/* glpssx01.c */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, * 2009, 2010 Andrew Makhorin, Department for Applied Informatics, * Moscow Aviation Institute, Moscow, Russia. All rights reserved. * E-mail: . * * GLPK is free software: you can redistribute it and/or modify it * under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * GLPK is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public * License for more details. * * You should have received a copy of the GNU General Public License * along with GLPK. If not, see . ***********************************************************************/ #include "glpenv.h" #include "glpssx.h" #define xfault xerror /*---------------------------------------------------------------------- // ssx_create - create simplex solver workspace. // // This routine creates the workspace used by simplex solver routines, // and returns a pointer to it. // // Parameters m, n, and nnz specify, respectively, the number of rows, // columns, and non-zero constraint coefficients. // // This routine only allocates the memory for the workspace components, // so the workspace needs to be saturated by data. */ SSX *ssx_create(int m, int n, int nnz) { SSX *ssx; int i, j, k; if (m < 1) xfault("ssx_create: m = %d; invalid number of rows\n", m); if (n < 1) xfault("ssx_create: n = %d; invalid number of columns\n", n); if (nnz < 0) xfault("ssx_create: nnz = %d; invalid number of non-zero const" "raint coefficients\n", nnz); ssx = xmalloc(sizeof(SSX)); ssx->m = m; ssx->n = n; ssx->type = xcalloc(1+m+n, sizeof(int)); ssx->lb = xcalloc(1+m+n, sizeof(mpq_t)); for (k = 1; k <= m+n; k++) mpq_init(ssx->lb[k]); ssx->ub = xcalloc(1+m+n, sizeof(mpq_t)); for (k = 1; k <= m+n; k++) mpq_init(ssx->ub[k]); ssx->coef = xcalloc(1+m+n, sizeof(mpq_t)); for (k = 0; k <= m+n; k++) mpq_init(ssx->coef[k]); ssx->A_ptr = xcalloc(1+n+1, sizeof(int)); ssx->A_ptr[n+1] = nnz+1; ssx->A_ind = xcalloc(1+nnz, sizeof(int)); ssx->A_val = xcalloc(1+nnz, sizeof(mpq_t)); for (k = 1; k <= nnz; k++) mpq_init(ssx->A_val[k]); ssx->stat = xcalloc(1+m+n, sizeof(int)); ssx->Q_row = xcalloc(1+m+n, sizeof(int)); ssx->Q_col = xcalloc(1+m+n, sizeof(int)); ssx->binv = bfx_create_binv(); ssx->bbar = xcalloc(1+m, sizeof(mpq_t)); for (i = 0; i <= m; i++) mpq_init(ssx->bbar[i]); ssx->pi = xcalloc(1+m, sizeof(mpq_t)); for (i = 1; i <= m; i++) mpq_init(ssx->pi[i]); ssx->cbar = xcalloc(1+n, sizeof(mpq_t)); for (j = 1; j <= n; j++) mpq_init(ssx->cbar[j]); ssx->rho = xcalloc(1+m, sizeof(mpq_t)); for (i = 1; i <= m; i++) mpq_init(ssx->rho[i]); ssx->ap = xcalloc(1+n, sizeof(mpq_t)); for (j = 1; j <= n; j++) mpq_init(ssx->ap[j]); ssx->aq = xcalloc(1+m, sizeof(mpq_t)); for (i = 1; i <= m; i++) mpq_init(ssx->aq[i]); mpq_init(ssx->delta); return ssx; } /*---------------------------------------------------------------------- // ssx_factorize - factorize the current basis matrix. // // This routine computes factorization of the current basis matrix B // and returns the singularity flag. If the matrix B is non-singular, // the flag is zero, otherwise non-zero. */ static int basis_col(void *info, int j, int ind[], mpq_t val[]) { /* this auxiliary routine provides row indices and numeric values of non-zero elements in j-th column of the matrix B */ SSX *ssx = info; int m = ssx->m; int n = ssx->n; int *A_ptr = ssx->A_ptr; int *A_ind = ssx->A_ind; mpq_t *A_val = ssx->A_val; int *Q_col = ssx->Q_col; int k, len, ptr; xassert(1 <= j && j <= m); k = Q_col[j]; /* x[k] = xB[j] */ xassert(1 <= k && k <= m+n); /* j-th column of the matrix B is k-th column of the augmented constraint matrix (I | -A) */ if (k <= m) { /* it is a column of the unity matrix I */ len = 1, ind[1] = k, mpq_set_si(val[1], 1, 1); } else { /* it is a column of the original constraint matrix -A */ len = 0; for (ptr = A_ptr[k-m]; ptr < A_ptr[k-m+1]; ptr++) { len++; ind[len] = A_ind[ptr]; mpq_neg(val[len], A_val[ptr]); } } return len; } int ssx_factorize(SSX *ssx) { int ret; ret = bfx_factorize(ssx->binv, ssx->m, basis_col, ssx); return ret; } /*---------------------------------------------------------------------- // ssx_get_xNj - determine value of non-basic variable. // // This routine determines the value of non-basic variable xN[j] in the // current basic solution defined as follows: // // 0, if xN[j] is free variable // lN[j], if xN[j] is on its lower bound // uN[j], if xN[j] is on its upper bound // lN[j] = uN[j], if xN[j] is fixed variable // // where lN[j] and uN[j] are lower and upper bounds of xN[j]. */ void ssx_get_xNj(SSX *ssx, int j, mpq_t x) { int m = ssx->m; int n = ssx->n; mpq_t *lb = ssx->lb; mpq_t *ub = ssx->ub; int *stat = ssx->stat; int *Q_col = ssx->Q_col; int k; xassert(1 <= j && j <= n); k = Q_col[m+j]; /* x[k] = xN[j] */ xassert(1 <= k && k <= m+n); switch (stat[k]) { case SSX_NL: /* xN[j] is on its lower bound */ mpq_set(x, lb[k]); break; case SSX_NU: /* xN[j] is on its upper bound */ mpq_set(x, ub[k]); break; case SSX_NF: /* xN[j] is free variable */ mpq_set_si(x, 0, 1); break; case SSX_NS: /* xN[j] is fixed variable */ mpq_set(x, lb[k]); break; default: xassert(stat != stat); } return; } /*---------------------------------------------------------------------- // ssx_eval_bbar - compute values of basic variables. // // This routine computes values of basic variables xB in the current // basic solution as follows: // // beta = - inv(B) * N * xN, // // where B is the basis matrix, N is the matrix of non-basic columns, // xN is a vector of current values of non-basic variables. */ void ssx_eval_bbar(SSX *ssx) { int m = ssx->m; int n = ssx->n; mpq_t *coef = ssx->coef; int *A_ptr = ssx->A_ptr; int *A_ind = ssx->A_ind; mpq_t *A_val = ssx->A_val; int *Q_col = ssx->Q_col; mpq_t *bbar = ssx->bbar; int i, j, k, ptr; mpq_t x, temp; mpq_init(x); mpq_init(temp); /* bbar := 0 */ for (i = 1; i <= m; i++) mpq_set_si(bbar[i], 0, 1); /* bbar := - N * xN = - N[1] * xN[1] - ... - N[n] * xN[n] */ for (j = 1; j <= n; j++) { ssx_get_xNj(ssx, j, x); if (mpq_sgn(x) == 0) continue; k = Q_col[m+j]; /* x[k] = xN[j] */ if (k <= m) { /* N[j] is a column of the unity matrix I */ mpq_sub(bbar[k], bbar[k], x); } else { /* N[j] is a column of the original constraint matrix -A */ for (ptr = A_ptr[k-m]; ptr < A_ptr[k-m+1]; ptr++) { mpq_mul(temp, A_val[ptr], x); mpq_add(bbar[A_ind[ptr]], bbar[A_ind[ptr]], temp); } } } /* bbar := inv(B) * bbar */ bfx_ftran(ssx->binv, bbar, 0); #if 1 /* compute value of the objective function */ /* bbar[0] := c[0] */ mpq_set(bbar[0], coef[0]); /* bbar[0] := bbar[0] + sum{i in