1 | /* glpnpp05.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 "glpnpp.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 | * npp_clean_prob - perform initial LP/MIP processing |
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31 | * |
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32 | * SYNOPSIS |
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33 | * |
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34 | * #include "glpnpp.h" |
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35 | * void npp_clean_prob(NPP *npp); |
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36 | * |
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37 | * DESCRIPTION |
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38 | * |
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39 | * The routine npp_clean_prob performs initial LP/MIP processing that |
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40 | * currently includes: |
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41 | * |
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42 | * 1) removing free rows; |
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43 | * |
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44 | * 2) replacing double-sided constraint rows with almost identical |
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45 | * bounds, by equality constraint rows; |
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46 | * |
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47 | * 3) removing fixed columns; |
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48 | * |
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49 | * 4) replacing double-bounded columns with almost identical bounds by |
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50 | * fixed columns and removing those columns; |
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51 | * |
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52 | * 5) initial processing constraint coefficients (not implemented); |
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53 | * |
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54 | * 6) initial processing objective coefficients (not implemented). */ |
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55 | |
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56 | void npp_clean_prob(NPP *npp) |
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57 | { /* perform initial LP/MIP processing */ |
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58 | NPPROW *row, *next_row; |
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59 | NPPCOL *col, *next_col; |
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60 | int ret; |
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61 | xassert(npp == npp); |
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62 | /* process rows which originally are free */ |
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63 | for (row = npp->r_head; row != NULL; row = next_row) |
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64 | { next_row = row->next; |
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65 | if (row->lb == -DBL_MAX && row->ub == +DBL_MAX) |
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66 | { /* process free row */ |
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67 | #ifdef GLP_DEBUG |
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68 | xprintf("1"); |
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69 | #endif |
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70 | npp_free_row(npp, row); |
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71 | /* row was deleted */ |
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72 | } |
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73 | } |
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74 | /* process rows which originally are double-sided inequalities */ |
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75 | for (row = npp->r_head; row != NULL; row = next_row) |
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76 | { next_row = row->next; |
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77 | if (row->lb != -DBL_MAX && row->ub != +DBL_MAX && |
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78 | row->lb < row->ub) |
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79 | { ret = npp_make_equality(npp, row); |
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80 | if (ret == 0) |
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81 | ; |
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82 | else if (ret == 1) |
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83 | { /* row was replaced by equality constraint */ |
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84 | #ifdef GLP_DEBUG |
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85 | xprintf("2"); |
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86 | #endif |
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87 | } |
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88 | else |
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89 | xassert(ret != ret); |
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90 | } |
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91 | } |
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92 | /* process columns which are originally fixed */ |
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93 | for (col = npp->c_head; col != NULL; col = next_col) |
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94 | { next_col = col->next; |
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95 | if (col->lb == col->ub) |
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96 | { /* process fixed column */ |
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97 | #ifdef GLP_DEBUG |
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98 | xprintf("3"); |
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99 | #endif |
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100 | npp_fixed_col(npp, col); |
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101 | /* column was deleted */ |
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102 | } |
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103 | } |
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104 | /* process columns which are originally double-bounded */ |
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105 | for (col = npp->c_head; col != NULL; col = next_col) |
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106 | { next_col = col->next; |
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107 | if (col->lb != -DBL_MAX && col->ub != +DBL_MAX && |
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108 | col->lb < col->ub) |
