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kpeter (Peter Kovacs)
kpeter@inf.elte.hu
Improve the Altering List pivot rule for NetworkSimplex (#435) Much less candidate arcs are preserved from an iteration to the next one and partial_sort() is used instead of heap operations.
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1 file changed with 23 insertions and 20 deletions:
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@@ -29,226 +29,229 @@
29 29
#include <algorithm>
30 30

	
31 31
#include <lemon/core.h>
32 32
#include <lemon/math.h>
33 33

	
34 34
namespace lemon {
35 35

	
36 36
  /// \addtogroup min_cost_flow_algs
37 37
  /// @{
38 38

	
39 39
  /// \brief Implementation of the primal Network Simplex algorithm
40 40
  /// for finding a \ref min_cost_flow "minimum cost flow".
41 41
  ///
42 42
  /// \ref NetworkSimplex implements the primal Network Simplex algorithm
43 43
  /// for finding a \ref min_cost_flow "minimum cost flow"
44 44
  /// \ref amo93networkflows, \ref dantzig63linearprog,
45 45
  /// \ref kellyoneill91netsimplex.
46 46
  /// This algorithm is a highly efficient specialized version of the
47 47
  /// linear programming simplex method directly for the minimum cost
48 48
  /// flow problem.
49 49
  ///
50 50
  /// In general, \ref NetworkSimplex and \ref CostScaling are the fastest
51 51
  /// implementations available in LEMON for this problem.
52 52
  /// Furthermore, this class supports both directions of the supply/demand
53 53
  /// inequality constraints. For more information, see \ref SupplyType.
54 54
  ///
55 55
  /// Most of the parameters of the problem (except for the digraph)
56 56
  /// can be given using separate functions, and the algorithm can be
57 57
  /// executed using the \ref run() function. If some parameters are not
58 58
  /// specified, then default values will be used.
59 59
  ///
60 60
  /// \tparam GR The digraph type the algorithm runs on.
61 61
  /// \tparam V The number type used for flow amounts, capacity bounds
62 62
  /// and supply values in the algorithm. By default, it is \c int.
63 63
  /// \tparam C The number type used for costs and potentials in the
64 64
  /// algorithm. By default, it is the same as \c V.
65 65
  ///
66 66
  /// \warning Both \c V and \c C must be signed number types.
67 67
  /// \warning All input data (capacities, supply values, and costs) must
68 68
  /// be integer.
69 69
  ///
70 70
  /// \note %NetworkSimplex provides five different pivot rule
71 71
  /// implementations, from which the most efficient one is used
72 72
  /// by default. For more information, see \ref PivotRule.
73 73
  template <typename GR, typename V = int, typename C = V>
74 74
  class NetworkSimplex
75 75
  {
76 76
  public:
77 77

	
78 78
    /// The type of the flow amounts, capacity bounds and supply values
79 79
    typedef V Value;
80 80
    /// The type of the arc costs
81 81
    typedef C Cost;
82 82

	
83 83
  public:
84 84

	
85 85
    /// \brief Problem type constants for the \c run() function.
86 86
    ///
87 87
    /// Enum type containing the problem type constants that can be
88 88
    /// returned by the \ref run() function of the algorithm.
89 89
    enum ProblemType {
90 90
      /// The problem has no feasible solution (flow).
91 91
      INFEASIBLE,
92 92
      /// The problem has optimal solution (i.e. it is feasible and
93 93
      /// bounded), and the algorithm has found optimal flow and node
94 94
      /// potentials (primal and dual solutions).
95 95
      OPTIMAL,
96 96
      /// The objective function of the problem is unbounded, i.e.
97 97
      /// there is a directed cycle having negative total cost and
98 98
      /// infinite upper bound.
99 99
      UNBOUNDED
100 100
    };
101 101

	
102 102
    /// \brief Constants for selecting the type of the supply constraints.
103 103
    ///
104 104
    /// Enum type containing constants for selecting the supply type,
105 105
    /// i.e. the direction of the inequalities in the supply/demand
106 106
    /// constraints of the \ref min_cost_flow "minimum cost flow problem".
107 107
    ///
108 108
    /// The default supply type is \c GEQ, the \c LEQ type can be
109 109
    /// selected using \ref supplyType().
110 110
    /// The equality form is a special case of both supply types.
111 111
    enum SupplyType {
112 112
      /// This option means that there are <em>"greater or equal"</em>
113 113
      /// supply/demand constraints in the definition of the problem.
114 114
      GEQ,
115 115
      /// This option means that there are <em>"less or equal"</em>
116 116
      /// supply/demand constraints in the definition of the problem.
117 117
      LEQ
118 118
    };
119 119

