lpsolver 0.1.0 → 0.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/Gemfile +1 -0
- data/README.md +70 -26
- data/ext/lpsolver/Makefile +273 -0
- data/ext/lpsolver/ext.c +353 -0
- data/ext/lpsolver/ext.o +0 -0
- data/ext/lpsolver/extconf.rb +79 -0
- data/ext/lpsolver/native.so +0 -0
- data/ext/lpsolver-highs/AUTHORS +7 -0
- data/ext/lpsolver-highs/BUILD.bazel +243 -0
- data/ext/lpsolver-highs/CITATION.cff +29 -0
- data/ext/lpsolver-highs/CMakeCache.txt +406 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
- data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
- data/ext/lpsolver-highs/CMakeLists.txt +983 -0
- data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/FEATURES.md +61 -0
- data/ext/lpsolver-highs/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/MODULE.bazel +38 -0
- data/ext/lpsolver-highs/README.md +281 -0
- data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
- data/ext/lpsolver-highs/Version.txt +4 -0
- data/ext/lpsolver-highs/WORKSPACE +33 -0
- data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
- data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
- data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
- data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
- data/ext/lpsolver-highs/build/bin/highs +0 -0
- data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
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- data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
- data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
- data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
- data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
- data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
- data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
- data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
- data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/highs.pc.in +12 -0
- data/ext/lpsolver-highs/meson.build +198 -0
- data/ext/lpsolver-highs/meson_options.txt +31 -0
- data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
- data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
- data/ext/lpsolver-highs/nuget/README.md +38 -0
- data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
- data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
- data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
- data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
- data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
- data/ext/lpsolver-highs/pyproject.toml +221 -0
- data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
- data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
- data/ext/lpsolver-highs/version.rc.in +50 -0
- data/lib/lpsolver/highs +0 -0
- data/lib/lpsolver/model.rb +28 -4
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +72 -7
- data/lib/lpsolver/version.rb +1 -1
- data/lpsolver.gemspec +4 -1
- metadata +1176 -4
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/* */
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/* This file is part of the HiGHS linear optimization suite */
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/* */
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/* Available as open-source under the MIT License */
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/* */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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#include "mip/HighsDomain.h"
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#include <algorithm>
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#include <cassert>
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#include <numeric>
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#include <queue>
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#include "../extern/pdqsort/pdqsort.h"
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#include "mip/HighsConflictPool.h"
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#include "mip/HighsCutPool.h"
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#include "mip/HighsMipSolverData.h"
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static double activityContributionMin(double coef, const double& lb,
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const double& ub) {
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if (coef < 0) {
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if (ub == kHighsInf) return -kHighsInf;
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return coef * ub;
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} else {
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if (lb == -kHighsInf) return -kHighsInf;
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return coef * lb;
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}
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}
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static double activityContributionMax(double coef, const double& lb,
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const double& ub) {
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if (coef < 0) {
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if (lb == -kHighsInf) return kHighsInf;
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return coef * lb;
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} else {
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if (ub == kHighsInf) return kHighsInf;
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return coef * ub;
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}
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}
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static HighsCDouble computeDelta(double val, double oldbound, double newbound,
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double inf, HighsInt& numinfs) {
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if (oldbound == inf) {
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--numinfs;
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return static_cast<HighsCDouble>(newbound) * val;
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} else if (newbound == inf) {
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++numinfs;
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return static_cast<HighsCDouble>(-oldbound) * val;
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} else {
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return (static_cast<HighsCDouble>(newbound) -
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static_cast<HighsCDouble>(oldbound)) *
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val;
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}
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}
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static inline double boundRange(double upper_bound, double lower_bound,
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double tolerance, HighsVarType var_type) {
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double range = upper_bound - lower_bound;
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return range - (var_type == HighsVarType::kContinuous
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? std::max(0.3 * range, 1000.0 * tolerance)
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: tolerance);
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}
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HighsDomain::HighsDomain(HighsMipSolver& mipsolver) : mipsolver(&mipsolver) {
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col_lower_ = mipsolver.model_->col_lower_;
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col_upper_ = mipsolver.model_->col_upper_;
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colLowerPos_.assign(mipsolver.numCol(), -1);
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colUpperPos_.assign(mipsolver.numCol(), -1);
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changedcolsflags_.resize(mipsolver.numCol());
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changedcols_.reserve(mipsolver.numCol());
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infeasible_reason = Reason::unspecified();
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infeasible_ = false;
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}
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void HighsDomain::addCutpool(HighsCutPool& cutpool) {
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HighsInt cutpoolindex = cutpoolpropagation.size();
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cutpoolpropagation.emplace_back(cutpoolindex, this, cutpool);
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}
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void HighsDomain::addConflictPool(HighsConflictPool& conflictPool) {
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HighsInt conflictPoolIndex = conflictPoolPropagation.size();
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conflictPoolPropagation.emplace_back(conflictPoolIndex, this, conflictPool);
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}
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void HighsDomain::ConflictPoolPropagation::linkWatchedLiteral(
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HighsInt linkPos) {
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assert(watchedLiterals_[linkPos].domchg.column != -1);
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HighsInt& head =
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watchedLiterals_[linkPos].domchg.boundtype == HighsBoundType::kLower
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? colLowerWatched_[watchedLiterals_[linkPos].domchg.column]
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: colUpperWatched_[watchedLiterals_[linkPos].domchg.column];
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watchedLiterals_[linkPos].prev = -1;
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watchedLiterals_[linkPos].next = head;
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if (head != -1) {
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watchedLiterals_[head].prev = linkPos;
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head = linkPos;
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}
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}
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void HighsDomain::ConflictPoolPropagation::unlinkWatchedLiteral(
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HighsInt linkPos) {
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if (watchedLiterals_[linkPos].domchg.column == -1) return;
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HighsInt& head =
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watchedLiterals_[linkPos].domchg.boundtype == HighsBoundType::kLower
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? colLowerWatched_[watchedLiterals_[linkPos].domchg.column]
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: colUpperWatched_[watchedLiterals_[linkPos].domchg.column];
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watchedLiterals_[linkPos].domchg.column = -1;
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HighsInt prev = watchedLiterals_[linkPos].prev;
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HighsInt next = watchedLiterals_[linkPos].next;
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if (prev != -1)
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watchedLiterals_[prev].next = next;
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else
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head = next;
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if (next != -1) watchedLiterals_[next].prev = prev;
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}
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HighsDomain::ConflictPoolPropagation::ConflictPoolPropagation(
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HighsInt conflictpoolindex, HighsDomain* domain,
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HighsConflictPool& conflictpool_)
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: conflictpoolindex(conflictpoolindex),
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domain(domain),
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conflictpool_(&conflictpool_) {
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colLowerWatched_.resize(domain->mipsolver->numCol(), -1);
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colUpperWatched_.resize(domain->mipsolver->numCol(), -1);
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conflictpool_.addPropagationDomain(this);
