1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121
|
/* tspsol.c */
/*----------------------------------------------------------------------
-- Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005 Andrew Makhorin,
-- Department for Applied Informatics, Moscow Aviation Institute,
-- Moscow, Russia. All rights reserved. E-mail: <mao@mai2.rcnet.ru>.
--
-- This file is part of GLPK (GNU Linear Programming Kit).
--
-- 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 2, 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; see the file COPYING. If not, write to the Free
-- Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
-- 02111-1307, USA.
----------------------------------------------------------------------*/
#include <float.h>
#include <limits.h>
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include "glpk.h"
#include "glptsp.h"
/*----------------------------------------------------------------------
-- This program is a stand-alone solver intended for solving Symmetric
-- Traveling Salesman Problem (TSP) using the branch-and-bound method.
--
-- Note that this program is only an illustrative example. It is *not*
-- a state-of-the-art code, therefore only TSP instances of small size
-- (perhaps not more than 100 cities) can be solved using this code.
--
-- To run this program use the following command:
--
-- tspsol tsp-file
--
-- where tsp-file specifies an input text file containing TSP data.
--
-- Detailed description of the input format recognized by this program
-- is given in the report: Gerhard Reinelt, "TSPLIB 95". This report as
-- well as TSPLIB, a library of sample TSP instances (and other related
-- problems), are freely available for research purposes at the webpage
-- <http://www.iwr.uni-heidelberg.de/groups/comopt/software/TSPLIB95/>.
-- See also two examples sample.tsp and dantzig.tsp which are included
-- in the GLPK distribution (the latter is from TSPLIB).
--
-- Symmetric Traveling Salesman Problem
-- ------------------------------------
--
-- Let the complete undirected graph be given:
--
-- K = (V, E), (1)
--
-- where V = {1, ..., n} is the set of nodes, E = V cross V is the set
-- of edges. Let also each edge e = (i,j) be assigned a positive number
-- c[i,j], which is the length of e. The Symmetric Traveling Salesman
-- Problem (TSP) is to find a tour in K of minimal length.
--
-- Integer programming description of TSP
-- --------------------------------------
--
-- For a set of nodes W within V introduce the following notation:
--
-- d(W) = {(i,j):i in W and j not in W or i not in W and j in W}, (2)
--
-- i.e. d(W) is the set of edges which have exactly one endnode in W.
-- If W = {v}, i.e. W consists of the only node, we write simply d(v).
--
-- The integer programming description of TSP is the following:
--
-- minimize sum c[i,j] * x[i,j] (3)
-- i,j
--
-- subject to sum x[i,j] = 2 for all v in V (4)
-- (i,j) in d(v)
--
-- sum x[i,j] >= 2 for all W within V, (5)
-- (i,j) in d(W) W != empty, W != V
--
-- x[i,j] in {0, 1} for all i, j (6)
--
-- The binary variables x[i,j] have conventional meaning: if x[i,j] = 1,
-- the edge (i,j) is included in the tour, otherwise, if x[i,j] = 0, the
-- edge is not included in the tour.
--
-- The constraints (4) are called degree constraints. They require that
-- for each node v in V there must be exactly two edges included in the
-- tour which are incident to v.
--
-- The constraints (5) are called subtour elimination constraints. They
-- are intended to forbid subtours. */
static char *in_file = NULL;
/* name of input text file in TSPLIB format */
static char *out_sol = NULL;
/* name of output text file to write basic solution of LP relaxation
in plain text format whenever a better integer feasible solution has
been found by the solver */
static int trace = 0;
/* if this flag is set, detailed output is produced */
static TSP *tsp;
/* TSP instance to be solved */
static int nodes;
/* total number of nodes in the problem */
/* Application extensions of rows and columns are the following:
Mark Link Origin
------------ ------------------ -------------------------------
DEGREE_MARK NULL Each row that corresponds to a
degree constraint
SUBTOUR_MARK Pointer to SUBTOUR Each row that corresponds to a
subtour elimination constraint
EDGE_MARK Pointer to EDGE Each column that corresponds to
an edge of the graph */
#define DEGREE_MARK 'D'
#define SUBTOUR_MARK 'S'
#define EDGE_MARK 'E'
typedef struct SUBTOUR SUBTOUR;
typedef struct EDGE EDGE;
struct SUBTOUR
{ /* each subtour elimination constraint corresponds to some cut
(W, V \ W), where W != empty, W != V; the complete list of
nodes in W is stored as the linked list of SUBTOUR entries,
and a pointer to the first entry is stored in the row link;
this list is needed to determine constraint coefficients for
columns having been generated */
int i;
/* number of node which belongs to set W */
SUBTOUR *next;
/* pointer to the next SUBTOUR entry for the same cut */
};
struct EDGE
{ /* each edge is identified by its two end-nodes i and j, where
1 <= i < j <= nodes; pointer to the EDGE entry is stored in
the column link */
int i;
/* number of one node incident to corresponding edge */
int j;
/* number of another node incident to corresponding edge */
};
static DMP *subtour_pool;
/* memory pool for SUBTOUR entries */
static DMP *edge_pool;
/* memory pool for EDGE entries */
/*----------------------------------------------------------------------
-- greedy_tour - find salesman's tour using greedy heuristic.
