tree->nslots, sizeof(IOSLOT)); |
|
558 if (save != NULL) |
|
559 { memcpy(&tree->slot[1], &save[1], nslots * sizeof(IOSLOT)); |
|
560 xfree(save); |
|
561 } |
|
562 /* push more free slots into the stack */ |
|
563 for (p = tree->nslots; p > nslots; p--) |
|
564 { tree->slot[p].node = NULL; |
|
565 tree->slot[p].next = tree->avail; |
|
566 tree->avail = p; |
|
567 } |
|
568 } |
|
569 /* pull a free slot from the stack */ |
|
570 p = tree->avail; |
|
571 tree->avail = tree->slot[p].next; |
|
572 xassert(tree->slot[p].node == NULL); |
|
573 tree->slot[p].next = 0; |
|
574 return p; |
|
575 } |
|
576 |
|
577 static IOSNPD *new_node(glp_tree *tree, IOSNPD *parent) |
|
578 { IOSNPD *node; |
|
579 int p; |
|
580 /* pull a free slot for the new node */ |
|
581 p = get_slot(tree); |
|
582 /* create descriptor of the new subproblem */ |
|
583 node = dmp_get_atom(tree->pool, sizeof(IOSNPD)); |
|
584 tree->slot[p].node = node; |
|
585 node->p = p; |
|
586 node->up = parent; |
|
587 node->level = (parent == NULL ? 0 : parent->level + 1); |
|
588 node->count = 0; |
|
589 node->b_ptr = NULL; |
|
590 node->s_ptr = NULL; |
|
591 node->r_ptr = NULL; |
|
592 node->solved = 0; |
|
593 #if 0 |
|
594 node->own_nn = node->own_nc = 0; |
|
595 node->e_ptr = NULL; |
|
596 #endif |
|
597 #if 1 /* 04/X-2008 */ |
|
598 node->lp_obj = (parent == NULL ? (tree->mip->dir == GLP_MIN ? |
|
599 -DBL_MAX : +DBL_MAX) : parent->lp_obj); |
|
600 #endif |
|
601 node->bound = (parent == NULL ? (tree->mip->dir == GLP_MIN ? |
|
602 -DBL_MAX : +DBL_MAX) : parent->bound); |
|
603 node->br_var = 0; |
|
604 node->br_val = 0.0; |
|
605 node->ii_cnt = 0; |
|
606 node->ii_sum = 0.0; |
|
607 #if 1 /* 30/XI-2009 */ |
|
608 node->changed = 0; |
|
609 #endif |
|
610 if (tree->parm->cb_size == 0) |
|
611 node->data = NULL; |
|
612 else |
|
613 { node->data = dmp_get_atom(tree->pool, tree->parm->cb_size); |
|
614 memset(node->data, 0, tree->parm->cb_size); |
|
615 } |
|
616 node->temp = NULL; |
|
617 node->prev = tree->tail; |
|
618 node->next = NULL; |
|
619 /* add the new subproblem to the end of the active list */ |
|
620 if (tree->head == NULL) |
|
621 tree->head = node; |
|
622 else |
|
623 tree->tail->next = node; |
|
624 tree->tail = node; |
|
625 tree->a_cnt++; |
|
626 tree->n_cnt++; |
|
627 tree->t_cnt++; |
|
628 /* increase the number of child subproblems */ |
|
629 if (parent == NULL) |
|
630 xassert(p == 1); |
|
631 else |
|
632 parent->count++; |
|
633 return node; |
|
634 } |
|
635 |
|
636 void ios_clone_node(glp_tree *tree, int p, int nnn, int ref[]) |
|
637 { IOSNPD *node; |
|
638 int k; |
|
639 /* obtain pointer to the subproblem to be cloned */ |
|
640 xassert(1 <= p && p <= tree->nslots); |
|
641 node = tree->slot[p].node; |
|
642 xassert(node != NULL); |
|
643 /* the specified subproblem must be active */ |
|
644 xassert(node->count == 0); |
|
645 /* and must be in the frozen state */ |
|
646 xassert(tree->curr != node); |
|
647 /* remove the specified subproblem from the active list, because |
|
648 it becomes inactive */ |
|
649 if (node->prev == NULL) |
|
650 tree->head = node->next; |
|
651 else |
|
652 node->prev->next = node->next; |
|
653 if (node->next == NULL) |
|
654 tree->tail = node->prev; |
|
655 else |
|
656 node->next->prev = node->prev; |
|
657 node->prev = node->next = NULL; |
|
658 tree->a_cnt--; |
|
659 /* create clone subproblems */ |
|
660 xassert(nnn > 0); |
|
661 for (k = 1; k <= nnn; k++) |
|
662 ref[k] = new_node(tree, node)->p; |
|
663 return; |
|
664 } |
|
665 |
|
666 /*********************************************************************** |
|
667 * NAME |
|
668 * |
|
669 * ios_delete_node - delete specified subproblem |
|
670 * |
|
671 * SYNOPSIS |
|
672 * |
|
673 * #include "glpios.h" |
|
674 * void ios_delete_node(glp_tree *tree, int p); |
|
675 * |
|
676 * DESCRIPTION |
|
677 * |
|
678 * The routine ios_delete_node deletes the specified subproblem, whose |
|
679 * reference number is p. The subproblem must be active and must be in |
|
680 * the frozen state (i.e. it must not be the current subproblem). |
|
681 * |
|
682 * Note that deletion is performed recursively, i.e. if a subproblem to |
|
683 * be deleted is the only child of its parent, the parent subproblem is |
|
684 * also deleted, etc. */ |
|
685 |
|
686 void ios_delete_node(glp_tree *tree, int p) |
|
687 { IOSNPD *node, *temp; |
|
688 /* obtain pointer to the subproblem to be deleted */ |
|
689 xassert(1 <= p && p <= tree->nslots); |
|
