/* glpnpp05.c */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, * 2009, 2010 Andrew Makhorin, Department for Applied Informatics, * Moscow Aviation Institute, Moscow, Russia. All rights reserved. * E-mail: . * * GLPK is free software: you can redistribute it and/or modify it * under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * GLPK is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public * License for more details. * * You should have received a copy of the GNU General Public License * along with GLPK. If not, see . ***********************************************************************/ #include "glpnpp.h" /*********************************************************************** * NAME * * npp_clean_prob - perform initial LP/MIP processing * * SYNOPSIS * * #include "glpnpp.h" * void npp_clean_prob(NPP *npp); * * DESCRIPTION * * The routine npp_clean_prob performs initial LP/MIP processing that * currently includes: * * 1) removing free rows; * * 2) replacing double-sided constraint rows with almost identical * bounds, by equality constraint rows; * * 3) removing fixed columns; * * 4) replacing double-bounded columns with almost identical bounds by * fixed columns and removing those columns; * * 5) initial processing constraint coefficients (not implemented); * * 6) initial processing objective coefficients (not implemented). */ void npp_clean_prob(NPP *npp) { /* perform initial LP/MIP processing */ NPPROW *row, *next_row; NPPCOL *col, *next_col; int ret; xassert(npp == npp); /* process rows which originally are free */ for (row = npp->r_head; row != NULL; row = next_row) { next_row = row->next; if (row->lb == -DBL_MAX && row->ub == +DBL_MAX) { /* process free row */ #ifdef GLP_DEBUG xprintf("1"); #endif npp_free_row(npp, row); /* row was deleted */ } } /* process rows which originally are double-sided inequalities */ for (row = npp->r_head; row != NULL; row = next_row) { next_row = row->next; if (row->lb != -DBL_MAX && row->ub != +DBL_MAX && row->lb < row->ub) { ret = npp_make_equality(npp, row); if (ret == 0) ; else if (ret == 1) { /* row was replaced by equality constraint */ #ifdef GLP_DEBUG xprintf("2"); #endif } else xassert(ret != ret); } } /* process columns which are originally fixed */ for (col = npp->c_head; col != NULL; col = next_col) { next_col = col->next; if (col->lb == col->ub) { /* process fixed column */ #ifdef GLP_DEBUG xprintf("3"); #endif npp_fixed_col(npp, col); /* column was deleted */ } } /* process columns which are originally double-bounded */ for (col = npp->c_head; col != NULL; col = next_col) { next_col = col->next; if (col->lb != -DBL_MAX && col->ub != +DBL_MAX && col->lb < col->ub) { ret = npp_make_fixed(npp, col); if (ret == 0) ; else if (ret == 1) { /* column was replaced by fixed column; process it */ #ifdef GLP_DEBUG xprintf("4"); #endif npp_fixed_col(npp, col); /* column was deleted */ } } } return; } /*********************************************************************** * NAME * * npp_process_row - perform basic row processing * * SYNOPSIS * * #include "glpnpp.h" * int npp_process_row(NPP *npp, NPPROW *row, int hard); * * DESCRIPTION * * The routine npp_process_row performs basic row processing that * currently includes: * * 1) removing empty row; * * 2) removing equality constraint row singleton and corresponding * column; * * 3) removing inequality constraint row singleton and corresponding * column if it was fixed; * * 4) performing general row analysis; * * 5) removing redundant row bounds; * * 6) removing forcing row and corresponding columns; * * 7) removing row which becomes free due to redundant bounds; * * 8) computing implied bounds for all columns in the row and using * them to strengthen current column bounds (MIP only, optional, * performed if the flag hard is on). * * Additionally the routine may activate affected rows and/or columns * for further processing. * * RETURNS * * 0 success; * * GLP_ENOPFS primal/integer infeasibility detected; * * GLP_ENODFS dual infeasibility detected. */ int npp_process_row(NPP *npp, NPPROW *row, int hard) { /* perform basic row processing */ NPPCOL *col; NPPAIJ *aij, *next_aij, *aaa; int ret; /* row must not be free */ xassert(!