diff -r d59bea55db9b -r c445c931472f src/glpapi10.c --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/src/glpapi10.c Mon Dec 06 13:09:21 2010 +0100 @@ -0,0 +1,282 @@ +/* glpapi10.c (solution checking routines) */ + +/*********************************************************************** +* This code is part of GLPK (GNU Linear Programming Kit). +* +* Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, +* 2009, 2010 Andrew Makhorin, Department for Applied Informatics, +* Moscow Aviation Institute, Moscow, Russia. All rights reserved. +* E-mail: . +* +* GLPK is free software: you can redistribute it and/or modify it +* under the terms of the GNU General Public License as published by +* the Free Software Foundation, either version 3 of the License, or +* (at your option) any later version. +* +* GLPK is distributed in the hope that it will be useful, but WITHOUT +* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY +* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public +* License for more details. +* +* You should have received a copy of the GNU General Public License +* along with GLPK. If not, see . +***********************************************************************/ + +#include "glpapi.h" + +void _glp_check_kkt(glp_prob *P, int sol, int cond, double *_ae_max, + int *_ae_ind, double *_re_max, int *_re_ind) +{ /* check feasibility and optimality conditions */ + int m = P->m; + int n = P->n; + GLPROW *row; + GLPCOL *col; + GLPAIJ *aij; + int i, j, ae_ind, re_ind; + double e, sp, sn, t, ae_max, re_max; + if (!(sol == GLP_SOL || sol == GLP_IPT || sol == GLP_MIP)) + xerror("glp_check_kkt: sol = %d; invalid solution indicator\n", + sol); + if (!(cond == GLP_KKT_PE || cond == GLP_KKT_PB || + cond == GLP_KKT_DE || cond == GLP_KKT_DB || + cond == GLP_KKT_CS)) + xerror("glp_check_kkt: cond = %d; invalid condition indicator " + "\n", cond); + ae_max = re_max = 0.0; + ae_ind = re_ind = 0; + if (cond == GLP_KKT_PE) + { /* xR - A * xS = 0 */ + for (i = 1; i <= m; i++) + { row = P->row[i]; + sp = sn = 0.0; + /* t := xR[i] */ + if (sol == GLP_SOL) + t = row->prim; + else if (sol == GLP_IPT) + t = row->pval; + else if (sol == GLP_MIP) + t = row->mipx; + else + xassert(sol != sol); + if (t >= 0.0) sp += t; else sn -= t; + for (aij = row->ptr; aij != NULL; aij = aij->r_next) + { col = aij->col; + /* t := - a[i,j] * xS[j] */ + if (sol == GLP_SOL) + t = - aij->val * col->prim; + else if (sol == GLP_IPT) + t = - aij->val * col->pval; + else if (sol == GLP_MIP) + t = - aij->val * col->mipx; + else + xassert(sol != sol); + if (t >= 0.0) sp += t; else sn -= t; + } + /* absolute error */ + e = fabs(sp - sn); + if (ae_max < e) + ae_max = e, ae_ind = i; + /* relative error */ + e /= (1.0 + sp + sn); + if (re_max < e) + re_max = e, re_ind = i; + } + } + else if (cond == GLP_KKT_PB) + { /* lR <= xR <= uR */ + for (i = 1; i <= m; i++) + { row = P->row[i]; + /* t := xR[i] */ + if (sol == GLP_SOL) + t = row->prim; + else if (sol == GLP_IPT) + t = row->pval; + else if (sol == GLP_MIP) + t = row->mipx; + else + xassert(sol != sol); + /* check lower bound */ + if (row->type == GLP_LO || row->type == GLP_DB || + row->type == GLP_FX) + { if (t < row->lb) + { /* absolute error */ + e = row->lb - t; + if (ae_max < e) + ae_max = e, ae_ind = i; + /* relative error */ + e /= (1.0 + fabs(row->lb)); + if (re_max < e) + re_max = e, re_ind = i; + } + } + /* check upper bound */ + if (row->type == GLP_UP || row->type == GLP_DB || + row->type == GLP_FX) + { if (t > row->ub) + { /* absolute error */ + e = t - row->ub; + if (ae_max < e) + ae_max = e, ae_ind = i; + /* relative error */ + e /= (1.0 + fabs(row->ub)); + if (re_max < e) + re_max = e, re_ind = i; + } + } + } + /* lS <= xS <= uS */ + for (j = 1; j <= n; j++) + { col = P->col[j]; + /* t := xS[j] */ + if (sol == GLP_SOL) + t = col->prim; + else if (sol == GLP_IPT) + t = col->pval; + else if (sol == GLP_MIP) + t = col->mipx; + else + xassert(sol != sol); + /* check lower bound */ + if (col->type == GLP_LO || col->type == GLP_DB || + col->type == GLP_FX) + { if (t < col->lb) + { /* absolute error */ + e = col->lb - t; + if (ae_max < e) + ae_max = e, ae_ind = m+j; + /* relative error */ + e /= (1.0 + fabs(col->lb)); + if (re_max < e) + re_max = e, re_ind = m+j; + } + } + /* check upper bound */ + if (col->type == GLP_UP || col->type == GLP_DB || + col->type == GLP_FX) + { if (t > col->ub) + { /* absolute error */ + e = t - col->ub; + if (ae_max < e) + ae_max = e, ae_ind = m+j; + /* relative error */ + e /= (1.0 + fabs(col->ub)); + if (re_max < e) + re_max = e, re_ind = m+j; + } + } + } + } + else if (cond == GLP_KKT_DE) + { /* A' * (lambdaR - cR) + (lambdaS - cS) = 0 */ + for (j = 1; j <= n; j++) + { col = P->col[j]; + sp = sn = 0.0; + /* t := lambdaS[j] - cS[j] */ + if (sol == GLP_SOL) + t = col->dual - col->coef; + else if (sol == GLP_IPT) + t = col->dval - col->coef; + else + xassert(sol != sol); + if (t >= 0.0) sp += t; else sn -= t; + for (aij = col->ptr; aij != NULL; aij = aij->c_next) + { row = aij->row; + /* t := a[i,j] * (lambdaR[i] - cR[i]) */ + if (sol == GLP_SOL) + t = aij->val * row->dual; + else if (sol == GLP_IPT) + t = aij->val * row->dval; + else + xassert(sol != sol); + if (t >= 0.0) sp += t; else sn -= t; + } + /* absolute error */ + e = fabs(sp - sn); + if (ae_max < e) + ae_max = e, ae_ind = m+j; + /* relative error */ + e /= (1.0 + sp + sn); + if (re_max < e) + re_max = e, re_ind = m+j; + } + } + else if (cond == GLP_KKT_DB) + { /* check lambdaR */ + for (i = 1; i <= m; i++) + { row = P->row[i]; + /* t := lambdaR[i] */ + if (sol == GLP_SOL) + t = row->dual; + else if (sol == GLP_IPT) + t = row->dval; + else + xassert(sol != sol); + /* correct sign */ + if (P->dir == GLP_MIN) + t = + t; + else if (P->dir == GLP_MAX) + t = - t; + else + xassert(P != P); + /* check for positivity */ + if (row->type == GLP_FR || row->type == GLP_LO) + { if (t < 0.0) + { e = - t; + if (ae_max < e) + ae_max = re_max = e, ae_ind = re_ind = i; + } + } + /* check for negativity */ + if (row->type == GLP_FR || row->type == GLP_UP) + { if (t > 0.0) + { e = + t; + if (ae_max < e) + ae_max = re_max = e, ae_ind = re_ind = i; + } + } + } + /* check lambdaS */ + for (j = 1; j <= n; j++) + { col = P->col[j]; + /* t := lambdaS[j] */ + if (sol == GLP_SOL) + t = col->dual; + else if (sol == GLP_IPT) + t = col->dval; + else + xassert(sol != sol); + /* correct sign */ + if (P->dir == GLP_MIN) + t = + t; + else if (P->dir == GLP_MAX) + t = - t; + else + xassert(P != P); + /* check for positivity */ + if (col->type == GLP_FR || col->type == GLP_LO) + { if (t < 0.0) + { e = - t; + if (ae_max < e) + ae_max = re_max = e, ae_ind = re_ind = m+j; + } + } + /* check for negativity */ + if (col->type == GLP_FR || col->type == GLP_UP) + { if (t > 0.0) + { e = + t; + if (ae_max < e) + ae_max = re_max = e, ae_ind = re_ind = m+j; + } + } + } + } + else + xassert(cond != cond); + if (_ae_max != NULL) *_ae_max = ae_max; + if (_ae_ind != NULL) *_ae_ind = ae_ind; + if (_re_max != NULL) *_re_max = re_max; + if (_re_ind != NULL) *_re_ind = re_ind; + return; +} + +/* eof */