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}
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HighsDomain::ConflictPoolPropagation::ConflictPoolPropagation(
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const ConflictPoolPropagation& other)
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: conflictpoolindex(other.conflictpoolindex),
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domain(other.domain),
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conflictpool_(other.conflictpool_),
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colLowerWatched_(other.colLowerWatched_),
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colUpperWatched_(other.colUpperWatched_),
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conflictFlag_(other.conflictFlag_),
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propagateConflictInds_(other.propagateConflictInds_),
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watchedLiterals_(other.watchedLiterals_) {
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conflictpool_->addPropagationDomain(this);
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}
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HighsDomain::ConflictPoolPropagation::~ConflictPoolPropagation() {
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conflictpool_->removePropagationDomain(this);
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}
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void HighsDomain::ConflictPoolPropagation::conflictDeleted(HighsInt conflict) {
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conflictFlag_[conflict] |= 8;
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unlinkWatchedLiteral(2 * conflict);
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unlinkWatchedLiteral(2 * conflict + 1);
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}
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void HighsDomain::ConflictPoolPropagation::conflictAdded(HighsInt conflict) {
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HighsInt start = conflictpool_->getConflictRanges()[conflict].first;
|
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161
|
+
HighsInt end = conflictpool_->getConflictRanges()[conflict].second;
|
|
162
|
+
const std::vector<HighsDomainChange>& conflictEntries =
|
|
163
|
+
conflictpool_->getConflictEntryVector();
|
|
164
|
+
|
|
165
|
+
if (HighsInt(conflictFlag_.size()) <= conflict) {
|
|
166
|
+
watchedLiterals_.resize(2 * conflict + 2);
|
|
167
|
+
conflictFlag_.resize(conflict + 1);
|
|
168
|
+
}
|
|
169
|
+
|
|
170
|
+
HighsInt numWatched = 0;
|
|
171
|
+
for (HighsInt i = start; i != end; ++i) {
|
|
172
|
+
if (domain->isActive(conflictEntries[i])) continue;
|
|
173
|
+
HighsInt watchPos = 2 * conflict + numWatched;
|
|
174
|
+
watchedLiterals_[watchPos].domchg = conflictEntries[i];
|
|
175
|
+
linkWatchedLiteral(watchPos);
|
|
176
|
+
if (++numWatched == 2) break;
|
|
177
|
+
}
|
|
178
|
+
switch (numWatched) {
|
|
179
|
+
case 0: {
|
|
180
|
+
std::array<std::pair<HighsInt, HighsInt>, 2> latestActive;
|
|
181
|
+
HighsInt numActive = 0;
|
|
182
|
+
for (HighsInt i = start; i != end; ++i) {
|
|
183
|
+
HighsInt pos = conflictEntries[i].boundtype == HighsBoundType::kLower
|
|
184
|
+
? domain->colLowerPos_[conflictEntries[i].column]
|
|
185
|
+
: domain->colUpperPos_[conflictEntries[i].column];
|
|
186
|
+
switch (numActive) {
|
|
187
|
+
case 0:
|
|
188
|
+
latestActive[0] = std::make_pair(pos, i);
|
|
189
|
+
numActive = 1;
|
|
190
|
+
break;
|
|
191
|
+
case 1:
|
|
192
|
+
latestActive[1] = std::make_pair(pos, i);
|
|
193
|
+
numActive = 2;
|
|
194
|
+
if (latestActive[0].first < latestActive[1].first)
|
|
195
|
+
std::swap(latestActive[0], latestActive[1]);
|
|
196
|
+
break;
|
|
197
|
+
case 2:
|
|
198
|
+
if (pos > latestActive[1].first) {
|
|
199
|
+
latestActive[1] = std::make_pair(pos, i);
|
|
200
|
+
if (latestActive[0].first < latestActive[1].first)
|
|
201
|
+
std::swap(latestActive[0], latestActive[1]);
|
|
202
|
+
}
|
|
203
|
+
}
|
|
204
|
+
}
|
|
205
|
+
for (HighsInt i = 0; i < numActive; ++i) {
|
|
206
|
+
HighsInt watchPos = 2 * conflict + i;
|
|
207
|
+
watchedLiterals_[watchPos].domchg =
|
|
208
|
+
conflictEntries[latestActive[i].second];
|
|
209
|
+
linkWatchedLiteral(watchPos);
|
|
210
|
+
}
|
|
211
|
+
break;
|
|
212
|
+
}
|
|
213
|
+
case 1: {
|
|
214
|
+
HighsInt latestActive = -1;
|
|
215
|
+
HighsInt latestPos = -1;
|
|
216
|
+
|
|
217
|
+
for (HighsInt i = start; i != end; ++i) {
|
|
218
|
+
HighsInt pos = conflictEntries[i].boundtype == HighsBoundType::kLower
|
|
219
|
+
? domain->colLowerPos_[conflictEntries[i].column]
|
|
220
|
+
: domain->colUpperPos_[conflictEntries[i].column];
|
|
221
|
+
if (pos > latestPos) {
|
|
222
|
+
latestActive = i;
|
|
223
|
+
latestPos = pos;
|
|
224
|
+
}
|
|
225
|
+
}
|
|
226
|
+
if (latestActive != -1) {
|
|
227
|
+
HighsInt watchPos = 2 * conflict + 1;
|
|
228
|
+
watchedLiterals_[watchPos].domchg = conflictEntries[latestActive];
|
|
229
|
+
linkWatchedLiteral(watchPos);
|
|
230
|
+
}
|
|
231
|
+
break;
|
|
232
|
+
}
|
|
233
|
+
case 2:
|
|
234
|
+
break;
|
|
235
|
+
}
|
|
236
|
+
|
|
237
|
+
conflictFlag_[conflict] = numWatched | (conflictFlag_[conflict] & 4);
|
|
238
|
+
markPropagateConflict(conflict);
|
|
239
|
+
}
|
|
240
|
+
|
|
241
|
+
void HighsDomain::ConflictPoolPropagation::markPropagateConflict(
|
|
242
|
+
HighsInt conflict) {
|
|
243
|
+
if (conflictFlag_[conflict] < 2) {
|
|
244
|
+
propagateConflictInds_.push_back(conflict);
|
|
245
|
+
conflictFlag_[conflict] |= 4;
|
|
246
|
+
}
|
|
247
|
+
}
|
|
248
|
+
|
|
249
|
+
void HighsDomain::ConflictPoolPropagation::updateActivityLbChange(
|
|
250
|
+
HighsInt col, double oldbound, double newbound) {
|
|
251
|
+
assert(!domain->infeasible_);
|
|
252
|
+
|
|
253
|
+
for (HighsInt i = colLowerWatched_[col]; i != -1;
|
|
254
|
+
i = watchedLiterals_[i].next) {
|
|
255
|
+
HighsInt conflict = i >> 1;
|
|
256
|
+
|
|
257
|
+
const HighsDomainChange& domchg = watchedLiterals_[i].domchg;
|
|
258
|
+
uint8_t numInactiveDelta =
|
|
259
|
+
(domchg.boundval > newbound) - (domchg.boundval > oldbound);
|
|
260
|
+
if (numInactiveDelta != 0) {
|
|
261
|
+
conflictFlag_[conflict] += numInactiveDelta;
|
|
262
|
+
markPropagateConflict(conflict);
|
|
263
|
+
}
|
|
264
|
+
}
|
|
265
|
+
}
|
|
266
|
+
|
|
267
|
+
void HighsDomain::ConflictPoolPropagation::updateActivityUbChange(
|
|
268
|
+
HighsInt col, double oldbound, double newbound) {
|
|
269
|
+
assert(!domain->infeasible_);
|
|
270
|
+
|
|
271
|
+
for (HighsInt i = colUpperWatched_[col]; i != -1;
|
|
272
|
+
i = watchedLiterals_[i].next) {
|
|
273
|
+
HighsInt conflict = i >> 1;
|
|
274
|
+
|
|
275
|
+
const HighsDomainChange& domchg = watchedLiterals_[i].domchg;
|
|
276
|
+
uint8_t numInactiveDelta =
|
|
277
|
+
(domchg.boundval < newbound) - (domchg.boundval < oldbound);
|
|
278
|
+
if (numInactiveDelta != 0) {
|
|
279
|
+
conflictFlag_[conflict] += numInactiveDelta;
|
|
280
|
+
markPropagateConflict(conflict);
|
|
281
|
+
}
|
|
282
|
+
}
|
|
283
|
+
}
|
|
284
|
+
|
|
285
|
+
void HighsDomain::ConflictPoolPropagation::propagateConflict(
|
|
286
|
+
HighsInt conflict) {
|
|
287
|
+
// remove propagate flag, but keep watched and deleted information
|
|
288
|
+
conflictFlag_[conflict] &= (3 | 8);
|
|
289
|
+
// if two inactive literals are watched or conflict has been deleted skip
|
|
290
|
+
if (conflictFlag_[conflict] >= 2) return;
|
|
291
|
+
|
|
292
|
+
if (domain->infeasible_) return;
|
|
293
|
+
|
|
294
|
+
const std::vector<HighsDomainChange>& entries =
|
|
295
|
+
conflictpool_->getConflictEntryVector();
|
|
296
|
+
HighsInt start = conflictpool_->getConflictRanges()[conflict].first;
|
|
297
|
+
if (start == -1) {
|
|
298
|
+
unlinkWatchedLiteral(2 * conflict);
|
|
299
|
+
unlinkWatchedLiteral(2 * conflict + 1);
|
|
300
|
+
return;
|
|
301
|
+
}
|
|
302
|
+
HighsInt end = conflictpool_->getConflictRanges()[conflict].second;
|
|
303
|
+
|
|
304
|
+
WatchedLiteral* watched = watchedLiterals_.data() + 2 * conflict;
|
|
305
|
+
|
|
306
|
+
std::array<HighsInt, 2> inactive;
|
|
307
|
+
uint8_t numInactive = 0;
|
|
308
|
+
for (HighsInt i = start; i != end; ++i) {
|
|
309
|
+
if (domain->isActive(entries[i])) continue;
|
|
310
|
+
|
|
311
|
+
inactive[numInactive++] = i;
|
|
312
|
+
if (numInactive == 2) break;
|
|
313
|
+
}
|
|
314
|
+
|
|
315
|
+
conflictFlag_[conflict] = numInactive;
|
|
316
|
+
|
|
317
|
+
switch (numInactive) {
|
|
318
|
+
case 0:
|
|
319
|
+
assert(!domain->infeasible_);
|
|
320
|
+
domain->mipsolver->mipdata_->debugSolution.nodePruned(*domain);
|
|
321
|
+
domain->infeasible_ = true;
|
|
322
|
+
domain->infeasible_reason = Reason::cut(
|
|
323
|
+
domain->cutpoolpropagation.size() + conflictpoolindex, conflict);
|
|
324
|
+
domain->infeasible_pos = domain->domchgstack_.size();
|
|
325
|
+
conflictpool_->resetAge(conflict);
|
|
326
|
+
// printf("conflict propagation found infeasibility\n");
|
|
327
|
+
break;
|
|
328
|
+
case 1: {
|
|
329
|
+
HighsDomainChange domchg = domain->flip(entries[inactive[0]]);
|
|
330
|
+
if (!domain->isActive(domchg)) {
|
|
331
|
+
domain->changeBound(
|
|
332
|
+
domain->flip(entries[inactive[0]]),
|
|
333
|
+
Reason::cut(domain->cutpoolpropagation.size() + conflictpoolindex,
|
|
334
|
+
conflict));
|
|
335
|
+
conflictpool_->resetAge(conflict);
|
|
336
|
+
}
|
|
337
|
+
// printf("conflict propagation found bound change\n");
|
|
338
|
+
break;
|
|
339
|
+
}
|
|
340
|
+
case 2: {
|
|
341
|
+
if (watched[0].domchg != entries[inactive[0]]) {
|
|
342
|
+
unlinkWatchedLiteral(2 * conflict);
|
|
343
|
+
watched[0].domchg = entries[inactive[0]];
|
|
344
|
+
linkWatchedLiteral(2 * conflict);
|
|
345
|
+
}
|
|
346
|
+
|
|
347
|
+
if (watched[1].domchg != entries[inactive[1]]) {
|
|
348
|
+
unlinkWatchedLiteral(2 * conflict + 1);
|
|
349
|
+
watched[1].domchg = entries[inactive[1]];
|
|
350
|
+
linkWatchedLiteral(2 * conflict + 1);
|
|
351
|
+
}
|
|
352
|
+
|
|
353
|
+
return;
|
|
354
|
+
}
|
|
355
|
+
}
|
|
356
|
+
}
|
|
357
|
+
|
|
358
|
+
HighsDomain::CutpoolPropagation::CutpoolPropagation(HighsInt cutpoolindex,
|
|
359
|
+
HighsDomain* domain,
|
|
360
|
+
HighsCutPool& cutpool_)
|
|
361
|
+
: cutpoolindex(cutpoolindex), domain(domain), cutpool(&cutpool_) {
|
|
362
|
+
cutpool->addPropagationDomain(this);
|
|
363
|
+
}
|
|
364
|
+
|
|
365
|
+
HighsDomain::CutpoolPropagation::CutpoolPropagation(
|
|
366
|
+
const CutpoolPropagation& other)
|
|
367
|
+
: cutpoolindex(other.cutpoolindex),
|
|
368
|
+
domain(other.domain),
|
|
369
|
+
cutpool(other.cutpool),
|
|
370
|
+
activitycuts_(other.activitycuts_),
|
|
371
|
+
activitycutsinf_(other.activitycutsinf_),
|
|
372
|
+
propagatecutflags_(other.propagatecutflags_),
|
|
373
|
+
propagatecutinds_(other.propagatecutinds_),
|
|
374
|
+
capacityThreshold_(other.capacityThreshold_) {
|
|
375
|
+
cutpool->addPropagationDomain(this);
|
|
376
|
+
}
|
|
377
|
+
|
|
378
|
+
HighsDomain::CutpoolPropagation::~CutpoolPropagation() {
|
|
379
|
+
cutpool->removePropagationDomain(this);
|
|
380
|
+
}
|
|
381
|
+
|
|
382
|
+
void HighsDomain::CutpoolPropagation::recomputeCapacityThreshold(HighsInt cut) {
|
|
383
|
+
HighsInt start = cutpool->getMatrix().getRowStart(cut);
|
|
384
|
+
HighsInt end = cutpool->getMatrix().getRowEnd(cut);
|
|
385
|
+
const HighsInt* arindex = cutpool->getMatrix().getARindex();
|
|
386
|
+
const double* arvalue = cutpool->getMatrix().getARvalue();
|
|
387
|
+
capacityThreshold_[cut] = -domain->feastol();
|
|
388
|
+
for (HighsInt i = start; i < end; ++i) {
|
|
389
|
+
if (domain->col_upper_[arindex[i]] == domain->col_lower_[arindex[i]])
|
|
390
|
+
continue;
|
|
391
|
+
|
|
392
|
+
double threshold =
|
|
393
|
+
std::fabs(arvalue[i]) * boundRange(domain->col_upper_[arindex[i]],
|
|
394
|
+
domain->col_lower_[arindex[i]],
|
|
395
|
+
domain->feastol(),
|
|
396
|
+
domain->variableType(arindex[i]));
|
|
397
|
+
|
|
398
|
+
capacityThreshold_[cut] =
|
|
399
|
+
std::max({capacityThreshold_[cut], threshold, domain->feastol()});
|
|
400
|
+
}
|
|
401
|
+
}
|
|
402
|
+
|
|
403
|
+
void HighsDomain::CutpoolPropagation::cutAdded(HighsInt cut, bool propagate) {
|
|
404
|
+
if (!propagate) {
|
|
405
|
+
if (domain != &domain->mipsolver->mipdata_->domain) return;
|
|
406
|
+
HighsInt start = cutpool->getMatrix().getRowStart(cut);
|
|
407
|
+
HighsInt end = cutpool->getMatrix().getRowEnd(cut);
|
|
408
|
+
const HighsInt* arindex = cutpool->getMatrix().getARindex();
|
|
409
|
+
const double* arvalue = cutpool->getMatrix().getARvalue();
|
|
410
|
+
|
|
411
|
+
if (HighsInt(activitycuts_.size()) <= cut) {
|
|
412
|
+
activitycuts_.resize(cut + 1);
|
|
413
|
+
activitycutsinf_.resize(cut + 1);
|
