1 | /* glpnpp04.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, 2011 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_binarize_prob - binarize MIP problem |
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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 | * int npp_binarize_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_binarize_prob replaces in the original MIP problem |
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40 | * every integer variable: |
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41 | * |
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42 | * l[q] <= x[q] <= u[q], (1) |
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43 | * |
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44 | * where l[q] < u[q], by an equivalent sum of binary variables. |
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45 | * |
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46 | * RETURNS |
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47 | * |
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48 | * The routine returns the number of integer variables for which the |
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49 | * transformation failed, because u[q] - l[q] > d_max. |
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50 | * |
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51 | * PROBLEM TRANSFORMATION |
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52 | * |
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53 | * If variable x[q] has non-zero lower bound, it is first processed |
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54 | * with the routine npp_lbnd_col. Thus, we can assume that: |
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55 | * |
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56 | * 0 <= x[q] <= u[q]. (2) |
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57 | * |
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58 | * If u[q] = 1, variable x[q] is already binary, so further processing |
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59 | * is not needed. Let, therefore, that 2 <= u[q] <= d_max, and n be a |
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60 | * smallest integer such that u[q] <= 2^n - 1 (n >= 2, since u[q] >= 2). |
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61 | * Then variable x[q] can be replaced by the following sum: |
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62 | * |
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63 | * n-1 |
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64 | * x[q] = sum 2^k x[k], (3) |
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65 | * k=0 |
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66 | * |
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67 | * where x[k] are binary columns (variables). If u[q] < 2^n - 1, the |
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68 | * following additional inequality constraint must be also included in |
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69 | * the transformed problem: |
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70 | * |
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71 | * n-1 |
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72 | * sum 2^k x[k] <= u[q]. (4) |
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73 | * k=0 |
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74 | * |
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75 | * Note: Assuming that in the transformed problem x[q] becomes binary |
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76 | * variable x[0], this transformation causes new n-1 binary variables |
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77 | * to appear. |
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78 | * |
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79 | * Substituting x[q] from (3) to the objective row gives: |
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80 | * |
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81 | * z = sum c[j] x[j] + c[0] = |
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82 | * j |
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83 | * |
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84 | * = sum c[j] x[j] + c[q] x[q] + c[0] = |
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85 | * j!=q |
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86 | * n-1 |
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87 | * = sum c[j] x[j] + c[q] sum 2^k x[k] + c[0] = |
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88 | * j!=q k=0 |
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89 | * n-1 |
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90 | * = sum c[j] x[j] + sum c[k] x[k] + c[0], |
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91 | * j!=q k=0 |
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92 | * |
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93 | * where: |
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94 | * |
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95 | * c[k] = 2^k c[q], k = 0, ..., n-1. (5) |
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96 | * |
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97 | * And substituting x[q] from (3) to i-th constraint row i gives: |
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98 | * |
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99 | * L[i] <= sum a[i,j] x[j] <= U[i] ==> |
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100 | * j |
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101 | * |
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102 | * L[i] <= sum a[i,j] x[j] + a[i,q] x[q] <= U[i] ==> |
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103 | * j!=q |
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104 | * n-1 |
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105 | * L[i] <= sum a[i,j] x[j] + a[i,q] sum 2^k x[k] <= U[i] ==> |
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106 | * j!=q k=0 |
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107 | * n-1 |
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108 | * L[i] <= sum a[i,j] x[j] + sum a[i,k] x[k] <= U[i], |
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109 | * j!=q k=0 |
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110 | * |
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111 | * where: |
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112 | * |
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113 | * a[i,k] = 2^k a[i,q], k = 0, ..., n-1. (6) |
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114 | * |
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115 | * RECOVERING SOLUTION |
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116 | * |
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117 | * Value of variable x[q] is computed with formula (3). */ |
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118 | |
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119 | struct binarize |
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120 | { int q; |
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121 | /* column reference number for x[q] = x[0] */ |
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122 | int j; |
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123 | /* column reference number for x[1]; x[2] has reference number |
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124 | j+1, x[3] - j+2, etc. */ |
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125 | int n; |
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126 | /* total number of binary variables, n >= 2 */ |
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127 | }; |
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128 | |
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129 | static int rcv_binarize_prob(NPP *npp, void *info); |
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130 | |
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131 | int npp_binarize_prob(NPP *npp) |
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132 | { /* binarize MIP problem */ |
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133 | struct binarize *info; |
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134 | NPPROW *row; |
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135 | NPPCOL *col, *bin; |
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136 | NPPAIJ *aij; |
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137 | int u, n, k, temp, nfails, nvars, nbins, nrows; |
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138 | /* new variables will be added to the end of the column list, so |
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139 | we go from the end to beginning of the column list */ |
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140 | nfails = nvars = nbins = nrows = 0; |
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141 | for (col = npp->c_tail; col != NULL; col = col->prev) |
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142 | { /* skip continuous variable */ |
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143 | if (!col->is_int) continue; |
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144 | /* skip fixed variable */ |
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145 | if (col->lb == col->ub) continue; |
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146 | /* skip binary variable */ |
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147 | if (col->lb == 0.0 && col->ub == 1.0) continue; |
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148 | /* check if the transformation is applicable */ |
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149 | if (col->lb < -1e6 || col->ub > +1e6 || |
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150 | col->ub - col->lb > 4095.0) |
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151 | { /* unfortunately, not */ |
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152 | nfails++; |
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153 | continue; |
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154 | } |
