Austin Schuh | 405fa6c | 2015-09-06 18:13:55 -0700 | [diff] [blame] | 1 | /* cddlp.c: dual simplex method c-code |
| 2 | written by Komei Fukuda, fukuda@math.ethz.ch |
| 3 | Version 0.94h, April 30, 2015 |
| 4 | */ |
| 5 | |
| 6 | /* cddlp.c : C-Implementation of the dual simplex method for |
| 7 | solving an LP: max/min A_(m-1).x subject to x in P, where |
| 8 | P= {x : A_i.x >= 0, i=0,...,m-2, and x_0=1}, and |
| 9 | A_i is the i-th row of an m x n matrix A. |
| 10 | Please read COPYING (GNU General Public Licence) and |
| 11 | the manual cddlibman.tex for detail. |
| 12 | */ |
| 13 | |
| 14 | #include "setoper.h" /* set operation library header (Ver. May 18, 2000 or later) */ |
| 15 | #include "cdd.h" |
| 16 | #include <stdio.h> |
| 17 | #include <stdlib.h> |
| 18 | #include <time.h> |
| 19 | #include <math.h> |
| 20 | #include <string.h> |
| 21 | |
| 22 | #if defined GMPRATIONAL |
| 23 | #include "cdd_f.h" |
| 24 | #endif |
| 25 | |
| 26 | #define dd_CDDLPVERSION "Version 0.94b (August 25, 2005)" |
| 27 | |
| 28 | #define dd_FALSE 0 |
| 29 | #define dd_TRUE 1 |
| 30 | |
| 31 | typedef set_type rowset; /* set_type defined in setoper.h */ |
| 32 | typedef set_type colset; |
| 33 | |
| 34 | void dd_CrissCrossSolve(dd_LPPtr lp,dd_ErrorType *); |
| 35 | void dd_DualSimplexSolve(dd_LPPtr lp,dd_ErrorType *); |
| 36 | void dd_CrissCrossMinimize(dd_LPPtr,dd_ErrorType *); |
| 37 | void dd_CrissCrossMaximize(dd_LPPtr,dd_ErrorType *); |
| 38 | void dd_DualSimplexMinimize(dd_LPPtr,dd_ErrorType *); |
| 39 | void dd_DualSimplexMaximize(dd_LPPtr,dd_ErrorType *); |
| 40 | void dd_FindLPBasis(dd_rowrange,dd_colrange,dd_Amatrix,dd_Bmatrix,dd_rowindex,dd_rowset, |
| 41 | dd_colindex,dd_rowindex,dd_rowrange,dd_colrange, |
| 42 | dd_colrange *,int *,dd_LPStatusType *,long *); |
| 43 | void dd_FindDualFeasibleBasis(dd_rowrange,dd_colrange,dd_Amatrix,dd_Bmatrix,dd_rowindex, |
| 44 | dd_colindex,long *,dd_rowrange,dd_colrange,dd_boolean, |
| 45 | dd_colrange *,dd_ErrorType *,dd_LPStatusType *,long *, long maxpivots); |
| 46 | |
| 47 | |
| 48 | #ifdef GMPRATIONAL |
| 49 | void dd_BasisStatus(ddf_LPPtr lpf, dd_LPPtr lp, dd_boolean*); |
| 50 | void dd_BasisStatusMinimize(dd_rowrange,dd_colrange, dd_Amatrix,dd_Bmatrix,dd_rowset, |
| 51 | dd_rowrange,dd_colrange,ddf_LPStatusType,mytype *,dd_Arow,dd_Arow,dd_rowset,ddf_colindex, |
| 52 | ddf_rowrange,ddf_colrange,dd_colrange *,long *, int *, int *); |
| 53 | void dd_BasisStatusMaximize(dd_rowrange,dd_colrange,dd_Amatrix,dd_Bmatrix,dd_rowset, |
| 54 | dd_rowrange,dd_colrange,ddf_LPStatusType,mytype *,dd_Arow,dd_Arow,dd_rowset,ddf_colindex, |
| 55 | ddf_rowrange,ddf_colrange,dd_colrange *,long *, int *, int *); |
| 56 | #endif |
| 57 | |
| 58 | void dd_WriteBmatrix(FILE *f,dd_colrange d_size,dd_Bmatrix T); |
| 59 | void dd_SetNumberType(char *line,dd_NumberType *number,dd_ErrorType *Error); |
| 60 | void dd_ComputeRowOrderVector2(dd_rowrange m_size,dd_colrange d_size,dd_Amatrix A, |
| 61 | dd_rowindex OV,dd_RowOrderType ho,unsigned int rseed); |
| 62 | void dd_SelectPreorderedNext2(dd_rowrange m_size,dd_colrange d_size, |
| 63 | rowset excluded,dd_rowindex OV,dd_rowrange *hnext); |
| 64 | void dd_SetSolutions(dd_rowrange,dd_colrange, |
| 65 | dd_Amatrix,dd_Bmatrix,dd_rowrange,dd_colrange,dd_LPStatusType, |
| 66 | mytype *,dd_Arow,dd_Arow,dd_rowset,dd_colindex,dd_rowrange,dd_colrange,dd_rowindex); |
| 67 | |
| 68 | void dd_WriteTableau(FILE *,dd_rowrange,dd_colrange,dd_Amatrix,dd_Bmatrix, |
| 69 | dd_colindex,dd_rowindex); |
| 70 | |
| 71 | void dd_WriteSignTableau(FILE *,dd_rowrange,dd_colrange,dd_Amatrix,dd_Bmatrix, |
| 72 | dd_colindex,dd_rowindex); |
| 73 | |
| 74 | |
| 75 | dd_LPSolutionPtr dd_CopyLPSolution(dd_LPPtr lp) |
| 76 | { |
| 77 | dd_LPSolutionPtr lps; |
| 78 | dd_colrange j; |
| 79 | long i; |
| 80 | |
| 81 | lps=(dd_LPSolutionPtr) calloc(1,sizeof(dd_LPSolutionType)); |
| 82 | for (i=1; i<=dd_filenamelen; i++) lps->filename[i-1]=lp->filename[i-1]; |
| 83 | lps->objective=lp->objective; |
| 84 | lps->solver=lp->solver; |
| 85 | lps->m=lp->m; |
| 86 | lps->d=lp->d; |
| 87 | lps->numbtype=lp->numbtype; |
| 88 | |
| 89 | lps->LPS=lp->LPS; /* the current solution status */ |
| 90 | dd_init(lps->optvalue); |
| 91 | dd_set(lps->optvalue,lp->optvalue); /* optimal value */ |
| 92 | dd_InitializeArow(lp->d+1,&(lps->sol)); |
| 93 | dd_InitializeArow(lp->d+1,&(lps->dsol)); |
| 94 | lps->nbindex=(long*) calloc((lp->d)+1,sizeof(long)); /* dual solution */ |
| 95 | for (j=0; j<=lp->d; j++){ |
| 96 | dd_set(lps->sol[j],lp->sol[j]); |
| 97 | dd_set(lps->dsol[j],lp->dsol[j]); |
| 98 | lps->nbindex[j]=lp->nbindex[j]; |
| 99 | } |
| 100 | lps->pivots[0]=lp->pivots[0]; |
| 101 | lps->pivots[1]=lp->pivots[1]; |
| 102 | lps->pivots[2]=lp->pivots[2]; |
| 103 | lps->pivots[3]=lp->pivots[3]; |
| 104 | lps->pivots[4]=lp->pivots[4]; |
| 105 | lps->total_pivots=lp->total_pivots; |
| 106 | |
| 107 | return lps; |
| 108 | } |
| 109 | |
| 110 | |
| 111 | dd_LPPtr dd_CreateLPData(dd_LPObjectiveType obj, |
| 112 | dd_NumberType nt,dd_rowrange m,dd_colrange d) |
| 113 | { |
| 114 | dd_LPType *lp; |
| 115 | |
| 116 | lp=(dd_LPPtr) calloc(1,sizeof(dd_LPType)); |
| 117 | lp->solver=dd_choiceLPSolverDefault; /* set the default lp solver */ |
| 118 | lp->d=d; |
| 119 | lp->m=m; |
| 120 | lp->numbtype=nt; |
| 121 | lp->objrow=m; |
| 122 | lp->rhscol=1L; |
| 123 | lp->objective=dd_LPnone; |
| 124 | lp->LPS=dd_LPSundecided; |
| 125 | lp->eqnumber=0; /* the number of equalities */ |
| 126 | |
| 127 | lp->nbindex=(long*) calloc(d+1,sizeof(long)); |
| 128 | lp->given_nbindex=(long*) calloc(d+1,sizeof(long)); |
| 129 | set_initialize(&(lp->equalityset),m); |
| 130 | /* i must be in the set iff i-th row is equality . */ |
| 131 | |
| 132 | lp->redcheck_extensive=dd_FALSE; /* this is on only for RedundantExtensive */ |
| 133 | lp->ired=0; |
| 134 | set_initialize(&(lp->redset_extra),m); |
| 135 | /* i is in the set if i-th row is newly recognized redundant (during the checking the row ired). */ |
| 136 | set_initialize(&(lp->redset_accum),m); |
| 137 | /* i is in the set if i-th row is recognized redundant (during the checking the row ired). */ |
| 138 | set_initialize(&(lp->posset_extra),m); |
| 139 | /* i is in the set if i-th row is recognized non-linearity (during the course of computation). */ |
| 140 | lp->lexicopivot=dd_choiceLexicoPivotQ; /* dd_choice... is set in dd_set_global_constants() */ |
| 141 | |
| 142 | lp->m_alloc=lp->m+2; |
| 143 | lp->d_alloc=lp->d+2; |
| 144 | lp->objective=obj; |
| 145 | dd_InitializeBmatrix(lp->d_alloc,&(lp->B)); |
| 146 | dd_InitializeAmatrix(lp->m_alloc,lp->d_alloc,&(lp->A)); |
| 147 | dd_InitializeArow(lp->d_alloc,&(lp->sol)); |
| 148 | dd_InitializeArow(lp->d_alloc,&(lp->dsol)); |
| 149 | dd_init(lp->optvalue); |
| 150 | return lp; |
| 151 | } |
| 152 | |
| 153 | |
| 154 | dd_LPPtr dd_Matrix2LP(dd_MatrixPtr M, dd_ErrorType *err) |
| 155 | { |
| 156 | dd_rowrange m, i, irev, linc; |
| 157 | dd_colrange d, j; |
| 158 | dd_LPType *lp; |
| 159 | dd_boolean localdebug=dd_FALSE; |
| 160 | |
| 161 | *err=dd_NoError; |
| 162 | linc=set_card(M->linset); |
| 163 | m=M->rowsize+1+linc; |
| 164 | /* We represent each equation by two inequalities. |
| 165 | This is not the best way but makes the code simple. */ |
| 166 | d=M->colsize; |
| 167 | if (localdebug) fprintf(stderr,"number of equalities = %ld\n", linc); |
| 168 | |
| 169 | lp=dd_CreateLPData(M->objective, M->numbtype, m, d); |
| 170 | lp->Homogeneous = dd_TRUE; |
| 171 | lp->eqnumber=linc; /* this records the number of equations */ |
| 172 | |
| 173 | irev=M->rowsize; /* the first row of the linc reversed inequalities. */ |
| 174 | for (i = 1; i <= M->rowsize; i++) { |
| 175 | if (set_member(i, M->linset)) { |
| 176 | irev=irev+1; |
| 177 | set_addelem(lp->equalityset,i); /* it is equality. */ |
| 178 | /* the reversed row irev is not in the equality set. */ |
| 179 | for (j = 1; j <= M->colsize; j++) { |
| 180 | dd_neg(lp->A[irev-1][j-1],M->matrix[i-1][j-1]); |
| 181 | } /*of j*/ |
| 182 | if (localdebug) fprintf(stderr,"equality row %ld generates the reverse row %ld.\n",i,irev); |
| 183 | } |
| 184 | for (j = 1; j <= M->colsize; j++) { |
| 185 | dd_set(lp->A[i-1][j-1],M->matrix[i-1][j-1]); |
| 186 | if (j==1 && i<M->rowsize && dd_Nonzero(M->matrix[i-1][j-1])) lp->Homogeneous = dd_FALSE; |
| 187 | } /*of j*/ |
| 188 | } /*of i*/ |
| 189 | for (j = 1; j <= M->colsize; j++) { |
| 190 | dd_set(lp->A[m-1][j-1],M->rowvec[j-1]); /* objective row */ |
| 191 | } /*of j*/ |
| 192 | |
| 193 | return lp; |
| 194 | } |
| 195 | |
| 196 | dd_LPPtr dd_Matrix2Feasibility(dd_MatrixPtr M, dd_ErrorType *err) |
| 197 | /* Load a matrix to create an LP object for feasibility. It is |
| 198 | essentially the dd_Matrix2LP except that the objject function |
| 199 | is set to identically ZERO (maximization). |
| 200 | |
| 201 | */ |
| 202 | /* 094 */ |
| 203 | { |
| 204 | dd_rowrange m, linc; |
| 205 | dd_colrange j; |
| 206 | dd_LPType *lp; |
| 207 | |
| 208 | *err=dd_NoError; |
| 209 | linc=set_card(M->linset); |
| 210 | m=M->rowsize+1+linc; |
| 211 | /* We represent each equation by two inequalities. |
| 212 | This is not the best way but makes the code simple. */ |
| 213 | |
| 214 | lp=dd_Matrix2LP(M, err); |
| 215 | lp->objective = dd_LPmax; /* since the objective is zero, this is not important */ |
| 216 | for (j = 1; j <= M->colsize; j++) { |
| 217 | dd_set(lp->A[m-1][j-1],dd_purezero); /* set the objective to zero. */ |
| 218 | } /*of j*/ |
| 219 | |
| 220 | return lp; |
| 221 | } |
| 222 | |
| 223 | dd_LPPtr dd_Matrix2Feasibility2(dd_MatrixPtr M, dd_rowset R, dd_rowset S, dd_ErrorType *err) |
| 224 | /* Load a matrix to create an LP object for feasibility with additional equality and |
| 225 | strict inequality constraints given by R and S. There are three types of inequalities: |
| 226 | |
| 227 | b_r + A_r x = 0 Linearity (Equations) specified by M |
| 228 | b_s + A_s x > 0 Strict Inequalities specified by row index set S |
| 229 | b_t + A_t x >= 0 The rest inequalities in M |
| 230 | |
| 231 | Where the linearity is considered here as the union of linearity specified by |
| 232 | M and the additional set R. When S contains any linearity rows, those |
| 233 | rows are considered linearity (equation). Thus S does not overlide linearity. |
| 234 | To find a feasible solution, we set an LP |
| 235 | |
| 236 | maximize z |
| 237 | subject to |
| 238 | b_r + A_r x = 0 all r in Linearity |
| 239 | b_s + A_s x - z >= 0 for all s in S |
| 240 | b_t + A_t x >= 0 for all the rest rows t |
| 241 | 1 - z >= 0 to make the LP bounded. |
| 242 | |
| 243 | Clearly, the feasibility problem has a solution iff the LP has a positive optimal value. |
| 244 | The variable z will be the last variable x_{d+1}. |
| 245 | |
| 246 | */ |
| 247 | /* 094 */ |
| 248 | { |
| 249 | dd_rowrange m, i, irev, linc; |
| 250 | dd_colrange d, j; |
| 251 | dd_LPType *lp; |
| 252 | dd_rowset L; |
| 253 | dd_boolean localdebug=dd_FALSE; |
| 254 | |
| 255 | *err=dd_NoError; |
| 256 | set_initialize(&L, M->rowsize); |
| 257 | set_uni(L,M->linset,R); |
| 258 | linc=set_card(L); |
| 259 | m=M->rowsize+1+linc+1; |
| 260 | /* We represent each equation by two inequalities. |
| 261 | This is not the best way but makes the code simple. */ |
| 262 | d=M->colsize+1; |
| 263 | if (localdebug) fprintf(stderr,"number of equalities = %ld\n", linc); |
| 264 | |
| 265 | lp=dd_CreateLPData(dd_LPmax, M->numbtype, m, d); |
| 266 | lp->Homogeneous = dd_TRUE; |
| 267 | lp->eqnumber=linc; /* this records the number of equations */ |
| 268 | |
| 269 | irev=M->rowsize; /* the first row of the linc reversed inequalities. */ |
| 270 | for (i = 1; i <= M->rowsize; i++) { |
| 271 | if (set_member(i, L)) { |
| 272 | irev=irev+1; |
| 273 | set_addelem(lp->equalityset,i); /* it is equality. */ |
| 274 | /* the reversed row irev is not in the equality set. */ |
| 275 | for (j = 1; j <= M->colsize; j++) { |
| 276 | dd_neg(lp->A[irev-1][j-1],M->matrix[i-1][j-1]); |
| 277 | } /*of j*/ |
| 278 | if (localdebug) fprintf(stderr,"equality row %ld generates the reverse row %ld.\n",i,irev); |
| 279 | } else if (set_member(i, S)) { |
| 280 | dd_set(lp->A[i-1][M->colsize],dd_minusone); |
| 281 | } |
| 282 | for (j = 1; j <= M->colsize; j++) { |
| 283 | dd_set(lp->A[i-1][j-1],M->matrix[i-1][j-1]); |
| 284 | if (j==1 && i<M->rowsize && dd_Nonzero(M->matrix[i-1][j-1])) lp->Homogeneous = dd_FALSE; |
| 285 | } /*of j*/ |
| 286 | } /*of i*/ |
| 287 | for (j = 1; j <= d; j++) { |
| 288 | dd_set(lp->A[m-2][j-1],dd_purezero); /* initialize */ |
| 289 | } /*of j*/ |
| 290 | dd_set(lp->A[m-2][0],dd_one); /* the bounding constraint. */ |
| 291 | dd_set(lp->A[m-2][M->colsize],dd_minusone); /* the bounding constraint. */ |
| 292 | for (j = 1; j <= d; j++) { |
| 293 | dd_set(lp->A[m-1][j-1],dd_purezero); /* initialize */ |
| 294 | } /*of j*/ |
| 295 | dd_set(lp->A[m-1][M->colsize],dd_one); /* maximize z */ |
| 296 | |
| 297 | set_free(L); |
| 298 | return lp; |
| 299 | } |
| 300 | |
| 301 | |
| 302 | |
| 303 | void dd_FreeLPData(dd_LPPtr lp) |
| 304 | { |
| 305 | if ((lp)!=NULL){ |
| 306 | dd_clear(lp->optvalue); |
| 307 | dd_FreeArow(lp->d_alloc,lp->dsol); |
| 308 | dd_FreeArow(lp->d_alloc,lp->sol); |
| 309 | dd_FreeBmatrix(lp->d_alloc,lp->B); |
| 310 | dd_FreeAmatrix(lp->m_alloc,lp->d_alloc,lp->A); |
| 311 | set_free(lp->equalityset); |
| 312 | set_free(lp->redset_extra); |
| 313 | set_free(lp->redset_accum); |
| 314 | set_free(lp->posset_extra); |
| 315 | free(lp->nbindex); |
| 316 | free(lp->given_nbindex); |
| 317 | free(lp); |
| 318 | } |
| 319 | } |
| 320 | |
| 321 | void dd_FreeLPSolution(dd_LPSolutionPtr lps) |
| 322 | { |
| 323 | if (lps!=NULL){ |
| 324 | free(lps->nbindex); |
| 325 | dd_FreeArow(lps->d+1,lps->dsol); |
| 326 | dd_FreeArow(lps->d+1,lps->sol); |
| 327 | dd_clear(lps->optvalue); |
| 328 | |
| 329 | free(lps); |
| 330 | } |
| 331 | } |
| 332 | |
| 333 | int dd_LPReverseRow(dd_LPPtr lp, dd_rowrange i) |
| 334 | { |
| 335 | dd_colrange j; |
| 336 | int success=0; |
| 337 | |
| 338 | if (i>=1 && i<=lp->m){ |
| 339 | lp->LPS=dd_LPSundecided; |
| 340 | for (j=1; j<=lp->d; j++) { |
| 341 | dd_neg(lp->A[i-1][j-1],lp->A[i-1][j-1]); |
| 342 | /* negating the i-th constraint of A */ |
| 343 | } |
| 344 | success=1; |
| 345 | } |
| 346 | return success; |
| 347 | } |
| 348 | |
| 349 | int dd_LPReplaceRow(dd_LPPtr lp, dd_rowrange i, dd_Arow a) |
| 350 | { |
| 351 | dd_colrange j; |
| 352 | int success=0; |
| 353 | |
| 354 | if (i>=1 && i<=lp->m){ |
| 355 | lp->LPS=dd_LPSundecided; |
| 356 | for (j=1; j<=lp->d; j++) { |
| 357 | dd_set(lp->A[i-1][j-1],a[j-1]); |
| 358 | /* replacing the i-th constraint by a */ |
| 359 | } |
| 360 | success=1; |
| 361 | } |
| 362 | return success; |
| 363 | } |
| 364 | |
| 365 | dd_Arow dd_LPCopyRow(dd_LPPtr lp, dd_rowrange i) |
| 366 | { |
| 367 | dd_colrange j; |
| 368 | dd_Arow a; |
| 369 | |
| 370 | if (i>=1 && i<=lp->m){ |
| 371 | dd_InitializeArow(lp->d, &a); |
| 372 | for (j=1; j<=lp->d; j++) { |
| 373 | dd_set(a[j-1],lp->A[i-1][j-1]); |
| 374 | /* copying the i-th row to a */ |
| 375 | } |
| 376 | } |
| 377 | return a; |
| 378 | } |
| 379 | |
| 380 | |
| 381 | void dd_SetNumberType(char *line,dd_NumberType *number,dd_ErrorType *Error) |
| 382 | { |
| 383 | if (strncmp(line,"integer",7)==0) { |
| 384 | *number = dd_Integer; |
| 385 | return; |
| 386 | } |
| 387 | else if (strncmp(line,"rational",8)==0) { |
| 388 | *number = dd_Rational; |
| 389 | return; |
| 390 | } |
| 391 | else if (strncmp(line,"real",4)==0) { |
| 392 | *number = dd_Real; |
| 393 | return; |
| 394 | } |
| 395 | else { |
| 396 | *number=dd_Unknown; |
| 397 | *Error=dd_ImproperInputFormat; |
| 398 | } |
| 399 | } |
| 400 | |
| 401 | |
| 402 | void dd_WriteTableau(FILE *f,dd_rowrange m_size,dd_colrange d_size,dd_Amatrix A,dd_Bmatrix T, |
| 403 | dd_colindex nbindex,dd_rowindex bflag) |
| 404 | /* Write the tableau A.T */ |
| 405 | { |
| 406 | dd_colrange j; |
| 407 | dd_rowrange i; |
| 408 | mytype x; |
| 409 | |
| 410 | dd_init(x); |
| 411 | fprintf(f," %ld %ld real\n",m_size,d_size); |
| 412 | fprintf(f," |"); |
| 413 | for (j=1; j<= d_size; j++) { |
| 414 | fprintf(f," %ld",nbindex[j]); |
| 415 | } fprintf(f,"\n"); |
| 416 | for (j=1; j<= d_size+1; j++) { |
| 417 | fprintf(f," ----"); |
| 418 | } fprintf(f,"\n"); |
| 419 | for (i=1; i<= m_size; i++) { |
| 420 | fprintf(f," %3ld(%3ld) |",i,bflag[i]); |
| 421 | for (j=1; j<= d_size; j++) { |
| 422 | dd_TableauEntry(&x,m_size,d_size,A,T,i,j); |
| 423 | dd_WriteNumber(f,x); |
| 424 | } |
| 425 | fprintf(f,"\n"); |
| 426 | } |
| 427 | fprintf(f,"end\n"); |
| 428 | dd_clear(x); |
| 429 | } |
| 430 | |
| 431 | void dd_WriteSignTableau(FILE *f,dd_rowrange m_size,dd_colrange d_size,dd_Amatrix A,dd_Bmatrix T, |
| 432 | dd_colindex nbindex,dd_rowindex bflag) |
| 433 | /* Write the sign tableau A.T */ |
| 434 | { |
| 435 | dd_colrange j; |
| 436 | dd_rowrange i; |
| 437 | mytype x; |
| 438 | |
| 439 | dd_init(x); |
| 440 | fprintf(f," %ld %ld real\n",m_size,d_size); |
| 441 | fprintf(f," |"); |
| 442 | for (j=1; j<= d_size; j++) { |
| 443 | fprintf(f,"%3ld",nbindex[j]); |
| 444 | } fprintf(f,"\n ------- | "); |
| 445 | for (j=1; j<= d_size; j++) { |
| 446 | fprintf(f,"---"); |
| 447 | } fprintf(f,"\n"); |
| 448 | for (i=1; i<= m_size; i++) { |
| 449 | fprintf(f," %3ld(%3ld) |",i,bflag[i]); |
| 450 | for (j=1; j<= d_size; j++) { |
| 451 | dd_TableauEntry(&x,m_size,d_size,A,T,i,j); |
| 452 | if (dd_Positive(x)) fprintf(f, " +"); |
| 453 | else if (dd_Negative(x)) fprintf(f, " -"); |
| 454 | else fprintf(f, " 0"); |
| 455 | } |
| 456 | fprintf(f,"\n"); |
| 457 | } |
| 458 | fprintf(f,"end\n"); |
| 459 | dd_clear(x); |
| 460 | } |
| 461 | |
| 462 | void dd_WriteSignTableau2(FILE *f,dd_rowrange m_size,dd_colrange d_size,dd_Amatrix A,dd_Bmatrix T, |
| 463 | dd_colindex nbindex_ref, dd_colindex nbindex,dd_rowindex bflag) |
| 464 | /* Write the sign tableau A.T and the reference basis */ |
| 465 | { |
| 466 | dd_colrange j; |
| 467 | dd_rowrange i; |
| 468 | mytype x; |
| 469 | |
| 470 | dd_init(x); |
| 471 | fprintf(f," %ld %ld real\n",m_size,d_size); |
| 472 | fprintf(f," |"); |
| 473 | for (j=1; j<= d_size; j++) fprintf(f,"%3ld",nbindex_ref[j]); |
| 474 | fprintf(f,"\n |"); |
| 475 | for (j=1; j<= d_size; j++) { |
| 476 | fprintf(f,"%3ld",nbindex[j]); |
| 477 | } fprintf(f,"\n ------- | "); |
| 478 | for (j=1; j<= d_size; j++) { |
| 479 | fprintf(f,"---"); |
| 480 | } fprintf(f,"\n"); |
| 481 | for (i=1; i<= m_size; i++) { |
| 482 | fprintf(f," %3ld(%3ld) |",i,bflag[i]); |
| 483 | for (j=1; j<= d_size; j++) { |