|
414
|
+
propagatecutflags_.resize(cut + 1, 2);
|
|
415
|
+
capacityThreshold_.resize(cut + 1);
|
|
416
|
+
}
|
|
417
|
+
|
|
418
|
+
propagatecutflags_[cut] &= ~uint8_t{2};
|
|
419
|
+
domain->computeMinActivity(start, end, arindex, arvalue,
|
|
420
|
+
activitycutsinf_[cut], activitycuts_[cut]);
|
|
421
|
+
} else {
|
|
422
|
+
HighsInt start = cutpool->getMatrix().getRowStart(cut);
|
|
423
|
+
HighsInt end = cutpool->getMatrix().getRowEnd(cut);
|
|
424
|
+
const HighsInt* arindex = cutpool->getMatrix().getARindex();
|
|
425
|
+
const double* arvalue = cutpool->getMatrix().getARvalue();
|
|
426
|
+
|
|
427
|
+
if (HighsInt(activitycuts_.size()) <= cut) {
|
|
428
|
+
activitycuts_.resize(cut + 1);
|
|
429
|
+
activitycutsinf_.resize(cut + 1);
|
|
430
|
+
propagatecutflags_.resize(cut + 1, 2);
|
|
431
|
+
capacityThreshold_.resize(cut + 1);
|
|
432
|
+
}
|
|
433
|
+
|
|
434
|
+
propagatecutflags_[cut] &= ~uint8_t{2};
|
|
435
|
+
domain->computeMinActivity(start, end, arindex, arvalue,
|
|
436
|
+
activitycutsinf_[cut], activitycuts_[cut]);
|
|
437
|
+
|
|
438
|
+
recomputeCapacityThreshold(cut);
|
|
439
|
+
markPropagateCut(cut);
|
|
440
|
+
}
|
|
441
|
+
}
|
|
442
|
+
|
|
443
|
+
void HighsDomain::CutpoolPropagation::cutDeleted(
|
|
444
|
+
HighsInt cut, bool deletedOnlyForPropagation) {
|
|
445
|
+
if (deletedOnlyForPropagation &&
|
|
446
|
+
domain == &domain->mipsolver->mipdata_->domain) {
|
|
447
|
+
assert(domain->branchPos_.empty());
|
|
448
|
+
return;
|
|
449
|
+
}
|
|
450
|
+
|
|
451
|
+
if (cut < (HighsInt)propagatecutflags_.size()) propagatecutflags_[cut] |= 2;
|
|
452
|
+
}
|
|
453
|
+
|
|
454
|
+
void HighsDomain::CutpoolPropagation::markPropagateCut(HighsInt cut) {
|
|
455
|
+
if (!propagatecutflags_[cut] &&
|
|
456
|
+
(activitycutsinf_[cut] == 1 ||
|
|
457
|
+
(cutpool->getRhs()[cut] - double(activitycuts_[cut]) <=
|
|
458
|
+
capacityThreshold_[cut]))) {
|
|
459
|
+
propagatecutinds_.push_back(cut);
|
|
460
|
+
propagatecutflags_[cut] |= 1;
|
|
461
|
+
}
|
|
462
|
+
}
|
|
463
|
+
|
|
464
|
+
void HighsDomain::CutpoolPropagation::updateActivityLbChange(HighsInt col,
|
|
465
|
+
double oldbound,
|
|
466
|
+
double newbound) {
|
|
467
|
+
assert(!domain->infeasible_);
|
|
468
|
+
|
|
469
|
+
if (newbound < oldbound) {
|
|
470
|
+
cutpool->getMatrix().forEachNegativeColumnEntry(
|
|
471
|
+
col, [&](HighsInt row, double val) {
|
|
472
|
+
domain->updateThresholdLbChange(col, newbound, val,
|
|
473
|
+
capacityThreshold_[row]);
|
|
474
|
+
return true;
|
|
475
|
+
});
|
|
476
|
+
}
|
|
477
|
+
|
|
478
|
+
cutpool->getMatrix().forEachPositiveColumnEntry(
|
|
479
|
+
col, [&](HighsInt row, double val) {
|
|
480
|
+
assert(val > 0);
|
|
481
|
+
HighsCDouble deltamin = computeDelta(val, oldbound, newbound,
|
|
482
|
+
-kHighsInf, activitycutsinf_[row]);
|
|
483
|
+
activitycuts_[row] += deltamin;
|
|
484
|
+
|
|
485
|
+
if (deltamin <= 0) {
|
|
486
|
+
domain->updateThresholdLbChange(col, newbound, val,
|
|
487
|
+
capacityThreshold_[row]);
|
|
488
|
+
return true;
|
|
489
|
+
}
|
|
490
|
+
|
|
491
|
+
if (activitycutsinf_[row] == 0 &&
|
|
492
|
+
activitycuts_[row] - cutpool->getRhs()[row] >
|
|
493
|
+
domain->mipsolver->mipdata_->feastol) {
|
|
494
|
+
// todo, now that multiple cutpools are possible the index needs to be
|
|
495
|
+
// encoded differently
|
|
496
|
+
domain->mipsolver->mipdata_->debugSolution.nodePruned(*domain);
|
|
497
|
+
domain->infeasible_ = true;
|
|
498
|
+
domain->infeasible_pos = domain->domchgstack_.size();
|
|
499
|
+
domain->infeasible_reason = Reason::cut(cutpoolindex, row);
|
|
500
|
+
return false;
|
|
501
|
+
}
|
|
502
|
+
|
|
503
|
+
markPropagateCut(row);
|
|
504
|
+
|
|
505
|
+
return true;
|
|
506
|
+
});
|
|
507
|
+
|
|
508
|
+
if (domain->infeasible_) {
|
|
509
|
+
assert(domain->infeasible_reason.type == cutpoolindex);
|
|
510
|
+
assert(domain->infeasible_reason.index >= 0);
|
|
511
|
+
std::swap(oldbound, newbound);
|
|
512
|
+
cutpool->getMatrix().forEachPositiveColumnEntry(
|
|
513
|
+
col, [&](HighsInt row, double val) {
|
|
514
|
+
assert(val > 0);
|
|
515
|
+
activitycuts_[row] += computeDelta(val, oldbound, newbound,
|
|
516
|
+
-kHighsInf, activitycutsinf_[row]);
|
|
517
|
+
|
|
518
|
+
if (domain->infeasible_reason.index == row) return false;
|
|
519
|
+
|
|
520
|
+
return true;
|
|
521
|
+
});
|
|
522
|
+
}
|
|
523
|
+
}
|
|
524
|
+
|
|
525
|
+
void HighsDomain::CutpoolPropagation::updateActivityUbChange(HighsInt col,
|
|
526
|
+
double oldbound,
|
|
527
|
+
double newbound) {
|
|
528
|
+
assert(!domain->infeasible_);
|
|
529
|
+
|
|
530
|
+
if (newbound > oldbound) {
|
|
531
|
+
cutpool->getMatrix().forEachPositiveColumnEntry(
|
|
532
|
+
col, [&](HighsInt row, double val) {
|
|
533
|
+
domain->updateThresholdUbChange(col, newbound, val,
|
|
534
|
+
capacityThreshold_[row]);
|
|
535
|
+
return true;
|
|
536
|
+
});
|
|
537
|
+
}
|
|
538
|
+
|
|
539
|
+
cutpool->getMatrix().forEachNegativeColumnEntry(
|
|
540
|
+
col, [&](HighsInt row, double val) {
|
|
541
|
+
assert(val < 0);
|
|
542
|
+
HighsCDouble deltamin = computeDelta(val, oldbound, newbound, kHighsInf,
|
|
543
|
+
activitycutsinf_[row]);
|
|
544
|
+
activitycuts_[row] += deltamin;
|
|
545
|
+
|
|
546
|
+
if (deltamin <= 0) {
|
|
547
|
+
domain->updateThresholdUbChange(col, newbound, val,
|
|
548
|
+
capacityThreshold_[row]);
|
|
549
|
+
return true;
|
|
550
|
+
}
|
|
551
|
+
|
|
552
|
+
if (activitycutsinf_[row] == 0 &&
|
|
553
|
+
activitycuts_[row] - cutpool->getRhs()[row] >
|
|
554
|
+
domain->mipsolver->mipdata_->feastol) {
|
|
555
|
+
domain->mipsolver->mipdata_->debugSolution.nodePruned(*domain);
|
|
556
|
+
domain->infeasible_ = true;
|
|
557
|
+
domain->infeasible_pos = domain->domchgstack_.size();
|
|
558
|
+
domain->infeasible_reason = Reason::cut(cutpoolindex, row);
|
|
559
|
+
return false;
|
|
560
|
+
}
|
|
561
|
+
|
|
562
|
+
markPropagateCut(row);
|
|
563
|
+
|
|
564
|
+
return true;
|
|
565
|
+
});
|
|
566
|
+
|
|
567
|
+
if (domain->infeasible_) {
|
|
568
|
+
assert(domain->infeasible_reason.type == cutpoolindex);
|
|
569
|
+
assert(domain->infeasible_reason.index >= 0);
|
|
570
|
+
std::swap(oldbound, newbound);
|
|
571
|
+
cutpool->getMatrix().forEachNegativeColumnEntry(
|
|
572
|
+
col, [&](HighsInt row, double val) {
|
|
573
|
+
assert(val < 0);
|
|
574
|
+
activitycuts_[row] += computeDelta(val, oldbound, newbound, kHighsInf,
|
|
575
|
+
activitycutsinf_[row]);
|
|
576
|
+
|
|
577
|
+
if (domain->infeasible_reason.index == row) return false;
|
|
578
|
+
|
|
579
|
+
return true;
|
|
580
|
+
});
|
|
581
|
+
}
|
|
582
|
+
}
|
|
583
|
+
|
|
584
|
+
namespace highs {
|
|
585
|
+
template <>
|
|
586
|
+
struct RbTreeTraits<
|
|
587
|
+
HighsDomain::ObjectivePropagation::ObjectiveContributionTree> {
|
|
588
|
+
using KeyType = std::pair<double, HighsInt>;
|
|
589
|
+
using LinkType = HighsInt;
|
|
590
|
+
};
|
|
591
|
+
} // namespace highs
|
|
592
|
+
|
|
593
|
+
class HighsDomain::ObjectivePropagation::ObjectiveContributionTree
|
|
594
|
+
: public highs::CacheMinRbTree<ObjectiveContributionTree> {
|
|
595
|
+
std::vector<ObjectiveContribution>& nodes;
|
|
596
|
+
|
|
597
|
+
public:
|
|
598
|
+
ObjectiveContributionTree(ObjectivePropagation* objProp, HighsInt partition)
|
|
599
|
+
: highs::CacheMinRbTree<ObjectiveContributionTree>(
|
|
600
|
+
objProp->contributionPartitionSets[partition].first,
|
|
601
|
+
objProp->contributionPartitionSets[partition].second),
|
|
602
|
+
nodes(objProp->objectiveLowerContributions) {}
|
|
603
|
+
|
|
604
|
+
highs::RbTreeLinks<HighsInt>& getRbTreeLinks(HighsInt node) {
|
|
605
|
+
return nodes[node].links;
|
|
606
|
+
}
|
|
607
|
+
|
|
608
|
+
const highs::RbTreeLinks<HighsInt>& getRbTreeLinks(HighsInt node) const {
|
|
609
|
+
return nodes[node].links;
|
|
610
|
+
}
|
|
611
|
+
|
|
612
|
+
std::pair<double, HighsInt> getKey(HighsInt node) const {
|
|
613
|
+
return std::make_pair(-nodes[node].contribution, nodes[node].col);
|
|
614
|
+
}
|
|
615
|
+
};
|
|
616
|
+
|
|
617
|
+
HighsDomain::ObjectivePropagation::ObjectivePropagation(HighsDomain* domain)
|
|
618
|
+
: domain(domain),
|
|
619
|
+
objFunc(&domain->mipsolver->mipdata_->objectiveFunction),
|
|
620
|
+
cost(domain->mipsolver->model_->col_cost_.data()) {
|
|
621
|
+
const auto& objNonzeros = objFunc->getObjectiveNonzeros();
|
|
622
|
+
const auto& partitionStarts = objFunc->getCliquePartitionStarts();
|
|
623
|
+
|
|
624
|
+
HighsInt numPartitions = objFunc->getNumCliquePartitions();
|
|
625
|
+
|
|
626
|
+
if (numPartitions != 0) {
|
|
627
|
+
propagationConsBuffer = objFunc->getObjectiveValuesPacked();
|
|
628
|
+
partitionCliqueData.resize(objFunc->getNumCliquePartitions());
|
|
629
|
+
}
|
|
630
|
+
|
|
631
|
+
isPropagated = false;
|
|
632
|
+
capacityThreshold = kHighsInf;
|
|
633
|
+
objectiveLower = 0.0;
|
|
634
|
+
numInfObjLower = 0;
|
|
635
|
+
objectiveLowerContributions.resize(partitionStarts[numPartitions]);
|
|
636
|
+
contributionPartitionSets.resize(numPartitions,
|
|
637
|
+
std::make_pair(HighsInt{-1}, HighsInt{-1}));
|
|
638
|
+
|
|
639
|
+
// for each clique partition first set up all columns as contributing with
|
|
640
|
+
// their largest possible value and then remove the largest contribution of
|
|
641
|
+
// each clique partition. For these columns we do not need to check for finite
|
|
642
|
+
// bounds as they must be binary. We do not assume, however, that they must be
|
|
643
|
+
// unfixed but could be fixed to 0 or 1. We maintain a heap that fulfills the
|
|
644
|
+
// invariant that the largest column may be not fixed to its value with the
|
|
645
|
+
// larger contribution.
|
|
646
|
+
for (HighsInt i = 0; i < numPartitions; ++i) {
|
|
647
|
+
ObjectiveContributionTree contributionTree(this, i);
|
|
648
|
+
partitionCliqueData[i].rhs = 1;
|
|
649
|
+
for (HighsInt j = partitionStarts[i]; j < partitionStarts[i + 1]; ++j) {
|
|
650
|
+
HighsInt col = objNonzeros[j];
|
|
651
|
+
objectiveLowerContributions[j].col = col;
|
|
652
|
+
objectiveLowerContributions[j].partition = i;
|
|
653
|
+
if (cost[col] > 0.0) {
|
|
654
|
+
objectiveLower += cost[col];
|
|
655
|
+
objectiveLowerContributions[j].contribution = cost[col];
|
|
656
|
+
partitionCliqueData[i].rhs -= 1;
|
|
657
|
+
if (domain->col_lower_[col] == 0.0) contributionTree.link(j);
|
|
658
|
+
} else {
|
|
659
|
+
objectiveLowerContributions[j].contribution = -cost[col];
|
|
660
|
+
if (domain->col_upper_[col] == 1.0) contributionTree.link(j);
|
|
661
|
+
}
|
|
662
|
+
}
|
|
663
|
+
|
|
664
|
+
HighsInt worstPos = contributionTree.first();
|
|
665
|
+
if (worstPos != -1)
|
|
666
|
+
objectiveLower -= objectiveLowerContributions[worstPos].contribution;
|
|
667
|
+
}
|
|
668
|
+
|
|
669
|
+
// add contribution of remaining objective nonzeros
|
|
670
|
+
const HighsInt numObjNz = objNonzeros.size();
|
|
671
|
+
for (HighsInt i = partitionStarts[numPartitions]; i < numObjNz; ++i) {
|
|
672
|
+
HighsInt col = objNonzeros[i];
|
|
673
|
+
if (cost[col] > 0.0) {
|
|
674
|
+
if (domain->col_lower_[col] == -kHighsInf)
|
|
675
|
+
++numInfObjLower;
|
|
676
|
+
else
|
|
677
|
+
objectiveLower += domain->col_lower_[col] * cost[col];
|
|
678
|
+
} else {
|
|
679
|
+
if (domain->col_upper_[col] == kHighsInf)
|
|
680
|
+
++numInfObjLower;
|
|
681
|
+
else
|
|
682
|
+
objectiveLower += domain->col_upper_[col] * cost[col];
|
|
683
|
+
}
|
|
684
|
+
}
|
|
685
|
+
|
|
686
|
+
recomputeCapacityThreshold();
|
|
687
|
+
debugCheckObjectiveLower();
|
|
688
|
+
}
|
|
689
|
+
|
|
690
|
+
void HighsDomain::ObjectivePropagation::getPropagationConstraint(
|
|
691
|
+
HighsInt domchgStackSize, const double*& vals, const HighsInt*& inds,
|
|
692
|
+
HighsInt& len, double& rhs, HighsInt domchgCol) {
|
|
693
|
+
const HighsInt numPartitions = objFunc->getNumCliquePartitions();
|
|
694
|
+
inds = objFunc->getObjectiveNonzeros().data();
|
|
695
|
+
len = objFunc->getObjectiveNonzeros().size();
|
|
696
|
+
if (numPartitions == 0) {
|
|
697
|
+
vals = objFunc->getObjectiveValuesPacked().data();
|
|
698
|
+
rhs = domain->mipsolver->mipdata_->upper_limit;
|
|
699
|
+
return;
|
|
700
|
+
}
|
|
701
|
+
const auto& partitionStarts = objFunc->getCliquePartitionStarts();
|
|
702
|
+
|
|
703
|
+
HighsCDouble tmpRhs = domain->mipsolver->mipdata_->upper_limit;
|
|
704
|
+
for (HighsInt i = 0; i < numPartitions; ++i) {
|
|
705
|
+
HighsInt start = partitionStarts[i];
|
|
706
|
+
HighsInt end = partitionStarts[i + 1];
|
|
707
|
+
double largest = 0.0;
|
|
708
|
+
for (HighsInt j = start; j < end; ++j) {
|
|
709
|
+
HighsInt c = inds[j];
|
|
710
|
+
HighsInt pos;
|
|
711
|
+
// skip the column we might want to explain a bound change for and take
|
|
712
|
+
// the second largest column instead.