--
-- This routine finds a salesman's tour using greedy heuristic. Node
-- numbers are stored in locations tour[1], ..., tour[nn] in the order,
-- in which they have to be visited, i.e. the tour built by the routine
-- is: tour[1] -> tour[2] -> ... -> tour[nodes] -> tour[1], where nodes
-- is the number of nodes in the graph. The tour length is returned by
-- the routine on exit. */
static double greedy_tour(TSP *tsp, int tour[])
{ int i, j, k, d, dmin, *flag;
double sum;
/* flag[i] means that i-th node has been visited */
flag = ucalloc(1+nodes, sizeof(int));
for (i = 1; i <= nodes; i++) flag[i] = 0;
tour[1] = 1, flag[1] = 1;
for (i = 2; i <= nodes; i++)
{ k = 0, dmin = INT_MAX;
for (j = 2; j <= nodes; j++)
{ if (!flag[j])
{ d = tsp_distance(tsp, tour[i-1], j);
if (dmin > d) k = j, dmin = d;
}
}
insist(k != 0);
tour[i] = k, flag[k] = 1;
}
ufree(flag);
/* compute length of the tour found */
sum = 0.0;
for (i = 1; i <= nodes; i++)
{ d = tsp_distance(tsp, tour[i], tour[i < nodes ? i+1 : 1]);
sum += (double)d;
}
return sum;
}
/*----------------------------------------------------------------------
-- initialize - build root subproblem.
--
-- This routine builds the root subproblem, which initially includes
-- all degree constraints and edges (columns) for an initial tour found
-- by the greedy heuristic. */
static void initialize(IOS *ios)
{ EDGE *edge;
int i, j, k, temp, *tour, ind[1+2];
double sum, val[1+2];
char name[255+1];
/* add degree constraints */
for (i = 1; i <= nodes; i++)
{ ios_add_rows(ios, 1);
sprintf(name, "(%d)", i);
ios_set_row_name(ios, i, name);
ios_set_row_attr(ios, i, DEGREE_MARK, NULL);
ios_set_row_bnds(ios, i, IOS_FX, 2.0, 2.0);
}
/* find an initial tour using the greedy heuristic */
tour = ucalloc(1+nodes, sizeof(int));
sum = greedy_tour(tsp, tour);
print("Initial tour length: %g", sum);
/* set global upper bound found by the primal heuristic */
ios->found = 1;
ios->best = sum;
/* add columns which correspond to edges in the initial tour */
for (k = 1; k <= nodes; k++)
{ ios_add_cols(ios, 1);
i = tour[k];
j = tour[k < nodes ? k+1 : 1];
if (i > j) temp = i, i = j, j = temp;
sprintf(name, "%d-%d*", i, j);
ios_set_col_name(ios, k, name);
edge = dmp_get_atom(edge_pool);
edge->i = i, edge->j = j;
ios_set_col_attr(ios, k, EDGE_MARK, edge);
ios_set_col_kind(ios, k, IOS_INT);
ios_set_col_bnds(ios, k, IOS_DB, 0.0, 1.0);
ios_set_obj_coef(ios, k, (double)tsp_distance(tsp, i, j));
/* initialy there are no subtour elimination constraints, so
each column has exactly two constraint coefficients */
ind[1] = i, val[1] = 1.0;
ind[2] = j, val[2] = 1.0;
ios_set_mat_col(ios, k, 2, ind, val);
}
ufree(tour);
return;
}
/*----------------------------------------------------------------------
-- obtain_col - obtain column of the constraint matrix.
--
-- This routine builds the complete list of constraint coefficients for
-- a column which corresponds to given edge (i,j) and is missing in the
-- current subproblem.
--
-- Row indices and numeric values of constraint coefficients are stored
-- in locations ind[1], ..., ind[len] and val[1], ..., val[len], resp.,
-- where len is the total number of non-zero constraint coefficients in
-- specified column. */
static int obtain_col(IOS *ios, int i, int j, int ind[], double val[])
{ SUBTOUR *subt;
int k, len, nrows, *cut;
insist(1 <= i && i < j && j <= nodes);
/* allocate and clear working array */
cut = ucalloc(1+nodes, sizeof(int));
for (k = 1; k <= nodes; k++) cut[k] = 0;
/* first nodes rows always correspond to degree constraints, in
which any column has exactly two constraint coefficients */
ind[1] = i, val[1] = 1.0;
ind[2] = j, val[2] = 1.0;
len = 2;
/* walk through other rows that correspond to subtour elimination
constraints */
nrows = ios_get_num_rows(ios);
for (k = nodes+1; k <= nrows; k++)
{ /* restore corresponding cut (W, V \ W) */
insist(ios_get_row_mark(ios, k) == SUBTOUR_MARK);
for (subt = (SUBTOUR *)ios_get_row_link(ios, k); subt != NULL;
subt = subt->next) cut[subt->i] = 1;
/* if edge (i,j) gets under the cut, the corresponding column
has non-zero constrint coefficients in this row */
if (cut[i] && !cut[j] || !cut[i] && cut[j])
{ len++;
ind[len] = k;
val[len] = 1.0;
}
/* clear the array cut */
for (subt = (SUBTOUR *)ios_get_row_link(ios, k); subt != NULL;
subt = subt->next) cut[subt->i] = 0;
}
/* free working array */
ufree(cut);
return len;
}
/*----------------------------------------------------------------------
-- gen_edge_col - generate column to include it in current subproblem.