	
120 120
    /// \brief Constants for selecting the pivot rule.
121 121
    ///
122 122
    /// Enum type containing constants for selecting the pivot rule for
123 123
    /// the \ref run() function.
124 124
    ///
125
    /// \ref NetworkSimplex provides five different pivot rule
126
    /// implementations that significantly affect the running time
125
    /// \ref NetworkSimplex provides five different implementations for
126
    /// the pivot strategy that significantly affects the running time
127 127
    /// of the algorithm.
128
    /// By default, \ref BLOCK_SEARCH "Block Search" is used, which
129
    /// turend out to be the most efficient and the most robust on various
130
    /// test inputs.
131
    /// However, another pivot rule can be selected using the \ref run()
132
    /// function with the proper parameter.
128
    /// According to experimental tests conducted on various problem
129
    /// instances, \ref BLOCK_SEARCH "Block Search" and
130
    /// \ref ALTERING_LIST "Altering Candidate List" rules turned out
131
    /// to be the most efficient.
132
    /// Since \ref BLOCK_SEARCH "Block Search" is a simpler strategy that
133
    /// seemed to be slightly more robust, it is used by default.
134
    /// However, another pivot rule can easily be selected using the
135
    /// \ref run() function with the proper parameter.
133 136
    enum PivotRule {
134 137

	
135 138
      /// The \e First \e Eligible pivot rule.
136 139
      /// The next eligible arc is selected in a wraparound fashion
137 140
      /// in every iteration.
138 141
      FIRST_ELIGIBLE,
139 142

	
140 143
      /// The \e Best \e Eligible pivot rule.
141 144
      /// The best eligible arc is selected in every iteration.
142 145
      BEST_ELIGIBLE,
143 146

	
144 147
      /// The \e Block \e Search pivot rule.
145 148
      /// A specified number of arcs are examined in every iteration
146 149
      /// in a wraparound fashion and the best eligible arc is selected
147 150
      /// from this block.
148 151
      BLOCK_SEARCH,
149 152

	
150 153
      /// The \e Candidate \e List pivot rule.
151 154
      /// In a major iteration a candidate list is built from eligible arcs
152 155
      /// in a wraparound fashion and in the following minor iterations
153 156
      /// the best eligible arc is selected from this list.
154 157
      CANDIDATE_LIST,
155 158

	
156 159
      /// The \e Altering \e Candidate \e List pivot rule.
157 160
      /// It is a modified version of the Candidate List method.
158
      /// It keeps only the several best eligible arcs from the former
161
      /// It keeps only a few of the best eligible arcs from the former
159 162
      /// candidate list and extends this list in every iteration.
160 163
      ALTERING_LIST
161 164
    };
162 165

	
163 166
  private:
164 167

	
165 168
    TEMPLATE_DIGRAPH_TYPEDEFS(GR);
166 169

	
167 170
    typedef std::vector<int> IntVector;
168 171
    typedef std::vector<Value> ValueVector;
169 172
    typedef std::vector<Cost> CostVector;
170 173
    typedef std::vector<signed char> CharVector;
171 174
    // Note: vector<signed char> is used instead of vector<ArcState> and
172 175
    // vector<ArcDirection> for efficiency reasons
173 176

	
174 177
    // State constants for arcs
175 178
    enum ArcState {
176 179
      STATE_UPPER = -1,
177 180
      STATE_TREE  =  0,
178 181
      STATE_LOWER =  1
179 182
    };
180 183

	
181 184
    // Direction constants for tree arcs
182 185
    enum ArcDirection {
183 186
      DIR_DOWN = -1,
184 187
      DIR_UP   =  1
185 188
    };
186 189

	
187 190
  private:
188 191

	
189 192
    // Data related to the underlying digraph
190 193
    const GR &_graph;
191 194
    int _node_num;
192 195
    int _arc_num;
193 196
    int _all_arc_num;
194 197
    int _search_arc_num;
195 198

	
196 199
    // Parameters of the problem
197 200
    bool _have_lower;
198 201
    SupplyType _stype;
199 202
    Value _sum_supply;
200 203

	
201 204
    // Data structures for storing the digraph
202 205
    IntNodeMap _node_id;
203 206
    IntArcMap _arc_id;
204 207
    IntVector _source;
205 208
    IntVector _target;
206 209
    bool _arc_mixing;
207 210

	
208 211
    // Node and arc data
209 212
    ValueVector _lower;
210 213
    ValueVector _upper;
211 214
    ValueVector _cap;
212 215
    CostVector _cost;
213 216
    ValueVector _supply;
214 217
    ValueVector _flow;
215 218
    CostVector _pi;
216 219

