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#include <cmath>
#include "Highs.h"
#include "catch.hpp"
const bool dev_run = false;
const double inf = kHighsInf;
void checkModelScaling(const HighsInt user_bound_scale,
const HighsInt user_cost_scale,
const HighsModel& unscaled_model,
const HighsModel& scaled_model);
void checkLpScaling(const HighsInt user_bound_scale,
const HighsInt user_cost_scale, const HighsLp& unscaled_lp,
const HighsLp& scaled_lp);
void checkSolutionScaling(const HighsInt user_bound_scale,
const HighsInt user_cost_scale,
const HighsSolution& unscaled_solution,
const HighsSolution& scaled_solution);
TEST_CASE("user-cost-scale-after-run", "[highs_user_scale]") {
std::string filename =
std::string(HIGHS_DIR) + "/check/instances/adlittle.mps";
Highs highs;
const HighsInfo& info = highs.getInfo();
highs.setOptionValue("output_flag", dev_run);
highs.readModel(filename);
highs.run();
HighsInfo unscaled_info = info;
HighsSolution unscaled_solution = highs.getSolution();
HighsLp unscaled_lp = highs.getLp();
double max_primal_infeasibility = info.max_primal_infeasibility;
double max_dual_infeasibility = info.max_dual_infeasibility;
double sum_dual_infeasibilities = info.sum_dual_infeasibilities;
double objective_function_value = info.objective_function_value;
HighsInt user_bound_scale = 10;
double user_bound_scale_value = std::pow(2, user_bound_scale);
highs.setOptionValue("user_bound_scale", user_bound_scale);
HighsInt user_cost_scale = 30;
double user_cost_scale_value = std::pow(2, user_cost_scale);
highs.setOptionValue("user_cost_scale", user_cost_scale);
HighsLp scaled_lp = highs.getLp();
HighsSolution scaled_solution = highs.getSolution();
checkLpScaling(user_bound_scale, user_cost_scale, unscaled_lp, scaled_lp);
checkSolutionScaling(user_bound_scale, user_cost_scale, unscaled_solution,
scaled_solution);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kNotset);
REQUIRE(info.dual_solution_status == kSolutionStatusInfeasible);
REQUIRE(info.objective_function_value == user_cost_scale_value *
user_bound_scale_value *
objective_function_value);
REQUIRE(info.num_dual_infeasibilities == kHighsIllegalInfeasibilityCount);
REQUIRE(info.max_dual_infeasibility ==
user_cost_scale_value * max_dual_infeasibility);
REQUIRE(info.sum_dual_infeasibilities ==
user_cost_scale_value * sum_dual_infeasibilities);
}
TEST_CASE("user-cost-scale-after-load", "[highs_user_scale]") {
std::string filename =
std::string(HIGHS_DIR) + "/check/instances/adlittle.mps";
Highs highs;
const HighsInfo& info = highs.getInfo();
highs.setOptionValue("output_flag", dev_run);
highs.readModel(filename);
HighsLp unscaled_lp = highs.getLp();
HighsInt user_bound_scale = 10;
double user_bound_scale_value = std::pow(2, user_bound_scale);
highs.setOptionValue("user_bound_scale", user_bound_scale);
HighsInt user_cost_scale = 30;
double user_cost_scale_value = std::pow(2, user_cost_scale);
highs.setOptionValue("user_cost_scale", user_cost_scale);
highs.readModel(filename);
HighsLp scaled_lp = highs.getLp();
checkLpScaling(user_bound_scale, user_cost_scale, unscaled_lp, scaled_lp);