B} cB[i] * xB[i] */ for (i = 1; i <= m; i++) { k = Q_col[i]; /* x[k] = xB[i] */ if (mpq_sgn(coef[k]) == 0) continue; mpq_mul(temp, coef[k], bbar[i]); mpq_add(bbar[0], bbar[0], temp); } /* bbar[0] := bbar[0] + sum{j in N} cN[j] * xN[j] */ for (j = 1; j <= n; j++) { k = Q_col[m+j]; /* x[k] = xN[j] */ if (mpq_sgn(coef[k]) == 0) continue; ssx_get_xNj(ssx, j, x); mpq_mul(temp, coef[k], x); mpq_add(bbar[0], bbar[0], temp); } #endif mpq_clear(x); mpq_clear(temp); return; } /*---------------------------------------------------------------------- // ssx_eval_pi - compute values of simplex multipliers. // // This routine computes values of simplex multipliers (shadow prices) // pi in the current basic solution as follows: // // pi = inv(B') * cB, // // where B' is a matrix transposed to the basis matrix B, cB is a vector // of objective coefficients at basic variables xB. */ void ssx_eval_pi(SSX *ssx) { int m = ssx->m; mpq_t *coef = ssx->coef; int *Q_col = ssx->Q_col; mpq_t *pi = ssx->pi; int i; /* pi := cB */ for (i = 1; i <= m; i++) mpq_set(pi[i], coef[Q_col[i]]); /* pi := inv(B') * cB */ bfx_btran(ssx->binv, pi); return; } /*---------------------------------------------------------------------- // ssx_eval_dj - compute reduced cost of non-basic variable. // // This routine computes reduced cost d[j] of non-basic variable xN[j] // in the current basic solution as follows: // // d[j] = cN[j] - N[j] * pi, // // where cN[j] is an objective coefficient at xN[j], N[j] is a column // of the augmented constraint matrix (I | -A) corresponding to xN[j], // pi is the vector of simplex multipliers (shadow prices). */ void ssx_eval_dj(SSX *ssx, int j, mpq_t dj) { int m = ssx->m; int n = ssx->n; mpq_t *coef = ssx->coef; int *A_ptr = ssx->A_ptr; int *A_ind = ssx->A_ind; mpq_t *A_val = ssx->A_val; int *Q_col = ssx->Q_col; mpq_t *pi = ssx->pi; int k, ptr, end; mpq_t temp; mpq_init(temp); xassert(1 <= j && j <= n); k = Q_col[m+j]; /* x[k] = xN[j] */ xassert(1 <= k && k <= m+n); /* j-th column of the matrix N is k-th column of the augmented constraint matrix (I | -A) */ if (k <= m) { /* it is a column of the unity matrix I */ mpq_sub(dj, coef[k], pi[k]); } else { /* it is a column of the original constraint matrix -A */ mpq_set(dj, coef[k]); for (ptr = A_ptr[k-m], end = A_ptr[k-m+1]; ptr < end; ptr++) { mpq_mul(temp, A_val[ptr], pi[A_ind[ptr]]); mpq_add(dj, dj, temp); } } mpq_clear(temp); return; } /*---------------------------------------------------------------------- // ssx_eval_cbar - compute reduced costs of all non-basic variables. // // This routine computes the vector of reduced costs pi in the current // basic solution for all non-basic variables, including fixed ones. */ void ssx_eval_cbar(SSX *ssx) { int n = ssx->n; mpq_t *cbar = ssx->cbar; int j; for (j = 1; j <= n; j++) ssx_eval_dj(ssx, j, cbar[j]); return; } /*---------------------------------------------------------------------- // ssx_eval_rho - compute p-th row of the inverse. // // This routine computes p-th row of the matrix inv(B), where B is the // current basis matrix. // // p-th row of the inverse is computed using the following formula: // // rho = inv(B') * e[p], // // where B' is a matrix transposed to B, e[p] is a unity vector, which // contains one in p-th position. */ void ssx_eval_rho(SSX *ssx) { int m = ssx->m; int p = ssx->p; mpq_t *rho = ssx->rho; int i; xassert(1 <= p && p <= m); /* rho := 0 */ for (i = 1; i <= m; i++) mpq_set_si(rho[i], 0, 1); /* rho := e[p] */ mpq_set_si(rho[p], 1, 1); /* rho := inv(B') * rho */ bfx_btran(ssx->binv, rho); return; } /*---------------------------------------------------------------------- // ssx_eval_row - compute pivot row of the simplex table. // // This routine computes p-th (pivot) row of the current simplex table // A~ = - inv(B) * N using the following formula: // // A~[p] = - N' * inv(B') * e[p] = - N' * rho[p], // // where N' is a matrix transposed to the matrix N, rho[p] is p-th row // of the inverse inv(B). */ void ssx_eval_row(SSX *ssx) { int m = ssx->m; int n = ssx->n; int *A_ptr = ssx->A_ptr; int *A_ind = ssx->A_ind; mpq_t *A_val = ssx->A_val; int *Q_col = ssx->Q_col; mpq_t *rho = ssx->rho; mpq_t *ap = ssx->ap; int j, k, ptr; mpq_t temp; mpq_init(temp); for (j = 1; j <= n; j++) { /* ap[j] := - N'[j] * rho (inner product) */ k = Q_col[m+j]; /* x[k] = xN[j] */ if (k <= m) mpq_neg(ap[j], rho[k]); else { mpq_set_si(ap[j], 0, 1); for (ptr = A_ptr[k-m]; ptr < A_ptr[k-m+1]; ptr++) { mpq_mul(temp, A_val[ptr], rho[A_ind[ptr]]); mpq_add(ap[j], ap[j], temp); } } } mpq_clear(temp); return; } /*---------------------------------------------------------------------- // ssx_eval_col - compute pivot column of the simplex table. // // This routine computes q-th (pivot) column of the current simplex // table A~ = - inv(B) * N using the following formula: // // A~[q] = - inv(B) * N[q], // // where N[q] is q-th column of the matrix N corresponding to chosen // non-basic variable xN[q]. */ void ssx_eval_col(SSX *ssx) { int m = ssx->m; int n = ssx->n; int *A_ptr = ssx->A_ptr; int *A_ind = ssx->A_ind; mpq_t *A_val = ssx->A_val; int *Q_col = ssx->Q_col; int q = ssx->q; mpq_t *aq = ssx->aq; int i, k, ptr; xassert(1 <= q && q <= n); /* aq := 0 */ for (i = 1; i <= m; i++) mpq_set_si(aq[i], 0, 1); /* aq := N[q] */ k = Q_col[m+q]; /* x[k] = xN[q] */ if (k <= m) { /* N[q] is a column of the unity matrix I */ mpq_set_si(aq[k], 1, 1); } else { /* N[q] is a column of the original constraint matrix -A */ for (ptr = A_ptr[k-m]; ptr < A_ptr[k-m+1]; ptr++) mpq_neg(aq[A_ind[ptr]], A_val[ptr]); } /* aq := inv(B) * aq */ bfx_ftran(ssx->binv, aq, 1); /* aq := - aq */ for (i = 1; i <= m; i++) mpq_neg(aq[i], aq[i]); return; } /*---------------------------------------------------------------------- // ssx_chuzc - choose pivot column. // // This routine chooses non-basic variable xN[q] whose reduced cost // indicates possible improving of the objective function to enter it // in the basis. // // Currently the standard (textbook) pricing is used, i.e. that // non-basic variable is preferred which has greatest reduced cost (in // magnitude). // // If xN[q] has been chosen, the routine stores its number q and also // sets the flag q_dir that indicates direction in which xN[q] has to // change (+1 means increasing, -1 means decreasing). // // If the choice cannot be made, because the current basic solution is // dual feasible, the routine sets the number q to 0. */ void ssx_chuzc(SSX *ssx) { int m = ssx->m; int n = ssx->n; int dir = (ssx->dir == SSX_MIN ? +1 : -1); int *Q_col = ssx->Q_col; int *stat = ssx->stat; mpq_t *cbar = ssx->cbar; int j, k, s, q, q_dir; double best, temp; /* nothing is chosen so far */ q = 0, q_dir = 0, best = 0.0; /* look through the list of non-basic variables */ for (j = 1; j <= n; j++) { k = Q_col[m+j]; /* x[k] = xN[j] */ s = dir * mpq_sgn(cbar[j]); if ((stat[k] == SSX_NF || stat[k] == SSX_NL) && s < 0 || (stat[k] == SSX_NF || stat[k] == SSX_NU) && s > 0) { /* reduced cost of xN[j] indicates possible improving of the objective function */ temp = fabs(mpq_get_d(cbar[j])); xassert(temp != 0.0); if (q == 0 || best < temp) q = j, q_dir = - s, best = temp; } } ssx->q = q, ssx->q_dir = q_dir; return; } /*---------------------------------------------------------------------- // ssx_chuzr - choose pivot row. // // This routine looks through elements of q-th column of the simplex // table and chooses basic variable xB[p] which should leave the basis. // // The choice is based on the standard (textbook) ratio test. // // If xB[p] has been chosen, the routine stores its number p and also // sets its non-basic status p_stat which should be assigned to xB[p] // when it has left the basis and become xN[q]. // // Special case p < 0 means that xN[q] is double-bounded variable and // it reaches its opposite bound before any basic variable does that, // so the current basis remains unchanged. // // If the choice cannot be made, because xN[q] can infinitely change in // the feasible direction, the routine sets the number p to 0. */ void ssx_chuzr(SSX *ssx) { int m = ssx->m; int n = ssx->n; int *type = ssx->type; mpq_t *lb = ssx->lb; mpq_t *ub = ssx->ub; int *Q_col = ssx->Q_col; mpq_t *bbar = ssx->bbar; int q = ssx->q; mpq_t *aq = ssx->aq; int q_dir = ssx->q_dir; int i, k, s, t, p, p_stat; mpq_t teta, temp; mpq_init(teta); mpq_init(temp); xassert(1 <= q && q <= n); xassert(q_dir == +1 || q_dir == -1); /* nothing is chosen so far */ p = 0, p_stat = 0; /* look through the list of basic variables */ for (i = 1; i <= m; i++) { s = q_dir * mpq_sgn(aq[i]); if (s < 0) { /* xB[i] decreases */ k = Q_col[i]; /* x[k] = xB[i] */ t = type[k]; if (t == SSX_LO || t == SSX_DB || t == SSX_FX) { /* xB[i] has finite lower bound */ mpq_sub(temp, bbar[i], lb[k]); mpq_div(temp, temp, aq[i]); mpq_abs(temp, temp); if (p == 0 || mpq_cmp(teta, temp) > 0) { p = i; p_stat = (t == SSX_FX ? SSX_NS : SSX_NL); mpq_set(teta, temp); } } } else if (s > 0) { /* xB[i] increases */ k = Q_col[i]; /* x[k] = xB[i] */ t = type[k]; if (t == SSX_UP || t == SSX_DB || t == SSX_FX) { /* xB[i] has finite upper bound */ mpq_sub(temp, bbar[i], ub[k]); mpq_div(temp, temp, aq[i]); mpq_abs(temp, temp); if (p == 0 || mpq_cmp(teta, temp) > 0) { p = i; p_stat = (t == SSX_FX ? SSX_NS : SSX_NU); mpq_set(teta, temp); } } } /* if something has been chosen and the ratio test indicates exact degeneracy, the search can be finished */ if (p != 0 && mpq_sgn(teta) == 0) break; } /* if xN[q] is double-bounded, check if it can reach its opposite bound before any basic variable */ k = Q_col[m+q]; /* x[k] = xN[q] */ if (type[k] == SSX_DB) { mpq_sub(temp, ub[k], lb[k]); if (p == 0 || mpq_cmp(teta, temp) > 0) { p = -1; p_stat = -1; mpq_set(teta, temp); } } ssx->p = p; ssx->p_stat = p_stat; /* if xB[p] has been chosen, determine its actual