[1] | 1 | /* glpios08.c (clique cut generator) */ |
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| 2 | |
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| 3 | /*********************************************************************** |
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| 4 | * This code is part of GLPK (GNU Linear Programming Kit). |
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| 5 | * |
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| 6 | * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, |
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| 7 | * 2009, 2010 Andrew Makhorin, Department for Applied Informatics, |
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| 8 | * Moscow Aviation Institute, Moscow, Russia. All rights reserved. |
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| 9 | * E-mail: <mao@gnu.org>. |
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| 10 | * |
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| 11 | * GLPK is free software: you can redistribute it and/or modify it |
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| 12 | * under the terms of the GNU General Public License as published by |
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| 13 | * the Free Software Foundation, either version 3 of the License, or |
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| 14 | * (at your option) any later version. |
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| 15 | * |
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| 16 | * GLPK is distributed in the hope that it will be useful, but WITHOUT |
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| 17 | * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY |
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| 18 | * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public |
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| 19 | * License for more details. |
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| 20 | * |
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| 21 | * You should have received a copy of the GNU General Public License |
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| 22 | * along with GLPK. If not, see <http://www.gnu.org/licenses/>. |
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| 23 | ***********************************************************************/ |
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| 24 | |
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| 25 | #include "glpios.h" |
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| 26 | |
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| 27 | static double get_row_lb(LPX *lp, int i) |
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| 28 | { /* this routine returns lower bound of row i or -DBL_MAX if the |
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| 29 | row has no lower bound */ |
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| 30 | double lb; |
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| 31 | switch (lpx_get_row_type(lp, i)) |
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| 32 | { case LPX_FR: |
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| 33 | case LPX_UP: |
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| 34 | lb = -DBL_MAX; |
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| 35 | break; |
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| 36 | case LPX_LO: |
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| 37 | case LPX_DB: |
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| 38 | case LPX_FX: |
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| 39 | lb = lpx_get_row_lb(lp, i); |
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| 40 | break; |
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| 41 | default: |
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| 42 | xassert(lp != lp); |
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| 43 | } |
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| 44 | return lb; |
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| 45 | } |
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| 46 | |
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| 47 | static double get_row_ub(LPX *lp, int i) |
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| 48 | { /* this routine returns upper bound of row i or +DBL_MAX if the |
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| 49 | row has no upper bound */ |
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| 50 | double ub; |
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| 51 | switch (lpx_get_row_type(lp, i)) |
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| 52 | { case LPX_FR: |
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| 53 | case LPX_LO: |
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| 54 | ub = +DBL_MAX; |
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| 55 | break; |
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| 56 | case LPX_UP: |
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| 57 | case LPX_DB: |
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| 58 | case LPX_FX: |
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| 59 | ub = lpx_get_row_ub(lp, i); |
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| 60 | break; |
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| 61 | default: |
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| 62 | xassert(lp != lp); |
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| 63 | } |
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| 64 | return ub; |
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| 65 | } |
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| 66 | |
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| 67 | static double get_col_lb(LPX *lp, int j) |
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| 68 | { /* this routine returns lower bound of column j or -DBL_MAX if |
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| 69 | the column has no lower bound */ |
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| 70 | double lb; |
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| 71 | switch (lpx_get_col_type(lp, j)) |
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| 72 | { case LPX_FR: |
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| 73 | case LPX_UP: |
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| 74 | lb = -DBL_MAX; |
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| 75 | break; |
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| 76 | case LPX_LO: |
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| 77 | case LPX_DB: |
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| 78 | case LPX_FX: |
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| 79 | lb = lpx_get_col_lb(lp, j); |
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| 80 | break; |
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| 81 | default: |
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| 82 | xassert(lp != lp); |
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| 83 | } |
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| 84 | return lb; |