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155 | /* process integer non-binary variable x[q] */ |
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156 | nvars++; |
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157 | /* make x[q] non-negative, if its lower bound is non-zero */ |
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158 | if (col->lb != 0.0) |
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159 | npp_lbnd_col(npp, col); |
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160 | /* now 0 <= x[q] <= u[q] */ |
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161 | xassert(col->lb == 0.0); |
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162 | u = (int)col->ub; |
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163 | xassert(col->ub == (double)u); |
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164 | /* if x[q] is binary, further processing is not needed */ |
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165 | if (u == 1) continue; |
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166 | /* determine smallest n such that u <= 2^n - 1 (thus, n is the |
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167 | number of binary variables needed) */ |
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168 | n = 2, temp = 4; |
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169 | while (u >= temp) |
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170 | n++, temp += temp; |
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171 | nbins += n; |
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172 | /* create transformation stack entry */ |
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173 | info = npp_push_tse(npp, |
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174 | rcv_binarize_prob, sizeof(struct binarize)); |
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175 | info->q = col->j; |
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176 | info->j = 0; /* will be set below */ |
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177 | info->n = n; |
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178 | /* if u < 2^n - 1, we need one additional row for (4) */ |
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179 | if (u < temp - 1) |
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180 | { row = npp_add_row(npp), nrows++; |
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181 | row->lb = -DBL_MAX, row->ub = u; |
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182 | } |
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183 | else |
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184 | row = NULL; |
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185 | /* in the transformed problem variable x[q] becomes binary |
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186 | variable x[0], so its objective and constraint coefficients |
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187 | are not changed */ |
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188 | col->ub = 1.0; |
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189 | /* include x[0] into constraint (4) */ |
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190 | if (row != NULL) |
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191 | npp_add_aij(npp, row, col, 1.0); |
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192 | /* add other binary variables x[1], ..., x[n-1] */ |
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193 | for (k = 1, temp = 2; k < n; k++, temp += temp) |
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194 | { /* add new binary variable x[k] */ |
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195 | bin = npp_add_col(npp); |
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196 | bin->is_int = 1; |
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197 | bin->lb = 0.0, bin->ub = 1.0; |
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198 | bin->coef = (double)temp * col->coef; |
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199 | /* store column reference number for x[1] */ |
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200 | if (info->j == 0) |
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201 | info->j = bin->j; |
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202 | else |
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203 | xassert(info->j + (k-1) == bin->j); |
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204 | /* duplicate constraint coefficients for x[k]; this also |
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205 | automatically includes x[k] into constraint (4) */ |
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206 | for (aij = col->ptr; aij != NULL; aij = aij->c_next) |
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207 | npp_add_aij(npp, aij->row, bin, (double)temp * aij->val); |
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208 | } |
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209 | } |
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210 | if (nvars > 0) |
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211 | xprintf("%d integer variable(s) were replaced by %d binary one" |
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212 | "s\n", nvars, nbins); |
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213 | if (nrows > 0) |
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214 | xprintf("%d row(s) were added due to binarization\n", nrows); |
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215 | if (nfails > 0) |
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216 | xprintf("Binarization failed for %d integer variable(s)\n", |
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217 | nfails); |
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218 | return nfails; |
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219 | } |
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220 | |
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221 | static int rcv_binarize_prob(NPP *npp, void *_info) |
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222 | { /* recovery binarized variable */ |
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223 | struct binarize *info = _info; |
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224 | int k, temp; |
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225 | double sum; |
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226 | /* compute value of x[q]; see formula (3) */ |
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227 | sum = npp->c_value[info->q]; |
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228 | for (k = 1, temp = 2; k < info->n; k++, temp += temp) |
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229 | sum += (double)temp * npp->c_value[info->j + (k-1)]; |
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230 | npp->c_value[info->q] = sum; |
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231 | return 0; |
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232 | } |
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233 | |
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234 | /**********************************************************************/ |
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235 | |
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236 | struct elem |
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237 | { /* linear form element a[j] x[j] */ |
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238 | double aj; |
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239 | /* non-zero coefficient value */ |
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240 | NPPCOL *xj; |
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241 | /* pointer to variable (column) */ |
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242 | struct elem *next; |
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243 | /* pointer to another term */ |
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244 | }; |
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245 | |
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246 | static struct elem *copy_form(NPP *npp, NPPROW *row, double s) |
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247 | { /* copy linear form */ |
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248 | NPPAIJ *aij; |
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249 | struct elem *ptr, *e; |
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250 | ptr = NULL; |
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251 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
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252 | { e = dmp_get_atom(npp->pool, sizeof(struct elem)); |
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253 | e->aj = s * aij->val; |
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254 | e->xj = aij->col; |
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255 | e->next = ptr; |
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256 | ptr = e; |
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257 | } |
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258 | return ptr; |
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259 | } |
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260 | |
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261 | static void drop_form(NPP *npp, struct elem *ptr) |
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262 | { /* drop linear form */ |
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263 | struct elem *e; |
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264 | while (ptr != NULL) |
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265 | { e = ptr; |
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266 | ptr = e->next; |
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267 | dmp_free_atom(npp->pool, e, sizeof(struct elem)); |
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268 | } |
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269 | return; |
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270 | } |
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271 | |