| 484 | dd_TableauEntry(&x,m_size,d_size,A,T,i,j); |
| 485 | if (dd_Positive(x)) fprintf(f, " +"); |
| 486 | else if (dd_Negative(x)) fprintf(f, " -"); |
| 487 | else fprintf(f, " 0"); |
| 488 | } |
| 489 | fprintf(f,"\n"); |
| 490 | } |
| 491 | fprintf(f,"end\n"); |
| 492 | dd_clear(x); |
| 493 | } |
| 494 | |
| 495 | |
| 496 | void dd_GetRedundancyInformation(dd_rowrange m_size,dd_colrange d_size,dd_Amatrix A,dd_Bmatrix T, |
| 497 | dd_colindex nbindex,dd_rowindex bflag, dd_rowset redset) |
| 498 | /* Some basic variables that are forced to be nonnegative will be output. These are |
| 499 | variables whose dictionary row components are all nonnegative. */ |
| 500 | { |
| 501 | dd_colrange j; |
| 502 | dd_rowrange i; |
| 503 | mytype x; |
| 504 | dd_boolean red=dd_FALSE,localdebug=dd_FALSE; |
| 505 | long numbred=0; |
| 506 | |
| 507 | dd_init(x); |
| 508 | for (i=1; i<= m_size; i++) { |
| 509 | red=dd_TRUE; |
| 510 | for (j=1; j<= d_size; j++) { |
| 511 | dd_TableauEntry(&x,m_size,d_size,A,T,i,j); |
| 512 | if (red && dd_Negative(x)) red=dd_FALSE; |
| 513 | } |
| 514 | if (bflag[i]<0 && red) { |
| 515 | numbred+=1; |
| 516 | set_addelem(redset,i); |
| 517 | } |
| 518 | } |
| 519 | if (localdebug) fprintf(stderr,"\ndd_GetRedundancyInformation: %ld redundant rows over %ld\n",numbred, m_size); |
| 520 | dd_clear(x); |
| 521 | } |
| 522 | |
| 523 | |
| 524 | void dd_SelectDualSimplexPivot(dd_rowrange m_size,dd_colrange d_size, |
| 525 | int Phase1,dd_Amatrix A,dd_Bmatrix T,dd_rowindex OV, |
| 526 | dd_colindex nbindex_ref, dd_colindex nbindex,dd_rowindex bflag, |
| 527 | dd_rowrange objrow,dd_colrange rhscol, dd_boolean lexicopivot, |
| 528 | dd_rowrange *r,dd_colrange *s,int *selected,dd_LPStatusType *lps) |
| 529 | { |
| 530 | /* selects a dual simplex pivot (*r,*s) if the current |
| 531 | basis is dual feasible and not optimal. If not dual feasible, |
| 532 | the procedure returns *selected=dd_FALSE and *lps=LPSundecided. |
| 533 | If Phase1=dd_TRUE, the RHS column will be considered as the negative |
| 534 | of the column of the largest variable (==m_size). For this case, it is assumed |
| 535 | that the caller used the auxiliary row (with variable m_size) to make the current |
| 536 | dictionary dual feasible before calling this routine so that the nonbasic |
| 537 | column for m_size corresponds to the auxiliary variable. |
| 538 | */ |
| 539 | dd_boolean colselected=dd_FALSE,rowselected=dd_FALSE, |
| 540 | dualfeasible=dd_TRUE,localdebug=dd_FALSE; |
| 541 | dd_rowrange i,iref; |
| 542 | dd_colrange j,k; |
| 543 | mytype val,valn, minval,rat,minrat; |
| 544 | static dd_Arow rcost; |
| 545 | static dd_colrange d_last=0; |
| 546 | static dd_colset tieset,stieset; /* store the column indices with tie */ |
| 547 | |
| 548 | dd_init(val); dd_init(valn); dd_init(minval); dd_init(rat); dd_init(minrat); |
| 549 | if (d_last<d_size) { |
| 550 | if (d_last>0) { |
| 551 | for (j=1; j<=d_last; j++){ dd_clear(rcost[j-1]);} |
| 552 | free(rcost); |
| 553 | set_free(tieset); |
| 554 | set_free(stieset); |
| 555 | } |
| 556 | rcost=(mytype*) calloc(d_size,sizeof(mytype)); |
| 557 | for (j=1; j<=d_size; j++){ dd_init(rcost[j-1]);} |
| 558 | set_initialize(&tieset,d_size); |
| 559 | set_initialize(&stieset,d_size); |
| 560 | d_last=d_size; |
| 561 | } |
| 562 | |
| 563 | *r=0; *s=0; |
| 564 | *selected=dd_FALSE; |
| 565 | *lps=dd_LPSundecided; |
| 566 | for (j=1; j<=d_size; j++){ |
| 567 | if (j!=rhscol){ |
| 568 | dd_TableauEntry(&(rcost[j-1]),m_size,d_size,A,T,objrow,j); |
| 569 | if (dd_Positive(rcost[j-1])) { |
| 570 | dualfeasible=dd_FALSE; |
| 571 | } |
| 572 | } |
| 573 | } |
| 574 | if (dualfeasible){ |
| 575 | while ((*lps==dd_LPSundecided) && (!rowselected) && (!colselected)) { |
| 576 | for (i=1; i<=m_size; i++) { |
| 577 | if (i!=objrow && bflag[i]==-1) { /* i is a basic variable */ |
| 578 | if (Phase1){ |
| 579 | dd_TableauEntry(&val, m_size,d_size,A,T,i,bflag[m_size]); |
| 580 | dd_neg(val,val); |
| 581 | /* for dual Phase I. The RHS (dual objective) is the negative of the auxiliary variable column. */ |
| 582 | } |
| 583 | else {dd_TableauEntry(&val,m_size,d_size,A,T,i,rhscol);} |
| 584 | if (dd_Smaller(val,minval)) { |
| 585 | *r=i; |
| 586 | dd_set(minval,val); |
| 587 | } |
| 588 | } |
| 589 | } |
| 590 | if (dd_Nonnegative(minval)) { |
| 591 | *lps=dd_Optimal; |
| 592 | } |
| 593 | else { |
| 594 | rowselected=dd_TRUE; |
| 595 | set_emptyset(tieset); |
| 596 | for (j=1; j<=d_size; j++){ |
| 597 | dd_TableauEntry(&val,m_size,d_size,A,T,*r,j); |
| 598 | if (j!=rhscol && dd_Positive(val)) { |
| 599 | dd_div(rat,rcost[j-1],val); |
| 600 | dd_neg(rat,rat); |
| 601 | if (*s==0 || dd_Smaller(rat,minrat)){ |
| 602 | dd_set(minrat,rat); |
| 603 | *s=j; |
| 604 | set_emptyset(tieset); |
| 605 | set_addelem(tieset, j); |
| 606 | } else if (dd_Equal(rat,minrat)){ |
| 607 | set_addelem(tieset,j); |
| 608 | } |
| 609 | } |
| 610 | } |
| 611 | if (*s>0) { |
| 612 | if (!lexicopivot || set_card(tieset)==1){ |
| 613 | colselected=dd_TRUE; *selected=dd_TRUE; |
| 614 | } else { /* lexicographic rule with respect to the given reference cobasis. */ |
| 615 | if (localdebug) {printf("Tie occurred at:"); set_write(tieset); printf("\n"); |
| 616 | dd_WriteTableau(stderr,m_size,d_size,A,T,nbindex,bflag); |
| 617 | } |
| 618 | *s=0; |
| 619 | k=2; /* k runs through the column indices except RHS. */ |
| 620 | do { |
| 621 | iref=nbindex_ref[k]; /* iref runs though the reference basic indices */ |
| 622 | if (iref>0) { |
| 623 | j=bflag[iref]; |
| 624 | if (j>0) { |
| 625 | if (set_member(j,tieset) && set_card(tieset)==1) { |
| 626 | *s=j; |
| 627 | colselected=dd_TRUE; |
| 628 | } else { |
| 629 | set_delelem(tieset, j); |
| 630 | /* iref is cobasic, and the corresponding col is not the pivot column except it is the last one. */ |
| 631 | } |
| 632 | } else { |
| 633 | *s=0; |
| 634 | for (j=1; j<=d_size; j++){ |
| 635 | if (set_member(j,tieset)) { |
| 636 | dd_TableauEntry(&val,m_size,d_size,A,T,*r,j); |
| 637 | dd_TableauEntry(&valn,m_size,d_size,A,T,iref,j); |
| 638 | if (j!=rhscol && dd_Positive(val)) { |
| 639 | dd_div(rat,valn,val); |
| 640 | if (*s==0 || dd_Smaller(rat,minrat)){ |
| 641 | dd_set(minrat,rat); |
| 642 | *s=j; |
| 643 | set_emptyset(stieset); |
| 644 | set_addelem(stieset, j); |
| 645 | } else if (dd_Equal(rat,minrat)){ |
| 646 | set_addelem(stieset,j); |
| 647 | } |
| 648 | } |
| 649 | } |
| 650 | } |
| 651 | set_copy(tieset,stieset); |
| 652 | if (set_card(tieset)==1) colselected=dd_TRUE; |
| 653 | } |
| 654 | } |
| 655 | k+=1; |
| 656 | } while (!colselected && k<=d_size); |
| 657 | *selected=dd_TRUE; |
| 658 | } |
| 659 | } else *lps=dd_Inconsistent; |
| 660 | } |
| 661 | } /* end of while */ |
| 662 | } |
| 663 | if (localdebug) { |
| 664 | if (Phase1) fprintf(stderr,"Phase 1 : select %ld,%ld\n",*r,*s); |
| 665 | else fprintf(stderr,"Phase 2 : select %ld,%ld\n",*r,*s); |
| 666 | } |
| 667 | dd_clear(val); dd_clear(valn); dd_clear(minval); dd_clear(rat); dd_clear(minrat); |
| 668 | } |
| 669 | |
| 670 | void dd_TableauEntry(mytype *x,dd_rowrange m_size, dd_colrange d_size, dd_Amatrix X, dd_Bmatrix T, |
| 671 | dd_rowrange r, dd_colrange s) |
| 672 | /* Compute the (r,s) entry of X.T */ |
| 673 | { |
| 674 | dd_colrange j; |
| 675 | mytype temp; |
| 676 | |
| 677 | dd_init(temp); |
| 678 | dd_set(*x,dd_purezero); |
| 679 | for (j=0; j< d_size; j++) { |
| 680 | dd_mul(temp,X[r-1][j], T[j][s-1]); |
| 681 | dd_add(*x, *x, temp); |
| 682 | } |
| 683 | dd_clear(temp); |
| 684 | } |
| 685 | |
| 686 | void dd_SelectPivot2(dd_rowrange m_size,dd_colrange d_size,dd_Amatrix A,dd_Bmatrix T, |
| 687 | dd_RowOrderType roworder,dd_rowindex ordervec, rowset equalityset, |
| 688 | dd_rowrange rowmax,rowset NopivotRow, |
| 689 | colset NopivotCol,dd_rowrange *r,dd_colrange *s, |
| 690 | dd_boolean *selected) |
| 691 | /* Select a position (*r,*s) in the matrix A.T such that (A.T)[*r][*s] is nonzero |
| 692 | The choice is feasible, i.e., not on NopivotRow and NopivotCol, and |
| 693 | best with respect to the specified roworder |
| 694 | */ |
| 695 | { |
| 696 | int stop; |
| 697 | dd_rowrange i,rtemp; |
| 698 | rowset rowexcluded; |
| 699 | mytype Xtemp; |
| 700 | dd_boolean localdebug=dd_FALSE; |
| 701 | |
| 702 | stop = dd_FALSE; |
| 703 | localdebug=dd_debug; |
| 704 | dd_init(Xtemp); |
| 705 | set_initialize(&rowexcluded,m_size); |
| 706 | set_copy(rowexcluded,NopivotRow); |
| 707 | for (i=rowmax+1;i<=m_size;i++) { |
| 708 | set_addelem(rowexcluded,i); /* cannot pivot on any row > rmax */ |
| 709 | } |
| 710 | *selected = dd_FALSE; |
| 711 | do { |
| 712 | rtemp=0; i=1; |
| 713 | while (i<=m_size && rtemp==0) { /* equalityset vars have highest priorities */ |
| 714 | if (set_member(i,equalityset) && !set_member(i,rowexcluded)){ |
| 715 | if (localdebug) fprintf(stderr,"marked set %ld chosen as a candidate\n",i); |
| 716 | rtemp=i; |
| 717 | } |
| 718 | i++; |
| 719 | } |
| 720 | if (rtemp==0) dd_SelectPreorderedNext2(m_size,d_size,rowexcluded,ordervec,&rtemp);; |
| 721 | if (rtemp>=1) { |
| 722 | *r=rtemp; |
| 723 | *s=1; |
| 724 | while (*s <= d_size && !*selected) { |
| 725 | dd_TableauEntry(&Xtemp,m_size,d_size,A,T,*r,*s); |
| 726 | if (!set_member(*s,NopivotCol) && dd_Nonzero(Xtemp)) { |
| 727 | *selected = dd_TRUE; |
| 728 | stop = dd_TRUE; |
| 729 | } else { |
| 730 | (*s)++; |
| 731 | } |
| 732 | } |
| 733 | if (!*selected) { |
| 734 | set_addelem(rowexcluded,rtemp); |
| 735 | } |
| 736 | } |
| 737 | else { |
| 738 | *r = 0; |
| 739 | *s = 0; |
| 740 | stop = dd_TRUE; |
| 741 | } |
| 742 | } while (!stop); |
| 743 | set_free(rowexcluded); dd_clear(Xtemp); |
| 744 | } |
| 745 | |
| 746 | void dd_GaussianColumnPivot(dd_rowrange m_size, dd_colrange d_size, |
| 747 | dd_Amatrix X, dd_Bmatrix T, dd_rowrange r, dd_colrange s) |
| 748 | /* Update the Transformation matrix T with the pivot operation on (r,s) |
| 749 | This procedure performs a implicit pivot operation on the matrix X by |
| 750 | updating the dual basis inverse T. |
| 751 | */ |
| 752 | { |
| 753 | dd_colrange j, j1; |
| 754 | mytype Xtemp0, Xtemp1, Xtemp; |
| 755 | static dd_Arow Rtemp; |
| 756 | static dd_colrange last_d=0; |
| 757 | |
| 758 | dd_init(Xtemp0); dd_init(Xtemp1); dd_init(Xtemp); |
| 759 | if (last_d!=d_size){ |
| 760 | if (last_d>0) { |
| 761 | for (j=1; j<=last_d; j++) dd_clear(Rtemp[j-1]); |
| 762 | free(Rtemp); |
| 763 | } |
| 764 | Rtemp=(mytype*)calloc(d_size,sizeof(mytype)); |
| 765 | for (j=1; j<=d_size; j++) dd_init(Rtemp[j-1]); |
| 766 | last_d=d_size; |
| 767 | } |
| 768 | |
| 769 | for (j=1; j<=d_size; j++) { |
| 770 | dd_TableauEntry(&(Rtemp[j-1]), m_size, d_size, X, T, r,j); |
| 771 | } |
| 772 | dd_set(Xtemp0,Rtemp[s-1]); |
| 773 | for (j = 1; j <= d_size; j++) { |
| 774 | if (j != s) { |
| 775 | dd_div(Xtemp,Rtemp[j-1],Xtemp0); |
| 776 | dd_set(Xtemp1,dd_purezero); |
| 777 | for (j1 = 1; j1 <= d_size; j1++){ |
| 778 | dd_mul(Xtemp1,Xtemp,T[j1-1][s - 1]); |
| 779 | dd_sub(T[j1-1][j-1],T[j1-1][j-1],Xtemp1); |
| 780 | /* T[j1-1][j-1] -= T[j1-1][s - 1] * Xtemp / Xtemp0; */ |
| 781 | } |
| 782 | } |
| 783 | } |
| 784 | for (j = 1; j <= d_size; j++) |
| 785 | dd_div(T[j-1][s - 1],T[j-1][s - 1],Xtemp0); |
| 786 | |
| 787 | dd_clear(Xtemp0); dd_clear(Xtemp1); dd_clear(Xtemp); |
| 788 | } |
| 789 | |
| 790 | void dd_GaussianColumnPivot2(dd_rowrange m_size,dd_colrange d_size, |
| 791 | dd_Amatrix A,dd_Bmatrix T,dd_colindex nbindex,dd_rowindex bflag,dd_rowrange r,dd_colrange s) |
| 792 | /* Update the Transformation matrix T with the pivot operation on (r,s) |
| 793 | This procedure performs a implicit pivot operation on the matrix A by |
| 794 | updating the dual basis inverse T. |
| 795 | */ |
| 796 | { |
| 797 | int localdebug=dd_FALSE; |
| 798 | long entering; |
| 799 | |
| 800 | if (dd_debug) localdebug=dd_debug; |
| 801 | dd_GaussianColumnPivot(m_size,d_size,A,T,r,s); |
| 802 | entering=nbindex[s]; |
| 803 | bflag[r]=s; /* the nonbasic variable r corresponds to column s */ |
| 804 | nbindex[s]=r; /* the nonbasic variable on s column is r */ |
| 805 | |
| 806 | if (entering>0) bflag[entering]=-1; |
| 807 | /* original variables have negative index and should not affect the row index */ |
| 808 | |
| 809 | if (localdebug) { |
| 810 | fprintf(stderr,"dd_GaussianColumnPivot2\n"); |
| 811 | fprintf(stderr," pivot: (leaving, entering) = (%ld, %ld)\n", r,entering); |
| 812 | fprintf(stderr, " bflag[%ld] is set to %ld\n", r, s); |
| 813 | } |
| 814 | } |
| 815 | |
| 816 | |
| 817 | void dd_ResetTableau(dd_rowrange m_size,dd_colrange d_size,dd_Bmatrix T, |
| 818 | dd_colindex nbindex,dd_rowindex bflag,dd_rowrange objrow,dd_colrange rhscol) |
| 819 | { |
| 820 | dd_rowrange i; |
| 821 | dd_colrange j; |
| 822 | |
| 823 | /* Initialize T and nbindex */ |
| 824 | for (j=1; j<=d_size; j++) nbindex[j]=-j; |
| 825 | nbindex[rhscol]=0; |
| 826 | /* RHS is already in nonbasis and is considered to be associated |
| 827 | with the zero-th row of input. */ |
| 828 | dd_SetToIdentity(d_size,T); |
| 829 | |
| 830 | /* Set the bflag according to nbindex */ |
| 831 | for (i=1; i<=m_size; i++) bflag[i]=-1; |
| 832 | /* all basic variables have index -1 */ |
| 833 | bflag[objrow]= 0; |
| 834 | /* bflag of the objective variable is 0, |
| 835 | different from other basic variables which have -1 */ |
| 836 | for (j=1; j<=d_size; j++) if (nbindex[j]>0) bflag[nbindex[j]]=j; |
| 837 | /* bflag of a nonbasic variable is its column number */ |
| 838 | |
| 839 | } |
| 840 | |
| 841 | void dd_SelectCrissCrossPivot(dd_rowrange m_size,dd_colrange d_size,dd_Amatrix A,dd_Bmatrix T, |
| 842 | dd_rowindex bflag,dd_rowrange objrow,dd_colrange rhscol, |
| 843 | dd_rowrange *r,dd_colrange *s, |
| 844 | int *selected,dd_LPStatusType *lps) |
| 845 | { |
| 846 | int colselected=dd_FALSE,rowselected=dd_FALSE; |
| 847 | dd_rowrange i; |
| 848 | mytype val; |
| 849 | |
| 850 | dd_init(val); |
| 851 | *selected=dd_FALSE; |
| 852 | *lps=dd_LPSundecided; |
| 853 | while ((*lps==dd_LPSundecided) && (!rowselected) && (!colselected)) { |
| 854 | for (i=1; i<=m_size; i++) { |
| 855 | if (i!=objrow && bflag[i]==-1) { /* i is a basic variable */ |
| 856 | dd_TableauEntry(&val,m_size,d_size,A,T,i,rhscol); |
| 857 | if (dd_Negative(val)) { |
| 858 | rowselected=dd_TRUE; |
| 859 | *r=i; |
| 860 | break; |
| 861 | } |
| 862 | } |
| 863 | else if (bflag[i] >0) { /* i is nonbasic variable */ |
| 864 | dd_TableauEntry(&val,m_size,d_size,A,T,objrow,bflag[i]); |
| 865 | if (dd_Positive(val)) { |
| 866 | colselected=dd_TRUE; |
| 867 | *s=bflag[i]; |
| 868 | break; |
| 869 | } |
| 870 | } |
| 871 | } |
| 872 | if ((!rowselected) && (!colselected)) { |
| 873 | *lps=dd_Optimal; |
| 874 | return; |
| 875 | } |
| 876 | else if (rowselected) { |
| 877 | for (i=1; i<=m_size; i++) { |
| 878 | if (bflag[i] >0) { /* i is nonbasic variable */ |
| 879 | dd_TableauEntry(&val,m_size,d_size,A,T,*r,bflag[i]); |
| 880 | if (dd_Positive(val)) { |
| 881 | colselected=dd_TRUE; |
| 882 | *s=bflag[i]; |
| 883 | *selected=dd_TRUE; |
| 884 | break; |
| 885 | } |
| 886 | } |
| 887 | } |
| 888 | } |
| 889 | else if (colselected) { |
| 890 | for (i=1; i<=m_size; i++) { |
| 891 | if (i!=objrow && bflag[i]==-1) { /* i is a basic variable */ |
| 892 | dd_TableauEntry(&val,m_size,d_size,A,T,i,*s); |
| 893 | if (dd_Negative(val)) { |
| 894 | rowselected=dd_TRUE; |
| 895 | *r=i; |
| 896 | *selected=dd_TRUE; |
| 897 | break; |
| 898 | } |
| 899 | } |
| 900 | } |
| 901 | } |
| 902 | if (!rowselected) { |
| 903 | *lps=dd_DualInconsistent; |
| 904 | } |
| 905 | else if (!colselected) { |
| 906 | *lps=dd_Inconsistent; |
| 907 | } |
| 908 | } |
| 909 | dd_clear(val); |
| 910 | } |
| 911 | |
| 912 | void dd_CrissCrossSolve(dd_LPPtr lp, dd_ErrorType *err) |
| 913 | { |
| 914 | switch (lp->objective) { |
| 915 | case dd_LPmax: |
| 916 | dd_CrissCrossMaximize(lp,err); |
| 917 | break; |
| 918 | |
| 919 | case dd_LPmin: |
| 920 | dd_CrissCrossMinimize(lp,err); |
| 921 | break; |
| 922 | |
| 923 | case dd_LPnone: *err=dd_NoLPObjective; break; |
| 924 | } |
| 925 | |
| 926 | } |
| 927 | |
| 928 | void dd_DualSimplexSolve(dd_LPPtr lp, dd_ErrorType *err) |
| 929 | { |
| 930 | switch (lp->objective) { |
| 931 | case dd_LPmax: |
| 932 | dd_DualSimplexMaximize(lp,err); |
| 933 | break; |
| 934 | |
| 935 | case dd_LPmin: |
| 936 | dd_DualSimplexMinimize(lp,err); |
| 937 | break; |
| 938 | |
| 939 | case dd_LPnone: *err=dd_NoLPObjective; break; |
| 940 | } |
| 941 | } |
| 942 | |
| 943 | #ifdef GMPRATIONAL |
| 944 | |
| 945 | dd_LPStatusType LPSf2LPS(ddf_LPStatusType lpsf) |
| 946 | { |
| 947 | dd_LPStatusType lps=dd_LPSundecided; |
| 948 | |
| 949 | switch (lpsf) { |
| 950 | case ddf_LPSundecided: lps=dd_LPSundecided; break; |
| 951 | case ddf_Optimal: lps=dd_Optimal; break; |
| 952 | case ddf_Inconsistent: lps=dd_Inconsistent; break; |
| 953 | case ddf_DualInconsistent: lps=dd_DualInconsistent; break; |
| 954 | case ddf_StrucInconsistent: lps=dd_StrucInconsistent; break; |
| 955 | case ddf_StrucDualInconsistent: lps=dd_StrucDualInconsistent; break; |
| 956 | case ddf_Unbounded: lps=dd_Unbounded; break; |
| 957 | case ddf_DualUnbounded: lps=dd_DualUnbounded; break; |
| 958 | } |
| 959 | return lps; |
| 960 | } |
| 961 | |
| 962 | |
| 963 | void dd_BasisStatus(ddf_LPPtr lpf, dd_LPPtr lp, dd_boolean *LPScorrect) |
| 964 | { |
| 965 | int i; |
| 966 | dd_colrange se, j; |
| 967 | dd_boolean basisfound; |
| 968 | |
| 969 | switch (lp->objective) { |
| 970 | case dd_LPmax: |
| 971 | dd_BasisStatusMaximize(lp->m,lp->d,lp->A,lp->B,lp->equalityset,lp->objrow,lp->rhscol, |
| 972 | lpf->LPS,&(lp->optvalue),lp->sol,lp->dsol,lp->posset_extra,lpf->nbindex,lpf->re,lpf->se,&se,lp->pivots, |
| 973 | &basisfound, LPScorrect); |
| 974 | if (*LPScorrect) { |
| 975 | /* printf("BasisStatus Check: the current basis is verified with GMP\n"); */ |
| 976 | lp->LPS=LPSf2LPS(lpf->LPS); |
| 977 | lp->re=lpf->re; |
| 978 | lp->se=se; |
| 979 | for (j=1; j<=lp->d; j++) lp->nbindex[j]=lpf->nbindex[j]; |
| 980 | } |
| 981 | for (i=1; i<=5; i++) lp->pivots[i-1]+=lpf->pivots[i-1]; |
| 982 | break; |
| 983 | case dd_LPmin: |
| 984 | dd_BasisStatusMinimize(lp->m,lp->d,lp->A,lp->B,lp->equalityset,lp->objrow,lp->rhscol, |
| 985 | lpf->LPS,&(lp->optvalue),lp->sol,lp->dsol,lp->posset_extra,lpf->nbindex,lpf->re,lpf->se,&se,lp->pivots, |
| 986 | &basisfound, LPScorrect); |
| 987 | if (*LPScorrect) { |
| 988 | /* printf("BasisStatus Check: the current basis is verified with GMP\n"); */ |
| 989 | lp->LPS=LPSf2LPS(lpf->LPS); |
| 990 | lp->re=lpf->re; |
| 991 | lp->se=se; |
| 992 | for (j=1; j<=lp->d; j++) lp->nbindex[j]=lpf->nbindex[j]; |