--
-- This routine walks through all edges for which corresponding columns
-- are missing in the current subproblem and checks their reduced costs
-- to choose a column which is able to improve the objective (if infeas
-- is 0) or the sum of primal infeasibilities (if infeas is 1). If such
-- column exists, the routine includes it in the current subproblem. */
static void gen_edge_col(IOS *ios, int infeas)
{ EDGE *edge;
int i, j, k, best_i, best_j, nrows, ncols, len, *ind;
double rc, best_rc, *val;
char name[255+1];
/* determine the number of rows and columns which are presented
in the current subroblem */
nrows = ios_get_num_rows(ios);
ncols = ios_get_num_cols(ios);
/* allocate working arrays */
ind = ucalloc(1+nrows, sizeof(int));
val = ucalloc(1+nrows, sizeof(double));
/* nothing is chosen so far */
best_rc = 0.0, best_i = 0, best_j = 0;
/* walk through all edges of the graph */
for (i = 1; i <= nodes; i++)
{ for (j = i+1; j <= nodes; j++)
{ /* if column that corresponds to edge (i,j) is already in
the current subproblem, skip it */
for (k = 1; k <= ncols; k++)
{ insist(ios_get_col_mark(ios, k) == EDGE_MARK);
edge = ios_get_col_link(ios, k);
if (edge->i == i && edge->j == j) goto skip;
}
/* obtain constraint coefficients for this column */
len = obtain_col(ios, i, j, ind, val);
/* compute the reduced cost of this column */
rc = (infeas ? 0.0 : (double)tsp_distance(tsp, i, j));
for (k = 1; k <= len; k++)
rc += ios_get_row_pi(ios, ind[k]) * val[k];
/* if the reduced cost indicates no improvement, skip the
column */
if (rc > -1e-5) goto skip;
/* choose the only column using Dantzig's pricing */
if (rc < best_rc) best_rc = rc, best_i = i, best_j = j;
skip: ;
}
}
/* if a column has been chosen, generate it, i.e. include it in
the current subproblem */
if (best_rc != 0.0)
{ i = best_i, j = best_j;
ios_add_cols(ios, 1);
k = ios_get_num_cols(ios);
sprintf(name, "%d-%d", i, j);
ios_set_col_name(ios, k, name);
edge = dmp_get_atom(edge_pool);
edge->i = i, edge->j = j;
ios_set_col_attr(ios, k, EDGE_MARK, edge);
ios_set_col_kind(ios, k, IOS_INT);
ios_set_col_bnds(ios, k, IOS_DB, 0.0, 1.0);
ios_set_obj_coef(ios, k, (double)tsp_distance(tsp, i, j));
len = obtain_col(ios, i, j, ind, val);
ios_set_mat_col(ios, k, len, ind, val);
}
/* free working arrays */
ufree(ind);
ufree(val);
return;
}
/*----------------------------------------------------------------------
-- max_flow - find max flow with the simplex method.
--
-- This routine finds max flow in a given undirected network by means
-- of the simplex method.
--
-- The undirected capacitated network is specified by the parameters
-- nn, ne, beg, end, and cap. The parameter nn is number of vertices
-- (nodes), nn > 0, and the parameter ne is number of edges, ne >= 0.
-- k-th edge is specified by the triple (beg[k], end[k], cap[k]) for
-- k = 1, ..., ne, where beg[k] and end[k] are numbers of the first and
-- the second nodes of the k-th edge (it should be beg[k] < end[k]),
-- cap[k] > 0 is a capacity of the k-th edge. Loops and multiple edges
-- are not allowed.
--
-- The parameter s is the number of a source node, and the parameter t
-- is the number of a sink node.