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272 | /*********************************************************************** |
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273 | * NAME |
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274 | * |
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275 | * npp_is_packing - test if constraint is packing inequality |
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276 | * |
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277 | * SYNOPSIS |
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278 | * |
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279 | * #include "glpnpp.h" |
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280 | * int npp_is_packing(NPP *npp, NPPROW *row); |
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281 | * |
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282 | * RETURNS |
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283 | * |
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284 | * If the specified row (constraint) is packing inequality (see below), |
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285 | * the routine npp_is_packing returns non-zero. Otherwise, it returns |
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286 | * zero. |
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287 | * |
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288 | * PACKING INEQUALITIES |
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289 | * |
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290 | * In canonical format the packing inequality is the following: |
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291 | * |
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292 | * sum x[j] <= 1, (1) |
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293 | * j in J |
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294 | * |
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295 | * where all variables x[j] are binary. This inequality expresses the |
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296 | * condition that in any integer feasible solution at most one variable |
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297 | * from set J can take non-zero (unity) value while other variables |
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298 | * must be equal to zero. W.l.o.g. it is assumed that |J| >= 2, because |
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299 | * if J is empty or |J| = 1, the inequality (1) is redundant. |
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300 | * |
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301 | * In general case the packing inequality may include original variables |
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302 | * x[j] as well as their complements x~[j]: |
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303 | * |
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304 | * sum x[j] + sum x~[j] <= 1, (2) |
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305 | * j in Jp j in Jn |
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306 | * |
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307 | * where Jp and Jn are not intersected. Therefore, using substitution |
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308 | * x~[j] = 1 - x[j] gives the packing inequality in generalized format: |
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309 | * |
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310 | * sum x[j] - sum x[j] <= 1 - |Jn|. (3) |
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311 | * j in Jp j in Jn */ |
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312 | |
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313 | int npp_is_packing(NPP *npp, NPPROW *row) |
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314 | { /* test if constraint is packing inequality */ |
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315 | NPPCOL *col; |
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316 | NPPAIJ *aij; |
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317 | int b; |
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318 | xassert(npp == npp); |
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319 | if (!(row->lb == -DBL_MAX && row->ub != +DBL_MAX)) |
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320 | return 0; |
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321 | b = 1; |
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322 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
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323 | { col = aij->col; |
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324 | if (!(col->is_int && col->lb == 0.0 && col->ub == 1.0)) |
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325 | return 0; |
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326 | if (aij->val == +1.0) |
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327 | ; |
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328 | else if (aij->val == -1.0) |
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329 | b--; |
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330 | else |
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331 | return 0; |
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332 | } |
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333 | if (row->ub != (double)b) return 0; |
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334 | return 1; |
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335 | } |
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336 | |
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337 | /*********************************************************************** |
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338 | * NAME |
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339 | * |
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340 | * npp_hidden_packing - identify hidden packing inequality |
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341 | * |
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342 | * SYNOPSIS |
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343 | * |
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344 | * #include "glpnpp.h" |
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345 | * int npp_hidden_packing(NPP *npp, NPPROW *row); |
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346 | * |
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347 | * DESCRIPTION |
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348 | * |
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349 | * The routine npp_hidden_packing processes specified inequality |
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350 | * constraint, which includes only binary variables, and the number of |
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351 | * the variables is not less than two. If the original inequality is |
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352 | * equivalent to a packing inequality, the routine replaces it by this |
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353 | * equivalent inequality. If the original constraint is double-sided |
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354 | * inequality, it is replaced by a pair of single-sided inequalities, |
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355 | * if necessary. |
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356 | * |
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357 | * RETURNS |
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358 | * |
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359 | * If the original inequality constraint was replaced by equivalent |
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360 | * packing inequality, the routine npp_hidden_packing returns non-zero. |
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361 | * Otherwise, it returns zero. |
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362 | * |
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363 | * PROBLEM TRANSFORMATION |
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364 | * |
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365 | * Consider an inequality constraint: |
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366 | * |
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367 | * sum a[j] x[j] <= b, (1) |
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368 | * j in J |
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369 | * |
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370 | * where all variables x[j] are binary, and |J| >= 2. (In case of '>=' |
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371 | * inequality it can be transformed to '<=' format by multiplying both |
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372 | * its sides by -1.) |
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373 | * |
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374 | * Let Jp = {j: a[j] > 0}, Jn = {j: a[j] < 0}. Performing substitution |
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375 | * x[j] = 1 - x~[j] for all j in Jn, we have: |
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376 | * |
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377 | * sum a[j] x[j] <= b ==> |
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378 | * j in J |
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379 | * |
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380 | * sum a[j] x[j] + sum a[j] x[j] <= b ==> |
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381 | * j in Jp j in Jn |
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382 | * |
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383 | * sum a[j] x[j] + sum a[j] (1 - x~[j]) <= b ==> |
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384 | * j in Jp j in Jn |
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385 | * |
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386 | * sum a[j] x[j] - sum a[j] x~[j] <= b - sum a[j]. |
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387 | * j in Jp j in Jn j in Jn |
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388 | * |