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| 85 | } |
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| 86 | |
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| 87 | static double get_col_ub(LPX *lp, int j) |
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| 88 | { /* this routine returns upper bound of column j or +DBL_MAX if |
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| 89 | the column has no upper bound */ |
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| 90 | double ub; |
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| 91 | switch (lpx_get_col_type(lp, j)) |
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| 92 | { case LPX_FR: |
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| 93 | case LPX_LO: |
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| 94 | ub = +DBL_MAX; |
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| 95 | break; |
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| 96 | case LPX_UP: |
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| 97 | case LPX_DB: |
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| 98 | case LPX_FX: |
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| 99 | ub = lpx_get_col_ub(lp, j); |
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| 100 | break; |
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| 101 | default: |
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| 102 | xassert(lp != lp); |
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| 103 | } |
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| 104 | return ub; |
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| 105 | } |
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| 106 | |
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| 107 | static int is_binary(LPX *lp, int j) |
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| 108 | { /* this routine checks if variable x[j] is binary */ |
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| 109 | return |
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| 110 | lpx_get_col_kind(lp, j) == LPX_IV && |
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| 111 | lpx_get_col_type(lp, j) == LPX_DB && |
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| 112 | lpx_get_col_lb(lp, j) == 0.0 && lpx_get_col_ub(lp, j) == 1.0; |
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| 113 | } |
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| 114 | |
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| 115 | static double eval_lf_min(LPX *lp, int len, int ind[], double val[]) |
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| 116 | { /* this routine computes the minimum of a specified linear form |
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| 117 | |
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| 118 | sum a[j]*x[j] |
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| 119 | j |
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| 120 | |
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| 121 | using the formula: |
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| 122 | |
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| 123 | min = sum a[j]*lb[j] + sum a[j]*ub[j], |
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| 124 | j in J+ j in J- |
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| 125 | |
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| 126 | where J+ = {j: a[j] > 0}, J- = {j: a[j] < 0}, lb[j] and ub[j] |
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| 127 | are lower and upper bound of variable x[j], resp. */ |
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| 128 | int j, t; |
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| 129 | double lb, ub, sum; |
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| 130 | sum = 0.0; |
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| 131 | for (t = 1; t <= len; t++) |
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| 132 | { j = ind[t]; |
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| 133 | if (val[t] > 0.0) |
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| 134 | { lb = get_col_lb(lp, j); |
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| 135 | if (lb == -DBL_MAX) |
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| 136 | { sum = -DBL_MAX; |
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| 137 | break; |
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| 138 | } |
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| 139 | sum += val[t] * lb; |
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| 140 | } |
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| 141 | else if (val[t] < 0.0) |
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| 142 | { ub = get_col_ub(lp, j); |
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| 143 | if (ub == +DBL_MAX) |
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| 144 | { sum = -DBL_MAX; |
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| 145 | break; |
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| 146 | } |
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| 147 | sum += val[t] * ub; |
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| 148 | } |
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| 149 | else |
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| 150 | xassert(val != val); |
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| 151 | } |
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| 152 | return sum; |
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| 153 | } |
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| 154 | |
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| 155 | static double eval_lf_max(LPX *lp, int len, int ind[], double val[]) |
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| 156 | { /* this routine computes the maximum of a specified linear form |
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| 157 | |
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| 158 | sum a[j]*x[j] |
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| 159 | j |
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| 160 | |
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| 161 | using the formula: |
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| 162 | |
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| 163 | max = sum a[j]*ub[j] + sum a[j]*lb[j], |
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| 164 | j in J+ j in J- |
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| 165 | |
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| 166 | where J+ = {j: a[j] > 0}, J- = {j: a[j] < 0}, lb[j] and ub[j] |
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| 167 | are lower and upper bound of variable x[j], resp. */ |
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| 168 | int j, t; |
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| 169 | double lb, ub, sum; |
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| 170 | sum = 0.0; |
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| 171 | for (t = 1; t <= len; t++) |
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| 172 | { j = ind[t]; |
