public final static float PREJ = (float)1e-3; /* pivot reject (try others first) */
- public final static int HASHSIZE = 10007; /* prime number is better, MB */
public final static int ETA_START_SIZE = 10000; /* start size of array Eta. Realloced if needed */
- public final static String STD_ROW_NAME_PREFIX = "r_";
static class Ref {
float value;
}
public static class Simplex {
- /* Globals */
- Problem Lp; /* pointer to active problem */
+ /* Globals used by solver */
+ short JustInverted;
+ short Status;
+ short Doiter;
+ short DoInvert;
+ short Break_bb;
+
+ public short active; /*TRUE if the globals point to this structure*/
+ public short debug; /* ## Print B&B information */
+ public short trace; /* ## Print information on pivot selection */
+ public int rows; /* Nr of constraint rows in the problem */
+ int rows_alloc; /* The allocated memory for Rows sized data */
+ int columns_alloc;
+ int sum; /* The size of the variables + the slacks */
+ int sum_alloc;
+ int non_zeros; /* The number of elements in the sparce matrix*/
+ int mat_alloc; /* The allocated size for matrix sized
+ structures */
+ MatrixArray mat; /* mat_alloc :The sparse matrix */
+ MatrixArray alternate_mat; /* mat_alloc :The sparse matrix */
+ int[] col_end; /* columns_alloc+1 :Cend[i] is the index of the
+ first element after column i.
+ column[i] is stored in elements
+ col_end[i-1] to col_end[i]-1 */
+ int[] col_no; /* mat_alloc :From Row 1 on, col_no contains the
+ column nr. of the
+ nonzero elements, row by row */
+ short row_end_valid; /* true if row_end & col_no are valid */
+ int[] row_end; /* rows_alloc+1 :row_end[i] is the index of the
+ first element in Colno after row i */
+ float[] orig_rh; /* rows_alloc+1 :The RHS after scaling & sign
+ changing, but before `Bound transformation' */
+ float[] rh; /* rows_alloc+1 :As orig_rh, but after Bound
+ transformation */
+ float[] rhs; /* rows_alloc+1 :The RHS of the curent simplex
+ tableau */
+ float[] orig_upbo; /* sum_alloc+1 :Bound before transformations */
+ float[] orig_lowbo; /* " " */
+ float[] upbo; /* " " :Upper bound after transformation
+ & B&B work*/
+ float[] lowbo; /* " " :Lower bound after transformation
+ & B&B work */
+
+ short basis_valid; /* TRUE is the basis is still valid */
+ int[] bas; /* rows_alloc+1 :The basis column list */
+ short[] basis; /* sum_alloc+1 : basis[i] is TRUE if the column
+ is in the basis */
+ short[] lower; /* " " :TRUE is the variable is at its
+ lower bound (or in the basis), it is FALSE
+ if the variable is at its upper bound */
+
+ short eta_valid; /* TRUE if current Eta structures are valid */
+ int eta_alloc; /* The allocated memory for Eta */
+ int eta_size; /* The number of Eta columns */
+ int num_inv; /* The number of float pivots */
+ int max_num_inv; /* ## The number of float pivots between
+ reinvertions */
+ float[] eta_value; /* eta_alloc :The Structure containing the
+ values of Eta */
+ int[] eta_row_nr; /* " " :The Structure containing the Row
+ indexes of Eta */
+ int[] eta_col_end; /* rows_alloc + MaxNumInv : eta_col_end[i] is
+ the start index of the next Eta column */
+
+ short bb_rule; /* what rule for selecting B&B variables */
+
+ short break_at_int; /* TRUE if stop at first integer better than
+ break_value */
+ float break_value;
+
+ float obj_bound; /* ## Objective function bound for speedup of
+ B&B */
+ int iter; /* The number of iterations in the simplex
+ solver () */
+ int total_iter; /* The total number of iterations (B&B) (ILP)*/
+ int max_level; /* The Deepest B&B level of the last solution */
+ int total_nodes; /* total number of nodes processed in b&b */
+ public float[] solution; /* sum_alloc+1 :The Solution of the last LP,
+ 0 = The Optimal Value,
+ 1..rows The Slacks,
+ rows+1..sum The Variables */
+ public float[] best_solution; /* " " :The Best 'Integer' Solution */
+ float[] duals; /* rows_alloc+1 :The dual variables of the
+ last LP */
+
+ short maximise; /* TRUE if the goal is to maximise the
+ objective function */
+ short floor_first; /* TRUE if B&B does floor bound first */
+ short[] ch_sign; /* rows_alloc+1 :TRUE if the Row in the matrix
+ has changed sign
+ (a`x > b, x>=0) is translated to
+ s + -a`x = -b with x>=0, s>=0) */
+
+ int nr_lagrange; /* Nr. of Langrangian relaxation constraints */
+ float[][]lag_row; /* NumLagrange, columns+1:Pointer to pointer of
+ rows */
+ float[] lag_rhs; /* NumLagrange :Pointer to pointer of Rhs */
+ float[] lambda; /* NumLagrange :Lambda Values */
+ short[] lag_con_type; /* NumLagrange :TRUE if constraint type EQ */
+ float lag_bound; /* the lagrangian lower bound */
+
+ short valid; /* Has this lp pased the 'test' */
+ float infinite; /* ## numercal stuff */
+ float epsilon; /* ## */
+ float epsb; /* ## */
+ float epsd; /* ## */
+ float epsel; /* ## */
+
int Rows;
int columns;
int Sum;
int Non_zeros;
int Level;
- Matrix[] Mat;
+ MatrixArray Mat;
int[] Col_no;
int[] Col_end;
int[] Row_end;
int Warn_count; /* used in CHECK version of rounding macro */
- public void set_mat(Problem lp, int Row, int column, float Value)
- {
- int elmnr, lastelm, i;
- // System.err.println("lp.mat.length = " + lp.mat.length);
-
- if(Row > lp.rows || Row < 0)
- System.err.print("Row out of range");
- if(column > lp.columns || column < 1)
- System.err.print("column out of range");
- if(lp.scaling_used != FALSE)
- Value *= lp.scale[Row] * lp.scale[lp.rows + column];
-
- if(true /*abs(Value) > lp.epsilon*/)
- {
- if (lp.basis[column] == TRUE && Row > 0)
- lp.basis_valid = FALSE;
- lp.eta_valid = FALSE;
- elmnr = lp.col_end[column-1];
- while((elmnr < lp.col_end[column]) ?
- (lp.mat[elmnr].row_nr != Row) : false)
- elmnr++;
-
- if((elmnr != lp.col_end[column]) ?
- (lp.mat[elmnr].row_nr == Row) : false )
- if (lp.scaling_used != FALSE)
- {
- if (lp.ch_sign[Row] != FALSE)
- lp.mat[elmnr].value =
- -Value * lp.scale[Row] * lp.scale[column];
- else
- lp.mat[elmnr].value =
- Value * lp.scale[Row] * lp.scale[column];
- }
- else
- {
- if (lp.ch_sign[Row] != FALSE)
- lp.mat[elmnr].value = -Value;
- else
- lp.mat[elmnr].value = Value;
- }
- else
- {
- /* check if more space is needed for matrix */
- if (lp.non_zeros + 1 > lp.mat_alloc) throw new Error("not enough mat space; this should not happen");
-
- /* Shift the matrix */
- lastelm=lp.non_zeros;
- for(i = lastelm; i > elmnr ; i--)
- lp.mat[i]=lp.mat[i-1];
- for(i = column; i <= lp.columns; i++)
- lp.col_end[i]++;
-
- /* Set new element */
- lp.mat[elmnr].row_nr=Row;
-
- if (lp.scaling_used != FALSE)
- {
- if (lp.ch_sign[Row] != FALSE)
- lp.mat[elmnr].value=-Value*lp.scale[Row]*lp.scale[column];
- else
- lp.mat[elmnr].value=Value*lp.scale[Row]*lp.scale[column];
- }
- else
- {
- if (lp.ch_sign[Row] != FALSE)
- lp.mat[elmnr].value=-Value;
- else
- lp.mat[elmnr].value=Value;
- }
-
- lp.row_end_valid=FALSE;
-
- lp.non_zeros++;
- if (lp.active != FALSE)
- Non_zeros=lp.non_zeros;
- }
- }
+ public Simplex (int nrows, int ncolumns, int matalloc) {
+ int nsum;
+ nsum=nrows+ncolumns;
+ rows=nrows;
+ columns=ncolumns;
+ sum=nsum;
+ rows_alloc=rows;
+ columns_alloc=columns;
+ sum_alloc=sum;
+ mat_alloc=matalloc;
+ eta_alloc=10000;
+ max_num_inv=DEFNUMINV;
+ col_no = new int[mat_alloc];
+ col_end = new int[columns + 1];
+ row_end = new int[rows + 1];
+ orig_rh = new float[rows + 1];
+ rh = new float[rows + 1];
+ rhs = new float[rows + 1];
+ orig_upbo = new float[sum + 1];
+ upbo = new float[sum + 1];
+ orig_lowbo = new float[sum + 1];
+ lowbo = new float[sum + 1];
+ bas = new int[rows+1];
+ basis = new short[sum + 1];
+ lower = new short[sum + 1];
+ eta_value = new float[eta_alloc];
+ eta_row_nr = new int[eta_alloc];
+ eta_col_end = new int[rows_alloc + max_num_inv];
+ solution = new float[sum + 1];
+ best_solution = new float[sum + 1];
+ duals = new float[rows + 1];
+ ch_sign = new short[rows + 1];
+ mat = new MatrixArray(mat_alloc);
+ alternate_mat = new MatrixArray(mat_alloc);
}
+
+ public void init(int nrows, int ncolumns) {
+ int nsum;
+ nsum=nrows+ncolumns;
+ active=FALSE;
+ debug=FALSE;
+ trace=FALSE;
+ rows=nrows;
+ columns=ncolumns;
+ sum=nsum;
+ obj_bound=DEF_INFINITE;
+ infinite=DEF_INFINITE;
+ epsilon=DEF_EPSILON;
+ epsb=DEF_EPSB;
+ epsd=DEF_EPSD;
+ epsel=DEF_EPSEL;
+ non_zeros=0;
- public void set_obj_fn(Problem lp, float[] row)
- {
- for(int i=row.length-1; i>0; i--) row[i] = row[i-1];
- row[0] = (float)0.0;
+ for(int i = 0; i < mat_alloc; i++) { set_row_nr(mat,i, 0); set_value(mat, i, 0); }
+ for(int i = 0; i < mat_alloc; i++) col_no[i] = 0;
+ for(int i = 0; i < columns + 1; i++) col_end[i] = 0;
+ for(int i = 0; i < rows + 1; i++) row_end[i] = 0;
+ for(int i = 0; i < rows + 1; i++) orig_rh[i] = 0;
+ for(int i = 0; i < rows + 1; i++) rh[i] = 0;
+ for(int i = 0; i < rows + 1; i++) rhs[i] = 0;
+ for(int i = 0; i <= sum; i++) orig_upbo[i]=infinite;
+ for(int i = 0; i < sum + 1; i++) upbo[i] = 0;
+ for(int i = 0; i < sum + 1; i++) orig_lowbo[i] = 0;
+ for(int i = 0; i < sum + 1; i++) lowbo[i] = 0;
+ for(int i = 0; i <= rows; i++) bas[i] = 0;
+ for(int i = 0; i <= sum; i++) basis[i] = 0;
+ for(int i = 0; i <= rows; i++) { bas[i]=i; basis[i]=TRUE; }
+ for(int i = rows + 1; i <= sum; i++) basis[i]=FALSE;
+ for(int i = 0 ; i <= sum; i++) lower[i]=TRUE;
+ for(int i = 0; i < eta_alloc; i++) eta_value[i] = 0;
+ for(int i = 0; i < eta_alloc; i++) eta_row_nr[i] = 0;
+ for(int i = 0; i < rows_alloc + max_num_inv; i++) eta_col_end[i] = 0;
+ for(int i = 0; i <= sum; i++) solution[i] = 0;
+ for(int i = 0; i <= sum; i++) best_solution[i] = 0;
+ for(int i = 0; i <= rows; i++) duals[i] = 0;
+ for(int i = 0; i <= rows; i++) ch_sign[i] = FALSE;
- int i;
- for(i = 1; i <= lp.columns; i++)
- set_mat(lp, 0, i, row[i]);
+ row_end_valid=FALSE;
+ bb_rule=FIRST_NI;
+ break_at_int=FALSE;
+ break_value=0;
+ iter=0;
+ total_iter=0;
+ basis_valid=TRUE;
+ eta_valid=TRUE;
+ eta_size=0;
+ nr_lagrange=0;
+ maximise = FALSE;
+ floor_first = TRUE;
+ valid = FALSE;
}
+ public void setObjective(float[] row, boolean maximize) {
+ for(int i=row.length-1; i>0; i--) row[i] = row[i-1];
+ row[0] = (float)0.0;
+ for(int j = 1; j <= columns; j++) {
+ int Row = 0;
+ int column = j;
+ float Value = row[j];
+ int elmnr, lastelm;
+
+ if(Row > rows || Row < 0) throw new Error("row out of range");
+ if(column > columns || column < 1) throw new Error("column out of range");
+
+ if (basis[column] == TRUE && Row > 0) basis_valid = FALSE;
+ eta_valid = FALSE;
+ elmnr = col_end[column-1];
+ while((elmnr < col_end[column]) ? (get_row_nr(mat, elmnr) != Row) : false) elmnr++;
+ if((elmnr != col_end[column]) ? (get_row_nr(mat, elmnr) == Row) : false ) {
+ if (ch_sign[Row] != FALSE) set_value(mat, elmnr, -Value);
+ else set_value(mat, elmnr, Value);
+ } else {
+ /* check if more space is needed for matrix */
+ if (non_zeros + 1 > mat_alloc) throw new Error("not enough mat space; this should not happen");
+ /* Shift the matrix */
+ lastelm=non_zeros;
+ for(int i = lastelm; i > elmnr ; i--) {
+ set_row_nr(mat,i,get_row_nr(mat,i-1));
+ set_value(mat,i,get_value(mat,i-1));
+ }
+ for(int i = column; i <= columns; i++) col_end[i]++;
+ /* Set new element */
+ set_row_nr(mat,elmnr, Row);
+ if (ch_sign[Row] != FALSE) set_value(mat, elmnr, -Value);
+ else set_value(mat, elmnr, Value);
+ row_end_valid=FALSE;
+ non_zeros++;
+ if (active != FALSE) Non_zeros=non_zeros;
+ }
+ }
+ if (maximize) {
+ if (maximise == FALSE) {
+ for(int i = 0; i < non_zeros; i++)
+ if(get_row_nr(mat, i)==0)