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389 | * Thus, meaning the transformation above, we can assume that in |
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390 | * inequality (1) all coefficients a[j] are positive. Moreover, we can |
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391 | * assume that a[j] <= b. In fact, let a[j] > b; then the following |
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392 | * three cases are possible: |
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393 | * |
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394 | * 1) b < 0. In this case inequality (1) is infeasible, so the problem |
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395 | * has no feasible solution (see the routine npp_analyze_row); |
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396 | * |
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397 | * 2) b = 0. In this case inequality (1) is a forcing inequality on its |
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398 | * upper bound (see the routine npp_forcing row), from which it |
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399 | * follows that all variables x[j] should be fixed at zero; |
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400 | * |
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401 | * 3) b > 0. In this case inequality (1) defines an implied zero upper |
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402 | * bound for variable x[j] (see the routine npp_implied_bounds), from |
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403 | * which it follows that x[j] should be fixed at zero. |
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404 | * |
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405 | * It is assumed that all three cases listed above have been recognized |
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406 | * by the routine npp_process_prob, which performs basic MIP processing |
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407 | * prior to a call the routine npp_hidden_packing. So, if one of these |
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408 | * cases occurs, we should just skip processing such constraint. |
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409 | * |
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410 | * Thus, let 0 < a[j] <= b. Then it is obvious that constraint (1) is |
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411 | * equivalent to packing inquality only if: |
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412 | * |
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413 | * a[j] + a[k] > b + eps (2) |
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414 | * |
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415 | * for all j, k in J, j != k, where eps is an absolute tolerance for |
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416 | * row (linear form) value. Checking the condition (2) for all j and k, |
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417 | * j != k, requires time O(|J|^2). However, this time can be reduced to |
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418 | * O(|J|), if use minimal a[j] and a[k], in which case it is sufficient |
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419 | * to check the condition (2) only once. |
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420 | * |
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421 | * Once the original inequality (1) is replaced by equivalent packing |
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422 | * inequality, we need to perform back substitution x~[j] = 1 - x[j] for |
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423 | * all j in Jn (see above). |
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424 | * |
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425 | * RECOVERING SOLUTION |
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426 | * |
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427 | * None needed. */ |
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428 | |
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429 | static int hidden_packing(NPP *npp, struct elem *ptr, double *_b) |
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430 | { /* process inequality constraint: sum a[j] x[j] <= b; |
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431 | 0 - specified row is NOT hidden packing inequality; |
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432 | 1 - specified row is packing inequality; |
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433 | 2 - specified row is hidden packing inequality. */ |
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434 | struct elem *e, *ej, *ek; |
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435 | int neg; |
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436 | double b = *_b, eps; |
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437 | xassert(npp == npp); |
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438 | /* a[j] must be non-zero, x[j] must be binary, for all j in J */ |
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439 | for (e = ptr; e != NULL; e = e->next) |
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440 | { xassert(e->aj != 0.0); |
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441 | xassert(e->xj->is_int); |
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442 | xassert(e->xj->lb == 0.0 && e->xj->ub == 1.0); |
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443 | } |
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444 | /* check if the specified inequality constraint already has the |
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445 | form of packing inequality */ |
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446 | neg = 0; /* neg is |Jn| */ |
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447 | for (e = ptr; e != NULL; e = e->next) |
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448 | { if (e->aj == +1.0) |
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449 | ; |
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450 | else if (e->aj == -1.0) |
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451 | neg++; |
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452 | else |
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453 | break; |
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454 | } |
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455 | if (e == NULL) |
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456 | { /* all coefficients a[j] are +1 or -1; check rhs b */ |
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457 | if (b == (double)(1 - neg)) |
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458 | { /* it is packing inequality; no processing is needed */ |
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459 | return 1; |
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460 | } |
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461 | } |
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462 | /* substitute x[j] = 1 - x~[j] for all j in Jn to make all a[j] |
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463 | positive; the result is a~[j] = |a[j]| and new rhs b */ |
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464 | for (e = ptr; e != NULL; e = e->next) |
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465 | if (e->aj < 0) b -= e->aj; |
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466 | /* now a[j] > 0 for all j in J (actually |a[j]| are used) */ |
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467 | /* if a[j] > b, skip processing--this case must not appear */ |
---|
468 | for (e = ptr; e != NULL; e = e->next) |
---|
469 | if (fabs(e->aj) > b) return 0; |
---|
470 | /* now 0 < a[j] <= b for all j in J */ |
---|
471 | /* find two minimal coefficients a[j] and a[k], j != k */ |
---|
472 | ej = NULL; |
---|
473 | for (e = ptr; e != NULL; e = e->next) |
---|
474 | if (ej == NULL || fabs(ej->aj) > fabs(e->aj)) ej = e; |
---|
475 | xassert(ej != NULL); |
---|
476 | ek = NULL; |
---|
477 | for (e = ptr; e != NULL; e = e->next) |
---|
478 | if (e != ej) |
---|
479 | if (ek == NULL || fabs(ek->aj) > fabs(e->aj)) ek = e; |
---|
480 | xassert(ek != NULL); |
---|
481 | /* the specified constraint is equivalent to packing inequality |
---|
482 | iff a[j] + a[k] > b + eps */ |
---|
483 | eps = 1e-3 + 1e-6 * fabs(b); |
---|
484 | if (fabs(ej->aj) + fabs(ek->aj) <= b + eps) return 0; |
---|
485 | /* perform back substitution x~[j] = 1 - x[j] and construct the |
---|
486 | final equivalent packing inequality in generalized format */ |
---|
487 | b = 1.0; |
---|
488 | for (e = ptr; e != NULL; e = e->next) |
---|
489 | { if (e->aj > 0.0) |
---|
490 | e->aj = +1.0; |
---|
491 | else /* e->aj < 0.0 */ |
---|
492 | e->aj = -1.0, b -= 1.0; |
---|
493 | } |
---|
494 | *_b = b; |
---|
495 | return 2; |
---|
496 | } |
---|
497 | |
---|
498 | int npp_hidden_packing(NPP *npp, NPPROW *row) |
---|
499 | { /* identify hidden packing inequality */ |
---|
500 | NPPROW *copy; |
---|
501 | NPPAIJ *aij; |
---|
502 | struct elem *ptr, *e; |
---|
503 | int kase, ret, count = 0; |
---|
504 | double b; |
---|
505 | /* the row must be inequality constraint */ |
---|
506 | xassert(row->lb < row->ub); |
---|
507 | for (kase = 0; kase <= 1; kase++) |
---|
508 | { if (kase == 0) |
---|
509 | { /* process row upper bound */ |
---|
510 | if (row->ub == +DBL_MAX) continue; |
---|
511 | ptr = copy_form(npp, row, +1.0); |
---|
512 | b = + row->ub; |
---|
513 | } |
---|
514 | else |
---|
515 | { /* process row lower bound */ |
---|
516 | if (row->lb == -DBL_MAX) continue; |
---|
517 | ptr = copy_form(npp, row, -1.0); |
---|
518 | b = - row->lb; |
---|
519 | } |
---|
520 | /* now the inequality has the form "sum a[j] x[j] <= b" */ |
---|
521 | ret = hidden_packing(npp, ptr, &b); |
---|
522 | xassert(0 <= ret && ret <= 2); |
---|
523 | if (kase == 1 && ret == 1 || ret == 2) |
---|
524 | { /* the original inequality has been identified as hidden |
---|
525 | packing inequality */ |
---|
526 | count++; |
---|
527 | #ifdef GLP_DEBUG |
---|
528 | xprintf("Original constraint:\n"); |
---|