(row->lb == -DBL_MAX && row->ub == +DBL_MAX)); /* start processing row */ if (row->ptr == NULL) { /* empty row */ ret = npp_empty_row(npp, row); if (ret == 0) { /* row was deleted */ #ifdef GLP_DEBUG xprintf("A"); #endif return 0; } else if (ret == 1) { /* primal infeasibility */ return GLP_ENOPFS; } else xassert(ret != ret); } if (row->ptr->r_next == NULL) { /* row singleton */ col = row->ptr->col; if (row->lb == row->ub) { /* equality constraint */ ret = npp_eq_singlet(npp, row); if (ret == 0) { /* column was fixed, row was deleted */ #ifdef GLP_DEBUG xprintf("B"); #endif /* activate rows affected by column */ for (aij = col->ptr; aij != NULL; aij = aij->c_next) npp_activate_row(npp, aij->row); /* process fixed column */ npp_fixed_col(npp, col); /* column was deleted */ return 0; } else if (ret == 1 || ret == 2) { /* primal/integer infeasibility */ return GLP_ENOPFS; } else xassert(ret != ret); } else { /* inequality constraint */ ret = npp_ineq_singlet(npp, row); if (0 <= ret && ret <= 3) { /* row was deleted */ #ifdef GLP_DEBUG xprintf("C"); #endif /* activate column, since its length was changed due to row deletion */ npp_activate_col(npp, col); if (ret >= 2) { /* column bounds changed significantly or column was fixed */ /* activate rows affected by column */ for (aij = col->ptr; aij != NULL; aij = aij->c_next) npp_activate_row(npp, aij->row); } if (ret == 3) { /* column was fixed; process it */ #ifdef GLP_DEBUG xprintf("D"); #endif npp_fixed_col(npp, col); /* column was deleted */ } return 0; } else if (ret == 4) { /* primal infeasibility */ return GLP_ENOPFS; } else xassert(ret != ret); } } #if 0 /* sometimes this causes too large round-off errors; probably pivot coefficient should be chosen more carefully */ if (row->ptr->r_next->r_next == NULL) { /* row doubleton */ if (row->lb == row->ub) { /* equality constraint */ if (!(row->ptr->col->is_int || row->ptr->r_next->col->is_int)) { /* both columns are continuous */ NPPCOL *q; q = npp_eq_doublet(npp, row); if (q != NULL) { /* column q was eliminated */ #ifdef GLP_DEBUG xprintf("E"); #endif /* now column q is singleton of type "implied slack variable"; we process it here to make sure that on recovering basic solution the row is always active equality constraint (as required by the routine rcv_eq_doublet) */ xassert(npp_process_col(npp, q) == 0); /* column q was deleted; note that row p also may be deleted */ return 0; } } } } #endif /* general row analysis */ ret = npp_analyze_row(npp, row); xassert(0x00 <= ret && ret <= 0xFF); if (ret == 0x33) { /* row bounds are inconsistent with column bounds */ return GLP_ENOPFS; } if ((ret & 0x0F) == 0x00) { /* row lower bound does not exist or redundant */ if (row->lb != -DBL_MAX) { /* remove redundant row lower bound */ #ifdef GLP_DEBUG xprintf("F"); #endif npp_inactive_bound(npp, row, 0); } } else if ((ret & 0x0F) == 0x01) { /* row lower bound can be active */ /* see below */ } else if ((ret & 0x0F) == 0x02) { /* row lower bound is a forcing bound */ #ifdef GLP_DEBUG xprintf("G"); #endif /* process forcing row */ if (npp_forcing_row(npp, row, 0) == 0) fixup: { /* columns were fixed, row was made free */ for (aij = row->ptr; aij != NULL; aij = next_aij) { /* process column fixed by forcing row */ #ifdef GLP_DEBUG xprintf("H"); #endif col = aij->col; next_aij = aij->r_next; /* activate rows affected by column */ for (aaa = col->ptr; aaa != NULL; aaa = aaa->c_next) npp_activate_row(npp, aaa->row); /* process fixed column */ npp_fixed_col(npp, col); /* column was deleted */ } /* process free row (which now is empty due to deletion of all its columns) */ npp_free_row(npp, row); /* row was deleted */ return 0; } } else xassert(ret != ret); if ((ret & 0xF0) == 0x00) { /* row upper bound does not exist or redundant */ if (row->ub != +DBL_MAX) { /* remove redundant row upper bound */ #ifdef GLP_DEBUG xprintf("I"); #endif npp_inactive_bound(npp, row, 1); } } else if ((ret & 0xF0) == 0x10) { /* row upper bound can be active */ /* see below */ } else