690 node = tree->slot[p].node; |
|
691 xassert(node != NULL); |
|
692 /* the specified subproblem must be active */ |
|
693 xassert(node->count == 0); |
|
694 /* and must be in the frozen state */ |
|
695 xassert(tree->curr != node); |
|
696 /* remove the specified subproblem from the active list, because |
|
697 it is gone from the tree */ |
|
698 if (node->prev == NULL) |
|
699 tree->head = node->next; |
|
700 else |
|
701 node->prev->next = node->next; |
|
702 if (node->next == NULL) |
|
703 tree->tail = node->prev; |
|
704 else |
|
705 node->next->prev = node->prev; |
|
706 node->prev = node->next = NULL; |
|
707 tree->a_cnt--; |
|
708 loop: /* recursive deletion starts here */ |
|
709 /* delete the bound change list */ |
|
710 { IOSBND *b; |
|
711 while (node->b_ptr != NULL) |
|
712 { b = node->b_ptr; |
|
713 node->b_ptr = b->next; |
|
714 dmp_free_atom(tree->pool, b, sizeof(IOSBND)); |
|
715 } |
|
716 } |
|
717 /* delete the status change list */ |
|
718 { IOSTAT *s; |
|
719 while (node->s_ptr != NULL) |
|
720 { s = node->s_ptr; |
|
721 node->s_ptr = s->next; |
|
722 dmp_free_atom(tree->pool, s, sizeof(IOSTAT)); |
|
723 } |
|
724 } |
|
725 /* delete the row addition list */ |
|
726 while (node->r_ptr != NULL) |
|
727 { IOSROW *r; |
|
728 r = node->r_ptr; |
|
729 if (r->name != NULL) |
|
730 dmp_free_atom(tree->pool, r->name, strlen(r->name)+1); |
|
731 while (r->ptr != NULL) |
|
732 { IOSAIJ *a; |
|
733 a = r->ptr; |
|
734 r->ptr = a->next; |
|
735 dmp_free_atom(tree->pool, a, sizeof(IOSAIJ)); |
|
736 } |
|
737 node->r_ptr = r->next; |
|
738 dmp_free_atom(tree->pool, r, sizeof(IOSROW)); |
|
739 } |
|
740 #if 0 |
|
741 /* delete the edge addition list */ |
|
742 /* delete the clique addition list */ |
|
743 /* (not implemented yet) */ |
|
744 xassert(node->own_nn == 0); |
|
745 xassert(node->own_nc == 0); |
|
746 xassert(node->e_ptr == NULL); |
|
747 #endif |
|
748 /* free application-specific data */ |
|
749 if (tree->parm->cb_size == 0) |
|
750 xassert(node->data == NULL); |
|
751 else |
|
752 dmp_free_atom(tree->pool, node->data, tree->parm->cb_size); |
|
753 /* free the corresponding node slot */ |
|
754 p = node->p; |
|
755 xassert(tree->slot[p].node == node); |
|
756 tree->slot[p].node = NULL; |
|
757 tree->slot[p].next = tree->avail; |
|
758 tree->avail = p; |
|
759 /* save pointer to the parent subproblem */ |
|
760 temp = node->up; |
|
761 /* delete the subproblem descriptor */ |
|
762 dmp_free_atom(tree->pool, node, sizeof(IOSNPD)); |
|
763 tree->n_cnt--; |
|
764 /* take pointer to the parent subproblem */ |
|
765 node = temp; |
|
766 if (node != NULL) |
|
767 { /* the parent subproblem exists; decrease the number of its |
|
768 child subproblems */ |
|
769 xassert(node->count > 0); |
|
770 node->count--; |
|
771 /* if now the parent subproblem has no childs, it also must be |
|
772 deleted */ |
|
773 if (node->count == 0) goto loop; |
|
774 } |
|
775 return; |
|
776 } |
|
777 |
|
778 /*********************************************************************** |
|
779 * NAME |
|
780 * |
|
781 * ios_delete_tree - delete branch-and-bound tree |
|
782 * |
|
783 * SYNOPSIS |
|
784 * |
|
785 * #include "glpios.h" |
|
786 * void ios_delete_tree(glp_tree *tree); |
|
787 * |
|
788 * DESCRIPTION |
|
789 * |
|
790 * The routine ios_delete_tree deletes the branch-and-bound tree, which |
|
791 * the parameter tree points to, and frees all the memory allocated to |
|
792 * this program object. |
|
793 * |
|
794 * On exit components of the problem object are restored to correspond |
|
795 * to the original MIP passed to the routine ios_create_tree. */ |
|
796 |
|
797 void ios_delete_tree(glp_tree *tree) |
|
798 { glp_prob *mip = tree->mip; |
|
799 int i, j; |
|
800 int m = mip->m; |
|
801 int n = mip->n; |
|
802 xassert(mip->tree == tree); |
|
803 /* remove all additional rows */ |
|
804 if (m != tree->orig_m) |
|
805 { int nrs, *num; |
|
806 nrs = m - tree->orig_m; |
|
807 xassert(nrs > 0); |
|
808 num = xcalloc(1+nrs, sizeof(int)); |
|
809 for (i = 1; i <= nrs; i++) num[i] = tree->orig_m + i; |
|
810 glp_del_rows(mip, nrs, num); |
|
811 xfree(num); |
|
812 } |
|
813 m = tree->orig_m; |
|
814 /* restore original attributes of rows and columns */ |
|
815 xassert(m == tree->orig_m); |
|
816 xassert(n == tree->n); |
|
817 for (i = 1; i <= m; i++) |
|
818 { glp_set_row_bnds(mip, i, tree->orig_type[i], |
|
819 tree->orig_lb[i], tree->orig_ub[i]); |
|
820 glp_set_row_stat(mip, i, tree->orig_stat[i]); |
|