+ set_value(mat, i, get_value(mat,i)* (float)-1.0);
+ eta_valid=FALSE;
+ }
+ maximise=TRUE;
+ ch_sign[0]=TRUE;
+ if (active != FALSE) Maximise=TRUE;
+ } else {
+ if (maximise==TRUE) {
+ for(int i = 0; i < non_zeros; i++)
+ if(get_row_nr(mat, i)==0)
+ set_value(mat, i, get_value(mat,i) * (float)-1.0);
+ eta_valid=FALSE;
+ }
+ maximise=FALSE;
+ ch_sign[0]=FALSE;
+ if (active != FALSE) Maximise=FALSE;
+ }
+ }
- public void add_constraint(Problem lp, float[] row, short constr_type, float rh)
- {
+ public void add_constraint(float[] row, short constr_type, float rh) {
for(int i=row.length-1; i>0; i--) row[i] = row[i-1];
row[0] = (float)0.0;
- Matrix[] newmat;
- int i, j;
+ MatrixArray newmat;
int elmnr;
int stcol;
- short[] addtoo;
-
- addtoo = new short[lp.columns + 1];
-
- for(i = 1; i <= lp.columns; i++)
- if(row[i]!=0)
- {
- addtoo[i]=TRUE;
- lp.non_zeros++;
- }
- else
- addtoo[i]=FALSE;
-
- //newmat = new Matrix[lp.non_zeros];
-
- // FIXME
- newmat = lp.alternate_mat;
- for (i = 0; i < newmat.length; i++) { newmat[i].row_nr = 0; newmat[i].value = 0; }
-
- if (lp.non_zeros > lp.mat_alloc) throw new Error("not enough mat space; this should not happen");
- lp.rows++;
- lp.sum++;
- if(lp.rows > lp.rows_alloc)
- throw new Error("not enough rows; ("+lp.rows+" needed, have "+lp.rows_alloc+") this should never happen");
- /*
- if (lp.scaling_used != FALSE)
- {
- // shift scale
- for(i=lp.sum; i > lp.rows; i--)
- lp.scale[i]=lp.scale[i-1];
- lp.scale[lp.rows]=1;
- }
-
- if (lp.names_used != FALSE)
- lp.row_name[lp.rows] = new String("r_" + lp.rows);
- if(lp.scaling_used != FALSE && lp.columns_scaled != FALSE)
- for(i = 1; i <= lp.columns; i++)
- row[i] *= lp.scale[lp.rows+i];
- */
- if(constr_type==GE)
- lp.ch_sign[lp.rows] = TRUE;
- else
- lp.ch_sign[lp.rows] = FALSE;
+ newmat = alternate_mat;
+ for(int i = 0; i < non_zeros; i++) { set_row_nr(newmat,i, 0); set_value(newmat, i, 0); }
+ for(int i = 1; i <= columns; i++) if (row[i]!=0) non_zeros++;
+ if (non_zeros > mat_alloc) throw new Error("not enough mat space; this should not happen");
+ rows++;
+ sum++;
+ if(rows > rows_alloc) throw new Error("not enough rows; this should never happen");
+ if(constr_type==GE) ch_sign[rows] = TRUE;
+ else ch_sign[rows] = FALSE;
elmnr = 0;
stcol = 0;
- for(i = 1; i <= lp.columns; i++)
- {
- for(j = stcol; j < lp.col_end[i]; j++)
- {
- newmat[elmnr].row_nr=lp.mat[j].row_nr;
- newmat[elmnr].value=lp.mat[j].value;
- elmnr++;
- }
- if(addtoo[i] != FALSE)
- {
- if(lp.ch_sign[lp.rows] != FALSE)
- newmat[elmnr].value = -row[i];
- else
- newmat[elmnr].value = row[i];
- newmat[elmnr].row_nr = lp.rows;
- elmnr++;
- }
- stcol=lp.col_end[i];
- lp.col_end[i]=elmnr;
- }
-
- lp.alternate_mat = lp.mat;
- lp.mat = newmat;
-
- for(i=lp.sum ; i > lp.rows; i--)
- {
- lp.orig_upbo[i]=lp.orig_upbo[i-1];
- lp.orig_lowbo[i]=lp.orig_lowbo[i-1];
- lp.basis[i]=lp.basis[i-1];
- lp.lower[i]=lp.lower[i-1];
- }
-
- for(i= 1 ; i <= lp.rows; i++)
- if(lp.bas[i] >= lp.rows)
- lp.bas[i]++;
+ for(int i = 1; i <= columns; i++) {
+ for(int j = stcol; j < col_end[i]; j++) {
+ set_row_nr(newmat,elmnr, get_row_nr(mat, j));
+ set_value(newmat, elmnr, get_value(mat,j));
+ elmnr++;
+ }
+ if(((i>=1 && i< columns && row[i]!=0)?TRUE:FALSE) != FALSE) {
+ if(ch_sign[rows] != FALSE) set_value(newmat, elmnr, -row[i]);
+ else set_value(newmat, elmnr, row[i]);
+ set_row_nr(newmat,elmnr, rows);
+ elmnr++;
+ }
+ stcol=col_end[i];
+ col_end[i]=elmnr;
+ }
+
+ alternate_mat = mat;
+ mat = newmat;
+
+ for(int i = sum ; i > rows; i--) {
+ orig_upbo[i]=orig_upbo[i-1];
+ orig_lowbo[i]=orig_lowbo[i-1];
+ basis[i]=basis[i-1];
+ lower[i]=lower[i-1];
+ }
- if(constr_type==LE || constr_type==GE)
- {
- lp.orig_upbo[lp.rows]=lp.infinite;
- }
- else if(constr_type==EQ)
- {
- lp.orig_upbo[lp.rows]=0;
- }
- else
- {
- System.err.print("Wrong constraint type\n");
- System.exit(FAIL);
- }
+ for(int i = 1 ; i <= rows; i++) if(bas[i] >= rows) bas[i]++;
- lp.orig_lowbo[lp.rows]=0;
+ if(constr_type==LE || constr_type==GE) orig_upbo[rows]=infinite;
+ else if(constr_type==EQ) orig_upbo[rows]=0;
+ else throw new Error("Wrong constraint type\n");
+ orig_lowbo[rows]=0;
- if(constr_type==GE && rh != 0)
- lp.orig_rh[lp.rows]=-rh;
- else
- lp.orig_rh[lp.rows]=rh;
+ if(constr_type==GE && rh != 0) orig_rh[rows]=-rh;
+ else orig_rh[rows]=rh;
- lp.row_end_valid=FALSE;
-
- lp.bas[lp.rows]=lp.rows;
- lp.basis[lp.rows]=TRUE;
- lp.lower[lp.rows]=TRUE;
+ row_end_valid=FALSE;
- if (lp.active != FALSE)
- set_globals(lp);
- lp.eta_valid=FALSE;
- }
-
- public void del_constraint(Problem lp, int del_row)
- {
- int i, j;
- int elmnr;
- int startcol;
-
- if(del_row < 1 || del_row > lp.rows)
- {
- System.err.println("There is no constraint nr. " + del_row);
- System.exit(FAIL);
- }
-
- elmnr=0;
- startcol=0;
-
- for(i = 1; i <= lp.columns; i++)
- {
- for(j=startcol; j < lp.col_end[i]; j++)
- {
- if(lp.mat[j].row_nr!=del_row)
- {
- lp.mat[elmnr]=lp.mat[j];
- if(lp.mat[elmnr].row_nr > del_row)
- lp.mat[elmnr].row_nr--;
- elmnr++;
- }
- else
- lp.non_zeros--;
- }
- startcol=lp.col_end[i];
- lp.col_end[i]=elmnr;
- }
- for(i = del_row; i < lp.rows; i++)
- {
- lp.orig_rh[i] = lp.orig_rh[i+1];
- lp.ch_sign[i] = lp.ch_sign[i+1];
- lp.bas[i] = lp.bas[i+1];
- if (lp.names_used != FALSE)
- lp.row_name[i] = lp.row_name[i+1];
- }
- for(i = 1; i < lp.rows; i++)
- if(lp.bas[i] > del_row)
- lp.bas[i]--;
-
- for(i=del_row; i < lp.sum; i++)
- {
- lp.lower[i]=lp.lower[i+1];
- lp.basis[i]=lp.basis[i+1];
- lp.orig_upbo[i]=lp.orig_upbo[i+1];
- lp.orig_lowbo[i]=lp.orig_lowbo[i+1];
- if (lp.scaling_used != FALSE)
- lp.scale[i]=lp.scale[i+1];
- }
-
- lp.rows--;
- lp.sum--;
-
- lp.row_end_valid=FALSE;
-
- if (lp.active != FALSE)
- set_globals(lp);
- lp.eta_valid=FALSE;
- lp.basis_valid=FALSE;
- }
-
-
- public void add_column(Problem lp, float[] column)
- {
- int i, elmnr;
-
- lp.columns++;
- lp.sum++;
- if (lp.columns > lp.columns_alloc) throw new Error("not enough cols; this should never happen");
- if (lp.non_zeros + lp.rows+1 > lp.mat_alloc) throw new Error("not enough mat space; this should not happen");
-
- if (lp.scaling_used != FALSE)
- {
- for(i = 0; i <= lp.rows; i++)
- column[i]*=lp.scale[i];
- lp.scale[lp.sum]=1;
- }
-
- elmnr=lp.col_end[lp.columns-1];
- for(i = 0 ; i <= lp.rows ; i++)
- if(column[i] != 0)
- {
- lp.mat[elmnr].row_nr=i;
- if(lp.ch_sign[i] != FALSE)
- lp.mat[elmnr].value=-column[i];
- else
- lp.mat[elmnr].value=column[i];
- lp.non_zeros++;
- elmnr++;
- }
- lp.col_end[lp.columns]=elmnr;
- lp.orig_lowbo[lp.sum]=0;
- lp.orig_upbo[lp.sum]=lp.infinite;
- lp.lower[lp.sum]=TRUE;
- lp.basis[lp.sum]=FALSE;
- if (lp.names_used != FALSE)
- lp.col_name[lp.columns] = 0;
-
+ bas[rows]=rows;
+ basis[rows]=TRUE;
+ lower[rows]=TRUE;
- lp.row_end_valid=FALSE;
-
- if (lp.active != FALSE)
- {
- Sum=lp.sum;
- columns=lp.columns;
- Non_zeros=lp.non_zeros;
- }
- }
-
- public void del_column(Problem lp, int column)
- {
- int i, j, from_elm, to_elm, elm_in_col;
- if(column > lp.columns || column < 1)
- System.err.print("column out of range in del_column");
- for(i = 1; i <= lp.rows; i++)
- {
- if(lp.bas[i]==lp.rows+column)
- lp.basis_valid=FALSE;
- else if(lp.bas[i] > lp.rows+column)
- lp.bas[i]--;
- }
- for(i = lp.rows+column; i < lp.sum; i++)
- {
- if (lp.names_used != FALSE)
- lp.col_name[i-lp.rows] = lp.col_name[i-lp.rows+1];
- lp.orig_upbo[i]=lp.orig_upbo[i+1];
- lp.orig_lowbo[i]=lp.orig_lowbo[i+1];
- lp.upbo[i]=lp.upbo[i+1];
- lp.lowbo[i]=lp.lowbo[i+1];
- lp.basis[i]=lp.basis[i+1];
- lp.lower[i]=lp.lower[i+1];
- if (lp.scaling_used != FALSE)
- lp.scale[i]=lp.scale[i+1];
- }
- for(i = 0; i < lp.nr_lagrange; i++)
- for(j = column; j <= lp.columns; j++)
- lp.lag_row[i][j]=lp.lag_row[i][j+1];
- to_elm=lp.col_end[column-1];
- from_elm=lp.col_end[column];
- elm_in_col=from_elm-to_elm;
- for(i = from_elm; i < lp.non_zeros; i++)
- {
- lp.mat[to_elm]=lp.mat[i];
- to_elm++;
- }
- for(i = column; i < lp.columns; i++)
- lp.col_end[i]=lp.col_end[i+1]-elm_in_col;
- lp.non_zeros -= elm_in_col;
- lp.row_end_valid=FALSE;
- lp.eta_valid=FALSE;
-
- lp.sum--;
- lp.columns--;
- if (lp.active != FALSE)
- set_globals(lp);
+ if (active != FALSE) set_globals();
+ eta_valid=FALSE;
}
- public void bound_sum(Problem lp, int column1, int column2, float bound, short type, float[] scratch) {
+ public void bound_sum(int column1, int column2, float bound, short type, float[] scratch) {
for(int i=0; i<scratch.length; i++) scratch[i] = (float)0.0;
scratch[column1] = (float)1.0;
scratch[column2] = (float)1.0;
- add_constraint(lp, scratch, type, bound);
+ add_constraint(scratch, type, bound);
for(int i=0; i<scratch.length; i++) scratch[i] = (float)0.0;
}
- public void bound_difference(Problem lp, int column1, int column2, float bound, short type, float[] scratch) {
+ public void bound_difference(int column1, int column2, float bound, short type, float[] scratch) {
for(int i=0; i<scratch.length; i++) scratch[i] = (float)0.0;
scratch[column1] = (float)1.0;
scratch[column2] = (float)-1.0;
- add_constraint(lp, scratch, type, bound);
+ add_constraint(scratch, type, bound);
for(int i=0; i<scratch.length; i++) scratch[i] = (float)0.0;
}
- public void set_upbo(Problem lp, int column, float value)
- {
- if(column > lp.columns || column < 1)
- System.err.print("column out of range");
- if (lp.scaling_used != FALSE)
- value /= lp.scale[lp.rows + column];
- if(value < lp.orig_lowbo[lp.rows + column])
- System.err.print("UpperBound must be >= lowerBound");
- lp.eta_valid = FALSE;
- lp.orig_upbo[lp.rows+column] = value;
+ public void set_upbo(int column, float value) {
+ if(column > columns || column < 1) throw new Error("column out of range");
+ if(value < orig_lowbo[rows + column]) throw new Error("UpperBound must be >= lowerBound");
+ eta_valid = FALSE;
+ orig_upbo[rows+column] = value;
}
- public void set_lowbo(Problem lp, int column, float value)
- {
- if(column > lp.columns || column < 1)
- System.err.print("column out of range");
- if (lp.scaling_used != FALSE)
- value /= lp.scale[lp.rows + column];
- if(value > lp.orig_upbo[lp.rows + column])
- System.err.print("UpperBound must be >= lowerBound");
- lp.eta_valid = FALSE;
- lp.orig_lowbo[lp.rows+column] = value;
+ public void set_lowbo(int column, float value) {
+ if(column > columns || column < 1) throw new Error("column out of range");
+ if(value > orig_upbo[rows + column]) throw new Error("UpperBound must be >= lowerBound");
+ eta_valid = FALSE;
+ orig_lowbo[rows+column] = value;
}
- public void set_rh(Problem lp, int row, float value)
- {
- if(row > lp.rows || row < 0)
- System.err.print("Row out of Range");
- if(row == 0) /* setting of RHS of OF not meaningful */
- {
- System.err.println("Warning: attempt to set RHS of objective function, ignored");
- return;
- }
- if (lp.scaling_used != FALSE)
- if (lp.ch_sign[row] != FALSE)
- lp.orig_rh[row] = -value * lp.scale[row];
- else
- lp.orig_rh[row] = value * lp.scale[row];
- else
- if (lp.ch_sign[row] != FALSE)
- lp.orig_rh[row] = -value;
- else
- lp.orig_rh[row] = value;
- lp.eta_valid = FALSE;
+ public void set_rh(int row, float value) {
+ if(row > rows || row < 0) throw new Error("Row out of Range");
+ if(row == 0) throw new Error("Warning: attempt to set RHS of objective function, ignored");
+ if (ch_sign[row] != FALSE) orig_rh[row] = -value;
+ else orig_rh[row] = value;
+ eta_valid = FALSE;
}
- public void set_rh_vec(Problem lp, float[] rh)
- {
- int i;
- if (lp.scaling_used != FALSE)
