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/* $Id: decompose.cpp 1662 2011-01-04 17:52:40Z lou $ */
// Copyright (C) 2003, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
#include "ClpSimplex.hpp"
#include "CoinMpsIO.hpp"
#include <iomanip>
int main(int argc, const char *argv[])
{
ClpSimplex model;
int status;
// Keep names
if (argc < 2) {
#if defined(NETLIBDIR)
status = model.readMps(NETLIBDIR "/czprob.mps", true);
#else
fprintf(stderr, "Do not know where to find netlib MPS files.\n");
return 1;
#endif
} else {
status = model.readMps(argv[1], true);
}
if (status)
exit(10);
/*
This driver does a simple Dantzig Wolfe decomposition
*/
// Get master rows in some mysterious way
int numberRows = model.numberRows();
int * rowBlock = new int[numberRows];
int iRow;
for (iRow = 0; iRow < numberRows; iRow++)
rowBlock[iRow] = -2;
// these are master rows
if (numberRows == 105127) {
// ken-18
for (iRow = 104976; iRow < numberRows; iRow++)
rowBlock[iRow] = -1;
} else if (numberRows == 2426) {
// ken-7
for (iRow = 2401; iRow < numberRows; iRow++)
rowBlock[iRow] = -1;
} else if (numberRows == 810) {
for (iRow = 81; iRow < 84; iRow++)
rowBlock[iRow] = -1;
} else if (numberRows == 5418) {
for (iRow = 564; iRow < 603; iRow++)
rowBlock[iRow] = -1;
} else if (numberRows == 10280) {
// osa-60
for (iRow = 10198; iRow < 10280; iRow++)
rowBlock[iRow] = -1;
} else if (numberRows == 1503) {
// degen3
for (iRow = 0; iRow < 561; iRow++)
rowBlock[iRow] = -1;
} else if (numberRows == 929) {
// czprob
for (iRow = 0; iRow < 39; iRow++)
rowBlock[iRow] = -1;
}
CoinPackedMatrix * matrix = model.matrix();
// get row copy
CoinPackedMatrix rowCopy = *matrix;
rowCopy.reverseOrdering();
const int * row = matrix->getIndices();
const int * columnLength = matrix->getVectorLengths();
const CoinBigIndex * columnStart = matrix->getVectorStarts();
//const double * elementByColumn = matrix->getElements();
const int * column = rowCopy.getIndices();
const int * rowLength = rowCopy.getVectorLengths();
const CoinBigIndex * rowStart = rowCopy.getVectorStarts();
//const double * elementByRow = rowCopy.getElements();
int numberBlocks = 0;
int * stack = new int [numberRows];
// to say if column looked at
int numberColumns = model.numberColumns();
int * columnBlock = new int[numberColumns];
int iColumn;
for (iColumn = 0; iColumn < numberColumns; iColumn++)
columnBlock[iColumn] = -2;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
int kstart = columnStart[iColumn];
int kend = columnStart[iColumn] + columnLength[iColumn];
if (columnBlock[iColumn] == -2) {
// column not allocated
int j;
int nstack = 0;
for (j = kstart; j < kend; j++) {
int iRow = row[j];
if (rowBlock[iRow] != -1) {
assert(rowBlock[iRow] == -2);
rowBlock[iRow] = numberBlocks; // mark
stack[nstack++] = iRow;
}
}
if (nstack) {
// new block - put all connected in
numberBlocks++;
columnBlock[iColumn] = numberBlocks - 1;
while (nstack) {
int iRow = stack[--nstack];
int k;
for (k = rowStart[iRow]; k < rowStart[iRow] + rowLength[iRow]; k++) {
int iColumn = column[k];
int kkstart = columnStart[iColumn];
int kkend = kkstart + columnLength[iColumn];
if (columnBlock[iColumn] == -2) {
columnBlock[iColumn] = numberBlocks - 1; // mark
// column not allocated
int jj;
for (jj = kkstart; jj < kkend; jj++) {
int jRow = row[jj];
if (rowBlock[jRow] == -2) {
rowBlock[jRow] = numberBlocks - 1;
stack[nstack++] = jRow;
}
}
} else {
assert(columnBlock[iColumn] == numberBlocks - 1);
}
}
}
} else {
// Only in master
columnBlock[iColumn] = -1;
}
}
}
printf("%d blocks found\n", numberBlocks);
if (numberBlocks > 50) {
int iBlock;
for (iRow = 0; iRow < numberRows; iRow++) {
iBlock = rowBlock[iRow];
if (iBlock >= 0)
rowBlock[iRow] = iBlock % 50;
}
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
iBlock = columnBlock[iColumn];
if (iBlock >= 0)
columnBlock[iColumn] = iBlock % 50;
}
numberBlocks = 50;