// checkSolutionScaling(user_bound_scale, user_cost_scale, unscaled_solution,
// scaled_solution);
highs.run();
}
TEST_CASE("user-small-cost-scale", "[highs_user_scale]") {
Highs highs;
const HighsInfo& info = highs.getInfo();
const HighsSolution& solution = highs.getSolution();
highs.setOptionValue("output_flag", dev_run);
highs.setOptionValue("presolve", kHighsOffString);
HighsLp lp;
lp.num_col_ = 2;
lp.num_row_ = 2;
lp.col_cost_ = {10, 25};
lp.sense_ = ObjSense::kMaximize;
lp.col_lower_ = {0, 0};
lp.col_upper_ = {inf, inf};
lp.row_lower_ = {-inf, -inf};
lp.row_upper_ = {80, 120};
lp.a_matrix_.start_ = {0, 2, 4};
lp.a_matrix_.index_ = {0, 1, 0, 1};
lp.a_matrix_.value_ = {1, 1, 2, 4};
highs.passModel(lp);
highs.run();
REQUIRE(solution.col_value[0] == 40);
REQUIRE(solution.col_value[1] == 20);
highs.setOptionValue("user_cost_scale", -30);
highs.clearSolver();
highs.run();
if (dev_run) highs.writeSolution("", 1);
REQUIRE(solution.col_value[0] == 0);
REQUIRE(solution.col_value[1] == 0);
highs.setOptionValue("user_cost_scale", 0);
highs.run();
REQUIRE(solution.col_value[0] == 40);
REQUIRE(solution.col_value[1] == 20);
}
TEST_CASE("user-cost-scale-in-build", "[highs_user_scale]") {
Highs unscaled_highs;
Highs scaled_highs;
unscaled_highs.setOptionValue("output_flag", dev_run);
scaled_highs.setOptionValue("output_flag", dev_run);
const HighsLp& unscaled_lp = unscaled_highs.getLp();
const HighsLp& scaled_lp = scaled_highs.getLp();
const HighsInfo& info = scaled_highs.getInfo();
const HighsSolution& solution = scaled_highs.getSolution();
const HighsInt user_cost_scale = -30;
const HighsInt user_bound_scale = 10;
const double unscaled_col0_cost = 1e14;
unscaled_highs.addVar(0, inf);
scaled_highs.addVar(0, inf);
unscaled_highs.changeColCost(0, unscaled_col0_cost);
scaled_highs.changeColCost(0, unscaled_col0_cost);
scaled_highs.setOptionValue("user_cost_scale", user_cost_scale);
scaled_highs.setOptionValue("user_bound_scale", user_bound_scale);
checkLpScaling(user_bound_scale, user_cost_scale, unscaled_lp, scaled_lp);
const double unscaled_col1_cost = 1e12;
unscaled_highs.addVar(1, inf);
scaled_highs.addVar(1, inf);
unscaled_highs.changeColCost(1, unscaled_col1_cost);
scaled_highs.changeColCost(1, unscaled_col1_cost);
checkLpScaling(user_bound_scale, user_cost_scale, unscaled_lp, scaled_lp);
std::vector<HighsInt> index = {0, 1};
std::vector<double> value0 = {1, 2};
std::vector<double> value1 = {1, 4};
unscaled_highs.addRow(-inf, 120, 2, index.data(), value0.data());
scaled_highs.addRow(-inf, 120, 2, index.data(), value0.data());
checkLpScaling(user_bound_scale, user_cost_scale, unscaled_lp, scaled_lp);
unscaled_highs.addRow(-inf, 150, 2, index.data(), value1.data());
scaled_highs.addRow(-inf, 150, 2, index.data(), value1.data());
checkLpScaling(user_bound_scale, user_cost_scale, unscaled_lp, scaled_lp);
std::vector<double> cost = {0, 10};
std::vector<double> lower = {2, 4};
std::vector<double> upper = {inf, inf};
std::vector<HighsInt> matrix_start = {0, 2};
std::vector<HighsInt> matrix_index = {0, 1, 0, 1};
std::vector<double> matrix_value = {1, 1, 2, 4};