--
-- On exit the routine computes elementary flows along edges and stores
-- their values to locations x[1], ..., x[ne]. Positive value of x[k]
-- means that the elementary flow goes from the node beg[k] to the node
-- end[k], and negative value means that the flow goes in the opposite
-- direction. A value returned by the routine is the total maximum flow
-- carried through the network. */
static double max_flow(int nn, int ne, int beg[], int end[],
double cap[], int s, int t, double x[])
{ LPX *lp;
int i, k, nz, *rn, *cn;
double flow, *aa;
/* some sanity checks */
insist(nn > 0);
insist(ne >= 0);
insist(1 <= s && s <= nn);
insist(1 <= t && t <= nn);
insist(s != t);
for (k = 1; k <= ne; k++)
{ insist(1 <= beg[k] && beg[k] < end[k] && end[k] <= nn);
insist(cap[k] > 0.0);
}
/* create LP problem instance */
lp = lpx_create_prob();
/* create LP rows; i-th row is the conservation condition of the
flow in the i-th node, i = 1, ..., nn */
lpx_add_rows(lp, nn);
for (i = 1; i <= nn; i++)
lpx_set_row_bnds(lp, i, LPX_FX, 0.0, 0.0);
/* create LP columns; k-th column is the elementary flow carried
along the k-th edge, k = 1, ..., ne; the last column with the
number ne+1 is the total flow through the network, which goes
along a dummy edge from the sink to the source */
lpx_add_cols(lp, ne + 1);
for (k = 1; k <= ne; k++)
{ if (cap[k] <= 1e-8)
lpx_set_col_bnds(lp, k, LPX_FX, 0.0, 0.0);
else
lpx_set_col_bnds(lp, k, LPX_DB, - cap[k], + cap[k]);
}
lpx_set_col_bnds(lp, ne + 1, LPX_FR, 0.0, 0.0);
/* build the constraint matrix; structurally this matrix is an
incidence matrix of the network, so each its column (including
the last column for the dummy edge) has exactly two non-zero
entries */
rn = ucalloc(1 + 2 * (ne + 1), sizeof(int));
cn = ucalloc(1 + 2 * (ne + 1), sizeof(int));
aa = ucalloc(1 + 2 * (ne + 1), sizeof(double));
nz = 0;
for (k = 1; k <= ne; k++)
{ /* x[k] > 0 means the elementary flow through the k-th edge
goes from the node beg[k] into the node end[k] */
nz++, rn[nz] = beg[k], cn[nz] = k, aa[nz] = -1.0;
nz++, rn[nz] = end[k], cn[nz] = k, aa[nz] = +1.0;
}
/* the total flow through the network goes from the sink to the
source along the dummy edge */
nz++, rn[nz] = t, cn[nz] = ne + 1, aa[nz] = -1.0;
nz++, rn[nz] = s, cn[nz] = ne + 1, aa[nz] = +1.0;
/* check number of non-zero entries */
insist(nz == 2 * (ne + 1));
/* load the constraint matrix into the LP problem object */
lpx_load_matrix(lp, nz, rn, cn, aa);
ufree(rn);
ufree(cn);
ufree(aa);
/* the objective function is the total flow through the network,
which should be maximized */
lpx_set_obj_dir(lp, LPX_MAX);
lpx_set_obj_coef(lp, ne + 1, 1.0);
/* solve the LP problem */
lpx_set_int_parm(lp, LPX_K_MSGLEV, 2);
lpx_set_real_parm(lp, LPX_K_OUTDLY, 5.0);
lpx_adv_basis(lp);
insist(lpx_simplex(lp) == LPX_E_OK);
insist(lpx_get_status(lp) == LPX_OPT);
/* obtain the maximum flow through the network and the elementary
flows through edges that correspond to the optimal solution */
flow = lpx_get_obj_val(lp);
for (k = 1; k <= ne; k++)
lpx_get_col_info(lp, k, NULL, &x[k], NULL);
/* delete LP problem instance */
lpx_delete_prob(lp);
/* return to the calling program */
return flow;
}
/*----------------------------------------------------------------------
-- min_st_cut - find min (s,t)-cut for known max flow.
--
-- This routine finds min (s,t)-cut, which corresponds to a known max
-- flow in a given undirected network.
--
-- This routine should be called after the routine max_flow (see above)
-- with the same parameters, where the array x contains elementary flows
-- through edges of the network, which correspond to maximal flow found
-- by the routine max_flow.
--
-- The routine min_st_cut splits the set of nodes V of the network into
-- two non-empty subsets V(s) and V(t) = V \ V(s), where the source node
-- s belongs to V(s), the sink node t belongs to V(t), and all edges,
-- one node of which belongs to V(s) and other one belongs to V(t), are
-- saturated (i.e. x[k] = +cap[k] or x[k] = -cap[k]).
--
-- On exit the routine stores flags of the nodes v[i], i = 1, ..., nn,
-- to the locations cut[i], where cut[i] = 1 means v[i] belongs to V(s)
-- and cut[i] = 0 means v[i] belongs to V(t) = V \ V(s). The routine
-- also returns a value of the corresponding minimal (s,t)-cut, which is
-- the sum of capacities of all edges between V(s) and V(t). (Due to the
-- theorem of Ford and Fulkerson the value of the minimal cut should be
-- the same as the value of maximal flow.)
--
-- In order to determine the set V(s) the routine just finds all nodes,
-- which can be reached from the source node s via non-saturated edges.
