| 1 | /* glpapi10.c (solution checking routines) */ |
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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 "glpapi.h" |
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| 26 | |
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| 27 | void _glp_check_kkt(glp_prob *P, int sol, int cond, double *_ae_max, |
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| 28 | int *_ae_ind, double *_re_max, int *_re_ind) |
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| 29 | { /* check feasibility and optimality conditions */ |
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| 30 | int m = P->m; |
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| 31 | int n = P->n; |
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| 32 | GLPROW *row; |
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| 33 | GLPCOL *col; |
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| 34 | GLPAIJ *aij; |
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| 35 | int i, j, ae_ind, re_ind; |
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| 36 | double e, sp, sn, t, ae_max, re_max; |
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| 37 | if (!(sol == GLP_SOL || sol == GLP_IPT || sol == GLP_MIP)) |
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| 38 | xerror("glp_check_kkt: sol = %d; invalid solution indicator\n", |
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| 39 | sol); |
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| 40 | if (!(cond == GLP_KKT_PE || cond == GLP_KKT_PB || |
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| 41 | cond == GLP_KKT_DE || cond == GLP_KKT_DB || |
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| 42 | cond == GLP_KKT_CS)) |
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| 43 | xerror("glp_check_kkt: cond = %d; invalid condition indicator " |
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| 44 | "\n", cond); |
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| 45 | ae_max = re_max = 0.0; |
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| 46 | ae_ind = re_ind = 0; |
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| 47 | if (cond == GLP_KKT_PE) |
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| 48 | { /* xR - A * xS = 0 */ |
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| 49 | for (i = 1; i <= m; i++) |
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| 50 | { row = P->row[i]; |
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| 51 | sp = sn = 0.0; |
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| 52 | /* t := xR[i] */ |
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| 53 | if (sol == GLP_SOL) |
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| 54 | t = row->prim; |
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| 55 | else if (sol == GLP_IPT) |
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| 56 | t = row->pval; |
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| 57 | else if (sol == GLP_MIP) |
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| 58 | t = row->mipx; |
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| 59 | else |
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| 60 | xassert(sol != sol); |
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| 61 | if (t >= 0.0) sp += t; else sn -= t; |
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| 62 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
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| 63 | { col = aij->col; |
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| 64 | /* t := - a[i,j] * xS[j] */ |
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| 65 | if (sol == GLP_SOL) |
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| 66 | t = - aij->val * col->prim; |
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| 67 | else if (sol == GLP_IPT) |
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| 68 | t = - aij->val * col->pval; |
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| 69 | else if (sol == GLP_MIP) |
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| 70 | t = - aij->val * col->mipx; |
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| 71 | else |
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| 72 | xassert(sol != sol); |
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| 73 | if (t >= 0.0) sp += t; else sn -= t; |
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| 74 | } |
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| 75 | /* absolute error */ |
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| 76 | e = fabs(sp - sn); |
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| 77 | if (ae_max < e) |
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| 78 | ae_max = e, ae_ind = i; |
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| 79 | /* relative error */ |
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| 80 | e /= (1.0 + sp + sn); |
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| 81 | if (re_max < e) |
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| 82 | re_max = e, re_ind = i; |
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| 83 | } |
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| 84 | } |
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| 85 | else if (cond == GLP_KKT_PB) |
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| 86 | { /* lR <= xR <= uR */ |
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| 87 | for (i = 1; i <= m; i++) |
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| 88 | { row = P->row[i]; |
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| 89 | /* t := xR[i] */ |
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| 90 | if (sol == GLP_SOL) |
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| 91 | t = row->prim; |
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| 92 | else if (sol == GLP_IPT) |
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| 93 | t = row->pval; |
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| 94 | else if (sol == GLP_MIP) |
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| 95 | t = row->mipx; |
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| 96 | else |
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| 97 | xassert(sol != sol); |
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| 98 | /* check lower bound */ |
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| 99 | if (row->type == GLP_LO || row->type == GLP_DB || |
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| 100 | row->type == GLP_FX) |
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| 101 | { if (t < row->lb) |
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| 102 | { /* absolute error */ |
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| 103 | e = row->lb - t; |
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| 104 | if (ae_max < e) |
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| 105 | ae_max = e, ae_ind = i; |
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| 106 | /* relative error */ |
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| 107 | e /= (1.0 + fabs(row->lb)); |