821 mip->row[i]->prim = tree->orig_prim[i]; |
|
822 mip->row[i]->dual = tree->orig_dual[i]; |
|
823 } |
|
824 for (j = 1; j <= n; j++) |
|
825 { glp_set_col_bnds(mip, j, tree->orig_type[m+j], |
|
826 tree->orig_lb[m+j], tree->orig_ub[m+j]); |
|
827 glp_set_col_stat(mip, j, tree->orig_stat[m+j]); |
|
828 mip->col[j]->prim = tree->orig_prim[m+j]; |
|
829 mip->col[j]->dual = tree->orig_dual[m+j]; |
|
830 } |
|
831 mip->pbs_stat = mip->dbs_stat = GLP_FEAS; |
|
832 mip->obj_val = tree->orig_obj; |
|
833 /* delete the branch-and-bound tree */ |
|
834 xassert(tree->local != NULL); |
|
835 ios_delete_pool(tree, tree->local); |
|
836 dmp_delete_pool(tree->pool); |
|
837 xfree(tree->orig_type); |
|
838 xfree(tree->orig_lb); |
|
839 xfree(tree->orig_ub); |
|
840 xfree(tree->orig_stat); |
|
841 xfree(tree->orig_prim); |
|
842 xfree(tree->orig_dual); |
|
843 xfree(tree->slot); |
|
844 if (tree->root_type != NULL) xfree(tree->root_type); |
|
845 if (tree->root_lb != NULL) xfree(tree->root_lb); |
|
846 if (tree->root_ub != NULL) xfree(tree->root_ub); |
|
847 if (tree->root_stat != NULL) xfree(tree->root_stat); |
|
848 xfree(tree->non_int); |
|
849 #if 0 |
|
850 xfree(tree->n_ref); |
|
851 xfree(tree->c_ref); |
|
852 xfree(tree->j_ref); |
|
853 #endif |
|
854 if (tree->pcost != NULL) ios_pcost_free(tree); |
|
855 xfree(tree->iwrk); |
|
856 xfree(tree->dwrk); |
|
857 #if 0 |
|
858 scg_delete_graph(tree->g); |
|
859 #endif |
|
860 if (tree->pred_type != NULL) xfree(tree->pred_type); |
|
861 if (tree->pred_lb != NULL) xfree(tree->pred_lb); |
|
862 if (tree->pred_ub != NULL) xfree(tree->pred_ub); |
|
863 if (tree->pred_stat != NULL) xfree(tree->pred_stat); |
|
864 #if 0 |
|
865 xassert(tree->cut_gen == NULL); |
|
866 #endif |
|
867 xassert(tree->mir_gen == NULL); |
|
868 xassert(tree->clq_gen == NULL); |
|
869 xfree(tree); |
|
870 mip->tree = NULL; |
|
871 return; |
|
872 } |
|
873 |
|
874 /*********************************************************************** |
|
875 * NAME |
|
876 * |
|
877 * ios_eval_degrad - estimate obj. degrad. for down- and up-branches |
|
878 * |
|
879 * SYNOPSIS |
|
880 * |
|
881 * #include "glpios.h" |
|
882 * void ios_eval_degrad(glp_tree *tree, int j, double *dn, double *up); |
|
883 * |
|
884 * DESCRIPTION |
|
885 * |
|
886 * Given optimal basis to LP relaxation of the current subproblem the |
|
887 * routine ios_eval_degrad performs the dual ratio test to compute the |
|
888 * objective values in the adjacent basis for down- and up-branches, |
|
889 * which are stored in locations *dn and *up, assuming that x[j] is a |
|
890 * variable chosen to branch upon. */ |
|
891 |
|
892 void ios_eval_degrad(glp_tree *tree, int j, double *dn, double *up) |
|
893 { glp_prob *mip = tree->mip; |
|
894 int m = mip->m, n = mip->n; |
|
895 int len, kase, k, t, stat; |
|
896 double alfa, beta, gamma, delta, dz; |
|
897 int *ind = tree->iwrk; |
|
898 double *val = tree->dwrk; |
|
899 /* current basis must be optimal */ |
|
900 xassert(glp_get_status(mip) == GLP_OPT); |
|
901 /* basis factorization must exist */ |
|
902 xassert(glp_bf_exists(mip)); |
|
903 /* obtain (fractional) value of x[j] in optimal basic solution |
|
904 to LP relaxation of the current subproblem */ |
|
905 xassert(1 <= j && j <= n); |
|
906 beta = mip->col[j]->prim; |
|
907 /* since the value of x[j] is fractional, it is basic; compute |
|
908 corresponding row of the simplex table */ |
|
909 len = lpx_eval_tab_row(mip, m+j, ind, val); |
|
910 /* kase < 0 means down-branch; kase > 0 means up-branch */ |
|
911 for (kase = -1; kase <= +1; kase += 2) |
|
912 { /* for down-branch we introduce new upper bound floor(beta) |
|
913 for x[j]; similarly, for up-branch we introduce new lower |
|
914 bound ceil(beta) for x[j]; in the current basis this new |
|
915 upper/lower bound is violated, so in the adjacent basis |
|
916 x[j] will leave the basis and go to its new upper/lower |
|
917 bound; we need to know which non-basic variable x[k] should |
|
918 enter the basis to keep dual feasibility */ |
|
919 #if 0 /* 23/XI-2009 */ |
|
920 k = lpx_dual_ratio_test(mip, len, ind, val, kase, 1e-7); |
|
921 #else |
|
922 k = lpx_dual_ratio_test(mip, len, ind, val, kase, 1e-9); |
|
923 #endif |
|
924 /* if no variable has been chosen, current basis being primal |
|
925 infeasible due to the new upper/lower bound of x[j] is dual |
|
926 unbounded, therefore, LP relaxation to corresponding branch |
|
927 has no primal feasible solution */ |
|
928 if (k == 0) |