-- The set V(t) is determined as the complement V \ V(s). */
static double min_st_cut(int nn, int ne, int beg[], int end[],
double cap[], int s, int t, double x[], int cut[])
{ int i, j, k, p, q, *head1, *next1, *head2, *next2, *list;
double temp;
/* head1[i] points to the first edge with beg[k] = i
next1[k] points to the next edge with the same beg[k]
head2[i] points to the first edge with end[k] = i
next2[k] points to the next edge with the same end[k] */
head1 = ucalloc(1+nn, sizeof(int));
head2 = ucalloc(1+nn, sizeof(int));
next1 = ucalloc(1+ne, sizeof(int));
next2 = ucalloc(1+ne, sizeof(int));
for (i = 1; i <= nn; i++) head1[i] = head2[i] = 0;
for (k = 1; k <= ne; k++)
{ i = beg[k], next1[k] = head1[i], head1[i] = k;
j = end[k], next2[k] = head2[j], head2[j] = k;
}
/* on constructing the set V(s) list[1], ..., list[p-1] contain
nodes, which can be reached from the source node and have been
visited, and list[p], ..., list[q] contain nodes, which can be
reached from the source node but havn't been visited yet */
list = ucalloc(1+nn, sizeof(int));
for (i = 1; i <= nn; i++) cut[i] = 0;
p = q = 1, list[1] = s, cut[s] = 1;
while (p <= q)
{ /* pick the next node, which is reachable from the source node
and has not visited yet, and visit it */
i = list[p++];
/* walk through edges with beg[k] = i */
for (k = head1[i]; k != 0; k = next1[k])
{ j = end[k];
insist(beg[k] == i);
/* from v[i] we can reach v[j], if the elementary flow from
v[i] to v[j] is non-saturated */
if (cut[j] == 0 && x[k] <= + (cap[k] - 1e-7))
list[++q] = j, cut[j] = 1;
}
/* walk through edges with end[k] = i */
for (k = head2[i]; k != 0; k = next2[k])
{ j = beg[k];
insist(end[k] == i);
/* from v[i] we can reach v[j], if the elementary flow from
v[i] to v[j] is non-saturated */
if (cut[j] == 0 && x[k] >= - (cap[k] - 1e-7))
list[++q] = j, cut[j] = 1;
}
}
/* the sink cannot belong to V(s) */
insist(cut[t] == 0);
/* free working arrays */
ufree(head1);
ufree(head2);
ufree(next1);
ufree(next2);
ufree(list);
/* compute value of the corresponding minimal (s,t)-cut */
temp = 0.0;
for (k = 1; k <= ne; k++)
{ i = beg[k], j = end[k];
if (cut[i] && !cut[j] || !cut[i] && cut[j]) temp += cap[k];
}
/* return to the calling program */
return temp;
}
/*----------------------------------------------------------------------
-- stoer_wagner - find minimal cut with Stoer and Wagner algorithm.
--
-- This routine finds min cut in a given undirected network by means of
-- Stoer-Wagner algorithm.
--
-- The undirected capacitated network is specified by the parameters
-- nn, ne, beg, end, and cap. The parameter nn is number of vertices
-- (nodes), nn > 0, and the parameter ne is number of edges, ne >= 0.
-- k-th edge is specified by the triple (beg[k], end[k], cap[k]) for
-- k = 1, ..., ne, where beg[k] and end[k] are numbers of the first and
-- the second nodes of the k-th edge (it should be beg[k] < end[k]),
-- cap[k] > 0 is a capacity of the k-th edge. Loops and multiple edges
-- are not allowed.
--
-- Let V be the set of nodes of the network and let W be an arbitrary
-- non-empty proper subset of V. A cut associated with the subset W is
-- a subset of all the edges, one node of which belongs to W and other
-- node belongs to V \ W. The capacity of a cut (W, V \ W) is the sum
-- of the capacities of all edges, which belong to the cut. Minimal cut
-- is a cut, whose capacity is minimal.
--
-- On exit the routine stores flags of the nodes v[i], i = 1, ..., nn,
-- to the locations cut[i], where cut[i] = 1 means v[i] belongs to W
-- and cut[i] = 0 means v[i] belongs to V \ W, where W corresponds to
-- a minimal cut. The routine returns the capacity of the minimal cut.
--
-- The basic idea of Stoer-Wagner algorithm is the following. Let G be
-- a capacitated network and G(s,t) be a network, in which the nodes s
-- and t are merged into one new node, loops are deleted, but multuple
-- edges are retained. It is obvious that a minimum cut in G is the
-- minimum of two quantities: the minimum cut in G(s,t) and a minimum
-- cut that separates s and t. This allows to find a minimum cut in the
-- original network solving at most nn max flow problems.
--
-- M. Stoer, F. Wagner. A Simple Min Cut Algorithm. Algorithms, ESA'94
-- LNCS 855 (1994), pp. 141-47.
--
-- J. Cheriyan, R. Ravi. Approximation Algorithms for Network Problems.
-- Univ. of Waterloo (1998), p. 147. */
static double stoer_wagner(int nn, int ne, int beg[], int end[],
double cap[], int cut[])
{ int i, j, k, *head1, *next1, *head2, *next2, I, J, K, S, T,
DEG, NV, NE, *BEG, *END, *HEAD, *NEXT, *NUMB, *ADJ, *CUT;
double min_cut, flow, temp, *X, *CAP, *SUM;
/* some sanity checks */
insist(nn > 0);
insist(ne >= 0);
for (k = 1; k <= ne; k++)
{ insist(1 <= beg[k] && beg[k] < end[k] && end[k] <= nn);
insist(cap[k] > 0.0);
}
/* head1[i] points to the first edge with beg[k] = i
next1[k] points to the next edge with the same beg[k]
head2[i] points to the first edge with end[k] = i
next2[k] points to the next edge with the same end[k] */
head1 = ucalloc(1+nn, sizeof(int));
head2 = ucalloc(1+nn, sizeof(int));
next1 = ucalloc(1+ne, sizeof(int));