- for(i = 1; i <= lp.rows; i++)
- if(lp.ch_sign[i] != FALSE)
- lp.orig_rh[i]=-rh[i]*lp.scale[i];
- else
- lp.orig_rh[i]=rh[i]*lp.scale[i];
- else
- for(i=1; i <= lp.rows; i++)
- if(lp.ch_sign[i] != FALSE)
- lp.orig_rh[i]=-rh[i];
- else
- lp.orig_rh[i]=rh[i];
- lp.eta_valid=FALSE;
+ public void set_rh_vec(float[] rh) {
+ for(int i=1; i <= rows; i++)
+ if (ch_sign[i] != FALSE) orig_rh[i]=-rh[i];
+ else orig_rh[i]=rh[i];
+ eta_valid=FALSE;
}
- public void set_maxim(Problem lp)
- {
- int i;
- if(lp.maximise==FALSE)
- {
- for(i = 0; i < lp.non_zeros; i++)
- if(lp.mat[i].row_nr==0)
- lp.mat[i].value*=-1;
- lp.eta_valid=FALSE;
- }
- lp.maximise=TRUE;
- lp.ch_sign[0]=TRUE;
- if (lp.active != FALSE)
- Maximise=TRUE;
- }
- public void set_minim(Problem lp)
- {
- int i;
- if(lp.maximise==TRUE)
- {
- for(i = 0; i < lp.non_zeros; i++)
- if(lp.mat[i].row_nr==0)
- lp.mat[i].value = -lp.mat[i].value;
- lp.eta_valid=FALSE;
- }
- lp.maximise=FALSE;
- lp.ch_sign[0]=FALSE;
- if (lp.active != FALSE)
- Maximise=FALSE;
+ public void set_constr_type(int row, short con_type) {
+ if (row > rows || row < 1) throw new Error("Row out of Range");
+ switch(con_type) {
+ case EQ:
+ orig_upbo[row]=0;
+ basis_valid=FALSE;
+ if (ch_sign[row] != FALSE) {
+ for(int i = 0; i < non_zeros; i++)
+ if (get_row_nr(mat, i)==row) set_value(mat, i, get_value(mat,i) * (float)-1);
+ eta_valid=FALSE;
+ ch_sign[row]=FALSE;
+ if (orig_rh[row]!=0) orig_rh[row]*=-1;
+ }
+ break;
+ case LE:
+ orig_upbo[row]=infinite;
+ basis_valid=FALSE;
+ if (ch_sign[row] != FALSE) {
+ for(int i = 0; i < non_zeros; i++)
+ if (get_row_nr(mat, i)==row) set_value(mat, i, get_value(mat,i) * (float)-1);
+ eta_valid=FALSE;
+ ch_sign[row]=FALSE;
+ if (orig_rh[row]!=0) orig_rh[row]*=-1;
+ }
+ break;
+ case GE:
+ orig_upbo[row]=infinite;
+ basis_valid=FALSE;
+ if (ch_sign[row] == FALSE) {
+ for(int i = 0; i < non_zeros; i++)
+ if (get_row_nr(mat, i)==row) set_value(mat, i, get_value(mat,i) * (float)-1);
+ eta_valid=FALSE;
+ ch_sign[row]=TRUE;
+ if (orig_rh[row]!=0) orig_rh[row]*=-1;
+ }
+ break;
+ default: throw new Error("Constraint type not (yet) implemented");
+ }
}
- public void set_constr_type(Problem lp, int row, short con_type)
- {
- int i;
- if(row > lp.rows || row < 1)
- System.err.print("Row out of Range");
- if(con_type==EQ)
- {
- lp.orig_upbo[row]=0;
- lp.basis_valid=FALSE;
- if (lp.ch_sign[row] != FALSE)
- {
- for(i = 0; i < lp.non_zeros; i++)
- if(lp.mat[i].row_nr==row)
- lp.mat[i].value*=-1;
- lp.eta_valid=FALSE;
- lp.ch_sign[row]=FALSE;
- if(lp.orig_rh[row]!=0)
- lp.orig_rh[row]*=-1;
- }
- }
- else if(con_type==LE)
- {
- lp.orig_upbo[row]=lp.infinite;
- lp.basis_valid=FALSE;
- if (lp.ch_sign[row] != FALSE)
- {
- for(i = 0; i < lp.non_zeros; i++)
- if(lp.mat[i].row_nr==row)
- lp.mat[i].value*=-1;
- lp.eta_valid=FALSE;
- lp.ch_sign[row]=FALSE;
- if(lp.orig_rh[row]!=0)
- lp.orig_rh[row]*=-1;
- }
- }
- else if(con_type==GE)
- {
- lp.orig_upbo[row]=lp.infinite;
- lp.basis_valid=FALSE;
- if(lp.ch_sign[row] == FALSE)
- {
- for(i = 0; i < lp.non_zeros; i++)
- if(lp.mat[i].row_nr==row)
- lp.mat[i].value*=-1;
- lp.eta_valid=FALSE;
- lp.ch_sign[row]=TRUE;
- if(lp.orig_rh[row]!=0)
- lp.orig_rh[row]*=-1;
- }
- }
- else
- System.err.print("Constraint type not (yet) implemented");
+ void set_globals() {
+ Rows = rows;
+ columns = columns;
+ Sum = Rows + columns;
+ Non_zeros = non_zeros;
+ Mat = mat;
+ Col_no = col_no;
+ Col_end = col_end;
+ Row_end = row_end;
+ Rh = rh;
+ Rhs = rhs;
+ Orig_rh = orig_rh;
+ Orig_upbo = orig_upbo;
+ Orig_lowbo = orig_lowbo;
+ Upbo = upbo;
+ Lowbo = lowbo;
+ Bas = bas;
+ Basis = basis;
+ Lower = lower;
+ Eta_alloc = eta_alloc;
+ Eta_size = eta_size;
+ Num_inv = num_inv;
+ Eta_value = eta_value;
+ Eta_row_nr = eta_row_nr;
+ Eta_col_end = eta_col_end;
+ Solution = solution;
+ Best_solution = best_solution;
+ Infinite = infinite;
+ Epsilon = epsilon;
+ Epsb = epsb;
+ Epsd = epsd;
+ Epsel = epsel;
+ TREJ = TREJ;
+ TINV = TINV;
+ Maximise = maximise;
+ Floor_first = floor_first;
+ active = TRUE;
}
- public float mat_elm(Problem lp, int row, int column)
- {
- float value;
- int elmnr;
- if(row < 0 || row > lp.rows)
- System.err.print("Row out of range in mat_elm");
- if(column < 1 || column > lp.columns)
- System.err.print("column out of range in mat_elm");
- value=0;
- elmnr=lp.col_end[column-1];
- while(lp.mat[elmnr].row_nr != row && elmnr < lp.col_end[column])
- elmnr++;
- if(elmnr != lp.col_end[column])
- {
- value = lp.mat[elmnr].value;
- if (lp.ch_sign[row] != FALSE)
- value = -value;
- if (lp.scaling_used != FALSE)
- value /= lp.scale[row] * lp.scale[lp.rows + column];
- }
- return(value);
+ private void ftran(int start, int end, float[] pcol) {
+ int k, r;
+ float theta;
+ for(int i = start; i <= end; i++) {
+ k = Eta_col_end[i] - 1;
+ r = Eta_row_nr[k];
+ theta = pcol[r];
+ if (theta != 0) for(int j = Eta_col_end[i - 1]; j < k; j++)
+ pcol[Eta_row_nr[j]] += theta * Eta_value[j];
+ pcol[r] *= Eta_value[k];
+ }
+ for(int i = 0; i <= Rows; i++) round(pcol[i], Epsel);
}
-
- public void get_row(Problem lp, int row_nr, float[] row)
- {
- int i, j;
-
- if(row_nr < 0 || row_nr > lp.rows)
- System.err.print("Row nr. out of range in get_row");
- for(i = 1; i <= lp.columns; i++)
- {
- row[i]=0;
- for(j=lp.col_end[i-1]; j < lp.col_end[i]; j++)
- if(lp.mat[j].row_nr==row_nr)
- row[i]=lp.mat[j].value;
- if (lp.scaling_used != FALSE)
- row[i] /= lp.scale[lp.rows+i] * lp.scale[row_nr];
- }
- if(lp.ch_sign[row_nr] != FALSE)
- for(i=0; i <= lp.columns; i++)
- if(row[i]!=0)
- row[i] = -row[i];
+ private void btran(float[] row) {
+ int k;
+ float f;
+ for(int i = Eta_size; i >= 1; i--) {
+ f = 0;
+ k = Eta_col_end[i] - 1;
+ for(int j = Eta_col_end[i - 1]; j <= k; j++) f += row[Eta_row_nr[j]] * Eta_value[j];
+ f = round(f, Epsel);
+ row[Eta_row_nr[k]] = f;
+ }
}
- public void get_column(Problem lp, int col_nr, float[] column)
- {
- int i;
-
- if(col_nr < 1 || col_nr > lp.columns)
- System.err.print("Col. nr. out of range in get_column");
- for(i = 0; i <= lp.rows; i++)
- column[i]=0;
- for(i = lp.col_end[col_nr-1]; i < lp.col_end[col_nr]; i++)
- column[lp.mat[i].row_nr]=lp.mat[i].value;
- for(i = 0; i <= lp.rows; i++)
- if(column[i] !=0)
- {
- if(lp.ch_sign[i] != FALSE)
- column[i]*=-1;
- if (lp.scaling_used != FALSE)
- column[i]/=(lp.scale[i] * lp.scale[lp.rows+col_nr]);
+ static int[] num = new int[65535];
+ static int[] rownum = new int[65535];
+ static int[] colnum = new int[65535];
+
+ short Isvalid() {
+ int row_nr;
+ if (row_end_valid == FALSE) {
+ for(int i = 0; i <= rows; i++) { num[i] = 0; rownum[i] = 0; }
+ for(int i = 0; i < non_zeros; i++) rownum[get_row_nr(mat, i)]++;
+ row_end[0] = 0;
+ for(int i = 1; i <= rows; i++) row_end[i] = row_end[i - 1] + rownum[i];
+ for(int i = 1; i <= columns; i++)
+ for(int j = col_end[i - 1]; j < col_end[i]; j++) {
+ row_nr = get_row_nr(mat, j);
+ if (row_nr != 0) {
+ num[row_nr]++;
+ col_no[row_end[row_nr - 1] + num[row_nr]] = i;
+ }
}
- }
-
- public void get_reduced_costs(Problem lp, float[] rc)
- {
- int varnr, i, j;
- float f;
+ row_end_valid = TRUE;
+ }
+ if (valid != FALSE) return(TRUE);
+ for(int i = 0; i <= rows; i++) rownum[i] = 0;
+ for(int i = 0; i <= columns; i++) colnum[i] = 0;
+ for(int i = 1 ; i <= columns; i++)
+ for(int j = col_end[i - 1]; j < col_end[i]; j++) {
+ colnum[i]++;
+ rownum[get_row_nr(mat, j)]++;
+ }
+ for(int i = 1; i <= columns; i++)
+ if (colnum[i] == 0)
+ throw new Error("Warning: Variable " + i + " not used in any constaints\n");
+ valid = TRUE;
+ return(TRUE);
+ }
- if(lp.basis_valid == FALSE)
- System.err.print("Not a valid basis in get_reduced_costs");
- set_globals(lp);
- if(lp.eta_valid == FALSE)
- invert();
- for(i = 1; i <= lp.sum; i++)
- rc[i] = 0;
- rc[0] = 1;
- btran(rc);
- for(i = 1; i <= lp.columns; i++)
- {
- varnr = lp.rows + i;
- if(Basis[varnr] == FALSE)
- if(Upbo[varnr] > 0)
- {
- f = 0;
- for(j = Col_end[i - 1]; j < Col_end[i]; j++)
- f += rc[Mat[j].row_nr] * Mat[j].value;
- rc[varnr] = f;
- }
- }
- for(i = 1; i <= Sum; i++)
- rc[i] = round(rc[i], Epsd);
- }
-
- short is_feasible(Problem lp, float[] values)
- {
- int i, elmnr;
- float[] this_rhs;
- float dist;
-
- if (lp.scaling_used != FALSE)
- {
- for(i = lp.rows+1; i <= lp.sum; i++)
- if( values[i - lp.rows] < lp.orig_lowbo[i]*lp.scale[i]
- || values[i - lp.rows] > lp.orig_upbo[i]*lp.scale[i])
- return(FALSE);
- }
- else
- {
- for(i = lp.rows+1; i <= lp.sum; i++)
- if( values[i - lp.rows] < lp.orig_lowbo[i]
- || values[i - lp.rows] > lp.orig_upbo[i])
- return(FALSE);
- }
- this_rhs = new float[lp.rows+1];
- for (i = 0; i <= lp.rows; i++)
- this_rhs[i] = 0;
-
- for(i = 1; i <= lp.columns; i++)
- for(elmnr = lp.col_end[i - 1]; elmnr < lp.col_end[i]; elmnr++)
- this_rhs[lp.mat[elmnr].row_nr] += lp.mat[elmnr].value * values[i];
- for(i = 1; i <= lp.rows; i++)
- {
- dist = lp.orig_rh[i] - this_rhs[i];
- dist = round(dist, (float)0.001);
- if((lp.orig_upbo[i] == 0 && dist != 0) || dist < 0)
- {
- return(FALSE);
- }
- }
- return(TRUE);
- }
-
- short column_in_lp(Problem lp, float[] testcolumn)
- {
- int i, j;
- short ident;
- float value;
-
- if (lp.scaling_used != FALSE)
- for(i = 1; i <= lp.columns; i++)
- {
- ident = TRUE;
- j = lp.col_end[i-1];
- while(ident != FALSE && (j < lp.col_end[i]))
- {
- value = lp.mat[j].value;
- if(lp.ch_sign[lp.mat[j].row_nr] != FALSE)
- value = -value;
- value /= lp.scale[lp.rows+i];
- value /= lp.scale[lp.mat[j].row_nr];
- value -= testcolumn[lp.mat[j].row_nr];
- if(Math.abs(value) > (float)0.001) /* should be some epsilon? MB */
- ident=FALSE;
- j++;
- }
- if(ident != FALSE)
- return(TRUE);
- }
- else
- for(i = 1; i <= lp.columns; i++)
- {
- ident = TRUE;
- j = lp.col_end[i-1];
- while(ident != FALSE && j < lp.col_end[i])
- {
- value = lp.mat[j].value;
- if(lp.ch_sign[lp.mat[j].row_nr] != FALSE)
- value *= -1;
- value -= testcolumn[lp.mat[j].row_nr];
- if( Math.abs(value) > (float)0.001 )
- ident=FALSE;
- j++;
- }
- if(ident != FALSE)
- return(TRUE);
- }
- return(FALSE);
- }
-
- private float minmax_to_scale(float min, float max)
- {
- float scale;
-
- /* should do something sensible when min or max is 0, MB */
- if((min == 0) || (max == 0))
- return((float)1);
-
- scale = (float)(1 / Math.pow(Math.E, (Math.log(min) + Math.log(max)) / 2));
- return(scale);
- }
-
- public void unscale_columns(Problem lp)
- {
- int i, j;
-
- /* unscale mat */
- for(j = 1; j <= lp.columns; j++)
- for(i = lp.col_end[j - 1]; i < lp.col_end[j]; i++)
- lp.mat[i].value /= lp.scale[lp.rows + j];
-
- /* unscale Bounds as well */
- for(i = lp.rows + 1; i < lp.sum; i++)
- {
- if(lp.orig_lowbo[i] != 0)
- lp.orig_lowbo[i] *= lp.scale[i];
- if(lp.orig_upbo[i] != lp.infinite)
- lp.orig_upbo[i] *= lp.scale[i];
- }
-
- for(i=lp.rows+1; i<= lp.sum; i++)
- lp.scale[i]=1;
- lp.columns_scaled=FALSE;
- lp.eta_valid=FALSE;
- }
-
- public void unscale(Problem lp)
- {
- int i, j;
-
- if (lp.scaling_used != FALSE)
- {
-
- /* unscale mat */
- for(j = 1; j <= lp.columns; j++)
- for(i = lp.col_end[j - 1]; i < lp.col_end[j]; i++)
- lp.mat[i].value /= lp.scale[lp.rows + j];
-
- /* unscale Bounds */
- for(i = lp.rows + 1; i < lp.sum; i++)
- {
- if(lp.orig_lowbo[i] != 0)
- lp.orig_lowbo[i] *= lp.scale[i];
- if(lp.orig_upbo[i] != lp.infinite)
- lp.orig_upbo[i] *= lp.scale[i];
- }
-
- /* unscale the matrix */
- for(j = 1; j <= lp.columns; j++)
- for(i = lp.col_end[j-1]; i < lp.col_end[j]; i++)