|
|
713
|
+
if (c == domchgCol) continue;
|
|
714
|
+
if (cost[c] > 0) {
|
|
715
|
+
double lb = domain->getColLowerPos(c, domchgStackSize, pos);
|
|
716
|
+
if (lb < 1) largest = std::max(largest, cost[c]);
|
|
717
|
+
} else {
|
|
718
|
+
double ub = domain->getColUpperPos(c, domchgStackSize, pos);
|
|
719
|
+
if (ub > 0) largest = std::max(largest, -cost[c]);
|
|
720
|
+
}
|
|
721
|
+
}
|
|
722
|
+
|
|
723
|
+
tmpRhs += largest * partitionCliqueData[i].rhs;
|
|
724
|
+
if (partitionCliqueData[i].multiplier != largest) {
|
|
725
|
+
partitionCliqueData[i].multiplier = largest;
|
|
726
|
+
const auto& packedObjVals = objFunc->getObjectiveValuesPacked();
|
|
727
|
+
for (HighsInt j = start; j < end; ++j)
|
|
728
|
+
propagationConsBuffer[j] =
|
|
729
|
+
packedObjVals[j] - std::copysign(largest, packedObjVals[j]);
|
|
730
|
+
}
|
|
731
|
+
}
|
|
732
|
+
|
|
733
|
+
vals = propagationConsBuffer.data();
|
|
734
|
+
rhs = double(tmpRhs);
|
|
735
|
+
}
|
|
736
|
+
|
|
737
|
+
void HighsDomain::ObjectivePropagation::recomputeCapacityThreshold() {
|
|
738
|
+
const auto& partitionStarts = objFunc->getCliquePartitionStarts();
|
|
739
|
+
HighsInt numPartitions = objFunc->getNumCliquePartitions();
|
|
740
|
+
|
|
741
|
+
capacityThreshold = -domain->feastol();
|
|
742
|
+
for (HighsInt i = 0; i < numPartitions; ++i) {
|
|
743
|
+
ObjectiveContributionTree contributionTree(this, i);
|
|
744
|
+
HighsInt worstPos = contributionTree.first();
|
|
745
|
+
if (worstPos == -1) continue;
|
|
746
|
+
if (domain->isFixed(objectiveLowerContributions[worstPos].col)) continue;
|
|
747
|
+
|
|
748
|
+
double contribution = objectiveLowerContributions[worstPos].contribution;
|
|
749
|
+
HighsInt bestPos = contributionTree.last();
|
|
750
|
+
if (bestPos != worstPos)
|
|
751
|
+
contribution -= objectiveLowerContributions[bestPos].contribution;
|
|
752
|
+
|
|
753
|
+
capacityThreshold =
|
|
754
|
+
std::max(capacityThreshold, contribution * (1.0 - domain->feastol()));
|
|
755
|
+
}
|
|
756
|
+
|
|
757
|
+
const auto& objNonzeros = objFunc->getObjectiveNonzeros();
|
|
758
|
+
const HighsInt numObjNzs = objNonzeros.size();
|
|
759
|
+
for (HighsInt i = partitionStarts[numPartitions]; i < numObjNzs; ++i) {
|
|
760
|
+
HighsInt col = objNonzeros[i];
|
|
761
|
+
|
|
762
|
+
capacityThreshold = std::max(
|
|
763
|
+
capacityThreshold,
|
|
764
|
+
std::fabs(cost[col]) *
|
|
765
|
+
boundRange(domain->col_upper_[col], domain->col_lower_[col],
|
|
766
|
+
domain->feastol(), domain->variableType(col)));
|
|
767
|
+
}
|
|
768
|
+
}
|
|
769
|
+
|
|
770
|
+
void HighsDomain::ObjectivePropagation::updateActivityLbChange(
|
|
771
|
+
HighsInt col, double oldbound, double newbound) {
|
|
772
|
+
if (cost[col] <= 0.0) {
|
|
773
|
+
if (cost[col] != 0.0 && newbound < oldbound) {
|
|
774
|
+
capacityThreshold =
|
|
775
|
+
std::max(capacityThreshold,
|
|
776
|
+
-cost[col] * boundRange(domain->col_upper_[col], newbound,
|
|
777
|
+
domain->feastol(),
|
|
778
|
+
domain->variableType(col)));
|
|
779
|
+
isPropagated = false;
|
|
780
|
+
}
|
|
781
|
+
debugCheckObjectiveLower();
|
|
782
|
+
return;
|
|
783
|
+
}
|
|
784
|
+
|
|
785
|
+
isPropagated = false;
|
|
786
|
+
|
|
787
|
+
HighsInt partitionPos = objFunc->getColCliquePartition(col);
|
|
788
|
+
if (partitionPos == -1) {
|
|
789
|
+
if (oldbound == -kHighsInf)
|
|
790
|
+
--numInfObjLower;
|
|
791
|
+
else
|
|
792
|
+
objectiveLower -= oldbound * cost[col];
|
|
793
|
+
|
|
794
|
+
if (newbound == -kHighsInf)
|
|
795
|
+
++numInfObjLower;
|
|
796
|
+
else
|
|
797
|
+
objectiveLower += newbound * cost[col];
|
|
798
|
+
|
|
799
|
+
debugCheckObjectiveLower();
|
|
800
|
+
|
|
801
|
+
if (newbound < oldbound) {
|
|
802
|
+
capacityThreshold = std::max(
|
|
803
|
+
capacityThreshold,
|
|
804
|
+
cost[col] * boundRange(domain->col_upper_[col],
|
|
805
|
+
domain->col_lower_[col], domain->feastol(),
|
|
806
|
+
domain->variableType(col)));
|
|
807
|
+
} else if (numInfObjLower == 0 &&
|
|
808
|
+
objectiveLower > domain->mipsolver->mipdata_->upper_limit) {
|
|
809
|
+
domain->infeasible_ = true;
|
|
810
|
+
domain->infeasible_pos = domain->domchgstack_.size();
|
|
811
|
+
domain->infeasible_reason = Reason::objective();
|
|
812
|
+
updateActivityLbChange(col, newbound, oldbound);
|
|
813
|
+
}
|
|
814
|
+
} else {
|
|
815
|
+
if (newbound == 0.0) {
|
|
816
|
+
assert(oldbound == 1.0);
|
|
817
|
+
// binary lower bound of variable in clique partition is relaxed to 0
|
|
818
|
+
HighsInt partition = objectiveLowerContributions[partitionPos].partition;
|
|
819
|
+
ObjectiveContributionTree contributionTree(this, partition);
|
|
820
|
+
HighsInt currFirst = contributionTree.first();
|
|
821
|
+
|
|
822
|
+
contributionTree.link(partitionPos);
|
|
823
|
+
|
|
824
|
+
double oldContribution = 0.0;
|
|
825
|
+
if (currFirst != -1)
|
|
826
|
+
oldContribution = objectiveLowerContributions[currFirst].contribution;
|
|
827
|
+
|
|
828
|
+
if (partitionPos == contributionTree.first() &&
|
|
829
|
+
objectiveLowerContributions[partitionPos].contribution !=
|
|
830
|
+
oldContribution) {
|
|
831
|
+
objectiveLower += oldContribution;
|
|
832
|
+
objectiveLower -=
|
|
833
|
+
objectiveLowerContributions[partitionPos].contribution;
|
|
834
|
+
|
|
835
|
+
// update the capacity threshold with the difference of the new highest
|
|
836
|
+
// contribution position to the lowest contribution as the column with
|
|
837
|
+
// the lowest contribution can be fixed to its bound that yields the
|
|
838
|
+
// highest objective value.
|
|
839
|
+
HighsInt bestPos = contributionTree.last();
|
|
840
|
+
double delta = objectiveLowerContributions[partitionPos].contribution;
|
|
841
|
+
if (bestPos != partitionPos)
|
|
842
|
+
delta -= objectiveLowerContributions[bestPos].contribution;
|
|
843
|
+
capacityThreshold =
|
|
844
|
+
std::max(delta * (1.0 - domain->feastol()), capacityThreshold);
|
|
845
|
+
} else {
|
|
846
|
+
// the new linked column could be the one with the new lowest
|
|
847
|
+
// contribution so update the capacity threshold to ensure propagation
|
|
848
|
+
// runs when it can be fixed to the bound that yields the highest
|
|
849
|
+
// objective value
|
|
850
|
+
capacityThreshold =
|
|
851
|
+
std::max((oldContribution -
|
|
852
|
+
objectiveLowerContributions[partitionPos].contribution) *
|
|
853
|
+
(1.0 - domain->feastol()),
|
|
854
|
+
capacityThreshold);
|
|
855
|
+
}
|
|
856
|
+
|
|
857
|
+
debugCheckObjectiveLower();
|
|
858
|
+
} else {
|
|
859
|
+
// binary lower bound of variable in clique partition is tightened to 1
|
|
860
|
+
assert(oldbound == 0.0);
|
|
861
|
+
assert(newbound == 1.0);
|
|
862
|
+
|
|
863
|
+
HighsInt partition = objectiveLowerContributions[partitionPos].partition;
|
|
864
|
+
ObjectiveContributionTree contributionTree(this, partition);
|
|
865
|
+
bool wasFirst = contributionTree.first() == partitionPos;
|
|
866
|
+
if (wasFirst)
|
|
867
|
+
objectiveLower +=
|
|
868
|
+
objectiveLowerContributions[partitionPos].contribution;
|
|
869
|
+
|
|
870
|
+
contributionTree.unlink(partitionPos);
|
|
871
|
+
|
|
872
|
+
if (wasFirst) {
|
|
873
|
+
HighsInt newWorst = contributionTree.first();
|
|
874
|
+
if (newWorst != -1)
|
|
875
|
+
objectiveLower -= objectiveLowerContributions[newWorst].contribution;
|
|
876
|
+
}
|
|
877
|
+
|
|
878
|
+
debugCheckObjectiveLower();
|
|
879
|
+
|
|
880
|
+
if (numInfObjLower == 0 &&
|
|
881
|
+
objectiveLower > domain->mipsolver->mipdata_->upper_limit) {
|
|
882
|
+
domain->infeasible_ = true;
|
|
883
|
+
domain->infeasible_pos = domain->domchgstack_.size();
|
|
884
|
+
domain->infeasible_reason = Reason::objective();
|
|
885
|
+
updateActivityLbChange(col, newbound, oldbound);
|
|
886
|
+
}
|
|
887
|
+
}
|
|
888
|
+
}
|
|
889
|
+
}
|
|
890
|
+
|
|
891
|
+
void HighsDomain::ObjectivePropagation::updateActivityUbChange(
|
|
892
|
+
HighsInt col, double oldbound, double newbound) {
|
|
893
|
+
if (cost[col] >= 0.0) {
|
|
894
|
+
if (cost[col] != 0.0 && newbound > oldbound) {
|
|
895
|
+
capacityThreshold = std::max(
|
|
896
|
+
capacityThreshold,
|
|
897
|
+
cost[col] * boundRange(newbound, domain->col_lower_[col],
|
|
898
|
+
domain->feastol(), domain->variableType(col)));
|
|
899
|
+
isPropagated = false;
|
|
900
|
+
}
|
|
901
|
+
debugCheckObjectiveLower();
|
|
902
|
+
return;
|
|
903
|
+
}
|
|
904
|
+
|
|
905
|
+
isPropagated = false;
|
|
906
|
+
|
|
907
|
+
HighsInt partitionPos = objFunc->getColCliquePartition(col);
|
|
908
|
+
if (partitionPos == -1) {
|
|
909
|
+
if (oldbound == kHighsInf)
|
|
910
|
+
--numInfObjLower;
|
|
911
|
+
else
|
|
912
|
+
objectiveLower -= oldbound * cost[col];
|
|
913
|
+
|
|
914
|
+
if (newbound == kHighsInf)
|
|
915
|
+
++numInfObjLower;
|
|
916
|
+
else
|
|
917
|
+
objectiveLower += newbound * cost[col];
|
|
918
|
+
|
|
919
|
+
debugCheckObjectiveLower();
|
|
920
|
+
|
|
921
|
+
if (newbound > oldbound) {
|
|
922
|
+
capacityThreshold = std::max(
|
|
923
|
+
capacityThreshold,
|
|
924
|
+
-cost[col] * boundRange(domain->col_upper_[col],
|
|
925
|
+
domain->col_lower_[col], domain->feastol(),
|
|
926
|
+
domain->variableType(col)));
|
|
927
|
+
} else if (numInfObjLower == 0 &&
|
|
928
|
+
objectiveLower > domain->mipsolver->mipdata_->upper_limit) {
|
|
929
|
+
domain->infeasible_ = true;
|
|
930
|
+
domain->infeasible_pos = domain->domchgstack_.size();
|
|
931
|
+
domain->infeasible_reason = Reason::objective();
|
|
932
|
+
updateActivityUbChange(col, newbound, oldbound);
|
|
933
|
+
}
|
|
934
|
+
} else {
|
|
935
|
+
if (newbound == 1.0) {
|
|
936
|
+
assert(oldbound == 0.0);
|
|
937
|
+
// binary upper bound of variable in clique partition is relaxed to 1
|
|
938
|
+
HighsInt partition = objectiveLowerContributions[partitionPos].partition;
|
|
939
|
+
ObjectiveContributionTree contributionTree(this, partition);
|
|
940
|
+
HighsInt currFirst = contributionTree.first();
|
|
941
|
+
|
|
942
|
+
contributionTree.link(partitionPos);
|
|
943
|
+
|
|
944
|
+
double oldContribution = 0.0;
|
|
945
|
+
if (currFirst != -1)
|
|
946
|
+
oldContribution = objectiveLowerContributions[currFirst].contribution;
|
|
947
|
+
|
|
948
|
+
if (partitionPos == contributionTree.first() &&
|
|
949
|
+
objectiveLowerContributions[partitionPos].contribution !=
|
|
950
|
+
oldContribution) {
|
|
951
|
+
objectiveLower += oldContribution;
|
|
952
|
+
objectiveLower -=
|
|
953
|
+
objectiveLowerContributions[partitionPos].contribution;
|
|
954
|
+
|
|
955
|
+
// update the capacity threshold with the difference of the new highest
|
|
956
|
+
// contribution position to the lowest contribution as the column with
|
|
957
|
+
// the lowest contribution can be fixed to its bound that yields the
|
|
958
|
+
// highest objective value.
