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#include "HCheckConfig.h"
#include "Highs.h"
#include "catch.hpp"
const double inf = kHighsInf;
const bool dev_run = false;
const double double_equal_tolerance = 1e-5;
void detailedOutput(Highs& highs);
void dualizeTest(Highs& highs);
void simpleTest(Highs& highs);
void fixedColumnTest(Highs& highs);
void freeColumnTest(Highs& highs);
void colUpperBoundTest(Highs& highs);
void rowUpperBoundTest(Highs& highs);
void distillationTest(Highs& highs);
HighsLp distillationLp();
void instanceTest(Highs& highs, const std::string model_name);
TEST_CASE("Dualize", "[highs_test_dualize]") {
Highs highs;
if (!dev_run) highs.setOptionValue("output_flag", false);
// simpleTest(highs);
// distillationTest(highs);
// freeColumnTest(highs);
// fixedColumnTest(highs);
// colUpperBoundTest(highs);
// rowUpperBoundTest(highs);
// instanceTest(highs, "avgas");
// instanceTest(highs, "afiro");
// instanceTest(highs, "adlittle");
instanceTest(highs, "25fv47");
}
void dualizeTest(Highs& highs) {
const HighsInfo& info = highs.getInfo();
highs.setOptionValue("presolve", "off");
highs.setOptionValue("simplex_dualize_strategy", kHighsOptionOff);
highs.setBasis();
highs.run();
// if (dev_run) highs.writeSolution("", true);
double primal_objective = info.objective_function_value;
highs.setOptionValue("simplex_dualize_strategy", kHighsOptionOn);
highs.setBasis();
// detailedOutput(highs);
highs.run();
// if (dev_run) highs.writeSolution("", true);
double dual_objective = info.objective_function_value;
double dl = fabs(primal_objective - dual_objective);
REQUIRE(dl < double_equal_tolerance);
}
HighsLp distillationLp() {
HighsLp lp;
lp.num_col_ = 2;
lp.num_row_ = 3;
lp.col_cost_ = {8, 10};
lp.col_lower_ = {0, 0};
lp.col_upper_ = {inf, inf};
lp.row_lower_ = {7, 12, 6};
lp.row_upper_ = {inf, inf, inf};
lp.a_matrix_.start_ = {0, 3, 6};
lp.a_matrix_.index_ = {0, 1, 2, 0, 1, 2};
lp.a_matrix_.value_ = {2, 3, 2, 2, 4, 1};
lp.a_matrix_.format_ = MatrixFormat::kColwise;
return lp;
}
void detailedOutput(Highs& highs) {
if (!dev_run) return;
highs.setOptionValue("output_flag", true);
highs.setOptionValue("log_dev_level", 1);
highs.setOptionValue("highs_debug_level", 2);
}
void simpleTest(Highs& highs) {
HighsModel model;
HighsLp& lp = model.lp_;
lp.num_col_ = 2;
lp.num_row_ = 1;
lp.col_cost_ = {2, 1};
lp.col_lower_ = {1, 0};
lp.col_upper_ = {inf, inf};
lp.row_lower_ = {2};
lp.row_upper_ = {inf};
lp.a_matrix_.start_ = {0, 1, 2};
lp.a_matrix_.index_ = {0, 0};
lp.a_matrix_.value_ = {1, 1};
lp.a_matrix_.format_ = MatrixFormat::kColwise;
highs.passModel(model);
dualizeTest(highs);
highs.clear();
}
void distillationTest(Highs& highs) {
HighsModel model;
model.lp_ = distillationLp();
highs.passModel(model);
dualizeTest(highs);
double x0_lower = 3;
if (dev_run) printf("\nGive a lower bound on x0 of %g\n", x0_lower);
highs.changeColBounds(0, x0_lower, inf);
dualizeTest(highs);
double x1_upper = 0.5;
if (dev_run) printf("\nGive an upper bound on x1 of %g\n", x1_upper);
highs.changeColBounds(1, -inf, x1_upper);
dualizeTest(highs);
highs.clear();
}
void freeColumnTest(Highs& highs) {
HighsModel model;
HighsLp& lp = model.lp_;
lp = distillationLp();
if (dev_run) printf("\nFree column 1 of distillation\n");
lp.col_lower_[1] = -inf;
highs.passModel(model);
dualizeTest(highs);
highs.clear();
}
void fixedColumnTest(Highs& highs) {
HighsModel model;
HighsLp& lp = model.lp_;
lp = distillationLp();
double x0_fixed = 1;
if (dev_run) printf("\nFix column 0 of distillation to be %g\n", x0_fixed);
lp.col_lower_[0] = x0_fixed;
lp.col_upper_[0] = x0_fixed;
highs.passModel(model);
dualizeTest(highs);
highs.clear();
}
void colUpperBoundTest(Highs& highs) {
HighsModel model;
HighsLp& lp = model.lp_;
lp = distillationLp();
double col1_upper = 1;
if (dev_run) printf("\nGive an upper bound on col 1 of %g\n", col1_upper);
lp.col_upper_[1] = col1_upper;
// Needs reduced lower bound for feasiblilty
// double col2_lower = 5.7; lp.col_lower_[2] = col2_lower;
highs.passModel(model);
dualizeTest(highs);
}
void rowUpperBoundTest(Highs& highs) {
HighsModel model;
HighsLp& lp = model.lp_;
lp = distillationLp();
double row0_upper = 7.1;
if (dev_run) printf("\nGive an upper bound on row 0 of %g\n", row0_upper);
lp.row_upper_[0] = row0_upper;
// Needs reduced lower bound for feasiblilty
double row2_lower = 5.7;
lp.row_lower_[2] = row2_lower;
highs.passModel(model);
dualizeTest(highs);
}
void instanceTest(Highs& highs, const std::string model_name) {
std::string model_file =
std::string(HIGHS_DIR) + "/check/instances/" + model_name + ".mps";
if (dev_run) printf("\nSolving model %s\n", model_name.c_str());
REQUIRE(highs.readModel(model_file) == HighsStatus::kOk);
dualizeTest(highs);
}
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