next2 = ucalloc(1+ne, sizeof(int));
for (i = 1; i <= nn; i++) head1[i] = head2[i] = 0;
for (k = 1; k <= ne; k++)
{ i = beg[k], next1[k] = head1[i], head1[i] = k;
j = end[k], next2[k] = head2[j], head2[j] = k;
}
/* an auxiliary network used in the algorithm is resulted from
the original network by merging some nodes into one supernode;
all variables and arrays related to this auxiliary network are
denoted in caps */
/* HEAD[I] points to the first node of the original network that
belongs to the I-th supernode
NEXT[i] points to the next node of the original network that
belongs to the same supernode as the i-th node
NUMB[i] is a supernode, which the i-th node belongs to */
/* initially the auxiliary network is equivalent to the original
network, i.e. each supernode consists of one node */
NV = nn;
HEAD = ucalloc(1+nn, sizeof(int));
NEXT = ucalloc(1+nn, sizeof(int));
NUMB = ucalloc(1+nn, sizeof(int));
for (i = 1; i <= nn; i++) HEAD[i] = i, NEXT[i] = 0, NUMB[i] = i;
/* number of edges in the auxiliary network is never greater than
in the original one */
BEG = ucalloc(1+ne, sizeof(int));
END = ucalloc(1+ne, sizeof(int));
CAP = ucalloc(1+ne, sizeof(double));
X = ucalloc(1+ne, sizeof(double));
/* allocate some auxiliary arrays */
ADJ = ucalloc(1+nn, sizeof(int));
SUM = ucalloc(1+nn, sizeof(double));
CUT = ucalloc(1+nn, sizeof(int));
/* currently no min cut is known so far */
min_cut = DBL_MAX;
/* main loop starts here */
while (NV > 1)
{ /* build the set of edges of the auxiliary network */
NE = 0;
/* multiple edges are not allowed in the max flow algorithm,
so we can replace each multiple edge, which is the result
of merging nodes into supernodes, by a single edge, whose
capacity is the sum of capacities of particular edges;
these summary capacities will be stored in the array SUM */
for (I = 1; I <= NV; I++) SUM[I] = 0.0;
for (I = 1; I <= NV; I++)
{ /* DEG is number of single edges, which connects the I-th
supernode and some J-th supernode, where I < J */
DEG = 0;
/* walk through nodes that belong to the I-th supernode */
for (i = HEAD[I]; i != 0; i = NEXT[i])
{ /* the i-th node belongs to the I-th supernode */
/* walk through edges with beg[k] = i */
for (k = head1[i]; k != 0; k = next1[k])
{ j = end[k];
/* j-th node belongs to the J-th supernode */
J = NUMB[j];
/* ignore loops and edges with I > J */
if (I >= J) continue;
/* add an edge, which connects the I-th and the J-th
supernodes (if not added yet) */
if (SUM[J] == 0.0) ADJ[++DEG] = J;
/* sum up the capacity of the original edge */
insist(cap[k] > 0.0);
SUM[J] += cap[k];
}
/* walk through edges with end[k] = i */
for (k = head2[i]; k != 0; k = next2[k])
{ j = beg[k];
/* j-th node belongs to the J-th supernode */
J = NUMB[j];
/* ignore loops and edges with I > J */
if (I >= J) continue;
/* add an edge, which connects the I-th and the J-th
supernodes (if not added yet) */
if (SUM[J] == 0.0) ADJ[++DEG] = J;
/* sum up the capacity of the original edge */
insist(cap[k] > 0.0);
SUM[J] += cap[k];
}
}
/* add single edges, which connect the I-th supernode to
other supernodes, to the auxiliary network, and restore
the array SUM for subsequent use */
for (K = 1; K <= DEG; K++)
{ NE++;
insist(NE <= ne);
J = ADJ[K];
BEG[NE] = I, END[NE] = J, CAP[NE] = SUM[J];
SUM[J] = 0.0;
}
}
/* choose two arbitrary supernodes of the auxiliary network,
one of which is the source and other is the sink */
S = 1, T = NV;
/* determine max flow from S to T */
flow = max_flow(NV, NE, BEG, END, CAP, S, T, X);
/* if the min cut, which separates the supernodes S and T, is
less than the currently known, remember it */
if (min_cut > flow)
{ min_cut = flow;
/* determine the min cut in the auxiliary network */
temp = min_st_cut(NV, NE, BEG, END, CAP, S, T, X, CUT);
/* check that Ford and Fulkerson are never mistaken :+) */
insist(fabs(flow - temp) <= 1e-6 * (1.0 + fabs(flow)));
/* determine the min cut in the original network */
for (i = 1; i <= nn; i++) cut[i] = CUT[NUMB[i]];
/* if the min cut is close to zero (that obviously means
the network has unconnected components), the search can
be prematurely terminated */
if (min_cut <= 1e-8) break;
}
/* now merge all nodes of the original network, which belong
to the supernodes S and T, into one new supernode; this is
attained by carrying all nodes from T to S (for the sake of
convenience T should be the last supernode) */
insist(T == NV);
/* assign new references to nodes from T */
for (i = HEAD[T]; i != 0; i = NEXT[i]) NUMB[i] = S;
/* find the last entry in the node list of S */
i = HEAD[S];
insist(i != 0);
while (NEXT[i] != 0) i = NEXT[i];
/* and attach to it the node list of T */
NEXT[i] = HEAD[T];
/* decrease number of nodes in the auxiliary network */
NV--;
}
/* free working arrays */
ufree(HEAD);
ufree(NEXT);
ufree(NUMB);
ufree(BEG);
ufree(END);
ufree(CAP);
ufree(X);
ufree(ADJ);
ufree(SUM);
ufree(CUT);
ufree(head1);
ufree(head2);
ufree(next1);
ufree(next2);
/* return to the calling program */
return min_cut;
}
/*----------------------------------------------------------------------
-- gen_subt_row - generate subtour elimination constraint.