change in the adjacent basis (it has the same sign as q_dir) */ if (p != 0) { xassert(mpq_sgn(teta) >= 0); if (q_dir > 0) mpq_set(ssx->delta, teta); else mpq_neg(ssx->delta, teta); } mpq_clear(teta); mpq_clear(temp); return; } /*---------------------------------------------------------------------- // ssx_update_bbar - update values of basic variables. // // This routine recomputes the current values of basic variables for // the adjacent basis. // // The simplex table for the current basis is the following: // // xB[i] = sum{j in 1..n} alfa[i,j] * xN[q], i = 1,...,m // // therefore // // delta xB[i] = alfa[i,q] * delta xN[q], i = 1,...,m // // where delta xN[q] = xN.new[q] - xN[q] is the change of xN[q] in the // adjacent basis, and delta xB[i] = xB.new[i] - xB[i] is the change of // xB[i]. This gives formulae for recomputing values of xB[i]: // // xB.new[p] = xN[q] + delta xN[q] // // (because xN[q] becomes xB[p] in the adjacent basis), and // // xB.new[i] = xB[i] + alfa[i,q] * delta xN[q], i != p // // for other basic variables. */ void ssx_update_bbar(SSX *ssx) { int m = ssx->m; int n = ssx->n; mpq_t *bbar = ssx->bbar; mpq_t *cbar = ssx->cbar; int p = ssx->p; int q = ssx->q; mpq_t *aq = ssx->aq; int i; mpq_t temp; mpq_init(temp); xassert(1 <= q && q <= n); if (p < 0) { /* xN[q] is double-bounded and goes to its opposite bound */ /* nop */; } else { /* xN[q] becomes xB[p] in the adjacent basis */ /* xB.new[p] = xN[q] + delta xN[q] */ xassert(1 <= p && p <= m); ssx_get_xNj(ssx, q, temp); mpq_add(bbar[p], temp, ssx->delta); } /* update values of other basic variables depending on xN[q] */ for (i = 1; i <= m; i++) { if (i == p) continue; /* xB.new[i] = xB[i] + alfa[i,q] * delta xN[q] */ if (mpq_sgn(aq[i]) == 0) continue; mpq_mul(temp, aq[i], ssx->delta); mpq_add(bbar[i], bbar[i], temp); } #if 1 /* update value of the objective function */ /* z.new = z + d[q] * delta xN[q] */ mpq_mul(temp, cbar[q], ssx->delta); mpq_add(bbar[0], bbar[0], temp); #endif mpq_clear(temp); return; } /*---------------------------------------------------------------------- -- ssx_update_pi - update simplex multipliers. -- -- This routine recomputes the vector of simplex multipliers for the -- adjacent basis. */ void ssx_update_pi(SSX *ssx) { int m = ssx->m; int n = ssx->n; mpq_t *pi = ssx->pi; mpq_t *cbar = ssx->cbar; int p = ssx->p; int q = ssx->q; mpq_t *aq = ssx->aq; mpq_t *rho = ssx->rho; int i; mpq_t new_dq, temp; mpq_init(new_dq); mpq_init(temp); xassert(1 <= p && p <= m); xassert(1 <= q && q <= n); /* compute d[q] in the adjacent basis */ mpq_div(new_dq, cbar[q], aq[p]); /* update the vector of simplex multipliers */ for (i = 1; i <= m; i++) { if (mpq_sgn(rho[i]) == 0) continue; mpq_mul(temp, new_dq, rho[i]); mpq_sub(pi[i], pi[i], temp); } mpq_clear(new_dq); mpq_clear(temp); return; } /*---------------------------------------------------------------------- // ssx_update_cbar - update reduced costs of non-basic variables. // // This routine recomputes the vector of reduced costs of non-basic // variables for the adjacent basis. */ void ssx_update_cbar(SSX *ssx) { int m = ssx->m; int n = ssx->n; mpq_t *cbar = ssx->cbar; int p = ssx->p; int q = ssx->q; mpq_t *ap = ssx->ap; int j; mpq_t temp; mpq_init(temp); xassert(1 <= p && p <= m); xassert(1 <= q && q <= n); /* compute d[q] in the adjacent basis */ /* d.new[q] = d[q] / alfa[p,q] */ mpq_div(cbar[q], cbar[q], ap[q]); /* update reduced costs of other non-basic variables */ for (j = 1; j <= n; j++) { if (j == q) continue; /* d.new[j] = d[j] - (alfa[p,j] / alfa[p,q]) * d[q] */ if (mpq_sgn(ap[j]) == 0) continue; mpq_mul(temp, ap[j], cbar[q]); mpq_sub(cbar[j], cbar[j], temp); } mpq_clear(temp); return; } /*---------------------------------------------------------------------- // ssx_change_basis - change current basis to adjacent one. // // This routine changes the current basis to the adjacent one swapping // basic variable xB[p] and non-basic variable xN[q]. */ void ssx_change_basis(SSX *ssx) { int m = ssx->m; int n = ssx->n; int *type = ssx->type; int *stat = ssx->stat; int *Q_row = ssx->Q_row; int *Q_col = ssx->Q_col; int p = ssx->p; int q = ssx->q; int p_stat = ssx->p_stat; int k, kp, kq; if (p < 0) { /* special case: xN[q] goes to its opposite bound */ xassert(1 <= q && q <= n); k = Q_col[m+q]; /* x[k] = xN[q] */ xassert(type[k] == SSX_DB); switch (stat[k]) { case SSX_NL: stat[k] = SSX_NU; break; case SSX_NU: stat[k] = SSX_NL; break; default: xassert(stat != stat); } } else { /* xB[p] leaves the basis, xN[q] enters the basis */ xassert(1 <= p && p <= m); xassert(1 <= q && q <= n); kp = Q_col[p]; /* x[kp] = xB[p] */ kq = Q_col[m+q]; /* x[kq] = xN[q] */ /* check non-basic status of xB[p] which becomes xN[q] */ switch (type[kp]) { case SSX_FR: xassert(p_stat == SSX_NF); break; case SSX_LO: xassert(p_stat == SSX_NL); break; case SSX_UP: xassert(p_stat == SSX_NU); break; case SSX_DB: xassert(p_stat == SSX_NL || p_stat == SSX_NU); break; case SSX_FX: xassert(p_stat == SSX_NS); break; default: xassert(type != type); } /* swap xB[p] and xN[q] */ stat[kp] = (char)p_stat, stat[kq] = SSX_BS; Q_row[kp] = m+q, Q_row[kq] = p; Q_col[p] = kq, Q_col[m+q] = kp; /* update factorization of the basis matrix */ if (bfx_update(ssx->binv, p)) { if (ssx_factorize(ssx)) xassert(("Internal error: basis matrix is singular", 0)); } } return; } /*---------------------------------------------------------------------- // ssx_delete - delete simplex solver workspace. // // This routine deletes the simplex solver workspace freeing all the // memory allocated to this object. */ void ssx_delete(SSX *ssx) { int m = ssx->m; int n = ssx->n; int nnz = ssx->A_ptr[n+1]-1; int i, j, k; xfree(ssx->type); for (k = 1; k <= m+n; k++) mpq_clear(ssx->lb[k]); xfree(ssx->lb); for (k = 1; k <= m+n; k++) mpq_clear(ssx->ub[k]); xfree(ssx->ub); for (k = 0; k <= m+n; k++) mpq_clear(ssx->coef[k]); xfree(ssx->coef); xfree(ssx->A_ptr); xfree(ssx->A_ind); for (k = 1; k <= nnz; k++) mpq_clear(ssx->A_val[k]); xfree(ssx->A_val); xfree(ssx->stat); xfree(ssx->Q_row); xfree(ssx->Q_col); bfx_delete_binv(ssx->binv); for (i = 0; i <= m; i++) mpq_clear(ssx->bbar[i]); xfree(ssx->bbar); for (i = 1; i <= m; i++) mpq_clear(ssx->pi[i]); xfree(ssx->pi); for (j = 1; j <= n; j++) mpq_clear(ssx->cbar[j]); xfree(ssx->cbar); for (i = 1; i <= m; i++) mpq_clear(ssx->rho[i]); xfree(ssx->rho); for (j = 1; j <= n; j++) mpq_clear(ssx->ap[j]); xfree(ssx->ap); for (i = 1; i <= m; i++) mpq_clear(ssx->aq[i]); xfree(ssx->aq); mpq_clear(ssx->delta); xfree(ssx); return; } /* eof */