- lp.mat[i].value /= lp.scale[lp.mat[i].row_nr];
-
- /* unscale the rhs! */
- for(i = 0; i <= lp.rows; i++)
- lp.orig_rh[i] /= lp.scale[i];
-
- lp.scaling_used=FALSE;
- lp.eta_valid=FALSE;
- }
- }
-
-
- public void auto_scale(Problem lp)
- {
- int i, j, row_nr, IntUsed;
- float row_max[], row_min[], scalechange[], absval;
-
- if(lp.scaling_used == 0)
- {
- lp.scale = new float[lp.sum_alloc + 1];
- for(i = 0; i <= lp.sum; i++)
- lp.scale[i]=1;
- }
-
- row_max = new float[lp.rows + 1];
- row_min = new float[lp.rows + 1];
- scalechange = new float[lp.sum + 1];
-
- /* initialise min and max values */
- for(i = 0; i <= lp.rows; i++)
- {
- row_max[i]=0;
- row_min[i]=lp.infinite;
- }
-
- /* calculate min and max absolute values of rows */
- for(j = 1; j <= lp.columns; j++)
- for(i = lp.col_end[j - 1]; i < lp.col_end[j]; i++)
- {
- row_nr = lp.mat[i].row_nr;
- absval = Math.abs(lp.mat[i].value);
- if(absval!=0)
- {
- row_max[row_nr] = Math.max(row_max[row_nr], absval);
- row_min[row_nr] = Math.min(row_min[row_nr], absval);
- }
- }
- /* calculate scale factors for rows */
- for(i = 0; i <= lp.rows; i++)
- {
- scalechange[i] = minmax_to_scale(row_min[i], row_max[i]);
- lp.scale[i] *= scalechange[i];
- }
-
- /* now actually scale the matrix */
- for(j = 1; j <= lp.columns; j++)
- for(i = lp.col_end[j - 1]; i < lp.col_end[j]; i++)
- lp.mat[i].value *= scalechange[lp.mat[i].row_nr];
-
- /* and scale the rhs! */
- for(i = 0; i <= lp.rows; i++)
- lp.orig_rh[i] *= scalechange[i];
-
- IntUsed=FALSE;
- i=lp.rows+1;
- while(IntUsed == FALSE && i <= lp.sum)
- {
- IntUsed=FALSE;
- i++;
- }
- if(IntUsed == FALSE)
- {
- float col_max, col_min;
-
- /* calculate scales */
- for(j = 1; j <= lp.columns; j++)
- {
- col_max = 0;
- col_min = lp.infinite;
- for(i = lp.col_end[j - 1]; i < lp.col_end[j]; i++)
- {
- if(lp.mat[i].value!=0)
- {
- col_max = Math.max(col_max, Math.abs(lp.mat[i].value));
- col_min = Math.min(col_min, Math.abs(lp.mat[i].value));
- }
- }
- scalechange[lp.rows + j] = minmax_to_scale(col_min, col_max);
- lp.scale[lp.rows + j] *= scalechange[lp.rows + j];
- }
-
- /* scale mat */
- for(j = 1; j <= lp.columns; j++)
- for(i = lp.col_end[j - 1]; i < lp.col_end[j]; i++)
- lp.mat[i].value *= scalechange[lp.rows + j];
-
- /* scale Bounds as well */
- for(i = lp.rows + 1; i < lp.sum; i++)
- {
- if(lp.orig_lowbo[i] != 0)
- lp.orig_lowbo[i] /= scalechange[i];
- if(lp.orig_upbo[i] != lp.infinite)
- lp.orig_upbo[i] /= scalechange[i];
- }
- lp.columns_scaled=TRUE;
- }
- lp.scaling_used=TRUE;
- lp.eta_valid=FALSE;
- }
-
- public void reset_basis(Problem lp) { lp.basis_valid=FALSE; }
-
- /* Globals used by solver */
- short JustInverted;
- short Status;
- short Doiter;
- short DoInvert;
- short Break_bb;
-
- void set_globals(Problem lp)
- {
- if(Lp != null)
- Lp.active = FALSE;
- Lp = lp;
- Rows = lp.rows;
- columns = lp.columns;
- Sum = Rows + columns;
- Non_zeros = lp.non_zeros;
- Mat = lp.mat;
- Col_no = lp.col_no;
- Col_end = lp.col_end;
- Row_end = lp.row_end;
- Rh = lp.rh;
- Rhs = lp.rhs;
- Orig_rh = lp.orig_rh;
- Orig_upbo = lp.orig_upbo;
- Orig_lowbo = lp.orig_lowbo;
- Upbo = lp.upbo;
- Lowbo = lp.lowbo;
- Bas = lp.bas;
- Basis = lp.basis;
- Lower = lp.lower;
- Eta_alloc = lp.eta_alloc;
- Eta_size = lp.eta_size;
- Num_inv = lp.num_inv;
- Eta_value = lp.eta_value;
- Eta_row_nr = lp.eta_row_nr;
- Eta_col_end = lp.eta_col_end;
- Solution = lp.solution;
- Best_solution = lp.best_solution;
- Infinite = lp.infinite;
- Epsilon = lp.epsilon;
- Epsb = lp.epsb;
- Epsd = lp.epsd;
- Epsel = lp.epsel;
-
- /* ?? MB */
- TREJ = TREJ;
- TINV = TINV;
-
- Maximise = lp.maximise;
- Floor_first = lp.floor_first;
- lp.active = TRUE;
-
- // System.out.println("Sum = " + Sum);
- } // end of set_global
-
- private void ftran(int start,
- int end,
- float[] pcol)
- {
- int i, j, k, r;
- float theta;
-
- for(i = start; i <= end; i++)
- {
- k = Eta_col_end[i] - 1;
- r = Eta_row_nr[k];
- theta = pcol[r];
- if(theta != 0)
- for(j = Eta_col_end[i - 1]; j < k; j++)
- pcol[Eta_row_nr[j]] += theta * Eta_value[j]; /* cpu expensive line */
- pcol[r] *= Eta_value[k];
- }
- /* round small values to zero */
- for(i = 0; i <= Rows; i++)
- round(pcol[i], Epsel);
- } /* ftran */
-
- private void btran(float[] row)
- {
- int i, j, k;
- float f;
-
- for(i = Eta_size; i >= 1; i--)
- {
- f = 0;
- k = Eta_col_end[i] - 1;
- for(j = Eta_col_end[i - 1]; j <= k; j++)
- f += row[Eta_row_nr[j]] * Eta_value[j];
- f = round(f, Epsel);
- row[Eta_row_nr[k]] = f;
- }
- } /* btran */
-
-
- static short Isvalid(Problem lp)
- {
- int i, j, rownum[], colnum[];
- int num[], row_nr;
-
- if(lp.row_end_valid == FALSE)
- {
- num = new int[lp.rows + 1];
- rownum = new int[lp.rows + 1];
- for(i = 0; i <= lp.rows; i++)
- {
- num[i] = 0;
- rownum[i] = 0;
- }
- for(i = 0; i < lp.non_zeros; i++)
- rownum[lp.mat[i].row_nr]++;
- lp.row_end[0] = 0;
- for(i = 1; i <= lp.rows; i++)
- lp.row_end[i] = lp.row_end[i - 1] + rownum[i];
- for(i = 1; i <= lp.columns; i++)
- for(j = lp.col_end[i - 1]; j < lp.col_end[i]; j++)
- {
- row_nr = lp.mat[j].row_nr;
- if(row_nr != 0)
- {
- num[row_nr]++;
- lp.col_no[lp.row_end[row_nr - 1] + num[row_nr]] = i;
- }
- }
- lp.row_end_valid = TRUE;
- }
- if(lp.valid != FALSE)
- return(TRUE);
- rownum = new int[lp.rows + 1];
- for (i = 0; i <= lp.rows; i++)
- rownum[i] = 0;
- colnum = new int[lp.columns + 1];
- for (i = 0; i <= lp.columns; i++)
- colnum[i] = 0;
- for(i = 1 ; i <= lp.columns; i++)
- for(j = lp.col_end[i - 1]; j < lp.col_end[i]; j++)
- {
- colnum[i]++;
- rownum[lp.mat[j].row_nr]++;
- }
- for(i = 1; i <= lp.columns; i++)
- if(colnum[i] == 0)
- if (lp.names_used != FALSE)
- System.err.print("Warning: Variable " + lp.col_name[i] +
- " not used in any constraints\n");
- else
- System.err.print("Warning: Variable " + i + " not used in any constaints\n");
- lp.valid = TRUE;
- return(TRUE);
- }
-
- private void resize_eta()
- {
+ private void resize_eta() {
Eta_alloc *= 2;
+ throw new Error("eta undersized; this should never happen");
+ /*
float[] db_ptr = Eta_value;
Eta_value = new float[Eta_alloc];
System.arraycopy(db_ptr, 0, Eta_value, 0, db_ptr.length);
- Lp.eta_value = Eta_value;
-
+ eta_value = Eta_value;
+
int[] int_ptr = Eta_row_nr;
Eta_row_nr = new int[Eta_alloc];
System.arraycopy(int_ptr, 0, Eta_row_nr, 0, int_ptr.length);
- Lp.eta_row_nr = Eta_row_nr;
- } /* resize_eta */
-
+ eta_row_nr = Eta_row_nr;
+ */
+ }
- private void condensecol(int row_nr,
- float[] pcol)
- {
- int i, elnr;
-
+ private void condensecol(int row_nr, float[] pcol) {
+ int elnr;
elnr = Eta_col_end[Eta_size];
-
- if(elnr + Rows + 2 > Eta_alloc) /* maximum local growth of Eta */
- resize_eta();
-
- for(i = 0; i <= Rows; i++)
- if(i != row_nr && pcol[i] != 0)
- {
- Eta_row_nr[elnr] = i;
- Eta_value[elnr] = pcol[i];
- elnr++;
- }
+ if (elnr + Rows + 2 > Eta_alloc) resize_eta();
+ for(int i = 0; i <= Rows; i++)
+ if (i != row_nr && pcol[i] != 0) {
+ Eta_row_nr[elnr] = i;
+ Eta_value[elnr] = pcol[i];
+ elnr++;
+ }
Eta_row_nr[elnr] = row_nr;
Eta_value[elnr] = pcol[row_nr];
elnr++;
Eta_col_end[Eta_size + 1] = elnr;
- } /* condensecol */
-
+ }
- private void addetacol()
- {
- int i, j, k;
+ private void addetacol() {
+ int k;
float theta;
-
- j = Eta_col_end[Eta_size];
+ int j = Eta_col_end[Eta_size];
Eta_size++;
k = Eta_col_end[Eta_size];
theta = 1 / (float) Eta_value[k - 1];
Eta_value[k - 1] = theta;
- for(i = j; i < k - 1; i++)
- Eta_value[i] *= -theta;
+ for(int i = j; i < k - 1; i++) Eta_value[i] *= -theta;
JustInverted = FALSE;
- } /* addetacol */
+ }
- private void setpivcol(short lower,
- int varin,
- float[] pcol)
- {
- int i, colnr;
+ private void setpivcol(short lower, int varin, float[] pcol) {
+ int colnr;
float f;
-
- if(lower != FALSE)
- f = 1;
- else
- f = -1;
- for(i = 0; i <= Rows; i++)
- pcol[i] = 0;
- if(varin > Rows)
- {
- colnr = varin - Rows;
- for(i = Col_end[colnr - 1]; i < Col_end[colnr]; i++)
- pcol[Mat[i].row_nr] = Mat[i].value * f;
- pcol[0] -= Extrad * f;
- }
- else
- if(lower != FALSE)
- pcol[varin] = 1;
- else
- pcol[varin] = -1;
+ if (lower != FALSE) f = 1;
+ else f = -1;
+ for(int i = 0; i <= Rows; i++) pcol[i] = 0;
+ if (varin > Rows) {
+ colnr = varin - Rows;
+ for(int i = Col_end[colnr - 1]; i < Col_end[colnr]; i++) pcol[get_row_nr(Mat, i)] = get_value(Mat,i) * f;
+ pcol[0] -= Extrad * f;
+ } else {
+ if (lower != FALSE) pcol[varin] = 1;
+ else pcol[varin] = -1;
+ }
ftran(1, Eta_size, pcol);
- } /* setpivcol */
-
+ }
- private void minoriteration(int colnr,
- int row_nr)
- {
- int i, j, k, wk, varin, varout, elnr;
+ private void minoriteration(int colnr, int row_nr) {
+ int k, wk, varin, varout, elnr;
float piv = 0, theta;
-
varin = colnr + Rows;
elnr = Eta_col_end[Eta_size];
wk = elnr;
Eta_size++;
- if(Extrad != 0)
- {
- Eta_row_nr[elnr] = 0;
- Eta_value[elnr] = -Extrad;
+ if (Extrad != 0) {
+ Eta_row_nr[elnr] = 0;
+ Eta_value[elnr] = -Extrad;
+ elnr++;
+ }
+ for(int j = Col_end[colnr - 1] ; j < Col_end[colnr]; j++) {
+ k = get_row_nr(Mat, j);
+ if (k == 0 && Extrad != 0) Eta_value[Eta_col_end[Eta_size -1]] += get_value(Mat,j);
+ else if (k != row_nr) {
+ Eta_row_nr[elnr] = k;
+ Eta_value[elnr] = get_value(Mat,j);
elnr++;
+ } else {
+ piv = get_value(Mat,j);
}
- for(j = Col_end[colnr - 1] ; j < Col_end[colnr]; j++)
- {
- k = Mat[j].row_nr;
- if(k == 0 && Extrad != 0)
- Eta_value[Eta_col_end[Eta_size -1]] += Mat[j].value;
- else if(k != row_nr)
- {
- Eta_row_nr[elnr] = k;
- Eta_value[elnr] = Mat[j].value;
- elnr++;
- }
- else
- piv = Mat[j].value;
- }
+ }
Eta_row_nr[elnr] = row_nr;
Eta_value[elnr] = 1 / (float) piv;
elnr++;
theta = Rhs[row_nr] / (float) piv;
Rhs[row_nr] = theta;
- for(i = wk; i < elnr - 1; i++)
- Rhs[Eta_row_nr[i]] -= theta * Eta_value[i];
+ for(int i = wk; i < elnr - 1; i++) Rhs[Eta_row_nr[i]] -= theta * Eta_value[i];
varout = Bas[row_nr];
Bas[row_nr] = varin;
Basis[varout] = FALSE;
Basis[varin] = TRUE;
- for(i = wk; i < elnr - 1; i++)
- Eta_value[i] /= - (float) piv;
+ for(int i = wk; i < elnr - 1; i++) Eta_value[i] /= - (float) piv;
Eta_col_end[Eta_size] = elnr;
- } /* minoriteration */
+ }
- private void rhsmincol(float theta,
- int row_nr,
- int varin)
- {
- int i, j, k, varout;
+ private void rhsmincol(float theta, int row_nr, int varin) {
+ int varout;
float f;
-
- if(row_nr > Rows + 1)
- {
- System.err.print("Error: rhsmincol called with row_nr: " +
- row_nr + ", rows: " + Rows + "\n");
- System.err.print("This indicates numerical instability\n");
- System.exit(FAIL);
- }
- j = Eta_col_end[Eta_size];
- k = Eta_col_end[Eta_size + 1];
- for(i = j; i < k; i++)
- {
- f = Rhs[Eta_row_nr[i]] - theta * Eta_value[i];
- f = round(f, Epsb);
- Rhs[Eta_row_nr[i]] = f;
- }
+ if (row_nr > Rows + 1) {
+ System.err.println("Error: rhsmincol called with row_nr: " + row_nr + ", rows: " + Rows + "\n");
+ System.err.println("This indicates numerical instability\n");
+ }
+ int j = Eta_col_end[Eta_size];
+ int k = Eta_col_end[Eta_size + 1];
+ for(int i = j; i < k; i++) {
+ f = Rhs[Eta_row_nr[i]] - theta * Eta_value[i];
+ f = round(f, Epsb);
+ Rhs[Eta_row_nr[i]] = f;
+ }
Rhs[row_nr] = theta;
varout = Bas[row_nr];
Bas[row_nr] = varin;
Basis[varout] = FALSE;
Basis[varin] = TRUE;
- } /* rhsmincol */
-
-
- void invert()
- {
- int i, j, v, wk, numit, varnr, row_nr, colnr, varin;
- float theta;
- float[] pcol;
- short[] frow;
- short[] fcol;
- int[] rownum, col, row;
- int[] colnum;
-
- rownum = new int[Rows + 1];
- for (i = 0; i <= Rows; i++)
- rownum[i] = 0;