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| 108 | if (re_max < e) |
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| 109 | re_max = e, re_ind = i; |
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| 110 | } |
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| 111 | } |
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| 112 | /* check upper bound */ |
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| 113 | if (row->type == GLP_UP || row->type == GLP_DB || |
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| 114 | row->type == GLP_FX) |
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| 115 | { if (t > row->ub) |
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| 116 | { /* absolute error */ |
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| 117 | e = t - row->ub; |
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| 118 | if (ae_max < e) |
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| 119 | ae_max = e, ae_ind = i; |
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| 120 | /* relative error */ |
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| 121 | e /= (1.0 + fabs(row->ub)); |
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| 122 | if (re_max < e) |
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| 123 | re_max = e, re_ind = i; |
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| 124 | } |
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| 125 | } |
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| 126 | } |
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| 127 | /* lS <= xS <= uS */ |
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| 128 | for (j = 1; j <= n; j++) |
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| 129 | { col = P->col[j]; |
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| 130 | /* t := xS[j] */ |
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| 131 | if (sol == GLP_SOL) |
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| 132 | t = col->prim; |
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| 133 | else if (sol == GLP_IPT) |
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| 134 | t = col->pval; |
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| 135 | else if (sol == GLP_MIP) |
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| 136 | t = col->mipx; |
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| 137 | else |
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| 138 | xassert(sol != sol); |
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| 139 | /* check lower bound */ |
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| 140 | if (col->type == GLP_LO || col->type == GLP_DB || |
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| 141 | col->type == GLP_FX) |
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| 142 | { if (t < col->lb) |
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| 143 | { /* absolute error */ |
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| 144 | e = col->lb - t; |
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| 145 | if (ae_max < e) |
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| 146 | ae_max = e, ae_ind = m+j; |
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| 147 | /* relative error */ |
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| 148 | e /= (1.0 + fabs(col->lb)); |
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| 149 | if (re_max < e) |
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| 150 | re_max = e, re_ind = m+j; |
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| 151 | } |
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| 152 | } |
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| 153 | /* check upper bound */ |
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| 154 | if (col->type == GLP_UP || col->type == GLP_DB || |
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| 155 | col->type == GLP_FX) |
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| 156 | { if (t > col->ub) |
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| 157 | { /* absolute error */ |
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| 158 | e = t - col->ub; |
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| 159 | if (ae_max < e) |
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| 160 | ae_max = e, ae_ind = m+j; |
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| 161 | /* relative error */ |
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| 162 | e /= (1.0 + fabs(col->ub)); |
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| 163 | if (re_max < e) |
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| 164 | re_max = e, re_ind = m+j; |
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| 165 | } |
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| 166 | } |
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| 167 | } |
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| 168 | } |
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| 169 | else if (cond == GLP_KKT_DE) |
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| 170 | { /* A' * (lambdaR - cR) + (lambdaS - cS) = 0 */ |
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| 171 | for (j = 1; j <= n; j++) |
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| 172 | { col = P->col[j]; |
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| 173 | sp = sn = 0.0; |
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| 174 | /* t := lambdaS[j] - cS[j] */ |
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| 175 | if (sol == GLP_SOL) |
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| 176 | t = col->dual - col->coef; |
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| 177 | else if (sol == GLP_IPT) |
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| 178 | t = col->dval - col->coef; |
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| 179 | else |
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| 180 | xassert(sol != sol); |
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| 181 | if (t >= 0.0) sp += t; else sn -= t; |
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| 182 | for (aij = col->ptr; aij != NULL; aij = aij->c_next) |
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| 183 | { row = aij->row; |
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| 184 | /* t := a[i,j] * (lambdaR[i] - cR[i]) */ |
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| 185 | if (sol == GLP_SOL) |
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| 186 | t = aij->val * row->dual; |
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| 187 | else if (sol == GLP_IPT) |
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| 188 | t = aij->val * row->dval; |
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| 189 | else |
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| 190 | xassert(sol != sol); |
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| 191 | if (t >= 0.0) sp += t; else sn -= t; |
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| 192 | } |
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| 193 | /* absolute error */ |
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| 194 | e = fabs(sp - sn); |