}
delete [] stack;
// make up problems
CoinPackedMatrix * top = new CoinPackedMatrix [numberBlocks];
ClpSimplex * sub = new ClpSimplex [numberBlocks];
ClpSimplex master;
// Create all sub problems
// Could do much faster - but do that later
int * whichRow = new int [numberRows];
int * whichColumn = new int [numberColumns];
// get top matrix
CoinPackedMatrix topMatrix = *model.matrix();
int numberRow2, numberColumn2;
numberRow2 = 0;
for (iRow = 0; iRow < numberRows; iRow++)
if (rowBlock[iRow] >= 0)
whichRow[numberRow2++] = iRow;
topMatrix.deleteRows(numberRow2, whichRow);
int iBlock;
for (iBlock = 0; iBlock < numberBlocks; iBlock++) {
numberRow2 = 0;
numberColumn2 = 0;
for (iRow = 0; iRow < numberRows; iRow++)
if (iBlock == rowBlock[iRow])
whichRow[numberRow2++] = iRow;
for (iColumn = 0; iColumn < numberColumns; iColumn++)
if (iBlock == columnBlock[iColumn])
whichColumn[numberColumn2++] = iColumn;
sub[iBlock] = ClpSimplex(&model, numberRow2, whichRow,
numberColumn2, whichColumn);
#if 0
// temp
double * upper = sub[iBlock].columnUpper();
for (iColumn = 0; iColumn < numberColumn2; iColumn++)
upper[iColumn] = 100.0;
#endif
// and top matrix
CoinPackedMatrix matrix = topMatrix;
// and delete bits
numberColumn2 = 0;
for (iColumn = 0; iColumn < numberColumns; iColumn++)
if (iBlock != columnBlock[iColumn])
whichColumn[numberColumn2++] = iColumn;
matrix.deleteCols(numberColumn2, whichColumn);
top[iBlock] = matrix;
}
// and master
numberRow2 = 0;
numberColumn2 = 0;
for (iRow = 0; iRow < numberRows; iRow++)
if (rowBlock[iRow] < 0)
whichRow[numberRow2++] = iRow;
for (iColumn = 0; iColumn < numberColumns; iColumn++)
if (columnBlock[iColumn] == -1)
whichColumn[numberColumn2++] = iColumn;
ClpModel masterModel(&model, numberRow2, whichRow,
numberColumn2, whichColumn);
master = ClpSimplex(masterModel);
delete [] whichRow;
delete [] whichColumn;
// Overkill in terms of space
int numberMasterRows = master.numberRows();
int * columnAdd = new int[numberBlocks+1];
int * rowAdd = new int[numberBlocks*(numberMasterRows+1)];
double * elementAdd = new double[numberBlocks*(numberMasterRows+1)];
double * objective = new double[numberBlocks];
int maxPass = 500;
int iPass;
double lastObjective = 1.0e31;
// Create convexity rows for proposals
int numberMasterColumns = master.numberColumns();
master.resize(numberMasterRows + numberBlocks, numberMasterColumns);
// Arrays to say which block and when created
int maximumColumns = 2 * numberMasterRows + 10 * numberBlocks;
int * whichBlock = new int[maximumColumns];
int * when = new int[maximumColumns];
int numberColumnsGenerated = numberBlocks;
// fill in rhs and add in artificials
{
double * rowLower = master.rowLower();
double * rowUpper = master.rowUpper();
int iBlock;
columnAdd[0] = 0;
for (iBlock = 0; iBlock < numberBlocks; iBlock++) {
int iRow = iBlock + numberMasterRows;;
rowLower[iRow] = 1.0;
rowUpper[iRow] = 1.0;
rowAdd[iBlock] = iRow;
elementAdd[iBlock] = 1.0;
objective[iBlock] = 1.0e9;
columnAdd[iBlock+1] = iBlock + 1;
when[iBlock] = -1;
whichBlock[iBlock] = iBlock;
}
master.addColumns(numberBlocks, NULL, NULL, objective,
columnAdd, rowAdd, elementAdd);
}
// and resize matrix to double check clp will be happy
//master.matrix()->setDimensions(numberMasterRows+numberBlocks,
// numberMasterColumns+numberBlocks);
for (iPass = 0; iPass < maxPass; iPass++) {
printf("Start of pass %d\n", iPass);
// Solve master - may be infeasible
master.scaling(false);
if (0) {
master.writeMps("yy.mps");
}
master.primal();
int problemStatus = master.status(); // do here as can change (delcols)
if (master.numberIterations() == 0 && iPass)
break; // finished
if (master.objectiveValue() > lastObjective - 1.0e-7 && iPass > 555)
break; // finished
lastObjective = master.objectiveValue();
// mark basic ones and delete if necessary
int iColumn;
numberColumnsGenerated = master.numberColumns() - numberMasterColumns;