- col = new int[Rows + 1];
- for (i = 0; i <= Rows; i++)
- col[i] = 0;
- row = new int[Rows + 1];
- for (i = 0; i <= Rows; i++)
- row[i] = 0;
- pcol = new float[Rows + 1];
- for (i = 0; i <= Rows; i++)
- pcol[i] = 0;
- frow = new short[Rows + 1];
- for(i = 0; i <= Rows; i++)
- frow[i] = TRUE;
- fcol = new short[columns + 1];
- for(i = 0; i < columns; i++)
- fcol[i] = FALSE;
- colnum = new int[columns + 1];
- for(i = 0; i <= columns; i++)
- colnum[i] = 0;
-
- for(i = 0; i <= Rows; i++)
- if(Bas[i] > Rows)
- fcol[Bas[i] - Rows - 1] = TRUE;
- else
- frow[Bas[i]] = FALSE;
-
- for(i = 1; i <= Rows; i++)
- if(frow[i] != FALSE)
- for(j = Row_end[i - 1] + 1; j <= Row_end[i]; j++)
- {
- wk = Col_no[j];
- if(fcol[wk - 1] != FALSE)
- {
- colnum[wk]++;
- rownum[i - 1]++;
- }
- }
- for(i = 1; i <= Rows; i++)
- Bas[i] = i;
- for(i = 1; i <= Rows; i++)
- Basis[i] = TRUE;
- for(i = 1; i <= columns; i++)
- Basis[i + Rows] = FALSE;
-
- for(i = 0; i <= Rows; i++)
- Rhs[i] = Rh[i];
-
- for(i = 1; i <= columns; i++)
- {
- varnr = Rows + i;
- if(Lower[varnr] == FALSE)
- {
- theta = Upbo[varnr];
- for(j = Col_end[i - 1]; j < Col_end[i]; j++)
- Rhs[Mat[j].row_nr] -= theta * Mat[j].value;
+ }
+
+ private static int[] rownum_ = new int[65535];
+ private static int[] colnum_ = new int[65535];
+ private static int[] col = new int[65535];
+ private static int[] row = new int[65535];
+ private static float[] pcol = new float[65535];
+ private static short[] frow = new short[65535];
+ private static short[] fcol = new short[65535];
+
+ void invert() {
+ int v, wk, numit, varnr, row_nr, colnr, varin;
+ float theta;
+
+ for(int i = 0; i <= Rows; i++) rownum_[i] = 0;
+ for(int i = 0; i <= Rows; i++) col[i] = 0;
+ for(int i = 0; i <= Rows; i++) row[i] = 0;
+ for(int i = 0; i <= Rows; i++) pcol[i] = 0;
+ for(int i = 0; i <= Rows; i++) frow[i] = TRUE;
+ for(int i = 0; i < columns; i++) fcol[i] = FALSE;
+ for(int i = 0; i <= columns; i++) colnum_[i] = 0;
+
+ for(int i = 0; i <= Rows; i++)
+ if (Bas[i] > Rows) fcol[Bas[i] - Rows - 1] = TRUE;
+ else frow[Bas[i]] = FALSE;
+
+ for(int i = 1; i <= Rows; i++)
+ if (frow[i] != FALSE)
+ for(int j = Row_end[i - 1] + 1; j <= Row_end[i]; j++) {
+ wk = Col_no[j];
+ if (fcol[wk - 1] != FALSE) {
+ colnum_[wk]++;
+ rownum_[i - 1]++;
}
+ }
+
+ for(int i = 1; i <= Rows; i++) Bas[i] = i;
+ for(int i = 1; i <= Rows; i++) Basis[i] = TRUE;
+ for(int i = 1; i <= columns; i++) Basis[i + Rows] = FALSE;
+ for(int i = 0; i <= Rows; i++) Rhs[i] = Rh[i];
+ for(int i = 1; i <= columns; i++) {
+ varnr = Rows + i;
+ if (Lower[varnr] == FALSE) {
+ theta = Upbo[varnr];
+ for(int j = Col_end[i - 1]; j < Col_end[i]; j++)
+ Rhs[get_row_nr(Mat, j)] -= theta * get_value(Mat,j);
}
- for(i = 1; i <= Rows; i++)
- if(Lower[i] == FALSE)
- Rhs[i] -= Upbo[i];
+ }
+ for(int i = 1; i <= Rows; i++) if (Lower[i] == FALSE) Rhs[i] -= Upbo[i];
Eta_size = 0;
v = 0;
row_nr = 0;
Num_inv = 0;
numit = 0;
- while(v < Rows)
- {
- row_nr++;
- if(row_nr > Rows)
- row_nr = 1;
- v++;
- if(rownum[row_nr - 1] == 1)
- if(frow[row_nr] != FALSE)
- {
- v = 0;
- j = Row_end[row_nr - 1] + 1;
- while(fcol[Col_no[j] - 1] == FALSE)
- j++;
- colnr = Col_no[j];
- fcol[colnr - 1] = FALSE;
- colnum[colnr] = 0;
- for(j = Col_end[colnr - 1]; j < Col_end[colnr]; j++)
- if(frow[Mat[j].row_nr] != FALSE)
- rownum[Mat[j].row_nr - 1]--;
- frow[row_nr] = FALSE;
- minoriteration(colnr, row_nr);
- }
- }
+ while(v < Rows) {
+ int j;
+ row_nr++;
+ if (row_nr > Rows) row_nr = 1;
+ v++;
+ if (rownum_[row_nr - 1] == 1)
+ if (frow[row_nr] != FALSE) {
+ v = 0;
+ j = Row_end[row_nr - 1] + 1;
+ while(fcol[Col_no[j] - 1] == FALSE) j++;
+ colnr = Col_no[j];
+ fcol[colnr - 1] = FALSE;
+ colnum_[colnr] = 0;
+ for(j = Col_end[colnr - 1]; j < Col_end[colnr]; j++)
+ if (frow[get_row_nr(Mat, j)] != FALSE)
+ rownum_[get_row_nr(Mat, j) - 1]--;
+ frow[row_nr] = FALSE;
+ minoriteration(colnr, row_nr);
+ }
+ }
v = 0;
colnr = 0;
- while(v <columns)
- {
- colnr++;
- if(colnr > columns)
- colnr = 1;
- v++;
- if(colnum[colnr] == 1)
- if(fcol[colnr - 1] != FALSE)
- {
- v = 0;
- j = Col_end[colnr - 1] + 1;
- while(frow[Mat[j - 1].row_nr] == FALSE)
- j++;
- row_nr = Mat[j - 1].row_nr;
- frow[row_nr] = FALSE;
- rownum[row_nr - 1] = 0;
- for(j = Row_end[row_nr - 1] + 1; j <= Row_end[row_nr]; j++)
- if(fcol[Col_no[j] - 1] != FALSE)
- colnum[Col_no[j]]--;
- fcol[colnr - 1] = FALSE;
- numit++;
- col[numit - 1] = colnr;
- row[numit - 1] = row_nr;
- }
- }
- for(j = 1; j <= columns; j++)
- if(fcol[j - 1] != FALSE)
- {
- fcol[j - 1] = FALSE;
- setpivcol(Lower[Rows + j], j + Rows, pcol);
- row_nr = 1;
- while((frow[row_nr] == FALSE || pcol[row_nr] == FALSE)
- && row_nr <= Rows)
- row_nr++; /* this sometimes sets row_nr to Rows + 1 and makes
- rhsmincol crash. Solved in 2.0? MB */
- if(row_nr == Rows + 1)
- System.err.print("Inverting failed");
+ while(v < columns) {
+ int j;
+ colnr++;
+ if (colnr > columns) colnr = 1;
+ v++;
+ if (colnum_[colnr] == 1)
+ if (fcol[colnr - 1] != FALSE) {
+ v = 0;
+ j = Col_end[colnr - 1] + 1;
+ while(frow[get_row_nr(Mat, j - 1)] == FALSE) j++;
+ row_nr = get_row_nr(Mat, j - 1);
frow[row_nr] = FALSE;
- condensecol(row_nr, pcol);
- theta = Rhs[row_nr] / (float) pcol[row_nr];
- rhsmincol(theta, row_nr, Rows + j);
- addetacol();
+ rownum_[row_nr - 1] = 0;
+ for(j = Row_end[row_nr - 1] + 1; j <= Row_end[row_nr]; j++)
+ if (fcol[Col_no[j] - 1] != FALSE)
+ colnum_[Col_no[j]]--;
+ fcol[colnr - 1] = FALSE;
+ numit++;
+ col[numit - 1] = colnr;
+ row[numit - 1] = row_nr;
}
- for(i = numit - 1; i >= 0; i--)
- {
- colnr = col[i];
- row_nr = row[i];
- varin = colnr + Rows;
- for(j = 0; j <= Rows; j++)
- pcol[j] = 0;
- for(j = Col_end[colnr - 1]; j < Col_end[colnr]; j++)
- pcol[Mat[j].row_nr] = Mat[j].value;
- pcol[0] -= Extrad;
+ }
+ for(int j = 1; j <= columns; j++)
+ if (fcol[j - 1] != FALSE) {
+ fcol[j - 1] = FALSE;
+ setpivcol(Lower[Rows + j], j + Rows, pcol);
+ row_nr = 1;
+ while((frow[row_nr] == FALSE || pcol[row_nr] == FALSE) && row_nr <= Rows)
+ row_nr++; /* this sometimes sets row_nr to Rows + 1 and makes
+ rhsmincol crash. Solved in 2.0? MB */
+ if (row_nr == Rows + 1) throw new Error("Inverting failed");
+ frow[row_nr] = FALSE;
condensecol(row_nr, pcol);
theta = Rhs[row_nr] / (float) pcol[row_nr];
- rhsmincol(theta, row_nr, varin);
+ rhsmincol(theta, row_nr, Rows + j);
addetacol();
}
- for(i = 1; i <= Rows; i++)
- Rhs[i] = round(Rhs[i], Epsb);
+ for(int i = numit - 1; i >= 0; i--) {
+ colnr = col[i];
+ row_nr = row[i];
+ varin = colnr + Rows;
+ for(int j = 0; j <= Rows; j++) pcol[j] = 0;
+ for(int j = Col_end[colnr - 1]; j < Col_end[colnr]; j++) pcol[get_row_nr(Mat, j)] = get_value(Mat,j);
+ pcol[0] -= Extrad;
+ condensecol(row_nr, pcol);
+ theta = Rhs[row_nr] / (float) pcol[row_nr];
+ rhsmincol(theta, row_nr, varin);
+ addetacol();
+ }
+ for(int i = 1; i <= Rows; i++) Rhs[i] = round(Rhs[i], Epsb);
JustInverted = TRUE;
DoInvert = FALSE;
- } /* invert */
+ }
- private short colprim(Ref colnr,
- short minit,
- float[] drow)
- {
- int varnr, i, j;
+ private short colprim(Ref colnr, short minit, float[] drow) {
+ int varnr;
float f, dpiv;
-
- dpiv = -Epsd;
+ dpiv = -Epsd;
colnr.value = 0;
- if(minit == FALSE)
- {
- for(i = 1; i <= Sum; i++)
- drow[i] = 0;
- drow[0] = 1;
- btran(drow);
- for(i = 1; i <= columns; i++)
- {
- varnr = Rows + i;
- if(Basis[varnr] == FALSE)
- if(Upbo[varnr] > 0)
- {
- f = 0;
- for(j = Col_end[i - 1]; j < Col_end[i]; j++)
- f += drow[Mat[j].row_nr] * Mat[j].value;
- drow[varnr] = f;
- }
+ if (minit == FALSE) {
+ for(int i = 1; i <= Sum; i++) drow[i] = 0;
+ drow[0] = 1;
+ btran(drow);
+ for(int i = 1; i <= columns; i++) {
+ varnr = Rows + i;
+ if (Basis[varnr] == FALSE)
+ if (Upbo[varnr] > 0) {
+ f = 0;
+ for(int j = Col_end[i - 1]; j < Col_end[i]; j++) f += drow[get_row_nr(Mat, j)] * get_value(Mat,j);
+ drow[varnr] = f;
}
- for(i = 1; i <= Sum; i++)
- drow[i] = round(drow[i], Epsd);
}
- /*
- System.out.println("dpiv = " + dpiv);
- System.out.println("drow[] at colprim");
- for(i = 1; i <= Sum; i++) // DEBUG
- {
- System.out.print(drow[i] + " ");
- }
- System.out.println();
- */
- for(i = 1; i <= Sum; i++)
- if(Basis[i] == FALSE)
- if(Upbo[i] > 0)
- {
- if(Lower[i] != FALSE)
- f = drow[i];
- else
- f = -drow[i];
- if(f < dpiv)
- {
- dpiv = f;
- colnr.value = i;
- }
+ for(int i = 1; i <= Sum; i++) drow[i] = round(drow[i], Epsd);
+ }
+ for(int i = 1; i <= Sum; i++)
+ if (Basis[i] == FALSE)
+ if (Upbo[i] > 0) {
+ if (Lower[i] != FALSE) f = drow[i];
+ else f = -drow[i];
+ if (f < dpiv) {
+ dpiv = f;
+ colnr.value = i;
}
- if(Lp.trace != FALSE)
- if(colnr.value > 0)
- System.err.print("col_prim:" + colnr.value + ", reduced cost: " + dpiv + "\n");
- else
- System.err.print("col_prim: no negative reduced costs found, optimality!\n");
- if(colnr.value == 0)
- {
- Doiter = FALSE;
- DoInvert = FALSE;
- Status = OPTIMAL;
- }
+ }
+ if (colnr.value == 0) {
+ Doiter = FALSE;
+ DoInvert = FALSE;
+ Status = OPTIMAL;
+ }
return(colnr.value > 0 ? (short)1 : (short)0);
- } /* colprim */
-
- private short rowprim(int colnr,
- Ref row_nr,
- Ref theta,
- float[] pcol)
- {
- int i;
- float f = 0, quot;
+ }
+ private short rowprim(int colnr, Ref row_nr, Ref theta, float[] pcol) {
+ float f = 0, quot;
row_nr.value = 0;
theta.value = Infinite;
- for(i = 1; i <= Rows; i++)
- {
- f = pcol[i];
- if(Math.abs(f) < TREJ)
- f = 0;
- if(f != 0)
- {
- quot = 2 * Infinite;
- if(f > 0)
- quot = Rhs[i] / (float) f;
- else
- if(Upbo[Bas[i]] < Infinite)
- quot = (Rhs[i] - Upbo[Bas[i]]) / (float) f;
- round(quot, Epsel);
- if(quot < theta.value)
- {
- theta.value = quot;
- row_nr.value = i;
- }
- }
- }
- if(row_nr.value == 0)
- for(i = 1; i <= Rows; i++)
- {
- f = pcol[i];
- if(f != 0)
- {
- quot = 2 * Infinite;
- if(f > 0)
- quot = Rhs[i] / (float) f;
- else
- if(Upbo[Bas[i]] < Infinite)
- quot = (Rhs[i] - Upbo[Bas[i]]) / (float) f;
- quot = round(quot, Epsel);
- if(quot < theta.value)
- {
- theta.value = quot;
- row_nr.value = i;
- }
- }
+ for(int i = 1; i <= Rows; i++) {
+ f = pcol[i];
+ if (Math.abs(f) < TREJ) f = 0;
+ if (f != 0) {
+ quot = 2 * Infinite;
+ if (f > 0) quot = Rhs[i] / (float) f;
+ else if (Upbo[Bas[i]] < Infinite) quot = (Rhs[i] - Upbo[Bas[i]]) / (float) f;
+ round(quot, Epsel);
+ if (quot < theta.value) {
+ theta.value = quot;
+ row_nr.value = i;
}
-
- if(theta.value < 0)
- {
- System.err.println("Warning: Numerical instability, qout = " + theta.value);
- System.err.println("pcol[" + row_nr.value + "] = " + f + ", rhs[" +
- row_nr.value + "] = " + Rhs[(int)row_nr.value] +
- " , upbo = " + Upbo[Bas[(int)row_nr.value]]);
}
- if(row_nr.value == 0)
- {
- if(Upbo[colnr] == Infinite)
- {
- Doiter = FALSE;
- DoInvert = FALSE;
- Status = UNBOUNDED;
- }
- else
- {
- i = 1;
- while(pcol[i] >= 0 && i <= Rows)
- i++;
- if(i > Rows) /* empty column with upperBound! */
- {
- Lower[colnr] = FALSE;
- Rhs[0] += Upbo[colnr]*pcol[0];
- Doiter = FALSE;
- DoInvert = FALSE;
- }
- else if(pcol[i]<0)
- {
- row_nr.value = i;
- }
+ }
+ if (row_nr.value == 0)
+ for(int i = 1; i <= Rows; i++) {
+ f = pcol[i];
+ if (f != 0) {
+ quot = 2 * Infinite;
+ if (f > 0) quot = Rhs[i] / (float) f;
+ else if (Upbo[Bas[i]] < Infinite) quot = (Rhs[i] - Upbo[Bas[i]]) / (float) f;
+ quot = round(quot, Epsel);
+ if (quot < theta.value) {
+ theta.value = quot;
+ row_nr.value = i;
}
+ }
}
- if(row_nr.value > 0)
- Doiter = TRUE;
- if(Lp.trace != FALSE)
- System.out.println("row_prim:" + row_nr.value + ", pivot element:" +