|
929 { if (mip->dir == GLP_MIN) |
|
930 { if (kase < 0) |
|
931 *dn = +DBL_MAX; |
|
932 else |
|
933 *up = +DBL_MAX; |
|
934 } |
|
935 else if (mip->dir == GLP_MAX) |
|
936 { if (kase < 0) |
|
937 *dn = -DBL_MAX; |
|
938 else |
|
939 *up = -DBL_MAX; |
|
940 } |
|
941 else |
|
942 xassert(mip != mip); |
|
943 continue; |
|
944 } |
|
945 xassert(1 <= k && k <= m+n); |
|
946 /* row of the simplex table corresponding to specified basic |
|
947 variable x[j] is the following: |
|
948 x[j] = ... + alfa * x[k] + ... ; |
|
949 we need to know influence coefficient, alfa, at non-basic |
|
950 variable x[k] chosen with the dual ratio test */ |
|
951 for (t = 1; t <= len; t++) |
|
952 if (ind[t] == k) break; |
|
953 xassert(1 <= t && t <= len); |
|
954 alfa = val[t]; |
|
955 /* determine status and reduced cost of variable x[k] */ |
|
956 if (k <= m) |
|
957 { stat = mip->row[k]->stat; |
|
958 gamma = mip->row[k]->dual; |
|
959 } |
|
960 else |
|
961 { stat = mip->col[k-m]->stat; |
|
962 gamma = mip->col[k-m]->dual; |
|
963 } |
|
964 /* x[k] cannot be basic or fixed non-basic */ |
|
965 xassert(stat == GLP_NL || stat == GLP_NU || stat == GLP_NF); |
|
966 /* if the current basis is dual degenerative, some reduced |
|
967 costs, which are close to zero, may have wrong sign due to |
|
968 round-off errors, so correct the sign of gamma */ |
|
969 if (mip->dir == GLP_MIN) |
|
970 { if (stat == GLP_NL && gamma < 0.0 || |
|
971 stat == GLP_NU && gamma > 0.0 || |
|
972 stat == GLP_NF) gamma = 0.0; |
|
973 } |
|
974 else if (mip->dir == GLP_MAX) |
|
975 { if (stat == GLP_NL && gamma > 0.0 || |
|
976 stat == GLP_NU && gamma < 0.0 || |
|
977 stat == GLP_NF) gamma = 0.0; |
|
978 } |
|
979 else |
|
980 xassert(mip != mip); |
|
981 /* determine the change of x[j] in the adjacent basis: |
|
982 delta x[j] = new x[j] - old x[j] */ |
|
983 delta = (kase < 0 ? floor(beta) : ceil(beta)) - beta; |
|
984 /* compute the change of x[k] in the adjacent basis: |
|
985 delta x[k] = new x[k] - old x[k] = delta x[j] / alfa */ |
|
986 delta /= alfa; |
|
987 /* compute the change of the objective in the adjacent basis: |
|
988 delta z = new z - old z = gamma * delta x[k] */ |
|
989 dz = gamma * delta; |
|
990 if (mip->dir == GLP_MIN) |
|
991 xassert(dz >= 0.0); |
|
992 else if (mip->dir == GLP_MAX) |
|
993 xassert(dz <= 0.0); |
|
994 else |
|
995 xassert(mip != mip); |
|
996 /* compute the new objective value in the adjacent basis: |
|
997 new z = old z + delta z */ |
|
998 if (kase < 0) |
|
999 *dn = mip->obj_val + dz; |
|
1000 else |
|
1001 *up = mip->obj_val + dz; |
|
1002 } |
|
1003 /*xprintf("obj = %g; dn = %g; up = %g\n", |
|
1004 mip->obj_val, *dn, *up);*/ |
|
1005 return; |
|
1006 } |
|
1007 |
|
1008 /*********************************************************************** |
|
1009 * NAME |
|
1010 * |
|
1011 * ios_round_bound - improve local bound by rounding |
|
1012 * |
|
1013 * SYNOPSIS |
|
1014 * |
|
1015 * #include "glpios.h" |
|
1016 * double ios_round_bound(glp_tree *tree, double bound); |
|
1017 * |
|
1018 * RETURNS |
|
1019 * |
|
1020 * For the given local bound for any integer feasible solution to the |
|
1021 * current subproblem the routine ios_round_bound returns an improved |
|
1022 * local bound for the same integer feasible solution. |
|
1023 * |
|
1024 * BACKGROUND |
|
1025 * |
|
1026 * Let the current subproblem has the following objective function: |
|
1027 * |
|
1028 * z = sum c[j] * x[j] + s >= b, (1) |
|
1029 * j in J |
|
1030 * |
|
1031 * where J = {j: c[j] is non-zero and integer, x[j] is integer}, s is |
|
1032 * the sum of terms corresponding to fixed variables, b is an initial |
|
1033 * local bound (minimization). |
|
1034 * |
|
1035 * From (1) it follows that: |
|
1036 * |
|
1037 * d * sum (c[j] / d) * x[j] + s >= b, (2) |
|
1038 * j in J |
|
1039 * |
|
1040 * or, equivalently, |
|
1041 * |
|
1042 * sum (c[j] / d) * x[j] >= (b - s) / d = h, (3) |
|
1043 * j in J |
|
1044 * |
|
1045 * where d = gcd(c[j]). Since the left-hand side of (3) is integer, |
|
1046 * h = (b - s) / d can be rounded up to the nearest integer: |
|
1047 * |
|
1048 * h' = ceil(h) = (b' - s) / d, (4) |
|
1049 * |
|
1050 * that gives an rounded, improved local bound: |
|
1051 * |
|
1052 * b' = d * h' + s. (5) |
|
1053 * |
|
1054 * In case of maximization '>=' in (1) should be replaced by '<=' that |
|
1055 * leads to the following formula: |
|
1056 * |
|
1057 * h' = floor(h) = (b' - s) / d, (6) |
|
1058 * |
|