|
|
959
|
+
HighsInt bestPos = contributionTree.last();
|
|
960
|
+
double delta = objectiveLowerContributions[partitionPos].contribution;
|
|
961
|
+
if (bestPos != partitionPos)
|
|
962
|
+
delta -= objectiveLowerContributions[bestPos].contribution;
|
|
963
|
+
capacityThreshold =
|
|
964
|
+
std::max(delta * (1.0 - domain->feastol()), capacityThreshold);
|
|
965
|
+
} else {
|
|
966
|
+
// the new linked column could be the one with the new lowest
|
|
967
|
+
// contribution so update the capacity threshold to ensure propagation
|
|
968
|
+
// runs when it can be fixed to the bound that yields the highest
|
|
969
|
+
// objective value
|
|
970
|
+
capacityThreshold =
|
|
971
|
+
std::max((oldContribution -
|
|
972
|
+
objectiveLowerContributions[partitionPos].contribution) *
|
|
973
|
+
(1.0 - domain->feastol()),
|
|
974
|
+
capacityThreshold);
|
|
975
|
+
}
|
|
976
|
+
|
|
977
|
+
debugCheckObjectiveLower();
|
|
978
|
+
} else {
|
|
979
|
+
// binary upper bound of variable in clique partition is tightened to 0
|
|
980
|
+
assert(oldbound == 1.0);
|
|
981
|
+
assert(newbound == 0.0);
|
|
982
|
+
HighsInt partition = objectiveLowerContributions[partitionPos].partition;
|
|
983
|
+
ObjectiveContributionTree contributionTree(this, partition);
|
|
984
|
+
bool wasFirst = contributionTree.first() == partitionPos;
|
|
985
|
+
if (wasFirst)
|
|
986
|
+
objectiveLower +=
|
|
987
|
+
objectiveLowerContributions[partitionPos].contribution;
|
|
988
|
+
|
|
989
|
+
contributionTree.unlink(partitionPos);
|
|
990
|
+
|
|
991
|
+
if (wasFirst) {
|
|
992
|
+
HighsInt newWorst = contributionTree.first();
|
|
993
|
+
if (newWorst != -1)
|
|
994
|
+
objectiveLower -= objectiveLowerContributions[newWorst].contribution;
|
|
995
|
+
}
|
|
996
|
+
|
|
997
|
+
debugCheckObjectiveLower();
|
|
998
|
+
|
|
999
|
+
if (numInfObjLower == 0 &&
|
|
1000
|
+
objectiveLower > domain->mipsolver->mipdata_->upper_limit) {
|
|
1001
|
+
domain->infeasible_ = true;
|
|
1002
|
+
domain->infeasible_pos = domain->domchgstack_.size();
|
|
1003
|
+
domain->infeasible_reason = Reason::objective();
|
|
1004
|
+
updateActivityUbChange(col, newbound, oldbound);
|
|
1005
|
+
}
|
|
1006
|
+
}
|
|
1007
|
+
}
|
|
1008
|
+
}
|
|
1009
|
+
|
|
1010
|
+
bool HighsDomain::ObjectivePropagation::shouldBePropagated() const {
|
|
1011
|
+
if (isPropagated) return false;
|
|
1012
|
+
if (numInfObjLower > 1) return false;
|
|
1013
|
+
if (domain->infeasible_) return false;
|
|
1014
|
+
double upperLimit = domain->mipsolver->mipdata_->upper_limit;
|
|
1015
|
+
if (upperLimit == kHighsInf) return false;
|
|
1016
|
+
if (upperLimit - double(objectiveLower) > capacityThreshold) return false;
|
|
1017
|
+
|
|
1018
|
+
return true;
|
|
1019
|
+
}
|
|
1020
|
+
|
|
1021
|
+
void HighsDomain::ObjectivePropagation::debugCheckObjectiveLower() const {
|
|
1022
|
+
#ifndef NDEBUG
|
|
1023
|
+
if (domain->infeasible_) return;
|
|
1024
|
+
HighsCDouble lowerFromScratch = 0.0;
|
|
1025
|
+
HighsInt numInf = 0;
|
|
1026
|
+
const HighsInt numPartitions = objFunc->getNumCliquePartitions();
|
|
1027
|
+
const auto& partitionStarts = objFunc->getCliquePartitionStarts();
|
|
1028
|
+
const auto& objNonzeros = objFunc->getObjectiveNonzeros();
|
|
1029
|
+
|
|
1030
|
+
const HighsInt numObjNzs = objNonzeros.size();
|
|
1031
|
+
for (HighsInt i = 0; i < numPartitions; ++i) {
|
|
1032
|
+
HighsInt start = partitionStarts[i];
|
|
1033
|
+
HighsInt end = partitionStarts[i + 1];
|
|
1034
|
+
double largest = 0.0;
|
|
1035
|
+
for (HighsInt j = start; j < end; ++j) {
|
|
1036
|
+
HighsInt c = objNonzeros[j];
|
|
1037
|
+
if (cost[c] > 0) {
|
|
1038
|
+
lowerFromScratch += cost[c];
|
|
1039
|
+
|
|
1040
|
+
if (domain->col_lower_[c] < 1) largest = std::max(largest, cost[c]);
|
|
1041
|
+
} else {
|
|
1042
|
+
if (domain->col_upper_[c] > 0) largest = std::max(largest, -cost[c]);
|
|
1043
|
+
}
|
|
1044
|
+
}
|
|
1045
|
+
lowerFromScratch -= largest;
|
|
1046
|
+
}
|
|
1047
|
+
|
|
1048
|
+
for (HighsInt i = partitionStarts[numPartitions]; i < numObjNzs; ++i) {
|
|
1049
|
+
HighsInt col = objNonzeros[i];
|
|
1050
|
+
if (cost[col] > 0) {
|
|
1051
|
+
if (domain->col_lower_[col] > -kHighsInf)
|
|
1052
|
+
lowerFromScratch += domain->col_lower_[col] * cost[col];
|
|
1053
|
+
else
|
|
1054
|
+
++numInf;
|
|
1055
|
+
} else {
|
|
1056
|
+
if (domain->col_upper_[col] < kHighsInf)
|
|
1057
|
+
lowerFromScratch += domain->col_upper_[col] * cost[col];
|
|
1058
|
+
else
|
|
1059
|
+
++numInf;
|
|
1060
|
+
}
|
|
1061
|
+
}
|
|
1062
|
+
assert(std::fabs(double(lowerFromScratch - objectiveLower)) <=
|
|
1063
|
+
domain->feastol());
|
|
1064
|
+
assert(numInf == numInfObjLower);
|
|
1065
|
+
#endif
|
|
1066
|
+
}
|
|
1067
|
+
|
|
1068
|
+
void HighsDomain::ObjectivePropagation::propagate() {
|
|
1069
|
+
if (!shouldBePropagated()) return;
|
|
1070
|
+
|
|
1071
|
+
debugCheckObjectiveLower();
|
|
1072
|
+
|
|
1073
|
+
const double upperLimit = domain->mipsolver->mipdata_->upper_limit;
|
|
1074
|
+
if (numInfObjLower == 0 && objectiveLower > upperLimit) {
|
|
1075
|
+
domain->infeasible_ = true;
|
|
1076
|
+
domain->infeasible_pos = domain->domchgstack_.size();
|
|
1077
|
+
domain->infeasible_reason = Reason::objective();
|
|
1078
|
+
return;
|
|
1079
|
+
}
|
|
1080
|
+
|
|
1081
|
+
const auto& objNonzeros = objFunc->getObjectiveNonzeros();
|
|
1082
|
+
|
|
1083
|
+
HighsCDouble capacity = upperLimit - objectiveLower;
|
|
1084
|
+
if (numInfObjLower == 1) {
|
|
1085
|
+
// Scan non-binary columns for infinite bound contribution until the one
|
|
1086
|
+
// column that contributes with an infinite bound is found which is the only
|
|
1087
|
+
// column that can be propagated
|
|
1088
|
+
HighsInt numCol = objNonzeros.size();
|
|
1089
|
+
for (HighsInt i = objFunc->getNumBinariesInObjective(); i < numCol; ++i) {
|
|
1090
|
+
HighsInt col = objNonzeros[i];
|
|
1091
|
+
if ((cost[col] > 0 && domain->col_lower_[col] != -kHighsInf) ||
|
|
1092
|
+
(cost[col] < 0 && domain->col_upper_[col] != kHighsInf))
|
|
1093
|
+
continue;
|
|
1094
|
+
domain->checkChangeBound(
|
|
1095
|
+
cost[col] > 0 ? HighsBoundType::kUpper : HighsBoundType::kLower, col,
|
|
1096
|
+
capacity / cost[col], Reason::objective());
|
|
1097
|
+
break;
|
|
1098
|
+
}
|
|
1099
|
+
} else {
|
|
1100
|
+
HighsInt numPartitions = objFunc->getNumCliquePartitions();
|
|
1101
|
+
while (true) {
|
|
1102
|
+
HighsInt numBoundChanges = 0;
|
|
1103
|
+
for (HighsInt i = 0; i < numPartitions; ++i) {
|
|
1104
|
+
ObjectiveContributionTree contributionTree(this, i);
|
|
1105
|
+
HighsInt worst = contributionTree.first();
|
|
1106
|
+
if (worst == -1) continue;
|
|
1107
|
+
|
|
1108
|
+
double contribution = objectiveLowerContributions[worst].contribution;
|
|
1109
|
+
|
|
1110
|
+
HighsInt secondWorst = contributionTree.successor(worst);
|
|
1111
|
+
if (secondWorst != -1)
|
|
1112
|
+
contribution -= objectiveLowerContributions[secondWorst].contribution;
|
|
1113
|
+
|
|
1114
|
+
// the upper limit already uses a tolerance, so we can do a hard cutoff
|
|
1115
|
+
if (contribution > capacity) {
|
|
1116
|
+
HighsInt col = objectiveLowerContributions[worst].col;
|
|
1117
|
+
if (cost[col] > 0) {
|
|
1118
|
+
if (domain->col_upper_[col] > 0.0) {
|
|
1119
|
+
numBoundChanges++;
|
|
1120
|
+
domain->changeBound(HighsBoundType::kUpper, col, 0.0,
|
|
1121
|
+
Reason::objective());
|
|
1122
|
+
if (domain->infeasible_) break;
|
|
1123
|
+
}
|
|
1124
|
+
} else {
|
|
1125
|
+
if (domain->col_lower_[col] < 1.0) {
|
|
1126
|
+
numBoundChanges++;
|
|
1127
|
+
domain->changeBound(HighsBoundType::kLower, col, 1.0,
|
|
1128
|
+
Reason::objective());
|
|
1129
|
+
if (domain->infeasible_) break;
|
|
1130
|
+
}
|
|
1131
|
+
}
|
|
1132
|
+
} else if (secondWorst != -1) {
|
|
1133
|
+
// it might be that we can the column with the lowest possible
|
|
1134
|
+
// contribution to its bound value that yields the highest objective
|
|
1135
|
+
// contribution.
|
|
1136
|
+
HighsInt best = contributionTree.last();
|
|
1137
|
+
while (best != contributionTree.first()) {
|
|
1138
|
+
// difference to the column with the highest contribution is the
|
|
1139
|
+
// objective increase when fixing the column to its bound with the
|
|
1140
|
+
// lowest objective contribution. Due to the clique information that
|
|
1141
|
+
// means the current column with the highest contribution will
|
|
1142
|
+
// contribute with its worst bound.
