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#include "HCheckConfig.h"
#include "Highs.h"
#include "catch.hpp"
#include "lp_data/HConst.h"
const double inf = kHighsInf;
const bool dev_run = false;
const double double_equal_tolerance = 1e-5;
const HighsVarType continuous = HighsVarType::kContinuous;
const HighsVarType semi_continuous = HighsVarType::kSemiContinuous;
const HighsVarType semi_integer = HighsVarType::kSemiInteger;
void semiModel0(HighsLp& lp);
TEST_CASE("semi-variable-model", "[highs_test_semi_variables]") {
Highs highs;
const HighsInfo& info = highs.getInfo();
HighsStatus return_status;
double optimal_objective_function_value;
if (!dev_run) highs.setOptionValue("output_flag", false);
HighsModel model;
HighsLp& lp = model.lp_;
semiModel0(lp);
const HighsInt semi_col = 2;
const double semi_col_cost = -4.0;
const double semi_col_lower = lp.col_lower_[semi_col];
const double semi_col_upper = lp.col_upper_[semi_col];
lp.col_cost_[semi_col] = semi_col_cost;
optimal_objective_function_value = 6.83333;
// Legal to have infinte upper bounds on semi-variables
lp.col_upper_[semi_col] = inf;
return_status = highs.passModel(model);
REQUIRE(return_status == HighsStatus::kOk);
REQUIRE(highs.run() == HighsStatus::kOk);
REQUIRE(!highs.getLp().hasMods());
REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
if (dev_run) highs.writeSolution("", kSolutionStylePretty);
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
// Remove the semi-condition and resolve - not the same as relaxation
highs.changeColIntegrality(semi_col, continuous);
REQUIRE(highs.run() == HighsStatus::kOk);
REQUIRE(!highs.getLp().hasMods());
if (dev_run) highs.writeSolution("", kSolutionStylePretty);
optimal_objective_function_value = 3.93333;
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
// Restore the semi-condition, change the cost and resolve
highs.changeColIntegrality(semi_col, semi_continuous);
highs.changeColCost(semi_col, -0.1);
REQUIRE(highs.run() == HighsStatus::kOk);
REQUIRE(!highs.getLp().hasMods());
if (dev_run) highs.writeSolution("", kSolutionStylePretty);
optimal_objective_function_value = 8.22333;
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
// Fix the variable at zero and resolve
highs.changeColBounds(semi_col, 0, 0);
REQUIRE(highs.run() == HighsStatus::kOk);
REQUIRE(!highs.getLp().hasMods());
if (dev_run) highs.writeSolution("", kSolutionStylePretty);
optimal_objective_function_value = 6.83333;
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
// Change to semi-integer, restore the bounds and resolve
highs.changeColIntegrality(semi_col, semi_integer);
highs.changeColBounds(semi_col, semi_col_lower, semi_col_upper);
REQUIRE(highs.run() == HighsStatus::kOk);
REQUIRE(!highs.getLp().hasMods());
if (dev_run) highs.writeSolution("", kSolutionStylePretty);
optimal_objective_function_value = 8.13333;
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
// Ensure that a user solution is handled properly
HighsSolution sol;
sol.col_value = {0, 0, 0.5, 0};
highs.setSolution(sol);
REQUIRE(highs.run() == HighsStatus::kOk);
REQUIRE(!highs.getLp().hasMods());
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
}
TEST_CASE("semi-variable-lower-bound", "[highs_test_semi_variables]") {
const double optimal_relaxation_objective_function_value = 7.83333;
const double optimal_semi_continuous_objective_function_value = 7.23333;