529 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
530 | xprintf(" %+g x%d", aij->val, aij->col->j); |
---|
531 | if (row->lb != -DBL_MAX) xprintf(", >= %g", row->lb); |
---|
532 | if (row->ub != +DBL_MAX) xprintf(", <= %g", row->ub); |
---|
533 | xprintf("\n"); |
---|
534 | xprintf("Equivalent packing inequality:\n"); |
---|
535 | for (e = ptr; e != NULL; e = e->next) |
---|
536 | xprintf(" %sx%d", e->aj > 0.0 ? "+" : "-", e->xj->j); |
---|
537 | xprintf(", <= %g\n", b); |
---|
538 | #endif |
---|
539 | if (row->lb == -DBL_MAX || row->ub == +DBL_MAX) |
---|
540 | { /* the original row is single-sided inequality; no copy |
---|
541 | is needed */ |
---|
542 | copy = NULL; |
---|
543 | } |
---|
544 | else |
---|
545 | { /* the original row is double-sided inequality; we need |
---|
546 | to create its copy for other bound before replacing it |
---|
547 | with the equivalent inequality */ |
---|
548 | copy = npp_add_row(npp); |
---|
549 | if (kase == 0) |
---|
550 | { /* the copy is for lower bound */ |
---|
551 | copy->lb = row->lb, copy->ub = +DBL_MAX; |
---|
552 | } |
---|
553 | else |
---|
554 | { /* the copy is for upper bound */ |
---|
555 | copy->lb = -DBL_MAX, copy->ub = row->ub; |
---|
556 | } |
---|
557 | /* copy original row coefficients */ |
---|
558 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
559 | npp_add_aij(npp, copy, aij->col, aij->val); |
---|
560 | } |
---|
561 | /* replace the original inequality by equivalent one */ |
---|
562 | npp_erase_row(npp, row); |
---|
563 | row->lb = -DBL_MAX, row->ub = b; |
---|
564 | for (e = ptr; e != NULL; e = e->next) |
---|
565 | npp_add_aij(npp, row, e->xj, e->aj); |
---|
566 | /* continue processing lower bound for the copy */ |
---|
567 | if (copy != NULL) row = copy; |
---|
568 | } |
---|
569 | drop_form(npp, ptr); |
---|
570 | } |
---|
571 | return count; |
---|
572 | } |
---|
573 | |
---|
574 | /*********************************************************************** |
---|
575 | * NAME |
---|
576 | * |
---|
577 | * npp_implied_packing - identify implied packing inequality |
---|
578 | * |
---|
579 | * SYNOPSIS |
---|
580 | * |
---|
581 | * #include "glpnpp.h" |
---|
582 | * int npp_implied_packing(NPP *npp, NPPROW *row, int which, |
---|
583 | * NPPCOL *var[], char set[]); |
---|
584 | * |
---|
585 | * DESCRIPTION |
---|
586 | * |
---|
587 | * The routine npp_implied_packing processes specified row (constraint) |
---|
588 | * of general format: |
---|
589 | * |
---|
590 | * L <= sum a[j] x[j] <= U. (1) |
---|
591 | * j |
---|
592 | * |
---|
593 | * If which = 0, only lower bound L, which must exist, is considered, |
---|
594 | * while upper bound U is ignored. Similarly, if which = 1, only upper |
---|
595 | * bound U, which must exist, is considered, while lower bound L is |
---|
596 | * ignored. Thus, if the specified row is a double-sided inequality or |
---|
597 | * equality constraint, this routine should be called twice for both |
---|
598 | * lower and upper bounds. |
---|
599 | * |
---|
600 | * The routine npp_implied_packing attempts to find a non-trivial (i.e. |
---|
601 | * having not less than two binary variables) packing inequality: |
---|
602 | * |
---|
603 | * sum x[j] - sum x[j] <= 1 - |Jn|, (2) |
---|
604 | * j in Jp j in Jn |
---|
605 | * |
---|
606 | * which is relaxation of the constraint (1) in the sense that any |
---|
607 | * solution satisfying to that constraint also satisfies to the packing |
---|
608 | * inequality (2). If such relaxation exists, the routine stores |
---|
609 | * pointers to descriptors of corresponding binary variables and their |
---|
610 | * flags, resp., to locations var[1], var[2], ..., var[len] and set[1], |
---|
611 | * set[2], ..., set[len], where set[j] = 0 means that j in Jp and |
---|
612 | * set[j] = 1 means that j in Jn. |
---|
613 | * |
---|
614 | * RETURNS |
---|
615 | * |
---|
616 | * The routine npp_implied_packing returns len, which is the total |
---|
617 | * number of binary variables in the packing inequality found, len >= 2. |
---|
618 | * However, if the relaxation does not exist, the routine returns zero. |
---|
619 | * |
---|
620 | * ALGORITHM |
---|
621 | * |
---|
622 | * If which = 0, the constraint coefficients (1) are multiplied by -1 |
---|
623 | * and b is assigned -L; if which = 1, the constraint coefficients (1) |
---|
624 | * are not changed and b is assigned +U. In both cases the specified |
---|
625 | * constraint gets the following format: |
---|
626 | * |
---|
627 | * sum a[j] x[j] <= b. (3) |
---|
628 | * j |
---|
629 | * |
---|
630 | * (Note that (3) is a relaxation of (1), because one of bounds L or U |
---|
631 | * is ignored.) |
---|
632 | * |
---|
633 | * Let J be set of binary variables, Kp be set of non-binary (integer |
---|
634 | * or continuous) variables with a[j] > 0, and Kn be set of non-binary |
---|
635 | * variables with a[j] < 0. Then the inequality (3) can be written as |
---|
636 | * follows: |
---|
637 | * |
---|
638 | * sum a[j] x[j] <= b - sum a[j] x[j] - sum a[j] x[j]. (4) |
---|
639 | * j in J j in Kp j in Kn |
---|
640 | * |
---|
641 | * To get rid of non-binary variables we can replace the inequality (4) |
---|
642 | * by the following relaxed inequality: |
---|
643 | * |
---|
644 | * sum a[j] x[j] <= b~, (5) |
---|
645 | * j in J |
---|
646 | * |
---|
647 | * where: |
---|
648 | * |
---|
649 | * b~ = sup(b - sum a[j] x[j] - sum a[j] x[j]) = |
---|
650 | * j in Kp j in Kn |
---|
651 | * |
---|
652 | * = b - inf sum a[j] x[j] - inf sum a[j] x[j] = (6) |
---|
653 | * j in Kp j in Kn |
---|
654 | * |
---|
655 | * = b - sum a[j] l[j] - sum a[j] u[j]. |
---|
656 | * j in Kp j in Kn |
---|
657 | * |
---|
658 | * Note that if lower bound l[j] (if j in Kp) or upper bound u[j] |
---|
659 | * (if j in Kn) of some non-binary variable x[j] does not exist, then |
---|
660 | * formally b = +oo, in which case further analysis is not performed. |
---|
661 | * |
---|
662 | * Let Bp = {j in J: a[j] > 0}, Bn = {j in J: a[j] < 0}. To make all |
---|
663 | * the inequality coefficients in (5) positive, we replace all x[j] in |
---|
664 | * Bn by their complementaries, substituting x[j] = 1 - x~[j] for all |
---|
665 | * j in Bn, that gives: |
---|
666 | * |
---|
667 | * sum a[j] x[j] - sum a[j] x~[j] <= b~ - sum a[j]. (7) |
---|
668 | * j in Bp j in Bn j in Bn |
---|
669 | * |
---|
670 | * This inequality is a relaxation of the original constraint (1), and |
---|
671 | * it is a binary knapsack inequality. Writing it in the standard format |
---|
672 | * we have: |
---|
673 | * |
---|
674 | * sum alfa[j] z[j] <= beta, (8) |
---|
675 | * j in J |
---|
676 | * |
---|
677 | * where: |
---|
678 | * ( + a[j], if j in Bp, |
---|
679 | * alfa[j] = < (9) |
---|
680 | * ( - a[j], if j in Bn, |
---|
681 | * |
---|
682 | * ( x[j], if j in Bp, |
---|
683 | * z[j] = < (10) |
---|
684 | * ( 1 - x[j], if j in Bn, |
---|
685 | * |
---|
686 | * beta = b~ - sum a[j]. (11) |
---|
687 | * j in Bn |
---|
688 | * |
---|
689 | * In the inequality (8) all coefficients are positive, therefore, the |
---|
690 | * packing relaxation to be found for this inequality is the following: |
---|
691 | * |
---|
692 | * sum z[j] <= 1. (12) |
---|
693 | * j in P |
---|
694 | * |
---|
695 | * It is obvious that set P within J, which we would like to find, must |
---|
696 | * satisfy to the following condition: |
---|
697 | * |
---|
698 | * alfa[j] + alfa[k] > beta + eps for all j, k in P, j != k, (13) |
---|
699 | * |
---|
700 | * where eps is an absolute tolerance for value of the linear form. |
---|
701 | * Thus, it is natural to take P = {j: alpha[j] > (beta + eps) / 2}. |
---|
702 | * Moreover, if in the equality (8) there exist coefficients alfa[k], |
---|
703 | * for which alfa[k] <= (beta + eps) / 2, but which, nevertheless, |
---|
704 | * satisfies to the condition (13) for all j in P, *one* corresponding |
---|
705 | * variable z[k] (having, for example, maximal coefficient alfa[k]) can |
---|
706 | * be included in set P, that allows increasing the number of binary |
---|
707 | * variables in (12) by one. |
---|
708 | * |
---|
709 | * Once the set P has been built, for the inequality (12) we need to |
---|
710 | * perform back substitution according to (10) in order to express it |
---|
711 | * through the original binary variables. As the result of such back |
---|
712 | * substitution the relaxed packing inequality get its final format (2), |
---|
713 | * where Jp = J intersect Bp, and Jn = J intersect Bn. */ |
---|
714 | |
---|
715 | int npp_implied_packing(NPP *npp, NPPROW *row, int which, |
---|
716 | NPPCOL *var[], char set[]) |
---|
717 | { struct elem *ptr, *e, *i, *k; |
---|
718 | int len = 0; |
---|
719 | double b, eps; |
---|
720 | /* build inequality (3) */ |
---|
721 | if (which == 0) |
---|
722 | { ptr = copy_form(npp, row, -1.0); |
---|
723 | xassert(row->lb != -DBL_MAX); |
---|
724 | b = - row->lb; |
---|
725 | } |
---|
726 | else if (which == 1) |
---|
727 | { ptr = copy_form(npp, row, +1.0); |
---|
728 | xassert(row->ub != +DBL_MAX); |
---|
729 | b = + row->ub; |
---|
730 | } |
---|
731 | /* remove non-binary variables to build relaxed inequality (5); |
---|
732 | compute its right-hand side b~ with formula (6) */ |
---|
733 | for (e = ptr; e != NULL; e = e->next) |
---|
734 | { if (!(e->xj->is_int && e->xj->lb == 0.0 && e->xj->ub == 1.0)) |
---|
735 | { /* x[j] is non-binary variable */ |
---|
736 | if (e->aj > 0.0) |
---|
737 | { if (e->xj->lb == -DBL_MAX) goto done; |
---|
738 | b -= e->aj * e->xj->lb; |
---|
739 | } |
---|
740 | else /* e->aj < 0.0 */ |
---|
741 | { if (e->xj->ub == +DBL_MAX) goto done; |
---|
742 | b -= e->aj * e->xj->ub; |
---|
743 | } |
---|
744 | /* a[j] = 0 means that variable x[j] is removed */ |
---|
745 | e->aj = 0.0; |
---|
746 | } |
---|
747 | } |
---|
748 | /* substitute x[j] = 1 - x~[j] to build knapsack inequality (8); |
---|
749 | compute its right-hand side beta with formula (11) */ |
---|
750 | for (e = ptr; e != NULL; e = e->next) |
---|
751 | if (e->aj < 0.0) b -= e->aj; |
---|
752 | /* if beta is close to zero, the knapsack inequality is either |
---|
753 | infeasible or forcing inequality; this must never happen, so |
---|
754 | we skip further analysis */ |
---|
755 | if (b < 1e-3) goto done; |