- pcol[(int)row_nr.value]);
+ if (theta.value < 0) throw new Error("Warning: Numerical instability, qout = " + theta.value);
+ if (row_nr.value == 0) {
+ if (Upbo[colnr] == Infinite) {
+ Doiter = FALSE;
+ DoInvert = FALSE;
+ Status = UNBOUNDED;
+ } else {
+ int i = 1;
+ while(pcol[i] >= 0 && i <= Rows) i++;
+ if (i > Rows) {
+ Lower[colnr] = FALSE;
+ Rhs[0] += Upbo[colnr]*pcol[0];
+ Doiter = FALSE;
+ DoInvert = FALSE;
+ } else if (pcol[i]<0) {
+ row_nr.value = i;
+ }
+ }
+ }
+ if (row_nr.value > 0) Doiter = TRUE;
return((row_nr.value > 0) ? (short)1 : (short)0);
- } /* rowprim */
+ }
- private short rowdual(Ref row_nr)
- {
+ private short rowdual(Ref row_nr) {
int i;
float f, g, minrhs;
short artifs;
-
row_nr.value = 0;
minrhs = -Epsb;
i = 0;
artifs = FALSE;
- while(i < Rows && artifs == FALSE)
- {
- i++;
- f = Upbo[Bas[i]];
- if(f == 0 && (Rhs[i] != 0))
- {
- artifs = TRUE;
- row_nr.value = i;
- }
- else
- {
- if(Rhs[i] < f - Rhs[i])
- g = Rhs[i];
- else
- g = f - Rhs[i];
- if(g < minrhs)
- {
- minrhs = g;
- row_nr.value = i;
- }
- }
- }
-
- if(Lp.trace != FALSE)
- {
- if(row_nr.value > 0)
- {
- System.out.println("row_dual:" + row_nr.value +
- ", rhs of selected row: "
- + Rhs[(int)row_nr.value]);
- if(Upbo[Bas[(int)row_nr.value]] < Infinite)
- System.out.println(" upper Bound of basis variable: " +
- Upbo[Bas[(int)row_nr.value]]);
- }
- else
- System.out.print("row_dual: no infeasibilities found\n");
+ while(i < Rows && artifs == FALSE) {
+ i++;
+ f = Upbo[Bas[i]];
+ if (f == 0 && (Rhs[i] != 0)) {
+ artifs = TRUE;
+ row_nr.value = i;
+ } else {
+ if (Rhs[i] < f - Rhs[i]) g = Rhs[i];
+ else g = f - Rhs[i];
+ if (g < minrhs) {
+ minrhs = g;
+ row_nr.value = i;
+ }
}
-
+ }
return(row_nr.value > 0 ? (short)1 : (short)0);
- } /* rowdual */
-
- private short coldual(int row_nr,
- Ref colnr,
- short minit,
- float[] prow,
- float[] drow)
- {
- int i, j, r, varnr;
+ }
+
+ private short coldual(int row_nr, Ref colnr, short minit, float[] prow, float[] drow) {
+ int r, varnr;
float theta, quot, pivot, d, f, g;
-
Doiter = FALSE;
- if(minit == FALSE)
- {
- for(i = 0; i <= Rows; i++)
- {
- prow[i] = 0;
- drow[i] = 0;
- }
- drow[0] = 1;
- prow[row_nr] = 1;
- for(i = Eta_size; i >= 1; i--)
- {
- d = 0;
- f = 0;
- r = Eta_row_nr[Eta_col_end[i] - 1];
- for(j = Eta_col_end[i - 1]; j < Eta_col_end[i]; j++)
- {
- /* this is where the program consumes most cpu time */
- f += prow[Eta_row_nr[j]] * Eta_value[j];
- d += drow[Eta_row_nr[j]] * Eta_value[j];
- }
- f = round(f, Epsel);
- prow[r] = f;
- d = round(d, Epsel);
- drow[r] = d;
- }
- for(i = 1; i <= columns; i++)
- {
- varnr = Rows + i;
- if(Basis[varnr] == FALSE)
- {
- d = - Extrad * drow[0];
- f = 0;
- for(j = Col_end[i - 1]; j < Col_end[i]; j++)
- {
- d = d + drow[Mat[j].row_nr] * Mat[j].value;
- f = f + prow[Mat[j].row_nr] * Mat[j].value;
- }
- drow[varnr] = d;
- prow[varnr] = f;
- }
- }
- for(i = 0; i <= Sum; i++)
- {
- prow[i] = round(prow[i], Epsel);
- drow[i] = round(drow[i], Epsd);
+ if (minit == FALSE) {
+ for(int i = 0; i <= Rows; i++) {
+ prow[i] = 0;
+ drow[i] = 0;
+ }
+ drow[0] = 1;
+ prow[row_nr] = 1;
+ for(int i = Eta_size; i >= 1; i--) {
+ d = 0;
+ f = 0;
+ r = Eta_row_nr[Eta_col_end[i] - 1];
+ for(int j = Eta_col_end[i - 1]; j < Eta_col_end[i]; j++) {
+ /* this is where the program consumes most cpu time */
+ f += prow[Eta_row_nr[j]] * Eta_value[j];
+ d += drow[Eta_row_nr[j]] * Eta_value[j];
+ }
+ f = round(f, Epsel);
+ prow[r] = f;
+ d = round(d, Epsel);
+ drow[r] = d;
+ }
+ for(int i = 1; i <= columns; i++) {
+ varnr = Rows + i;
+ if (Basis[varnr] == FALSE) {
+ d = - Extrad * drow[0];
+ f = 0;
+ for(int j = Col_end[i - 1]; j < Col_end[i]; j++) {
+ d = d + drow[get_row_nr(Mat, j)] * get_value(Mat,j);
+ f = f + prow[get_row_nr(Mat, j)] * get_value(Mat,j);
}
+ drow[varnr] = d;
+ prow[varnr] = f;
+ }
}
- if(Rhs[row_nr] > Upbo[Bas[row_nr]])
- g = -1;
- else
- g = 1;
+ for(int i = 0; i <= Sum; i++) {
+ prow[i] = round(prow[i], Epsel);
+ drow[i] = round(drow[i], Epsd);
+ }
+ }
+ if (Rhs[row_nr] > Upbo[Bas[row_nr]]) g = -1;
+ else g = 1;
pivot = 0;
colnr.value = 0;
theta = Infinite;
- for(i = 1; i <= Sum; i++)
- {
- if(Lower[i] != FALSE)
- d = prow[i] * g;
- else
- d = -prow[i] * g;
- if((d < 0) && (Basis[i] == FALSE) && (Upbo[i] > 0))
- {
- if(Lower[i] == FALSE)
- quot = -drow[i] / (float) d;
- else
- quot = drow[i] / (float) d;
- if(quot < theta)
- {
- theta = quot;
- pivot = d;
- colnr.value = i;
- }
- else if((quot == theta) && (Math.abs(d) > Math.abs(pivot)))
- {
- pivot = d;
- colnr.value = i;
- }
- }
+ for(int i = 1; i <= Sum; i++) {
+ if (Lower[i] != FALSE) d = prow[i] * g;
+ else d = -prow[i] * g;
+ if ((d < 0) && (Basis[i] == FALSE) && (Upbo[i] > 0)) {
+ if (Lower[i] == FALSE) quot = -drow[i] / (float) d;
+ else quot = drow[i] / (float) d;
+ if (quot < theta) {
+ theta = quot;
+ pivot = d;
+ colnr.value = i;
+ } else if ((quot == theta) && (Math.abs(d) > Math.abs(pivot))) {
+ pivot = d;
+ colnr.value = i;
+ }
}
- if(Lp.trace != FALSE)
- System.out.println("col_dual:" + colnr.value + ", pivot element: " +
- prow[(int)colnr.value]);
-
- if(colnr.value > 0)
- Doiter = TRUE;
-
+ }
+ if (colnr.value > 0) Doiter = TRUE;
return(colnr.value > 0 ? (short)1 : (short)0);
- } /* coldual */
-
- private void iteration(int row_nr,
- int varin,
- Ref theta,
- float up,
- Ref minit,
- Ref low,
- short primal,
- float[] pcol)
- {
- int i, k, varout;
+ }
+
+ private void iteration(int row_nr, int varin, Ref theta, float up, Ref minit, Ref low, short primal,float[] pcol) {
+ int k, varout;
float f;
float pivot;
-
- Lp.iter++;
+ iter++;
minit.value = theta.value > (up + Epsb) ? 1 : 0;
- if(minit.value != 0)
- {
- theta.value = up;
- low.value = low.value == 0 ? 1 : 0;
- }
+ if (minit.value != 0) {
+ theta.value = up;
+ low.value = low.value == 0 ? 1 : 0;
+ }
k = Eta_col_end[Eta_size + 1];
pivot = Eta_value[k - 1];
- for(i = Eta_col_end[Eta_size]; i < k; i++)
- {
- f = Rhs[Eta_row_nr[i]] - theta.value * Eta_value[i];
- f = round(f, Epsb);
- Rhs[Eta_row_nr[i]] = f;
- }
- if(minit.value == 0)
- {
- Rhs[row_nr] = theta.value;
- varout = Bas[row_nr];
- Bas[row_nr] = varin;
- Basis[varout] = FALSE;
- Basis[varin] = TRUE;
- if(primal != FALSE && pivot < 0)
- Lower[varout] = FALSE;
- if(low.value == 0 && up < Infinite)
- {
- low.value = TRUE;
- Rhs[row_nr] = up - Rhs[row_nr];
- for(i = Eta_col_end[Eta_size]; i < k; i++)
- Eta_value[i] = -Eta_value[i];
- }
- addetacol();
- Num_inv++;
- }
- if(Lp.trace != FALSE)
- {
- System.out.print("Theta = " + theta.value + " ");
- if(minit.value != 0)
- {
- if(Lower[varin] == FALSE)
- System.out.print("Iteration:" + Lp.iter +
- ", variable" + varin + " changed from 0 to its upper Bound of "
- + Upbo[varin] + "\n");
- else
- System.out.print("Iteration:" + Lp.iter + ", variable" + varin +
- " changed its upper Bound of " + Upbo[varin] + " to 0\n");
- }
- else
- System.out.print("Iteration:" + Lp.iter + ", variable" + varin +
- " entered basis at:" + Rhs[row_nr] + "\n");
- if(primal == 0)
- {
- f = 0;
- for(i = 1; i <= Rows; i++)
- if(Rhs[i] < 0)
- f -= Rhs[i];
- else
- if(Rhs[i] > Upbo[Bas[i]])
- f += Rhs[i] - Upbo[Bas[i]];
- System.out.println("feasibility gap of this basis:" + (float)f);
- }
- else
- System.out.println("objective function value of this feasible basis: " + Rhs[0]);
- }
- } /* iteration */
+ for(int i = Eta_col_end[Eta_size]; i < k; i++) {
+ f = Rhs[Eta_row_nr[i]] - theta.value * Eta_value[i];
+ f = round(f, Epsb);
+ Rhs[Eta_row_nr[i]] = f;
+ }
+ if (minit.value == 0) {
+ Rhs[row_nr] = theta.value;
+ varout = Bas[row_nr];
+ Bas[row_nr] = varin;
+ Basis[varout] = FALSE;
+ Basis[varin] = TRUE;
+ if (primal != FALSE && pivot < 0) Lower[varout] = FALSE;
+ if (low.value == 0 && up < Infinite) {
+ low.value = TRUE;
+ Rhs[row_nr] = up - Rhs[row_nr];
+ for(int i = Eta_col_end[Eta_size]; i < k; i++) Eta_value[i] = -Eta_value[i];
+ }
+ addetacol();
+ Num_inv++;
+ }
+ }
+ static float[] drow = new float[65535];
+ static float[] prow = new float[65535];
+ static float[] Pcol = new float[65535];
- private int solvelp()
- {
- int i, j, varnr;
+ private int solvelp() {
+ int varnr;
float f = 0, theta = 0;
short primal;
- float[] drow, prow, Pcol;
short minit;
int colnr, row_nr;
colnr = 0;
ref1 = new Ref(0);
ref2 = new Ref(0);
ref3 = new Ref(0);
-
- drow = new float[Sum + 1];
- prow = new float[Sum + 1];
- Pcol = new float[Rows + 1];
- for (i = 0; i <= Sum; i++) {
- drow[i] = 0;
- prow[i] = 0;
- }
- for (i = 0; i <= Rows; i++)
- Pcol[i] = 0;
-
- Lp.iter = 0;
+ for(int i = 0; i <= Sum; i++) { drow[i] = 0; prow[i] = 0; }
+ for(int i = 0; i <= Rows; i++) Pcol[i] = 0;
+ iter = 0;
minit = FALSE;
Status = RUNNING;
DoInvert = FALSE;
Doiter = FALSE;
- i = 0;
primal = TRUE;
- while(i != Rows && primal != FALSE)
- {
- i++;
- primal = (Rhs[i] >= 0 && Rhs[i] <= Upbo[Bas[i]]) ?
- (short)1: (short)0;
- }
- if(Lp.trace != FALSE)
- {
- if(primal != FALSE)
- System.out.print("Start at feasible basis\n");
- else
- System.out.print("Start at infeasible basis\n");
- }
- if(primal == FALSE)
- {
- drow[0] = 1;
- for(i = 1; i <= Rows; i++)
- drow[i] = 0;
- Extrad = 0;
- for(i = 1; i <= columns; i++)
- {
- varnr = Rows + i;
- drow[varnr] = 0;
- for(j = Col_end[i - 1]; j < Col_end[i]; j++)
- if(drow[Mat[j].row_nr] != 0)
- drow[varnr] += drow[Mat[j].row_nr] * Mat[j].value;
- if(drow[varnr] < Extrad)
- Extrad = drow[varnr];
- }
+ for(int i = 0; i != Rows && primal != FALSE;) {
+ i++;
+ primal = (Rhs[i] >= 0 && Rhs[i] <= Upbo[Bas[i]]) ? (short)1: (short)0;
+ }
+ if (primal == FALSE) {
+ drow[0] = 1;
+ for(int i = 1; i <= Rows; i++) drow[i] = 0;
+ Extrad = 0;
+ for(int i = 1; i <= columns; i++) {
+ varnr = Rows + i;
+ drow[varnr] = 0;
+ for(int j = Col_end[i - 1]; j < Col_end[i]; j++)
+ if (drow[get_row_nr(Mat, j)] != 0)
+ drow[varnr] += drow[get_row_nr(Mat, j)] * get_value(Mat,j);
+ if (drow[varnr] < Extrad) Extrad = drow[varnr];
}
- else
+ } else {
Extrad = 0;
- if(Lp.trace != FALSE)
- System.out.println("Extrad = " + Extrad);
+ }
minit = FALSE;
-
- while(Status == RUNNING)
- {
- Doiter = FALSE;
- DoInvert = FALSE;
-
- construct_solution(Solution);
- if(primal != FALSE)
- {
- ref1.value = colnr;
- flag = colprim(ref1, minit, drow);
- colnr = (int)ref1.value;
- if (flag != FALSE)
- {
- setpivcol(Lower[colnr], colnr, Pcol);
- ref1.value = row_nr;
- ref2.value = theta;
- flag = rowprim(colnr, ref1, ref2, Pcol);
- row_nr = (int)ref1.value;
- theta = ref2.value;
- if (flag != FALSE)
- condensecol(row_nr, Pcol);
-
- }
- }
- else /* not primal */
- {
- if(minit == FALSE) {
- ref1.value = row_nr;
- flag = rowdual(ref1);
- row_nr = (int)ref1.value;
- }
- if(row_nr > 0 )
- {
- ref1.value = colnr;
- flag = coldual(row_nr, ref1, minit, prow, drow);
- colnr = (int)ref1.value;
- if (flag != FALSE)
- {
- setpivcol(Lower[colnr], colnr, Pcol);
- /* getting div by zero here ... MB */
- if(Pcol[row_nr] == 0)
- {
- System.err.println("An attempt was made to divide by zero (Pcol[" +
- row_nr + "])");
- System.err.println("This indicates numerical instability");
- Doiter = FALSE;
- if(JustInverted == FALSE)
- {
- System.out.println("Reinverting Eta");
- DoInvert = TRUE;
- }
- else
- {
- System.out.println("Can't reinvert, failure");
- Status = FAILURE;
- }
- }
- else
- {
- condensecol(row_nr, Pcol);
- f = Rhs[row_nr] - Upbo[Bas[row_nr]];
- if(f > 0)
- {
- theta = f / (float) Pcol[row_nr];
- if(theta <= Upbo[colnr])
- Lower[Bas[row_nr]] =
- (Lower[Bas[row_nr]] == FALSE)?