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| 195 | if (ae_max < e) |
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| 196 | ae_max = e, ae_ind = m+j; |
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| 197 | /* relative error */ |
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| 198 | e /= (1.0 + sp + sn); |
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| 199 | if (re_max < e) |
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| 200 | re_max = e, re_ind = m+j; |
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| 201 | } |
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| 202 | } |
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| 203 | else if (cond == GLP_KKT_DB) |
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| 204 | { /* check lambdaR */ |
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| 205 | for (i = 1; i <= m; i++) |
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| 206 | { row = P->row[i]; |
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| 207 | /* t := lambdaR[i] */ |
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| 208 | if (sol == GLP_SOL) |
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| 209 | t = row->dual; |
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| 210 | else if (sol == GLP_IPT) |
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| 211 | t = row->dval; |
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| 212 | else |
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| 213 | xassert(sol != sol); |
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| 214 | /* correct sign */ |
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| 215 | if (P->dir == GLP_MIN) |
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| 216 | t = + t; |
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| 217 | else if (P->dir == GLP_MAX) |
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| 218 | t = - t; |
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| 219 | else |
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| 220 | xassert(P != P); |
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| 221 | /* check for positivity */ |
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| 222 | if (row->type == GLP_FR || row->type == GLP_LO) |
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| 223 | { if (t < 0.0) |
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| 224 | { e = - t; |
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| 225 | if (ae_max < e) |
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| 226 | ae_max = re_max = e, ae_ind = re_ind = i; |
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| 227 | } |
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| 228 | } |
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| 229 | /* check for negativity */ |
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| 230 | if (row->type == GLP_FR || row->type == GLP_UP) |
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| 231 | { if (t > 0.0) |
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| 232 | { e = + t; |
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| 233 | if (ae_max < e) |
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| 234 | ae_max = re_max = e, ae_ind = re_ind = i; |
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| 235 | } |
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| 236 | } |
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| 237 | } |
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| 238 | /* check lambdaS */ |
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| 239 | for (j = 1; j <= n; j++) |
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| 240 | { col = P->col[j]; |
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| 241 | /* t := lambdaS[j] */ |
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| 242 | if (sol == GLP_SOL) |
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| 243 | t = col->dual; |
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| 244 | else if (sol == GLP_IPT) |
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| 245 | t = col->dval; |
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| 246 | else |
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| 247 | xassert(sol != sol); |
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| 248 | /* correct sign */ |
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| 249 | if (P->dir == GLP_MIN) |
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| 250 | t = + t; |
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| 251 | else if (P->dir == GLP_MAX) |
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| 252 | t = - t; |
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| 253 | else |
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| 254 | xassert(P != P); |
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| 255 | /* check for positivity */ |
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| 256 | if (col->type == GLP_FR || col->type == GLP_LO) |
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| 257 | { if (t < 0.0) |
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| 258 | { e = - t; |
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| 259 | if (ae_max < e) |
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| 260 | ae_max = re_max = e, ae_ind = re_ind = m+j; |
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| 261 | } |
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| 262 | } |
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| 263 | /* check for negativity */ |
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| 264 | if (col->type == GLP_FR || col->type == GLP_UP) |
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| 265 | { if (t > 0.0) |
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| 266 | { e = + t; |
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| 267 | if (ae_max < e) |
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| 268 | ae_max = re_max = e, ae_ind = re_ind = m+j; |
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| 269 | } |
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| 270 | } |
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| 271 | } |
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| 272 | } |
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| 273 | else |
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| 274 | xassert(cond != cond); |
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| 275 | if (_ae_max != NULL) *_ae_max = ae_max; |
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| 276 | if (_ae_ind != NULL) *_ae_ind = ae_ind; |
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| 277 | if (_re_max != NULL) *_re_max = re_max; |
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| 278 | if (_re_ind != NULL) *_re_ind = re_ind; |
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| 279 | return; |
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| 280 | } |
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| 281 | |
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| 282 | /* eof */ |
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