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109 | { ret = npp_make_fixed(npp, col); |
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110 | if (ret == 0) |
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111 | ; |
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112 | else if (ret == 1) |
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113 | { /* column was replaced by fixed column; process it */ |
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114 | #ifdef GLP_DEBUG |
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115 | xprintf("4"); |
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116 | #endif |
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117 | npp_fixed_col(npp, col); |
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118 | /* column was deleted */ |
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119 | } |
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120 | } |
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121 | } |
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122 | return; |
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123 | } |
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124 | |
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125 | /*********************************************************************** |
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126 | * NAME |
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127 | * |
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128 | * npp_process_row - perform basic row processing |
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129 | * |
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130 | * SYNOPSIS |
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131 | * |
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132 | * #include "glpnpp.h" |
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133 | * int npp_process_row(NPP *npp, NPPROW *row, int hard); |
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134 | * |
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135 | * DESCRIPTION |
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136 | * |
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137 | * The routine npp_process_row performs basic row processing that |
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138 | * currently includes: |
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139 | * |
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140 | * 1) removing empty row; |
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141 | * |
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142 | * 2) removing equality constraint row singleton and corresponding |
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143 | * column; |
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144 | * |
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145 | * 3) removing inequality constraint row singleton and corresponding |
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146 | * column if it was fixed; |
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147 | * |
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148 | * 4) performing general row analysis; |
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149 | * |
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150 | * 5) removing redundant row bounds; |
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151 | * |
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152 | * 6) removing forcing row and corresponding columns; |
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153 | * |
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154 | * 7) removing row which becomes free due to redundant bounds; |
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155 | * |
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156 | * 8) computing implied bounds for all columns in the row and using |
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157 | * them to strengthen current column bounds (MIP only, optional, |
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158 | * performed if the flag hard is on). |
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159 | * |
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160 | * Additionally the routine may activate affected rows and/or columns |
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161 | * for further processing. |
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162 | * |
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163 | * RETURNS |
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164 | * |
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165 | * 0 success; |
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166 | * |
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167 | * GLP_ENOPFS primal/integer infeasibility detected; |
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168 | * |
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169 | * GLP_ENODFS dual infeasibility detected. */ |
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170 | |
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171 | int npp_process_row(NPP *npp, NPPROW *row, int hard) |
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172 | { /* perform basic row processing */ |
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173 | NPPCOL *col; |
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174 | NPPAIJ *aij, *next_aij, *aaa; |
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175 | int ret; |
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176 | /* row must not be free */ |
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177 | xassert(!(row->lb == -DBL_MAX && row->ub == +DBL_MAX)); |
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178 | /* start processing row */ |
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179 | if (row->ptr == NULL) |
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180 | { /* empty row */ |
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181 | ret = npp_empty_row(npp, row); |
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182 | if (ret == 0) |
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183 | { /* row was deleted */ |
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184 | #ifdef GLP_DEBUG |
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185 | xprintf("A"); |
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186 | #endif |
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187 | return 0; |
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188 | } |
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189 | else if (ret == 1) |