unscaled_highs.addCols(2, cost.data(), lower.data(), upper.data(), 4,
matrix_start.data(), matrix_index.data(),
matrix_value.data());
scaled_highs.addCols(2, cost.data(), lower.data(), upper.data(), 4,
matrix_start.data(), matrix_index.data(),
matrix_value.data());
checkLpScaling(user_bound_scale, user_cost_scale, unscaled_lp, scaled_lp);
lower = {-inf, 0};
upper = {120, 150};
matrix_start = {0, 2};
matrix_index = {0, 2, 1, 3};
matrix_value = {1, 1, 2, 4};
unscaled_highs.addRows(2, lower.data(), upper.data(), 4, matrix_start.data(),
matrix_index.data(), matrix_value.data());
scaled_highs.addRows(2, lower.data(), upper.data(), 4, matrix_start.data(),
matrix_index.data(), matrix_value.data());
checkLpScaling(user_bound_scale, user_cost_scale, unscaled_lp, scaled_lp);
}
void checkModelScaling(const HighsInt user_bound_scale,
const HighsInt user_cost_scale,
const HighsModel& unscaled_model,
const HighsModel& scaled_model) {
checkLpScaling(user_bound_scale, user_cost_scale, unscaled_model.lp_,
scaled_model.lp_);
}
void checkLpScaling(const HighsInt user_bound_scale,
const HighsInt user_cost_scale, const HighsLp& unscaled_lp,
const HighsLp& scaled_lp) {
const double user_bound_scale_value = std::pow(2, user_bound_scale);
const double user_cost_scale_value = std::pow(2, user_cost_scale);
REQUIRE(unscaled_lp.num_col_ == scaled_lp.num_col_);
REQUIRE(unscaled_lp.num_row_ == scaled_lp.num_row_);
for (HighsInt iCol = 0; iCol < unscaled_lp.num_col_; iCol++) {
REQUIRE(scaled_lp.col_cost_[iCol] ==
unscaled_lp.col_cost_[iCol] * user_cost_scale_value);
if (unscaled_lp.col_lower_[iCol] > -inf)
REQUIRE(scaled_lp.col_lower_[iCol] ==
unscaled_lp.col_lower_[iCol] * user_bound_scale_value);
if (unscaled_lp.col_upper_[iCol] < inf)
REQUIRE(scaled_lp.col_upper_[iCol] ==
unscaled_lp.col_upper_[iCol] * user_bound_scale_value);
}
for (HighsInt iRow = 0; iRow < unscaled_lp.num_row_; iRow++) {
if (unscaled_lp.row_lower_[iRow] > -inf)
REQUIRE(scaled_lp.row_lower_[iRow] ==
unscaled_lp.row_lower_[iRow] * user_bound_scale_value);
if (unscaled_lp.row_upper_[iRow] < inf)
REQUIRE(scaled_lp.row_upper_[iRow] ==
unscaled_lp.row_upper_[iRow] * user_bound_scale_value);
}
}
void checkSolutionScaling(const HighsInt user_bound_scale,
const HighsInt user_cost_scale,
const HighsSolution& unscaled_solution,
const HighsSolution& scaled_solution) {
const double user_bound_scale_value = std::pow(2, user_bound_scale);
const double user_cost_scale_value = std::pow(2, user_cost_scale);
for (HighsInt iCol = 0; iCol < HighsInt(unscaled_solution.col_value.size());
iCol++) {
REQUIRE(scaled_solution.col_value[iCol] ==
unscaled_solution.col_value[iCol] * user_bound_scale_value);
REQUIRE(scaled_solution.col_dual[iCol] ==
unscaled_solution.col_dual[iCol] * user_cost_scale_value);
}
for (HighsInt iRow = 0; iRow < HighsInt(unscaled_solution.row_value.size());
iRow++) {
REQUIRE(scaled_solution.row_value[iRow] ==
unscaled_solution.row_value[iRow] * user_bound_scale_value);
REQUIRE(scaled_solution.row_dual[iRow] ==
unscaled_solution.row_dual[iRow] * user_cost_scale_value);
}
}
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