	
217 220
    // Data for storing the spanning tree structure
218 221
    IntVector _parent;
219 222
    IntVector _pred;
220 223
    IntVector _thread;
221 224
    IntVector _rev_thread;
222 225
    IntVector _succ_num;
223 226
    IntVector _last_succ;
224 227
    CharVector _pred_dir;
225 228
    CharVector _state;
226 229
    IntVector _dirty_revs;
227 230
    int _root;
228 231

	
229 232
    // Temporary data used in the current pivot iteration
230 233
    int in_arc, join, u_in, v_in, u_out, v_out;
231 234
    Value delta;
232 235

	
233 236
    const Value MAX;
234 237

	
235 238
  public:
236 239

	
237 240
    /// \brief Constant for infinite upper bounds (capacities).
238 241
    ///
239 242
    /// Constant for infinite upper bounds (capacities).
240 243
    /// It is \c std::numeric_limits<Value>::infinity() if available,
241 244
    /// \c std::numeric_limits<Value>::max() otherwise.
242 245
    const Value INF;
243 246

	
244 247
  private:
245 248

	
246 249
    // Implementation of the First Eligible pivot rule
247 250
    class FirstEligiblePivotRule
248 251
    {
249 252
    private:
250 253

	
251 254
      // References to the NetworkSimplex class
252 255
      const IntVector  &_source;
253 256
      const IntVector  &_target;
254 257
      const CostVector &_cost;
... ...
@@ -445,279 +448,279 @@
445 448
        _list_length = std::max( int(LIST_LENGTH_FACTOR *
446 449
                                     std::sqrt(double(_search_arc_num))),
447 450
                                 MIN_LIST_LENGTH );
448 451
        _minor_limit = std::max( int(MINOR_LIMIT_FACTOR * _list_length),
449 452
                                 MIN_MINOR_LIMIT );
450 453
        _curr_length = _minor_count = 0;
451 454
        _candidates.resize(_list_length);
452 455
      }
453 456

	
454 457
      /// Find next entering arc
455 458
      bool findEnteringArc() {
456 459
        Cost min, c;
457 460
        int e;
458 461
        if (_curr_length > 0 && _minor_count < _minor_limit) {
459 462
          // Minor iteration: select the best eligible arc from the
460 463
          // current candidate list
461 464
          ++_minor_count;
462 465
          min = 0;
463 466
          for (int i = 0; i < _curr_length; ++i) {
464 467
            e = _candidates[i];
465 468
            c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);
466 469
            if (c < min) {
467 470
              min = c;
468 471
              _in_arc = e;
469 472
            }
470 473
            else if (c >= 0) {
471 474
              _candidates[i--] = _candidates[--_curr_length];
472 475
            }
473 476
          }
474 477
          if (min < 0) return true;
475 478
        }
476 479

	
477 480
        // Major iteration: build a new candidate list
478 481
        min = 0;
479 482
        _curr_length = 0;
480 483
        for (e = _next_arc; e != _search_arc_num; ++e) {
481 484
          c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);
482 485
          if (c < 0) {
483 486
            _candidates[_curr_length++] = e;
484 487
            if (c < min) {
485 488
              min = c;
486 489
              _in_arc = e;
487 490
            }
488 491
            if (_curr_length == _list_length) goto search_end;
489 492
          }
490 493
        }
491 494
        for (e = 0; e != _next_arc; ++e) {
492 495
          c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);
493 496
          if (c < 0) {
494 497
            _candidates[_curr_length++] = e;
495 498
            if (c < min) {
496 499
              min = c;
497 500
              _in_arc = e;
498 501
            }
499 502
            if (_curr_length == _list_length) goto search_end;
500 503
          }
501 504
        }
502 505
        if (_curr_length == 0) return false;
503 506

	
504 507
      search_end:
505 508
        _minor_count = 1;
506 509
        _next_arc = e;
507 510
        return true;
508 511
      }
509 512

	
510 513
    }; //class CandidateListPivotRule
511 514

	
512 515

	
513 516
    // Implementation of the Altering Candidate List pivot rule
514 517
    class AlteringListPivotRule
515 518
    {
516 519
    private:
517 520

	
518 521
      // References to the NetworkSimplex class
519 522
      const IntVector  &_source;
520 523
      const IntVector  &_target;
521 524
      const CostVector &_cost;
522 525
      const CharVector &_state;
523 526
      const CostVector &_pi;
524 527
      int &_in_arc;
525 528
      int _search_arc_num;
526 529