| 993 | } |
| 994 | for (i=1; i<=5; i++) lp->pivots[i-1]+=lpf->pivots[i-1]; |
| 995 | break; |
| 996 | case dd_LPnone: break; |
| 997 | } |
| 998 | } |
| 999 | #endif |
| 1000 | |
| 1001 | void dd_FindLPBasis(dd_rowrange m_size,dd_colrange d_size, |
| 1002 | dd_Amatrix A, dd_Bmatrix T,dd_rowindex OV,dd_rowset equalityset, dd_colindex nbindex, |
| 1003 | dd_rowindex bflag,dd_rowrange objrow,dd_colrange rhscol, |
| 1004 | dd_colrange *cs,int *found,dd_LPStatusType *lps,long *pivot_no) |
| 1005 | { |
| 1006 | /* Find a LP basis using Gaussian pivots. |
| 1007 | If the problem has an LP basis, |
| 1008 | the procedure returns *found=dd_TRUE,*lps=LPSundecided and an LP basis. |
| 1009 | If the constraint matrix A (excluding the rhs and objective) is not |
| 1010 | column independent, there are two cases. If the dependency gives a dual |
| 1011 | inconsistency, this returns *found=dd_FALSE, *lps=dd_StrucDualInconsistent and |
| 1012 | the evidence column *s. Otherwise, this returns *found=dd_TRUE, |
| 1013 | *lps=LPSundecided and an LP basis of size less than d_size. Columns j |
| 1014 | that do not belong to the basis (i.e. cannot be chosen as pivot because |
| 1015 | they are all zero) will be indicated in nbindex vector: nbindex[j] will |
| 1016 | be negative and set to -j. |
| 1017 | */ |
| 1018 | int chosen,stop; |
| 1019 | long pivots_p0=0,rank; |
| 1020 | colset ColSelected; |
| 1021 | rowset RowSelected; |
| 1022 | mytype val; |
| 1023 | |
| 1024 | dd_rowrange r; |
| 1025 | dd_colrange j,s; |
| 1026 | |
| 1027 | dd_init(val); |
| 1028 | *found=dd_FALSE; *cs=0; rank=0; |
| 1029 | stop=dd_FALSE; |
| 1030 | *lps=dd_LPSundecided; |
| 1031 | |
| 1032 | set_initialize(&RowSelected,m_size); |
| 1033 | set_initialize(&ColSelected,d_size); |
| 1034 | set_addelem(RowSelected,objrow); |
| 1035 | set_addelem(ColSelected,rhscol); |
| 1036 | |
| 1037 | stop=dd_FALSE; |
| 1038 | do { /* Find a LP basis */ |
| 1039 | dd_SelectPivot2(m_size,d_size,A,T,dd_MinIndex,OV,equalityset, |
| 1040 | m_size,RowSelected,ColSelected,&r,&s,&chosen); |
| 1041 | if (chosen) { |
| 1042 | set_addelem(RowSelected,r); |
| 1043 | set_addelem(ColSelected,s); |
| 1044 | dd_GaussianColumnPivot2(m_size,d_size,A,T,nbindex,bflag,r,s); |
| 1045 | pivots_p0++; |
| 1046 | rank++; |
| 1047 | } else { |
| 1048 | for (j=1;j<=d_size && *lps==dd_LPSundecided; j++) { |
| 1049 | if (j!=rhscol && nbindex[j]<0){ |
| 1050 | dd_TableauEntry(&val,m_size,d_size,A,T,objrow,j); |
| 1051 | if (dd_Nonzero(val)){ /* dual inconsistent */ |
| 1052 | *lps=dd_StrucDualInconsistent; |
| 1053 | *cs=j; |
| 1054 | /* dual inconsistent because the nonzero reduced cost */ |
| 1055 | } |
| 1056 | } |
| 1057 | } |
| 1058 | if (*lps==dd_LPSundecided) *found=dd_TRUE; |
| 1059 | /* dependent columns but not dual inconsistent. */ |
| 1060 | stop=dd_TRUE; |
| 1061 | } |
| 1062 | /* printf("d_size=%ld, rank=%ld\n",d_size,rank); */ |
| 1063 | if (rank==d_size-1) { |
| 1064 | stop = dd_TRUE; |
| 1065 | *found=dd_TRUE; |
| 1066 | } |
| 1067 | } while (!stop); |
| 1068 | |
| 1069 | *pivot_no=pivots_p0; |
| 1070 | dd_statBApivots+=pivots_p0; |
| 1071 | set_free(RowSelected); |
| 1072 | set_free(ColSelected); |
| 1073 | dd_clear(val); |
| 1074 | } |
| 1075 | |
| 1076 | |
| 1077 | void dd_FindLPBasis2(dd_rowrange m_size,dd_colrange d_size, |
| 1078 | dd_Amatrix A, dd_Bmatrix T,dd_rowindex OV,dd_rowset equalityset, dd_colindex nbindex, |
| 1079 | dd_rowindex bflag,dd_rowrange objrow,dd_colrange rhscol, |
| 1080 | dd_colrange *cs,int *found,long *pivot_no) |
| 1081 | { |
| 1082 | /* Similar to dd_FindLPBasis but it is much simpler. This tries to recompute T for |
| 1083 | the specified basis given by nbindex. It will return *found=dd_FALSE if the specified |
| 1084 | basis is not a basis. |
| 1085 | */ |
| 1086 | int chosen,stop; |
| 1087 | long pivots_p0=0,rank; |
| 1088 | dd_colset ColSelected,DependentCols; |
| 1089 | dd_rowset RowSelected, NopivotRow; |
| 1090 | mytype val; |
| 1091 | dd_boolean localdebug=dd_FALSE; |
| 1092 | |
| 1093 | dd_rowrange r,negcount=0; |
| 1094 | dd_colrange j,s; |
| 1095 | |
| 1096 | dd_init(val); |
| 1097 | *found=dd_FALSE; *cs=0; rank=0; |
| 1098 | |
| 1099 | set_initialize(&RowSelected,m_size); |
| 1100 | set_initialize(&DependentCols,d_size); |
| 1101 | set_initialize(&ColSelected,d_size); |
| 1102 | set_initialize(&NopivotRow,m_size); |
| 1103 | set_addelem(RowSelected,objrow); |
| 1104 | set_addelem(ColSelected,rhscol); |
| 1105 | set_compl(NopivotRow, NopivotRow); /* set NopivotRow to be the groundset */ |
| 1106 | |
| 1107 | for (j=2; j<=d_size; j++) |
| 1108 | if (nbindex[j]>0) |
| 1109 | set_delelem(NopivotRow, nbindex[j]); |
| 1110 | else if (nbindex[j]<0){ |
| 1111 | negcount++; |
| 1112 | set_addelem(DependentCols, -nbindex[j]); |
| 1113 | set_addelem(ColSelected, -nbindex[j]); |
| 1114 | } |
| 1115 | |
| 1116 | set_uni(RowSelected, RowSelected, NopivotRow); /* RowSelected is the set of rows not allowed to poviot on */ |
| 1117 | |
| 1118 | stop=dd_FALSE; |
| 1119 | do { /* Find a LP basis */ |
| 1120 | dd_SelectPivot2(m_size,d_size,A,T,dd_MinIndex,OV,equalityset, m_size,RowSelected,ColSelected,&r,&s,&chosen); |
| 1121 | if (chosen) { |
| 1122 | set_addelem(RowSelected,r); |
| 1123 | set_addelem(ColSelected,s); |
| 1124 | |
| 1125 | dd_GaussianColumnPivot2(m_size,d_size,A,T,nbindex,bflag,r,s); |
| 1126 | if (localdebug && m_size <=10){ |
| 1127 | dd_WriteBmatrix(stderr,d_size,T); |
| 1128 | dd_WriteTableau(stderr,m_size,d_size,A,T,nbindex,bflag); |
| 1129 | } |
| 1130 | pivots_p0++; |
| 1131 | rank++; |
| 1132 | } else{ |
| 1133 | *found=dd_FALSE; /* cannot pivot on any of the spacified positions. */ |
| 1134 | stop=dd_TRUE; |
| 1135 | } |
| 1136 | if (rank==d_size-1-negcount) { |
| 1137 | if (negcount){ |
| 1138 | /* Now it tries to pivot on rows that are supposed to be dependent. */ |
| 1139 | set_diff(ColSelected, ColSelected, DependentCols); |
| 1140 | dd_SelectPivot2(m_size,d_size,A,T,dd_MinIndex,OV,equalityset, m_size,RowSelected,ColSelected,&r,&s,&chosen); |
| 1141 | if (chosen) *found=dd_FALSE; /* not supposed to be independent */ |
| 1142 | else *found=dd_TRUE; |
| 1143 | if (localdebug){ |
| 1144 | printf("Try to check the dependent cols:"); |
| 1145 | set_write(DependentCols); |
| 1146 | if (chosen) printf("They are not dependent. Can still pivot on (%ld, %ld)\n",r, s); |
| 1147 | else printf("They are indeed dependent.\n"); |
| 1148 | } |
| 1149 | } else { |
| 1150 | *found=dd_TRUE; |
| 1151 | } |
| 1152 | stop = dd_TRUE; |
| 1153 | } |
| 1154 | } while (!stop); |
| 1155 | |
| 1156 | for (j=1; j<=d_size; j++) if (nbindex[j]>0) bflag[nbindex[j]]=j; |
| 1157 | *pivot_no=pivots_p0; |
| 1158 | set_free(RowSelected); |
| 1159 | set_free(ColSelected); |
| 1160 | set_free(NopivotRow); |
| 1161 | set_free(DependentCols); |
| 1162 | dd_clear(val); |
| 1163 | } |
| 1164 | |
| 1165 | void dd_FindDualFeasibleBasis(dd_rowrange m_size,dd_colrange d_size, |
| 1166 | dd_Amatrix A,dd_Bmatrix T,dd_rowindex OV, |
| 1167 | dd_colindex nbindex,dd_rowindex bflag,dd_rowrange objrow,dd_colrange rhscol, dd_boolean lexicopivot, |
| 1168 | dd_colrange *s,dd_ErrorType *err,dd_LPStatusType *lps,long *pivot_no, long maxpivots) |
| 1169 | { |
| 1170 | /* Find a dual feasible basis using Phase I of Dual Simplex method. |
| 1171 | If the problem is dual feasible, |
| 1172 | the procedure returns *err=NoError, *lps=LPSundecided and a dual feasible |
| 1173 | basis. If the problem is dual infeasible, this returns |
| 1174 | *err=NoError, *lps=DualInconsistent and the evidence column *s. |
| 1175 | Caution: matrix A must have at least one extra row: the row space A[m_size] must |
| 1176 | have been allocated. |
| 1177 | */ |
| 1178 | dd_boolean phase1,dualfeasible=dd_TRUE; |
| 1179 | dd_boolean localdebug=dd_FALSE,chosen,stop; |
| 1180 | dd_LPStatusType LPSphase1; |
| 1181 | long pivots_p1=0; |
| 1182 | dd_rowrange i,r_val; |
| 1183 | dd_colrange j,l,ms=0,s_val,local_m_size; |
| 1184 | mytype x,val,maxcost,axvalue,maxratio; |
| 1185 | static dd_colrange d_last=0; |
| 1186 | static dd_Arow rcost; |
| 1187 | static dd_colindex nbindex_ref; /* to be used to store the initial feasible basis for lexico rule */ |
| 1188 | |
| 1189 | mytype scaling,svalue; /* random scaling mytype value */ |
| 1190 | mytype minval; |
| 1191 | |
| 1192 | if (dd_debug) localdebug=dd_debug; |
| 1193 | dd_init(x); dd_init(val); dd_init(scaling); dd_init(svalue); dd_init(axvalue); |
| 1194 | dd_init(maxcost); dd_set(maxcost,dd_minuszero); |
| 1195 | dd_init(maxratio); dd_set(maxratio,dd_minuszero); |
| 1196 | if (d_last<d_size) { |
| 1197 | if (d_last>0) { |
| 1198 | for (j=1; j<=d_last; j++){ dd_clear(rcost[j-1]);} |
| 1199 | free(rcost); |
| 1200 | free(nbindex_ref); |
| 1201 | } |
| 1202 | rcost=(mytype*) calloc(d_size,sizeof(mytype)); |
| 1203 | nbindex_ref=(long*) calloc(d_size+1,sizeof(long)); |
| 1204 | for (j=1; j<=d_size; j++){ dd_init(rcost[j-1]);} |
| 1205 | d_last=d_size; |
| 1206 | } |
| 1207 | |
| 1208 | *err=dd_NoError; *lps=dd_LPSundecided; *s=0; |
| 1209 | local_m_size=m_size+1; /* increase m_size by 1 */ |
| 1210 | |
| 1211 | ms=0; /* ms will be the index of column which has the largest reduced cost */ |
| 1212 | for (j=1; j<=d_size; j++){ |
| 1213 | if (j!=rhscol){ |
| 1214 | dd_TableauEntry(&(rcost[j-1]),local_m_size,d_size,A,T,objrow,j); |
| 1215 | if (dd_Larger(rcost[j-1],maxcost)) {dd_set(maxcost,rcost[j-1]); ms = j;} |
| 1216 | } |
| 1217 | } |
| 1218 | if (dd_Positive(maxcost)) dualfeasible=dd_FALSE; |
| 1219 | |
| 1220 | if (!dualfeasible){ |
| 1221 | for (j=1; j<=d_size; j++){ |
| 1222 | dd_set(A[local_m_size-1][j-1], dd_purezero); |
| 1223 | for (l=1; l<=d_size; l++){ |
| 1224 | if (nbindex[l]>0) { |
| 1225 | dd_set_si(scaling,l+10); |
| 1226 | dd_mul(svalue,A[nbindex[l]-1][j-1],scaling); |
| 1227 | dd_sub(A[local_m_size-1][j-1],A[local_m_size-1][j-1],svalue); |
| 1228 | /* To make the auxiliary row (0,-11,-12,...,-d-10). |
| 1229 | It is likely to be better than (0, -1, -1, ..., -1) |
| 1230 | to avoid a degenerate LP. Version 093c. */ |
| 1231 | } |
| 1232 | } |
| 1233 | } |
| 1234 | |
| 1235 | if (localdebug){ |
| 1236 | fprintf(stderr,"\ndd_FindDualFeasibleBasis: curruent basis is not dual feasible.\n"); |
| 1237 | fprintf(stderr,"because of the column %ld assoc. with var %ld dual cost =", |
| 1238 | ms,nbindex[ms]); |
| 1239 | dd_WriteNumber(stderr, maxcost); |
| 1240 | if (localdebug) { |
| 1241 | if (m_size <=100 && d_size <=30){ |
| 1242 | printf("\ndd_FindDualFeasibleBasis: the starting dictionary.\n"); |
| 1243 | dd_WriteTableau(stdout,m_size+1,d_size,A,T,nbindex,bflag); |
| 1244 | } |
| 1245 | } |
| 1246 | } |
| 1247 | |
| 1248 | ms=0; |
| 1249 | /* Ratio Test: ms will be now the index of column which has the largest reduced cost |
| 1250 | over the auxiliary row entry */ |
| 1251 | for (j=1; j<=d_size; j++){ |
| 1252 | if ((j!=rhscol) && dd_Positive(rcost[j-1])){ |
| 1253 | dd_TableauEntry(&axvalue,local_m_size,d_size,A,T,local_m_size,j); |
| 1254 | if (dd_Nonnegative(axvalue)) { |
| 1255 | *err=dd_NumericallyInconsistent; |
| 1256 | /* This should not happen as they are set negative above. Quit the phase I.*/ |
| 1257 | if (localdebug) fprintf(stderr,"dd_FindDualFeasibleBasis: Numerical Inconsistency detected.\n"); |
| 1258 | goto _L99; |
| 1259 | } |
| 1260 | dd_neg(axvalue,axvalue); |
| 1261 | dd_div(axvalue,rcost[j-1],axvalue); /* axvalue is the negative of ratio that is to be maximized. */ |
| 1262 | if (dd_Larger(axvalue,maxratio)) { |
| 1263 | dd_set(maxratio,axvalue); |
| 1264 | ms = j; |
| 1265 | } |
| 1266 | } |
| 1267 | } |
| 1268 | |
| 1269 | if (ms==0) { |
| 1270 | *err=dd_NumericallyInconsistent; /* This should not happen. Quit the phase I.*/ |
| 1271 | if (localdebug) fprintf(stderr,"dd_FindDualFeasibleBasis: Numerical Inconsistency detected.\n"); |
| 1272 | goto _L99; |
| 1273 | } |
| 1274 | |
| 1275 | /* Pivot on (local_m_size,ms) so that the dual basic solution becomes feasible */ |
| 1276 | dd_GaussianColumnPivot2(local_m_size,d_size,A,T,nbindex,bflag,local_m_size,ms); |
| 1277 | pivots_p1=pivots_p1+1; |
| 1278 | if (localdebug) { |
| 1279 | printf("\ndd_FindDualFeasibleBasis: Pivot on %ld %ld.\n",local_m_size,ms); |
| 1280 | } |
| 1281 | |
| 1282 | for (j=1; j<=d_size; j++) nbindex_ref[j]=nbindex[j]; |
| 1283 | /* set the reference basis to be the current feasible basis. */ |
| 1284 | if (localdebug){ |
| 1285 | fprintf(stderr, "Store the current feasible basis:"); |
| 1286 | for (j=1; j<=d_size; j++) fprintf(stderr, " %ld", nbindex_ref[j]); |
| 1287 | fprintf(stderr, "\n"); |
| 1288 | if (m_size <=100 && d_size <=30) |
| 1289 | dd_WriteSignTableau2(stdout,m_size+1,d_size,A,T,nbindex_ref,nbindex,bflag); |
| 1290 | } |
| 1291 | |
| 1292 | phase1=dd_TRUE; stop=dd_FALSE; |
| 1293 | do { /* Dual Simplex Phase I */ |
| 1294 | chosen=dd_FALSE; LPSphase1=dd_LPSundecided; |
| 1295 | if (pivots_p1>maxpivots) { |
| 1296 | *err=dd_LPCycling; |
| 1297 | fprintf(stderr,"max number %ld of pivots performed in Phase I. Switch to the anticycling phase.\n", maxpivots); |
| 1298 | goto _L99; /* failure due to max no. of pivots performed */ |
| 1299 | } |
| 1300 | dd_SelectDualSimplexPivot(local_m_size,d_size,phase1,A,T,OV,nbindex_ref,nbindex,bflag, |
| 1301 | objrow,rhscol,lexicopivot,&r_val,&s_val,&chosen,&LPSphase1); |
| 1302 | if (!chosen) { |
| 1303 | /* The current dictionary is terminal. There are two cases: |
| 1304 | dd_TableauEntry(local_m_size,d_size,A,T,objrow,ms) is negative or zero. |
| 1305 | The first case implies dual infeasible, |
| 1306 | and the latter implies dual feasible but local_m_size is still in nonbasis. |
| 1307 | We must pivot in the auxiliary variable local_m_size. |
| 1308 | */ |
| 1309 | dd_TableauEntry(&x,local_m_size,d_size,A,T,objrow,ms); |
| 1310 | if (dd_Negative(x)){ |
| 1311 | *err=dd_NoError; *lps=dd_DualInconsistent; *s=ms; |
| 1312 | } |
| 1313 | if (localdebug) { |
| 1314 | fprintf(stderr,"\ndd_FindDualFeasibleBasis: the auxiliary variable was forced to enter the basis (# pivots = %ld).\n",pivots_p1); |
| 1315 | fprintf(stderr," -- objrow %ld, ms %ld entry: ",objrow,ms); |
| 1316 | dd_WriteNumber(stderr, x); fprintf(stderr,"\n"); |
| 1317 | if (dd_Negative(x)){ |
| 1318 | fprintf(stderr,"->The basis is dual inconsistent. Terminate.\n"); |
| 1319 | } else { |
| 1320 | fprintf(stderr,"->The basis is feasible. Go to phase II.\n"); |
| 1321 | } |
| 1322 | } |
| 1323 | |
| 1324 | dd_init(minval); |
| 1325 | r_val=0; |
| 1326 | for (i=1; i<=local_m_size; i++){ |
| 1327 | if (bflag[i]<0) { |
| 1328 | /* i is basic and not the objective variable */ |
| 1329 | dd_TableauEntry(&val,local_m_size,d_size,A,T,i,ms); /* auxiliary column*/ |
| 1330 | if (dd_Smaller(val, minval)) { |
| 1331 | r_val=i; |
| 1332 | dd_set(minval,val); |
| 1333 | } |
| 1334 | } |
| 1335 | } |
| 1336 | dd_clear(minval); |
| 1337 | |
| 1338 | if (r_val==0) { |
| 1339 | *err=dd_NumericallyInconsistent; /* This should not happen. Quit the phase I.*/ |
| 1340 | if (localdebug) fprintf(stderr,"dd_FindDualFeasibleBasis: Numerical Inconsistency detected (r_val is 0).\n"); |
| 1341 | goto _L99; |
| 1342 | } |
| 1343 | |
| 1344 | dd_GaussianColumnPivot2(local_m_size,d_size,A,T,nbindex,bflag,r_val,ms); |
| 1345 | pivots_p1=pivots_p1+1; |
| 1346 | if (localdebug) { |
| 1347 | printf("\ndd_FindDualFeasibleBasis: make the %ld-th pivot on %ld %ld to force the auxiliary variable to enter the basis.\n",pivots_p1,r_val,ms); |
| 1348 | if (m_size <=100 && d_size <=30) |
| 1349 | dd_WriteSignTableau2(stdout,m_size+1,d_size,A,T,nbindex_ref,nbindex,bflag); |
| 1350 | } |
| 1351 | |
| 1352 | stop=dd_TRUE; |
| 1353 | |
| 1354 | } else { |
| 1355 | dd_GaussianColumnPivot2(local_m_size,d_size,A,T,nbindex,bflag,r_val,s_val); |
| 1356 | pivots_p1=pivots_p1+1; |
| 1357 | if (localdebug) { |
| 1358 | printf("\ndd_FindDualFeasibleBasis: make a %ld-th pivot on %ld %ld\n",pivots_p1,r_val,s_val); |
| 1359 | if (m_size <=100 && d_size <=30) |
| 1360 | dd_WriteSignTableau2(stdout,local_m_size,d_size,A,T,nbindex_ref,nbindex,bflag); |
| 1361 | } |
| 1362 | |
| 1363 | |
| 1364 | if (bflag[local_m_size]<0) { |
| 1365 | stop=dd_TRUE; |
| 1366 | if (localdebug) |
| 1367 | fprintf(stderr,"\nDualSimplex Phase I: the auxiliary variable entered the basis (# pivots = %ld).\nGo to phase II\n",pivots_p1); |
| 1368 | } |
| 1369 | } |
| 1370 | } while(!stop); |
| 1371 | } |
| 1372 | _L99: |
| 1373 | *pivot_no=pivots_p1; |
| 1374 | dd_statDS1pivots+=pivots_p1; |
| 1375 | dd_clear(x); dd_clear(val); dd_clear(maxcost); dd_clear(maxratio); |
| 1376 | dd_clear(scaling); dd_clear(svalue); dd_clear(axvalue); |
| 1377 | } |
| 1378 | |
| 1379 | void dd_DualSimplexMinimize(dd_LPPtr lp,dd_ErrorType *err) |
| 1380 | { |
| 1381 | dd_colrange j; |
| 1382 | |
| 1383 | *err=dd_NoError; |
| 1384 | for (j=1; j<=lp->d; j++) |
| 1385 | dd_neg(lp->A[lp->objrow-1][j-1],lp->A[lp->objrow-1][j-1]); |
| 1386 | dd_DualSimplexMaximize(lp,err); |
| 1387 | dd_neg(lp->optvalue,lp->optvalue); |
| 1388 | for (j=1; j<=lp->d; j++){ |
| 1389 | if (lp->LPS!=dd_Inconsistent) { |
| 1390 | /* Inconsistent certificate stays valid for minimization, 0.94e */ |
| 1391 | dd_neg(lp->dsol[j-1],lp->dsol[j-1]); |
| 1392 | } |
| 1393 | dd_neg(lp->A[lp->objrow-1][j-1],lp->A[lp->objrow-1][j-1]); |
| 1394 | } |
| 1395 | } |
| 1396 | |
| 1397 | void dd_DualSimplexMaximize(dd_LPPtr lp,dd_ErrorType *err) |
| 1398 | /* |
| 1399 | When LP is inconsistent then lp->re returns the evidence row. |
| 1400 | When LP is dual-inconsistent then lp->se returns the evidence column. |
| 1401 | */ |
| 1402 | { |
| 1403 | int stop,chosen,phase1,found; |
| 1404 | long pivots_ds=0,pivots_p0=0,pivots_p1=0,pivots_pc=0,maxpivots,maxpivfactor=20; |
| 1405 | dd_boolean localdebug=dd_FALSE,localdebug1=dd_FALSE; |
| 1406 | |
| 1407 | #if !defined GMPRATIONAL |
| 1408 | long maxccpivots,maxccpivfactor=100; |
| 1409 | /* criss-cross should not cycle, but with floating-point arithmetics, it happens |
| 1410 | (very rarely). Jorg Rambau reported such an LP, in August 2003. Thanks Jorg! |
| 1411 | */ |
| 1412 | #endif |
| 1413 | |
| 1414 | dd_rowrange i,r; |
| 1415 | dd_colrange j,s; |
| 1416 | static dd_rowindex bflag; |
| 1417 | static long mlast=0,nlast=0; |
| 1418 | static dd_rowindex OrderVector; /* the permutation vector to store a preordered row indeces */ |
| 1419 | static dd_colindex nbindex_ref; /* to be used to store the initial feasible basis for lexico rule */ |
| 1420 | |
| 1421 | double redpercent=0,redpercent_prev=0,redgain=0; |
| 1422 | unsigned int rseed=1; |
| 1423 | |
| 1424 | /* *err=dd_NoError; */ |