|
|
1143
|
+
if (objectiveLowerContributions[contributionTree.first()]
|
|
1144
|
+
.contribution -
|
|
1145
|
+
objectiveLowerContributions[best].contribution >
|
|
1146
|
+
capacity) {
|
|
1147
|
+
HighsInt col = objectiveLowerContributions[best].col;
|
|
1148
|
+
if (cost[col] > 0) {
|
|
1149
|
+
assert(domain->col_lower_[col] < 1.0);
|
|
1150
|
+
numBoundChanges++;
|
|
1151
|
+
domain->changeBound(HighsBoundType::kLower, col, 1.0,
|
|
1152
|
+
Reason::objective());
|
|
1153
|
+
if (domain->infeasible_) break;
|
|
1154
|
+
} else {
|
|
1155
|
+
assert(domain->col_upper_[col] > 0.0);
|
|
1156
|
+
numBoundChanges++;
|
|
1157
|
+
domain->changeBound(HighsBoundType::kUpper, col, 0.0,
|
|
1158
|
+
Reason::objective());
|
|
1159
|
+
if (domain->infeasible_) break;
|
|
1160
|
+
}
|
|
1161
|
+
} else
|
|
1162
|
+
break;
|
|
1163
|
+
|
|
1164
|
+
best = contributionTree.last();
|
|
1165
|
+
}
|
|
1166
|
+
|
|
1167
|
+
if (domain->infeasible_) break;
|
|
1168
|
+
}
|
|
1169
|
+
}
|
|
1170
|
+
|
|
1171
|
+
if (domain->infeasible_) break;
|
|
1172
|
+
|
|
1173
|
+
const HighsInt numObjNzs = objNonzeros.size();
|
|
1174
|
+
for (HighsInt i = objFunc->getCliquePartitionStarts()[numPartitions];
|
|
1175
|
+
i < numObjNzs; ++i) {
|
|
1176
|
+
HighsInt col = objNonzeros[i];
|
|
1177
|
+
|
|
1178
|
+
if (cost[col] > 0) {
|
|
1179
|
+
if (domain->checkChangeBound(
|
|
1180
|
+
HighsBoundType::kUpper, col,
|
|
1181
|
+
(capacity + domain->col_lower_[col] * cost[col]) / cost[col],
|
|
1182
|
+
Reason::objective()))
|
|
1183
|
+
numBoundChanges++;
|
|
1184
|
+
} else {
|
|
1185
|
+
if (domain->checkChangeBound(
|
|
1186
|
+
HighsBoundType::kLower, col,
|
|
1187
|
+
(capacity + domain->col_upper_[col] * cost[col]) / cost[col],
|
|
1188
|
+
Reason::objective()))
|
|
1189
|
+
numBoundChanges++;
|
|
1190
|
+
}
|
|
1191
|
+
if (domain->infeasible_) break;
|
|
1192
|
+
}
|
|
1193
|
+
if (domain->infeasible_) break;
|
|
1194
|
+
|
|
1195
|
+
if (numBoundChanges == 0) break;
|
|
1196
|
+
capacity = upperLimit - objectiveLower;
|
|
1197
|
+
}
|
|
1198
|
+
}
|
|
1199
|
+
|
|
1200
|
+
recomputeCapacityThreshold();
|
|
1201
|
+
isPropagated = true;
|
|
1202
|
+
}
|
|
1203
|
+
|
|
1204
|
+
void HighsDomain::computeMinActivity(HighsInt start, HighsInt end,
|
|
1205
|
+
const HighsInt* ARindex,
|
|
1206
|
+
const double* ARvalue, HighsInt& ninfmin,
|
|
1207
|
+
HighsCDouble& activitymin) const {
|
|
1208
|
+
if (infeasible_) {
|
|
1209
|
+
activitymin = 0.0;
|
|
1210
|
+
ninfmin = 0;
|
|
1211
|
+
for (HighsInt j = start; j != end; ++j) {
|
|
1212
|
+
HighsInt col = ARindex[j];
|
|
1213
|
+
double val = ARvalue[j];
|
|
1214
|
+
|
|
1215
|
+
assert(col < int(col_lower_.size()));
|
|
1216
|
+
|
|
1217
|
+
HighsInt tmp;
|
|
1218
|
+
double lb = getColLowerPos(col, infeasible_pos - 1, tmp);
|
|
1219
|
+
double ub = getColUpperPos(col, infeasible_pos - 1, tmp);
|
|
1220
|
+
double contributionmin = activityContributionMin(val, lb, ub);
|
|
1221
|
+
|
|
1222
|
+
if (contributionmin == -kHighsInf)
|
|
1223
|
+
++ninfmin;
|
|
1224
|
+
else
|
|
1225
|
+
activitymin += contributionmin;
|
|
1226
|
+
}
|
|
1227
|
+
|
|
1228
|
+
} else {
|
|
1229
|
+
activitymin = 0.0;
|
|
1230
|
+
ninfmin = 0;
|
|
1231
|
+
for (HighsInt j = start; j != end; ++j) {
|
|
1232
|
+
HighsInt col = ARindex[j];
|
|
1233
|
+
double val = ARvalue[j];
|
|
1234
|
+
|
|
1235
|
+
assert(col < int(col_lower_.size()));
|
|
1236
|
+
|
|
1237
|
+
double contributionmin =
|
|
1238
|
+
activityContributionMin(val, col_lower_[col], col_upper_[col]);
|
|
1239
|
+
|
|
1240
|
+
if (contributionmin == -kHighsInf)
|
|
1241
|
+
++ninfmin;
|
|
1242
|
+
else
|
|
1243
|
+
activitymin += contributionmin;
|
|
1244
|
+
}
|
|
1245
|
+
}
|
|
1246
|
+
activitymin.renormalize();
|
|
1247
|
+
}
|
|
1248
|
+
|
|
1249
|
+
void HighsDomain::computeMaxActivity(HighsInt start, HighsInt end,
|
|
1250
|
+
const HighsInt* ARindex,
|
|
1251
|
+
const double* ARvalue, HighsInt& ninfmax,
|
|
1252
|
+
HighsCDouble& activitymax) const {
|
|
1253
|
+
if (infeasible_) {
|
|
1254
|
+
activitymax = 0.0;
|
|
1255
|
+
ninfmax = 0;
|
|
1256
|
+
for (HighsInt j = start; j != end; ++j) {
|
|
1257
|
+
HighsInt col = ARindex[j];
|
|
1258
|
+
double val = ARvalue[j];
|
|
1259
|
+
|
|
1260
|
+
assert(col < int(col_lower_.size()));
|
|
1261
|
+
|
|
1262
|
+
HighsInt tmp;
|
|
1263
|
+
double lb = getColLowerPos(col, infeasible_pos - 1, tmp);
|
|
1264
|
+
double ub = getColUpperPos(col, infeasible_pos - 1, tmp);
|
|
1265
|
+
double contributionmin = activityContributionMax(val, lb, ub);
|
|
1266
|
+
|
|
1267
|
+
if (contributionmin == kHighsInf)
|
|
1268
|
+
++ninfmax;
|
|
1269
|
+
else
|
|
1270
|
+
activitymax += contributionmin;
|
|
1271
|
+
}
|
|
1272
|
+
} else {
|
|
1273
|
+
activitymax = 0.0;
|
|
1274
|
+
ninfmax = 0;
|
|
1275
|
+
for (HighsInt j = start; j != end; ++j) {
|
|
1276
|
+
HighsInt col = ARindex[j];
|
|
1277
|
+
double val = ARvalue[j];
|
|
1278
|
+
|
|
1279
|
+
assert(col < int(col_lower_.size()));
|
|
1280
|
+
|
|
1281
|
+
double contributionmin =
|
|
1282
|
+
activityContributionMax(val, col_lower_[col], col_upper_[col]);
|
|
1283
|
+
|
|
1284
|
+
if (contributionmin == kHighsInf)
|
|
1285
|
+
++ninfmax;
|
|
1286
|
+
else
|
|
1287
|
+
activitymax += contributionmin;
|
|
1288
|
+
}
|
|
1289
|
+
}
|
|
1290
|
+
activitymax.renormalize();
|
|
1291
|
+
}
|
|
1292
|
+
|
|
1293
|
+
double HighsDomain::adjustedUb(HighsInt col, HighsCDouble boundVal,
|
|
1294
|
+
bool& accept) const {
|
|
1295
|
+
double bound;
|
|
1296
|
+
|
|
1297
|
+
if (mipsolver->isColIntegral(col)) {
|
|
1298
|
+
bound = static_cast<double>(floor(boundVal + mipsolver->mipdata_->feastol));
|
|
1299
|
+
accept = bound < col_upper_[col] &&
|
|
1300
|
+
col_upper_[col] - bound >
|
|
1301
|
+
1000.0 * mipsolver->mipdata_->feastol * std::fabs(bound);
|
|
1302
|
+
} else {
|
|
1303
|
+
if (std::fabs(double(boundVal) - col_lower_[col]) <=
|
|
1304
|
+
mipsolver->mipdata_->epsilon)
|
|
1305
|
+
bound = col_lower_[col];
|
|
1306
|
+
else
|
|
1307
|
+
bound = double(boundVal);
|
|
1308
|
+
if (col_upper_[col] == kHighsInf)
|
|
1309
|
+
accept = true;
|
|
1310
|
+
else if (bound + 1000.0 * mipsolver->mipdata_->feastol < col_upper_[col]) {
|
|
1311
|
+
double relativeImprove = col_upper_[col] - bound;
|
|
1312
|
+
if (col_lower_[col] != -kHighsInf)
|
|
1313
|
+
relativeImprove /= col_upper_[col] - col_lower_[col];
|
|
1314
|
+
else
|
|
1315
|
+
relativeImprove /=
|
|
1316
|
+
std::max(std::fabs(col_upper_[col]), std::fabs(bound));
|
|
1317
|
+
accept = relativeImprove >= 0.3;
|
|
1318
|
+
} else
|
|
1319
|
+
accept = false;
|
|
1320
|
+
}
|
|
1321
|
+
|
|
1322
|
+
return bound;
|
|
1323
|
+
}
|
|
1324
|
+
|
|
1325
|
+
double HighsDomain::adjustedLb(HighsInt col, HighsCDouble boundVal,
|
|
1326
|
+
bool& accept) const {
|
|
1327
|
+
double bound;
|
|
1328
|
+
|
|
1329
|
+
if (mipsolver->isColIntegral(col)) {
|
|
1330
|
+
bound = static_cast<double>(ceil(boundVal - mipsolver->mipdata_->feastol));
|
|
1331
|
+
accept = bound > col_lower_[col] &&
|
|
1332
|
+
bound - col_lower_[col] >
|
|
1333
|
+
1000.0 * mipsolver->mipdata_->feastol * std::fabs(bound);
|
|
1334
|
+
} else {
|
|
1335
|
+
if (std::fabs(col_upper_[col] - double(boundVal)) <=
|
|
1336
|
+
mipsolver->mipdata_->epsilon)
|
|
1337
|
+
bound = col_upper_[col];
|
|
1338
|
+
else
|
|
1339
|
+
bound = double(boundVal);
|
|
1340
|
+
if (col_lower_[col] == -kHighsInf)
|
|
1341
|
+
accept = true;
|
|
1342
|
+
else if (bound - 1000.0 * mipsolver->mipdata_->feastol > col_lower_[col]) {
|
|
1343
|
+
double relativeImprove = bound - col_lower_[col];
|
|
1344
|
+
if (col_upper_[col] != kHighsInf)
|
|
1345
|
+
relativeImprove /= col_upper_[col] - col_lower_[col];
|
|
1346
|
+
else
|
|
1347
|
+
relativeImprove /=
|
|
1348
|
+
std::max(std::fabs(col_lower_[col]), std::fabs(bound));
|
|
1349
|
+
accept = relativeImprove >= 0.3;
|
|
1350
|
+
} else
|
|
1351
|
+
accept = false;
|
|
1352
|
+
}
|
|
1353
|
+
|
|
1354
|
+
return bound;
|
|
1355
|
+
}
|
|
1356
|
+
|
|
1357
|
+
HighsInt HighsDomain::propagateRowUpper(const HighsInt* Rindex,
|
|
1358
|
+
const double* Rvalue, HighsInt Rlen,
|
|
1359
|
+
double Rupper,
|
|
1360
|
+
const HighsCDouble& minactivity,
|
|
1361
|
+
HighsInt ninfmin,
|
|
1362
|
+
HighsDomainChange* boundchgs) const {
|
|
1363
|
+
assert(std::isfinite(double(minactivity)));
|
|
1364
|
+
if (ninfmin > 1) return 0;
|
|
1365
|
+
HighsInt numchgs = 0;
|
|
1366
|
+
for (HighsInt i = 0; i != Rlen; ++i) {
|
|
1367
|
+
HighsCDouble minresact;
|
|
1368
|
+
double actcontribution = activityContributionMin(
|
|
1369
|
+
Rvalue[i], col_lower_[Rindex[i]], col_upper_[Rindex[i]]);
|
|
1370
|
+
if (ninfmin == 1) {
|
|
1371
|
+
if (actcontribution != -kHighsInf) continue;
|
|
1372
|
+
|
|
1373
|
+
minresact = minactivity;
|
|
1374
|
+
} else {
|
|
1375