for (iColumn = 0; iColumn < numberColumnsGenerated; iColumn++) {
if (master.getStatus(iColumn + numberMasterColumns) == ClpSimplex::basic)
when[iColumn] = iPass;
}
if (numberColumnsGenerated + numberBlocks > maximumColumns) {
// delete
int numberKeep = 0;
int numberDelete = 0;
int * whichDelete = new int[numberColumns];
for (iColumn = 0; iColumn < numberColumnsGenerated; iColumn++) {
if (when[iColumn] > iPass - 7) {
// keep
when[numberKeep] = when[iColumn];
whichBlock[numberKeep++] = whichBlock[iColumn];
} else {
// delete
whichDelete[numberDelete++] = iColumn + numberMasterColumns;
}
}
numberColumnsGenerated -= numberDelete;
master.deleteColumns(numberDelete, whichDelete);
delete [] whichDelete;
}
const double * dual = NULL;
bool deleteDual = false;
if (problemStatus == 0) {
dual = master.dualRowSolution();
} else if (problemStatus == 1) {
// could do composite objective
dual = master.infeasibilityRay();
deleteDual = true;
printf("The sum of infeasibilities is %g\n",
master.sumPrimalInfeasibilities());
} else if (!master.numberColumns()) {
assert(!iPass);
dual = master.dualRowSolution();
memset(master.dualRowSolution(),
0, (numberMasterRows + numberBlocks) *sizeof(double));
} else {
abort();
}
// Create objective for sub problems and solve
columnAdd[0] = 0;
int numberProposals = 0;
for (iBlock = 0; iBlock < numberBlocks; iBlock++) {
int numberColumns2 = sub[iBlock].numberColumns();
double * saveObj = new double [numberColumns2];
double * objective2 = sub[iBlock].objective();
memcpy(saveObj, objective2, numberColumns2 * sizeof(double));
// new objective
top[iBlock].transposeTimes(dual, objective2);
int i;
if (problemStatus == 0) {
for (i = 0; i < numberColumns2; i++)
objective2[i] = saveObj[i] - objective2[i];
} else {
for (i = 0; i < numberColumns2; i++)
objective2[i] = -objective2[i];
}
sub[iBlock].primal();
memcpy(objective2, saveObj, numberColumns2 * sizeof(double));
// get proposal
if (sub[iBlock].numberIterations() || !iPass) {
double objValue = 0.0;
int start = columnAdd[numberProposals];
// proposal
if (sub[iBlock].isProvenOptimal()) {
const double * solution = sub[iBlock].primalColumnSolution();
top[iBlock].times(solution, elementAdd + start);
for (i = 0; i < numberColumns2; i++)
objValue += solution[i] * saveObj[i];
// See if good dj and pack down
int number = start;
double dj = objValue;
if (problemStatus)
dj = 0.0;
double smallest = 1.0e100;
double largest = 0.0;
for (i = 0; i < numberMasterRows; i++) {
double value = elementAdd[start+i];
if (fabs(value) > 1.0e-15) {
dj -= dual[i] * value;
smallest = CoinMin(smallest, fabs(value));
largest = CoinMax(largest, fabs(value));
rowAdd[number] = i;
elementAdd[number++] = value;
}
}
// and convexity
dj -= dual[numberMasterRows+iBlock];
rowAdd[number] = numberMasterRows + iBlock;
elementAdd[number++] = 1.0;
// if elements large then scale?
//if (largest>1.0e8||smallest<1.0e-8)
printf("For subproblem %d smallest - %g, largest %g - dj %g\n",
iBlock, smallest, largest, dj);
if (dj < -1.0e-6 || !iPass) {
// take
objective[numberProposals] = objValue;
columnAdd[++numberProposals] = number;
when[numberColumnsGenerated] = iPass;
whichBlock[numberColumnsGenerated++] = iBlock;
}
} else if (sub[iBlock].isProvenDualInfeasible()) {
// use ray
const double * solution = sub[iBlock].unboundedRay();
top[iBlock].times(solution, elementAdd + start);
for (i = 0; i < numberColumns2; i++)
objValue += solution[i] * saveObj[i];
// See if good dj and pack down
int number = start;
double dj = objValue;
double smallest = 1.0e100;
double largest = 0.0;
for (i = 0; i < numberMasterRows; i++) {
double value = elementAdd[start+i];
if (fabs(value) > 1.0e-15) {
dj -= dual[i] * value;
smallest = CoinMin(smallest, fabs(value));
largest = CoinMax(largest, fabs(value));
rowAdd[number] = i;
elementAdd[number++] = value;
}
}
// if elements large or small then scale?