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| 173 | if (val[t] > 0.0) |
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| 174 | { ub = get_col_ub(lp, j); |
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| 175 | if (ub == +DBL_MAX) |
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| 176 | { sum = +DBL_MAX; |
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| 177 | break; |
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| 178 | } |
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| 179 | sum += val[t] * ub; |
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| 180 | } |
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| 181 | else if (val[t] < 0.0) |
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| 182 | { lb = get_col_lb(lp, j); |
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| 183 | if (lb == -DBL_MAX) |
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| 184 | { sum = +DBL_MAX; |
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| 185 | break; |
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| 186 | } |
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| 187 | sum += val[t] * lb; |
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| 188 | } |
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| 189 | else |
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| 190 | xassert(val != val); |
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| 191 | } |
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| 192 | return sum; |
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| 193 | } |
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| 194 | |
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| 195 | /*---------------------------------------------------------------------- |
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| 196 | -- probing - determine logical relation between binary variables. |
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| 197 | -- |
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| 198 | -- This routine tentatively sets a binary variable to 0 and then to 1 |
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| 199 | -- and examines whether another binary variable is caused to be fixed. |
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| 200 | -- |
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| 201 | -- The examination is based only on one row (constraint), which is the |
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| 202 | -- following: |
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| 203 | -- |
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| 204 | -- L <= sum a[j]*x[j] <= U. (1) |
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| 205 | -- j |
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| 206 | -- |
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| 207 | -- Let x[p] be a probing variable, x[q] be an examined variable. Then |
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| 208 | -- (1) can be written as: |
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| 209 | -- |
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| 210 | -- L <= sum a[j]*x[j] + a[p]*x[p] + a[q]*x[q] <= U, (2) |
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| 211 | -- j in J' |
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| 212 | -- |
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| 213 | -- where J' = {j: j != p and j != q}. |
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| 214 | -- |
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| 215 | -- Let |
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| 216 | -- |
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| 217 | -- L' = L - a[p]*x[p], (3) |
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| 218 | -- |
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| 219 | -- U' = U - a[p]*x[p], (4) |
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| 220 | -- |
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| 221 | -- where x[p] is assumed to be fixed at 0 or 1. So (2) can be rewritten |
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| 222 | -- as follows: |
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| 223 | -- |
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| 224 | -- L' <= sum a[j]*x[j] + a[q]*x[q] <= U', (5) |
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| 225 | -- j in J' |
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| 226 | -- |
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| 227 | -- from where we have: |
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| 228 | -- |
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| 229 | -- L' - sum a[j]*x[j] <= a[q]*x[q] <= U' - sum a[j]*x[j]. (6) |
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| 230 | -- j in J' j in J' |
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| 231 | -- |
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| 232 | -- Thus, |
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| 233 | -- |
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| 234 | -- min a[q]*x[q] = L' - MAX, (7) |
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| 235 | -- |
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| 236 | -- max a[q]*x[q] = U' - MIN, (8) |
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| 237 | -- |
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| 238 | -- where |
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| 239 | -- |
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| 240 | -- MIN = min sum a[j]*x[j], (9) |
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| 241 | -- j in J' |
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| 242 | -- |
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| 243 | -- MAX = max sum a[j]*x[j]. (10) |
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| 244 | -- j in J' |
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| 245 | -- |
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| 246 | -- Formulae (7) and (8) allows determining implied lower and upper |
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| 247 | -- bounds of x[q]. |
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| 248 | -- |
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| 249 | -- Parameters len, val, L and U specify the constraint (1). |
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| 250 | -- |
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| 251 | -- Parameters lf_min and lf_max specify implied lower and upper bounds |
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| 252 | -- of the linear form (1). It is assumed that these bounds are computed |
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| 253 | -- with the routines eval_lf_min and eval_lf_max (see above). |
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| 254 | -- |
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| 255 | -- Parameter p specifies the probing variable x[p], which is set to 0 |
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| 256 | -- (if set is 0) or to 1 (if set is 1). |
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| 257 | -- |