- (short)1:(short)0;
- }
- else /* f <= 0 */
- theta = Rhs[row_nr] / (float) Pcol[row_nr];
- }
- }
- else
- Status = INFEASIBLE;
- }
- else
- {
- primal = TRUE;
- Doiter = FALSE;
- Extrad = 0;
- DoInvert = TRUE;
- }
- }
- if(Doiter != FALSE) {
- ref1.value = theta;
- ref2.value = minit;
- ref3.value = Lower[colnr];
- iteration(row_nr, colnr, ref1, Upbo[colnr], ref2, ref3, primal, Pcol);
- theta = ref1.value;
- minit = (short)ref2.value;
- Lower[colnr] = (short)ref3.value;
+ while(Status == RUNNING) {
+ Doiter = FALSE;
+ DoInvert = FALSE;
+ construct_solution(Solution);
+ if (primal != FALSE) {
+ ref1.value = colnr;
+ flag = colprim(ref1, minit, drow);
+ colnr = (int)ref1.value;
+ if (flag != FALSE) {
+ setpivcol(Lower[colnr], colnr, Pcol);
+ ref1.value = row_nr;
+ ref2.value = theta;
+ flag = rowprim(colnr, ref1, ref2, Pcol);
+ row_nr = (int)ref1.value;
+ theta = ref2.value;
+ if (flag != FALSE) condensecol(row_nr, Pcol);
}
- if(Num_inv >= Lp.max_num_inv)
+ } else {
+ if (minit == FALSE) {
+ ref1.value = row_nr;
+ flag = rowdual(ref1);
+ row_nr = (int)ref1.value;
+ }
+ if (row_nr > 0) {
+ ref1.value = colnr;
+ flag = coldual(row_nr, ref1, minit, prow, drow);
+ colnr = (int)ref1.value;
+ if (flag != FALSE) {
+ setpivcol(Lower[colnr], colnr, Pcol);
+ /* getting div by zero here ... MB */
+ if (Pcol[row_nr] == 0) {
+ throw new Error("An attempt was made to divide by zero (Pcol[" + row_nr + "])");
+ } else {
+ condensecol(row_nr, Pcol);
+ f = Rhs[row_nr] - Upbo[Bas[row_nr]];
+ if (f > 0) {
+ theta = f / (float) Pcol[row_nr];
+ if (theta <= Upbo[colnr])
+ Lower[Bas[row_nr]] = (Lower[Bas[row_nr]] == FALSE)? (short)1:(short)0;
+ } else theta = Rhs[row_nr] / (float) Pcol[row_nr];
+ }
+ } else Status = INFEASIBLE;
+ } else {
+ primal = TRUE;
+ Doiter = FALSE;
+ Extrad = 0;
DoInvert = TRUE;
- if(DoInvert != FALSE)
- {
- invert();
- }
- }
-
- Lp.total_iter += Lp.iter;
-
+ }
+ }
+ if (Doiter != FALSE) {
+ ref1.value = theta;
+ ref2.value = minit;
+ ref3.value = Lower[colnr];
+ iteration(row_nr, colnr, ref1, Upbo[colnr], ref2, ref3, primal, Pcol);
+ theta = ref1.value;
+ minit = (short)ref2.value;
+ Lower[colnr] = (short)ref3.value;
+ }
+ if (Num_inv >= max_num_inv) DoInvert = TRUE;
+ if (DoInvert != FALSE) invert();
+ }
+ total_iter += iter;
return(Status);
- } /* solvelp */
-
-
- private short is_int(float value)
- {
- float tmp;
-
- tmp = (float)(value - Math.floor(value));
- if(tmp < Epsilon)
- return(TRUE);
- if(tmp > (1 - Epsilon))
- return(TRUE);
- return(FALSE);
- } /* is_int */
+ }
- private void construct_solution(float[] sol)
- {
- int i, j, basi;
+ private void construct_solution(float[] sol) {
float f;
+ int basi;
+ for(int i = 0; i <= Rows; i++) sol[i] = 0;
+ for(int i = Rows + 1; i <= Sum; i++) sol[i] = Lowbo[i];
+ for(int i = 1; i <= Rows; i++) {
+ basi = Bas[i];
+ if (basi > Rows) sol[basi] += Rhs[i];
+ }
+ for(int i = Rows + 1; i <= Sum; i++)
+ if (Basis[i] == FALSE && Lower[i] == FALSE)
+ sol[i] += Upbo[i];
+ for(int j = 1; j <= columns; j++) {
+ f = sol[Rows + j];
+ if (f != 0)
+ for(int i = Col_end[j - 1]; i < Col_end[j]; i++)
+ sol[get_row_nr(Mat, i)] += f * get_value(Mat,i);
+ }
+ for(int i = 0; i <= Rows; i++) {
+ if (Math.abs(sol[i]) < Epsb) sol[i] = 0;
+ else if (ch_sign[i] != FALSE) sol[i] = -sol[i];
+ }
+ }
- /* zero all results of rows */
- for (i = 0; i <= Rows; i++)
- sol[i] = 0;
-
- if (Lp.scaling_used != FALSE)
- {
- for(i = Rows + 1; i <= Sum; i++)
- sol[i] = Lowbo[i] * Lp.scale[i];
- for(i = 1; i <= Rows; i++)
- {
- basi = Bas[i];
- if(basi > Rows)
- sol[basi] += Rhs[i] * Lp.scale[basi];
- }
- for(i = Rows + 1; i <= Sum; i++)
- if(Basis[i] == FALSE && Lower[i] == FALSE)
- sol[i] += Upbo[i] * Lp.scale[i];
-
- for(j = 1; j <= columns; j++)
- {
- f = sol[Rows + j];
- if(f != 0)
- for(i = Col_end[j - 1]; i < Col_end[j]; i++)
- sol[Mat[i].row_nr] += (f / Lp.scale[Rows+j])
- * (Mat[i].value / Lp.scale[Mat[i].row_nr]);
- }
-
- for(i = 0; i <= Rows; i++)
- {
- if(Math.abs(sol[i]) < Epsb)
- sol[i] = 0;
- else
- if(Lp.ch_sign[i] != FALSE)
- sol[i] = -sol[i];
- }
- }
- else
- {
- for(i = Rows + 1; i <= Sum; i++)
- sol[i] = Lowbo[i];
- for(i = 1; i <= Rows; i++)
- {
- basi = Bas[i];
- if(basi > Rows)
- sol[basi] += Rhs[i];
- }
- for(i = Rows + 1; i <= Sum; i++)
- if(Basis[i] == FALSE && Lower[i] == FALSE)
- sol[i] += Upbo[i];
- for(j = 1; j <= columns; j++)
- {
- f = sol[Rows + j];
- if(f != 0)
- for(i = Col_end[j - 1]; i < Col_end[j]; i++)
- sol[Mat[i].row_nr] += f * Mat[i].value;
- }
-
- for(i = 0; i <= Rows; i++)
- {
- if(Math.abs(sol[i]) < Epsb)
- sol[i] = 0;
- else
- if(Lp.ch_sign[i] != FALSE)
- sol[i] = -sol[i];
- }
- }
- } /* construct_solution */
-
- private void calculate_duals()
- {
- int i;
-
- /* initialise */
- for(i = 1; i <= Rows; i++)
- Lp.duals[i] = 0;
- Lp.duals[0] = 1;
- btran(Lp.duals);
- if (Lp.scaling_used != FALSE)
- for(i = 1; i <= Rows; i++)
- Lp.duals[i] *= Lp.scale[i]/Lp.scale[0];
-
- /* the dual values are the reduced costs of the slacks */
- /* When the slack is at its upper Bound, change the sign. Can this happen? */
- for(i = 1; i <= Rows; i++)
- {
- if(Lp.basis[i] != FALSE)
- Lp.duals[i] = 0;
- else if( Lp.ch_sign[0] == Lp.ch_sign[i])
- Lp.duals[i] = -Lp.duals[i];
- }
+ private void calculate_duals() {
+ for(int i = 1; i <= Rows; i++) duals[i] = 0;
+ duals[0] = 1;
+ btran(duals);
+ for(int i = 1; i <= Rows; i++) {
+ if (basis[i] != FALSE) duals[i] = 0;
+ else if ( ch_sign[0] == ch_sign[i]) duals[i] = -duals[i];
+ }
}
- private int milpsolve(float[] upbo,
- float[] lowbo,
- short[] sbasis,
- short[] slower,
- int[] sbas)
- {
- int i, j, failure, notint, is_worse;
+ private static Random rdm = new Random();
+
+ private int milpsolve(float[] upbo, float[] lowbo, short[] sbasis, short[] slower, int[] sbas) {
+ int failure, notint, is_worse;
float theta, tmpfloat;
- Random rdm = new Random();
notint = 0;
- if(Break_bb != FALSE)
- return(BREAK_BB);
+ if (Break_bb != FALSE) return(BREAK_BB);
Level++;
- Lp.total_nodes++;
- if(Level > Lp.max_level)
- Lp.max_level = Level;
- /* make fresh copies of upbo, lowbo, rh as solving changes them */
+ total_nodes++;
+ if (Level > max_level) max_level = Level;
System.arraycopy(upbo, 0, Upbo, 0, Sum + 1);
System.arraycopy(lowbo, 0, Lowbo, 0, Sum + 1);
System.arraycopy(sbasis, 0, Basis, 0, Sum + 1);
System.arraycopy(slower, 0, Lower, 0, Sum + 1);
System.arraycopy(sbas, 0, Bas, 0, Rows + 1);
System.arraycopy(Orig_rh, 0, Rh, 0, Rows + 1);
-
- if(Lp.anti_degen != FALSE)
- {
- for(i = 1; i <= columns; i++)
- {
- tmpfloat = rdm.nextFloat()*(float)0.001;
- if(tmpfloat > Epsb)
- Lowbo[i + Rows] -= tmpfloat;
- tmpfloat = rdm.nextFloat()*(float)0.001;
- if(tmpfloat > Epsb)
- Upbo[i + Rows] += tmpfloat;
- }
- Lp.eta_valid = FALSE;
- }
-
- if(Lp.eta_valid == FALSE)
- {
- for(i = 1; i <= columns; i++)
- if(Lowbo[Rows + i] != 0)
- {
- theta = Lowbo[ Rows + i];
- if(Upbo[Rows + i]<Infinite)
- Upbo[Rows + i] -= theta;
- for(j = Col_end[i - 1]; j < Col_end[i]; j++)
- Rh[Mat[j].row_nr] -= theta * Mat[j].value;
- }
- invert();
- Lp.eta_valid = TRUE;
- }
-
+ if (eta_valid == FALSE) {
+ for(int i = 1; i <= columns; i++)
+ if (Lowbo[Rows + i] != 0) {
+ theta = Lowbo[ Rows + i];
+ if (Upbo[Rows + i]<Infinite) Upbo[Rows + i] -= theta;
+ for(int j = Col_end[i - 1]; j < Col_end[i]; j++) Rh[get_row_nr(Mat, j)] -= theta * get_value(Mat,j);
+ }
+ invert();
+ eta_valid = TRUE;
+ }
failure = solvelp();
-
- if(Lp.anti_degen != FALSE)
- {
- System.arraycopy(upbo, 0, Upbo, 0, Sum + 1);
- System.arraycopy(lowbo, 0, Lowbo, 0, Sum + 1);
- System.arraycopy(Orig_rh, 0, Rh, 0, Rows + 1);
-
- for(i = 1; i <= columns; i++)
- if(Lowbo[Rows + i] != 0)
- {
- theta = Lowbo[ Rows + i];
- if(Upbo[Rows + i]<Infinite)
- Upbo[Rows + i] -= theta;
- for(j = Col_end[i - 1]; j < Col_end[i]; j++)
- Rh[Mat[j].row_nr] -= theta * Mat[j].value;
- }
- invert();
- Lp.eta_valid = TRUE;
- failure = solvelp();
- }
-
- if(failure == INFEASIBLE && Lp.verbose != FALSE)
- System.out.print("level" + Level + " INF\n");
-
- if(failure == OPTIMAL) /* there is a solution */
- {
- construct_solution(Solution);
-
- /* if this solution is worse than the best sofar, this branch must die */
- if(Maximise != FALSE)
- is_worse = (Solution[0] <= Best_solution[0]) ? 1:0;
- else /* minimising! */
- is_worse = (Solution[0] >= Best_solution[0]) ? 1:0;
-
- if(is_worse != FALSE)
- {
- if(Lp.verbose != FALSE)
- System.out.println("level" + Level + " OPT NOB value " + Solution[0] +
- " Bound " + Best_solution[0]);
- Level--;
- return(MILP_FAIL);
- }
-
- /* check if solution contains enough ints */
- if(Lp.bb_rule == FIRST_NI)
- {
- notint = 0;
+ if (failure == OPTIMAL) {
+ construct_solution(Solution);
+ /* if this solution is worse than the best sofar, this branch must die */
+ if (Maximise != FALSE) is_worse = (Solution[0] <= Best_solution[0]) ? 1:0;
+ else is_worse = (Solution[0] >= Best_solution[0]) ? 1:0;
+ if (is_worse != FALSE) {
+ Level--;
+ return(MILP_FAIL);
+ }
+ /* check if solution contains enough ints */
+ if (bb_rule == FIRST_NI) {
+ notint = 0;
+ int i = Rows + 1;
+ while(i <= Sum && notint == 0) i++;
+ }
+ if (bb_rule == RAND_NI) {
+ int nr_not_int, select_not_int;
+ nr_not_int = 0;
+ for(int i = Rows + 1; i <= Sum; i++)
+ if (nr_not_int == 0) notint = 0;
+ else {
+ select_not_int=(rdm.nextInt() % nr_not_int) + 1;
i = Rows + 1;
- while(i <= Sum && notint == 0)
- {
- i++;
- }
- }
- if(Lp.bb_rule == RAND_NI)
- {
- int nr_not_int, select_not_int;
- nr_not_int = 0;
- for(i = Rows + 1; i <= Sum; i++)
- if(nr_not_int == 0)
- notint = 0;
- else
- {
- select_not_int=(rdm.nextInt() % nr_not_int) + 1;
- i = Rows + 1;
- while(select_not_int > 0)
- {
- i++;
- }
- notint = i - 1;
- }
- }
-
- if(Lp.verbose == TRUE)
- if(notint != FALSE)
- System.out.println("level " + Level + " OPT value " + Solution[0]);
- else
- System.out.println("level " + Level + " OPT INT value " + Solution[0]);
-
- if(notint != FALSE) /* there is at least one value not yet int */
- {
- /* set up two new problems */
- float[] new_upbo, new_lowbo;
- float new_bound;
- short[] new_lower, new_basis;
- int[] new_bas;
- int resone, restwo;
-
- /* allocate room for them */
- new_upbo = new float[Sum + 1];
- new_lowbo = new float[Sum + 1];
- new_lower = new short[Sum + 1];
- new_basis = new short[Sum + 1];
- new_bas = new int[Rows + 1];
- System.arraycopy(upbo, 0, new_upbo, 0, Sum + 1);
- System.arraycopy(lowbo, 0, new_lowbo, 0, Sum + 1);
- System.arraycopy(Lower, 0, new_lower, 0, Sum + 1);
- System.arraycopy(Basis, 0, new_basis, 0, Sum + 1);
- System.arraycopy(Bas, 0, new_bas, 0, Rows +1);
-
- if(Floor_first != FALSE)
- {
- new_bound = (float)(Math.ceil(Solution[notint]) - 1);
- /* this Bound might conflict */
- if(new_bound < lowbo[notint])
- {
- resone = MILP_FAIL;
- }
- else /* Bound feasible */
- {
- new_upbo[notint] = new_bound;
- Lp.eta_valid = FALSE;
- resone = milpsolve(new_upbo, lowbo, new_basis, new_lower,
- new_bas);
- Lp.eta_valid = FALSE;
- }
- new_bound += 1;
- if(new_bound > upbo[notint])
- {
- restwo = MILP_FAIL;
- }
- else /* Bound feasible */
- {
- new_lowbo[notint] = new_bound;
- Lp.eta_valid = FALSE;
- restwo = milpsolve(upbo, new_lowbo, new_basis, new_lower,
- new_bas);
- Lp.eta_valid = FALSE;
- }
- }
- else /* take ceiling first */
- {
- new_bound = (float)Math.ceil(Solution[notint]);
- /* this Bound might conflict */
- if(new_bound > upbo[notint])
- {
- resone = MILP_FAIL;
- }
- else /* Bound feasible */
- {
- new_lowbo[notint] = new_bound;
- Lp.eta_valid = FALSE;
- resone = milpsolve(upbo, new_lowbo, new_basis, new_lower,
- new_bas);
- Lp.eta_valid = FALSE;
- }
- new_bound -= 1;
- if(new_bound < lowbo[notint])
- {
- restwo = MILP_FAIL;
- }
- else /* Bound feasible */
- {
- new_upbo[notint] = new_bound;
- Lp.eta_valid = FALSE;
- restwo = milpsolve(new_upbo, lowbo, new_basis, new_lower,
- new_bas);
- Lp.eta_valid = FALSE;
- }
- }
- if(resone != FALSE && restwo != FALSE)
- /* both failed and must have been infeasible */
- failure = INFEASIBLE;
- else
- failure = OPTIMAL;
-
- }
- else /* all required values are int */
- {
- if(Maximise != FALSE)
- is_worse = (Solution[0] < Best_solution[0]) ? 1:0;
- else
- is_worse = (Solution[0] > Best_solution[0]) ? 1:0;
-
- if(is_worse == FALSE) /* Current solution better */
- {
- System.arraycopy(Solution, 0, Best_solution, 0, Sum + 1);
- calculate_duals();
- if(Lp.break_at_int != FALSE)
- {
- if(Maximise != FALSE && (Best_solution[0] > Lp.break_value))
- Break_bb = TRUE;
- if(Maximise == FALSE && (Best_solution[0] < Lp.break_value))
- Break_bb = TRUE;
- }
- }
+ while(select_not_int > 0) i++;
+ notint = i - 1;
}
}
-
- /* failure can have the values OPTIMAL, UNBOUNDED and INFEASIBLE. */
+ if (notint != FALSE) throw new Error("integer linear programming not supported");
+ if (Maximise != FALSE) is_worse = (Solution[0] < Best_solution[0]) ? 1:0;
+ else is_worse = (Solution[0] > Best_solution[0]) ? 1:0;
+ if (is_worse == FALSE) {
+ System.arraycopy(Solution, 0, Best_solution, 0, Sum + 1);
+ calculate_duals();
+ if (break_at_int != FALSE) {
+ if (Maximise != FALSE && (Best_solution[0] > break_value)) Break_bb = TRUE;
+ if (Maximise == FALSE && (Best_solution[0] < break_value)) Break_bb = TRUE;
+ }
+ }
+ }
Level--;
return(failure);
- } /* milpsolve */
-
- public int solve(Problem lp)
- {
- int result, i;
-
- if(lp.active == FALSE)
- set_globals(lp);
-
- lp.total_iter = 0;
- lp.max_level = 1;
- lp.total_nodes = 0;
-
- if(Isvalid(lp) != FALSE)
- {
- if(Maximise != FALSE && lp.obj_bound == Infinite)
- Best_solution[0]=-Infinite;
- else if(Maximise == FALSE && lp.obj_bound==-Infinite)
- Best_solution[0] = Infinite;
- else
- Best_solution[0] = lp.obj_bound;
-
- Level = 0;
-
- if(lp.basis_valid == FALSE)
- {
- for(i = 0; i <= lp.rows; i++)
- {
- lp.basis[i] = TRUE;
- lp.bas[i] = i;
- }
- for(i = lp.rows+1; i <= lp.sum; i++)
- lp.basis[i] = FALSE;
- for(i = 0; i <= lp.sum; i++)
- lp.lower[i] = TRUE;
- lp.basis_valid = TRUE;
- }
-
- lp.eta_valid = FALSE;
- Break_bb = FALSE;
- result = milpsolve(Orig_upbo, Orig_lowbo, Basis, Lower, Bas);
- lp.eta_size = Eta_size;
- lp.eta_alloc = Eta_alloc;
- lp.num_inv = Num_inv;
-
- return(result);
- }
-
- /* if we get here, Isvalid(lp) failed. I suggest we return FAILURE */
- return(FAILURE);
- }
-
- public int lag_solve(Problem lp, float start_bound, int num_iter, short verbose)