--
-- This routine is called from the application procedure in order to
-- generate a violated subtour elimination constraint.
--
-- Constraints of this class has the form:
--
-- sum x[i,j] >= 2, i in W, j in V \ W,
--
-- for all W, where W is a proper nonempty subset of V, V is the set of
-- nodes of the given graph.
--
-- In order to find a violated constraint of this class this routine
-- finds a min cut in a capacitated network, which has the same sets of
-- nodes and edges as the original graph, and where capacities of edges
-- are values of variables x[i,j] in a basic solution of the current
-- subproblem. */
static void gen_subt_row(IOS *ios)
{ SUBTOUR *head, *subt;
EDGE *edge;
int i, j, k, ncols, nn, ne, nz, len, *beg, *end, *cut, *ind;
double x, min_cut, *cap, *val;
/* the network has the same set of nodes as the original graph */
nn = nodes;
/* if some variable x[i,j] is zero in basic solution of the
current subproblem, the capacity of corresponding edge in the
network is zero, therefore such edge may not be included in
the network; note that if a variable is not presented in the
current subproblem, its value is zero by definition, so only
variables presented in the subproblem should be considered */
ncols = ios_get_num_cols(ios);
/* count number of edges with non-zero capacity */
ne = 0;
for (k = 1; k <= ncols; k++)
{ ios_get_col_soln(ios, k, &x, NULL);
if (x >= 1e-5) ne++;
}
/* create the capacitated network */
beg = ucalloc(1+ne, sizeof(int));
end = ucalloc(1+ne, sizeof(int));
cap = ucalloc(1+ne, sizeof(double));
nz = 0;
for (k = 1; k <= ncols; k++)
{ ios_get_col_soln(ios, k, &x, NULL);
if (x >= 1e-5)
{ insist(ios_get_col_mark(ios, k) == EDGE_MARK);
edge = ios_get_col_link(ios, k);
i = edge->i, j = edge->j;
insist(1 <= i && i < j && j <= nn);
nz++;
beg[nz] = i, end[nz] = j, cap[nz] = x;
}
}
insist(nz == ne);
/* find minimal cut in the capacitated network */
cut = ucalloc(1+nn, sizeof(int));
min_cut = stoer_wagner(nn, ne, beg, end, cap, cut);
/* if the capacity of min cut is less than 2, the corresponding
subtour elimination constraint is violated */
if (min_cut <= 2.0 - 1e-5)
{ /* build linked list of nodes which belongs to the set W to
save it in the descriptor of new row */
head = NULL;
for (i = 1; i <= nn; i++)
{ if (cut[i])
{ subt = dmp_get_atom(subtour_pool);
subt->i = i;
subt->next = head;
head = subt;
}
}
/* determine constraint coefficients for the constraint to be
generated; each edge that gets into the cut gives non-zero
constraint coefficient at corresponding column */
ind = ucalloc(1+ncols, sizeof(int));
val = ucalloc(1+ncols, sizeof(double));
len = 0;
for (k = 1; k <= ncols; k++)
{ insist(ios_get_col_mark(ios, k) == EDGE_MARK);
edge = ios_get_col_link(ios, k);
i = edge->i, j = edge->j;
insist(1 <= i && i < j && j <= nn);
if (cut[i] && !cut[j] || !cut[i] && cut[j])
{ len++;
ind[len] = k;
val[len] = 1.0;
}
}
/* include the new row in the current subproblem */
ios_add_rows(ios, 1);
k = ios_get_num_rows(ios);
ios_set_row_attr(ios, k, SUBTOUR_MARK, head);
ios_set_row_bnds(ios, k, IOS_LO, 2.0, 0.0);
ios_set_mat_row(ios, k, len, ind, val);
ufree(ind);
ufree(val);
}
/* free working arrays */
ufree(cut);
ufree(beg);
ufree(end);
ufree(cap);
return;
}
/*----------------------------------------------------------------------
-- branching - choose column to branch on.
--
-- This routine chooses a column (structural variable) to branch on.
--
-- That column is chosen whose primal value in basic solution of the
-- current LP relaxation is fractional and closest to 0.5. */
static void branching(IOS *ios)
{ int nv, j, j_min = 0;
double x, d, d_min = DBL_MAX;
/* walk through all columns */
nv = ios_get_num_cols(ios);
for (j = 1; j <= nv; j++)
{ if (ios_is_col_frac(ios, j))
{ /* primal value of j-th column is fractional */
ios_get_col_soln(ios, j, &x, NULL);
d = fabs(x - 0.5);
if (d_min > d) j_min = j, d_min = d;
}
}
/* branch on column j_min and solve the up branch next */
ios_branch_on(ios, j_min, +1);
return;
}
/*----------------------------------------------------------------------
-- select_node - select subproblem to continue the search.
--
-- This routine selects a subproblem from the active list to continue
-- the search.
--
-- That subproblem is selected which was added to the active list most
-- recently. This corresponds to the depth first search. */
static void select_node(IOS *ios)
{ int p;
/* determine the reference number of the most recent subproblem;
it is the last subproblem in the active list */
p = ios_get_prev_node(ios, 0);
/* select the subproblem p to continue the search */
ios_select_node(ios, p);
return;
}
/*----------------------------------------------------------------------
-- appl_proc - event-driven application procedure.