if ((ret & 0xF0) == 0x20) { /* row upper bound is a forcing bound */ #ifdef GLP_DEBUG xprintf("J"); #endif /* process forcing row */ if (npp_forcing_row(npp, row, 1) == 0) goto fixup; } else xassert(ret != ret); if (row->lb == -DBL_MAX && row->ub == +DBL_MAX) { /* row became free due to redundant bounds removal */ #ifdef GLP_DEBUG xprintf("K"); #endif /* activate its columns, since their length will change due to row deletion */ for (aij = row->ptr; aij != NULL; aij = aij->r_next) npp_activate_col(npp, aij->col); /* process free row */ npp_free_row(npp, row); /* row was deleted */ return 0; } #if 1 /* 23/XII-2009 */ /* row lower and/or upper bounds can be active */ if (npp->sol == GLP_MIP && hard) { /* improve current column bounds (optional) */ if (npp_improve_bounds(npp, row, 1) < 0) return GLP_ENOPFS; } #endif return 0; } /*********************************************************************** * NAME * * npp_improve_bounds - improve current column bounds * * SYNOPSIS * * #include "glpnpp.h" * int npp_improve_bounds(NPP *npp, NPPROW *row, int flag); * * DESCRIPTION * * The routine npp_improve_bounds analyzes specified row (inequality * or equality constraint) to determine implied column bounds and then * uses these bounds to improve (strengthen) current column bounds. * * If the flag is on and current column bounds changed significantly * or the column was fixed, the routine activate rows affected by the * column for further processing. (This feature is intended to be used * in the main loop of the routine npp_process_row.) * * NOTE: This operation can be used for MIP problem only. * * RETURNS * * The routine npp_improve_bounds returns the number of significantly * changed bounds plus the number of column having been fixed due to * bound improvements. However, if the routine detects primal/integer * infeasibility, it returns a negative value. */ int npp_improve_bounds(NPP *npp, NPPROW *row, int flag) { /* improve current column bounds */ NPPCOL *col; NPPAIJ *aij, *next_aij, *aaa; int kase, ret, count = 0; double lb, ub; xassert(npp->sol == GLP_MIP); /* row must not be free */ xassert(!(row->lb == -DBL_MAX && row->ub == +DBL_MAX)); /* determine implied column bounds */ npp_implied_bounds(npp, row); /* and use these bounds to strengthen current column bounds */ for (aij = row->ptr; aij != NULL; aij = next_aij) { col = aij->col; next_aij = aij->r_next; for (kase = 0; kase <= 1; kase++) { /* save current column bounds */ lb = col->lb, ub = col->ub; if (kase == 0) { /* process implied column lower bound */ if (col->ll.ll == -DBL_MAX) continue; ret = npp_implied_lower(npp, col, col->ll.ll); } else { /* process implied column upper bound */ if (col->uu.uu == +DBL_MAX) continue; ret = npp_implied_upper(npp, col, col->uu.uu); } if (ret == 0 || ret == 1) { /* current column bounds did not change or changed, but not significantly; restore current column bounds */ col->lb = lb, col->ub = ub; } else if (ret == 2 || ret == 3) { /* current column bounds changed significantly or column was fixed */ #ifdef GLP_DEBUG xprintf("L"); #endif count++; /* activate other rows affected by column, if required */ if (flag) { for (aaa = col->ptr; aaa != NULL; aaa = aaa->c_next) { if (aaa->row != row) npp_activate_row(npp, aaa->row); } } if (ret == 3) { /* process fixed column */ #ifdef GLP_DEBUG xprintf("M"); #endif npp_fixed_col(npp, col); /* column was deleted */ break; /* for kase */ } } else if (ret == 4) { /* primal/integer infeasibility */ return -1; } else xassert(ret != ret); } } return count; } /*********************************************************************** * NAME * * npp_process_col - perform basic column processing * * SYNOPSIS * * #include "glpnpp.h" * int npp_process_col(NPP *npp, NPPCOL *col); * * DESCRIPTION * * The routine npp_process_col performs basic column processing that * currently includes: * * 1) fixing and removing empty column; * * 2) removing column singleton, which is implied slack variable, and * corresponding row if it becomes free; * * 3) removing bounds of column, which is implied free variable, and * replacing corresponding