|
+
minresact = minactivity - actcontribution;
|
|
1376
|
+
}
|
|
1377
|
+
|
|
1378
|
+
HighsCDouble boundVal = (Rupper - minresact) / Rvalue[i];
|
|
1379
|
+
if (std::fabs(double(boundVal) * kHighsTiny) > mipsolver->mipdata_->feastol)
|
|
1380
|
+
continue;
|
|
1381
|
+
|
|
1382
|
+
if (Rvalue[i] > 0) {
|
|
1383
|
+
bool accept;
|
|
1384
|
+
|
|
1385
|
+
double bound = adjustedUb(Rindex[i], boundVal, accept);
|
|
1386
|
+
if (accept)
|
|
1387
|
+
boundchgs[numchgs++] = {bound, Rindex[i], HighsBoundType::kUpper};
|
|
1388
|
+
|
|
1389
|
+
} else {
|
|
1390
|
+
bool accept;
|
|
1391
|
+
|
|
1392
|
+
double bound = adjustedLb(Rindex[i], boundVal, accept);
|
|
1393
|
+
if (accept)
|
|
1394
|
+
boundchgs[numchgs++] = {bound, Rindex[i], HighsBoundType::kLower};
|
|
1395
|
+
}
|
|
1396
|
+
}
|
|
1397
|
+
|
|
1398
|
+
return numchgs;
|
|
1399
|
+
}
|
|
1400
|
+
|
|
1401
|
+
HighsInt HighsDomain::propagateRowLower(const HighsInt* Rindex,
|
|
1402
|
+
const double* Rvalue, HighsInt Rlen,
|
|
1403
|
+
double Rlower,
|
|
1404
|
+
const HighsCDouble& maxactivity,
|
|
1405
|
+
HighsInt ninfmax,
|
|
1406
|
+
HighsDomainChange* boundchgs) const {
|
|
1407
|
+
assert(std::isfinite(double(maxactivity)));
|
|
1408
|
+
if (ninfmax > 1) return 0;
|
|
1409
|
+
HighsInt numchgs = 0;
|
|
1410
|
+
for (HighsInt i = 0; i != Rlen; ++i) {
|
|
1411
|
+
HighsCDouble maxresact;
|
|
1412
|
+
double actcontribution = activityContributionMax(
|
|
1413
|
+
Rvalue[i], col_lower_[Rindex[i]], col_upper_[Rindex[i]]);
|
|
1414
|
+
if (ninfmax == 1) {
|
|
1415
|
+
if (actcontribution != kHighsInf) continue;
|
|
1416
|
+
|
|
1417
|
+
maxresact = maxactivity;
|
|
1418
|
+
} else {
|
|
1419
|
+
maxresact = maxactivity - actcontribution;
|
|
1420
|
+
}
|
|
1421
|
+
|
|
1422
|
+
HighsCDouble boundVal = (Rlower - maxresact) / Rvalue[i];
|
|
1423
|
+
if (std::fabs(double(boundVal) * kHighsTiny) > mipsolver->mipdata_->feastol)
|
|
1424
|
+
continue;
|
|
1425
|
+
|
|
1426
|
+
if (Rvalue[i] < 0) {
|
|
1427
|
+
bool accept;
|
|
1428
|
+
|
|
1429
|
+
double bound = adjustedUb(Rindex[i], boundVal, accept);
|
|
1430
|
+
if (accept)
|
|
1431
|
+
boundchgs[numchgs++] = {bound, Rindex[i], HighsBoundType::kUpper};
|
|
1432
|
+
} else {
|
|
1433
|
+
bool accept;
|
|
1434
|
+
|
|
1435
|
+
double bound = adjustedLb(Rindex[i], boundVal, accept);
|
|
1436
|
+
if (accept)
|
|
1437
|
+
boundchgs[numchgs++] = {bound, Rindex[i], HighsBoundType::kLower};
|
|
1438
|
+
}
|
|
1439
|
+
}
|
|
1440
|
+
|
|
1441
|
+
return numchgs;
|
|
1442
|
+
}
|
|
1443
|
+
|
|
1444
|
+
void HighsDomain::updateThresholdLbChange(HighsInt col, double newbound,
|
|
1445
|
+
double val, double& threshold) const {
|
|
1446
|
+
if (newbound != col_upper_[col]) {
|
|
1447
|
+
double thresholdNew =
|
|
1448
|
+
std::fabs(val) * boundRange(col_upper_[col], newbound,
|
|
1449
|
+
mipsolver->mipdata_->feastol,
|
|
1450
|
+
variableType(col));
|
|
1451
|
+
|
|
1452
|
+
// the new threshold is now the maximum of the new threshold and the current
|
|
1453
|
+
// one
|
|
1454
|
+
threshold =
|
|
1455
|
+
std::max({threshold, thresholdNew, mipsolver->mipdata_->feastol});
|
|
1456
|
+
}
|
|
1457
|
+
}
|
|
1458
|
+
|
|
1459
|
+
void HighsDomain::updateThresholdUbChange(HighsInt col, double newbound,
|
|
1460
|
+
double val, double& threshold) const {
|
|
1461
|
+
if (newbound != col_lower_[col]) {
|
|
1462
|
+
double thresholdNew =
|
|
1463
|
+
std::fabs(val) * boundRange(newbound, col_lower_[col],
|
|
1464
|
+
mipsolver->mipdata_->feastol,
|
|
1465
|
+
variableType(col));
|
|
1466
|
+
|
|
1467
|
+
// the new threshold is now the maximum of the new threshold and the current
|
|
1468
|
+
// one
|
|
1469
|
+
threshold =
|
|
1470
|
+
std::max({threshold, thresholdNew, mipsolver->mipdata_->feastol});
|
|
1471
|
+
}
|
|
1472
|
+
}
|
|
1473
|
+
|
|
1474
|
+
void HighsDomain::updateActivityLbChange(HighsInt col, double oldbound,
|
|
1475
|
+
double newbound) {
|
|
1476
|
+
auto mip = mipsolver->model_;
|
|
1477
|
+
HighsInt start = mip->a_matrix_.start_[col];
|
|
1478
|
+
HighsInt end = mip->a_matrix_.start_[col + 1];
|
|
1479
|
+
|
|
1480
|
+
assert(!infeasible_);
|
|
1481
|
+
|
|
1482
|
+
if (objProp_.isActive()) {
|
|
1483
|
+
objProp_.updateActivityLbChange(col, oldbound, newbound);
|
|
1484
|
+
if (infeasible_) return;
|
|
1485
|
+
}
|
|
1486
|
+
|
|
1487
|
+
for (HighsInt i = start; i != end; ++i) {
|
|
1488
|
+
if (mip->a_matrix_.value_[i] > 0) {
|
|
1489
|
+
HighsCDouble deltamin =
|
|
1490
|
+
computeDelta(mip->a_matrix_.value_[i], oldbound, newbound, -kHighsInf,
|
|
1491
|
+
activitymininf_[mip->a_matrix_.index_[i]]);
|
|
1492
|
+
activitymin_[mip->a_matrix_.index_[i]] += deltamin;
|
|
1493
|
+
|
|
1494
|
+
#ifndef NDEBUG
|
|
1495
|
+
{
|
|
1496
|
+
HighsInt tmpinf;
|
|
1497
|
+
HighsCDouble tmpminact;
|
|
1498
|
+
computeMinActivity(
|
|
1499
|
+
mipsolver->mipdata_->ARstart_[mip->a_matrix_.index_[i]],
|
|
1500
|
+
mipsolver->mipdata_->ARstart_[mip->a_matrix_.index_[i] + 1],
|
|
1501
|
+
mipsolver->mipdata_->ARindex_.data(),
|
|
1502
|
+
mipsolver->mipdata_->ARvalue_.data(), tmpinf, tmpminact);
|
|
1503
|
+
assert(std::fabs(double(activitymin_[mip->a_matrix_.index_[i]] -
|
|
1504
|
+
tmpminact)) <= mipsolver->mipdata_->feastol);
|
|
1505
|
+
assert(tmpinf == activitymininf_[mip->a_matrix_.index_[i]]);
|
|
1506
|
+
}
|
|
1507
|
+
#endif
|
|
1508
|
+
|
|
1509
|
+
if (recordRedundantRows_ &&
|
|
1510
|
+
mip->row_lower_[mip->a_matrix_.index_[i]] != -kHighsInf &&
|
|
1511
|
+
mip->row_upper_[mip->a_matrix_.index_[i]] == kHighsInf)
|
|
1512
|
+
updateRedundantRows(mip->a_matrix_.index_[i]);
|
|
1513
|
+
|
|
1514
|
+
if (deltamin <= 0) {
|
|
1515
|
+
updateThresholdLbChange(col, newbound, mip->a_matrix_.value_[i],
|
|
1516
|
+
capacityThreshold_[mip->a_matrix_.index_[i]]);
|
|
1517
|
+
continue;
|
|
1518
|
+
}
|
|
1519
|
+
|
|
1520
|
+
if (mip->row_upper_[mip->a_matrix_.index_[i]] != kHighsInf &&
|
|
1521
|
+
activitymininf_[mip->a_matrix_.index_[i]] == 0 &&
|
|
1522
|
+
activitymin_[mip->a_matrix_.index_[i]] -
|
|
1523
|
+
mip->row_upper_[mip->a_matrix_.index_[i]] >
|
|
1524
|
+
mipsolver->mipdata_->feastol) {
|
|
1525
|
+
mipsolver->mipdata_->debugSolution.nodePruned(*this);
|
|
1526
|
+
infeasible_ = true;
|
|
1527
|
+
infeasible_pos = domchgstack_.size();
|
|
1528
|
+
infeasible_reason = Reason::modelRowUpper(mip->a_matrix_.index_[i]);
|
|
1529
|
+
end = i + 1;
|
|
1530
|
+
break;
|
|
1531
|
+
}
|
|
1532
|
+
|
|
1533
|
+
if (activitymininf_[mip->a_matrix_.index_[i]] <= 1 &&
|
|
1534
|
+
!propagateflags_[mip->a_matrix_.index_[i]] &&
|
|
1535
|
+
mip->row_upper_[mip->a_matrix_.index_[i]] != kHighsInf)
|
|
1536
|
+
markPropagate(mip->a_matrix_.index_[i]);
|
|
1537
|
+
} else {
|
|
1538
|
+
HighsCDouble deltamax =
|
|
1539
|
+
computeDelta(mip->a_matrix_.value_[i], oldbound, newbound, -kHighsInf,
|
|
1540
|
+
activitymaxinf_[mip->a_matrix_.index_[i]]);
|
|
1541
|
+
activitymax_[mip->a_matrix_.index_[i]] += deltamax;
|
|
1542
|
+
|
|
1543
|
+
#ifndef NDEBUG
|
|
1544
|
+
{
|
|
1545
|
+
HighsInt tmpinf;
|
|
1546
|
+
HighsCDouble tmpmaxact;
|
|
1547
|
+
computeMaxActivity(
|
|
1548
|
+
mipsolver->mipdata_->ARstart_[mip->a_matrix_.index_[i]],
|
|
1549
|
+
mipsolver->mipdata_->ARstart_[mip->a_matrix_.index_[i] + 1],
|
|
1550
|
+
mipsolver->mipdata_->ARindex_.data(),
|
|
1551
|
+
mipsolver->mipdata_->ARvalue_.data(), tmpinf, tmpmaxact);
|
|
1552
|
+
assert(std::fabs(double(activitymax_[mip->a_matrix_.index_[i]] -
|
|
1553
|
+
tmpmaxact)) <= mipsolver->mipdata_->feastol);
|
|
1554
|
+
assert(tmpinf == activitymaxinf_[mip->a_matrix_.index_[i]]);
|
|
1555
|
+
}
|
|
1556
|
+
#endif
|
|
1557
|
+
|
|
1558
|
+
if (recordRedundantRows_ &&
|
|
1559
|
+
mip->row_lower_[mip->a_matrix_.index_[i]] == -kHighsInf &&
|
|
1560
|
+
mip->row_upper_[mip->a_matrix_.index_[i]] != kHighsInf)
|
|
1561
|
+
updateRedundantRows(mip->a_matrix_.index_[i]);
|
|
1562
|
+
|
|
1563
|
+
if (deltamax >= 0) {
|
|
1564
|
+
updateThresholdLbChange(col, newbound, mip->a_matrix_.value_[i],
|
|
1565
|
+
capacityThreshold_[mip->a_matrix_.index_[i]]);
|
|
1566
|
+
continue;
|
|
1567
|
+
}
|
|
1568
|
+
|
|
1569
|
+
if (mip->row_lower_[mip->a_matrix_.index_[i]] != -kHighsInf &&
|
|
1570
|
+
activitymaxinf_[mip->a_matrix_.index_[i]] == 0 &&
|
|
1571
|
+
mip->row_lower_[mip->a_matrix_.index_[i]] -
|
|
1572
|
+
activitymax_[mip->a_matrix_.index_[i]] >
|
|
1573
|
+
mipsolver->mipdata_->feastol) {
|
|
1574
|
+
mipsolver->mipdata_->debugSolution.nodePruned(*this);
|
|
1575
|
+
infeasible_ = true;
|
|
1576
|
+
infeasible_pos = domchgstack_.size();
|
|
1577
|
+
infeasible_reason = Reason::modelRowLower(mip->a_matrix_.index_[i]);
|
|
1578
|
+
end = i + 1;
|
|
1579
|
+
break;
|
|
1580
|
+
}
|
|
1581
|
+
|
|
1582
|
+
if (activitymaxinf_[mip->a_matrix_.index_[i]] <= 1 &&
|
|
1583
|
+
!propagateflags_[mip->a_matrix_.index_[i]] &&
