+package org.ibex.util;
+import java.io.* ;
+import java.util.* ;
+
+public class Simplex {
+
+ public final static short FAIL = -1;
+
+ public final static short NULL = 0;
+ public final static short FALSE = 0;
+ public final static short TRUE = 1;
+
+ public final static short DEFNUMINV = 50;
+
+ /* solve status values */
+ public final static short OPTIMAL = 0;
+ public final static short MILP_FAIL = 1;
+ public final static short INFEASIBLE = 2;
+ public final static short UNBOUNDED = 3;
+ public final static short FAILURE = 4;
+ public final static short RUNNING = 5;
+
+ /* lag_solve extra status values */
+ public final static short FEAS_FOUND = 6;
+ public final static short NO_FEAS_FOUND = 7;
+ public final static short BREAK_BB = 8;
+
+ public final static short FIRST_NI = 0;
+ public final static short RAND_NI = 1;
+
+ public final static short LE = 0;
+ public final static short EQ = 1;
+ public final static short GE = 2;
+ public final static short OF = 3;
+
+ public final static short MAX_WARN_COUNT = 20;
+
+ public final static float DEF_INFINITE = (float)1e24; /* limit for dynamic range */
+ public final static float DEF_EPSB = (float)5.01e-7; /* for rounding RHS values to 0 determine
+ infeasibility basis */
+ public final static float DEF_EPSEL = (float)1e-8; /* for rounding other values (vectors) to 0 */
+ public final static float DEF_EPSD = (float)1e-6; /* for rounding reduced costs to zero */
+ public final static float DEF_EPSILON = (float)1e-3; /* to determine if a float value is integer */
+
+ public final static float PREJ = (float)1e-3; /* pivot reject (try others first) */
+
+ public final static int ETA_START_SIZE = 10000; /* start size of array Eta. Realloced if needed */
+
+ static class Ref {
+ float value;
+ public Ref(float v) { value = v; }
+ }
+
+ //public static class Simplex {
+ /* 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;
+ MatrixArray Mat;
+ int[] Col_no;
+ int[] Col_end;
+ int[] Row_end;
+ float[] Orig_rh;
+ float[] Rh;
+ float[] Rhs;
+ float[] Orig_upbo;
+ float[] Orig_lowbo;
+ float[] Upbo;
+ float[] Lowbo;
+ int[] Bas;
+ short[] Basis;
+ short[] Lower;
+ int Eta_alloc;
+ int Eta_size;
+ float[] Eta_value;
+ int[] Eta_row_nr;
+ int[] Eta_col_end;
+ int Num_inv;
+ float[] Solution;
+ public float[] Best_solution;
+ float Infinite;
+ float Epsilon;
+ float Epsb;
+ float Epsd;
+ float Epsel;
+
+ float TREJ;
+ float TINV;
+
+ short Maximise;
+ short Floor_first;
+ float Extrad;
+
+ int Warn_count; /* used in CHECK version of rounding macro */
+
+ 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 ncolumns) {
+ int nsum;
+ int nrows = 0;
+ 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;
+
+ for(int i = 0; i < col_end.length; 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 <= 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;
+
+ 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(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;
+
+ MatrixArray newmat;
+ int elmnr;
+ int stcol;
+
+ 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(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];
+ }
+
+ for(int i = 1 ; i <= rows; i++) if(bas[i] >= rows) bas[i]++;
+
+ 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) orig_rh[rows]=-rh;
+ else orig_rh[rows]=rh;
+
+ row_end_valid=FALSE;
+
+ bas[rows]=rows;
+ basis[rows]=TRUE;
+ lower[rows]=TRUE;
+
+ if (active != FALSE) set_globals();
+ eta_valid=FALSE;
+ }
+
+ 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(scratch, type, bound);
+ for(int i=0; i<scratch.length; i++) scratch[i] = (float)0.0;
+ }
+
+ 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(scratch, type, bound);
+ for(int i=0; i<scratch.length; i++) scratch[i] = (float)0.0;
+ }
+
+ 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(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(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(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_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");
+ }
+ }
+
+ 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;
+ }
+
+ 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);
+ }
+
+ 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;
+ }
+ }
+
+ 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;
+ }
+ }
+ 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);
+ }
+
+ 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);
+ 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);
+ eta_row_nr = Eta_row_nr;
+ */
+ }
+
+ private void condensecol(int row_nr, float[] pcol) {
+ int elnr;
+ elnr = Eta_col_end[Eta_size];
+ 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;
+ }
+
+ private void addetacol() {
+ int k;
+ float theta;