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190 | { /* primal infeasibility */ |
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191 | return GLP_ENOPFS; |
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192 | } |
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193 | else |
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194 | xassert(ret != ret); |
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195 | } |
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196 | if (row->ptr->r_next == NULL) |
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197 | { /* row singleton */ |
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198 | col = row->ptr->col; |
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199 | if (row->lb == row->ub) |
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200 | { /* equality constraint */ |
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201 | ret = npp_eq_singlet(npp, row); |
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202 | if (ret == 0) |
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203 | { /* column was fixed, row was deleted */ |
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204 | #ifdef GLP_DEBUG |
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205 | xprintf("B"); |
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206 | #endif |
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207 | /* activate rows affected by column */ |
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208 | for (aij = col->ptr; aij != NULL; aij = aij->c_next) |
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209 | npp_activate_row(npp, aij->row); |
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210 | /* process fixed column */ |
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211 | npp_fixed_col(npp, col); |
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212 | /* column was deleted */ |
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213 | return 0; |
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214 | } |
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215 | else if (ret == 1 || ret == 2) |
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216 | { /* primal/integer infeasibility */ |
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217 | return GLP_ENOPFS; |
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218 | } |
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219 | else |
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220 | xassert(ret != ret); |
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221 | } |
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222 | else |
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223 | { /* inequality constraint */ |
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224 | ret = npp_ineq_singlet(npp, row); |
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225 | if (0 <= ret && ret <= 3) |
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226 | { /* row was deleted */ |
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227 | #ifdef GLP_DEBUG |
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228 | xprintf("C"); |
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229 | #endif |
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230 | /* activate column, since its length was changed due to |
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231 | row deletion */ |
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232 | npp_activate_col(npp, col); |
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233 | if (ret >= 2) |
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234 | { /* column bounds changed significantly or column was |
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235 | fixed */ |
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236 | /* activate rows affected by column */ |
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237 | for (aij = col->ptr; aij != NULL; aij = aij->c_next) |
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238 | npp_activate_row(npp, aij->row); |
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239 | } |
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240 | if (ret == 3) |
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241 | { /* column was fixed; process it */ |
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242 | #ifdef GLP_DEBUG |
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243 | xprintf("D"); |
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244 | #endif |
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245 | npp_fixed_col(npp, col); |
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246 | /* column was deleted */ |
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247 | } |
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248 | return 0; |
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249 | } |
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250 | else if (ret == 4) |
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251 | { /* primal infeasibility */ |
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252 | return GLP_ENOPFS; |
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253 | } |
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254 | else |
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255 | xassert(ret != ret); |
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256 | } |
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257 | } |
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258 | #if 0 |
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259 | /* sometimes this causes too large round-off errors; probably |
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260 | pivot coefficient should be chosen more carefully */ |
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261 | if (row->ptr->r_next->r_next == NULL) |
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262 | { /* row doubleton */ |
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263 | if (row->lb == row->ub) |
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264 | { /* equality constraint */ |
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265 | if (!(row->ptr->col->is_int || |
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266 | row->ptr->r_next->col->is_int)) |
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267 | { /* both columns are continuous */ |
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268 | NPPCOL *q; |
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269 | q = npp_eq_doublet(npp, row); |
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270 | if (q != NULL) |
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271 | { /* column q was eliminated */ |