---|
756 | /* build set P as well as sets Jp and Jn, and determine x[k] as |
---|
757 | explained above in comments to the routine */ |
---|
758 | eps = 1e-3 + 1e-6 * b; |
---|
759 | i = k = NULL; |
---|
760 | for (e = ptr; e != NULL; e = e->next) |
---|
761 | { /* note that alfa[j] = |a[j]| */ |
---|
762 | if (fabs(e->aj) > 0.5 * (b + eps)) |
---|
763 | { /* alfa[j] > (b + eps) / 2; include x[j] in set P, i.e. in |
---|
764 | set Jp or Jn */ |
---|
765 | var[++len] = e->xj; |
---|
766 | set[len] = (char)(e->aj > 0.0 ? 0 : 1); |
---|
767 | /* alfa[i] = min alfa[j] over all j included in set P */ |
---|
768 | if (i == NULL || fabs(i->aj) > fabs(e->aj)) i = e; |
---|
769 | } |
---|
770 | else if (fabs(e->aj) >= 1e-3) |
---|
771 | { /* alfa[k] = max alfa[j] over all j not included in set P; |
---|
772 | we skip coefficient a[j] if it is close to zero to avoid |
---|
773 | numerically unreliable results */ |
---|
774 | if (k == NULL || fabs(k->aj) < fabs(e->aj)) k = e; |
---|
775 | } |
---|
776 | } |
---|
777 | /* if alfa[k] satisfies to condition (13) for all j in P, include |
---|
778 | x[k] in P */ |
---|
779 | if (i != NULL && k != NULL && fabs(i->aj) + fabs(k->aj) > b + eps) |
---|
780 | { var[++len] = k->xj; |
---|
781 | set[len] = (char)(k->aj > 0.0 ? 0 : 1); |
---|
782 | } |
---|
783 | /* trivial packing inequality being redundant must never appear, |
---|
784 | so we just ignore it */ |
---|
785 | if (len < 2) len = 0; |
---|
786 | done: drop_form(npp, ptr); |
---|
787 | return len; |
---|
788 | } |
---|
789 | |
---|
790 | /*********************************************************************** |
---|
791 | * NAME |
---|
792 | * |
---|
793 | * npp_is_covering - test if constraint is covering inequality |
---|
794 | * |
---|
795 | * SYNOPSIS |
---|
796 | * |
---|
797 | * #include "glpnpp.h" |
---|
798 | * int npp_is_covering(NPP *npp, NPPROW *row); |
---|
799 | * |
---|
800 | * RETURNS |
---|
801 | * |
---|
802 | * If the specified row (constraint) is covering inequality (see below), |
---|
803 | * the routine npp_is_covering returns non-zero. Otherwise, it returns |
---|
804 | * zero. |
---|
805 | * |
---|
806 | * COVERING INEQUALITIES |
---|
807 | * |
---|
808 | * In canonical format the covering inequality is the following: |
---|
809 | * |
---|
810 | * sum x[j] >= 1, (1) |
---|
811 | * j in J |
---|
812 | * |
---|
813 | * where all variables x[j] are binary. This inequality expresses the |
---|
814 | * condition that in any integer feasible solution variables in set J |
---|
815 | * cannot be all equal to zero at the same time, i.e. at least one |
---|
816 | * variable must take non-zero (unity) value. W.l.o.g. it is assumed |
---|
817 | * that |J| >= 2, because if J is empty, the inequality (1) is |
---|
818 | * infeasible, and if |J| = 1, the inequality (1) is a forcing row. |
---|
819 | * |
---|
820 | * In general case the covering inequality may include original |
---|
821 | * variables x[j] as well as their complements x~[j]: |
---|
822 | * |
---|
823 | * sum x[j] + sum x~[j] >= 1, (2) |
---|
824 | * j in Jp j in Jn |
---|
825 | * |
---|
826 | * where Jp and Jn are not intersected. Therefore, using substitution |
---|
827 | * x~[j] = 1 - x[j] gives the packing inequality in generalized format: |
---|
828 | * |
---|
829 | * sum x[j] - sum x[j] >= 1 - |Jn|. (3) |
---|
830 | * j in Jp j in Jn |
---|
831 | * |
---|
832 | * (May note that the inequality (3) cuts off infeasible solutions, |
---|
833 | * where x[j] = 0 for all j in Jp and x[j] = 1 for all j in Jn.) |
---|
834 | * |
---|
835 | * NOTE: If |J| = 2, the inequality (3) is equivalent to packing |
---|
836 | * inequality (see the routine npp_is_packing). */ |
---|
837 | |
---|
838 | int npp_is_covering(NPP *npp, NPPROW *row) |
---|
839 | { /* test if constraint is covering inequality */ |
---|
840 | NPPCOL *col; |
---|
841 | NPPAIJ *aij; |
---|
842 | int b; |
---|
843 | xassert(npp == npp); |
---|
844 | if (!(row->lb != -DBL_MAX && row->ub == +DBL_MAX)) |
---|
845 | return 0; |
---|
846 | b = 1; |
---|
847 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
848 | { col = aij->col; |
---|
849 | if (!(col->is_int && col->lb == 0.0 && col->ub == 1.0)) |
---|
850 | return 0; |
---|
851 | if (aij->val == +1.0) |
---|
852 | ; |
---|
853 | else if (aij->val == -1.0) |
---|
854 | b--; |
---|
855 | else |
---|
856 | return 0; |
---|
857 | } |
---|
858 | if (row->lb != (double)b) return 0; |
---|
859 | return 1; |
---|
860 | } |
---|
861 | |
---|
862 | /*********************************************************************** |
---|
863 | * NAME |
---|
864 | * |
---|
865 | * npp_hidden_covering - identify hidden covering inequality |
---|
866 | * |
---|
867 | * SYNOPSIS |
---|
868 | * |
---|
869 | * #include "glpnpp.h" |
---|
870 | * int npp_hidden_covering(NPP *npp, NPPROW *row); |
---|
871 | * |
---|
872 | * DESCRIPTION |
---|
873 | * |
---|
874 | * The routine npp_hidden_covering processes specified inequality |
---|
875 | * constraint, which includes only binary variables, and the number of |
---|
876 | * the variables is not less than three. If the original inequality is |
---|
877 | * equivalent to a covering inequality (see below), the routine |
---|
878 | * replaces it by the equivalent inequality. If the original constraint |
---|
879 | * is double-sided inequality, it is replaced by a pair of single-sided |
---|
880 | * inequalities, if necessary. |
---|
881 | * |
---|
882 | * RETURNS |
---|
883 | * |
---|
884 | * If the original inequality constraint was replaced by equivalent |
---|
885 | * covering inequality, the routine npp_hidden_covering returns |
---|
886 | * non-zero. Otherwise, it returns zero. |
---|
887 | * |
---|
888 | * PROBLEM TRANSFORMATION |
---|
889 | * |
---|
890 | * Consider an inequality constraint: |
---|
891 | * |
---|
892 | * sum a[j] x[j] >= b, (1) |
---|
893 | * j in J |
---|
894 | * |
---|
895 | * where all variables x[j] are binary, and |J| >= 3. (In case of '<=' |
---|
896 | * inequality it can be transformed to '>=' format by multiplying both |
---|
897 | * its sides by -1.) |
---|
898 | * |
---|
899 | * Let Jp = {j: a[j] > 0}, Jn = {j: a[j] < 0}. Performing substitution |
---|
900 | * x[j] = 1 - x~[j] for all j in Jn, we have: |
---|
901 | * |
---|
902 | * sum a[j] x[j] >= b ==> |
---|
903 | * j in J |
---|
904 | * |
---|
905 | * sum a[j] x[j] + sum a[j] x[j] >= b ==> |
---|
906 | * j in Jp j in Jn |
---|
907 | * |
---|
908 | * sum a[j] x[j] + sum a[j] (1 - x~[j]) >= b ==> |
---|
909 | * j in Jp j in Jn |
---|
910 | * |
---|
911 | * sum m a[j] x[j] - sum a[j] x~[j] >= b - sum a[j]. |
---|
912 | * j in Jp j in Jn j in Jn |
---|
913 | * |
---|
914 | * Thus, meaning the transformation above, we can assume that in |
---|
915 | * inequality (1) all coefficients a[j] are positive. Moreover, we can |
---|
916 | * assume that b > 0, because otherwise the inequality (1) would be |
---|
917 | * redundant (see the routine npp_analyze_row). It is then obvious that |
---|
918 | * constraint (1) is equivalent to covering inequality only if: |
---|
919 | * |
---|
920 | * a[j] >= b, (2) |
---|
921 | * |
---|
922 | * for all j in J. |
---|
923 | * |
---|
924 | * Once the original inequality (1) is replaced by equivalent covering |
---|
925 | * inequality, we need to perform back substitution x~[j] = 1 - x[j] for |
---|
926 | * all j in Jn (see above). |
---|
927 | * |
---|
928 | * RECOVERING SOLUTION |
---|
929 | * |
---|
930 | * None needed. */ |
---|
931 | |
---|
932 | static int hidden_covering(NPP *npp, struct elem *ptr, double *_b) |
---|
933 | { /* process inequality constraint: sum a[j] x[j] >= b; |
---|
934 | 0 - specified row is NOT hidden covering inequality; |
---|
935 | 1 - specified row is covering inequality; |
---|
936 | 2 - specified row is hidden covering inequality. */ |
---|
937 | struct elem *e; |
---|
938 | int neg; |
---|
939 | double b = *_b, eps; |
---|
940 | xassert(npp == npp); |
---|
941 | /* a[j] must be non-zero, x[j] must be binary, for all j in J */ |
---|
942 | for (e = ptr; e != NULL; e = e->next) |
---|
943 | { xassert(e->aj != 0.0); |
---|
944 | xassert(e->xj->is_int); |
---|
945 | xassert(e->xj->lb == 0.0 && e->xj->ub == 1.0); |
---|
946 | } |
---|
947 | /* check if the specified inequality constraint already has the |
---|
948 | form of covering inequality */ |
---|
949 | neg = 0; /* neg is |Jn| */ |
---|
950 | for (e = ptr; e != NULL; e = e->next) |
---|
951 | { if (e->aj == +1.0) |
---|
952 | ; |
---|
953 | else if (e->aj == -1.0) |
---|
954 | neg++; |
---|
955 | else |
---|
956 | break; |
---|
957 | } |
---|
958 | if (e == NULL) |
---|
959 | { /* all coefficients a[j] are +1 or -1; check rhs b */ |
---|
960 | if (b == (double)(1 - neg)) |
---|
961 | { /* it is covering inequality; no processing is needed */ |
---|
962 | return 1; |
---|
963 | } |
---|
964 | } |
---|
965 | /* substitute x[j] = 1 - x~[j] for all j in Jn to make all a[j] |
---|
966 | positive; the result is a~[j] = |a[j]| and new rhs b */ |
---|
967 | for (e = ptr; e != NULL; e = e->next) |
---|
968 | if (e->aj < 0) b -= e->aj; |
---|
969 | /* now a[j] > 0 for all j in J (actually |a[j]| are used) */ |
---|
970 | /* if b <= 0, skip processing--this case must not appear */ |
---|
971 | if (b < 1e-3) return 0; |
---|
972 | /* now a[j] > 0 for all j in J, and b > 0 */ |
---|
973 | /* the specified constraint is equivalent to covering inequality |
---|
974 | iff a[j] >= b for all j in J */ |
---|
975 | eps = 1e-9 + 1e-12 * fabs(b); |
---|
976 | for (e = ptr; e != NULL; e = e->next) |
---|
977 | if (fabs(e->aj) < b - eps) return 0; |
---|
978 | /* perform back substitution x~[j] = 1 - x[j] and construct the |
---|
979 | final equivalent covering inequality in generalized format */ |
---|
980 | b = 1.0; |
---|
981 | for (e = ptr; e != NULL; e = e->next) |
---|
982 | { if (e->aj > 0.0) |
---|
983 | e->aj = +1.0; |
---|
984 | else /* e->aj < 0.0 */ |
---|
985 | e->aj = -1.0, b -= 1.0; |
---|
986 | } |
---|
987 | *_b = b; |
---|
988 | return 2; |
---|
989 | } |
---|
990 | |
---|
991 | int npp_hidden_covering(NPP *npp, NPPROW *row) |
---|
992 | { /* identify hidden covering inequality */ |
---|
993 | NPPROW *copy; |
---|
994 | NPPAIJ *aij; |
---|
995 | struct elem *ptr, *e; |
---|
996 | int kase, ret, count = 0; |