1059 * which should used in the same way as (4). |
|
1060 * |
|
1061 * NOTE: If b is a valid local bound for a child of the current |
|
1062 * subproblem, b' is also valid for that child subproblem. */ |
|
1063 |
|
1064 double ios_round_bound(glp_tree *tree, double bound) |
|
1065 { glp_prob *mip = tree->mip; |
|
1066 int n = mip->n; |
|
1067 int d, j, nn, *c = tree->iwrk; |
|
1068 double s, h; |
|
1069 /* determine c[j] and compute s */ |
|
1070 nn = 0, s = mip->c0, d = 0; |
|
1071 for (j = 1; j <= n; j++) |
|
1072 { GLPCOL *col = mip->col[j]; |
|
1073 if (col->coef == 0.0) continue; |
|
1074 if (col->type == GLP_FX) |
|
1075 { /* fixed variable */ |
|
1076 s += col->coef * col->prim; |
|
1077 } |
|
1078 else |
|
1079 { /* non-fixed variable */ |
|
1080 if (col->kind != GLP_IV) goto skip; |
|
1081 if (col->coef != floor(col->coef)) goto skip; |
|
1082 if (fabs(col->coef) <= (double)INT_MAX) |
|
1083 c[++nn] = (int)fabs(col->coef); |
|
1084 else |
|
1085 d = 1; |
|
1086 } |
|
1087 } |
|
1088 /* compute d = gcd(c[1],...c[nn]) */ |
|
1089 if (d == 0) |
|
1090 { if (nn == 0) goto skip; |
|
1091 d = gcdn(nn, c); |
|
1092 } |
|
1093 xassert(d > 0); |
|
1094 /* compute new local bound */ |
|
1095 if (mip->dir == GLP_MIN) |
|
1096 { if (bound != +DBL_MAX) |
|
1097 { h = (bound - s) / (double)d; |
|
1098 if (h >= floor(h) + 0.001) |
|
1099 { /* round up */ |
|
1100 h = ceil(h); |
|
1101 /*xprintf("d = %d; old = %g; ", d, bound);*/ |
|
1102 bound = (double)d * h + s; |
|
1103 /*xprintf("new = %g\n", bound);*/ |
|
1104 } |
|
1105 } |
|
1106 } |
|
1107 else if (mip->dir == GLP_MAX) |
|
1108 { if (bound != -DBL_MAX) |
|
1109 { h = (bound - s) / (double)d; |
|
1110 if (h <= ceil(h) - 0.001) |
|
1111 { /* round down */ |
|
1112 h = floor(h); |
|
1113 bound = (double)d * h + s; |
|
1114 } |
|
1115 } |
|
1116 } |
|
1117 else |
|
1118 xassert(mip != mip); |
|
1119 skip: return bound; |
|
1120 } |
|
1121 |
|
1122 /*********************************************************************** |
|
1123 * NAME |
|
1124 * |
|
1125 * ios_is_hopeful - check if subproblem is hopeful |
|
1126 * |
|
1127 * SYNOPSIS |
|
1128 * |
|
1129 * #include "glpios.h" |
|
1130 * int ios_is_hopeful(glp_tree *tree, double bound); |
|
1131 * |
|
1132 * DESCRIPTION |
|
1133 * |
|
1134 * Given the local bound of a subproblem the routine ios_is_hopeful |
|
1135 * checks if the subproblem can have an integer optimal solution which |
|
1136 * is better than the best one currently known. |
|
1137 * |
|
1138 * RETURNS |
|
1139 * |
|
1140 * If the subproblem can have a better integer optimal solution, the |
|
1141 * routine returns non-zero; otherwise, if the corresponding branch can |
|
1142 * be pruned, the routine returns zero. */ |
|
1143 |
|
1144 int ios_is_hopeful(glp_tree *tree, double bound) |
|
1145 { glp_prob *mip = tree->mip; |
|
1146 int ret = 1; |
|
1147 double eps; |
|
1148 if (mip->mip_stat == GLP_FEAS) |
|
1149 { eps = tree->parm->tol_obj * (1.0 + fabs(mip->mip_obj)); |
|
1150 switch (mip->dir) |
|
1151 { case GLP_MIN: |
|
1152 if (bound >= mip->mip_obj - eps) ret = 0; |
|
1153 break; |
|
1154 case GLP_MAX: |
|
1155 if (bound <= mip->mip_obj + eps) ret = 0; |
|
1156 break; |
|
1157 default: |
|
1158 xassert(mip != mip); |
|
1159 } |
|
1160 } |
|
1161 else |
|
1162 { switch (mip->dir) |
|
1163 { case GLP_MIN: |
|
1164 if (bound == +DBL_MAX) ret = 0; |
|
1165 break; |
|
1166 case GLP_MAX: |
|
1167 if (bound == -DBL_MAX) ret = 0; |
|
1168 break; |
|
1169 default: |
|
1170 xassert(mip != mip); |
|
1171 } |
|
1172 } |
|
1173 return ret; |
|
1174 } |
|
1175 |
|
1176 /*********************************************************************** |
|
1177 * NAME |
|
1178 * |
|
1179 * ios_best_node - find active node with best local bound |
|
1180 * |
|
1181 * SYNOPSIS |
|
1182 * |
|
1183 * #include "glpios.h" |
|
1184 * int ios_best_node(glp_tree *tree); |
|
1185 * |
|
1186 * DESCRIPTION |
|
1187 * |
|
1188 * The routine ios_best_node finds an active node whose local bound is |
|
1189 * best among other active nodes. |
|
1190 * |
|
1191 * It is understood that the integer optimal solution of the original |
|
1192 * mip problem cannot be better than the best bound, so the best bound |
|
1193 * is an lower (minimization) or upper (maximization) global bound for |
|
1194 * the original problem. |
|
1195 * |
|
1196 * RETURNS |
|
1197 * |
|
1198 * The routine ios_best_node returns the subproblem reference number |
|
1199 * for the best node. However, if the tree is empty, it returns zero. */ |