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272 | #ifdef GLP_DEBUG |
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273 | xprintf("E"); |
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274 | #endif |
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275 | /* now column q is singleton of type "implied slack |
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276 | variable"; we process it here to make sure that on |
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277 | recovering basic solution the row is always active |
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278 | equality constraint (as required by the routine |
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279 | rcv_eq_doublet) */ |
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280 | xassert(npp_process_col(npp, q) == 0); |
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281 | /* column q was deleted; note that row p also may be |
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282 | deleted */ |
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283 | return 0; |
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284 | } |
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285 | } |
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286 | } |
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287 | } |
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288 | #endif |
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289 | /* general row analysis */ |
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290 | ret = npp_analyze_row(npp, row); |
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291 | xassert(0x00 <= ret && ret <= 0xFF); |
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292 | if (ret == 0x33) |
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293 | { /* row bounds are inconsistent with column bounds */ |
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294 | return GLP_ENOPFS; |
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295 | } |
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296 | if ((ret & 0x0F) == 0x00) |
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297 | { /* row lower bound does not exist or redundant */ |
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298 | if (row->lb != -DBL_MAX) |
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299 | { /* remove redundant row lower bound */ |
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300 | #ifdef GLP_DEBUG |
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301 | xprintf("F"); |
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302 | #endif |
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303 | npp_inactive_bound(npp, row, 0); |
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304 | } |
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305 | } |
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306 | else if ((ret & 0x0F) == 0x01) |
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307 | { /* row lower bound can be active */ |
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308 | /* see below */ |
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309 | } |
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310 | else if ((ret & 0x0F) == 0x02) |
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311 | { /* row lower bound is a forcing bound */ |
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312 | #ifdef GLP_DEBUG |
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313 | xprintf("G"); |
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314 | #endif |
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315 | /* process forcing row */ |
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316 | if (npp_forcing_row(npp, row, 0) == 0) |
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317 | fixup: { /* columns were fixed, row was made free */ |
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318 | for (aij = row->ptr; aij != NULL; aij = next_aij) |
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319 | { /* process column fixed by forcing row */ |
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320 | #ifdef GLP_DEBUG |
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321 | xprintf("H"); |
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322 | #endif |
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323 | col = aij->col; |
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324 | next_aij = aij->r_next; |
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325 | /* activate rows affected by column */ |
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326 | for (aaa = col->ptr; aaa != NULL; aaa = aaa->c_next) |
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327 | npp_activate_row(npp, aaa->row); |
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328 | /* process fixed column */ |
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329 | npp_fixed_col(npp, col); |
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330 | /* column was deleted */ |
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331 | } |
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332 | /* process free row (which now is empty due to deletion of |
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333 | all its columns) */ |
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334 | npp_free_row(npp, row); |
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335 | /* row was deleted */ |
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336 | return 0; |
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337 | } |
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338 | } |
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339 | else |
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340 | xassert(ret != ret); |
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341 | if ((ret & 0xF0) == 0x00) |
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342 | { /* row upper bound does not exist or redundant */ |
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343 | if (row->ub != +DBL_MAX) |
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344 | { /* remove redundant row upper bound */ |
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345 | #ifdef GLP_DEBUG |
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346 | xprintf("I"); |
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347 | #endif |
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348 | npp_inactive_bound(npp, row, 1); |
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349 | } |
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350 | } |
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351 | else if ((ret & 0xF0) == 0x10) |