double optimal_objective_function_value;
Highs highs;
const HighsInfo& info = highs.getInfo();
highs.setOptionValue("output_flag", dev_run);
HighsLp lp;
semiModel0(lp);
const HighsInt semi_col = 2;
const double semi_col_cost = -1.0;
const double semi_col_lower = lp.col_lower_[semi_col];
lp.col_cost_[semi_col] = semi_col_cost;
// Force relaxation directly
lp.col_lower_[semi_col] = 0;
lp.integrality_[semi_col] = continuous;
REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
REQUIRE(highs.run() == HighsStatus::kOk);
if (dev_run) highs.writeSolution("", kSolutionStylePretty);
optimal_objective_function_value =
optimal_relaxation_objective_function_value;
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
// Restore the semi-continuous variable
lp.col_lower_[semi_col] = semi_col_lower;
lp.integrality_[semi_col] = semi_continuous;
REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
REQUIRE(highs.run() == HighsStatus::kOk);
if (dev_run) highs.writeSolution("", kSolutionStylePretty);
optimal_objective_function_value =
optimal_semi_continuous_objective_function_value;
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
// Now solve the relaxation
highs.setOptionValue("solve_relaxation", true);
REQUIRE(highs.run() == HighsStatus::kOk);
if (dev_run) highs.writeSolution("", kSolutionStylePretty);
optimal_objective_function_value =
optimal_relaxation_objective_function_value;
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
// Check that the lower bound of the semi-variable has been restored
REQUIRE(highs.getLp().col_lower_[semi_col] == semi_col_lower);
}
TEST_CASE("semi-variable-upper-bound", "[highs_test_semi_variables]") {
Highs highs;
if (!dev_run) highs.setOptionValue("output_flag", false);
HighsLp lp;
lp.num_col_ = 2;
lp.num_row_ = 0;
lp.col_cost_ = {1, 2};
lp.col_lower_ = {1, 0};
lp.col_upper_ = {inf, 1};
lp.sense_ = ObjSense::kMaximize;
lp.integrality_ = {HighsVarType::kSemiContinuous, HighsVarType::kContinuous};
REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
// Problem is unbounded due to infinite upper bound on x0, so
// modified upper bound is active in solution, and run returns error
REQUIRE(highs.run() == HighsStatus::kError);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kSolveError);
double lower = kMaxSemiVariableUpper;
double upper = inf;
if (dev_run)
printf("\nModifying the bounds on semi-continuous variable to [%g, %g]\n",
lower, upper);
REQUIRE(highs.changeColBounds(0, lower, upper) == HighsStatus::kOk);
// Problem is still unbounded due to infinite upper bound on x0, but
// lower bound is too large to set modified upper bound, so run
// returns error
REQUIRE(highs.run() == HighsStatus::kError);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kSolveError);
lower = 1;
upper = inf;
if (dev_run)
printf("\nModifying the bounds on semi-continuous variable to [%g, %g]\n",
lower, upper);
REQUIRE(highs.changeColBounds(0, lower, upper) == HighsStatus::kOk);
double coeff = 1e6;
std::vector<HighsInt> index = {0, 1};
std::vector<double> value = {-1, coeff};
REQUIRE(highs.addRow(0, 0, 2, index.data(), value.data()) ==
HighsStatus::kOk);
// Problem is no longer unbounded due to equation linking the
// semi-variable to the continuous variable. However, optimal value
// of semi-variable should be 1e6, so it is active at the modified upper
// bound.