- {
- int i, j, result, citer;
- short status, OrigFeas, AnyFeas, same_basis;
- float[] OrigObj, ModObj, SubGrad, BestFeasSol;
- float Zub, Zlb, Ztmp, pie;
- float rhsmod, Step, SqrsumSubGrad;
- int[] old_bas;
- short[] old_lower;
-
- /* allocate mem */
- OrigObj = new float[lp.columns + 1];
- ModObj = new float[lp.columns + 1];
- for (i = 0; i <= lp.columns; i++)
- ModObj[i] = 0;
- SubGrad = new float[lp.nr_lagrange];
- for (i = 0; i < lp.nr_lagrange; i++)
- SubGrad[i] = 0;
- BestFeasSol = new float[lp.sum + 1];
- for (i = 0; i <= lp.sum; i++)
- BestFeasSol[i] = 0;
- old_bas = new int[lp.rows + 1];
- System.arraycopy(lp.bas, 0, old_bas, 0, lp.rows + 1);
- old_lower = new short[lp.sum + 1];
- System.arraycopy(lp.lower, 0, old_lower, 0, lp.sum + 1);
-
- get_row(lp, 0, OrigObj);
-
- pie = 2;
-
- if(lp.maximise != FALSE)
- {
- Zub = DEF_INFINITE;
- Zlb = start_bound;
- }
- else
- {
- Zlb = -DEF_INFINITE;
- Zub = start_bound;
- }
- status = RUNNING;
- Step = 1;
- OrigFeas = FALSE;
- AnyFeas = FALSE;
- citer = 0;
-
- for(i = 0 ; i < lp.nr_lagrange; i++)
- lp.lambda[i] = 0;
-
- while(status == RUNNING)
- {
- citer++;
-
- for(i = 1; i <= lp.columns; i++)
- {
- ModObj[i] = OrigObj[i];
- for(j = 0; j < lp.nr_lagrange; j++)
- {
- if(lp.maximise != FALSE)
- ModObj[i] -= lp.lambda[j] * lp.lag_row[j][i];
- else
- ModObj[i] += lp.lambda[j] * lp.lag_row[j][i];
- }
- }
- for(i = 1; i <= lp.columns; i++)
- {
- set_mat(lp, 0, i, ModObj[i]);
- /* fSystem.out.print(stderr, "%f ", ModObj[i]); */
- }
- rhsmod = 0;
- for(i = 0; i < lp.nr_lagrange; i++)
- if(lp.maximise != FALSE)
- rhsmod += lp.lambda[i] * lp.lag_rhs[i];
- else
- rhsmod -= lp.lambda[i] * lp.lag_rhs[i];
-
- if(verbose != FALSE)
- {
- System.out.println("Zub: " + Zub + " Zlb: " + Zlb + " Step: " + Step +
- " pie: " + pie + " Feas " + OrigFeas);
- for(i = 0; i < lp.nr_lagrange; i++)
- System.out.println(i + " SubGrad " + SubGrad[i] + " lambda " + lp.lambda[i]);
- }
-
-
- result = solve(lp);
-
- same_basis = TRUE;
- i = 1;
- while(same_basis != FALSE && i < lp.rows)
- {
- same_basis = (old_bas[i] == lp.bas[i])? (short)1: (short)0;
- i++;
- }
- i = 1;
- while(same_basis != FALSE && i < lp.sum)
- {
- same_basis=(old_lower[i] == lp.lower[i])? (short)1:(short)0;
- i++;
- }
- if(same_basis == FALSE)
- {
- System.arraycopy(lp.lower, 0, old_lower, 0, lp.sum+1);
- System.arraycopy(lp.bas, 0, old_bas, 0, lp.rows+1);
- pie *= 0.95;
- }
-
- if(verbose != FALSE)
- System.out.println("result: " + result + " same basis: " + same_basis);
-
- if(result == UNBOUNDED)
- {
- for(i = 1; i <= lp.columns; i++)
- System.out.print(ModObj[i] + " ");
- System.exit(FAIL);
- }
-
- if(result == FAILURE)
- status = FAILURE;
-
- if(result == INFEASIBLE)
- status = INFEASIBLE;
-
- SqrsumSubGrad = 0;
- for(i = 0; i < lp.nr_lagrange; i++)
- {
- SubGrad[i]= -lp.lag_rhs[i];
- for(j = 1; j <= lp.columns; j++)
- SubGrad[i] += lp.best_solution[lp.rows + j] * lp.lag_row[i][j];
- SqrsumSubGrad += SubGrad[i] * SubGrad[i];
- }
-
- OrigFeas = TRUE;
- for(i = 0; i < lp.nr_lagrange; i++)
- if(lp.lag_con_type[i] != FALSE)
- {
- if(Math.abs(SubGrad[i]) > lp.epsb)
- OrigFeas = FALSE;
- }
- else if(SubGrad[i] > lp.epsb)
- OrigFeas = FALSE;
-
- if(OrigFeas != FALSE)
- {
- AnyFeas = TRUE;
- Ztmp = 0;
- for(i = 1; i <= lp.columns; i++)
- Ztmp += lp.best_solution[lp.rows + i] * OrigObj[i];
- if((lp.maximise != FALSE) && (Ztmp > Zlb))
- {
- Zlb = Ztmp;
- for(i = 1; i <= lp.sum; i++)
- BestFeasSol[i] = lp.best_solution[i];
- BestFeasSol[0] = Zlb;
- if(verbose != FALSE)
- System.out.println("Best feasible solution: " + Zlb);
- }
- else if(Ztmp < Zub)
- {
- Zub = Ztmp;
- for(i = 1; i <= lp.sum; i++)
- BestFeasSol[i] = lp.best_solution[i];
- BestFeasSol[0] = Zub;
- if(verbose != FALSE)
- System.out.println("Best feasible solution: " + Zub);
- }
- }
-
- if(lp.maximise != FALSE)
- Zub = Math.min(Zub, rhsmod + lp.best_solution[0]);
- else
- Zlb = Math.max(Zlb, rhsmod + lp.best_solution[0]);
-
- if(Math.abs(Zub-Zlb) < (float)0.001)
- {
- status = OPTIMAL;
- }
- Step = (float)(pie * ((1.05*Zub) - Zlb) / SqrsumSubGrad);
-
- for(i = 0; i < lp.nr_lagrange; i++)
- {
- lp.lambda[i] += Step * SubGrad[i];
- if(lp.lag_con_type[i] == FALSE && lp.lambda[i] < 0)
- lp.lambda[i] = 0;
- }
-
- if(citer == num_iter && status==RUNNING)
- if(AnyFeas != FALSE)
- status = FEAS_FOUND;
- else
- status = NO_FEAS_FOUND;
- }
-
- for(i = 0; i <= lp.sum; i++)
- lp.best_solution[i] = BestFeasSol[i];
-
- for(i = 1; i <= lp.columns; i++)
- set_mat(lp, 0, i, OrigObj[i]);
-
- if(lp.maximise != FALSE)
- lp.lag_bound = Zub;
- else
- lp.lag_bound = Zlb;
- return(status);
- }
-
- } // end of class solve
-
-
- public static class Matrix {
- public int row_nr;
- public float value;
- public Matrix(int r, float v) { row_nr = r; value = v; }
- }
-
-
- public static class Problem {
- String lp_name; /* the name of the lp */
-
- public short active; /*TRUE if the globals point to this structure*/
- public short verbose; /* ## Verbose flag */
- public short debug; /* ## Print B&B information */
- public short trace; /* ## Print information on pivot selection */
- public short anti_degen; /* ## Do perturbations */
-
- public int rows; /* Nr of constraint rows in the problem */
- int rows_alloc; /* The allocated memory for Rows sized data */
- int columns; /* The number of columns (= variables) */
- int columns_alloc;
- int sum; /* The size of the variables + the slacks */
- int sum_alloc;
-
- short names_used; /* Flag to indecate if names for rows and
- columns are used */
- String[] row_name; /* rows_alloc+1 */
- int[] col_name; /* columns_alloc+1 */
-
- /* Row[0] of the sparce matrix is the objective function */
-
- int non_zeros; /* The number of elements in the sparce matrix*/
- int mat_alloc; /* The allocated size for matrix sized
- structures */
- Matrix[] mat; /* mat_alloc :The sparse matrix */
- Matrix[] alternate_mat; /* mat_alloc :The sparse matrix */
- int[] col_end; /* columns_alloc+1 :Cend[i] is the index of the
- first element after column i.
- column[i] is stored in elements
- col_end[i-1] to col_end[i]-1 */
- int[] col_no; /* mat_alloc :From Row 1 on, col_no contains the
- column nr. of the
- nonzero elements, row by row */
- short row_end_valid; /* true if row_end & col_no are valid */
- int[] row_end; /* rows_alloc+1 :row_end[i] is the index of the
- first element in Colno after row i */
- float[] orig_rh; /* rows_alloc+1 :The RHS after scaling & sign
- changing, but before `Bound transformation' */
- float[] rh; /* rows_alloc+1 :As orig_rh, but after Bound
- transformation */
- float[] rhs; /* rows_alloc+1 :The RHS of the curent simplex
- tableau */
- float[] orig_upbo; /* sum_alloc+1 :Bound before transformations */
- float[] orig_lowbo; /* " " */
- float[] upbo; /* " " :Upper bound after transformation
- & B&B work*/
- float[] lowbo; /* " " :Lower bound after transformation
- & B&B work */
-
- short basis_valid; /* TRUE is the basis is still valid */
- int[] bas; /* rows_alloc+1 :The basis column list */
- short[] basis; /* sum_alloc+1 : basis[i] is TRUE if the column
- is in the basis */
- short[] lower; /* " " :TRUE is the variable is at its
- lower bound (or in the basis), it is FALSE
- if the variable is at its upper bound */
-
- short eta_valid; /* TRUE if current Eta structures are valid */
- int eta_alloc; /* The allocated memory for Eta */
- int eta_size; /* The number of Eta columns */
- int num_inv; /* The number of float pivots */
- int max_num_inv; /* ## The number of float pivots between
- reinvertions */
- float[] eta_value; /* eta_alloc :The Structure containing the
- values of Eta */
- int[] eta_row_nr; /* " " :The Structure containing the Row
- indexes of Eta */
- int[] eta_col_end; /* rows_alloc + MaxNumInv : eta_col_end[i] is
- the start index of the next Eta column */
-
- short bb_rule; /* what rule for selecting B&B variables */
-
- short break_at_int; /* TRUE if stop at first integer better than
- break_value */
- float break_value;
-
- float obj_bound; /* ## Objective function bound for speedup of
- B&B */
- int iter; /* The number of iterations in the simplex
- solver (LP) */
- int total_iter; /* The total number of iterations (B&B) (ILP)*/
- int max_level; /* The Deepest B&B level of the last solution */
- int total_nodes; /* total number of nodes processed in b&b */
- public float[] solution; /* sum_alloc+1 :The Solution of the last LP,
- 0 = The Optimal Value,
- 1..rows The Slacks,
- rows+1..sum The Variables */
- public float[] best_solution; /* " " :The Best 'Integer' Solution */
- float[] duals; /* rows_alloc+1 :The dual variables of the
- last LP */
-
- short maximise; /* TRUE if the goal is to maximise the
- objective function */
- short floor_first; /* TRUE if B&B does floor bound first */
- short[] ch_sign; /* rows_alloc+1 :TRUE if the Row in the matrix
- has changed sign
- (a`x > b, x>=0) is translated to
- s + -a`x = -b with x>=0, s>=0) */
-
- short scaling_used; /* TRUE if scaling is used */
- short columns_scaled; /* TRUE is the columns are scaled too, Only use
- if all variables are non-integer */
- float[] scale; /* sum_alloc+1 :0..Rows the scaling of the Rows,
- Rows+1..Sum the scaling of the columns */
-
- int nr_lagrange; /* Nr. of Langrangian relaxation constraints */
- float[][]lag_row; /* NumLagrange, columns+1:Pointer to pointer of
- rows */
- float[] lag_rhs; /* NumLagrange :Pointer to pointer of Rhs */
- float[] lambda; /* NumLagrange :Lambda Values */
- short[] lag_con_type; /* NumLagrange :TRUE if constraint type EQ */
- float lag_bound; /* the lagrangian lower bound */
-
- short valid; /* Has this lp pased the 'test' */
- float infinite; /* ## numercal stuff */
- float epsilon; /* ## */
- float epsb; /* ## */
- float epsd; /* ## */
- float epsel; /* ## */
-
-
- public Problem (int nrows, int ncolumns, int matalloc) {
- int i, nsum;
- nsum=nrows+ncolumns;
- rows=nrows;
- columns=ncolumns;
- sum=nsum;
- rows_alloc=rows;
- columns_alloc=columns;
- sum_alloc=sum;
- mat_alloc=matalloc;
- eta_alloc=10000;
- max_num_inv=DEFNUMINV;
- col_no = new int[mat_alloc];
- col_end = new int[columns + 1];
- row_end = new int[rows + 1];
- orig_rh = new float[rows + 1];
- rh = new float[rows + 1];
- rhs = new float[rows + 1];
- orig_upbo = new float[sum + 1];
- upbo = new float[sum + 1];
- orig_lowbo = new float[sum + 1];
- lowbo = new float[sum + 1];
- bas = new int[rows+1];
- basis = new short[sum + 1];
- lower = new short[sum + 1];
- eta_value = new float[eta_alloc];
- eta_row_nr = new int[eta_alloc];
- eta_col_end = new int[rows_alloc + max_num_inv];
- solution = new float[sum + 1];
- best_solution = new float[sum + 1];
- duals = new float[rows + 1];
- ch_sign = new short[rows + 1];
- mat = new Matrix[mat_alloc];
- for(int j=0; j<mat.length; j++) mat[j] = new Matrix(0, 0);
- alternate_mat = new Matrix[mat_alloc];
- for(int j=0; j<alternate_mat.length; j++) alternate_mat[j] = new Matrix(0, 0);
}
- public void init(int nrows, int ncolumns) {
- int i, nsum;
- nsum=nrows+ncolumns;
- lp_name = new String("unnamed");
- active=FALSE;
- verbose=FALSE;
- debug=FALSE;
- trace=FALSE;
- rows=nrows;
- columns=ncolumns;
- sum=nsum;
- names_used=FALSE;
- obj_bound=DEF_INFINITE;
- infinite=DEF_INFINITE;
- epsilon=DEF_EPSILON;
- epsb=DEF_EPSB;
- epsd=DEF_EPSD;
- epsel=DEF_EPSEL;
- non_zeros=0;
-
- for (i = 0; i < mat_alloc; i++) { mat[i].row_nr = 0; mat[i].value = 0; }
- for (i = 0; i < mat_alloc; i++) col_no[i] = 0;
- for (i = 0; i < columns + 1; i++) col_end[i] = 0;
- for (i = 0; i < rows + 1; i++) row_end[i] = 0;
- for (i = 0; i < rows + 1; i++) orig_rh[i] = 0;
- for (i = 0; i < rows + 1; i++) rh[i] = 0;
- for (i = 0; i < rows + 1; i++) rhs[i] = 0;
- for (i = 0; i <= sum; i++) orig_upbo[i]=infinite;
- for (i = 0; i < sum + 1; i++) upbo[i] = 0;
- for (i = 0; i < sum + 1; i++) orig_lowbo[i] = 0;
- for (i = 0; i < sum + 1; i++) lowbo[i] = 0;
- for (i = 0; i <= rows; i++) bas[i] = 0;
- for (i = 0; i <= sum; i++) basis[i] = 0;
- for (i = 0; i <= rows; i++) { bas[i]=i; basis[i]=TRUE; }
- for (i = rows + 1; i <= sum; i++) basis[i]=FALSE;
- for (i = 0 ; i <= sum; i++) lower[i]=TRUE;
- for (i = 0; i < eta_alloc; i++) eta_value[i] = 0;
- for (i = 0; i < eta_alloc; i++) eta_row_nr[i] = 0;
- for (i = 0; i < rows_alloc + max_num_inv; i++) eta_col_end[i] = 0;
- for (i = 0; i <= sum; i++) solution[i] = 0;
- for (i = 0; i <= sum; i++) best_solution[i] = 0;
- for (i = 0; i <= rows; i++) duals[i] = 0;
- for (i = 0; i <= rows; i++) ch_sign[i] = FALSE;
-
- row_end_valid=FALSE;
- bb_rule=FIRST_NI;
- break_at_int=FALSE;
- break_value=0;
- iter=0;
- total_iter=0;
- basis_valid=TRUE;
- eta_valid=TRUE;
- eta_size=0;
- nr_lagrange=0;
- maximise = FALSE;
- floor_first = TRUE;
- scaling_used = FALSE;
- columns_scaled = FALSE;
- valid = FALSE;
+ public int solve() {
+ int result;
+ if (active == FALSE) set_globals();
+ total_iter = 0;
+ max_level = 1;
+ total_nodes = 0;
+ if (Isvalid() != FALSE) {
+ if (Maximise != FALSE && obj_bound == Infinite) Best_solution[0]=-Infinite;
+ else if (Maximise == FALSE && obj_bound==-Infinite) Best_solution[0] = Infinite;
+ else Best_solution[0] = obj_bound;
+ Level = 0;
+ if (basis_valid == FALSE) {
+ for(int i = 0; i <= rows; i++) {
+ basis[i] = TRUE;
+ bas[i] = i;
+ }
+ for(int i = rows+1; i <= sum; i++) basis[i] = FALSE;
+ for(int i = 0; i <= sum; i++) lower[i] = TRUE;
+ basis_valid = TRUE;
+ }
+ eta_valid = FALSE;
+ Break_bb = FALSE;
+ result = milpsolve(Orig_upbo, Orig_lowbo, Basis, Lower, Bas);
+ eta_size = Eta_size;
+ eta_alloc = Eta_alloc;
+ num_inv = Num_inv;
+ return(result);
+ }
+ return(FAILURE);
}
-
}
private final static float round( float val, float eps) { return (Math.abs(val) < eps) ? 0 : val; }
+ static int get_row_nr(MatrixArray m, int i) { return m.row_nr[i]; }
+ static void set_row_nr(MatrixArray m, int i, int val) { m.row_nr[i] = val; }
+ static float get_value(MatrixArray m, int i) { return m.value[i]; }
+ static void set_value(MatrixArray m, int i, float val) { m.value[i] = val; }
+ public static class MatrixArray {
+ public int[] row_nr;
+ public float[] value;
+ public final int length;
+ public MatrixArray(int length) { row_nr = new int[length]; value = new float[length]; this.length = length; }
+ }
}
+
projects / org.ibex.core.git / blobdiff