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352 | { /* row upper bound can be active */ |
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353 | /* see below */ |
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354 | } |
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355 | else if ((ret & 0xF0) == 0x20) |
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356 | { /* row upper bound is a forcing bound */ |
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357 | #ifdef GLP_DEBUG |
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358 | xprintf("J"); |
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359 | #endif |
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360 | /* process forcing row */ |
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361 | if (npp_forcing_row(npp, row, 1) == 0) goto fixup; |
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362 | } |
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363 | else |
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364 | xassert(ret != ret); |
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365 | if (row->lb == -DBL_MAX && row->ub == +DBL_MAX) |
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366 | { /* row became free due to redundant bounds removal */ |
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367 | #ifdef GLP_DEBUG |
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368 | xprintf("K"); |
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369 | #endif |
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370 | /* activate its columns, since their length will change due |
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371 | to row deletion */ |
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372 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
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373 | npp_activate_col(npp, aij->col); |
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374 | /* process free row */ |
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375 | npp_free_row(npp, row); |
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376 | /* row was deleted */ |
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377 | return 0; |
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378 | } |
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379 | #if 1 /* 23/XII-2009 */ |
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380 | /* row lower and/or upper bounds can be active */ |
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381 | if (npp->sol == GLP_MIP && hard) |
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382 | { /* improve current column bounds (optional) */ |
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383 | if (npp_improve_bounds(npp, row, 1) < 0) |
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384 | return GLP_ENOPFS; |
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385 | } |
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386 | #endif |
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387 | return 0; |
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388 | } |
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389 | |
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390 | /*********************************************************************** |
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391 | * NAME |
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392 | * |
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393 | * npp_improve_bounds - improve current column bounds |
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394 | * |
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395 | * SYNOPSIS |
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396 | * |
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397 | * #include "glpnpp.h" |
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398 | * int npp_improve_bounds(NPP *npp, NPPROW *row, int flag); |
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399 | * |
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400 | * DESCRIPTION |
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401 | * |
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402 | * The routine npp_improve_bounds analyzes specified row (inequality |
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403 | * or equality constraint) to determine implied column bounds and then |
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404 | * uses these bounds to improve (strengthen) current column bounds. |
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405 | * |
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406 | * If the flag is on and current column bounds changed significantly |
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407 | * or the column was fixed, the routine activate rows affected by the |
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408 | * column for further processing. (This feature is intended to be used |
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409 | * in the main loop of the routine npp_process_row.) |
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410 | * |
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411 | * NOTE: This operation can be used for MIP problem only. |
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412 | * |
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413 | * RETURNS |
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414 | * |
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415 | * The routine npp_improve_bounds returns the number of significantly |
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416 | * changed bounds plus the number of column having been fixed due to |
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417 | * bound improvements. However, if the routine detects primal/integer |
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418 | * infeasibility, it returns a negative value. */ |
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419 | |
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420 | int npp_improve_bounds(NPP *npp, NPPROW *row, int flag) |
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421 | { /* improve current column bounds */ |
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422 | NPPCOL *col; |
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423 | NPPAIJ *aij, *next_aij, *aaa; |
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424 | int kase, ret, count = 0; |
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425 | double lb, ub; |
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426 | xassert(npp->sol == GLP_MIP); |
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427 | /* row must not be free */ |