REQUIRE(highs.run() == HighsStatus::kError);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kSolveError);
HighsInt iRow = 0;
HighsInt iCol = 1;
coeff /= 20;
if (dev_run)
printf("\nModifying coefficient [%d, %d] to %g\n", (int)iRow, (int)iCol,
coeff);
highs.changeCoeff(iRow, iCol, coeff);
// Problem is no longer unbounded due to equation linking the
// semi-variable to the continuous variable. However, modified coefficient
// means that the optimal value of semi-variable is 1e4, so
// problem is solved OK
REQUIRE(highs.run() == HighsStatus::kOk);
if (dev_run) highs.writeSolution("", 1);
REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
}
TEST_CASE("semi-variable-file", "[highs_test_semi_variables]") {
Highs highs;
const HighsInfo& info = highs.getInfo();
double optimal_objective_function_value;
if (!dev_run) highs.setOptionValue("output_flag", false);
std::string model = "";
std::string model_file;
// Solve the same semi-continuous model from MPS and .lp files
model = "semi-continuous";
optimal_objective_function_value = 8.22333;
if (dev_run) printf("\nSolving %s model from MPS file\n", model.c_str());
model_file = std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
REQUIRE(highs.readModel(model_file) == HighsStatus::kOk);
REQUIRE(highs.run() == HighsStatus::kOk);
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
if (dev_run) printf("\nSolving %s model from LP file\n", model.c_str());
model_file = std::string(HIGHS_DIR) + "/check/instances/" + model + ".lp";
REQUIRE(highs.readModel(model_file) == HighsStatus::kOk);
REQUIRE(highs.run() == HighsStatus::kOk);
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
// Solve the same semi-integer model from MPS and .lp files
model = "semi-integer";
optimal_objective_function_value = 8.13333;
if (dev_run) printf("\nSolving %s model from MPS file\n", model.c_str());
model_file = std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
REQUIRE(highs.readModel(model_file) == HighsStatus::kOk);
REQUIRE(highs.run() == HighsStatus::kOk);
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
if (dev_run) printf("\nSolving %s model from LP file\n", model.c_str());
model_file = std::string(HIGHS_DIR) + "/check/instances/" + model + ".lp";
REQUIRE(highs.readModel(model_file) == HighsStatus::kOk);
REQUIRE(highs.run() == HighsStatus::kOk);
REQUIRE(fabs(info.objective_function_value -
optimal_objective_function_value) < double_equal_tolerance);
}
TEST_CASE("semi-variable-inconsistent-bounds", "[highs_test_semi_variables]") {
HighsLp lp;
lp.num_col_ = 1;
lp.num_row_ = 0;
lp.col_cost_ = {1};
lp.col_lower_ = {1};
lp.col_upper_ = {-1};
lp.a_matrix_.start_ = {0, 0};
lp.integrality_ = {semi_continuous};
Highs highs;
highs.setOptionValue("output_flag", dev_run);
highs.passModel(lp);
highs.run();
REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
REQUIRE(highs.getSolution().col_value[0] == 0);
// Ensure that inconsistent bounds with negative lower are still
// accepted
lp.col_lower_[0] = -1;
lp.col_upper_[0] = -2;
highs.passModel(lp);
highs.run();
REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
REQUIRE(highs.getSolution().col_value[0] == 0);
// Ensure that continuous variables with inconsistent bounds yield
// infeasibility
highs.setOptionValue("solve_relaxation", true);
highs.passModel(lp);
highs.run();
REQUIRE(highs.getModelStatus() == HighsModelStatus::kInfeasible);
}
TEST_CASE("semi-variable-inf-upper", "[highs_test_semi_variables]") {
// Introduced due to a semi-variable possibly having an infinite
// upper bound that needs to be written to MPS in order to define
// variable type
Highs highs;
highs.setOptionValue("output_flag", dev_run);
HighsModel model;
HighsLp& lp = model.lp_;
semiModel0(lp);
highs.passModel(lp);
highs.run();
const double obj0 = highs.getObjectiveValue();
if (dev_run) printf("Optimum at first run: %g\n", obj0);
// now write out to MPS and load again
const std::string test_mps = "test.mps";
highs.writeModel(test_mps);
highs.readModel(test_mps);
highs.run();
const double obj1 = highs.getObjectiveValue();
if (dev_run)
printf("Optimum at second run (after writing and loading again): %g\n",
obj1);
REQUIRE(obj0 == obj1);
std::remove(test_mps.c_str());
}
void semiModel0(HighsLp& lp) {
lp.num_col_ = 4;
lp.num_row_ = 4;
lp.col_cost_ = {1, 2, -1, -3};
lp.col_lower_ = {0, 0, 1.1, 0};
lp.col_upper_ = {inf, inf, inf, inf};
lp.row_lower_ = {-inf, 0, 0, 0.5};
lp.row_upper_ = {5, inf, inf, inf};
lp.a_matrix_.start_ = {0, 3, 6, 7, 8};
lp.a_matrix_.index_ = {0, 1, 2, 0, 1, 2, 3, 3};
lp.a_matrix_.value_ = {1, 2, -1, 1, -1, 3, 1, 1};
lp.a_matrix_.format_ = MatrixFormat::kColwise;
lp.sense_ = ObjSense::kMaximize;
lp.integrality_ = {continuous, continuous, semi_continuous, continuous};
}
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