	
527 530
      // Pivot rule data
528 531
      int _block_size, _head_length, _curr_length;
529 532
      int _next_arc;
530 533
      IntVector _candidates;
531 534
      CostVector _cand_cost;
532 535

	
533 536
      // Functor class to compare arcs during sort of the candidate list
534 537
      class SortFunc
535 538
      {
536 539
      private:
537 540
        const CostVector &_map;
538 541
      public:
539 542
        SortFunc(const CostVector &map) : _map(map) {}
540 543
        bool operator()(int left, int right) {
541
          return _map[left] > _map[right];
544
          return _map[left] < _map[right];
542 545
        }
543 546
      };
544 547

	
545 548
      SortFunc _sort_func;
546 549

	
547 550
    public:
548 551

	
549 552
      // Constructor
550 553
      AlteringListPivotRule(NetworkSimplex &ns) :
551 554
        _source(ns._source), _target(ns._target),
552 555
        _cost(ns._cost), _state(ns._state), _pi(ns._pi),
553 556
        _in_arc(ns.in_arc), _search_arc_num(ns._search_arc_num),
554 557
        _next_arc(0), _cand_cost(ns._search_arc_num), _sort_func(_cand_cost)
555 558
      {
556 559
        // The main parameters of the pivot rule
557 560
        const double BLOCK_SIZE_FACTOR = 1.0;
558 561
        const int MIN_BLOCK_SIZE = 10;
559
        const double HEAD_LENGTH_FACTOR = 0.1;
562
        const double HEAD_LENGTH_FACTOR = 0.01;
560 563
        const int MIN_HEAD_LENGTH = 3;
561 564

	
562 565
        _block_size = std::max( int(BLOCK_SIZE_FACTOR *
563 566
                                    std::sqrt(double(_search_arc_num))),
564 567
                                MIN_BLOCK_SIZE );
565 568
        _head_length = std::max( int(HEAD_LENGTH_FACTOR * _block_size),
566 569
                                 MIN_HEAD_LENGTH );
567 570
        _candidates.resize(_head_length + _block_size);
568 571
        _curr_length = 0;
569 572
      }
570 573

	
571 574
      // Find next entering arc
572 575
      bool findEnteringArc() {
573 576
        // Check the current candidate list
574 577
        int e;
575 578
        Cost c;
576 579
        for (int i = 0; i != _curr_length; ++i) {
577 580
          e = _candidates[i];
578 581
          c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);
579 582
          if (c < 0) {
580 583
            _cand_cost[e] = c;
581 584
          } else {
582 585
            _candidates[i--] = _candidates[--_curr_length];
583 586
          }
584 587
        }
585 588

	
586 589
        // Extend the list
587 590
        int cnt = _block_size;
588 591
        int limit = _head_length;
589 592

	
590 593
        for (e = _next_arc; e != _search_arc_num; ++e) {
591 594
          c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);
592 595
          if (c < 0) {
593 596
            _cand_cost[e] = c;
594 597
            _candidates[_curr_length++] = e;
595 598
          }
596 599
          if (--cnt == 0) {
597 600
            if (_curr_length > limit) goto search_end;
598 601
            limit = 0;
599 602
            cnt = _block_size;
600 603
          }
601 604
        }
602 605
        for (e = 0; e != _next_arc; ++e) {
603
          _cand_cost[e] = _state[e] *
604
            (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);
605
          if (_cand_cost[e] < 0) {
606
          c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);
607
          if (c < 0) {
608
            _cand_cost[e] = c;
606 609
            _candidates[_curr_length++] = e;
607 610
          }
608 611
          if (--cnt == 0) {
609 612
            if (_curr_length > limit) goto search_end;
610 613
            limit = 0;
611 614
            cnt = _block_size;
612 615
          }
613 616
        }
614 617
        if (_curr_length == 0) return false;
615 618

	
616 619
      search_end:
617 620

	
618
        // Make heap of the candidate list (approximating a partial sort)
619
        make_heap( _candidates.begin(), _candidates.begin() + _curr_length,
620
                   _sort_func );
621
        // Perform partial sort operation on the candidate list
622
        int new_length = std::min(_head_length + 1, _curr_length);
623
        std::partial_sort(_candidates.begin(), _candidates.begin() + new_length,
624
                          _candidates.begin() + _curr_length, _sort_func);
621 625