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| 258 | -- Parameter q specifies the examined variable x[q]. |
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| 259 | -- |
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| 260 | -- On exit the routine returns one of the following codes: |
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| 261 | -- |
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| 262 | -- 0 - there is no logical relation between x[p] and x[q]; |
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| 263 | -- 1 - x[q] can take only on value 0; |
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| 264 | -- 2 - x[q] can take only on value 1. */ |
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| 265 | |
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| 266 | static int probing(int len, double val[], double L, double U, |
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| 267 | double lf_min, double lf_max, int p, int set, int q) |
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| 268 | { double temp; |
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| 269 | xassert(1 <= p && p < q && q <= len); |
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| 270 | /* compute L' (3) */ |
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| 271 | if (L != -DBL_MAX && set) L -= val[p]; |
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| 272 | /* compute U' (4) */ |
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| 273 | if (U != +DBL_MAX && set) U -= val[p]; |
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| 274 | /* compute MIN (9) */ |
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| 275 | if (lf_min != -DBL_MAX) |
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| 276 | { if (val[p] < 0.0) lf_min -= val[p]; |
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| 277 | if (val[q] < 0.0) lf_min -= val[q]; |
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| 278 | } |
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| 279 | /* compute MAX (10) */ |
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| 280 | if (lf_max != +DBL_MAX) |
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| 281 | { if (val[p] > 0.0) lf_max -= val[p]; |
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| 282 | if (val[q] > 0.0) lf_max -= val[q]; |
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| 283 | } |
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| 284 | /* compute implied lower bound of x[q]; see (7), (8) */ |
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| 285 | if (val[q] > 0.0) |
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| 286 | { if (L == -DBL_MAX || lf_max == +DBL_MAX) |
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| 287 | temp = -DBL_MAX; |
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| 288 | else |
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| 289 | temp = (L - lf_max) / val[q]; |
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| 290 | } |
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| 291 | else |
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| 292 | { if (U == +DBL_MAX || lf_min == -DBL_MAX) |
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| 293 | temp = -DBL_MAX; |
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| 294 | else |
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| 295 | temp = (U - lf_min) / val[q]; |
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| 296 | } |
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| 297 | if (temp > 0.001) return 2; |
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| 298 | /* compute implied upper bound of x[q]; see (7), (8) */ |
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| 299 | if (val[q] > 0.0) |
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| 300 | { if (U == +DBL_MAX || lf_min == -DBL_MAX) |
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| 301 | temp = +DBL_MAX; |
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| 302 | else |
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| 303 | temp = (U - lf_min) / val[q]; |
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| 304 | } |
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| 305 | else |
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| 306 | { if (L == -DBL_MAX || lf_max == +DBL_MAX) |
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| 307 | temp = +DBL_MAX; |
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| 308 | else |
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| 309 | temp = (L - lf_max) / val[q]; |
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| 310 | } |
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| 311 | if (temp < 0.999) return 1; |
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| 312 | /* there is no logical relation between x[p] and x[q] */ |
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| 313 | return 0; |
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| 314 | } |
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| 315 | |
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| 316 | struct COG |
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| 317 | { /* conflict graph; it represents logical relations between binary |
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| 318 | variables and has a vertex for each binary variable and its |
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| 319 | complement, and an edge between two vertices when at most one |
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| 320 | of the variables represented by the vertices can equal one in |
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| 321 | an optimal solution */ |
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| 322 | int n; |
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| 323 | /* number of variables */ |
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| 324 | int nb; |
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| 325 | /* number of binary variables represented in the graph (note that |
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| 326 | not all binary variables can be represented); vertices which |
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| 327 | correspond to binary variables have numbers 1, ..., nb while |
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| 328 | vertices which correspond to complements of binary variables |
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| 329 | have numbers nb+1, ..., nb+nb */ |
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| 330 | int ne; |
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| 331 | /* number of edges in the graph */ |
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| 332 | int *vert; /* int vert[1+n]; */ |
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| 333 | /* if x[j] is a binary variable represented in the graph, vert[j] |
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| 334 | is the vertex number corresponding to x[j]; otherwise vert[j] |
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| 335 | is zero */ |