| 1425 | if (dd_debug) localdebug=dd_debug; |
| 1426 | set_emptyset(lp->redset_extra); |
| 1427 | for (i=0; i<= 4; i++) lp->pivots[i]=0; |
| 1428 | maxpivots=maxpivfactor*lp->d; /* maximum pivots to be performed before cc pivot is applied. */ |
| 1429 | #if !defined GMPRATIONAL |
| 1430 | maxccpivots=maxccpivfactor*lp->d; /* maximum pivots to be performed with emergency cc pivots. */ |
| 1431 | #endif |
| 1432 | if (mlast!=lp->m || nlast!=lp->d){ |
| 1433 | if (mlast>0) { /* called previously with different lp->m */ |
| 1434 | free(OrderVector); |
| 1435 | free(bflag); |
| 1436 | free(nbindex_ref); |
| 1437 | } |
| 1438 | OrderVector=(long *)calloc(lp->m+1,sizeof(*OrderVector)); |
| 1439 | bflag=(long *) calloc(lp->m+2,sizeof(*bflag)); /* one more element for an auxiliary variable */ |
| 1440 | nbindex_ref=(long*) calloc(lp->d+1,sizeof(long)); |
| 1441 | mlast=lp->m;nlast=lp->d; |
| 1442 | } |
| 1443 | /* Initializing control variables. */ |
| 1444 | dd_ComputeRowOrderVector2(lp->m,lp->d,lp->A,OrderVector,dd_MinIndex,rseed); |
| 1445 | |
| 1446 | lp->re=0; lp->se=0; |
| 1447 | |
| 1448 | dd_ResetTableau(lp->m,lp->d,lp->B,lp->nbindex,bflag,lp->objrow,lp->rhscol); |
| 1449 | |
| 1450 | dd_FindLPBasis(lp->m,lp->d,lp->A,lp->B,OrderVector,lp->equalityset,lp->nbindex,bflag, |
| 1451 | lp->objrow,lp->rhscol,&s,&found,&(lp->LPS),&pivots_p0); |
| 1452 | lp->pivots[0]=pivots_p0; |
| 1453 | |
| 1454 | if (!found){ |
| 1455 | lp->se=s; |
| 1456 | goto _L99; |
| 1457 | /* No LP basis is found, and thus Inconsistent. |
| 1458 | Output the evidence column. */ |
| 1459 | } |
| 1460 | |
| 1461 | dd_FindDualFeasibleBasis(lp->m,lp->d,lp->A,lp->B,OrderVector,lp->nbindex,bflag, |
| 1462 | lp->objrow,lp->rhscol,lp->lexicopivot,&s, err,&(lp->LPS),&pivots_p1, maxpivots); |
| 1463 | lp->pivots[1]=pivots_p1; |
| 1464 | |
| 1465 | for (j=1; j<=lp->d; j++) nbindex_ref[j]=lp->nbindex[j]; |
| 1466 | /* set the reference basis to be the current feasible basis. */ |
| 1467 | if (localdebug){ |
| 1468 | fprintf(stderr, "dd_DualSimplexMaximize: Store the current feasible basis:"); |
| 1469 | for (j=1; j<=lp->d; j++) fprintf(stderr, " %ld", nbindex_ref[j]); |
| 1470 | fprintf(stderr, "\n"); |
| 1471 | if (lp->m <=100 && lp->d <=30) |
| 1472 | dd_WriteSignTableau2(stdout,lp->m+1,lp->d,lp->A,lp->B,nbindex_ref,lp->nbindex,bflag); |
| 1473 | } |
| 1474 | |
| 1475 | if (*err==dd_LPCycling || *err==dd_NumericallyInconsistent){ |
| 1476 | if (localdebug) fprintf(stderr, "Phase I failed and thus switch to the Criss-Cross method\n"); |
| 1477 | dd_CrissCrossMaximize(lp,err); |
| 1478 | return; |
| 1479 | } |
| 1480 | |
| 1481 | if (lp->LPS==dd_DualInconsistent){ |
| 1482 | lp->se=s; |
| 1483 | goto _L99; |
| 1484 | /* No dual feasible basis is found, and thus DualInconsistent. |
| 1485 | Output the evidence column. */ |
| 1486 | } |
| 1487 | |
| 1488 | /* Dual Simplex Method */ |
| 1489 | stop=dd_FALSE; |
| 1490 | do { |
| 1491 | chosen=dd_FALSE; lp->LPS=dd_LPSundecided; phase1=dd_FALSE; |
| 1492 | if (pivots_ds<maxpivots) { |
| 1493 | dd_SelectDualSimplexPivot(lp->m,lp->d,phase1,lp->A,lp->B,OrderVector,nbindex_ref,lp->nbindex,bflag, |
| 1494 | lp->objrow,lp->rhscol,lp->lexicopivot,&r,&s,&chosen,&(lp->LPS)); |
| 1495 | } |
| 1496 | if (chosen) { |
| 1497 | pivots_ds=pivots_ds+1; |
| 1498 | if (lp->redcheck_extensive) { |
| 1499 | dd_GetRedundancyInformation(lp->m,lp->d,lp->A,lp->B,lp->nbindex, bflag, lp->redset_extra); |
| 1500 | set_uni(lp->redset_accum, lp->redset_accum,lp->redset_extra); |
| 1501 | redpercent=100*(double)set_card(lp->redset_extra)/(double)lp->m; |
| 1502 | redgain=redpercent-redpercent_prev; |
| 1503 | redpercent_prev=redpercent; |
| 1504 | if (localdebug1){ |
| 1505 | fprintf(stderr,"\ndd_DualSimplexMaximize: Phase II pivot %ld on (%ld, %ld).\n",pivots_ds,r,s); |
| 1506 | fprintf(stderr," redundancy %f percent: redset size = %ld\n",redpercent,set_card(lp->redset_extra)); |
| 1507 | } |
| 1508 | } |
| 1509 | } |
| 1510 | if (!chosen && lp->LPS==dd_LPSundecided) { |
| 1511 | if (localdebug1){ |
| 1512 | fprintf(stderr,"Warning: an emergency CC pivot in Phase II is performed\n"); |
| 1513 | /* In principle this should not be executed because we already have dual feasibility |
| 1514 | attained and dual simplex pivot should have been chosen. This might occur |
| 1515 | under floating point computation, or the case of cycling. |
| 1516 | */ |
| 1517 | if (localdebug && lp->m <=100 && lp->d <=30){ |
| 1518 | fprintf(stderr,"\ndd_DualSimplexMaximize: The current dictionary.\n"); |
| 1519 | dd_WriteSignTableau2(stdout,lp->m,lp->d,lp->A,lp->B,nbindex_ref,lp->nbindex,bflag); |
| 1520 | } |
| 1521 | } |
| 1522 | |
| 1523 | #if !defined GMPRATIONAL |
| 1524 | if (pivots_pc>maxccpivots) { |
| 1525 | *err=dd_LPCycling; |
| 1526 | stop=dd_TRUE; |
| 1527 | goto _L99; |
| 1528 | } |
| 1529 | #endif |
| 1530 | |
| 1531 | dd_SelectCrissCrossPivot(lp->m,lp->d,lp->A,lp->B,bflag, |
| 1532 | lp->objrow,lp->rhscol,&r,&s,&chosen,&(lp->LPS)); |
| 1533 | if (chosen) pivots_pc=pivots_pc+1; |
| 1534 | } |
| 1535 | if (chosen) { |
| 1536 | dd_GaussianColumnPivot2(lp->m,lp->d,lp->A,lp->B,lp->nbindex,bflag,r,s); |
| 1537 | if (localdebug && lp->m <=100 && lp->d <=30){ |
| 1538 | fprintf(stderr,"\ndd_DualSimplexMaximize: The current dictionary.\n"); |
| 1539 | dd_WriteSignTableau2(stdout,lp->m,lp->d,lp->A,lp->B,nbindex_ref,lp->nbindex,bflag); |
| 1540 | } |
| 1541 | } else { |
| 1542 | switch (lp->LPS){ |
| 1543 | case dd_Inconsistent: lp->re=r; |
| 1544 | case dd_DualInconsistent: lp->se=s; |
| 1545 | |
| 1546 | default: break; |
| 1547 | } |
| 1548 | stop=dd_TRUE; |
| 1549 | } |
| 1550 | } while(!stop); |
| 1551 | _L99: |
| 1552 | lp->pivots[2]=pivots_ds; |
| 1553 | lp->pivots[3]=pivots_pc; |
| 1554 | dd_statDS2pivots+=pivots_ds; |
| 1555 | dd_statACpivots+=pivots_pc; |
| 1556 | |
| 1557 | dd_SetSolutions(lp->m,lp->d,lp->A,lp->B,lp->objrow,lp->rhscol,lp->LPS,&(lp->optvalue),lp->sol,lp->dsol,lp->posset_extra,lp->nbindex,lp->re,lp->se,bflag); |
| 1558 | |
| 1559 | } |
| 1560 | |
| 1561 | |
| 1562 | |
| 1563 | void dd_CrissCrossMinimize(dd_LPPtr lp,dd_ErrorType *err) |
| 1564 | { |
| 1565 | dd_colrange j; |
| 1566 | |
| 1567 | *err=dd_NoError; |
| 1568 | for (j=1; j<=lp->d; j++) |
| 1569 | dd_neg(lp->A[lp->objrow-1][j-1],lp->A[lp->objrow-1][j-1]); |
| 1570 | dd_CrissCrossMaximize(lp,err); |
| 1571 | dd_neg(lp->optvalue,lp->optvalue); |
| 1572 | for (j=1; j<=lp->d; j++){ |
| 1573 | if (lp->LPS!=dd_Inconsistent) { |
| 1574 | /* Inconsistent certificate stays valid for minimization, 0.94e */ |
| 1575 | dd_neg(lp->dsol[j-1],lp->dsol[j-1]); |
| 1576 | } |
| 1577 | dd_neg(lp->A[lp->objrow-1][j-1],lp->A[lp->objrow-1][j-1]); |
| 1578 | } |
| 1579 | } |
| 1580 | |
| 1581 | void dd_CrissCrossMaximize(dd_LPPtr lp,dd_ErrorType *err) |
| 1582 | /* |
| 1583 | When LP is inconsistent then lp->re returns the evidence row. |
| 1584 | When LP is dual-inconsistent then lp->se returns the evidence column. |
| 1585 | */ |
| 1586 | { |
| 1587 | int stop,chosen,found; |
| 1588 | long pivots0,pivots1; |
| 1589 | #if !defined GMPRATIONAL |
| 1590 | long maxpivots,maxpivfactor=1000; |
| 1591 | /* criss-cross should not cycle, but with floating-point arithmetics, it happens |
| 1592 | (very rarely). Jorg Rambau reported such an LP, in August 2003. Thanks Jorg! |
| 1593 | */ |
| 1594 | #endif |
| 1595 | |
| 1596 | dd_rowrange i,r; |
| 1597 | dd_colrange s; |
| 1598 | static dd_rowindex bflag; |
| 1599 | static long mlast=0; |
| 1600 | static dd_rowindex OrderVector; /* the permutation vector to store a preordered row indeces */ |
| 1601 | unsigned int rseed=1; |
| 1602 | dd_colindex nbtemp; |
| 1603 | |
| 1604 | *err=dd_NoError; |
| 1605 | #if !defined GMPRATIONAL |
| 1606 | maxpivots=maxpivfactor*lp->d; /* maximum pivots to be performed when floating-point arithmetics is used. */ |
| 1607 | #endif |
| 1608 | nbtemp=(long *) calloc(lp->d+1,sizeof(long)); |
| 1609 | for (i=0; i<= 4; i++) lp->pivots[i]=0; |
| 1610 | if (bflag==NULL || mlast!=lp->m){ |
| 1611 | if (mlast!=lp->m && mlast>0) { |
| 1612 | free(bflag); /* called previously with different lp->m */ |
| 1613 | free(OrderVector); |
| 1614 | } |
| 1615 | bflag=(long *) calloc(lp->m+1,sizeof(long)); |
| 1616 | OrderVector=(long *)calloc(lp->m+1,sizeof(long)); |
| 1617 | /* initialize only for the first time or when a larger space is needed */ |
| 1618 | |
| 1619 | mlast=lp->m; |
| 1620 | } |
| 1621 | /* Initializing control variables. */ |
| 1622 | dd_ComputeRowOrderVector2(lp->m,lp->d,lp->A,OrderVector,dd_MinIndex,rseed); |
| 1623 | |
| 1624 | lp->re=0; lp->se=0; pivots1=0; |
| 1625 | |
| 1626 | dd_ResetTableau(lp->m,lp->d,lp->B,lp->nbindex,bflag,lp->objrow,lp->rhscol); |
| 1627 | |
| 1628 | dd_FindLPBasis(lp->m,lp->d,lp->A,lp->B,OrderVector,lp->equalityset, |
| 1629 | lp->nbindex,bflag,lp->objrow,lp->rhscol,&s,&found,&(lp->LPS),&pivots0); |
| 1630 | lp->pivots[0]+=pivots0; |
| 1631 | |
| 1632 | if (!found){ |
| 1633 | lp->se=s; |
| 1634 | goto _L99; |
| 1635 | /* No LP basis is found, and thus Inconsistent. |
| 1636 | Output the evidence column. */ |
| 1637 | } |
| 1638 | |
| 1639 | stop=dd_FALSE; |
| 1640 | do { /* Criss-Cross Method */ |
| 1641 | #if !defined GMPRATIONAL |
| 1642 | if (pivots1>maxpivots) { |
| 1643 | *err=dd_LPCycling; |
| 1644 | fprintf(stderr,"max number %ld of pivots performed by the criss-cross method. Most likely due to the floating-point arithmetics error.\n", maxpivots); |
| 1645 | goto _L99; /* failure due to max no. of pivots performed */ |
| 1646 | } |
| 1647 | #endif |
| 1648 | |
| 1649 | dd_SelectCrissCrossPivot(lp->m,lp->d,lp->A,lp->B,bflag, |
| 1650 | lp->objrow,lp->rhscol,&r,&s,&chosen,&(lp->LPS)); |
| 1651 | if (chosen) { |
| 1652 | dd_GaussianColumnPivot2(lp->m,lp->d,lp->A,lp->B,lp->nbindex,bflag,r,s); |
| 1653 | pivots1++; |
| 1654 | } else { |
| 1655 | switch (lp->LPS){ |
| 1656 | case dd_Inconsistent: lp->re=r; |
| 1657 | case dd_DualInconsistent: lp->se=s; |
| 1658 | |
| 1659 | default: break; |
| 1660 | } |
| 1661 | stop=dd_TRUE; |
| 1662 | } |
| 1663 | } while(!stop); |
| 1664 | |
| 1665 | _L99: |
| 1666 | lp->pivots[1]+=pivots1; |
| 1667 | dd_statCCpivots+=pivots1; |
| 1668 | dd_SetSolutions(lp->m,lp->d,lp->A,lp->B, |
| 1669 | lp->objrow,lp->rhscol,lp->LPS,&(lp->optvalue),lp->sol,lp->dsol,lp->posset_extra,lp->nbindex,lp->re,lp->se,bflag); |
| 1670 | free(nbtemp); |
| 1671 | } |
| 1672 | |
| 1673 | void dd_SetSolutions(dd_rowrange m_size,dd_colrange d_size, |
| 1674 | dd_Amatrix A,dd_Bmatrix T, |
| 1675 | dd_rowrange objrow,dd_colrange rhscol,dd_LPStatusType LPS, |
| 1676 | mytype *optvalue,dd_Arow sol,dd_Arow dsol,dd_rowset posset, dd_colindex nbindex, |
| 1677 | dd_rowrange re,dd_colrange se,dd_rowindex bflag) |
| 1678 | /* |
| 1679 | Assign the solution vectors to sol,dsol,*optvalue after solving |
| 1680 | the LP. |
| 1681 | */ |
| 1682 | { |
| 1683 | dd_rowrange i; |
| 1684 | dd_colrange j; |
| 1685 | mytype x,sw; |
| 1686 | int localdebug=dd_FALSE; |
| 1687 | |
| 1688 | dd_init(x); dd_init(sw); |
| 1689 | if (localdebug) fprintf(stderr,"SetSolutions:\n"); |
| 1690 | switch (LPS){ |
| 1691 | case dd_Optimal: |
| 1692 | for (j=1;j<=d_size; j++) { |
| 1693 | dd_set(sol[j-1],T[j-1][rhscol-1]); |
| 1694 | dd_TableauEntry(&x,m_size,d_size,A,T,objrow,j); |
| 1695 | dd_neg(dsol[j-1],x); |
| 1696 | dd_TableauEntry(optvalue,m_size,d_size,A,T,objrow,rhscol); |
| 1697 | if (localdebug) {fprintf(stderr,"dsol[%ld]= ",nbindex[j]); dd_WriteNumber(stderr, dsol[j-1]); } |
| 1698 | } |
| 1699 | for (i=1; i<=m_size; i++) { |
| 1700 | if (bflag[i]==-1) { /* i is a basic variable */ |
| 1701 | dd_TableauEntry(&x,m_size,d_size,A,T,i,rhscol); |
| 1702 | if (dd_Positive(x)) set_addelem(posset, i); |
| 1703 | } |
| 1704 | } |
| 1705 | |
| 1706 | break; |
| 1707 | case dd_Inconsistent: |
| 1708 | if (localdebug) fprintf(stderr,"SetSolutions: LP is inconsistent.\n"); |
| 1709 | for (j=1;j<=d_size; j++) { |
| 1710 | dd_set(sol[j-1],T[j-1][rhscol-1]); |
| 1711 | dd_TableauEntry(&x,m_size,d_size,A,T,re,j); |
| 1712 | dd_neg(dsol[j-1],x); |
| 1713 | if (localdebug) {fprintf(stderr,"dsol[%ld]=",nbindex[j]); |
| 1714 | dd_WriteNumber(stderr,dsol[j-1]); |
| 1715 | fprintf(stderr,"\n"); |
| 1716 | } |
| 1717 | } |
| 1718 | break; |
| 1719 | |
| 1720 | case dd_DualInconsistent: |
| 1721 | if (localdebug) printf( "SetSolutions: LP is dual inconsistent.\n"); |
| 1722 | for (j=1;j<=d_size; j++) { |
| 1723 | dd_set(sol[j-1],T[j-1][se-1]); |
| 1724 | dd_TableauEntry(&x,m_size,d_size,A,T,objrow,j); |
| 1725 | dd_neg(dsol[j-1],x); |
| 1726 | if (localdebug) {fprintf(stderr,"dsol[%ld]=",nbindex[j]); |
| 1727 | dd_WriteNumber(stderr,dsol[j-1]); |
| 1728 | fprintf(stderr,"\n"); |
| 1729 | } |
| 1730 | } |
| 1731 | break; |
| 1732 | |
| 1733 | case dd_StrucDualInconsistent: |
| 1734 | dd_TableauEntry(&x,m_size,d_size,A,T,objrow,se); |
| 1735 | if (dd_Positive(x)) dd_set(sw,dd_one); |
| 1736 | else dd_neg(sw,dd_one); |
| 1737 | for (j=1;j<=d_size; j++) { |
| 1738 | dd_mul(sol[j-1],sw,T[j-1][se-1]); |
| 1739 | dd_TableauEntry(&x,m_size,d_size,A,T,objrow,j); |
| 1740 | dd_neg(dsol[j-1],x); |
| 1741 | if (localdebug) {fprintf(stderr,"dsol[%ld]= ",nbindex[j]);dd_WriteNumber(stderr,dsol[j-1]);} |
| 1742 | } |
| 1743 | if (localdebug) fprintf(stderr,"SetSolutions: LP is dual inconsistent.\n"); |
| 1744 | break; |
| 1745 | |
| 1746 | default:break; |
| 1747 | } |
| 1748 | dd_clear(x); dd_clear(sw); |
| 1749 | } |
| 1750 | |
| 1751 | |
| 1752 | void dd_RandomPermutation2(dd_rowindex OV,long t,unsigned int seed) |
| 1753 | { |
| 1754 | long k,j,ovj; |
| 1755 | double u,xk,r,rand_max=(double) RAND_MAX; |
| 1756 | int localdebug=dd_FALSE; |
| 1757 | |
| 1758 | srand(seed); |
| 1759 | for (j=t; j>1 ; j--) { |
| 1760 | r=rand(); |
| 1761 | u=r/rand_max; |
| 1762 | xk=(double)(j*u +1); |
| 1763 | k=(long)xk; |
| 1764 | if (localdebug) fprintf(stderr,"u=%g, k=%ld, r=%g, randmax= %g\n",u,k,r,rand_max); |
| 1765 | ovj=OV[j]; |
| 1766 | OV[j]=OV[k]; |
| 1767 | OV[k]=ovj; |
| 1768 | if (localdebug) fprintf(stderr,"row %ld is exchanged with %ld\n",j,k); |
| 1769 | } |
| 1770 | } |
| 1771 | |
| 1772 | void dd_ComputeRowOrderVector2(dd_rowrange m_size,dd_colrange d_size,dd_Amatrix A, |
| 1773 | dd_rowindex OV,dd_RowOrderType ho,unsigned int rseed) |
| 1774 | { |
| 1775 | long i,itemp; |
| 1776 | |
| 1777 | OV[0]=0; |
| 1778 | switch (ho){ |
| 1779 | case dd_MaxIndex: |
| 1780 | for(i=1; i<=m_size; i++) OV[i]=m_size-i+1; |
| 1781 | break; |
| 1782 | |
| 1783 | case dd_LexMin: |
| 1784 | for(i=1; i<=m_size; i++) OV[i]=i; |
| 1785 | dd_QuickSort(OV,1,m_size,A,d_size); |
| 1786 | break; |
| 1787 | |
| 1788 | case dd_LexMax: |
| 1789 | for(i=1; i<=m_size; i++) OV[i]=i; |
| 1790 | dd_QuickSort(OV,1,m_size,A,d_size); |
| 1791 | for(i=1; i<=m_size/2;i++){ /* just reverse the order */ |
| 1792 | itemp=OV[i]; |
| 1793 | OV[i]=OV[m_size-i+1]; |
| 1794 | OV[m_size-i+1]=itemp; |
| 1795 | } |
| 1796 | break; |
| 1797 | |
| 1798 | case dd_RandomRow: |
| 1799 | for(i=1; i<=m_size; i++) OV[i]=i; |
| 1800 | if (rseed<=0) rseed=1; |
| 1801 | dd_RandomPermutation2(OV,m_size,rseed); |
| 1802 | break; |
| 1803 | |
| 1804 | case dd_MinIndex: |
| 1805 | for(i=1; i<=m_size; i++) OV[i]=i; |
| 1806 | break; |
| 1807 | |
| 1808 | default: |
| 1809 | for(i=1; i<=m_size; i++) OV[i]=i; |
| 1810 | break; |
| 1811 | } |
| 1812 | } |
| 1813 | |
| 1814 | void dd_SelectPreorderedNext2(dd_rowrange m_size,dd_colrange d_size, |
| 1815 | rowset excluded,dd_rowindex OV,dd_rowrange *hnext) |
| 1816 | { |
| 1817 | dd_rowrange i,k; |
| 1818 | |
| 1819 | *hnext=0; |
| 1820 | for (i=1; i<=m_size && *hnext==0; i++){ |
| 1821 | k=OV[i]; |
| 1822 | if (!set_member(k,excluded)) *hnext=k ; |
| 1823 | } |
| 1824 | } |
| 1825 | |
| 1826 | #ifdef GMPRATIONAL |
| 1827 | |
| 1828 | ddf_LPObjectiveType Obj2Obj(dd_LPObjectiveType obj) |
| 1829 | { |
| 1830 | ddf_LPObjectiveType objf=ddf_LPnone; |
| 1831 | |
| 1832 | switch (obj) { |
| 1833 | case dd_LPnone: objf=ddf_LPnone; break; |
| 1834 | case dd_LPmax: objf=ddf_LPmax; break; |
| 1835 | case dd_LPmin: objf=ddf_LPmin; break; |
| 1836 | } |
| 1837 | return objf; |
| 1838 | } |
| 1839 | |
| 1840 | ddf_LPPtr dd_LPgmp2LPf(dd_LPPtr lp) |
| 1841 | { |
| 1842 | dd_rowrange i; |
| 1843 | dd_colrange j; |
| 1844 | ddf_LPType *lpf; |
| 1845 | double val; |
| 1846 | dd_boolean localdebug=dd_FALSE; |
| 1847 | |
| 1848 | if (localdebug) fprintf(stderr,"Converting a GMP-LP to a float-LP.\n"); |
| 1849 | |
| 1850 | lpf=ddf_CreateLPData(Obj2Obj(lp->objective), ddf_Real, lp->m, lp->d); |
| 1851 | lpf->Homogeneous = lp->Homogeneous; |
| 1852 | lpf->eqnumber=lp->eqnumber; /* this records the number of equations */ |
| 1853 | |
| 1854 | for (i = 1; i <= lp->m; i++) { |
| 1855 | if (set_member(i, lp->equalityset)) set_addelem(lpf->equalityset,i); |
| 1856 | /* it is equality. Its reversed row will not be in this set */ |
| 1857 | for (j = 1; j <= lp->d; j++) { |
| 1858 | val=mpq_get_d(lp->A[i-1][j-1]); |
| 1859 | ddf_set_d(lpf->A[i-1][j-1],val); |
| 1860 | } /*of j*/ |
| 1861 | } /*of i*/ |
| 1862 | |
| 1863 | return lpf; |
| 1864 | } |
| 1865 | |
| 1866 | |
| 1867 | #endif |
| 1868 | |
| 1869 | |
| 1870 | dd_boolean dd_LPSolve(dd_LPPtr lp,dd_LPSolverType solver,dd_ErrorType *err) |
| 1871 | /* |
| 1872 | The current version of dd_LPSolve that solves an LP with floating-arithmetics first |
| 1873 | and then with the specified arithimetics if it is GMP. |
| 1874 | |
| 1875 | When LP is inconsistent then *re returns the evidence row. |
| 1876 | When LP is dual-inconsistent then *se returns the evidence column. |
| 1877 | */ |
| 1878 | { |
| 1879 | int i; |
| 1880 | dd_boolean found=dd_FALSE; |
| 1881 | #ifdef GMPRATIONAL |
| 1882 | ddf_LPPtr lpf; |
| 1883 | ddf_ErrorType errf; |
| 1884 | dd_boolean LPScorrect=dd_FALSE; |
| 1885 | dd_boolean localdebug=dd_FALSE; |
| 1886 | if (dd_debug) localdebug=dd_debug; |
| 1887 | #endif |
| 1888 | |
| 1889 | *err=dd_NoError; |
| 1890 | lp->solver=solver; |
| 1891 | |
| 1892 | time(&lp->starttime); |
| 1893 | |
| 1894 | #ifndef GMPRATIONAL |
| 1895 | switch (lp->solver) { |
| 1896 | case dd_CrissCross: |
| 1897 | dd_CrissCrossSolve(lp,err); |
| 1898 | break; |
| 1899 | case dd_DualSimplex: |
| 1900 | dd_DualSimplexSolve(lp,err); |
| 1901 | break; |
| 1902 | } |
| 1903 | #else |
| 1904 | lpf=dd_LPgmp2LPf(lp); |
| 1905 | switch (lp->solver) { |
| 1906 | case dd_CrissCross: |
| 1907 | ddf_CrissCrossSolve(lpf,&errf); /* First, run with double float. */ |
| 1908 | if (errf==ddf_NoError){ /* 094a: fix for a bug reported by Dima Pasechnik */ |
| 1909 | dd_BasisStatus(lpf,lp, &LPScorrect); /* Check the basis. */ |