|
1200 |
|
1201 int ios_best_node(glp_tree *tree) |
|
1202 { IOSNPD *node, *best = NULL; |
|
1203 switch (tree->mip->dir) |
|
1204 { case GLP_MIN: |
|
1205 /* minimization */ |
|
1206 for (node = tree->head; node != NULL; node = node->next) |
|
1207 if (best == NULL || best->bound > node->bound) |
|
1208 best = node; |
|
1209 break; |
|
1210 case GLP_MAX: |
|
1211 /* maximization */ |
|
1212 for (node = tree->head; node != NULL; node = node->next) |
|
1213 if (best == NULL || best->bound < node->bound) |
|
1214 best = node; |
|
1215 break; |
|
1216 default: |
|
1217 xassert(tree != tree); |
|
1218 } |
|
1219 return best == NULL ? 0 : best->p; |
|
1220 } |
|
1221 |
|
1222 /*********************************************************************** |
|
1223 * NAME |
|
1224 * |
|
1225 * ios_relative_gap - compute relative mip gap |
|
1226 * |
|
1227 * SYNOPSIS |
|
1228 * |
|
1229 * #include "glpios.h" |
|
1230 * double ios_relative_gap(glp_tree *tree); |
|
1231 * |
|
1232 * DESCRIPTION |
|
1233 * |
|
1234 * The routine ios_relative_gap computes the relative mip gap using the |
|
1235 * formula: |
|
1236 * |
|
1237 * gap = |best_mip - best_bnd| / (|best_mip| + DBL_EPSILON), |
|
1238 * |
|
1239 * where best_mip is the best integer feasible solution found so far, |
|
1240 * best_bnd is the best (global) bound. If no integer feasible solution |
|
1241 * has been found yet, rel_gap is set to DBL_MAX. |
|
1242 * |
|
1243 * RETURNS |
|
1244 * |
|
1245 * The routine ios_relative_gap returns the relative mip gap. */ |
|
1246 |
|
1247 double ios_relative_gap(glp_tree *tree) |
|
1248 { glp_prob *mip = tree->mip; |
|
1249 int p; |
|
1250 double best_mip, best_bnd, gap; |
|
1251 if (mip->mip_stat == GLP_FEAS) |
|
1252 { best_mip = mip->mip_obj; |
|
1253 p = ios_best_node(tree); |
|
1254 if (p == 0) |
|
1255 { /* the tree is empty */ |
|
1256 gap = 0.0; |
|
1257 } |
|
1258 else |
|
1259 { best_bnd = tree->slot[p].node->bound; |
|
1260 gap = fabs(best_mip - best_bnd) / (fabs(best_mip) + |
|
1261 DBL_EPSILON); |
|
1262 } |
|
1263 } |
|
1264 else |
|
1265 { /* no integer feasible solution has been found yet */ |
|
1266 gap = DBL_MAX; |
|
1267 } |
|
1268 return gap; |
|
1269 } |
|
1270 |
|
1271 /*********************************************************************** |
|
1272 * NAME |
|
1273 * |
|
1274 * ios_solve_node - solve LP relaxation of current subproblem |
|
1275 * |
|
1276 * SYNOPSIS |
|
1277 * |
|
1278 * #include "glpios.h" |
|
1279 * int ios_solve_node(glp_tree *tree); |
|
1280 * |
|
1281 * DESCRIPTION |
|
1282 * |
|
1283 * The routine ios_solve_node re-optimizes LP relaxation of the current |
|
1284 * subproblem using the dual simplex method. |
|
1285 * |
|
1286 * RETURNS |
|
1287 * |
|
1288 * The routine returns the code which is reported by glp_simplex. */ |
|
1289 |
|
1290 int ios_solve_node(glp_tree *tree) |
|
1291 { glp_prob *mip = tree->mip; |
|
1292 glp_smcp parm; |
|
1293 int ret; |
|
1294 /* the current subproblem must exist */ |
|
1295 xassert(tree->curr != NULL); |
|
1296 /* set some control parameters */ |
|
1297 glp_init_smcp(&parm); |
|
1298 switch (tree->parm->msg_lev) |
|
1299 { case GLP_MSG_OFF: |
|
1300 parm.msg_lev = GLP_MSG_OFF; break; |
|
1301 case GLP_MSG_ERR: |
|
1302 parm.msg_lev = GLP_MSG_ERR; break; |
|
1303 case GLP_MSG_ON: |
|
1304 case GLP_MSG_ALL: |
|
1305 parm.msg_lev = GLP_MSG_ON; break; |
|
1306 case GLP_MSG_DBG: |
|
1307 parm.msg_lev = GLP_MSG_ALL; break; |
|
1308 default: |
|
1309 xassert(tree != tree); |
|
1310 } |
|
1311 parm.meth = GLP_DUALP; |
|
1312 if (tree->parm->msg_lev < GLP_MSG_DBG) |
|
1313 parm.out_dly = tree->parm->out_dly; |
|
1314 else |
|
1315 parm.out_dly = 0; |
|
1316 /* if the incumbent objective value is already known, use it to |
|
1317 prematurely terminate the dual simplex search */ |
|
1318 if (mip->mip_stat == GLP_FEAS) |
|
1319 { switch (tree->mip->dir) |
|
1320 { case GLP_MIN: |
|
1321 parm.obj_ul = mip->mip_obj; |
|
1322 break; |
|
1323 case GLP_MAX: |
|
1324 parm.obj_ll = mip->mip_obj; |
|
1325 break; |
|
1326 default: |
|
1327 xassert(mip != mip); |
|
1328 } |
|
1329 } |
|
1330 /* try to solve/re-optimize the LP relaxation */ |
|
1331 ret = glp_simplex(mip, &parm); |
|
1332 tree->curr->solved++; |
|
1333 #if 0 |
|
1334 xprintf("ret = %d; status = %d; pbs = %d; dbs = %d; some = %d\n", |
|
1335 ret, glp_get_status(mip), mip->pbs_stat, mip->dbs_stat, |
|
1336 mip->some); |
|
1337 lpx_print_sol(mip, "sol"); |
|
1338 #endif |
|