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| 336 | int *orig; /* int list[1:nb]; */ |
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| 337 | /* if vert[j] = k > 0, then orig[k] = j */ |
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| 338 | unsigned char *a; |
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| 339 | /* adjacency matrix of the graph having 2*nb rows and columns; |
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| 340 | only strict lower triangle is stored in dense packed form */ |
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| 341 | }; |
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| 342 | |
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| 343 | /*---------------------------------------------------------------------- |
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| 344 | -- lpx_create_cog - create the conflict graph. |
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| 345 | -- |
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| 346 | -- SYNOPSIS |
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| 347 | -- |
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| 348 | -- #include "glplpx.h" |
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| 349 | -- void *lpx_create_cog(LPX *lp); |
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| 350 | -- |
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| 351 | -- DESCRIPTION |
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| 352 | -- |
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| 353 | -- The routine lpx_create_cog creates the conflict graph for a given |
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| 354 | -- problem instance. |
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| 355 | -- |
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| 356 | -- RETURNS |
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| 357 | -- |
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| 358 | -- If the graph has been created, the routine returns a pointer to it. |
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| 359 | -- Otherwise the routine returns NULL. */ |
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| 360 | |
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| 361 | #define MAX_NB 4000 |
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| 362 | #define MAX_ROW_LEN 500 |
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| 363 | |
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| 364 | static void lpx_add_cog_edge(void *_cog, int i, int j); |
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| 365 | |
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| 366 | static void *lpx_create_cog(LPX *lp) |
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| 367 | { struct COG *cog = NULL; |
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| 368 | int m, n, nb, i, j, p, q, len, *ind, *vert, *orig; |
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| 369 | double L, U, lf_min, lf_max, *val; |
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| 370 | xprintf("Creating the conflict graph...\n"); |
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| 371 | m = lpx_get_num_rows(lp); |
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| 372 | n = lpx_get_num_cols(lp); |
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| 373 | /* determine which binary variables should be included in the |
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| 374 | conflict graph */ |
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| 375 | nb = 0; |
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| 376 | vert = xcalloc(1+n, sizeof(int)); |
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| 377 | for (j = 1; j <= n; j++) vert[j] = 0; |
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| 378 | orig = xcalloc(1+n, sizeof(int)); |
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| 379 | ind = xcalloc(1+n, sizeof(int)); |
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| 380 | val = xcalloc(1+n, sizeof(double)); |
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| 381 | for (i = 1; i <= m; i++) |
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| 382 | { L = get_row_lb(lp, i); |
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| 383 | U = get_row_ub(lp, i); |
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| 384 | if (L == -DBL_MAX && U == +DBL_MAX) continue; |
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| 385 | len = lpx_get_mat_row(lp, i, ind, val); |
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| 386 | if (len > MAX_ROW_LEN) continue; |
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| 387 | lf_min = eval_lf_min(lp, len, ind, val); |
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| 388 | lf_max = eval_lf_max(lp, len, ind, val); |
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| 389 | for (p = 1; p <= len; p++) |
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| 390 | { if (!is_binary(lp, ind[p])) continue; |
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| 391 | for (q = p+1; q <= len; q++) |
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| 392 | { if (!is_binary(lp, ind[q])) continue; |
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| 393 | if (probing(len, val, L, U, lf_min, lf_max, p, 0, q) || |
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| 394 | probing(len, val, L, U, lf_min, lf_max, p, 1, q)) |
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| 395 | { /* there is a logical relation */ |
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| 396 | /* include the first variable in the graph */ |
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| 397 | j = ind[p]; |
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| 398 | if (vert[j] == 0) nb++, vert[j] = nb, orig[nb] = j; |
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| 399 | /* incude the second variable in the graph */ |
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| 400 | j = ind[q]; |
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| 401 | if (vert[j] == 0) nb++, vert[j] = nb, orig[nb] = j; |
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| 402 | } |
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| 403 | } |
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| 404 | } |
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| 405 | } |
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| 406 | /* if the graph is either empty or has too many vertices, do not |
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| 407 | create it */ |
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| 408 | if (nb == 0 || nb > MAX_NB) |
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| 409 | { xprintf("The conflict graph is either empty or too big\n"); |
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| 410 | xfree(vert); |
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| 411 | xfree(orig); |
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| 412 | goto done; |
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| 413 | } |
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| 414 | /* create the conflict graph */ |