| 1910 | } else {LPScorrect=dd_FALSE;} |
| 1911 | if (!LPScorrect) { |
| 1912 | if (localdebug) printf("BasisStatus: the current basis is NOT verified with GMP. Rerun with GMP.\n"); |
| 1913 | dd_CrissCrossSolve(lp,err); /* Rerun with GMP if fails. */ |
| 1914 | } else { |
| 1915 | if (localdebug) printf("BasisStatus: the current basis is verified with GMP. The LP Solved.\n"); |
| 1916 | } |
| 1917 | break; |
| 1918 | case dd_DualSimplex: |
| 1919 | ddf_DualSimplexSolve(lpf,&errf); /* First, run with double float. */ |
| 1920 | if (errf==ddf_NoError){ /* 094a: fix for a bug reported by Dima Pasechnik */ |
| 1921 | dd_BasisStatus(lpf,lp, &LPScorrect); /* Check the basis. */ |
| 1922 | } else {LPScorrect=dd_FALSE;} |
| 1923 | if (!LPScorrect){ |
| 1924 | if (localdebug) printf("BasisStatus: the current basis is NOT verified with GMP. Rerun with GMP.\n"); |
| 1925 | dd_DualSimplexSolve(lp,err); /* Rerun with GMP if fails. */ |
| 1926 | if (localdebug){ |
| 1927 | printf("*total number pivots = %ld (ph0 = %ld, ph1 = %ld, ph2 = %ld, ph3 = %ld, ph4 = %ld)\n", |
| 1928 | lp->total_pivots,lp->pivots[0],lp->pivots[1],lp->pivots[2],lp->pivots[3],lp->pivots[4]); |
| 1929 | ddf_WriteLPResult(stdout, lpf, errf); |
| 1930 | dd_WriteLP(stdout, lp); |
| 1931 | } |
| 1932 | } else { |
| 1933 | if (localdebug) printf("BasisStatus: the current basis is verified with GMP. The LP Solved.\n"); |
| 1934 | } |
| 1935 | break; |
| 1936 | } |
| 1937 | ddf_FreeLPData(lpf); |
| 1938 | #endif |
| 1939 | |
| 1940 | time(&lp->endtime); |
| 1941 | lp->total_pivots=0; |
| 1942 | for (i=0; i<=4; i++) lp->total_pivots+=lp->pivots[i]; |
| 1943 | if (*err==dd_NoError) found=dd_TRUE; |
| 1944 | return found; |
| 1945 | } |
| 1946 | |
| 1947 | |
| 1948 | dd_boolean dd_LPSolve0(dd_LPPtr lp,dd_LPSolverType solver,dd_ErrorType *err) |
| 1949 | /* |
| 1950 | The original version of dd_LPSolve that solves an LP with specified arithimetics. |
| 1951 | |
| 1952 | When LP is inconsistent then *re returns the evidence row. |
| 1953 | When LP is dual-inconsistent then *se returns the evidence column. |
| 1954 | */ |
| 1955 | { |
| 1956 | int i; |
| 1957 | dd_boolean found=dd_FALSE; |
| 1958 | |
| 1959 | *err=dd_NoError; |
| 1960 | lp->solver=solver; |
| 1961 | time(&lp->starttime); |
| 1962 | |
| 1963 | switch (lp->solver) { |
| 1964 | case dd_CrissCross: |
| 1965 | dd_CrissCrossSolve(lp,err); |
| 1966 | break; |
| 1967 | case dd_DualSimplex: |
| 1968 | dd_DualSimplexSolve(lp,err); |
| 1969 | break; |
| 1970 | } |
| 1971 | |
| 1972 | time(&lp->endtime); |
| 1973 | lp->total_pivots=0; |
| 1974 | for (i=0; i<=4; i++) lp->total_pivots+=lp->pivots[i]; |
| 1975 | if (*err==dd_NoError) found=dd_TRUE; |
| 1976 | return found; |
| 1977 | } |
| 1978 | |
| 1979 | |
| 1980 | dd_LPPtr dd_MakeLPforInteriorFinding(dd_LPPtr lp) |
| 1981 | /* Delete the objective row, |
| 1982 | add an extra column with -1's to the matrix A, |
| 1983 | add an extra row with (bceil, 0,...,0,-1), |
| 1984 | add an objective row with (0,...,0,1), and |
| 1985 | rows & columns, and change m_size and d_size accordingly, to output new_A. |
| 1986 | This sets up the LP: |
| 1987 | maximize x_{d+1} |
| 1988 | s.t. A x + x_{d+1} <= b |
| 1989 | x_{d+1} <= bm * bmax, |
| 1990 | where bm is set to 2 by default, and bmax=max{1, b[1],...,b[m_size]}. |
| 1991 | Note that the equalitions (linearity) in the input lp will be ignored. |
| 1992 | */ |
| 1993 | { |
| 1994 | dd_rowrange m; |
| 1995 | dd_colrange d; |
| 1996 | dd_NumberType numbtype; |
| 1997 | dd_LPObjectiveType obj; |
| 1998 | dd_LPType *lpnew; |
| 1999 | dd_rowrange i; |
| 2000 | dd_colrange j; |
| 2001 | mytype bm,bmax,bceil; |
| 2002 | int localdebug=dd_FALSE; |
| 2003 | |
| 2004 | dd_init(bm); dd_init(bmax); dd_init(bceil); |
| 2005 | dd_add(bm,dd_one,dd_one); dd_set(bmax,dd_one); |
| 2006 | numbtype=lp->numbtype; |
| 2007 | m=lp->m+1; |
| 2008 | d=lp->d+1; |
| 2009 | obj=dd_LPmax; |
| 2010 | |
| 2011 | lpnew=dd_CreateLPData(obj, numbtype, m, d); |
| 2012 | |
| 2013 | for (i=1; i<=lp->m; i++) { |
| 2014 | if (dd_Larger(lp->A[i-1][lp->rhscol-1],bmax)) |
| 2015 | dd_set(bmax,lp->A[i-1][lp->rhscol-1]); |
| 2016 | } |
| 2017 | dd_mul(bceil,bm,bmax); |
| 2018 | if (localdebug) {fprintf(stderr,"bceil is set to "); dd_WriteNumber(stderr, bceil);} |
| 2019 | |
| 2020 | for (i=1; i <= lp->m; i++) { |
| 2021 | for (j=1; j <= lp->d; j++) { |
| 2022 | dd_set(lpnew->A[i-1][j-1],lp->A[i-1][j-1]); |
| 2023 | } |
| 2024 | } |
| 2025 | |
| 2026 | for (i=1;i<=lp->m; i++){ |
| 2027 | dd_neg(lpnew->A[i-1][lp->d],dd_one); /* new column with all minus one's */ |
| 2028 | } |
| 2029 | |
| 2030 | for (j=1;j<=lp->d;j++){ |
| 2031 | dd_set(lpnew->A[m-2][j-1],dd_purezero); /* new row (bceil, 0,...,0,-1) */ |
| 2032 | } |
| 2033 | dd_set(lpnew->A[m-2][0],bceil); /* new row (bceil, 0,...,0,-1) */ |
| 2034 | |
| 2035 | for (j=1;j<= d-1;j++) { |
| 2036 | dd_set(lpnew->A[m-1][j-1],dd_purezero); /* new obj row with (0,...,0,1) */ |
| 2037 | } |
| 2038 | dd_set(lpnew->A[m-1][d-1],dd_one); /* new obj row with (0,...,0,1) */ |
| 2039 | |
| 2040 | if (localdebug) dd_WriteAmatrix(stderr, lp->A, lp->m, lp->d); |
| 2041 | if (localdebug) dd_WriteAmatrix(stderr, lpnew->A, lpnew->m, lpnew->d); |
| 2042 | dd_clear(bm); dd_clear(bmax); dd_clear(bceil); |
| 2043 | |
| 2044 | return lpnew; |
| 2045 | } |
| 2046 | |
| 2047 | |
| 2048 | void dd_WriteLPResult(FILE *f,dd_LPPtr lp,dd_ErrorType err) |
| 2049 | { |
| 2050 | long j; |
| 2051 | |
| 2052 | fprintf(f,"* cdd LP solver result\n"); |
| 2053 | |
| 2054 | if (err!=dd_NoError) { |
| 2055 | dd_WriteErrorMessages(f,err); |
| 2056 | goto _L99; |
| 2057 | } |
| 2058 | |
| 2059 | dd_WriteProgramDescription(f); |
| 2060 | |
| 2061 | fprintf(f,"* #constraints = %ld\n",lp->m-1); |
| 2062 | fprintf(f,"* #variables = %ld\n",lp->d-1); |
| 2063 | |
| 2064 | switch (lp->solver) { |
| 2065 | case dd_DualSimplex: |
| 2066 | fprintf(f,"* Algorithm: dual simplex algorithm\n");break; |
| 2067 | case dd_CrissCross: |
| 2068 | fprintf(f,"* Algorithm: criss-cross method\n");break; |
| 2069 | } |
| 2070 | |
| 2071 | switch (lp->objective) { |
| 2072 | case dd_LPmax: |
| 2073 | fprintf(f,"* maximization is chosen\n");break; |
| 2074 | case dd_LPmin: |
| 2075 | fprintf(f,"* minimization is chosen\n");break; |
| 2076 | case dd_LPnone: |
| 2077 | fprintf(f,"* no objective type (max or min) is chosen\n");break; |
| 2078 | } |
| 2079 | |
| 2080 | if (lp->objective==dd_LPmax||lp->objective==dd_LPmin){ |
| 2081 | fprintf(f,"* Objective function is\n"); |
| 2082 | for (j=0; j<lp->d; j++){ |
| 2083 | if (j>0 && dd_Nonnegative(lp->A[lp->objrow-1][j]) ) fprintf(f," +"); |
| 2084 | if (j>0 && (j % 5) == 0) fprintf(f,"\n"); |
| 2085 | dd_WriteNumber(f,lp->A[lp->objrow-1][j]); |
| 2086 | if (j>0) fprintf(f," X[%3ld]",j); |
| 2087 | } |
| 2088 | fprintf(f,"\n"); |
| 2089 | } |
| 2090 | |
| 2091 | switch (lp->LPS){ |
| 2092 | case dd_Optimal: |
| 2093 | fprintf(f,"* LP status: a dual pair (x,y) of optimal solutions found.\n"); |
| 2094 | fprintf(f,"begin\n"); |
| 2095 | fprintf(f," primal_solution\n"); |
| 2096 | for (j=1; j<lp->d; j++) { |
| 2097 | fprintf(f," %3ld : ",j); |
| 2098 | dd_WriteNumber(f,lp->sol[j]); |
| 2099 | fprintf(f,"\n"); |
| 2100 | } |
| 2101 | fprintf(f," dual_solution\n"); |
| 2102 | for (j=1; j<lp->d; j++){ |
| 2103 | if (lp->nbindex[j+1]>0) { |
| 2104 | fprintf(f," %3ld : ",lp->nbindex[j+1]); |
| 2105 | dd_WriteNumber(f,lp->dsol[j]); fprintf(f,"\n"); |
| 2106 | } |
| 2107 | } |
| 2108 | fprintf(f," optimal_value : "); dd_WriteNumber(f,lp->optvalue); |
| 2109 | fprintf(f,"\nend\n"); |
| 2110 | break; |
| 2111 | |
| 2112 | case dd_Inconsistent: |
| 2113 | fprintf(f,"* LP status: LP is inconsistent.\n"); |
| 2114 | fprintf(f,"* The positive combination of original inequalities with\n"); |
| 2115 | fprintf(f,"* the following coefficients will prove the inconsistency.\n"); |
| 2116 | fprintf(f,"begin\n"); |
| 2117 | fprintf(f," dual_direction\n"); |
| 2118 | fprintf(f," %3ld : ",lp->re); |
| 2119 | dd_WriteNumber(f,dd_one); fprintf(f,"\n"); |
| 2120 | for (j=1; j<lp->d; j++){ |
| 2121 | if (lp->nbindex[j+1]>0) { |
| 2122 | fprintf(f," %3ld : ",lp->nbindex[j+1]); |
| 2123 | dd_WriteNumber(f,lp->dsol[j]); fprintf(f,"\n"); |
| 2124 | } |
| 2125 | } |
| 2126 | fprintf(f,"end\n"); |
| 2127 | break; |
| 2128 | |
| 2129 | case dd_DualInconsistent: case dd_StrucDualInconsistent: |
| 2130 | fprintf(f,"* LP status: LP is dual inconsistent.\n"); |
| 2131 | fprintf(f,"* The linear combination of columns with\n"); |
| 2132 | fprintf(f,"* the following coefficients will prove the dual inconsistency.\n"); |
| 2133 | fprintf(f,"* (It is also an unbounded direction for the primal LP.)\n"); |
| 2134 | fprintf(f,"begin\n"); |
| 2135 | fprintf(f," primal_direction\n"); |
| 2136 | for (j=1; j<lp->d; j++) { |
| 2137 | fprintf(f," %3ld : ",j); |
| 2138 | dd_WriteNumber(f,lp->sol[j]); |
| 2139 | fprintf(f,"\n"); |
| 2140 | } |
| 2141 | fprintf(f,"end\n"); |
| 2142 | break; |
| 2143 | |
| 2144 | default: |
| 2145 | break; |
| 2146 | } |
| 2147 | fprintf(f,"* number of pivot operations = %ld (ph0 = %ld, ph1 = %ld, ph2 = %ld, ph3 = %ld, ph4 = %ld)\n",lp->total_pivots,lp->pivots[0],lp->pivots[1],lp->pivots[2],lp->pivots[3],lp->pivots[4]); |
| 2148 | dd_WriteLPTimes(f, lp); |
| 2149 | _L99:; |
| 2150 | } |
| 2151 | |
| 2152 | dd_LPPtr dd_CreateLP_H_ImplicitLinearity(dd_MatrixPtr M) |
| 2153 | { |
| 2154 | dd_rowrange m, i, irev, linc; |
| 2155 | dd_colrange d, j; |
| 2156 | dd_LPPtr lp; |
| 2157 | dd_boolean localdebug=dd_FALSE; |
| 2158 | |
| 2159 | linc=set_card(M->linset); |
| 2160 | m=M->rowsize+1+linc+1; |
| 2161 | /* We represent each equation by two inequalities. |
| 2162 | This is not the best way but makes the code simple. */ |
| 2163 | d=M->colsize+1; |
| 2164 | |
| 2165 | lp=dd_CreateLPData(M->objective, M->numbtype, m, d); |
| 2166 | lp->Homogeneous = dd_TRUE; |
| 2167 | lp->objective = dd_LPmax; |
| 2168 | lp->eqnumber=linc; /* this records the number of equations */ |
| 2169 | lp->redcheck_extensive=dd_FALSE; /* this is default */ |
| 2170 | |
| 2171 | irev=M->rowsize; /* the first row of the linc reversed inequalities. */ |
| 2172 | for (i = 1; i <= M->rowsize; i++) { |
| 2173 | if (set_member(i, M->linset)) { |
| 2174 | irev=irev+1; |
| 2175 | set_addelem(lp->equalityset,i); /* it is equality. */ |
| 2176 | /* the reversed row irev is not in the equality set. */ |
| 2177 | for (j = 1; j <= M->colsize; j++) { |
| 2178 | dd_neg(lp->A[irev-1][j-1],M->matrix[i-1][j-1]); |
| 2179 | } /*of j*/ |
| 2180 | } else { |
| 2181 | dd_set(lp->A[i-1][d-1],dd_minusone); /* b_I + A_I x - 1 z >= 0 (z=x_d) */ |
| 2182 | } |
| 2183 | for (j = 1; j <= M->colsize; j++) { |
| 2184 | dd_set(lp->A[i-1][j-1],M->matrix[i-1][j-1]); |
| 2185 | if (j==1 && i<M->rowsize && dd_Nonzero(M->matrix[i-1][j-1])) lp->Homogeneous = dd_FALSE; |
| 2186 | } /*of j*/ |
| 2187 | } /*of i*/ |
| 2188 | dd_set(lp->A[m-2][0],dd_one); dd_set(lp->A[m-2][d-1],dd_minusone); |
| 2189 | /* make the LP bounded. */ |
| 2190 | |
| 2191 | dd_set(lp->A[m-1][d-1],dd_one); |
| 2192 | /* objective is to maximize z. */ |
| 2193 | |
| 2194 | if (localdebug) { |
| 2195 | fprintf(stderr,"dd_CreateLP_H_ImplicitLinearity: an new lp is\n"); |
| 2196 | dd_WriteLP(stderr,lp); |
| 2197 | } |
| 2198 | |
| 2199 | return lp; |
| 2200 | } |
| 2201 | |
| 2202 | dd_LPPtr dd_CreateLP_V_ImplicitLinearity(dd_MatrixPtr M) |
| 2203 | { |
| 2204 | dd_rowrange m, i, irev, linc; |
| 2205 | dd_colrange d, j; |
| 2206 | dd_LPPtr lp; |
| 2207 | dd_boolean localdebug=dd_FALSE; |
| 2208 | |
| 2209 | linc=set_card(M->linset); |
| 2210 | m=M->rowsize+1+linc+1; |
| 2211 | /* We represent each equation by two inequalities. |
| 2212 | This is not the best way but makes the code simple. */ |
| 2213 | d=(M->colsize)+2; |
| 2214 | /* Two more columns. This is different from the H-reprentation case */ |
| 2215 | |
| 2216 | /* The below must be modified for V-representation!!! */ |
| 2217 | |
| 2218 | lp=dd_CreateLPData(M->objective, M->numbtype, m, d); |
| 2219 | lp->Homogeneous = dd_FALSE; |
| 2220 | lp->objective = dd_LPmax; |
| 2221 | lp->eqnumber=linc; /* this records the number of equations */ |
| 2222 | lp->redcheck_extensive=dd_FALSE; /* this is default */ |
| 2223 | |
| 2224 | irev=M->rowsize; /* the first row of the linc reversed inequalities. */ |
| 2225 | for (i = 1; i <= M->rowsize; i++) { |
| 2226 | dd_set(lp->A[i-1][0],dd_purezero); /* It is almost completely degerate LP */ |
| 2227 | if (set_member(i, M->linset)) { |
| 2228 | irev=irev+1; |
| 2229 | set_addelem(lp->equalityset,i); /* it is equality. */ |
| 2230 | /* the reversed row irev is not in the equality set. */ |
| 2231 | for (j = 2; j <= (M->colsize)+1; j++) { |
| 2232 | dd_neg(lp->A[irev-1][j-1],M->matrix[i-1][j-2]); |
| 2233 | } /*of j*/ |
| 2234 | if (localdebug) fprintf(stderr,"equality row %ld generates the reverse row %ld.\n",i,irev); |
| 2235 | } else { |
| 2236 | dd_set(lp->A[i-1][d-1],dd_minusone); /* b_I x_0 + A_I x - 1 z >= 0 (z=x_d) */ |
| 2237 | } |
| 2238 | for (j = 2; j <= (M->colsize)+1; j++) { |
| 2239 | dd_set(lp->A[i-1][j-1],M->matrix[i-1][j-2]); |
| 2240 | } /*of j*/ |
| 2241 | } /*of i*/ |
| 2242 | dd_set(lp->A[m-2][0],dd_one); dd_set(lp->A[m-2][d-1],dd_minusone); |
| 2243 | /* make the LP bounded. */ |
| 2244 | dd_set(lp->A[m-1][d-1],dd_one); |
| 2245 | /* objective is to maximize z. */ |
| 2246 | |
| 2247 | if (localdebug) { |
| 2248 | fprintf(stderr,"dd_CreateLP_V_ImplicitLinearity: an new lp is\n"); |
| 2249 | dd_WriteLP(stderr,lp); |
| 2250 | } |
| 2251 | |
| 2252 | return lp; |
| 2253 | } |
| 2254 | |
| 2255 | |
| 2256 | dd_LPPtr dd_CreateLP_H_Redundancy(dd_MatrixPtr M, dd_rowrange itest) |
| 2257 | { |
| 2258 | dd_rowrange m, i, irev, linc; |
| 2259 | dd_colrange d, j; |
| 2260 | dd_LPPtr lp; |
| 2261 | dd_boolean localdebug=dd_FALSE; |
| 2262 | |
| 2263 | linc=set_card(M->linset); |
| 2264 | m=M->rowsize+1+linc; |
| 2265 | /* We represent each equation by two inequalities. |
| 2266 | This is not the best way but makes the code simple. */ |
| 2267 | d=M->colsize; |
| 2268 | |
| 2269 | lp=dd_CreateLPData(M->objective, M->numbtype, m, d); |
| 2270 | lp->Homogeneous = dd_TRUE; |
| 2271 | lp->objective = dd_LPmin; |
| 2272 | lp->eqnumber=linc; /* this records the number of equations */ |
| 2273 | lp->redcheck_extensive=dd_FALSE; /* this is default */ |
| 2274 | |
| 2275 | irev=M->rowsize; /* the first row of the linc reversed inequalities. */ |
| 2276 | for (i = 1; i <= M->rowsize; i++) { |
| 2277 | if (set_member(i, M->linset)) { |
| 2278 | irev=irev+1; |
| 2279 | set_addelem(lp->equalityset,i); /* it is equality. */ |
| 2280 | /* the reversed row irev is not in the equality set. */ |
| 2281 | for (j = 1; j <= M->colsize; j++) { |
| 2282 | dd_neg(lp->A[irev-1][j-1],M->matrix[i-1][j-1]); |
| 2283 | } /*of j*/ |
| 2284 | if (localdebug) fprintf(stderr,"equality row %ld generates the reverse row %ld.\n",i,irev); |
| 2285 | } |
| 2286 | for (j = 1; j <= M->colsize; j++) { |
| 2287 | dd_set(lp->A[i-1][j-1],M->matrix[i-1][j-1]); |
| 2288 | if (j==1 && i<M->rowsize && dd_Nonzero(M->matrix[i-1][j-1])) lp->Homogeneous = dd_FALSE; |
| 2289 | } /*of j*/ |
| 2290 | } /*of i*/ |
| 2291 | for (j = 1; j <= M->colsize; j++) { |
| 2292 | dd_set(lp->A[m-1][j-1],M->matrix[itest-1][j-1]); |
| 2293 | /* objective is to violate the inequality in question. */ |
| 2294 | } /*of j*/ |
| 2295 | dd_add(lp->A[itest-1][0],lp->A[itest-1][0],dd_one); /* relax the original inequality by one */ |
| 2296 | |
| 2297 | return lp; |
| 2298 | } |
| 2299 | |
| 2300 | |
| 2301 | dd_LPPtr dd_CreateLP_V_Redundancy(dd_MatrixPtr M, dd_rowrange itest) |
| 2302 | { |
| 2303 | dd_rowrange m, i, irev, linc; |
| 2304 | dd_colrange d, j; |
| 2305 | dd_LPPtr lp; |
| 2306 | dd_boolean localdebug=dd_FALSE; |
| 2307 | |
| 2308 | linc=set_card(M->linset); |
| 2309 | m=M->rowsize+1+linc; |
| 2310 | /* We represent each equation by two inequalities. |
| 2311 | This is not the best way but makes the code simple. */ |
| 2312 | d=(M->colsize)+1; |
| 2313 | /* One more column. This is different from the H-reprentation case */ |
| 2314 | |
| 2315 | /* The below must be modified for V-representation!!! */ |
| 2316 | |
| 2317 | lp=dd_CreateLPData(M->objective, M->numbtype, m, d); |
| 2318 | lp->Homogeneous = dd_FALSE; |
| 2319 | lp->objective = dd_LPmin; |
| 2320 | lp->eqnumber=linc; /* this records the number of equations */ |
| 2321 | lp->redcheck_extensive=dd_FALSE; /* this is default */ |
| 2322 | |
| 2323 | irev=M->rowsize; /* the first row of the linc reversed inequalities. */ |
| 2324 | for (i = 1; i <= M->rowsize; i++) { |
| 2325 | if (i==itest){ |
| 2326 | dd_set(lp->A[i-1][0],dd_one); /* this is to make the LP bounded, ie. the min >= -1 */ |
| 2327 | } else { |
| 2328 | dd_set(lp->A[i-1][0],dd_purezero); /* It is almost completely degerate LP */ |
| 2329 | } |
| 2330 | if (set_member(i, M->linset)) { |
| 2331 | irev=irev+1; |
| 2332 | set_addelem(lp->equalityset,i); /* it is equality. */ |
| 2333 | /* the reversed row irev is not in the equality set. */ |
| 2334 | for (j = 2; j <= (M->colsize)+1; j++) { |
| 2335 | dd_neg(lp->A[irev-1][j-1],M->matrix[i-1][j-2]); |
| 2336 | } /*of j*/ |
| 2337 | if (localdebug) fprintf(stderr,"equality row %ld generates the reverse row %ld.\n",i,irev); |
| 2338 | } |
| 2339 | for (j = 2; j <= (M->colsize)+1; j++) { |
| 2340 | dd_set(lp->A[i-1][j-1],M->matrix[i-1][j-2]); |
| 2341 | } /*of j*/ |
| 2342 | } /*of i*/ |
| 2343 | for (j = 2; j <= (M->colsize)+1; j++) { |
| 2344 | dd_set(lp->A[m-1][j-1],M->matrix[itest-1][j-2]); |
| 2345 | /* objective is to violate the inequality in question. */ |
| 2346 | } /*of j*/ |
| 2347 | dd_set(lp->A[m-1][0],dd_purezero); /* the constant term for the objective is zero */ |
| 2348 | |
| 2349 | if (localdebug) dd_WriteLP(stdout, lp); |
| 2350 | |
| 2351 | return lp; |
| 2352 | } |
| 2353 | |
| 2354 | |
| 2355 | dd_LPPtr dd_CreateLP_V_SRedundancy(dd_MatrixPtr M, dd_rowrange itest) |
| 2356 | { |
| 2357 | /* |
| 2358 | V-representation (=boundary problem) |
| 2359 | g* = maximize |
| 2360 | 1^T b_{I-itest} x_0 + 1^T A_{I-itest} (the sum of slacks) |
| 2361 | subject to |
| 2362 | b_itest x_0 + A_itest x = 0 (the point has to lie on the boundary) |
| 2363 | b_{I-itest} x_0 + A_{I-itest} x >= 0 (all nonlinearity generators in one side) |
| 2364 | 1^T b_{I-itest} x_0 + 1^T A_{I-itest} x <= 1 (to make an LP bounded) |
| 2365 | b_L x_0 + A_L x = 0. (linearity generators) |
| 2366 | |
| 2367 | The redundant row is strongly redundant if and only if g* is zero. |
| 2368 | */ |
