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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