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| 415 | cog = xmalloc(sizeof(struct COG)); |
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| 416 | cog->n = n; |
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| 417 | cog->nb = nb; |
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| 418 | cog->ne = 0; |
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| 419 | cog->vert = vert; |
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| 420 | cog->orig = orig; |
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| 421 | len = nb + nb; /* number of vertices */ |
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| 422 | len = (len * (len - 1)) / 2; /* number of entries in triangle */ |
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| 423 | len = (len + (CHAR_BIT - 1)) / CHAR_BIT; /* bytes needed */ |
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| 424 | cog->a = xmalloc(len); |
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| 425 | memset(cog->a, 0, len); |
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| 426 | for (j = 1; j <= nb; j++) |
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| 427 | { /* add edge between variable and its complement */ |
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| 428 | lpx_add_cog_edge(cog, +orig[j], -orig[j]); |
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| 429 | } |
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| 430 | for (i = 1; i <= m; i++) |
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| 431 | { L = get_row_lb(lp, i); |
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| 432 | U = get_row_ub(lp, i); |
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| 433 | if (L == -DBL_MAX && U == +DBL_MAX) continue; |
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| 434 | len = lpx_get_mat_row(lp, i, ind, val); |
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| 435 | if (len > MAX_ROW_LEN) continue; |
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| 436 | lf_min = eval_lf_min(lp, len, ind, val); |
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| 437 | lf_max = eval_lf_max(lp, len, ind, val); |
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| 438 | for (p = 1; p <= len; p++) |
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| 439 | { if (!is_binary(lp, ind[p])) continue; |
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| 440 | for (q = p+1; q <= len; q++) |
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| 441 | { if (!is_binary(lp, ind[q])) continue; |
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| 442 | /* set x[p] to 0 and examine x[q] */ |
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| 443 | switch (probing(len, val, L, U, lf_min, lf_max, p, 0, q)) |
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| 444 | { case 0: |
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| 445 | /* no logical relation */ |
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| 446 | break; |
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| 447 | case 1: |
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| 448 | /* x[p] = 0 implies x[q] = 0 */ |
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| 449 | lpx_add_cog_edge(cog, -ind[p], +ind[q]); |
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| 450 | break; |
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| 451 | case 2: |
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| 452 | /* x[p] = 0 implies x[q] = 1 */ |
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| 453 | lpx_add_cog_edge(cog, -ind[p], -ind[q]); |
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| 454 | break; |
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| 455 | default: |
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| 456 | xassert(lp != lp); |
---|
| 457 | } |
---|
| 458 | /* set x[p] to 1 and examine x[q] */ |
---|
| 459 | switch (probing(len, val, L, U, lf_min, lf_max, p, 1, q)) |
---|
| 460 | { case 0: |
---|
| 461 | /* no logical relation */ |
---|
| 462 | break; |
---|
| 463 | case 1: |
---|
| 464 | /* x[p] = 1 implies x[q] = 0 */ |
---|
| 465 | lpx_add_cog_edge(cog, +ind[p], +ind[q]); |
---|
| 466 | break; |
---|
| 467 | case 2: |
---|
| 468 | /* x[p] = 1 implies x[q] = 1 */ |
---|
| 469 | lpx_add_cog_edge(cog, +ind[p], -ind[q]); |
---|
| 470 | break; |
---|
| 471 | default: |
---|
| 472 | xassert(lp != lp); |
---|
| 473 | } |
---|
| 474 | } |
---|
| 475 | } |
---|
| 476 | } |
---|
| 477 | xprintf("The conflict graph has 2*%d vertices and %d edges\n", |
---|
| 478 | cog->nb, cog->ne); |
---|
| 479 | done: xfree(ind); |
---|
| 480 | xfree(val); |
---|
| 481 | return cog; |
---|
| 482 | } |
---|
| 483 | |
---|
| 484 | /*---------------------------------------------------------------------- |
---|
| 485 | -- lpx_add_cog_edge - add edge to the conflict graph. |
---|
| 486 | -- |
---|
| 487 | -- SYNOPSIS |
---|
| 488 | -- |
---|
| 489 | -- #include "glplpx.h" |
---|
| 490 | -- void lpx_add_cog_edge(void *cog, int i, int j); |
---|
| 491 | -- |
---|
| 492 | -- DESCRIPTION |
---|
| 493 | -- |
---|
| 494 | -- The routine lpx_add_cog_edge adds an edge to the conflict graph. |
---|
| 495 | -- The edge connects x[i] (if i > 0) or its complement (if i < 0) and |
---|
| 496 | -- x[j] (if j > 0) or its complement (if j < 0), where i and j are |
---|
| 497 | -- original ordinal numbers of corresponding variables. */ |
---|
| 498 | |
---|
| 499 | static void lpx_add_cog_edge(void *_cog, int i, int j) |
---|
| 500 | { struct COG *cog = _cog; |
---|
| 501 | int k; |
---|
| 502 | xassert(i != j); |
---|
| 503 | /* determine indices of corresponding vertices */ |
---|
| 504 | if (i > 0) |
---|
| 505 | { xassert(1 <= i && i <= cog->n); |
---|
| 506 | i = cog->vert[i]; |
---|
| 507 | xassert(i != 0); |
---|
| 508 | } |
---|
| 509 | else |
---|
| 510 | { i = -i; |
---|
| 511 | xassert(1 <= i && i <= cog->n); |
---|
| 512 | i = cog->vert[i]; |
---|
| 513 | xassert(i != 0); |
---|
| 514 | i += cog->nb; |
---|
| 515 | } |
---|
| 516 | if (j > 0) |
---|
| 517 | { xassert(1 <= j && j <= cog->n); |
---|
| 518 | j = cog->vert[j]; |
---|
| 519 | xassert(j != 0); |
---|
| 520 | } |
---|
| 521 | else |
---|
| 522 | { j = -j; |
---|
| 523 | xassert(1 <= j && j <= cog->n); |
---|
| 524 | j = cog->vert[j]; |
---|
| 525 | xassert(j != 0); |
---|
| 526 | j += cog->nb; |
---|
| 527 | } |
---|
| 528 | /* only lower triangle is stored, so we need i > j */ |
---|
| 529 | if (i < j) k = i, i = j, j = k; |
---|
| 530 | k = ((i - 1) * (i - 2)) / 2 + (j - 1); |
---|
| 531 | cog->a[k / CHAR_BIT] |= |
---|
| 532 | (unsigned char)(1 << ((CHAR_BIT - 1) - k % CHAR_BIT)); |
---|
| 533 | cog->ne++; |
---|
| 534 | return; |
---|
| 535 | } |
---|
| 536 | |
---|
| 537 | /*---------------------------------------------------------------------- |
---|
| 538 | -- MAXIMUM WEIGHT CLIQUE |
---|
| 539 | -- |
---|
| 540 | -- Two subroutines sub() and wclique() below are intended to find a |
---|
| 541 | -- maximum weight clique in a given undirected graph. These subroutines |
---|
| 542 | -- are slightly modified version of the program WCLIQUE developed by |
---|
| 543 | -- Patric Ostergard <http://www.tcs.hut.fi/~pat/wclique.html> and based |