+ 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(int i = j; i < k - 1; i++) Eta_value[i] *= -theta;
+ JustInverted = FALSE;
+ }
+
+ private void setpivcol(short lower, int varin, float[] pcol) {
+ int colnr;
+ float f;
+ 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);
+ }
+
+ 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;
+ 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);
+ }
+ }
+ Eta_row_nr[elnr] = row_nr;
+ Eta_value[elnr] = 1 / (float) piv;
+ elnr++;
+ theta = Rhs[row_nr] / (float) piv;
+ Rhs[row_nr] = theta;
+ 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(int i = wk; i < elnr - 1; i++) Eta_value[i] /= - (float) piv;
+ Eta_col_end[Eta_size] = elnr;
+ }
+
+ private void rhsmincol(float theta, int row_nr, int varin) {
+ int varout;
+ float 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;
+ }
+
+ 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(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) {
+ 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) {
+ 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;
+ 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(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, Rows + j);
+ addetacol();
+ }
+ 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;
+ }
+
+ private short colprim(Ref colnr, short minit, float[] drow) {
+ int varnr;
+ float f, dpiv;
+ dpiv = -Epsd;
+ colnr.value = 0;
+ 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(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 (colnr.value == 0) {
+ Doiter = FALSE;
+ DoInvert = FALSE;
+ Status = OPTIMAL;
+ }
+ return(colnr.value > 0 ? (short)1 : (short)0);
+ }
+
+ private short rowprim(int colnr, Ref row_nr, Ref theta, float[] pcol) {
+ float f = 0, quot;
+ row_nr.value = 0;
+ theta.value = Infinite;
+ 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 (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 (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);
+ }
+
+ 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;
+ }
+ }
+ }
+ return(row_nr.value > 0 ? (short)1 : (short)0);
+ }
+
+ 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(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;
+ }
+ }
+ 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(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 (colnr.value > 0) Doiter = TRUE;
+ return(colnr.value > 0 ? (short)1 : (short)0);
+ }
+
+ 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;
+ iter++;
+ minit.value = theta.value > (up + Epsb) ? 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(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 varnr;
+ float f = 0, theta = 0;
+ short primal;
+ short minit;
+ int colnr, row_nr;
+ colnr = 0;
+ row_nr = 0;
+ short flag;
+ Ref ref1, ref2, ref3;
+ ref1 = new Ref(0);
+ ref2 = new Ref(0);
+ ref3 = new Ref(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;
+ primal = TRUE;
+ 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 {
+ Extrad = 0;
+ }
+ 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 {
+ 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 (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);
+ }
+
+ 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];
+ }
+ }
+
+ 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 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;
+ notint = 0;
+
+ if (Break_bb != FALSE) return(BREAK_BB);
+ Level++;
+ 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 (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 (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(select_not_int > 0) i++;
+ notint = i - 1;
+ }
+ }
+ 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);
+ }
+
+ public int solve() {
+ int result = FAILURE;
+ 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;
+ }
+ for(int i = 0; i < maxmat; i++) { set_row_nr(mat,i, 0); set_value(mat, i, 0); }
+ for(int i = 0; i < maxmat; i++) col_no[i] = 0;
+
+ // FIXME: not sure about this
+ for(int i = 0; i < Eta_size; i++) eta_value[i] = 0;
+ for(int i = 0; i < Eta_size; i++) eta_row_nr[i] = 0;
+ for(int i = 0; i < Eta_size; i++) eta_col_end[i] = 0;
+
+ maxmat = 0;
+ return(result);
+ }
+
+ private int maxmat = 0;
+ private final static float round( float val, float eps) { return (Math.abs(val) < eps) ? 0 : val; }
+ int get_row_nr(MatrixArray m, int i) { return m.row_nr[i]; }
+ void set_row_nr(MatrixArray m, int i, int val) { m.row_nr[i] = val; maxmat = Math.max(i, maxmat); }
+ float get_value(MatrixArray m, int i) { return m.value[i]; }
+ void set_value(MatrixArray m, int i, float val) { m.value[i] = val; maxmat = Math.max(i, maxmat); }
+ 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.util.git / commitdiff