| 2369 | |
| 2370 | dd_rowrange m, i, irev, linc; |
| 2371 | dd_colrange d, j; |
| 2372 | dd_LPPtr lp; |
| 2373 | dd_boolean localdebug=dd_FALSE; |
| 2374 | |
| 2375 | linc=set_card(M->linset); |
| 2376 | m=M->rowsize+1+linc+2; |
| 2377 | /* We represent each equation by two inequalities. |
| 2378 | This is not the best way but makes the code simple. |
| 2379 | Two extra constraints are for the first equation and the bouding inequality. |
| 2380 | */ |
| 2381 | d=(M->colsize)+1; |
| 2382 | /* One more column. This is different from the H-reprentation case */ |
| 2383 | |
| 2384 | /* The below must be modified for V-representation!!! */ |
| 2385 | |
| 2386 | lp=dd_CreateLPData(M->objective, M->numbtype, m, d); |
| 2387 | lp->Homogeneous = dd_FALSE; |
| 2388 | lp->objective = dd_LPmax; |
| 2389 | lp->eqnumber=linc; /* this records the number of equations */ |
| 2390 | |
| 2391 | irev=M->rowsize; /* the first row of the linc reversed inequalities. */ |
| 2392 | for (i = 1; i <= M->rowsize; i++) { |
| 2393 | if (i==itest){ |
| 2394 | dd_set(lp->A[i-1][0],dd_purezero); /* this is a half of the boundary constraint. */ |
| 2395 | } else { |
| 2396 | dd_set(lp->A[i-1][0],dd_purezero); /* It is almost completely degerate LP */ |
| 2397 | } |
| 2398 | if (set_member(i, M->linset) || i==itest) { |
| 2399 | irev=irev+1; |
| 2400 | set_addelem(lp->equalityset,i); /* it is equality. */ |
| 2401 | /* the reversed row irev is not in the equality set. */ |
| 2402 | for (j = 2; j <= (M->colsize)+1; j++) { |
| 2403 | dd_neg(lp->A[irev-1][j-1],M->matrix[i-1][j-2]); |
| 2404 | } /*of j*/ |
| 2405 | if (localdebug) fprintf(stderr,"equality row %ld generates the reverse row %ld.\n",i,irev); |
| 2406 | } |
| 2407 | for (j = 2; j <= (M->colsize)+1; j++) { |
| 2408 | dd_set(lp->A[i-1][j-1],M->matrix[i-1][j-2]); |
| 2409 | dd_add(lp->A[m-1][j-1],lp->A[m-1][j-1],lp->A[i-1][j-1]); /* the objective is the sum of all ineqalities */ |
| 2410 | } /*of j*/ |
| 2411 | } /*of i*/ |
| 2412 | for (j = 2; j <= (M->colsize)+1; j++) { |
| 2413 | dd_neg(lp->A[m-2][j-1],lp->A[m-1][j-1]); |
| 2414 | /* to make an LP bounded. */ |
| 2415 | } /*of j*/ |
| 2416 | dd_set(lp->A[m-2][0],dd_one); /* the constant term for the bounding constraint is 1 */ |
| 2417 | |
| 2418 | if (localdebug) dd_WriteLP(stdout, lp); |
| 2419 | |
| 2420 | return lp; |
| 2421 | } |
| 2422 | |
| 2423 | dd_boolean dd_Redundant(dd_MatrixPtr M, dd_rowrange itest, dd_Arow certificate, dd_ErrorType *error) |
| 2424 | /* 092 */ |
| 2425 | { |
| 2426 | /* Checks whether the row itest is redundant for the representation. |
| 2427 | All linearity rows are not checked and considered NONredundant. |
| 2428 | This code works for both H- and V-representations. A certificate is |
| 2429 | given in the case of non-redundancy, showing a solution x violating only the itest |
| 2430 | inequality for H-representation, a hyperplane RHS and normal (x_0, x) that |
| 2431 | separates the itest from the rest. More explicitly, the LP to be setup is |
| 2432 | |
| 2433 | H-representation |
| 2434 | f* = minimize |
| 2435 | b_itest + A_itest x |
| 2436 | subject to |
| 2437 | b_itest + 1 + A_itest x >= 0 (relaxed inequality to make an LP bounded) |
| 2438 | b_{I-itest} + A_{I-itest} x >= 0 (all inequalities except for itest) |
| 2439 | b_L + A_L x = 0. (linearity) |
| 2440 | |
| 2441 | V-representation (=separation problem) |
| 2442 | f* = minimize |
| 2443 | b_itest x_0 + A_itest x |
| 2444 | subject to |
| 2445 | b_itest x_0 + A_itest x >= -1 (to make an LP bounded) |
| 2446 | b_{I-itest} x_0 + A_{I-itest} x >= 0 (all nonlinearity generators except for itest in one side) |
| 2447 | b_L x_0 + A_L x = 0. (linearity generators) |
| 2448 | |
| 2449 | Here, the input matrix is considered as (b, A), i.e. b corresponds to the first column of input |
| 2450 | and the row indices of input is partitioned into I and L where L is the set of linearity. |
| 2451 | In both cases, the itest data is nonredundant if and only if the optimal value f* is negative. |
| 2452 | The certificate has dimension one more for V-representation case. |
| 2453 | */ |
| 2454 | |
| 2455 | dd_colrange j; |
| 2456 | dd_LPPtr lp; |
| 2457 | dd_LPSolutionPtr lps; |
| 2458 | dd_ErrorType err=dd_NoError; |
| 2459 | dd_boolean answer=dd_FALSE,localdebug=dd_FALSE; |
| 2460 | |
| 2461 | *error=dd_NoError; |
| 2462 | if (set_member(itest, M->linset)){ |
| 2463 | if (localdebug) printf("The %ld th row is linearity and redundancy checking is skipped.\n",itest); |
| 2464 | goto _L99; |
| 2465 | } |
| 2466 | |
| 2467 | /* Create an LP data for redundancy checking */ |
| 2468 | if (M->representation==dd_Generator){ |
| 2469 | lp=dd_CreateLP_V_Redundancy(M, itest); |
| 2470 | } else { |
| 2471 | lp=dd_CreateLP_H_Redundancy(M, itest); |
| 2472 | } |
| 2473 | |
| 2474 | dd_LPSolve(lp,dd_choiceRedcheckAlgorithm,&err); |
| 2475 | if (err!=dd_NoError){ |
| 2476 | *error=err; |
| 2477 | goto _L999; |
| 2478 | } else { |
| 2479 | lps=dd_CopyLPSolution(lp); |
| 2480 | |
| 2481 | for (j=0; j<lps->d; j++) { |
| 2482 | dd_set(certificate[j], lps->sol[j]); |
| 2483 | } |
| 2484 | |
| 2485 | if (dd_Negative(lps->optvalue)){ |
| 2486 | answer=dd_FALSE; |
| 2487 | if (localdebug) fprintf(stderr,"==> %ld th row is nonredundant.\n",itest); |
| 2488 | } else { |
| 2489 | answer=dd_TRUE; |
| 2490 | if (localdebug) fprintf(stderr,"==> %ld th row is redundant.\n",itest); |
| 2491 | } |
| 2492 | dd_FreeLPSolution(lps); |
| 2493 | } |
| 2494 | _L999: |
| 2495 | dd_FreeLPData(lp); |
| 2496 | _L99: |
| 2497 | return answer; |
| 2498 | } |
| 2499 | |
| 2500 | dd_boolean dd_RedundantExtensive(dd_MatrixPtr M, dd_rowrange itest, dd_Arow certificate, |
| 2501 | dd_rowset *redset,dd_ErrorType *error) |
| 2502 | /* 094 */ |
| 2503 | { |
| 2504 | /* This uses the same LP construction as dd_Reduandant. But, while it is checking |
| 2505 | the redundancy of itest, it also tries to find some other variable that are |
| 2506 | redundant (i.e. forced to be nonnegative). This is expensive as it used |
| 2507 | the complete tableau information at each DualSimplex pivot. The redset must |
| 2508 | be initialized before this function is called. |
| 2509 | */ |
| 2510 | |
| 2511 | dd_colrange j; |
| 2512 | dd_LPPtr lp; |
| 2513 | dd_LPSolutionPtr lps; |
| 2514 | dd_ErrorType err=dd_NoError; |
| 2515 | dd_boolean answer=dd_FALSE,localdebug=dd_FALSE; |
| 2516 | |
| 2517 | *error=dd_NoError; |
| 2518 | if (set_member(itest, M->linset)){ |
| 2519 | if (localdebug) printf("The %ld th row is linearity and redundancy checking is skipped.\n",itest); |
| 2520 | goto _L99; |
| 2521 | } |
| 2522 | |
| 2523 | /* Create an LP data for redundancy checking */ |
| 2524 | if (M->representation==dd_Generator){ |
| 2525 | lp=dd_CreateLP_V_Redundancy(M, itest); |
| 2526 | } else { |
| 2527 | lp=dd_CreateLP_H_Redundancy(M, itest); |
| 2528 | } |
| 2529 | |
| 2530 | lp->redcheck_extensive=dd_TRUE; |
| 2531 | |
| 2532 | dd_LPSolve0(lp,dd_DualSimplex,&err); |
| 2533 | if (err!=dd_NoError){ |
| 2534 | *error=err; |
| 2535 | goto _L999; |
| 2536 | } else { |
| 2537 | set_copy(*redset,lp->redset_extra); |
| 2538 | set_delelem(*redset, itest); |
| 2539 | /* itest row might be redundant in the lp but this has nothing to do with its redundancy |
| 2540 | in the original system M. Thus we must delete it. */ |
| 2541 | if (localdebug){ |
| 2542 | fprintf(stderr, "dd_RedundantExtensive: checking for %ld, extra redset with cardinality %ld (%ld)\n",itest,set_card(*redset),set_card(lp->redset_extra)); |
| 2543 | set_fwrite(stderr, *redset); fprintf(stderr, "\n"); |
| 2544 | } |
| 2545 | lps=dd_CopyLPSolution(lp); |
| 2546 | |
| 2547 | for (j=0; j<lps->d; j++) { |
| 2548 | dd_set(certificate[j], lps->sol[j]); |
| 2549 | } |
| 2550 | |
| 2551 | if (dd_Negative(lps->optvalue)){ |
| 2552 | answer=dd_FALSE; |
| 2553 | if (localdebug) fprintf(stderr,"==> %ld th row is nonredundant.\n",itest); |
| 2554 | } else { |
| 2555 | answer=dd_TRUE; |
| 2556 | if (localdebug) fprintf(stderr,"==> %ld th row is redundant.\n",itest); |
| 2557 | } |
| 2558 | dd_FreeLPSolution(lps); |
| 2559 | } |
| 2560 | _L999: |
| 2561 | dd_FreeLPData(lp); |
| 2562 | _L99: |
| 2563 | return answer; |
| 2564 | } |
| 2565 | |
| 2566 | dd_rowset dd_RedundantRows(dd_MatrixPtr M, dd_ErrorType *error) /* 092 */ |
| 2567 | { |
| 2568 | dd_rowrange i,m; |
| 2569 | dd_colrange d; |
| 2570 | dd_rowset redset; |
| 2571 | dd_MatrixPtr Mcopy; |
| 2572 | dd_Arow cvec; /* certificate */ |
| 2573 | dd_boolean localdebug=dd_TRUE; |
| 2574 | |
| 2575 | m=M->rowsize; |
| 2576 | if (M->representation==dd_Generator){ |
| 2577 | d=(M->colsize)+1; |
| 2578 | } else { |
| 2579 | d=M->colsize; |
| 2580 | } |
| 2581 | Mcopy=dd_MatrixCopy(M); |
| 2582 | dd_InitializeArow(d,&cvec); |
| 2583 | set_initialize(&redset, m); |
| 2584 | for (i=m; i>=1; i--) { |
| 2585 | if (dd_Redundant(Mcopy, i, cvec, error)) { |
| 2586 | if (localdebug) printf("Iteration %ld: the row %ld is redundant.\n",m-i+1,i); |
| 2587 | set_addelem(redset, i); |
| 2588 | dd_MatrixRowRemove(&Mcopy, i); |
| 2589 | } else { |
| 2590 | if (localdebug) printf("Iteration %ld: the row %ld is essential.\n",m-i+1, i); |
| 2591 | } |
| 2592 | if (*error!=dd_NoError) goto _L99; |
| 2593 | } |
| 2594 | _L99: |
| 2595 | dd_FreeMatrix(Mcopy); |
| 2596 | dd_FreeArow(d, cvec); |
| 2597 | return redset; |
| 2598 | } |
| 2599 | |
| 2600 | |
| 2601 | dd_boolean dd_MatrixRedundancyRemove(dd_MatrixPtr *M, dd_rowset *redset,dd_rowindex *newpos, dd_ErrorType *error) /* 094 */ |
| 2602 | { |
| 2603 | /* It returns the set of all redundant rows. This should be called after all |
| 2604 | implicit linearity are recognized with dd_MatrixCanonicalizeLinearity. |
| 2605 | */ |
| 2606 | |
| 2607 | |
| 2608 | dd_rowrange i,k,m,m1; |
| 2609 | dd_colrange d; |
| 2610 | dd_rowset redset1; |
| 2611 | dd_rowindex newpos1; |
| 2612 | dd_MatrixPtr M1=NULL; |
| 2613 | dd_Arow cvec; /* certificate */ |
| 2614 | dd_boolean success=dd_FALSE, localdebug=dd_FALSE; |
| 2615 | |
| 2616 | m=(*M)->rowsize; |
| 2617 | set_initialize(redset, m); |
| 2618 | M1=dd_MatrixSortedUniqueCopy(*M,newpos); |
| 2619 | for (i=1; i<=m; i++){ |
| 2620 | if ((*newpos)[i]<=0) set_addelem(*redset,i); |
| 2621 | if (localdebug) printf(" %ld:%ld",i,(*newpos)[i]); |
| 2622 | } |
| 2623 | if (localdebug) printf("\n"); |
| 2624 | |
| 2625 | if ((*M)->representation==dd_Generator){ |
| 2626 | d=((*M)->colsize)+1; |
| 2627 | } else { |
| 2628 | d=(*M)->colsize; |
| 2629 | } |
| 2630 | m1=M1->rowsize; |
| 2631 | if (localdebug){ |
| 2632 | fprintf(stderr,"dd_MatrixRedundancyRemove: By sorting, %ld rows have been removed. The remaining has %ld rows.\n",m-m1,m1); |
| 2633 | /* dd_WriteMatrix(stdout,M1); */ |
| 2634 | } |
| 2635 | dd_InitializeArow(d,&cvec); |
| 2636 | set_initialize(&redset1, M1->rowsize); |
| 2637 | k=1; |
| 2638 | do { |
| 2639 | if (dd_RedundantExtensive(M1, k, cvec, &redset1,error)) { |
| 2640 | set_addelem(redset1, k); |
| 2641 | dd_MatrixRowsRemove2(&M1,redset1,&newpos1); |
| 2642 | for (i=1; i<=m; i++){ |
| 2643 | if ((*newpos)[i]>0){ |
| 2644 | if (set_member((*newpos)[i],redset1)){ |
| 2645 | set_addelem(*redset,i); |
| 2646 | (*newpos)[i]=0; /* now the original row i is recognized redundant and removed from M1 */ |
| 2647 | } else { |
| 2648 | (*newpos)[i]=newpos1[(*newpos)[i]]; /* update the new pos vector */ |
| 2649 | } |
| 2650 | } |
| 2651 | } |
| 2652 | set_free(redset1); |
| 2653 | set_initialize(&redset1, M1->rowsize); |
| 2654 | if (localdebug) { |
| 2655 | printf("dd_MatrixRedundancyRemove: the row %ld is redundant. The new matrix has %ld rows.\n", k, M1->rowsize); |
| 2656 | /* dd_WriteMatrix(stderr, M1); */ |
| 2657 | } |
| 2658 | free(newpos1); |
| 2659 | } else { |
| 2660 | if (set_card(redset1)>0) { |
| 2661 | dd_MatrixRowsRemove2(&M1,redset1,&newpos1); |
| 2662 | for (i=1; i<=m; i++){ |
| 2663 | if ((*newpos)[i]>0){ |
| 2664 | if (set_member((*newpos)[i],redset1)){ |
| 2665 | set_addelem(*redset,i); |
| 2666 | (*newpos)[i]=0; /* now the original row i is recognized redundant and removed from M1 */ |
| 2667 | } else { |
| 2668 | (*newpos)[i]=newpos1[(*newpos)[i]]; /* update the new pos vector */ |
| 2669 | } |
| 2670 | } |
| 2671 | } |
| 2672 | set_free(redset1); |
| 2673 | set_initialize(&redset1, M1->rowsize); |
| 2674 | free(newpos1); |
| 2675 | } |
| 2676 | if (localdebug) { |
| 2677 | printf("dd_MatrixRedundancyRemove: the row %ld is essential. The new matrix has %ld rows.\n", k, M1->rowsize); |
| 2678 | /* dd_WriteMatrix(stderr, M1); */ |
| 2679 | } |
| 2680 | k=k+1; |
| 2681 | } |
| 2682 | if (*error!=dd_NoError) goto _L99; |
| 2683 | } while (k<=M1->rowsize); |
| 2684 | if (localdebug) dd_WriteMatrix(stderr, M1); |
| 2685 | success=dd_TRUE; |
| 2686 | |
| 2687 | _L99: |
| 2688 | dd_FreeMatrix(*M); |
| 2689 | *M=M1; |
| 2690 | dd_FreeArow(d, cvec); |
| 2691 | set_free(redset1); |
| 2692 | return success; |
| 2693 | } |
| 2694 | |
| 2695 | |
| 2696 | dd_boolean dd_SRedundant(dd_MatrixPtr M, dd_rowrange itest, dd_Arow certificate, dd_ErrorType *error) |
| 2697 | /* 093a */ |
| 2698 | { |
| 2699 | /* Checks whether the row itest is strongly redundant for the representation. |
| 2700 | A row is strongly redundant in H-representation if every point in |
| 2701 | the polyhedron satisfies it with strict inequality. |
| 2702 | A row is strongly redundant in V-representation if this point is in |
| 2703 | the interior of the polyhedron. |
| 2704 | |
| 2705 | All linearity rows are not checked and considered NOT strongly redundant. |
| 2706 | This code works for both H- and V-representations. A certificate is |
| 2707 | given in the case of non-redundancy, showing a solution x violating only the itest |
| 2708 | inequality for H-representation, a hyperplane RHS and normal (x_0, x) that |
| 2709 | separates the itest from the rest. More explicitly, the LP to be setup is |
| 2710 | |
| 2711 | H-representation |
| 2712 | f* = minimize |
| 2713 | b_itest + A_itest x |
| 2714 | subject to |
| 2715 | b_itest + 1 + A_itest x >= 0 (relaxed inequality to make an LP bounded) |
| 2716 | b_{I-itest} + A_{I-itest} x >= 0 (all inequalities except for itest) |
| 2717 | b_L + A_L x = 0. (linearity) |
| 2718 | |
| 2719 | V-representation (=separation problem) |
| 2720 | f* = minimize |
| 2721 | b_itest x_0 + A_itest x |
| 2722 | subject to |
| 2723 | b_itest x_0 + A_itest x >= -1 (to make an LP bounded) |
| 2724 | b_{I-itest} x_0 + A_{I-itest} x >= 0 (all nonlinearity generators except for itest in one side) |
| 2725 | b_L x_0 + A_L x = 0. (linearity generators) |
| 2726 | |
| 2727 | Here, the input matrix is considered as (b, A), i.e. b corresponds to the first column of input |
| 2728 | and the row indices of input is partitioned into I and L where L is the set of linearity. |
| 2729 | In H-representation, the itest data is strongly redundant if and only if the optimal value f* is positive. |
| 2730 | In V-representation, the itest data is redundant if and only if the optimal value f* is zero (as the LP |
| 2731 | is homogeneous and the optimal value is always non-positive). To recognize strong redundancy, one |
| 2732 | can set up a second LP |
| 2733 | |
| 2734 | V-representation (=boundary problem) |
| 2735 | g* = maximize |
| 2736 | 1^T b_{I-itest} x_0 + 1^T A_{I-itest} (the sum of slacks) |
| 2737 | subject to |
| 2738 | b_itest x_0 + A_itest x = 0 (the point has to lie on the boundary) |
| 2739 | b_{I-itest} x_0 + A_{I-itest} x >= 0 (all nonlinearity generators in one side) |
| 2740 | 1^T b_{I-itest} x_0 + 1^T A_{I-itest} x <= 1 (to make an LP bounded) |
| 2741 | b_L x_0 + A_L x = 0. (linearity generators) |
| 2742 | |
| 2743 | The redundant row is strongly redundant if and only if g* is zero. |
| 2744 | |
| 2745 | The certificate has dimension one more for V-representation case. |
| 2746 | */ |
| 2747 | |
| 2748 | dd_colrange j; |
| 2749 | dd_LPPtr lp; |
| 2750 | dd_LPSolutionPtr lps; |
| 2751 | dd_ErrorType err=dd_NoError; |
| 2752 | dd_boolean answer=dd_FALSE,localdebug=dd_FALSE; |
| 2753 | |
| 2754 | *error=dd_NoError; |
| 2755 | if (set_member(itest, M->linset)){ |
| 2756 | if (localdebug) printf("The %ld th row is linearity and strong redundancy checking is skipped.\n",itest); |
| 2757 | goto _L99; |
| 2758 | } |
| 2759 | |
| 2760 | /* Create an LP data for redundancy checking */ |
| 2761 | if (M->representation==dd_Generator){ |
| 2762 | lp=dd_CreateLP_V_Redundancy(M, itest); |
| 2763 | } else { |
| 2764 | lp=dd_CreateLP_H_Redundancy(M, itest); |
| 2765 | } |
| 2766 | |
| 2767 | dd_LPSolve(lp,dd_choiceRedcheckAlgorithm,&err); |
| 2768 | if (err!=dd_NoError){ |
| 2769 | *error=err; |
| 2770 | goto _L999; |
| 2771 | } else { |
| 2772 | lps=dd_CopyLPSolution(lp); |
| 2773 | |
| 2774 | for (j=0; j<lps->d; j++) { |
| 2775 | dd_set(certificate[j], lps->sol[j]); |
| 2776 | } |
| 2777 | |
| 2778 | if (localdebug){ |
| 2779 | printf("Optimum value:"); |
| 2780 | dd_WriteNumber(stdout, lps->optvalue); |
| 2781 | printf("\n"); |
| 2782 | } |
| 2783 | |
| 2784 | if (M->representation==dd_Inequality){ |
| 2785 | if (dd_Positive(lps->optvalue)){ |
| 2786 | answer=dd_TRUE; |
| 2787 | if (localdebug) fprintf(stderr,"==> %ld th inequality is strongly redundant.\n",itest); |
| 2788 | } else { |
| 2789 | answer=dd_FALSE; |
| 2790 | if (localdebug) fprintf(stderr,"==> %ld th inequality is not strongly redundant.\n",itest); |
| 2791 | } |
| 2792 | } else { |
| 2793 | if (dd_Negative(lps->optvalue)){ |
| 2794 | answer=dd_FALSE; |
| 2795 | if (localdebug) fprintf(stderr,"==> %ld th point is not strongly redundant.\n",itest); |
| 2796 | } else { |
| 2797 | /* for V-representation, we have to solve another LP */ |
| 2798 | dd_FreeLPData(lp); |
| 2799 | dd_FreeLPSolution(lps); |
| 2800 | lp=dd_CreateLP_V_SRedundancy(M, itest); |
| 2801 | dd_LPSolve(lp,dd_DualSimplex,&err); |
| 2802 | lps=dd_CopyLPSolution(lp); |
| 2803 | if (localdebug) dd_WriteLPResult(stdout,lp,err); |
| 2804 | if (dd_Positive(lps->optvalue)){ |
| 2805 | answer=dd_FALSE; |
| 2806 | if (localdebug) fprintf(stderr,"==> %ld th point is not strongly redundant.\n",itest); |
| 2807 | } else { |
| 2808 | answer=dd_TRUE; |
| 2809 | if (localdebug) fprintf(stderr,"==> %ld th point is strongly redundant.\n",itest); |
| 2810 | } |
| 2811 | } |
| 2812 | } |
| 2813 | dd_FreeLPSolution(lps); |
| 2814 | } |
| 2815 | _L999: |
| 2816 | dd_FreeLPData(lp); |
| 2817 | _L99: |
| 2818 | return answer; |
| 2819 | } |
| 2820 | |
| 2821 | dd_rowset dd_SRedundantRows(dd_MatrixPtr M, dd_ErrorType *error) /* 093a */ |
| 2822 | { |
| 2823 | dd_rowrange i,m; |
| 2824 | dd_colrange d; |