---|
| 544 | -- on ideas from the article "P. R. J. Ostergard, A new algorithm for |
---|
| 545 | -- the maximum-weight clique problem, submitted for publication", which |
---|
| 546 | -- in turn is a generalization of the algorithm for unweighted graphs |
---|
| 547 | -- presented in "P. R. J. Ostergard, A fast algorithm for the maximum |
---|
| 548 | -- clique problem, submitted for publication". |
---|
| 549 | -- |
---|
| 550 | -- USED WITH PERMISSION OF THE AUTHOR OF THE ORIGINAL CODE. */ |
---|
| 551 | |
---|
| 552 | struct dsa |
---|
| 553 | { /* dynamic storage area */ |
---|
| 554 | int n; |
---|
| 555 | /* number of vertices */ |
---|
| 556 | int *wt; /* int wt[0:n-1]; */ |
---|
| 557 | /* weights */ |
---|
| 558 | unsigned char *a; |
---|
| 559 | /* adjacency matrix (packed lower triangle without main diag.) */ |
---|
| 560 | int record; |
---|
| 561 | /* weight of best clique */ |
---|
| 562 | int rec_level; |
---|
| 563 | /* number of vertices in best clique */ |
---|
| 564 | int *rec; /* int rec[0:n-1]; */ |
---|
| 565 | /* best clique so far */ |
---|
| 566 | int *clique; /* int clique[0:n-1]; */ |
---|
| 567 | /* table for pruning */ |
---|
| 568 | int *set; /* int set[0:n-1]; */ |
---|
| 569 | /* current clique */ |
---|
| 570 | }; |
---|
| 571 | |
---|
| 572 | #define n (dsa->n) |
---|
| 573 | #define wt (dsa->wt) |
---|
| 574 | #define a (dsa->a) |
---|
| 575 | #define record (dsa->record) |
---|
| 576 | #define rec_level (dsa->rec_level) |
---|
| 577 | #define rec (dsa->rec) |
---|
| 578 | #define clique (dsa->clique) |
---|
| 579 | #define set (dsa->set) |
---|
| 580 | |
---|
| 581 | #if 0 |
---|
| 582 | static int is_edge(struct dsa *dsa, int i, int j) |
---|
| 583 | { /* if there is arc (i,j), the routine returns true; otherwise |
---|
| 584 | false; 0 <= i, j < n */ |
---|
| 585 | int k; |
---|
| 586 | xassert(0 <= i && i < n); |
---|
| 587 | xassert(0 <= j && j < n); |
---|
| 588 | if (i == j) return 0; |
---|
| 589 | if (i < j) k = i, i = j, j = k; |
---|
| 590 | k = (i * (i - 1)) / 2 + j; |
---|
| 591 | return a[k / CHAR_BIT] & |
---|
| 592 | (unsigned char)(1 << ((CHAR_BIT - 1) - k % CHAR_BIT)); |
---|
| 593 | } |
---|
| 594 | #else |
---|
| 595 | #define is_edge(dsa, i, j) ((i) == (j) ? 0 : \ |
---|
| 596 | (i) > (j) ? is_edge1(i, j) : is_edge1(j, i)) |
---|
| 597 | #define is_edge1(i, j) is_edge2(((i) * ((i) - 1)) / 2 + (j)) |
---|
| 598 | #define is_edge2(k) (a[(k) / CHAR_BIT] & \ |
---|
| 599 | (unsigned char)(1 << ((CHAR_BIT - 1) - (k) % CHAR_BIT))) |
---|
| 600 | #endif |
---|
| 601 | |
---|
| 602 | static void sub(struct dsa *dsa, int ct, int table[], int level, |
---|
| 603 | int weight, int l_weight) |
---|
| 604 | { int i, j, k, curr_weight, left_weight, *p1, *p2, *newtable; |
---|
| 605 | newtable = xcalloc(n, sizeof(int)); |
---|
| 606 | if (ct <= 0) |
---|
| 607 | { /* 0 or 1 elements left; include these */ |
---|
| 608 | if (ct == 0) |
---|
| 609 | { set[level++] = table[0]; |
---|
| 610 | weight += l_weight; |
---|
| 611 | } |
---|
| 612 | if (weight > record) |
---|
| 613 | { record = weight; |
---|
| 614 | rec_level = level; |
---|
| 615 | for (i = 0; i < level; i++) rec[i] = set[i]; |
---|
| 616 | } |
---|
| 617 | goto done; |
---|
| 618 | } |
---|
| 619 | for (i = ct; i >= 0; i--) |
---|
| 620 | { if ((level == 0) && (i < ct)) goto done; |
---|
| 621 | k = table[i]; |
---|
| 622 | if ((level > 0) && (clique[k] <= (record - weight))) |
---|
| 623 | goto done; /* prune */ |
---|
| 624 | set[level] = k; |
---|
| 625 | curr_weight = weight + wt[k]; |
---|
| 626 | l_weight -= wt[k]; |
---|
| 627 | if (l_weight <= (record - curr_weight)) |
---|
| 628 | goto done; /* prune */ |
---|
| 629 | p1 = newtable; |
---|
| 630 | p2 = table; |
---|
| 631 | left_weight = 0; |
---|
| 632 | while (p2 < table + i) |
---|
| 633 | { j = *p2++; |
---|
| 634 | if (is_edge(dsa, j, k)) |
---|
| 635 | { *p1++ = j; |
---|
| 636 | left_weight += wt[j]; |
---|
| 637 | } |
---|
| 638 | } |
---|
| 639 | if (left_weight <= (record - curr_weight)) continue; |
---|
| 640 | sub(dsa, p1 - newtable - 1, newtable, level + 1, curr_weight, |
---|
| 641 | left_weight); |
---|
| 642 | } |
---|
| 643 | done: xfree(newtable); |
---|
| 644 | return; |
---|
| 645 | } |
---|
| 646 | |
---|
| 647 | static int wclique(int _n, int w[], unsigned char _a[], int sol[]) |
---|
| 648 | { struct dsa _dsa, *dsa = &_dsa; |
---|
| 649 | int i, j, p, max_wt, max_nwt, wth, *used, *nwt, *pos; |
---|
| 650 | glp_long timer; |
---|
| 651 | n = _n; |
---|
| 652 | wt = &w[1]; |
---|
| 653 | a = _a; |
---|
| 654 | record = 0; |
---|
| 655 | rec_level = 0; |
---|
| 656 | rec = &sol[1]; |
---|
| 657 | clique = xcalloc(n, sizeof(int)); |
---|
| 658 | set = xcalloc(n, sizeof(int)); |
---|
| 659 | used = xcalloc(n, sizeof(int)); |
---|
| 660 | nwt = xcalloc(n, sizeof(int)); |
---|
| 661 | pos = xcalloc(n, sizeof(int)); |
---|
| 662 | /* start timer */ |
---|
| 663 | timer = xtime(); |
---|
| 664 | /* order vertices */ |
---|
| 665 | for (i = 0; i < n; i++) |
---|
| 666 | { nwt[i] = 0; |
---|
| 667 | for (j = 0; j < n; j++) |
---|
| 668 | if (is_edge(dsa, i, j)) nwt[i] += wt[j]; |
---|
| 669 | } |
---|
| 670 | for (i = 0; i < n; i++) |
---|
| 671 | used[i] = 0; |
---|
| 672 | for (i = n-1; i >= 0; i--) |
---|
| 673 | { max_wt = -1; |
---|
| 674 | max_nwt = -1; |
---|
| 675 | for (j = 0; j < n; j++) |
---|
| 676 | { if ((!used[j]) && ((wt[j] > max_wt) || (wt[j] == max_wt |
---|
| 677 | && nwt[j] > max_nwt))) |
---|
| 678 | { max_wt = wt[j]; |
---|
| 679 | max_nwt = nwt[j]; |
---|
| 680 | p = j; |
---|
| 681 | } |
---|
| 682 | } |
---|
| 683 | pos[i] = p; |
---|
| 684 | used[p] = 1; |
---|
| 685 | for (j = 0; j < n; j++) |
---|
| 686 | if ((!used[j]) && (j != p) && (is_edge(dsa, p, j))) |
---|
| 687 | nwt[j] -= wt[p]; |
---|
| 688 | } |
---|
| 689 | /* main routine */ |
---|
| 690 | wth = 0; |
---|
| 691 | for (i = 0; i < n; i++) |
---|
| 692 | { wth += wt[pos[i]]; |
---|
| 693 | sub(dsa, i, pos, 0, 0, wth); |
---|
| 694 | clique[pos[i]] = record; |
---|
| 695 | #if 0 |
---|
| 696 | if (utime() >= timer + 5.0) |
---|
| 697 | #else |
---|
| 698 | if (xdifftime(xtime(), timer) >= 5.0 - 0.001) |
---|
| 699 | #endif |
---|
| 700 | { /* print current record and reset timer */ |
---|
| 701 | xprintf("level = %d (%d); best = %d\n", i+1, n, record); |
---|
| 702 | #if 0 |
---|
| 703 | timer = utime(); |
---|
| 704 | #else |
---|
| 705 | timer = xtime(); |
---|
| 706 | #endif |
---|
| 707 | } |
---|
| 708 | } |
---|
| 709 | xfree(clique); |
---|
| 710 | xfree(set); |
---|
| 711 | xfree(used); |
---|
| 712 | xfree(nwt); |
---|
| 713 | xfree(pos); |
---|
| 714 | /* return the solution found */ |
---|
| 715 | for (i = 1; i <= rec_level; i++) sol[i]++; |
---|
| 716 | return rec_level; |
---|
| 717 | } |
---|
| 718 | |
---|
| 719 | #undef n |
---|
| 720 | #undef wt |
---|
| 721 | #undef a |
---|
| 722 | #undef record |
---|
| 723 | #undef rec_level |
---|
| 724 | #undef rec |
---|
| 725 | #undef clique |
---|
| 726 | #undef set |
---|
| 727 | |
---|
| 728 | /*---------------------------------------------------------------------- |
---|
| 729 | -- lpx_clique_cut - generate cluque cut. |
---|
| 730 | -- |