---|
997 | double b; |
---|
998 | /* the row must be inequality constraint */ |
---|
999 | xassert(row->lb < row->ub); |
---|
1000 | for (kase = 0; kase <= 1; kase++) |
---|
1001 | { if (kase == 0) |
---|
1002 | { /* process row lower bound */ |
---|
1003 | if (row->lb == -DBL_MAX) continue; |
---|
1004 | ptr = copy_form(npp, row, +1.0); |
---|
1005 | b = + row->lb; |
---|
1006 | } |
---|
1007 | else |
---|
1008 | { /* process row upper bound */ |
---|
1009 | if (row->ub == +DBL_MAX) continue; |
---|
1010 | ptr = copy_form(npp, row, -1.0); |
---|
1011 | b = - row->ub; |
---|
1012 | } |
---|
1013 | /* now the inequality has the form "sum a[j] x[j] >= b" */ |
---|
1014 | ret = hidden_covering(npp, ptr, &b); |
---|
1015 | xassert(0 <= ret && ret <= 2); |
---|
1016 | if (kase == 1 && ret == 1 || ret == 2) |
---|
1017 | { /* the original inequality has been identified as hidden |
---|
1018 | covering inequality */ |
---|
1019 | count++; |
---|
1020 | #ifdef GLP_DEBUG |
---|
1021 | xprintf("Original constraint:\n"); |
---|
1022 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
1023 | xprintf(" %+g x%d", aij->val, aij->col->j); |
---|
1024 | if (row->lb != -DBL_MAX) xprintf(", >= %g", row->lb); |
---|
1025 | if (row->ub != +DBL_MAX) xprintf(", <= %g", row->ub); |
---|
1026 | xprintf("\n"); |
---|
1027 | xprintf("Equivalent covering inequality:\n"); |
---|
1028 | for (e = ptr; e != NULL; e = e->next) |
---|
1029 | xprintf(" %sx%d", e->aj > 0.0 ? "+" : "-", e->xj->j); |
---|
1030 | xprintf(", >= %g\n", b); |
---|
1031 | #endif |
---|
1032 | if (row->lb == -DBL_MAX || row->ub == +DBL_MAX) |
---|
1033 | { /* the original row is single-sided inequality; no copy |
---|
1034 | is needed */ |
---|
1035 | copy = NULL; |
---|
1036 | } |
---|
1037 | else |
---|
1038 | { /* the original row is double-sided inequality; we need |
---|
1039 | to create its copy for other bound before replacing it |
---|
1040 | with the equivalent inequality */ |
---|
1041 | copy = npp_add_row(npp); |
---|
1042 | if (kase == 0) |
---|
1043 | { /* the copy is for upper bound */ |
---|
1044 | copy->lb = -DBL_MAX, copy->ub = row->ub; |
---|
1045 | } |
---|
1046 | else |
---|
1047 | { /* the copy is for lower bound */ |
---|
1048 | copy->lb = row->lb, copy->ub = +DBL_MAX; |
---|
1049 | } |
---|
1050 | /* copy original row coefficients */ |
---|
1051 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
1052 | npp_add_aij(npp, copy, aij->col, aij->val); |
---|
1053 | } |
---|
1054 | /* replace the original inequality by equivalent one */ |
---|
1055 | npp_erase_row(npp, row); |
---|
1056 | row->lb = b, row->ub = +DBL_MAX; |
---|
1057 | for (e = ptr; e != NULL; e = e->next) |
---|
1058 | npp_add_aij(npp, row, e->xj, e->aj); |
---|
1059 | /* continue processing upper bound for the copy */ |
---|
1060 | if (copy != NULL) row = copy; |
---|
1061 | } |
---|
1062 | drop_form(npp, ptr); |
---|
1063 | } |
---|
1064 | return count; |
---|
1065 | } |
---|
1066 | |
---|
1067 | /*********************************************************************** |
---|
1068 | * NAME |
---|
1069 | * |
---|
1070 | * npp_is_partitioning - test if constraint is partitioning equality |
---|
1071 | * |
---|
1072 | * SYNOPSIS |
---|
1073 | * |
---|
1074 | * #include "glpnpp.h" |
---|
1075 | * int npp_is_partitioning(NPP *npp, NPPROW *row); |
---|
1076 | * |
---|
1077 | * RETURNS |
---|
1078 | * |
---|
1079 | * If the specified row (constraint) is partitioning equality (see |
---|
1080 | * below), the routine npp_is_partitioning returns non-zero. Otherwise, |
---|
1081 | * it returns zero. |
---|
1082 | * |
---|
1083 | * PARTITIONING EQUALITIES |
---|
1084 | * |
---|
1085 | * In canonical format the partitioning equality is the following: |
---|
1086 | * |
---|
1087 | * sum x[j] = 1, (1) |
---|
1088 | * j in J |
---|
1089 | * |
---|
1090 | * where all variables x[j] are binary. This equality expresses the |
---|
1091 | * condition that in any integer feasible solution exactly one variable |
---|
1092 | * in set J must take non-zero (unity) value while other variables must |
---|
1093 | * be equal to zero. W.l.o.g. it is assumed that |J| >= 2, because if |
---|
1094 | * J is empty, the inequality (1) is infeasible, and if |J| = 1, the |
---|
1095 | * inequality (1) is a fixing row. |
---|
1096 | * |
---|
1097 | * In general case the partitioning equality may include original |
---|
1098 | * variables x[j] as well as their complements x~[j]: |
---|
1099 | * |
---|
1100 | * sum x[j] + sum x~[j] = 1, (2) |
---|
1101 | * j in Jp j in Jn |
---|
1102 | * |
---|
1103 | * where Jp and Jn are not intersected. Therefore, using substitution |
---|
1104 | * x~[j] = 1 - x[j] leads to the partitioning equality in generalized |
---|
1105 | * format: |
---|
1106 | * |
---|
1107 | * sum x[j] - sum x[j] = 1 - |Jn|. (3) |
---|
1108 | * j in Jp j in Jn */ |
---|
1109 | |
---|
1110 | int npp_is_partitioning(NPP *npp, NPPROW *row) |
---|
1111 | { /* test if constraint is partitioning equality */ |
---|
1112 | NPPCOL *col; |
---|
1113 | NPPAIJ *aij; |
---|
1114 | int b; |
---|
1115 | xassert(npp == npp); |
---|
1116 | if (row->lb != row->ub) return 0; |
---|
1117 | b = 1; |
---|
1118 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
1119 | { col = aij->col; |
---|
1120 | if (!(col->is_int && col->lb == 0.0 && col->ub == 1.0)) |
---|
1121 | return 0; |
---|
1122 | if (aij->val == +1.0) |
---|
1123 | ; |
---|
1124 | else if (aij->val == -1.0) |
---|
1125 | b--; |
---|
1126 | else |
---|
1127 | return 0; |
---|
1128 | } |
---|
1129 | if (row->lb != (double)b) return 0; |
---|
1130 | return 1; |
---|
1131 | } |
---|
1132 | |
---|
1133 | /*********************************************************************** |
---|
1134 | * NAME |
---|
1135 | * |
---|
1136 | * npp_reduce_ineq_coef - reduce inequality constraint coefficients |
---|
1137 | * |
---|
1138 | * SYNOPSIS |
---|
1139 | * |
---|
1140 | * #include "glpnpp.h" |
---|
1141 | * int npp_reduce_ineq_coef(NPP *npp, NPPROW *row); |
---|
1142 | * |
---|
1143 | * DESCRIPTION |
---|
1144 | * |
---|
1145 | * The routine npp_reduce_ineq_coef processes specified inequality |
---|
1146 | * constraint attempting to replace it by an equivalent constraint, |
---|
1147 | * where magnitude of coefficients at binary variables is smaller than |
---|
1148 | * in the original constraint. If the inequality is double-sided, it is |
---|
1149 | * replaced by a pair of single-sided inequalities, if necessary. |
---|
1150 | * |
---|
1151 | * RETURNS |
---|
1152 | * |
---|
1153 | * The routine npp_reduce_ineq_coef returns the number of coefficients |
---|
1154 | * reduced. |
---|
1155 | * |
---|
1156 | * BACKGROUND |
---|
1157 | * |
---|
1158 | * Consider an inequality constraint: |
---|
1159 | * |
---|
1160 | * sum a[j] x[j] >= b. (1) |
---|
1161 | * j in J |
---|
1162 | * |
---|
1163 | * (In case of '<=' inequality it can be transformed to '>=' format by |
---|
1164 | * multiplying both its sides by -1.) Let x[k] be a binary variable; |
---|
1165 | * other variables can be integer as well as continuous. We can write |
---|
1166 | * constraint (1) as follows: |
---|
1167 | * |
---|
1168 | * a[k] x[k] + t[k] >= b, (2) |
---|
1169 | * |
---|
1170 | * where: |
---|
1171 | * |
---|
1172 | * t[k] = sum a[j] x[j]. (3) |
---|
1173 | * j in J\{k} |
---|
1174 | * |
---|
1175 | * Since x[k] is binary, constraint (2) is equivalent to disjunction of |
---|
1176 | * the following two constraints: |
---|
1177 | * |
---|
1178 | * x[k] = 0, t[k] >= b (4) |
---|
1179 | * |
---|
1180 | * OR |
---|
1181 | * |
---|
1182 | * x[k] = 1, t[k] >= b - a[k]. (5) |
---|
1183 | * |
---|
1184 | * Let also that for the partial sum t[k] be known some its implied |
---|
1185 | * lower bound inf t[k]. |
---|
1186 | * |
---|
1187 | * Case a[k] > 0. Let inf t[k] < b, since otherwise both constraints |
---|
1188 | * (4) and (5) and therefore constraint (2) are redundant. |
---|
1189 | * If inf t[k] > b - a[k], only constraint (5) is redundant, in which |
---|
1190 | * case it can be replaced with the following redundant and therefore |
---|
1191 | * equivalent constraint: |
---|
1192 | * |
---|
1193 | * t[k] >= b - a'[k] = inf t[k], (6) |
---|
1194 | * |
---|
1195 | * where: |
---|
1196 | * |
---|
1197 | * a'[k] = b - inf t[k]. (7) |
---|
1198 | * |
---|
1199 | * Thus, the original constraint (2) is equivalent to the following |
---|
1200 | * constraint with coefficient at variable x[k] changed: |
---|
1201 | * |
---|
1202 | * a'[k] x[k] + t[k] >= b. (8) |
---|
1203 | * |
---|
1204 | * From inf t[k] < b it follows that a'[k] > 0, i.e. the coefficient |
---|
1205 | * at x[k] keeps its sign. And from inf t[k] > b - a[k] it follows that |
---|
1206 | * a'[k] < a[k], i.e. the coefficient reduces in magnitude. |
---|
1207 | * |
---|
1208 | * Case a[k] < 0. Let inf t[k] < b - a[k], since otherwise both |
---|
1209 | * constraints (4) and (5) and therefore constraint (2) are redundant. |
---|
1210 | * If inf t[k] > b, only constraint (4) is redundant, in which case it |
---|
1211 | * can be replaced with the following redundant and therefore equivalent |
---|
1212 | * constraint: |
---|
1213 | * |
---|
1214 | * t[k] >= b' = inf t[k]. (9) |
---|
1215 | * |
---|
1216 | * Rewriting constraint (5) as follows: |
---|
1217 | * |
---|
1218 | * t[k] >= b - a[k] = b' - a'[k], (10) |
---|
1219 | * |
---|
1220 | * where: |
---|
1221 | * |
---|
1222 | * a'[k] = a[k] + b' - b = a[k] + inf t[k] - b, (11) |
---|
1223 | * |
---|
1224 | * we can see that disjunction of constraint (9) and (10) is equivalent |
---|
1225 | * to disjunction of constraint (4) and (5), from which it follows that |
---|
1226 | * the original constraint (2) is equivalent to the following constraint |
---|
1227 | * with both coefficient at variable x[k] and right-hand side changed: |
---|
1228 | * |
---|
1229 | * a'[k] x[k] + t[k] >= b'. (12) |
---|
1230 | * |
---|
1231 | * From inf t[k] < b - a[k] it follows that a'[k] < 0, i.e. the |
---|
1232 | * coefficient at x[k] keeps its sign. And from inf t[k] > b it follows |
---|
1233 | * that a'[k] > a[k], i.e. the coefficient reduces in magnitude. |
---|
1234 | * |
---|
1235 | * PROBLEM TRANSFORMATION |
---|
1236 | * |
---|
1237 | * In the routine npp_reduce_ineq_coef the following implied lower |