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428 | xassert(!(row->lb == -DBL_MAX && row->ub == +DBL_MAX)); |
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429 | /* determine implied column bounds */ |
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430 | npp_implied_bounds(npp, row); |
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431 | /* and use these bounds to strengthen current column bounds */ |
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432 | for (aij = row->ptr; aij != NULL; aij = next_aij) |
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433 | { col = aij->col; |
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434 | next_aij = aij->r_next; |
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435 | for (kase = 0; kase <= 1; kase++) |
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436 | { /* save current column bounds */ |
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437 | lb = col->lb, ub = col->ub; |
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438 | if (kase == 0) |
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439 | { /* process implied column lower bound */ |
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440 | if (col->ll.ll == -DBL_MAX) continue; |
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441 | ret = npp_implied_lower(npp, col, col->ll.ll); |
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442 | } |
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443 | else |
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444 | { /* process implied column upper bound */ |
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445 | if (col->uu.uu == +DBL_MAX) continue; |
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446 | ret = npp_implied_upper(npp, col, col->uu.uu); |
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447 | } |
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448 | if (ret == 0 || ret == 1) |
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449 | { /* current column bounds did not change or changed, but |
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450 | not significantly; restore current column bounds */ |
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451 | col->lb = lb, col->ub = ub; |
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452 | } |
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453 | else if (ret == 2 || ret == 3) |
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454 | { /* current column bounds changed significantly or column |
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455 | was fixed */ |
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456 | #ifdef GLP_DEBUG |
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457 | xprintf("L"); |
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458 | #endif |
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459 | count++; |
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460 | /* activate other rows affected by column, if required */ |
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461 | if (flag) |
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462 | { for (aaa = col->ptr; aaa != NULL; aaa = aaa->c_next) |
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463 | { if (aaa->row != row) |
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464 | npp_activate_row(npp, aaa->row); |
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465 | } |
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466 | } |
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467 | if (ret == 3) |
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468 | { /* process fixed column */ |
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469 | #ifdef GLP_DEBUG |
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470 | xprintf("M"); |
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471 | #endif |
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472 | npp_fixed_col(npp, col); |
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473 | /* column was deleted */ |
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474 | break; /* for kase */ |
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475 | } |
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476 | } |
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477 | else if (ret == 4) |
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478 | { /* primal/integer infeasibility */ |
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479 | return -1; |
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480 | } |
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481 | else |
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482 | xassert(ret != ret); |
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483 | } |
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484 | } |
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485 | return count; |
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486 | } |
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487 | |
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488 | /*********************************************************************** |
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489 | * NAME |
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490 | * |
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491 | * npp_process_col - perform basic column processing |
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492 | * |
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493 | * SYNOPSIS |
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494 | * |
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495 | * #include "glpnpp.h" |
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496 | * int npp_process_col(NPP *npp, NPPCOL *col); |
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497 | * |
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498 | * DESCRIPTION |
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499 | * |
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500 | * The routine npp_process_col performs basic column processing that |
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501 | * currently includes: |
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502 | * |
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503 | * 1) fixing and removing empty column; |
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504 | * |
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505 | * 2) removing column singleton, which is implied slack variable, and |
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506 | * corresponding row if it becomes free; |