	
622
        // Pop the first element of the heap
626
        // Select the entering arc and remove it from the list
623 627
        _in_arc = _candidates[0];
624 628
        _next_arc = e;
625
        pop_heap( _candidates.begin(), _candidates.begin() + _curr_length,
626
                  _sort_func );
627
        _curr_length = std::min(_head_length, _curr_length - 1);
629
        _candidates[0] = _candidates[new_length - 1];
630
        _curr_length = new_length - 1;
628 631
        return true;
629 632
      }
630 633

	
631 634
    }; //class AlteringListPivotRule
632 635

	
633 636
  public:
634 637

	
635 638
    /// \brief Constructor.
636 639
    ///
637 640
    /// The constructor of the class.
638 641
    ///
639 642
    /// \param graph The digraph the algorithm runs on.
640 643
    /// \param arc_mixing Indicate if the arcs will be stored in a
641 644
    /// mixed order in the internal data structure.
642 645
    /// In general, it leads to similar performance as using the original
643 646
    /// arc order, but it makes the algorithm more robust and in special
644 647
    /// cases, even significantly faster. Therefore, it is enabled by default.
645 648
    NetworkSimplex(const GR& graph, bool arc_mixing = true) :
646 649
      _graph(graph), _node_id(graph), _arc_id(graph),
647 650
      _arc_mixing(arc_mixing),
648 651
      MAX(std::numeric_limits<Value>::max()),
649 652
      INF(std::numeric_limits<Value>::has_infinity ?
650 653
          std::numeric_limits<Value>::infinity() : MAX)
651 654
    {
652 655
      // Check the number types
653 656
      LEMON_ASSERT(std::numeric_limits<Value>::is_signed,
654 657
        "The flow type of NetworkSimplex must be signed");
655 658
      LEMON_ASSERT(std::numeric_limits<Cost>::is_signed,
656 659
        "The cost type of NetworkSimplex must be signed");
657 660

	
658 661
      // Reset data structures
659 662
      reset();
660 663
    }
661 664

	
662 665
    /// \name Parameters
663 666
    /// The parameters of the algorithm can be specified using these
664 667
    /// functions.
665 668

	
666 669
    /// @{
667 670

	
668 671
    /// \brief Set the lower bounds on the arcs.
669 672
    ///
670 673
    /// This function sets the lower bounds on the arcs.
671 674
    /// If it is not used before calling \ref run(), the lower bounds
672 675
    /// will be set to zero on all arcs.
673 676
    ///
674 677
    /// \param map An arc map storing the lower bounds.
675 678
    /// Its \c Value type must be convertible to the \c Value type
676 679
    /// of the algorithm.
677 680
    ///
678 681
    /// \return <tt>(*this)</tt>
679 682
    template <typename LowerMap>
680 683
    NetworkSimplex& lowerMap(const LowerMap& map) {
681 684
      _have_lower = true;
682 685
      for (ArcIt a(_graph); a != INVALID; ++a) {
683 686
        _lower[_arc_id[a]] = map[a];
684 687
      }
685 688
      return *this;
686 689
    }
687 690

	
688 691
    /// \brief Set the upper bounds (capacities) on the arcs.
689 692
    ///
690 693
    /// This function sets the upper bounds (capacities) on the arcs.
691 694
    /// If it is not used before calling \ref run(), the upper bounds
692 695
    /// will be set to \ref INF on all arcs (i.e. the flow value will be
693 696
    /// unbounded from above).
694 697
    ///
695 698
    /// \param map An arc map storing the upper bounds.
696 699
    /// Its \c Value type must be convertible to the \c Value type
697 700
    /// of the algorithm.
698 701
    ///
699 702
    /// \return <tt>(*this)</tt>
700 703
    template<typename UpperMap>
701 704
    NetworkSimplex& upperMap(const UpperMap& map) {
702 705
      for (ArcIt a(_graph); a != INVALID; ++a) {
703 706
        _upper[_arc_id[a]] = map[a];
704 707
      }
705 708
      return *this;
706 709
    }
707 710

	
708 711
    /// \brief Set the costs of the arcs.
709 712
    ///
710 713
    /// This function sets the costs of the arcs.
711 714
    /// If it is not used before calling \ref run(), the costs
712 715
    /// will be set to \c 1 on all arcs.
713 716
    ///
714 717
    /// \param map An arc map storing the costs.
715 718
    /// Its \c Value type must be convertible to the \c Cost type
716 719
    /// of the algorithm.
717 720
    ///
718 721
    /// \return <tt>(*this)</tt>
719 722
    template<typename CostMap>
720 723
    NetworkSimplex& costMap(const CostMap& map) {
721 724
      for (ArcIt a(_graph); a != INVALID; ++a) {
722 725
        _cost[_arc_id[a]] = map[a];
723 726
      }
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