---|
1238 | * bound of the partial sum (3) is used: |
---|
1239 | * |
---|
1240 | * inf t[k] = sum a[j] l[j] + sum a[j] u[j], (13) |
---|
1241 | * j in Jp\{k} k in Jn\{k} |
---|
1242 | * |
---|
1243 | * where Jp = {j : a[j] > 0}, Jn = {j : a[j] < 0}, l[j] and u[j] are |
---|
1244 | * lower and upper bounds, resp., of variable x[j]. |
---|
1245 | * |
---|
1246 | * In order to compute inf t[k] more efficiently, the following formula, |
---|
1247 | * which is equivalent to (13), is actually used: |
---|
1248 | * |
---|
1249 | * ( h - a[k] l[k] = h, if a[k] > 0, |
---|
1250 | * inf t[k] = < (14) |
---|
1251 | * ( h - a[k] u[k] = h - a[k], if a[k] < 0, |
---|
1252 | * |
---|
1253 | * where: |
---|
1254 | * |
---|
1255 | * h = sum a[j] l[j] + sum a[j] u[j] (15) |
---|
1256 | * j in Jp j in Jn |
---|
1257 | * |
---|
1258 | * is the implied lower bound of row (1). |
---|
1259 | * |
---|
1260 | * Reduction of positive coefficient (a[k] > 0) does not change value |
---|
1261 | * of h, since l[k] = 0. In case of reduction of negative coefficient |
---|
1262 | * (a[k] < 0) from (11) it follows that: |
---|
1263 | * |
---|
1264 | * delta a[k] = a'[k] - a[k] = inf t[k] - b (> 0), (16) |
---|
1265 | * |
---|
1266 | * so new value of h (accounting that u[k] = 1) can be computed as |
---|
1267 | * follows: |
---|
1268 | * |
---|
1269 | * h := h + delta a[k] = h + (inf t[k] - b). (17) |
---|
1270 | * |
---|
1271 | * RECOVERING SOLUTION |
---|
1272 | * |
---|
1273 | * None needed. */ |
---|
1274 | |
---|
1275 | static int reduce_ineq_coef(NPP *npp, struct elem *ptr, double *_b) |
---|
1276 | { /* process inequality constraint: sum a[j] x[j] >= b */ |
---|
1277 | /* returns: the number of coefficients reduced */ |
---|
1278 | struct elem *e; |
---|
1279 | int count = 0; |
---|
1280 | double h, inf_t, new_a, b = *_b; |
---|
1281 | xassert(npp == npp); |
---|
1282 | /* compute h; see (15) */ |
---|
1283 | h = 0.0; |
---|
1284 | for (e = ptr; e != NULL; e = e->next) |
---|
1285 | { if (e->aj > 0.0) |
---|
1286 | { if (e->xj->lb == -DBL_MAX) goto done; |
---|
1287 | h += e->aj * e->xj->lb; |
---|
1288 | } |
---|
1289 | else /* e->aj < 0.0 */ |
---|
1290 | { if (e->xj->ub == +DBL_MAX) goto done; |
---|
1291 | h += e->aj * e->xj->ub; |
---|
1292 | } |
---|
1293 | } |
---|
1294 | /* perform reduction of coefficients at binary variables */ |
---|
1295 | for (e = ptr; e != NULL; e = e->next) |
---|
1296 | { /* skip non-binary variable */ |
---|
1297 | if (!(e->xj->is_int && e->xj->lb == 0.0 && e->xj->ub == 1.0)) |
---|
1298 | continue; |
---|
1299 | if (e->aj > 0.0) |
---|
1300 | { /* compute inf t[k]; see (14) */ |
---|
1301 | inf_t = h; |
---|
1302 | if (b - e->aj < inf_t && inf_t < b) |
---|
1303 | { /* compute reduced coefficient a'[k]; see (7) */ |
---|
1304 | new_a = b - inf_t; |
---|
1305 | if (new_a >= +1e-3 && |
---|
1306 | e->aj - new_a >= 0.01 * (1.0 + e->aj)) |
---|
1307 | { /* accept a'[k] */ |
---|
1308 | #ifdef GLP_DEBUG |
---|
1309 | xprintf("+"); |
---|
1310 | #endif |
---|
1311 | e->aj = new_a; |
---|
1312 | count++; |
---|
1313 | } |
---|
1314 | } |
---|
1315 | } |
---|
1316 | else /* e->aj < 0.0 */ |
---|
1317 | { /* compute inf t[k]; see (14) */ |
---|
1318 | inf_t = h - e->aj; |
---|
1319 | if (b < inf_t && inf_t < b - e->aj) |
---|
1320 | { /* compute reduced coefficient a'[k]; see (11) */ |
---|
1321 | new_a = e->aj + (inf_t - b); |
---|
1322 | if (new_a <= -1e-3 && |
---|
1323 | new_a - e->aj >= 0.01 * (1.0 - e->aj)) |
---|
1324 | { /* accept a'[k] */ |
---|
1325 | #ifdef GLP_DEBUG |
---|
1326 | xprintf("-"); |
---|
1327 | #endif |
---|
1328 | e->aj = new_a; |
---|
1329 | /* update h; see (17) */ |
---|
1330 | h += (inf_t - b); |
---|
1331 | /* compute b'; see (9) */ |
---|
1332 | b = inf_t; |
---|
1333 | count++; |
---|
1334 | } |
---|
1335 | } |
---|
1336 | } |
---|
1337 | } |
---|
1338 | *_b = b; |
---|
1339 | done: return count; |
---|
1340 | } |
---|
1341 | |
---|
1342 | int npp_reduce_ineq_coef(NPP *npp, NPPROW *row) |
---|
1343 | { /* reduce inequality constraint coefficients */ |
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1344 | NPPROW *copy; |
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1345 | NPPAIJ *aij; |
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1346 | struct elem *ptr, *e; |
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1347 | int kase, count[2]; |
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1348 | double b; |
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1349 | /* the row must be inequality constraint */ |
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1350 | xassert(row->lb < row->ub); |
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1351 | count[0] = count[1] = 0; |
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1352 | for (kase = 0; kase <= 1; kase++) |
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1353 | { if (kase == 0) |
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1354 | { /* process row lower bound */ |
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1355 | if (row->lb == -DBL_MAX) continue; |
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1356 | #ifdef GLP_DEBUG |
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1357 | xprintf("L"); |
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1358 | #endif |
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1359 | ptr = copy_form(npp, row, +1.0); |
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1360 | b = + row->lb; |
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1361 | } |
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1362 | else |
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1363 | { /* process row upper bound */ |
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1364 | if (row->ub == +DBL_MAX) continue; |
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1365 | #ifdef GLP_DEBUG |
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1366 | xprintf("U"); |
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1367 | #endif |
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1368 | ptr = copy_form(npp, row, -1.0); |
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1369 | b = - row->ub; |
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1370 | } |
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1371 | /* now the inequality has the form "sum a[j] x[j] >= b" */ |
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1372 | count[kase] = reduce_ineq_coef(npp, ptr, &b); |
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1373 | if (count[kase] > 0) |
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1374 | { /* the original inequality has been replaced by equivalent |
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1375 | one with coefficients reduced */ |
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1376 | if (row->lb == -DBL_MAX || row->ub == +DBL_MAX) |
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1377 | { /* the original row is single-sided inequality; no copy |
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1378 | is needed */ |
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1379 | copy = NULL; |
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1380 | } |
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1381 | else |
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1382 | { /* the original row is double-sided inequality; we need |
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1383 | to create its copy for other bound before replacing it |
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1384 | with the equivalent inequality */ |
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1385 | #ifdef GLP_DEBUG |
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1386 | xprintf("*"); |
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1387 | #endif |
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1388 | copy = npp_add_row(npp); |
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1389 | if (kase == 0) |
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1390 | { /* the copy is for upper bound */ |
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1391 | copy->lb = -DBL_MAX, copy->ub = row->ub; |
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1392 | } |
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1393 | else |
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1394 | { /* the copy is for lower bound */ |
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1395 | copy->lb = row->lb, copy->ub = +DBL_MAX; |
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1396 | } |
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1397 | /* copy original row coefficients */ |
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1398 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
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1399 | npp_add_aij(npp, copy, aij->col, aij->val); |
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1400 | } |
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1401 | /* replace the original inequality by equivalent one */ |
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1402 | npp_erase_row(npp, row); |
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1403 | row->lb = b, row->ub = +DBL_MAX; |
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1404 | for (e = ptr; e != NULL; e = e->next) |
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1405 | npp_add_aij(npp, row, e->xj, e->aj); |
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1406 | /* continue processing upper bound for the copy */ |
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1407 | if (copy != NULL) row = copy; |
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1408 | } |
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1409 | drop_form(npp, ptr); |
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1410 | } |
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1411 | return count[0] + count[1]; |
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1412 | } |
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1413 | |
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1414 | /* eof */ |
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