1339 return ret; |
|
1340 } |
|
1341 |
|
1342 /**********************************************************************/ |
|
1343 |
|
1344 IOSPOOL *ios_create_pool(glp_tree *tree) |
|
1345 { /* create cut pool */ |
|
1346 IOSPOOL *pool; |
|
1347 #if 0 |
|
1348 pool = dmp_get_atom(tree->pool, sizeof(IOSPOOL)); |
|
1349 #else |
|
1350 xassert(tree == tree); |
|
1351 pool = xmalloc(sizeof(IOSPOOL)); |
|
1352 #endif |
|
1353 pool->size = 0; |
|
1354 pool->head = pool->tail = NULL; |
|
1355 pool->ord = 0, pool->curr = NULL; |
|
1356 return pool; |
|
1357 } |
|
1358 |
|
1359 int ios_add_row(glp_tree *tree, IOSPOOL *pool, |
|
1360 const char *name, int klass, int flags, int len, const int ind[], |
|
1361 const double val[], int type, double rhs) |
|
1362 { /* add row (constraint) to the cut pool */ |
|
1363 IOSCUT *cut; |
|
1364 IOSAIJ *aij; |
|
1365 int k; |
|
1366 xassert(pool != NULL); |
|
1367 cut = dmp_get_atom(tree->pool, sizeof(IOSCUT)); |
|
1368 if (name == NULL || name[0] == '\0') |
|
1369 cut->name = NULL; |
|
1370 else |
|
1371 { for (k = 0; name[k] != '\0'; k++) |
|
1372 { if (k == 256) |
|
1373 xerror("glp_ios_add_row: cut name too long\n"); |
|
1374 if (iscntrl((unsigned char)name[k])) |
|
1375 xerror("glp_ios_add_row: cut name contains invalid chara" |
|
1376 "cter(s)\n"); |
|
1377 } |
|
1378 cut->name = dmp_get_atom(tree->pool, strlen(name)+1); |
|
1379 strcpy(cut->name, name); |
|
1380 } |
|
1381 if (!(0 <= klass && klass <= 255)) |
|
1382 xerror("glp_ios_add_row: klass = %d; invalid cut class\n", |
|
1383 klass); |
|
1384 cut->klass = (unsigned char)klass; |
|
1385 if (flags != 0) |
|
1386 xerror("glp_ios_add_row: flags = %d; invalid cut flags\n", |
|
1387 flags); |
|
1388 cut->ptr = NULL; |
|
1389 if (!(0 <= len && len <= tree->n)) |
|
1390 xerror("glp_ios_add_row: len = %d; invalid cut length\n", |
|
1391 len); |
|
1392 for (k = 1; k <= len; k++) |
|
1393 { aij = dmp_get_atom(tree->pool, sizeof(IOSAIJ)); |
|
1394 if (!(1 <= ind[k] && ind[k] <= tree->n)) |
|
1395 xerror("glp_ios_add_row: ind[%d] = %d; column index out of " |
|
1396 "range\n", k, ind[k]); |
|
1397 aij->j = ind[k]; |
|
1398 aij->val = val[k]; |
|
1399 aij->next = cut->ptr; |
|
1400 cut->ptr = aij; |
|
1401 } |
|
1402 if (!(type == GLP_LO || type == GLP_UP || type == GLP_FX)) |
|
1403 xerror("glp_ios_add_row: type = %d; invalid cut type\n", |
|
1404 type); |
|
1405 cut->type = (unsigned char)type; |
|
1406 cut->rhs = rhs; |
|
1407 cut->prev = pool->tail; |
|
1408 cut->next = NULL; |
|
1409 if (cut->prev == NULL) |
|
1410 pool->head = cut; |
|
1411 else |
|
1412 cut->prev->next = cut; |
|
1413 pool->tail = cut; |
|
1414 pool->size++; |
|
1415 return pool->size; |
|
1416 } |
|
1417 |
|
1418 IOSCUT *ios_find_row(IOSPOOL *pool, int i) |
|
1419 { /* find row (constraint) in the cut pool */ |
|
1420 /* (smart linear search) */ |
|
1421 xassert(pool != NULL); |
|
1422 xassert(1 <= i && i <= pool->size); |
|
1423 if (pool->ord == 0) |
|
1424 { xassert(pool->curr == NULL); |
|
1425 pool->ord = 1; |
|
1426 pool->curr = pool->head; |
|
1427 } |
|
1428 xassert(pool->curr != NULL); |
|
1429 if (i < pool->ord) |
|
1430 { if (i < pool->ord - i) |
|
1431 { pool->ord = 1; |
|
1432 pool->curr = pool->head; |
|
1433 while (pool->ord != i) |
|
1434 { pool->ord++; |
|
1435 xassert(pool->curr != NULL); |
|
1436 pool->curr = pool->curr->next; |
|
1437 } |
|
1438 } |
|
1439 else |
|
1440 { while (pool->ord != i) |
|
1441 { pool->ord--; |
|
1442 xassert(pool->curr != NULL); |
|
1443 pool->curr = pool->curr->prev; |
|
1444 } |
|
1445 } |
|
1446 } |
|
1447 else if (i > pool->ord) |
|
1448 { if (i - pool->ord < pool->size - i) |
|
1449 { while (pool->ord != i) |
|
1450 { pool->ord++; |
|
1451 xassert(pool->curr != NULL); |
|
1452 pool->curr = pool->curr->next; |
|
1453 } |
|
1454 } |
|
1455 else |
|
1456 { pool->ord = pool->size; |
|
1457 pool->curr = pool->tail; |
|
1458 while (pool->ord != i) |
|
1459 { pool->ord--; |
|
1460 xassert(pool->curr != NULL); |
|
1461 pool->curr = pool->curr->prev; |
|
1462 } |
|
1463 } |
|
1464 } |
|
1465 xassert(pool->ord == i); |
|
1466 xassert(pool->curr != NULL); |
|
1467 return pool->curr; |
|
1468 } |
|
1469 |
|
1470 void ios_del_row(glp_tree *tree, IOSPOOL *pool, int i) |
|
1471 { /* remove row (constraint) from the cut pool */ |
|
1472 IOSCUT *cut; |
|
1473 IOSAIJ *aij; |
|
1474 xassert(pool != NULL); |
|
1475 if (!(1 <= i && i <= pool->size)) |
|
1476 xerror("glp_ios_del_row: i = %d; cut number out of range\n", |