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507 | * |
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508 | * 3) removing bounds of column, which is implied free variable, and |
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509 | * replacing corresponding row by equality constraint. |
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510 | * |
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511 | * Additionally the routine may activate affected rows and/or columns |
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512 | * for further processing. |
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513 | * |
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514 | * RETURNS |
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515 | * |
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516 | * 0 success; |
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517 | * |
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518 | * GLP_ENOPFS primal/integer infeasibility detected; |
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519 | * |
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520 | * GLP_ENODFS dual infeasibility detected. */ |
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521 | |
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522 | int npp_process_col(NPP *npp, NPPCOL *col) |
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523 | { /* perform basic column processing */ |
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524 | NPPROW *row; |
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525 | NPPAIJ *aij; |
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526 | int ret; |
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527 | /* column must not be fixed */ |
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528 | xassert(col->lb < col->ub); |
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529 | /* start processing column */ |
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530 | if (col->ptr == NULL) |
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531 | { /* empty column */ |
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532 | ret = npp_empty_col(npp, col); |
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533 | if (ret == 0) |
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534 | { /* column was fixed and deleted */ |
---|
535 | #ifdef GLP_DEBUG |
---|
536 | xprintf("N"); |
---|
537 | #endif |
---|
538 | return 0; |
---|
539 | } |
---|
540 | else if (ret == 1) |
---|
541 | { /* dual infeasibility */ |
---|
542 | return GLP_ENODFS; |
---|
543 | } |
---|
544 | else |
---|
545 | xassert(ret != ret); |
---|
546 | } |
---|
547 | if (col->ptr->c_next == NULL) |
---|
548 | { /* column singleton */ |
---|
549 | row = col->ptr->row; |
---|
550 | if (row->lb == row->ub) |
---|
551 | { /* equality constraint */ |
---|
552 | if (!col->is_int) |
---|
553 | slack: { /* implied slack variable */ |
---|
554 | #ifdef GLP_DEBUG |
---|
555 | xprintf("O"); |
---|
556 | #endif |
---|
557 | npp_implied_slack(npp, col); |
---|
558 | /* column was deleted */ |
---|
559 | if (row->lb == -DBL_MAX && row->ub == +DBL_MAX) |
---|
560 | { /* row became free due to implied slack variable */ |
---|
561 | #ifdef GLP_DEBUG |
---|
562 | xprintf("P"); |
---|
563 | #endif |
---|
564 | /* activate columns affected by row */ |
---|
565 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
566 | npp_activate_col(npp, aij->col); |
---|
567 | /* process free row */ |
---|
568 | npp_free_row(npp, row); |
---|
569 | /* row was deleted */ |
---|
570 | } |
---|
571 | else |
---|
572 | { /* row became inequality constraint; activate it |
---|
573 | since its length changed due to column deletion */ |
---|
574 | npp_activate_row(npp, row); |
---|
575 | } |
---|
576 | return 0; |
---|
577 | } |
---|
578 | } |
---|
579 | else |
---|
580 | { /* inequality constraint */ |
---|
581 | if (!col->is_int) |
---|
582 | { ret = npp_implied_free(npp, col); |
---|
583 | if (ret == 0) |
---|
584 | { /* implied free variable */ |
---|
585 | #ifdef GLP_DEBUG |
---|
586 | xprintf("Q"); |
---|
587 | #endif |
---|
588 | /* column bounds were removed, row was replaced by |
---|
589 | equality constraint */ |
---|
590 | goto slack; |
---|
591 | } |
---|
592 | else if (ret == 1) |
---|
593 | { /* column is not implied free variable, because its |
---|
594 | lower and/or upper bounds can be active */ |
---|
595 | } |
---|
596 | else if (ret == 2) |
---|
597 | { /* dual infeasibility */ |
---|
598 | return GLP_ENODFS; |
---|
599 | } |
---|
600 | } |
---|
601 | } |
---|
602 | } |
---|
603 | /* column still exists */ |
---|
604 | return 0; |
---|
605 | } |
---|
606 | |
---|
607 | /*********************************************************************** |
---|
608 | * NAME |
---|
609 | * |
---|
610 | * npp_process_prob - perform basic LP/MIP processing |
---|
611 | * |
---|
612 | * SYNOPSIS |
---|
613 | * |
---|
614 | * #include "glpnpp.h" |
---|
615 | * int npp_process_prob(NPP *npp, int hard); |
---|
616 | * |
---|
617 | * DESCRIPTION |
---|
618 | * |
---|
619 | * The routine npp_process_prob performs basic LP/MIP processing that |
---|
620 | * currently includes: |
---|
621 | * |
---|
622 | * 1) initial LP/MIP processing (see the routine npp_clean_prob), |
---|
623 | * |
---|
624 | * 2) basic row processing (see the routine npp_process_row), and |
---|
625 | * |
---|
626 | * 3) basic column processing (see the routine npp_process_col). |
---|
627 | * |
---|
628 | * If the flag hard is on, the routine attempts to improve current |
---|
629 | * column bounds multiple times within the main processing loop, in |
---|
630 | * which case this feature may take a time. Otherwise, if the flag hard |
---|
631 | * is off, improving column bounds is performed only once at the end of |
---|
632 | * the main loop. (Note that this feature is used for MIP only.) |
---|
633 | * |
---|
634 | * The routine uses two sets: the set of active rows and the set of |
---|
635 | * active columns. Rows/columns are marked by a flag (the field temp in |
---|
636 | * NPPROW/NPPCOL). If the flag is non-zero, the row/column is active, |
---|
637 | * in which case it is placed in the beginning of the row/column list; |
---|
638 | * otherwise, if the flag is zero, the row/column is inactive, in which |
---|
639 | * case it is placed in the end of the row/column list. If a row/column |
---|
640 | * being currently processed may affect other rows/columns, the latters |
---|
641 | * are activated for further processing. |
---|
642 | * |
---|
643 | * RETURNS |
---|
644 | * |
---|
645 | * 0 success; |
---|
646 | * |
---|
647 | * GLP_ENOPFS primal/integer infeasibility detected; |
---|
648 | * |
---|
649 | * GLP_ENODFS dual infeasibility detected. */ |