| 2825 | dd_rowset redset; |
| 2826 | dd_MatrixPtr Mcopy; |
| 2827 | dd_Arow cvec; /* certificate */ |
| 2828 | dd_boolean localdebug=dd_FALSE; |
| 2829 | |
| 2830 | m=M->rowsize; |
| 2831 | if (M->representation==dd_Generator){ |
| 2832 | d=(M->colsize)+1; |
| 2833 | } else { |
| 2834 | d=M->colsize; |
| 2835 | } |
| 2836 | Mcopy=dd_MatrixCopy(M); |
| 2837 | dd_InitializeArow(d,&cvec); |
| 2838 | set_initialize(&redset, m); |
| 2839 | for (i=m; i>=1; i--) { |
| 2840 | if (dd_SRedundant(Mcopy, i, cvec, error)) { |
| 2841 | if (localdebug) printf("dd_SRedundantRows: the row %ld is strongly redundant.\n", i); |
| 2842 | set_addelem(redset, i); |
| 2843 | dd_MatrixRowRemove(&Mcopy, i); |
| 2844 | } else { |
| 2845 | if (localdebug) printf("dd_SRedundantRows: the row %ld is not strongly redundant.\n", i); |
| 2846 | } |
| 2847 | if (*error!=dd_NoError) goto _L99; |
| 2848 | } |
| 2849 | _L99: |
| 2850 | dd_FreeMatrix(Mcopy); |
| 2851 | dd_FreeArow(d, cvec); |
| 2852 | return redset; |
| 2853 | } |
| 2854 | |
| 2855 | dd_rowset dd_RedundantRowsViaShooting(dd_MatrixPtr M, dd_ErrorType *error) /* 092 */ |
| 2856 | { |
| 2857 | /* |
| 2858 | For H-representation only and not quite reliable, |
| 2859 | especially when floating-point arithmetic is used. |
| 2860 | Use the ordinary (slower) method dd_RedundantRows. |
| 2861 | */ |
| 2862 | |
| 2863 | dd_rowrange i,m, ired, irow=0; |
| 2864 | dd_colrange j,k,d; |
| 2865 | dd_rowset redset; |
| 2866 | dd_rowindex rowflag; |
| 2867 | /* ith comp is negative if the ith inequality (i-1 st row) is redundant. |
| 2868 | zero if it is not decided. |
| 2869 | k > 0 if it is nonredundant and assigned to the (k-1)th row of M1. |
| 2870 | */ |
| 2871 | dd_MatrixPtr M1; |
| 2872 | dd_Arow shootdir, cvec=NULL; |
| 2873 | dd_LPPtr lp0, lp; |
| 2874 | dd_LPSolutionPtr lps; |
| 2875 | dd_ErrorType err; |
| 2876 | dd_LPSolverType solver=dd_DualSimplex; |
| 2877 | dd_boolean localdebug=dd_TRUE; |
| 2878 | |
| 2879 | m=M->rowsize; |
| 2880 | d=M->colsize; |
| 2881 | M1=dd_CreateMatrix(m,d); |
| 2882 | M1->rowsize=0; /* cheat the rowsize so that smaller matrix can be stored */ |
| 2883 | set_initialize(&redset, m); |
| 2884 | dd_InitializeArow(d, &shootdir); |
| 2885 | dd_InitializeArow(d, &cvec); |
| 2886 | |
| 2887 | rowflag=(long *)calloc(m+1, sizeof(long)); |
| 2888 | |
| 2889 | /* First find some (likely) nonredundant inequalities by Interior Point Find. */ |
| 2890 | lp0=dd_Matrix2LP(M, &err); |
| 2891 | lp=dd_MakeLPforInteriorFinding(lp0); |
| 2892 | dd_FreeLPData(lp0); |
| 2893 | dd_LPSolve(lp, solver, &err); /* Solve the LP */ |
| 2894 | lps=dd_CopyLPSolution(lp); |
| 2895 | |
| 2896 | if (dd_Positive(lps->optvalue)){ |
| 2897 | /* An interior point is found. Use rayshooting to find some nonredundant |
| 2898 | inequalities. */ |
| 2899 | for (j=1; j<d; j++){ |
| 2900 | for (k=1; k<=d; k++) dd_set(shootdir[k-1], dd_purezero); |
| 2901 | dd_set(shootdir[j], dd_one); /* j-th unit vector */ |
| 2902 | ired=dd_RayShooting(M, lps->sol, shootdir); |
| 2903 | if (localdebug) printf("nonredundant row %3ld found by shooting.\n", ired); |
| 2904 | if (ired>0 && rowflag[ired]<=0) { |
| 2905 | irow++; |
| 2906 | rowflag[ired]=irow; |
| 2907 | for (k=1; k<=d; k++) dd_set(M1->matrix[irow-1][k-1], M->matrix[ired-1][k-1]); |
| 2908 | } |
| 2909 | |
| 2910 | dd_neg(shootdir[j], dd_one); /* negative of the j-th unit vector */ |
| 2911 | ired=dd_RayShooting(M, lps->sol, shootdir); |
| 2912 | if (localdebug) printf("nonredundant row %3ld found by shooting.\n", ired); |
| 2913 | if (ired>0 && rowflag[ired]<=0) { |
| 2914 | irow++; |
| 2915 | rowflag[ired]=irow; |
| 2916 | for (k=1; k<=d; k++) dd_set(M1->matrix[irow-1][k-1], M->matrix[ired-1][k-1]); |
| 2917 | } |
| 2918 | } |
| 2919 | |
| 2920 | M1->rowsize=irow; |
| 2921 | if (localdebug) { |
| 2922 | printf("The initial nonredundant set is:"); |
| 2923 | for (i=1; i<=m; i++) if (rowflag[i]>0) printf(" %ld", i); |
| 2924 | printf("\n"); |
| 2925 | } |
| 2926 | |
| 2927 | i=1; |
| 2928 | while(i<=m){ |
| 2929 | if (rowflag[i]==0){ /* the ith inequality is not yet checked */ |
| 2930 | if (localdebug) fprintf(stderr, "Checking redundancy of %ld th inequality\n", i); |
| 2931 | irow++; M1->rowsize=irow; |
| 2932 | for (k=1; k<=d; k++) dd_set(M1->matrix[irow-1][k-1], M->matrix[i-1][k-1]); |
| 2933 | if (!dd_Redundant(M1, irow, cvec, &err)){ |
| 2934 | for (k=1; k<=d; k++) dd_sub(shootdir[k-1], cvec[k-1], lps->sol[k-1]); |
| 2935 | ired=dd_RayShooting(M, lps->sol, shootdir); |
| 2936 | rowflag[ired]=irow; |
| 2937 | for (k=1; k<=d; k++) dd_set(M1->matrix[irow-1][k-1], M->matrix[ired-1][k-1]); |
| 2938 | if (localdebug) { |
| 2939 | fprintf(stderr, "The %ld th inequality is nonredundant for the subsystem\n", i); |
| 2940 | fprintf(stderr, "The nonredundancy of %ld th inequality is found by shooting.\n", ired); |
| 2941 | } |
| 2942 | } else { |
| 2943 | if (localdebug) fprintf(stderr, "The %ld th inequality is redundant for the subsystem and thus for the whole.\n", i); |
| 2944 | rowflag[i]=-1; |
| 2945 | set_addelem(redset, i); |
| 2946 | i++; |
| 2947 | } |
| 2948 | } else { |
| 2949 | i++; |
| 2950 | } |
| 2951 | } /* endwhile */ |
| 2952 | } else { |
| 2953 | /* No interior point is found. Apply the standard LP technique. */ |
Brian Silverman | f1cff39 | 2015-10-11 19:36:18 -0400 | [diff] [blame^] | 2954 | if (localdebug) printf("No interior-point is found and thus the standard LP technique will be used.\n"); |
Austin Schuh | 405fa6c | 2015-09-06 18:13:55 -0700 | [diff] [blame] | 2955 | redset=dd_RedundantRows(M, error); |
| 2956 | } |
| 2957 | |
| 2958 | dd_FreeLPData(lp); |
| 2959 | dd_FreeLPSolution(lps); |
| 2960 | |
| 2961 | M1->rowsize=m; M1->colsize=d; /* recover the original sizes */ |
| 2962 | dd_FreeMatrix(M1); |
| 2963 | dd_FreeArow(d, shootdir); |
| 2964 | dd_FreeArow(d, cvec); |
| 2965 | free(rowflag); |
| 2966 | return redset; |
| 2967 | } |
| 2968 | |
| 2969 | dd_SetFamilyPtr dd_Matrix2Adjacency(dd_MatrixPtr M, dd_ErrorType *error) /* 093 */ |
| 2970 | { |
| 2971 | /* This is to generate the (facet) graph of a polyheron (H) V-represented by M using LPs. |
| 2972 | Since it does not use the representation conversion, it should work for a large |
| 2973 | scale problem. |
| 2974 | */ |
| 2975 | dd_rowrange i,m; |
| 2976 | dd_colrange d; |
| 2977 | dd_rowset redset; |
| 2978 | dd_MatrixPtr Mcopy; |
| 2979 | dd_SetFamilyPtr F=NULL; |
| 2980 | |
| 2981 | m=M->rowsize; |
| 2982 | d=M->colsize; |
| 2983 | if (m<=0 ||d<=0) { |
| 2984 | *error=dd_EmptyRepresentation; |
| 2985 | goto _L999; |
| 2986 | } |
| 2987 | Mcopy=dd_MatrixCopy(M); |
| 2988 | F=dd_CreateSetFamily(m, m); |
| 2989 | for (i=1; i<=m; i++) { |
| 2990 | if (!set_member(i, M->linset)){ |
| 2991 | set_addelem(Mcopy->linset, i); |
| 2992 | redset=dd_RedundantRows(Mcopy, error); /* redset should contain all nonadjacent ones */ |
| 2993 | set_uni(redset, redset, Mcopy->linset); /* all linearity elements should be nonadjacent */ |
| 2994 | set_compl(F->set[i-1], redset); /* set the adjacency list of vertex i */ |
| 2995 | set_delelem(Mcopy->linset, i); |
| 2996 | set_free(redset); |
| 2997 | if (*error!=dd_NoError) goto _L99; |
| 2998 | } |
| 2999 | } |
| 3000 | _L99: |
| 3001 | dd_FreeMatrix(Mcopy); |
| 3002 | _L999: |
| 3003 | return F; |
| 3004 | } |
| 3005 | |
| 3006 | dd_SetFamilyPtr dd_Matrix2WeakAdjacency(dd_MatrixPtr M, dd_ErrorType *error) /* 093a */ |
| 3007 | { |
| 3008 | /* This is to generate the weak-adjacency (facet) graph of a polyheron (H) V-represented by M using LPs. |
| 3009 | Since it does not use the representation conversion, it should work for a large |
| 3010 | scale problem. |
| 3011 | */ |
| 3012 | dd_rowrange i,m; |
| 3013 | dd_colrange d; |
| 3014 | dd_rowset redset; |
| 3015 | dd_MatrixPtr Mcopy; |
| 3016 | dd_SetFamilyPtr F=NULL; |
| 3017 | |
| 3018 | m=M->rowsize; |
| 3019 | d=M->colsize; |
| 3020 | if (m<=0 ||d<=0) { |
| 3021 | *error=dd_EmptyRepresentation; |
| 3022 | goto _L999; |
| 3023 | } |
| 3024 | Mcopy=dd_MatrixCopy(M); |
| 3025 | F=dd_CreateSetFamily(m, m); |
| 3026 | for (i=1; i<=m; i++) { |
| 3027 | if (!set_member(i, M->linset)){ |
| 3028 | set_addelem(Mcopy->linset, i); |
| 3029 | redset=dd_SRedundantRows(Mcopy, error); /* redset should contain all weakly nonadjacent ones */ |
| 3030 | set_uni(redset, redset, Mcopy->linset); /* all linearity elements should be nonadjacent */ |
| 3031 | set_compl(F->set[i-1], redset); /* set the adjacency list of vertex i */ |
| 3032 | set_delelem(Mcopy->linset, i); |
| 3033 | set_free(redset); |
| 3034 | if (*error!=dd_NoError) goto _L99; |
| 3035 | } |
| 3036 | } |
| 3037 | _L99: |
| 3038 | dd_FreeMatrix(Mcopy); |
| 3039 | _L999: |
| 3040 | return F; |
| 3041 | } |
| 3042 | |
| 3043 | |
| 3044 | dd_boolean dd_ImplicitLinearity(dd_MatrixPtr M, dd_rowrange itest, dd_Arow certificate, dd_ErrorType *error) |
| 3045 | /* 092 */ |
| 3046 | { |
| 3047 | /* Checks whether the row itest is implicit linearity for the representation. |
| 3048 | All linearity rows are not checked and considered non implicit linearity (dd_FALSE). |
| 3049 | This code works for both H- and V-representations. A certificate is |
| 3050 | given in the case of dd_FALSE, showing a feasible solution x satisfying the itest |
| 3051 | strict inequality for H-representation, a hyperplane RHS and normal (x_0, x) that |
| 3052 | separates the itest from the rest. More explicitly, the LP to be setup is |
| 3053 | the same thing as redundancy case but with maximization: |
| 3054 | |
| 3055 | H-representation |
| 3056 | f* = maximize |
| 3057 | b_itest + A_itest x |
| 3058 | subject to |
| 3059 | b_itest + 1 + A_itest x >= 0 (relaxed inequality. This is not necessary but kept for simplicity of the code) |
| 3060 | b_{I-itest} + A_{I-itest} x >= 0 (all inequalities except for itest) |
| 3061 | b_L + A_L x = 0. (linearity) |
| 3062 | |
| 3063 | V-representation (=separation problem) |
| 3064 | f* = maximize |
| 3065 | b_itest x_0 + A_itest x |
| 3066 | subject to |
| 3067 | b_itest x_0 + A_itest x >= -1 (again, this is not necessary but kept for simplicity.) |
| 3068 | b_{I-itest} x_0 + A_{I-itest} x >= 0 (all nonlinearity generators except for itest in one side) |
| 3069 | b_L x_0 + A_L x = 0. (linearity generators) |
| 3070 | |
| 3071 | Here, the input matrix is considered as (b, A), i.e. b corresponds to the first column of input |
| 3072 | and the row indices of input is partitioned into I and L where L is the set of linearity. |
| 3073 | In both cases, the itest data is implicit linearity if and only if the optimal value f* is nonpositive. |
| 3074 | The certificate has dimension one more for V-representation case. |
| 3075 | */ |
| 3076 | |
| 3077 | dd_colrange j; |
| 3078 | dd_LPPtr lp; |
| 3079 | dd_LPSolutionPtr lps; |
| 3080 | dd_ErrorType err=dd_NoError; |
| 3081 | dd_boolean answer=dd_FALSE,localdebug=dd_FALSE; |
| 3082 | |
| 3083 | *error=dd_NoError; |
| 3084 | if (set_member(itest, M->linset)){ |
| 3085 | if (localdebug) printf("The %ld th row is linearity and redundancy checking is skipped.\n",itest); |
| 3086 | goto _L99; |
| 3087 | } |
| 3088 | |
| 3089 | /* Create an LP data for redundancy checking */ |
| 3090 | if (M->representation==dd_Generator){ |
| 3091 | lp=dd_CreateLP_V_Redundancy(M, itest); |
| 3092 | } else { |
| 3093 | lp=dd_CreateLP_H_Redundancy(M, itest); |
| 3094 | } |
| 3095 | |
| 3096 | lp->objective = dd_LPmax; /* the lp->objective is set by CreateLP* to LPmin */ |
| 3097 | dd_LPSolve(lp,dd_choiceRedcheckAlgorithm,&err); |
| 3098 | if (err!=dd_NoError){ |
| 3099 | *error=err; |
| 3100 | goto _L999; |
| 3101 | } else { |
| 3102 | lps=dd_CopyLPSolution(lp); |
| 3103 | |
| 3104 | for (j=0; j<lps->d; j++) { |
| 3105 | dd_set(certificate[j], lps->sol[j]); |
| 3106 | } |
| 3107 | |
| 3108 | if (lps->LPS==dd_Optimal && dd_EqualToZero(lps->optvalue)){ |
| 3109 | answer=dd_TRUE; |
| 3110 | if (localdebug) fprintf(stderr,"==> %ld th data is an implicit linearity.\n",itest); |
| 3111 | } else { |
| 3112 | answer=dd_FALSE; |
| 3113 | if (localdebug) fprintf(stderr,"==> %ld th data is not an implicit linearity.\n",itest); |
| 3114 | } |
| 3115 | dd_FreeLPSolution(lps); |
| 3116 | } |
| 3117 | _L999: |
| 3118 | dd_FreeLPData(lp); |
| 3119 | _L99: |
| 3120 | return answer; |
| 3121 | } |
| 3122 | |
| 3123 | |
| 3124 | int dd_FreeOfImplicitLinearity(dd_MatrixPtr M, dd_Arow certificate, dd_rowset *imp_linrows, dd_ErrorType *error) |
| 3125 | /* 092 */ |
| 3126 | { |
| 3127 | /* Checks whether the matrix M constains any implicit linearity at all. |
| 3128 | It returns 1 if it is free of any implicit linearity. This means that |
| 3129 | the present linearity rows define the linearity correctly. It returns |
| 3130 | nonpositive values otherwise. |
| 3131 | |
| 3132 | |
| 3133 | H-representation |
| 3134 | f* = maximize z |
| 3135 | subject to |
| 3136 | b_I + A_I x - 1 z >= 0 |
| 3137 | b_L + A_L x = 0 (linearity) |
| 3138 | z <= 1. |
| 3139 | |
| 3140 | V-representation (=separation problem) |
| 3141 | f* = maximize z |
| 3142 | subject to |
| 3143 | b_I x_0 + A_I x - 1 z >= 0 (all nonlinearity generators in one side) |
| 3144 | b_L x_0 + A_L x = 0 (linearity generators) |
| 3145 | z <= 1. |
| 3146 | |
| 3147 | Here, the input matrix is considered as (b, A), i.e. b corresponds to the first column of input |
| 3148 | and the row indices of input is partitioned into I and L where L is the set of linearity. |
| 3149 | In both cases, any implicit linearity exists if and only if the optimal value f* is nonpositive. |
| 3150 | The certificate has dimension one more for V-representation case. |
| 3151 | */ |
| 3152 | |
| 3153 | dd_LPPtr lp; |
| 3154 | dd_rowrange i,m; |
| 3155 | dd_colrange j,d1; |
| 3156 | dd_ErrorType err=dd_NoError; |
| 3157 | dd_Arow cvec; /* certificate for implicit linearity */ |
| 3158 | |
| 3159 | int answer=0,localdebug=dd_FALSE; |
| 3160 | |
| 3161 | *error=dd_NoError; |
| 3162 | /* Create an LP data for redundancy checking */ |
| 3163 | if (M->representation==dd_Generator){ |
| 3164 | lp=dd_CreateLP_V_ImplicitLinearity(M); |
| 3165 | } else { |
| 3166 | lp=dd_CreateLP_H_ImplicitLinearity(M); |
| 3167 | } |
| 3168 | |
| 3169 | dd_LPSolve(lp,dd_choiceRedcheckAlgorithm,&err); |
| 3170 | if (err!=dd_NoError){ |
| 3171 | *error=err; |
| 3172 | goto _L999; |
| 3173 | } else { |
| 3174 | |
| 3175 | for (j=0; j<lp->d; j++) { |
| 3176 | dd_set(certificate[j], lp->sol[j]); |
| 3177 | } |
| 3178 | |
| 3179 | if (localdebug) dd_WriteLPResult(stderr,lp,err); |
| 3180 | |
| 3181 | /* *posset contains a set of row indices that are recognized as nonlinearity. */ |
| 3182 | if (localdebug) { |
| 3183 | fprintf(stderr,"==> The following variables are not implicit linearity:\n"); |
| 3184 | set_fwrite(stderr, lp->posset_extra); |
| 3185 | fprintf(stderr,"\n"); |
| 3186 | } |
| 3187 | |
| 3188 | if (M->representation==dd_Generator){ |
| 3189 | d1=(M->colsize)+1; |
| 3190 | } else { |
| 3191 | d1=M->colsize; |
| 3192 | } |
| 3193 | m=M->rowsize; |
| 3194 | dd_InitializeArow(d1,&cvec); |
| 3195 | set_initialize(imp_linrows,m); |
| 3196 | |
| 3197 | if (lp->LPS==dd_Optimal){ |
| 3198 | if (dd_Positive(lp->optvalue)){ |
| 3199 | answer=1; |
| 3200 | if (localdebug) fprintf(stderr,"==> The matrix has no implicit linearity.\n"); |
| 3201 | } else if (dd_Negative(lp->optvalue)) { |
| 3202 | answer=-1; |
| 3203 | if (localdebug) fprintf(stderr,"==> The matrix defines the trivial system.\n"); |
| 3204 | } else { |
| 3205 | answer=0; |
| 3206 | if (localdebug) fprintf(stderr,"==> The matrix has some implicit linearity.\n"); |
| 3207 | } |
| 3208 | } else { |
| 3209 | answer=-2; |
| 3210 | if (localdebug) fprintf(stderr,"==> The LP fails.\n"); |
| 3211 | } |
| 3212 | if (answer==0){ |
| 3213 | /* List the implicit linearity rows */ |
| 3214 | for (i=m; i>=1; i--) { |
| 3215 | if (!set_member(i,lp->posset_extra)) { |
| 3216 | if (dd_ImplicitLinearity(M, i, cvec, error)) { |
| 3217 | set_addelem(*imp_linrows, i); |
| 3218 | if (localdebug) { |
| 3219 | fprintf(stderr," row %ld is implicit linearity\n",i); |
| 3220 | fprintf(stderr,"\n"); |
| 3221 | } |
| 3222 | } |
| 3223 | if (*error!=dd_NoError) goto _L999; |
| 3224 | } |
| 3225 | } |
| 3226 | } /* end of if (answer==0) */ |
| 3227 | if (answer==-1) { |
| 3228 | for (i=m; i>=1; i--) set_addelem(*imp_linrows, i); |
| 3229 | } /* all rows are considered implicit linearity */ |
| 3230 | |
| 3231 | dd_FreeArow(d1,cvec); |
| 3232 | } |
| 3233 | _L999: |
| 3234 | dd_FreeLPData(lp); |
| 3235 | |
| 3236 | return answer; |
| 3237 | } |
| 3238 | |
| 3239 | |
| 3240 | dd_rowset dd_ImplicitLinearityRows(dd_MatrixPtr M, dd_ErrorType *error) /* 092 */ |
| 3241 | { |
| 3242 | dd_colrange d; |
| 3243 | dd_rowset imp_linset; |
| 3244 | dd_Arow cvec; /* certificate */ |
| 3245 | int foi; |
| 3246 | dd_boolean localdebug=dd_FALSE; |
| 3247 | |
| 3248 | if (M->representation==dd_Generator){ |
| 3249 | d=(M->colsize)+2; |
| 3250 | } else { |
| 3251 | d=M->colsize+1; |
| 3252 | } |
| 3253 | |
| 3254 | dd_InitializeArow(d,&cvec); |
| 3255 | if (localdebug) fprintf(stdout, "\ndd_ImplicitLinearityRows: Check whether the system contains any implicit linearity.\n"); |
| 3256 | foi=dd_FreeOfImplicitLinearity(M, cvec, &imp_linset, error); |
| 3257 | if (localdebug){ |
| 3258 | switch (foi) { |
| 3259 | case 1: |
| 3260 | fprintf(stdout, " It is free of implicit linearity.\n"); |
| 3261 | break; |
| 3262 | |
| 3263 | case 0: |
| 3264 | fprintf(stdout, " It is not free of implicit linearity.\n"); |
| 3265 | break; |
| 3266 | |
| 3267 | case -1: |
| 3268 | fprintf(stdout, " The input system is trivial (i.e. the empty H-polytope or the V-rep of the whole space.\n"); |
| 3269 | break; |
| 3270 | |
| 3271 | default: |
| 3272 | fprintf(stdout, " The LP was not solved correctly.\n"); |
| 3273 | break; |
| 3274 | |
| 3275 | } |
| 3276 | } |
| 3277 | |
| 3278 | if (localdebug){ |
| 3279 | fprintf(stderr, " Implicit linearity rows are:\n"); |
| 3280 | set_fwrite(stderr,imp_linset); |
| 3281 | fprintf(stderr, "\n"); |
| 3282 | } |
| 3283 | dd_FreeArow(d, cvec); |
| 3284 | return imp_linset; |
| 3285 | } |
| 3286 | |
| 3287 | dd_boolean dd_MatrixCanonicalizeLinearity(dd_MatrixPtr *M, dd_rowset *impl_linset,dd_rowindex *newpos, |
| 3288 | dd_ErrorType *error) /* 094 */ |
| 3289 | { |
| 3290 | /* This is to recongnize all implicit linearities, and put all linearities at the top of |
| 3291 | the matrix. All implicit linearities will be returned by *impl_linset. |
| 3292 | */ |
| 3293 | dd_rowrange rank; |
| 3294 | dd_rowset linrows,ignoredrows,basisrows; |
| 3295 | dd_colset ignoredcols,basiscols; |