|
1477 i); |
|
1478 cut = ios_find_row(pool, i); |
|
1479 xassert(pool->curr == cut); |
|
1480 if (cut->next != NULL) |
|
1481 pool->curr = cut->next; |
|
1482 else if (cut->prev != NULL) |
|
1483 pool->ord--, pool->curr = cut->prev; |
|
1484 else |
|
1485 pool->ord = 0, pool->curr = NULL; |
|
1486 if (cut->name != NULL) |
|
1487 dmp_free_atom(tree->pool, cut->name, strlen(cut->name)+1); |
|
1488 if (cut->prev == NULL) |
|
1489 { xassert(pool->head == cut); |
|
1490 pool->head = cut->next; |
|
1491 } |
|
1492 else |
|
1493 { xassert(cut->prev->next == cut); |
|
1494 cut->prev->next = cut->next; |
|
1495 } |
|
1496 if (cut->next == NULL) |
|
1497 { xassert(pool->tail == cut); |
|
1498 pool->tail = cut->prev; |
|
1499 } |
|
1500 else |
|
1501 { xassert(cut->next->prev == cut); |
|
1502 cut->next->prev = cut->prev; |
|
1503 } |
|
1504 while (cut->ptr != NULL) |
|
1505 { aij = cut->ptr; |
|
1506 cut->ptr = aij->next; |
|
1507 dmp_free_atom(tree->pool, aij, sizeof(IOSAIJ)); |
|
1508 } |
|
1509 dmp_free_atom(tree->pool, cut, sizeof(IOSCUT)); |
|
1510 pool->size--; |
|
1511 return; |
|
1512 } |
|
1513 |
|
1514 void ios_clear_pool(glp_tree *tree, IOSPOOL *pool) |
|
1515 { /* remove all rows (constraints) from the cut pool */ |
|
1516 xassert(pool != NULL); |
|
1517 while (pool->head != NULL) |
|
1518 { IOSCUT *cut = pool->head; |
|
1519 pool->head = cut->next; |
|
1520 if (cut->name != NULL) |
|
1521 dmp_free_atom(tree->pool, cut->name, strlen(cut->name)+1); |
|
1522 while (cut->ptr != NULL) |
|
1523 { IOSAIJ *aij = cut->ptr; |
|
1524 cut->ptr = aij->next; |
|
1525 dmp_free_atom(tree->pool, aij, sizeof(IOSAIJ)); |
|
1526 } |
|
1527 dmp_free_atom(tree->pool, cut, sizeof(IOSCUT)); |
|
1528 } |
|
1529 pool->size = 0; |
|
1530 pool->head = pool->tail = NULL; |
|
1531 pool->ord = 0, pool->curr = NULL; |
|
1532 return; |
|
1533 } |
|
1534 |
|
1535 void ios_delete_pool(glp_tree *tree, IOSPOOL *pool) |
|
1536 { /* delete cut pool */ |
|
1537 xassert(pool != NULL); |
|
1538 ios_clear_pool(tree, pool); |
|
1539 xfree(pool); |
|
1540 return; |
|
1541 } |
|
1542 |
|
1543 /**********************************************************************/ |
|
1544 |
|
1545 #if 0 |
|
1546 static int refer_to_node(glp_tree *tree, int j) |
|
1547 { /* determine node number corresponding to binary variable x[j] or |
|
1548 its complement */ |
|
1549 glp_prob *mip = tree->mip; |
|
1550 int n = mip->n; |
|
1551 int *ref; |
|
1552 if (j > 0) |
|
1553 ref = tree->n_ref; |
|
1554 else |
|
1555 ref = tree->c_ref, j = - j; |
|
1556 xassert(1 <= j && j <= n); |
|
1557 if (ref[j] == 0) |
|
1558 { /* new node is needed */ |
|
1559 SCG *g = tree->g; |
|
1560 int n_max = g->n_max; |
|
1561 ref[j] = scg_add_nodes(g, 1); |
|
1562 if (g->n_max > n_max) |
|
1563 { int *save = tree->j_ref; |
|
1564 tree->j_ref = xcalloc(1+g->n_max, sizeof(int)); |
|
1565 memcpy(&tree->j_ref[1], &save[1], g->n * sizeof(int)); |
|
1566 xfree(save); |
|
1567 } |
|
1568 xassert(ref[j] == g->n); |
|
1569 tree->j_ref[ref[j]] = j; |
|
1570 xassert(tree->curr != NULL); |
|
1571 if (tree->curr->level > 0) tree->curr->own_nn++; |
|
1572 } |
|
1573 return ref[j]; |
|
1574 } |
|
1575 #endif |
|
1576 |
|
1577 #if 0 |
|
1578 void ios_add_edge(glp_tree *tree, int j1, int j2) |
|
1579 { /* add new edge to the conflict graph */ |
|
1580 glp_prob *mip = tree->mip; |
|
1581 int n = mip->n; |
|
1582 SCGRIB *e; |
|
1583 int first, i1, i2; |
|
1584 xassert(-n <= j1 && j1 <= +n && j1 != 0); |
|
1585 xassert(-n <= j2 && j2 <= +n && j2 != 0); |
|
1586 xassert(j1 != j2); |
|
1587 /* determine number of the first node, which was added for the |
|
1588 current subproblem */ |
|
1589 xassert(tree->curr != NULL); |
|
1590 first = tree->g->n - tree->curr->own_nn + 1; |
|
1591 /* determine node numbers for both endpoints */ |
|
1592 i1 = refer_to_node(tree, j1); |
|
1593 i2 = refer_to_node(tree, j2); |
|
1594 /* add edge (i1,i2) to the conflict graph */ |
|
1595 e = scg_add_edge(tree->g, i1, i2); |
|
1596 /* if the current subproblem is not the root and both endpoints |
|
1597 were created on some previous levels, save the edge */ |
|
1598 if (tree->curr->level > 0 && i1 < first && i2 < first) |
|
1599 { IOSRIB *rib; |
|
1600 rib = dmp_get_atom(tree->pool, sizeof(IOSRIB)); |
|
1601 rib->j1 = j1; |
|
1602 rib->j2 = j2; |
|
1603 rib->e = e; |
|
1604 rib->next = tree->curr->e_ptr; |
|
1605 tree->curr->e_ptr = rib; |
|
1606 } |
|
1607 return; |
|
1608 } |
|
1609 #endif |
|
1610 |
|
1611 /* eof */ |