---|
| 731 | -- SYNOPSIS |
---|
| 732 | -- |
---|
| 733 | -- #include "glplpx.h" |
---|
| 734 | -- int lpx_clique_cut(LPX *lp, void *cog, int ind[], double val[]); |
---|
| 735 | -- |
---|
| 736 | -- DESCRIPTION |
---|
| 737 | -- |
---|
| 738 | -- The routine lpx_clique_cut generates a clique cut using the conflict |
---|
| 739 | -- graph specified by the parameter cog. |
---|
| 740 | -- |
---|
| 741 | -- If a violated clique cut has been found, it has the following form: |
---|
| 742 | -- |
---|
| 743 | -- sum{j in J} a[j]*x[j] <= b. |
---|
| 744 | -- |
---|
| 745 | -- Variable indices j in J are stored in elements ind[1], ..., ind[len] |
---|
| 746 | -- while corresponding constraint coefficients are stored in elements |
---|
| 747 | -- val[1], ..., val[len], where len is returned on exit. The right-hand |
---|
| 748 | -- side b is stored in element val[0]. |
---|
| 749 | -- |
---|
| 750 | -- RETURNS |
---|
| 751 | -- |
---|
| 752 | -- If the cutting plane has been successfully generated, the routine |
---|
| 753 | -- returns 1 <= len <= n, which is the number of non-zero coefficients |
---|
| 754 | -- in the inequality constraint. Otherwise, the routine returns zero. */ |
---|
| 755 | |
---|
| 756 | static int lpx_clique_cut(LPX *lp, void *_cog, int ind[], double val[]) |
---|
| 757 | { struct COG *cog = _cog; |
---|
| 758 | int n = lpx_get_num_cols(lp); |
---|
| 759 | int j, t, v, card, temp, len = 0, *w, *sol; |
---|
| 760 | double x, sum, b, *vec; |
---|
| 761 | /* allocate working arrays */ |
---|
| 762 | w = xcalloc(1 + 2 * cog->nb, sizeof(int)); |
---|
| 763 | sol = xcalloc(1 + 2 * cog->nb, sizeof(int)); |
---|
| 764 | vec = xcalloc(1+n, sizeof(double)); |
---|
| 765 | /* assign weights to vertices of the conflict graph */ |
---|
| 766 | for (t = 1; t <= cog->nb; t++) |
---|
| 767 | { j = cog->orig[t]; |
---|
| 768 | x = lpx_get_col_prim(lp, j); |
---|
| 769 | temp = (int)(100.0 * x + 0.5); |
---|
| 770 | if (temp < 0) temp = 0; |
---|
| 771 | if (temp > 100) temp = 100; |
---|
| 772 | w[t] = temp; |
---|
| 773 | w[cog->nb + t] = 100 - temp; |
---|
| 774 | } |
---|
| 775 | /* find a clique of maximum weight */ |
---|
| 776 | card = wclique(2 * cog->nb, w, cog->a, sol); |
---|
| 777 | /* compute the clique weight for unscaled values */ |
---|
| 778 | sum = 0.0; |
---|
| 779 | for ( t = 1; t <= card; t++) |
---|
| 780 | { v = sol[t]; |
---|
| 781 | xassert(1 <= v && v <= 2 * cog->nb); |
---|
| 782 | if (v <= cog->nb) |
---|
| 783 | { /* vertex v corresponds to binary variable x[j] */ |
---|
| 784 | j = cog->orig[v]; |
---|
| 785 | x = lpx_get_col_prim(lp, j); |
---|
| 786 | sum += x; |
---|
| 787 | } |
---|
| 788 | else |
---|
| 789 | { /* vertex v corresponds to the complement of x[j] */ |
---|
| 790 | j = cog->orig[v - cog->nb]; |
---|
| 791 | x = lpx_get_col_prim(lp, j); |
---|
| 792 | sum += 1.0 - x; |
---|
| 793 | } |
---|
| 794 | } |
---|
| 795 | /* if the sum of binary variables and their complements in the |
---|
| 796 | clique greater than 1, the clique cut is violated */ |
---|
| 797 | if (sum >= 1.01) |
---|
| 798 | { /* construct the inquality */ |
---|
| 799 | for (j = 1; j <= n; j++) vec[j] = 0; |
---|
| 800 | b = 1.0; |
---|
| 801 | for (t = 1; t <= card; t++) |
---|
| 802 | { v = sol[t]; |
---|
| 803 | if (v <= cog->nb) |
---|
| 804 | { /* vertex v corresponds to binary variable x[j] */ |
---|
| 805 | j = cog->orig[v]; |
---|
| 806 | xassert(1 <= j && j <= n); |
---|
| 807 | vec[j] += 1.0; |
---|
| 808 | } |
---|
| 809 | else |
---|
| 810 | { /* vertex v corresponds to the complement of x[j] */ |
---|
| 811 | j = cog->orig[v - cog->nb]; |
---|
| 812 | xassert(1 <= j && j <= n); |
---|
| 813 | vec[j] -= 1.0; |
---|
| 814 | b -= 1.0; |
---|
| 815 | } |
---|
| 816 | } |
---|
| 817 | xassert(len == 0); |
---|
| 818 | for (j = 1; j <= n; j++) |
---|
| 819 | { if (vec[j] != 0.0) |
---|
| 820 | { len++; |
---|
| 821 | ind[len] = j, val[len] = vec[j]; |
---|
| 822 | } |
---|
| 823 | } |
---|
| 824 | ind[0] = 0, val[0] = b; |
---|
| 825 | } |
---|
| 826 | /* free working arrays */ |
---|
| 827 | xfree(w); |
---|
| 828 | xfree(sol); |
---|
| 829 | xfree(vec); |
---|
| 830 | /* return to the calling program */ |
---|
| 831 | return len; |
---|
| 832 | } |
---|
| 833 | |
---|
| 834 | /*---------------------------------------------------------------------- |
---|
| 835 | -- lpx_delete_cog - delete the conflict graph. |
---|
| 836 | -- |
---|
| 837 | -- SYNOPSIS |
---|
| 838 | -- |
---|
| 839 | -- #include "glplpx.h" |
---|
| 840 | -- void lpx_delete_cog(void *cog); |
---|
| 841 | -- |
---|
| 842 | -- DESCRIPTION |
---|
| 843 | -- |
---|
| 844 | -- The routine lpx_delete_cog deletes the conflict graph, which the |
---|
| 845 | -- parameter cog points to, freeing all the memory allocated to this |
---|
| 846 | -- object. */ |
---|
| 847 | |
---|
| 848 | static void lpx_delete_cog(void *_cog) |
---|
| 849 | { struct COG *cog = _cog; |
---|
| 850 | xfree(cog->vert); |
---|
| 851 | xfree(cog->orig); |
---|
| 852 | xfree(cog->a); |
---|
| 853 | xfree(cog); |
---|
| 854 | } |
---|
| 855 | |
---|
| 856 | /**********************************************************************/ |
---|
| 857 | |
---|
| 858 | void *ios_clq_init(glp_tree *tree) |
---|
| 859 | { /* initialize clique cut generator */ |
---|
| 860 | glp_prob *mip = tree->mip; |
---|
| 861 | xassert(mip != NULL); |
---|
| 862 | return lpx_create_cog(mip); |
---|
| 863 | } |
---|
| 864 | |
---|
| 865 | /*********************************************************************** |
---|
| 866 | * NAME |
---|
| 867 | * |
---|
| 868 | * ios_clq_gen - generate clique cuts |
---|
| 869 | * |
---|
| 870 | * SYNOPSIS |
---|
| 871 | * |
---|
| 872 | * #include "glpios.h" |
---|
| 873 | * void ios_clq_gen(glp_tree *tree, void *gen); |
---|
| 874 | * |
---|
| 875 | * DESCRIPTION |
---|
| 876 | * |
---|
| 877 | * The routine ios_clq_gen generates clique cuts for the current point |
---|
| 878 | * and adds them to the clique pool. */ |
---|
| 879 | |
---|
| 880 | void ios_clq_gen(glp_tree *tree, void *gen) |
---|
| 881 | { int n = lpx_get_num_cols(tree->mip); |
---|
| 882 | int len, *ind; |
---|
| 883 | double *val; |
---|
| 884 | xassert(gen != NULL); |
---|
| 885 | ind = xcalloc(1+n, sizeof(int)); |
---|
| 886 | val = xcalloc(1+n, sizeof(double)); |
---|
| 887 | len = lpx_clique_cut(tree->mip, gen, ind, val); |
---|
| 888 | if (len > 0) |
---|
| 889 | { /* xprintf("len = %d\n", len); */ |
---|
| 890 | glp_ios_add_row(tree, NULL, GLP_RF_CLQ, 0, len, ind, val, |
---|
| 891 | GLP_UP, val[0]); |
---|
| 892 | } |
---|
| 893 | xfree(ind); |
---|
| 894 | xfree(val); |
---|
| 895 | return; |
---|
| 896 | } |
---|
| 897 | |
---|
| 898 | /**********************************************************************/ |
---|
| 899 | |
---|
| 900 | void ios_clq_term(void *gen) |
---|
| 901 | { /* terminate clique cut generator */ |
---|
| 902 | xassert(gen != NULL); |
---|
| 903 | lpx_delete_cog(gen); |
---|
| 904 | return; |
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| 905 | } |
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| 906 | |
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| 907 | /* eof */ |
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