--
-- This routine is an event-driven application procedure called from
-- the IOS driver at certain points of the optimization process. */
static void appl_proc(IOS *ios, void *info)
{ insist(info == info);
switch (ios->event)
{ case IOS_V_INIT:
/* create root subproblem */
initialize(ios);
/* enable column generation */
ios->col_gen = 1;
/* enable row generation */
ios->row_gen = 1;
/* the objective function is integral */
ios->int_obj = 1;
/* set message level */
ios->msg_lev = (trace ? 3 : 2);
break;
case IOS_V_GENCOL:
/* column generation is required */
if (ios_p_status(ios) == IOS_FEAS)
{ /* LP relaxation of the current subproblem has optimal
solution */
gen_edge_col(ios, 0);
}
else
{ /* LP relaxation of the current subproblem has no primal
feasible solution */
gen_edge_col(ios, 1);
}
break;
case IOS_V_GENROW:
/* row generation required */
gen_subt_row(ios);
break;
case IOS_V_BINGO:
/* better integer feasible solution found */
if (out_sol != NULL)
{ /* extract LP relaxation of the current subproblem and
write its (integer) optimal solution to output file
in plain text format */
LPX *lp = ios_extract_lp(ios);
insist(lp != NULL);
lpx_set_prob_name(lp, in_file);
insist(lpx_warm_up(lp) == LPX_E_OK);
insist(lpx_get_status(lp) == LPX_OPT);
lpx_print_sol(lp, out_sol);
lpx_delete_prob(lp);
}
break;
case IOS_V_BRANCH:
/* choose column to branch on */
branching(ios);
break;
case IOS_V_SELECT:
/* select active subproblem to continue the search */
select_node(ios);
break;
case IOS_V_DELROW:
/* some row is being deleted; free memory allocated to its
application extension */
switch (ios_get_row_mark(ios, 0))
{ case DEGREE_MARK:
/* it is degree constraint */
break;
case SUBTOUR_MARK:
/* it is subtour elimination constraint */
{ SUBTOUR *head, *subt;
head = ios_get_row_link(ios, 0);
while (head != NULL)
{ subt = head;
head = subt->next;
dmp_free_atom(subtour_pool, subt);
}
}
break;
default:
insist(ios != ios);
}
break;
case IOS_V_DELCOL:
/* some column is being deleted; free memory allocated to
its application extension */
switch (ios_get_col_mark(ios, 0))
{ case EDGE_MARK:
/* it is edge variable */
{ EDGE *edge;
edge = ios_get_col_link(ios, 0);
dmp_free_atom(edge_pool, edge);
}
break;
default:
insist(ios != ios);
}
break;
default:
/* ignore other events */
break;
}
/* return to the IOS driver */
return;
}
/*----------------------------------------------------------------------
-- main - main program.
--
-- This main program parses command-line parameters and calls the IOS
-- driver to solve the Symmetric Traveling Salesman Problem (TSP). */
int main(int argc, char *argv[])
{ int k;
/* parse command-line parameters */
# define p(str) (strcmp(argv[k], str) == 0)
for (k = 1; k < argc; k++)
{ if (p("--help") || p("-h"))
{ print("Usage: %s [options...] tsp-file", argv[0]);
print("");
print("Options:");
print(" -o filename, --output filename");
print(" write solution to filename in p"
"lain text format");
print(" -t, --trace produce detailed output");
exit(EXIT_SUCCESS);
}
else if (p("--output") || p("-o"))
{ k++;
if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-')
{ print("No solution output file specified");
exit(EXIT_FAILURE);
}
if (out_sol != NULL)
{ print("Only one solution output file allowed");
exit(EXIT_FAILURE);
}
out_sol = argv[k];
}
else if (p("--trace") || p("-t"))
trace = 1;
else if (argv[k][0] == '-' ||
(argv[k][0] == '-' && argv[k][1] == '-'))
{ print("Invalid option `%s'; try %s --help",
argv[k], argv[0]);
exit(EXIT_FAILURE);
}
else
{ if (in_file != NULL)
{ print("Only one input file allowed");
exit(EXIT_FAILURE);
}
in_file = argv[k];
}
}
# undef p
/* remove output file specified in command-line */
if (out_sol != NULL) remove(out_sol);
/* read problem instance from input file */
if (in_file == NULL)
{ print("No input file specified; try %s --help", argv[0]);
exit(EXIT_FAILURE);
}
tsp = tsp_read_data(in_file);
if (tsp == NULL)
{ print("TSP file processing error");
exit(EXIT_FAILURE);
}
nodes = tsp->dimension;
/* create dynamic memory pools */
edge_pool = dmp_create_pool(sizeof(EDGE));
subtour_pool = dmp_create_pool(sizeof(SUBTOUR));
/* call the IOS driver */
ios_driver(appl_proc, NULL);
/* delete dynamic memory pools */
insist(edge_pool->count == 0);
dmp_delete_pool(edge_pool);
insist(subtour_pool->count == 0);
dmp_delete_pool(subtour_pool);
/* delete problem instance */
tsp_free_data(tsp);
/* check that no memory blocks have been lost */
insist(lib_env_ptr()->mem_total == 0);
insist(lib_env_ptr()->mem_count == 0);
/* return to the control program */
return 0;
}
/* eof */
|