---|
650 | |
---|
651 | int npp_process_prob(NPP *npp, int hard) |
---|
652 | { /* perform basic LP/MIP processing */ |
---|
653 | NPPROW *row; |
---|
654 | NPPCOL *col; |
---|
655 | int processing, ret; |
---|
656 | /* perform initial LP/MIP processing */ |
---|
657 | npp_clean_prob(npp); |
---|
658 | /* activate all remaining rows and columns */ |
---|
659 | for (row = npp->r_head; row != NULL; row = row->next) |
---|
660 | row->temp = 1; |
---|
661 | for (col = npp->c_head; col != NULL; col = col->next) |
---|
662 | col->temp = 1; |
---|
663 | /* main processing loop */ |
---|
664 | processing = 1; |
---|
665 | while (processing) |
---|
666 | { processing = 0; |
---|
667 | /* process all active rows */ |
---|
668 | for (;;) |
---|
669 | { row = npp->r_head; |
---|
670 | if (row == NULL || !row->temp) break; |
---|
671 | npp_deactivate_row(npp, row); |
---|
672 | ret = npp_process_row(npp, row, hard); |
---|
673 | if (ret != 0) goto done; |
---|
674 | processing = 1; |
---|
675 | } |
---|
676 | /* process all active columns */ |
---|
677 | for (;;) |
---|
678 | { col = npp->c_head; |
---|
679 | if (col == NULL || !col->temp) break; |
---|
680 | npp_deactivate_col(npp, col); |
---|
681 | ret = npp_process_col(npp, col); |
---|
682 | if (ret != 0) goto done; |
---|
683 | processing = 1; |
---|
684 | } |
---|
685 | } |
---|
686 | #if 1 /* 23/XII-2009 */ |
---|
687 | if (npp->sol == GLP_MIP && !hard) |
---|
688 | { /* improve current column bounds (optional) */ |
---|
689 | for (row = npp->r_head; row != NULL; row = row->next) |
---|
690 | { if (npp_improve_bounds(npp, row, 0) < 0) |
---|
691 | { ret = GLP_ENOPFS; |
---|
692 | goto done; |
---|
693 | } |
---|
694 | } |
---|
695 | } |
---|
696 | #endif |
---|
697 | /* all seems ok */ |
---|
698 | ret = 0; |
---|
699 | done: xassert(ret == 0 || ret == GLP_ENOPFS || ret == GLP_ENODFS); |
---|
700 | #ifdef GLP_DEBUG |
---|
701 | xprintf("\n"); |
---|
702 | #endif |
---|
703 | return ret; |
---|
704 | } |
---|
705 | |
---|
706 | /**********************************************************************/ |
---|
707 | |
---|
708 | int npp_simplex(NPP *npp, const glp_smcp *parm) |
---|
709 | { /* process LP prior to applying primal/dual simplex method */ |
---|
710 | int ret; |
---|
711 | xassert(npp->sol == GLP_SOL); |
---|
712 | xassert(parm == parm); |
---|
713 | ret = npp_process_prob(npp, 0); |
---|
714 | return ret; |
---|
715 | } |
---|
716 | |
---|
717 | /**********************************************************************/ |
---|
718 | |
---|
719 | int npp_integer(NPP *npp, const glp_iocp *parm) |
---|
720 | { /* process MIP prior to applying branch-and-bound method */ |
---|
721 | NPPROW *row, *prev_row; |
---|
722 | NPPCOL *col; |
---|
723 | NPPAIJ *aij; |
---|
724 | int count, ret; |
---|
725 | xassert(npp->sol == GLP_MIP); |
---|
726 | xassert(parm == parm); |
---|
727 | /*==============================================================*/ |
---|
728 | /* perform basic MIP processing */ |
---|
729 | ret = npp_process_prob(npp, 1); |
---|
730 | if (ret != 0) goto done; |
---|
731 | /*==============================================================*/ |
---|
732 | /* binarize problem, if required */ |
---|
733 | if (parm->binarize) |
---|
734 | npp_binarize_prob(npp); |
---|
735 | /*==============================================================*/ |
---|
736 | /* identify hidden packing inequalities */ |
---|
737 | count = 0; |
---|
738 | /* new rows will be added to the end of the row list, so we go |
---|
739 | from the end to beginning of the row list */ |
---|
740 | for (row = npp->r_tail; row != NULL; row = prev_row) |
---|
741 | { prev_row = row->prev; |
---|
742 | /* skip free row */ |
---|
743 | if (row->lb == -DBL_MAX && row->ub == +DBL_MAX) continue; |
---|
744 | /* skip equality constraint */ |
---|
745 | if (row->lb == row->ub) continue; |
---|
746 | /* skip row having less than two variables */ |
---|
747 | if (row->ptr == NULL || row->ptr->r_next == NULL) continue; |
---|
748 | /* skip row having non-binary variables */ |
---|
749 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
750 | { col = aij->col; |
---|
751 | if (!(col->is_int && col->lb == 0.0 && col->ub == 1.0)) |
---|
752 | break; |
---|
753 | } |
---|
754 | if (aij != NULL) continue; |
---|
755 | count += npp_hidden_packing(npp, row); |
---|
756 | } |
---|
757 | if (count > 0) |
---|
758 | xprintf("%d hidden packing inequaliti(es) were detected\n", |
---|
759 | count); |
---|
760 | /*==============================================================*/ |
---|
761 | /* identify hidden covering inequalities */ |
---|
762 | count = 0; |
---|
763 | /* new rows will be added to the end of the row list, so we go |
---|
764 | from the end to beginning of the row list */ |
---|
765 | for (row = npp->r_tail; row != NULL; row = prev_row) |
---|
766 | { prev_row = row->prev; |
---|
767 | /* skip free row */ |
---|
768 | if (row->lb == -DBL_MAX && row->ub == +DBL_MAX) continue; |
---|
769 | /* skip equality constraint */ |
---|
770 | if (row->lb == row->ub) continue; |
---|
771 | /* skip row having less than three variables */ |
---|
772 | if (row->ptr == NULL || row->ptr->r_next == NULL || |
---|
773 | row->ptr->r_next->r_next == NULL) continue; |
---|
774 | /* skip row having non-binary variables */ |
---|
775 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
776 | { col = aij->col; |
---|
777 | if (!(col->is_int && col->lb == 0.0 && col->ub == 1.0)) |
---|
778 | break; |
---|
779 | } |
---|
780 | if (aij != NULL) continue; |
---|
781 | count += npp_hidden_covering(npp, row); |
---|
782 | } |
---|
783 | if (count > 0) |
---|
784 | xprintf("%d hidden covering inequaliti(es) were detected\n", |
---|
785 | count); |
---|
786 | /*==============================================================*/ |
---|
787 | /* reduce inequality constraint coefficients */ |
---|
788 | count = 0; |
---|
789 | /* new rows will be added to the end of the row list, so we go |
---|
790 | from the end to beginning of the row list */ |
---|
791 | for (row = npp->r_tail; row != NULL; row = prev_row) |
---|
792 | { prev_row = row->prev; |
---|
793 | /* skip equality constraint */ |
---|
794 | if (row->lb == row->ub) continue; |
---|
795 | count += npp_reduce_ineq_coef(npp, row); |
---|
796 | } |
---|
797 | if (count > 0) |
---|
798 | xprintf("%d constraint coefficient(s) were reduced\n", count); |
---|
799 | /*==============================================================*/ |
---|
800 | #ifdef GLP_DEBUG |
---|
801 | routine(npp); |
---|
802 | #endif |
---|
803 | /*==============================================================*/ |
---|
804 | /* all seems ok */ |
---|
805 | ret = 0; |
---|
806 | done: return ret; |
---|
807 | } |
---|
808 | |
---|
809 | /* eof */ |
---|