//if (largest>1.0e8||smallest<1.0e-8)
printf("For subproblem ray %d smallest - %g, largest %g - dj %g\n",
iBlock, smallest, largest, dj);
if (dj < -1.0e-6) {
// take
objective[numberProposals] = objValue;
columnAdd[++numberProposals] = number;
when[numberColumnsGenerated] = iPass;
whichBlock[numberColumnsGenerated++] = iBlock;
}
} else {
abort();
}
}
delete [] saveObj;
}
if (deleteDual)
delete [] dual;
if (numberProposals)
master.addColumns(numberProposals, NULL, NULL, objective,
columnAdd, rowAdd, elementAdd);
}
// now put back a good solution
double * lower = new double[numberMasterRows+numberBlocks];
double * upper = new double[numberMasterRows+numberBlocks];
numberColumnsGenerated += numberMasterColumns;
double * sol = new double[numberColumnsGenerated];
const double * solution = master.primalColumnSolution();
const double * masterLower = master.rowLower();
const double * masterUpper = master.rowUpper();
double * fullSolution = model.primalColumnSolution();
const double * fullLower = model.columnLower();
const double * fullUpper = model.columnUpper();
const double * rowSolution = master.primalRowSolution();
double * fullRowSolution = model.primalRowSolution();
int kRow = 0;
for (iRow = 0; iRow < numberRows; iRow++) {
if (rowBlock[iRow] == -1) {
model.setRowStatus(iRow, master.getRowStatus(kRow));
fullRowSolution[iRow] = rowSolution[kRow++];
}
}
int kColumn = 0;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
if (columnBlock[iColumn] == -1) {
model.setStatus(iColumn, master.getStatus(kColumn));
fullSolution[iColumn] = solution[kColumn++];
}
}
for (iBlock = 0; iBlock < numberBlocks; iBlock++) {
// convert top bit to by rows
top[iBlock].reverseOrdering();
// zero solution
memset(sol, 0, numberColumnsGenerated * sizeof(double));
int i;
for (i = numberMasterColumns; i < numberColumnsGenerated; i++)
if (whichBlock[i-numberMasterColumns] == iBlock)
sol[i] = solution[i];
memset(lower, 0, (numberMasterRows + numberBlocks) *sizeof(double));
master.times(1.0, sol, lower);
for (iRow = 0; iRow < numberMasterRows; iRow++) {
double value = lower[iRow];
if (masterUpper[iRow] < 1.0e20)
upper[iRow] = value;
else
upper[iRow] = COIN_DBL_MAX;
if (masterLower[iRow] > -1.0e20)
lower[iRow] = value;
else
lower[iRow] = -COIN_DBL_MAX;
}
sub[iBlock].addRows(numberMasterRows, lower, upper,
top[iBlock].getVectorStarts(),
top[iBlock].getVectorLengths(),
top[iBlock].getIndices(),
top[iBlock].getElements());
sub[iBlock].primal();
const double * subSolution = sub[iBlock].primalColumnSolution();
const double * subRowSolution = sub[iBlock].primalRowSolution();
// move solution
kColumn = 0;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
if (columnBlock[iColumn] == iBlock) {
model.setStatus(iColumn, sub[iBlock].getStatus(kColumn));
fullSolution[iColumn] = subSolution[kColumn++];
}
}
assert(kColumn == sub[iBlock].numberColumns());
kRow = 0;
for (iRow = 0; iRow < numberRows; iRow++) {
if (rowBlock[iRow] == iBlock) {
model.setRowStatus(iRow, sub[iBlock].getRowStatus(kRow));
fullRowSolution[iRow] = subRowSolution[kRow++];
}
}
assert(kRow == sub[iBlock].numberRows() - numberMasterRows);
}
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
if (fullSolution[iColumn] < fullUpper[iColumn] - 1.0e-8 &&
fullSolution[iColumn] > fullLower[iColumn] + 1.0e-8) {
assert(model.getStatus(iColumn) == ClpSimplex::basic);
} else if (fullSolution[iColumn] >= fullUpper[iColumn] - 1.0e-8) {
// may help to make rest non basic
model.setStatus(iColumn, ClpSimplex::atUpperBound);
} else if (fullSolution[iColumn] <= fullLower[iColumn] + 1.0e-8) {
// may help to make rest non basic
model.setStatus(iColumn, ClpSimplex::atLowerBound);
}
}
for (iRow = 0; iRow < numberRows; iRow++)
model.setRowStatus(iRow, ClpSimplex::superBasic);
model.primal(1);
delete [] sol;
delete [] lower;
delete [] upper;
delete [] whichBlock;
delete [] when;
delete [] columnAdd;
delete [] rowAdd;
delete [] elementAdd;
delete [] objective;
delete [] top;
delete [] sub;
delete [] rowBlock;
delete [] columnBlock;
return 0;
}
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