row by equality constraint. * * Additionally the routine may activate affected rows and/or columns * for further processing. * * RETURNS * * 0 success; * * GLP_ENOPFS primal/integer infeasibility detected; * * GLP_ENODFS dual infeasibility detected. */ int npp_process_col(NPP *npp, NPPCOL *col) { /* perform basic column processing */ NPPROW *row; NPPAIJ *aij; int ret; /* column must not be fixed */ xassert(col->lb < col->ub); /* start processing column */ if (col->ptr == NULL) { /* empty column */ ret = npp_empty_col(npp, col); if (ret == 0) { /* column was fixed and deleted */ #ifdef GLP_DEBUG xprintf("N"); #endif return 0; } else if (ret == 1) { /* dual infeasibility */ return GLP_ENODFS; } else xassert(ret != ret); } if (col->ptr->c_next == NULL) { /* column singleton */ row = col->ptr->row; if (row->lb == row->ub) { /* equality constraint */ if (!col->is_int) slack: { /* implied slack variable */ #ifdef GLP_DEBUG xprintf("O"); #endif npp_implied_slack(npp, col); /* column was deleted */ if (row->lb == -DBL_MAX && row->ub == +DBL_MAX) { /* row became free due to implied slack variable */ #ifdef GLP_DEBUG xprintf("P"); #endif /* activate columns affected by row */ for (aij = row->ptr; aij != NULL; aij = aij->r_next) npp_activate_col(npp, aij->col); /* process free row */ npp_free_row(npp, row); /* row was deleted */ } else { /* row became inequality constraint; activate it since its length changed due to column deletion */ npp_activate_row(npp, row); } return 0; } } else { /* inequality constraint */ if (!col->is_int) { ret = npp_implied_free(npp, col); if (ret == 0) { /* implied free variable */ #ifdef GLP_DEBUG xprintf("Q"); #endif /* column bounds were removed, row was replaced by equality constraint */ goto slack; } else if (ret == 1) { /* column is not implied free variable, because its lower and/or upper bounds can be active */ } else if (ret == 2) { /* dual infeasibility */ return GLP_ENODFS; } } } } /* column still exists */ return 0; } /*********************************************************************** * NAME * * npp_process_prob - perform basic LP/MIP processing * * SYNOPSIS * * #include "glpnpp.h" * int npp_process_prob(NPP *npp, int hard); * * DESCRIPTION * * The routine npp_process_prob performs basic LP/MIP processing that * currently includes: * * 1) initial LP/MIP processing (see the routine npp_clean_prob), * * 2) basic row processing (see the routine npp_process_row), and * * 3) basic column processing (see the routine npp_process_col). * * If the flag hard is on, the routine attempts to improve current * column bounds multiple times within the main processing loop, in * which case this feature may take a time. Otherwise, if the flag hard * is off, improving column bounds is performed only once at the end of * the main loop. (Note that this feature is used for MIP only.) * * The routine uses two sets: the set of active rows and the set of * active columns. Rows/columns are marked by a flag (the field temp in * NPPROW/NPPCOL). If the flag is non-zero, the row/column is active, * in which case it is placed in the beginning of the row/column list; * otherwise, if the flag is zero, the row/column is inactive, in which * case it is placed in the end of the row/column list. If a row/column * being currently processed may affect other rows/columns, the latters * are activated for further processing. * * RETURNS * * 0 success; * * GLP_ENOPFS primal/integer infeasibility detected; * * GLP_ENODFS dual infeasibility detected. */ int npp_process_prob(NPP *npp, int hard) { /* perform basic LP/MIP processing */ NPPROW *row; NPPCOL *col; int processing, ret; /* perform initial LP/MIP processing */ npp_clean_prob(npp); /* activate all remaining rows and columns */ for (row = npp->r_head; row != NULL; row = row->next) row->temp = 1; for (col = npp->c_head; col != NULL; col = col->next) col->temp = 1; /* main processing loop */ processing = 1; while (processing) { processing = 0; /* process all active rows */ for (;;) { row = npp->r_head; if (row == NULL || !row->temp) break; npp_deactivate_row(npp, row); ret = npp_process_row(npp, row, hard); if (ret != 0) goto done; processing = 1; } /* process all active columns */ for (;;) { col = npp->c_head; if (col == NULL || !col->temp) break; npp_deactivate_col(npp, col); ret = npp_process_col(npp, col); if (ret != 0) goto done; processing = 1; } } #if 1 /* 23/XII-2009 */ if (npp->sol == GLP_MIP && !hard) { /* improve current column bounds (optional) */ for (row = npp->r_head; row != NULL; row = row->next) { if (npp_improve_bounds(npp, row, 0) < 0) { ret = GLP_ENOPFS; goto done; } } } #endif /* all seems ok */ ret = 0; done: xassert(ret == 0 || ret == GLP_ENOPFS || ret == GLP_ENODFS); #ifdef GLP_DEBUG xprintf("\n"); #endif return ret; } /**********************************************************************/ int npp_simplex(NPP *npp, const glp_smcp *parm) { /* process LP prior to applying primal/dual simplex method */ int ret; xassert(npp->sol == GLP_SOL); xassert(parm == parm); ret = npp_process_prob(npp, 0); return ret; } /**********************************************************************/ int npp_integer(NPP *npp, const glp_iocp *parm) { /* process MIP prior to applying branch-and-bound method */ NPPROW *row, *prev_row; NPPCOL *col; NPPAIJ *aij; int count, ret; xassert(npp->sol == GLP_MIP); xassert(parm == parm); /*==============================================================*/ /* perform basic MIP processing */ ret = npp_process_prob(npp, 1); if (ret != 0) goto done; /*==============================================================*/ /* binarize problem, if required */ if (parm->binarize) npp_binarize_prob(npp); /*==============================================================*/ /* identify hidden packing inequalities */ count = 0; /* new rows will be added to the end of the row list, so we go from the end to beginning of the row list */ for (row = npp->r_tail; row != NULL; row = prev_row) { prev_row = row->prev; /* skip free row */ if (row->lb == -DBL_MAX && row->ub == +DBL_MAX) continue; /* skip equality constraint */ if (row->lb == row->ub) continue; /* skip row having less than two variables */ if (row->ptr == NULL || row->ptr->r_next == NULL) continue; /* skip row having non-binary variables */ for (aij = row->ptr; aij != NULL; aij = aij->r_next) { col = aij->col; if (!(col->is_int && col->lb == 0.0 && col->ub == 1.0)) break; } if (aij != NULL) continue; count += npp_hidden_packing(npp, row); } if (count > 0) xprintf("%d hidden packing inequaliti(es) were detected\n", count); /*==============================================================*/ /* identify hidden covering inequalities */ count = 0; /* new rows will be added to the end of the row list, so we go from the end to beginning of the row list */ for (row = npp->r_tail; row != NULL; row = prev_row) { prev_row = row->prev; /* skip free row */ if (row->lb == -DBL_MAX && row->ub == +DBL_MAX) continue; /* skip equality constraint */ if (row->lb == row->ub) continue; /* skip row having less than three variables */ if (row->ptr == NULL || row->ptr->r_next == NULL || row->ptr->r_next->r_next == NULL) continue; /* skip row having non-binary variables */ for (aij = row->ptr; aij != NULL; aij = aij->r_next) { col = aij->col; if (!(col->is_int && col->lb == 0.0 && col->ub == 1.0)) break; } if (aij != NULL) continue; count += npp_hidden_covering(npp, row); } if (count > 0) xprintf("%d hidden covering inequaliti(es) were detected\n", count); /*==============================================================*/ /* reduce inequality constraint coefficients */ count = 0; /* new rows will be added to the end of the row list, so we go from the end to beginning of the row list */ for (row = npp->r_tail; row != NULL; row = prev_row) { prev_row = row->prev; /* skip equality constraint */ if (row->lb == row->ub) continue; count += npp_reduce_ineq_coef(npp, row); } if (count > 0) xprintf("%d constraint coefficient(s) were reduced\n", count); /*==============================================================*/ #ifdef GLP_DEBUG routine(npp); #endif /*==============================================================*/ /* all seems ok */ ret = 0; done: return ret; } /* eof */