| 3296 | dd_rowrange i,k,m; |
| 3297 | dd_rowindex newpos1; |
| 3298 | dd_boolean success=dd_FALSE; |
| 3299 | |
| 3300 | linrows=dd_ImplicitLinearityRows(*M, error); |
| 3301 | if (*error!=dd_NoError) goto _L99; |
| 3302 | |
| 3303 | m=(*M)->rowsize; |
| 3304 | |
| 3305 | set_uni((*M)->linset, (*M)->linset, linrows); |
| 3306 | /* add the implicit linrows to the explicit linearity rows */ |
| 3307 | |
| 3308 | /* To remove redundancy of the linearity part, |
| 3309 | we need to compute the rank and a basis of the linearity part. */ |
| 3310 | set_initialize(&ignoredrows, (*M)->rowsize); |
| 3311 | set_initialize(&ignoredcols, (*M)->colsize); |
| 3312 | set_compl(ignoredrows, (*M)->linset); |
| 3313 | rank=dd_MatrixRank(*M,ignoredrows,ignoredcols,&basisrows,&basiscols); |
| 3314 | set_diff(ignoredrows, (*M)->linset, basisrows); |
| 3315 | dd_MatrixRowsRemove2(M,ignoredrows,newpos); |
| 3316 | |
| 3317 | dd_MatrixShiftupLinearity(M,&newpos1); |
| 3318 | |
| 3319 | for (i=1; i<=m; i++){ |
| 3320 | k=(*newpos)[i]; |
| 3321 | if (k>0) { |
| 3322 | (*newpos)[i]=newpos1[k]; |
| 3323 | } |
| 3324 | } |
| 3325 | |
| 3326 | *impl_linset=linrows; |
| 3327 | success=dd_TRUE; |
| 3328 | free(newpos1); |
| 3329 | set_free(basisrows); |
| 3330 | set_free(basiscols); |
| 3331 | set_free(ignoredrows); |
| 3332 | set_free(ignoredcols); |
| 3333 | _L99: |
| 3334 | return success; |
| 3335 | } |
| 3336 | |
| 3337 | dd_boolean dd_MatrixCanonicalize(dd_MatrixPtr *M, dd_rowset *impl_linset, dd_rowset *redset, |
| 3338 | dd_rowindex *newpos, dd_ErrorType *error) /* 094 */ |
| 3339 | { |
| 3340 | /* This is to find a canonical representation of a matrix *M by |
| 3341 | recognizing all implicit linearities and all redundancies. |
| 3342 | All implicit linearities will be returned by *impl_linset and |
| 3343 | redundancies will be returned by *redset. |
| 3344 | */ |
| 3345 | dd_rowrange i,k,m; |
| 3346 | dd_rowindex newpos1,revpos; |
| 3347 | dd_rowset redset1; |
| 3348 | dd_boolean success=dd_TRUE; |
| 3349 | |
| 3350 | m=(*M)->rowsize; |
| 3351 | set_initialize(redset, m); |
| 3352 | revpos=(long *)calloc(m+1,sizeof(long)); |
| 3353 | |
| 3354 | success=dd_MatrixCanonicalizeLinearity(M, impl_linset, newpos, error); |
| 3355 | |
| 3356 | if (!success) goto _L99; |
| 3357 | |
| 3358 | for (i=1; i<=m; i++){ |
| 3359 | k=(*newpos)[i]; |
| 3360 | if (k>0) revpos[k]=i; /* inverse of *newpos[] */ |
| 3361 | } |
| 3362 | |
| 3363 | success=dd_MatrixRedundancyRemove(M, &redset1, &newpos1, error); /* 094 */ |
| 3364 | |
| 3365 | if (!success) goto _L99; |
| 3366 | |
| 3367 | for (i=1; i<=m; i++){ |
| 3368 | k=(*newpos)[i]; |
| 3369 | if (k>0) { |
| 3370 | (*newpos)[i]=newpos1[k]; |
| 3371 | if (newpos1[k]<0) (*newpos)[i]=-revpos[-newpos1[k]]; /* update the certificate of its duplicate removal. */ |
| 3372 | if (set_member(k,redset1)) set_addelem(*redset, i); |
| 3373 | } |
| 3374 | } |
| 3375 | |
| 3376 | _L99: |
| 3377 | set_free(redset1); |
| 3378 | free(newpos1); |
| 3379 | free(revpos); |
| 3380 | return success; |
| 3381 | } |
| 3382 | |
| 3383 | |
| 3384 | dd_boolean dd_ExistsRestrictedFace(dd_MatrixPtr M, dd_rowset R, dd_rowset S, dd_ErrorType *err) |
| 3385 | /* 0.94 */ |
| 3386 | { |
| 3387 | /* This function checkes if there is a point that satifies all the constraints of |
| 3388 | the matrix M (interpreted as an H-representation) with additional equality contraints |
| 3389 | specified by R and additional strict inequality constraints specified by S. |
| 3390 | The set S is supposed to be disjoint from both R and M->linset. When it is not, |
| 3391 | the set S will be considered as S\(R U M->linset). |
| 3392 | */ |
| 3393 | dd_boolean answer=dd_FALSE; |
| 3394 | dd_LPPtr lp=NULL; |
| 3395 | |
| 3396 | /* |
| 3397 | printf("\n--- ERF ---\n"); |
| 3398 | printf("R = "); set_write(R); |
| 3399 | printf("S = "); set_write(S); |
| 3400 | */ |
| 3401 | |
| 3402 | lp=dd_Matrix2Feasibility2(M, R, S, err); |
| 3403 | |
| 3404 | if (*err!=dd_NoError) goto _L99; |
| 3405 | |
| 3406 | /* Solve the LP by cdd LP solver. */ |
| 3407 | dd_LPSolve(lp, dd_DualSimplex, err); /* Solve the LP */ |
| 3408 | if (*err!=dd_NoError) goto _L99; |
| 3409 | if (lp->LPS==dd_Optimal && dd_Positive(lp->optvalue)) { |
| 3410 | answer=dd_TRUE; |
| 3411 | } |
| 3412 | |
| 3413 | dd_FreeLPData(lp); |
| 3414 | _L99: |
| 3415 | return answer; |
| 3416 | } |
| 3417 | |
| 3418 | dd_boolean dd_ExistsRestrictedFace2(dd_MatrixPtr M, dd_rowset R, dd_rowset S, dd_LPSolutionPtr *lps, dd_ErrorType *err) |
| 3419 | /* 0.94 */ |
| 3420 | { |
| 3421 | /* This function checkes if there is a point that satifies all the constraints of |
| 3422 | the matrix M (interpreted as an H-representation) with additional equality contraints |
| 3423 | specified by R and additional strict inequality constraints specified by S. |
| 3424 | The set S is supposed to be disjoint from both R and M->linset. When it is not, |
| 3425 | the set S will be considered as S\(R U M->linset). |
| 3426 | |
| 3427 | This function returns a certificate of the answer in terms of the associated LP solutions. |
| 3428 | */ |
| 3429 | dd_boolean answer=dd_FALSE; |
| 3430 | dd_LPPtr lp=NULL; |
| 3431 | |
| 3432 | /* |
| 3433 | printf("\n--- ERF ---\n"); |
| 3434 | printf("R = "); set_write(R); |
| 3435 | printf("S = "); set_write(S); |
| 3436 | */ |
| 3437 | |
| 3438 | lp=dd_Matrix2Feasibility2(M, R, S, err); |
| 3439 | |
| 3440 | if (*err!=dd_NoError) goto _L99; |
| 3441 | |
| 3442 | /* Solve the LP by cdd LP solver. */ |
| 3443 | dd_LPSolve(lp, dd_DualSimplex, err); /* Solve the LP */ |
| 3444 | if (*err!=dd_NoError) goto _L99; |
| 3445 | if (lp->LPS==dd_Optimal && dd_Positive(lp->optvalue)) { |
| 3446 | answer=dd_TRUE; |
| 3447 | } |
| 3448 | |
| 3449 | |
| 3450 | (*lps)=dd_CopyLPSolution(lp); |
| 3451 | dd_FreeLPData(lp); |
| 3452 | _L99: |
| 3453 | return answer; |
| 3454 | } |
| 3455 | |
| 3456 | dd_boolean dd_FindRelativeInterior(dd_MatrixPtr M, dd_rowset *ImL, dd_rowset *Lbasis, dd_LPSolutionPtr *lps, dd_ErrorType *err) |
| 3457 | /* 0.94 */ |
| 3458 | { |
| 3459 | /* This function computes a point in the relative interior of the H-polyhedron given by M. |
| 3460 | Even the representation is V-representation, it simply interprete M as H-representation. |
| 3461 | lps returns the result of solving an LP whose solution is a relative interior point. |
| 3462 | ImL returns all row indices of M that are implicit linearities, i.e. their inqualities |
| 3463 | are satisfied by equality by all points in the polyhedron. Lbasis returns a row basis |
| 3464 | of the submatrix of M consisting of all linearities and implicit linearities. This means |
| 3465 | that the dimension of the polyhedron is M->colsize - set_card(Lbasis) -1. |
| 3466 | */ |
| 3467 | |
| 3468 | dd_rowset S; |
| 3469 | dd_colset T, Lbasiscols; |
| 3470 | dd_boolean success=dd_FALSE; |
| 3471 | dd_rowrange i; |
| 3472 | dd_colrange rank; |
| 3473 | |
| 3474 | |
| 3475 | *ImL=dd_ImplicitLinearityRows(M, err); |
| 3476 | |
| 3477 | if (*err!=dd_NoError) goto _L99; |
| 3478 | |
| 3479 | set_initialize(&S, M->rowsize); /* the empty set */ |
| 3480 | for (i=1; i <=M->rowsize; i++) { |
| 3481 | if (!set_member(i, M->linset) && !set_member(i, *ImL)){ |
| 3482 | set_addelem(S, i); /* all nonlinearity rows go to S */ |
| 3483 | } |
| 3484 | } |
| 3485 | if (dd_ExistsRestrictedFace2(M, *ImL, S, lps, err)){ |
| 3486 | /* printf("a relative interior point found\n"); */ |
| 3487 | success=dd_TRUE; |
| 3488 | } |
| 3489 | |
| 3490 | set_initialize(&T, M->colsize); /* empty set */ |
| 3491 | rank=dd_MatrixRank(M,S,T,Lbasis,&Lbasiscols); /* the rank of the linearity submatrix of M. */ |
| 3492 | |
| 3493 | set_free(S); |
| 3494 | set_free(T); |
| 3495 | set_free(Lbasiscols); |
| 3496 | |
| 3497 | _L99: |
| 3498 | return success; |
| 3499 | } |
| 3500 | |
| 3501 | |
| 3502 | dd_rowrange dd_RayShooting(dd_MatrixPtr M, dd_Arow p, dd_Arow r) |
| 3503 | { |
| 3504 | /* 092, find the first inequality "hit" by a ray from an intpt. */ |
| 3505 | dd_rowrange imin=-1,i,m; |
| 3506 | dd_colrange j, d; |
| 3507 | dd_Arow vecmin, vec; |
| 3508 | mytype min,t1,t2,alpha, t1min; |
| 3509 | dd_boolean started=dd_FALSE; |
| 3510 | dd_boolean localdebug=dd_FALSE; |
| 3511 | |
| 3512 | m=M->rowsize; |
| 3513 | d=M->colsize; |
| 3514 | if (!dd_Equal(dd_one, p[0])){ |
| 3515 | fprintf(stderr, "Warning: RayShooting is called with a point with first coordinate not 1.\n"); |
| 3516 | dd_set(p[0],dd_one); |
| 3517 | } |
| 3518 | if (!dd_EqualToZero(r[0])){ |
| 3519 | fprintf(stderr, "Warning: RayShooting is called with a direction with first coordinate not 0.\n"); |
| 3520 | dd_set(r[0],dd_purezero); |
| 3521 | } |
| 3522 | |
| 3523 | dd_init(alpha); dd_init(min); dd_init(t1); dd_init(t2); dd_init(t1min); |
| 3524 | dd_InitializeArow(d,&vecmin); |
| 3525 | dd_InitializeArow(d,&vec); |
| 3526 | |
| 3527 | for (i=1; i<=m; i++){ |
| 3528 | dd_InnerProduct(t1, d, M->matrix[i-1], p); |
| 3529 | if (dd_Positive(t1)) { |
| 3530 | dd_InnerProduct(t2, d, M->matrix[i-1], r); |
| 3531 | dd_div(alpha, t2, t1); |
| 3532 | if (!started){ |
| 3533 | imin=i; dd_set(min, alpha); |
| 3534 | dd_set(t1min, t1); /* store the denominator. */ |
| 3535 | started=dd_TRUE; |
| 3536 | if (localdebug) { |
| 3537 | fprintf(stderr," Level 1: imin = %ld and min = ", imin); |
| 3538 | dd_WriteNumber(stderr, min); |
| 3539 | fprintf(stderr,"\n"); |
| 3540 | } |
| 3541 | } else { |
| 3542 | if (dd_Smaller(alpha, min)){ |
| 3543 | imin=i; dd_set(min, alpha); |
| 3544 | dd_set(t1min, t1); /* store the denominator. */ |
| 3545 | if (localdebug) { |
| 3546 | fprintf(stderr," Level 2: imin = %ld and min = ", imin); |
| 3547 | dd_WriteNumber(stderr, min); |
| 3548 | fprintf(stderr,"\n"); |
| 3549 | } |
| 3550 | } else { |
| 3551 | if (dd_Equal(alpha, min)) { /* tie break */ |
| 3552 | for (j=1; j<= d; j++){ |
| 3553 | dd_div(vecmin[j-1], M->matrix[imin-1][j-1], t1min); |
| 3554 | dd_div(vec[j-1], M->matrix[i-1][j-1], t1); |
| 3555 | } |
| 3556 | if (dd_LexSmaller(vec,vecmin, d)){ |
| 3557 | imin=i; dd_set(min, alpha); |
| 3558 | dd_set(t1min, t1); /* store the denominator. */ |
| 3559 | if (localdebug) { |
| 3560 | fprintf(stderr," Level 3: imin = %ld and min = ", imin); |
| 3561 | dd_WriteNumber(stderr, min); |
| 3562 | fprintf(stderr,"\n"); |
| 3563 | } |
| 3564 | } |
| 3565 | } |
| 3566 | } |
| 3567 | } |
| 3568 | } |
| 3569 | } |
| 3570 | |
| 3571 | dd_clear(alpha); dd_clear(min); dd_clear(t1); dd_clear(t2); dd_clear(t1min); |
| 3572 | dd_FreeArow(d, vecmin); |
| 3573 | dd_FreeArow(d, vec); |
| 3574 | return imin; |
| 3575 | } |
| 3576 | |
| 3577 | #ifdef GMPRATIONAL |
| 3578 | void dd_BasisStatusMaximize(dd_rowrange m_size,dd_colrange d_size, |
| 3579 | dd_Amatrix A,dd_Bmatrix T,dd_rowset equalityset, |
| 3580 | dd_rowrange objrow,dd_colrange rhscol,ddf_LPStatusType LPS, |
| 3581 | mytype *optvalue,dd_Arow sol,dd_Arow dsol,dd_rowset posset, ddf_colindex nbindex, |
| 3582 | ddf_rowrange re,ddf_colrange se, dd_colrange *nse, long *pivots, int *found, int *LPScorrect) |
| 3583 | /* This is just to check whether the status LPS of the basis given by |
| 3584 | nbindex with extra certificates se or re is correct. It is done |
| 3585 | by recomputing the basis inverse matrix T. It does not solve the LP |
| 3586 | when the status *LPS is undecided. Thus the input is |
| 3587 | m_size, d_size, A, equalityset, LPS, nbindex, re and se. |
| 3588 | Other values will be recomputed from scratch. |
| 3589 | |
| 3590 | The main purpose of the function is to verify the correctness |
| 3591 | of the result of floating point computation with the GMP rational |
| 3592 | arithmetics. |
| 3593 | */ |
| 3594 | { |
| 3595 | long pivots0,pivots1,fbasisrank; |
| 3596 | dd_rowrange i,is; |
| 3597 | dd_colrange s,senew,j; |
| 3598 | static dd_rowindex bflag; |
| 3599 | static long mlast=0; |
| 3600 | static dd_rowindex OrderVector; /* the permutation vector to store a preordered row indices */ |
| 3601 | unsigned int rseed=1; |
| 3602 | mytype val; |
| 3603 | dd_colindex nbtemp; |
| 3604 | dd_LPStatusType ddlps; |
| 3605 | dd_boolean localdebug=dd_FALSE; |
| 3606 | |
| 3607 | if (dd_debug) localdebug=dd_debug; |
| 3608 | if (localdebug){ |
| 3609 | printf("\nEvaluating dd_BasisStatusMaximize:\n"); |
| 3610 | } |
| 3611 | dd_init(val); |
| 3612 | nbtemp=(long *) calloc(d_size+1,sizeof(long)); |
| 3613 | for (i=0; i<= 4; i++) pivots[i]=0; |
| 3614 | if (bflag==NULL || mlast!=m_size){ |
| 3615 | if (mlast!=m_size && mlast>0) { |
| 3616 | free(bflag); /* called previously with different m_size */ |
| 3617 | free(OrderVector); |
| 3618 | } |
| 3619 | bflag=(long *) calloc(m_size+1,sizeof(long)); |
| 3620 | OrderVector=(long *)calloc(m_size+1,sizeof(long)); |
| 3621 | /* initialize only for the first time or when a larger space is needed */ |
| 3622 | mlast=m_size; |
| 3623 | } |
| 3624 | |
| 3625 | /* Initializing control variables. */ |
| 3626 | dd_ComputeRowOrderVector2(m_size,d_size,A,OrderVector,dd_MinIndex,rseed); |
| 3627 | |
| 3628 | pivots1=0; |
| 3629 | |
| 3630 | dd_ResetTableau(m_size,d_size,T,nbtemp,bflag,objrow,rhscol); |
| 3631 | |
| 3632 | if (localdebug){ |
| 3633 | printf("\nnbindex:"); |
| 3634 | for (j=1; j<=d_size; j++) printf(" %ld", nbindex[j]); |
| 3635 | printf("\n"); |
| 3636 | printf("re = %ld, se=%ld\n", re, se); |
| 3637 | } |
| 3638 | |
| 3639 | is=nbindex[se]; |
| 3640 | if (localdebug) printf("se=%ld, is=%ld\n", se, is); |
| 3641 | |
| 3642 | fbasisrank=d_size-1; |
| 3643 | for (j=1; j<=d_size; j++){ |
| 3644 | if (nbindex[j]<0) fbasisrank=fbasisrank-1; |
| 3645 | /* fbasisrank=the basis rank computed by floating-point */ |
| 3646 | } |
| 3647 | |
| 3648 | if (fbasisrank<d_size-1) { |
| 3649 | if (localdebug) { |
| 3650 | printf("d_size = %ld, the size of basis = %ld\n", d_size, fbasisrank); |
| 3651 | printf("dd_BasisStatusMaximize: the size of basis is smaller than d-1.\nIt is safer to run the LP solver with GMP\n"); |
| 3652 | } |
| 3653 | *found=dd_FALSE; |
| 3654 | goto _L99; |
| 3655 | /* Suspicious case. Rerun the LP solver with GMP. */ |
| 3656 | } |
| 3657 | |
| 3658 | |
| 3659 | |
| 3660 | dd_FindLPBasis2(m_size,d_size,A,T,OrderVector, equalityset,nbindex,bflag, |
| 3661 | objrow,rhscol,&s,found,&pivots0); |
| 3662 | |
| 3663 | /* set up the new se column and corresponding variable */ |
| 3664 | senew=bflag[is]; |
| 3665 | is=nbindex[senew]; |
| 3666 | if (localdebug) printf("new se=%ld, is=%ld\n", senew, is); |
| 3667 | |
| 3668 | pivots[4]=pivots0; /*GMP postopt pivots */ |
| 3669 | dd_statBSpivots+=pivots0; |
| 3670 | |
| 3671 | if (!(*found)){ |
| 3672 | if (localdebug) { |
| 3673 | printf("dd_BasisStatusMaximize: a specified basis DOES NOT exist.\n"); |
| 3674 | } |
| 3675 | |
| 3676 | goto _L99; |
| 3677 | /* No speficied LP basis is found. */ |
| 3678 | } |
| 3679 | |
| 3680 | if (localdebug) { |
| 3681 | printf("dd_BasisStatusMaximize: a specified basis exists.\n"); |
| 3682 | if (m_size <=100 && d_size <=30) |
| 3683 | dd_WriteTableau(stdout,m_size,d_size,A,T,nbindex,bflag); |
| 3684 | } |
| 3685 | |
| 3686 | /* Check whether a recomputed basis is of the type specified by LPS */ |
| 3687 | *LPScorrect=dd_TRUE; |
| 3688 | switch (LPS){ |
| 3689 | case dd_Optimal: |
| 3690 | for (i=1; i<=m_size; i++) { |
| 3691 | if (i!=objrow && bflag[i]==-1) { /* i is a basic variable */ |
| 3692 | dd_TableauEntry(&val,m_size,d_size,A,T,i,rhscol); |
| 3693 | if (dd_Negative(val)) { |
| 3694 | if (localdebug) printf("RHS entry for %ld is negative\n", i); |
| 3695 | *LPScorrect=dd_FALSE; |
| 3696 | break; |
| 3697 | } |
| 3698 | } else if (bflag[i] >0) { /* i is nonbasic variable */ |
| 3699 | dd_TableauEntry(&val,m_size,d_size,A,T,objrow,bflag[i]); |
| 3700 | if (dd_Positive(val)) { |
| 3701 | if (localdebug) printf("Reduced cost entry for %ld is positive\n", i); |
| 3702 | *LPScorrect=dd_FALSE; |
| 3703 | break; |
| 3704 | } |
| 3705 | } |
| 3706 | }; |
| 3707 | break; |
| 3708 | case dd_Inconsistent: |
| 3709 | for (j=1; j<=d_size; j++){ |
| 3710 | dd_TableauEntry(&val,m_size,d_size,A,T,re,j); |
| 3711 | if (j==rhscol){ |
| 3712 | if (dd_Nonnegative(val)){ |
| 3713 | if (localdebug) printf("RHS entry for %ld is nonnegative\n", re); |
| 3714 | *LPScorrect=dd_FALSE; |
| 3715 | break; |
| 3716 | } |
| 3717 | } else if (dd_Positive(val)){ |
| 3718 | if (localdebug) printf("the row entry for(%ld, %ld) is positive\n", re, j); |
| 3719 | *LPScorrect=dd_FALSE; |
| 3720 | break; |
| 3721 | } |
| 3722 | }; |
| 3723 | break; |
| 3724 | case dd_DualInconsistent: |
| 3725 | for (i=1; i<=m_size; i++){ |
| 3726 | dd_TableauEntry(&val,m_size,d_size,A,T,i,bflag[is]); |
| 3727 | if (i==objrow){ |
| 3728 | if (dd_Nonpositive(val)){ |
| 3729 | if (localdebug) printf("Reduced cost entry for %ld is nonpositive\n", bflag[is]); |
| 3730 | *LPScorrect=dd_FALSE; |
| 3731 | break; |
| 3732 | } |
| 3733 | } else if (dd_Negative(val)){ |
| 3734 | if (localdebug) printf("the column entry for(%ld, %ld) is positive\n", i, bflag[is]); |
| 3735 | *LPScorrect=dd_FALSE; |
| 3736 | break; |
| 3737 | } |
| 3738 | }; |
| 3739 | break; |
| 3740 | ; |
| 3741 | default: break; |
| 3742 | } |
| 3743 | |
| 3744 | ddlps=LPSf2LPS(LPS); |
| 3745 | |
| 3746 | dd_SetSolutions(m_size,d_size,A,T, |
| 3747 | objrow,rhscol,ddlps,optvalue,sol,dsol,posset,nbindex,re,senew,bflag); |
| 3748 | *nse=senew; |
| 3749 | |
| 3750 | |
| 3751 | _L99: |
| 3752 | dd_clear(val); |
| 3753 | free(nbtemp); |
| 3754 | } |
| 3755 | |
| 3756 | void dd_BasisStatusMinimize(dd_rowrange m_size,dd_colrange d_size, |
| 3757 | dd_Amatrix A,dd_Bmatrix T,dd_rowset equalityset, |
| 3758 | dd_rowrange objrow,dd_colrange rhscol,ddf_LPStatusType LPS, |
| 3759 | mytype *optvalue,dd_Arow sol,dd_Arow dsol, dd_rowset posset, ddf_colindex nbindex, |
| 3760 | ddf_rowrange re,ddf_colrange se,dd_colrange *nse,long *pivots, int *found, int *LPScorrect) |
| 3761 | { |
| 3762 | dd_colrange j; |
| 3763 | |
| 3764 | for (j=1; j<=d_size; j++) dd_neg(A[objrow-1][j-1],A[objrow-1][j-1]); |
| 3765 | dd_BasisStatusMaximize(m_size,d_size,A,T,equalityset, objrow,rhscol, |
| 3766 | LPS,optvalue,sol,dsol,posset,nbindex,re,se,nse,pivots,found,LPScorrect); |
| 3767 | dd_neg(*optvalue,*optvalue); |
| 3768 | for (j=1; j<=d_size; j++){ |
| 3769 | if (LPS!=dd_Inconsistent) { |
| 3770 | /* Inconsistent certificate stays valid for minimization, 0.94e */ |
| 3771 | dd_neg(dsol[j-1],dsol[j-1]); |
| 3772 | } |
| 3773 | dd_neg(A[objrow-1][j-1],A[objrow-1][j-1]); |
| 3774 | } |
| 3775 | } |
| 3776 | #endif |
| 3777 | |
| 3778 | /* end of cddlp.c */ |
| 3779 | |