|
|
1584
|
+
mip->row_lower_[mip->a_matrix_.index_[i]] != -kHighsInf)
|
|
1585
|
+
markPropagate(mip->a_matrix_.index_[i]);
|
|
1586
|
+
}
|
|
1587
|
+
}
|
|
1588
|
+
|
|
1589
|
+
if (!infeasible_) {
|
|
1590
|
+
for (CutpoolPropagation& cutpoolprop : cutpoolpropagation)
|
|
1591
|
+
cutpoolprop.updateActivityLbChange(col, oldbound, newbound);
|
|
1592
|
+
} else {
|
|
1593
|
+
assert(infeasible_reason.type == Reason::kModelRowLower ||
|
|
1594
|
+
infeasible_reason.type == Reason::kModelRowUpper);
|
|
1595
|
+
assert(infeasible_reason.index == mip->a_matrix_.index_[end - 1]);
|
|
1596
|
+
}
|
|
1597
|
+
|
|
1598
|
+
if (infeasible_) {
|
|
1599
|
+
std::swap(oldbound, newbound);
|
|
1600
|
+
for (HighsInt i = start; i != end; ++i) {
|
|
1601
|
+
if (mip->a_matrix_.value_[i] > 0) {
|
|
1602
|
+
activitymin_[mip->a_matrix_.index_[i]] +=
|
|
1603
|
+
computeDelta(mip->a_matrix_.value_[i], oldbound, newbound,
|
|
1604
|
+
-kHighsInf, activitymininf_[mip->a_matrix_.index_[i]]);
|
|
1605
|
+
} else {
|
|
1606
|
+
activitymax_[mip->a_matrix_.index_[i]] +=
|
|
1607
|
+
computeDelta(mip->a_matrix_.value_[i], oldbound, newbound,
|
|
1608
|
+
-kHighsInf, activitymaxinf_[mip->a_matrix_.index_[i]]);
|
|
1609
|
+
}
|
|
1610
|
+
}
|
|
1611
|
+
|
|
1612
|
+
if (objProp_.isActive()) {
|
|
1613
|
+
objProp_.updateActivityLbChange(col, oldbound, newbound);
|
|
1614
|
+
}
|
|
1615
|
+
|
|
1616
|
+
return;
|
|
1617
|
+
} else {
|
|
1618
|
+
for (ConflictPoolPropagation& conflictprop : conflictPoolPropagation)
|
|
1619
|
+
conflictprop.updateActivityLbChange(col, oldbound, newbound);
|
|
1620
|
+
}
|
|
1621
|
+
}
|
|
1622
|
+
|
|
1623
|
+
void HighsDomain::updateActivityUbChange(HighsInt col, double oldbound,
|
|
1624
|
+
double newbound) {
|
|
1625
|
+
auto mip = mipsolver->model_;
|
|
1626
|
+
HighsInt start = mip->a_matrix_.start_[col];
|
|
1627
|
+
HighsInt end = mip->a_matrix_.start_[col + 1];
|
|
1628
|
+
|
|
1629
|
+
assert(!infeasible_);
|
|
1630
|
+
|
|
1631
|
+
if (objProp_.isActive()) {
|
|
1632
|
+
objProp_.updateActivityUbChange(col, oldbound, newbound);
|
|
1633
|
+
if (infeasible_) return;
|
|
1634
|
+
}
|
|
1635
|
+
|
|
1636
|
+
for (HighsInt i = start; i != end; ++i) {
|
|
1637
|
+
if (mip->a_matrix_.value_[i] > 0) {
|
|
1638
|
+
HighsCDouble deltamax =
|
|
1639
|
+
computeDelta(mip->a_matrix_.value_[i], oldbound, newbound, kHighsInf,
|
|
1640
|
+
activitymaxinf_[mip->a_matrix_.index_[i]]);
|
|
1641
|
+
activitymax_[mip->a_matrix_.index_[i]] += deltamax;
|
|
1642
|
+
|
|
1643
|
+
#ifndef NDEBUG
|
|
1644
|
+
{
|
|
1645
|
+
HighsInt tmpinf;
|
|
1646
|
+
HighsCDouble tmpmaxact;
|
|
1647
|
+
computeMaxActivity(
|
|
1648
|
+
mipsolver->mipdata_->ARstart_[mip->a_matrix_.index_[i]],
|
|
1649
|
+
mipsolver->mipdata_->ARstart_[mip->a_matrix_.index_[i] + 1],
|
|
1650
|
+
mipsolver->mipdata_->ARindex_.data(),
|
|
1651
|
+
mipsolver->mipdata_->ARvalue_.data(), tmpinf, tmpmaxact);
|
|
1652
|
+
assert(std::fabs(double(activitymax_[mip->a_matrix_.index_[i]] -
|
|
1653
|
+
tmpmaxact)) <= mipsolver->mipdata_->feastol);
|
|
1654
|
+
assert(tmpinf == activitymaxinf_[mip->a_matrix_.index_[i]]);
|
|
1655
|
+
}
|
|
1656
|
+
#endif
|
|
1657
|
+
|
|
1658
|
+
if (recordRedundantRows_ &&
|
|
1659
|
+
mip->row_lower_[mip->a_matrix_.index_[i]] == -kHighsInf &&
|
|
1660
|
+
mip->row_upper_[mip->a_matrix_.index_[i]] != kHighsInf)
|
|
1661
|
+
updateRedundantRows(mip->a_matrix_.index_[i]);
|
|
1662
|
+
|
|
1663
|
+
if (deltamax >= 0) {
|
|
1664
|
+
updateThresholdUbChange(col, newbound, mip->a_matrix_.value_[i],
|
|
1665
|
+
capacityThreshold_[mip->a_matrix_.index_[i]]);
|
|
1666
|
+
continue;
|
|
1667
|
+
}
|
|
1668
|
+
|
|
1669
|
+
if (mip->row_lower_[mip->a_matrix_.index_[i]] != -kHighsInf &&
|
|
1670
|
+
activitymaxinf_[mip->a_matrix_.index_[i]] == 0 &&
|
|
1671
|
+
mip->row_lower_[mip->a_matrix_.index_[i]] -
|
|
1672
|
+
activitymax_[mip->a_matrix_.index_[i]] >
|
|
1673
|
+
mipsolver->mipdata_->feastol) {
|
|
1674
|
+
mipsolver->mipdata_->debugSolution.nodePruned(*this);
|
|
1675
|
+
infeasible_ = true;
|
|
1676
|
+
infeasible_pos = domchgstack_.size();
|
|
1677
|
+
infeasible_reason = Reason::modelRowLower(mip->a_matrix_.index_[i]);
|
|
1678
|
+
end = i + 1;
|
|
1679
|
+
break;
|
|
1680
|
+
}
|
|
1681
|
+
|
|
1682
|
+
if (activitymaxinf_[mip->a_matrix_.index_[i]] <= 1 &&
|
|
1683
|
+
!propagateflags_[mip->a_matrix_.index_[i]] &&
|
|
1684
|
+
mip->row_lower_[mip->a_matrix_.index_[i]] != -kHighsInf) {
|
|
1685
|
+
markPropagate(mip->a_matrix_.index_[i]);
|
|
1686
|
+
// propagateflags_[mip->a_matrix_.index_[i]] = 1;
|
|
1687
|
+
// propagateinds_.push_back(mip->a_matrix_.index_[i]);
|
|
1688
|
+
}
|
|
1689
|
+
} else {
|
|
1690
|
+
HighsCDouble deltamin =
|
|
1691
|
+
computeDelta(mip->a_matrix_.value_[i], oldbound, newbound, kHighsInf,
|
|
1692
|
+
activitymininf_[mip->a_matrix_.index_[i]]);
|
|
1693
|
+
activitymin_[mip->a_matrix_.index_[i]] += deltamin;
|
|
1694
|
+
|
|
1695
|
+
#ifndef NDEBUG
|
|
1696
|
+
{
|
|
1697
|
+
HighsInt tmpinf;
|
|
1698
|
+
HighsCDouble tmpminact;
|
|
1699
|
+
computeMinActivity(
|
|
1700
|
+
mipsolver->mipdata_->ARstart_[mip->a_matrix_.index_[i]],
|
|
1701
|
+
mipsolver->mipdata_->ARstart_[mip->a_matrix_.index_[i] + 1],
|
|
1702
|
+
mipsolver->mipdata_->ARindex_.data(),
|
|
1703
|
+
mipsolver->mipdata_->ARvalue_.data(), tmpinf, tmpminact);
|
|
1704
|
+
assert(std::fabs(double(activitymin_[mip->a_matrix_.index_[i]] -
|
|
1705
|
+
tmpminact)) <= mipsolver->mipdata_->feastol);
|
|
1706
|
+
assert(tmpinf == activitymininf_[mip->a_matrix_.index_[i]]);
|
|
1707
|
+
}
|
|
1708
|
+
#endif
|
|
1709
|
+
|
|
1710
|
+
if (recordRedundantRows_ &&
|
|
1711
|
+
mip->row_lower_[mip->a_matrix_.index_[i]] != -kHighsInf &&
|
|
1712
|
+
mip->row_upper_[mip->a_matrix_.index_[i]] == kHighsInf)
|
|
1713
|
+
updateRedundantRows(mip->a_matrix_.index_[i]);
|
|
1714
|
+
|
|
1715
|
+
if (deltamin <= 0) {
|
|
1716
|
+
updateThresholdUbChange(col, newbound, mip->a_matrix_.value_[i],
|
|
1717
|
+
capacityThreshold_[mip->a_matrix_.index_[i]]);
|
|
1718
|
+
continue;
|
|
1719
|
+
}
|
|
1720
|
+
|
|
1721
|
+
if (mip->row_upper_[mip->a_matrix_.index_[i]] != kHighsInf &&
|
|
1722
|
+
activitymininf_[mip->a_matrix_.index_[i]] == 0 &&
|
|
1723
|
+
activitymin_[mip->a_matrix_.index_[i]] -
|
|
1724
|
+
mip->row_upper_[mip->a_matrix_.index_[i]] >
|
|
1725
|
+
mipsolver->mipdata_->feastol) {
|
|
1726
|
+
mipsolver->mipdata_->debugSolution.nodePruned(*this);
|
|
1727
|
+
infeasible_ = true;
|
|
1728
|
+
infeasible_pos = domchgstack_.size();
|
|
1729
|
+
infeasible_reason = Reason::modelRowUpper(mip->a_matrix_.index_[i]);
|
|
1730
|
+
end = i + 1;
|
|
1731
|
+
break;
|
|
1732
|
+
}
|
|
1733
|
+
|
|
1734
|
+
if (activitymininf_[mip->a_matrix_.index_[i]] <= 1 &&
|
|
1735
|
+
!propagateflags_[mip->a_matrix_.index_[i]] &&
|
|
1736
|
+
mip->row_upper_[mip->a_matrix_.index_[i]] != kHighsInf) {
|
|
1737
|
+
markPropagate(mip->a_matrix_.index_[i]);
|
|
1738
|
+
// propagateflags_[mip->a_matrix_.index_[i]] = 1;
|
|
1739
|
+
// propagateinds_.push_back(mip->a_matrix_.index_[i]);
|
|
1740
|
+
}
|
|
1741
|
+
}
|
|
1742
|
+
}
|
|
1743
|
+
|
|
1744
|
+
if (!infeasible_) {
|
|
1745
|
+
for (CutpoolPropagation& cutpoolprop : cutpoolpropagation)
|
|
1746
|
+
cutpoolprop.updateActivityUbChange(col, oldbound, newbound);
|
|
1747
|
+
} else {
|
|
1748
|
+
assert(infeasible_reason.type == Reason::kModelRowLower ||
|
|
1749
|
+
infeasible_reason.type == Reason::kModelRowUpper);
|
|
1750
|
+
assert(infeasible_reason.index == mip->a_matrix_.index_[end - 1]);
|
|
1751
|
+
}
|
|
1752
|
+
|
|
1753
|
+
if (infeasible_) {
|
|
1754
|
+
std::swap(oldbound, newbound);
|
|
1755
|
+
for (HighsInt i = start; i != end; ++i) {
|
|
1756
|
+
if (mip->a_matrix_.value_[i] > 0) {
|
|
1757
|
+
activitymax_[mip->a_matrix_.index_[i]] +=
|
|
1758
|
+
computeDelta(mip->a_matrix_.value_[i], oldbound, newbound,
|
|
1759
|
+
kHighsInf, activitymaxinf_[mip->a_matrix_.index_[i]]);
|
|
1760
|
+
} else {
|
|
1761
|
+
activitymin_[mip->a_matrix_.index_[i]] +=
|
|
1762
|
+
computeDelta(mip->a_matrix_.value_[i], oldbound, newbound,
|
|
1763
|
+
kHighsInf, activitymininf_[mip->a_matrix_.index_[i]]);
|
|
1764
|
+
}
|
|
1765
|
+
}
|
|
1766
|
+
|
|
1767
|
+
if (objProp_.isActive()) {
|
|
1768
|
+
objProp_.updateActivityUbChange(col, oldbound, newbound);
|
|
1769
|
+
}
|
|
1770
|
+
|
|
1771
|
+
return;
|
|
1772
|
+
} else {
|
|
1773
|
+
for (ConflictPoolPropagation& conflictprop : conflictPoolPropagation)
|
|
1774
|
+
conflictprop.updateActivityUbChange(col, oldbound, newbound);
|
|
1775
|
+
}
|
|
1776
|
+
}
|
|
1777
|
+
|
|
1778
|
+
void HighsDomain::recomputeCapacityThreshold(HighsInt row) {
|
|
1779
|
+
HighsInt start = mipsolver->mipdata_->ARstart_[row];
|
|
1780
|
+
HighsInt end = mipsolver->mipdata_->ARstart_[row + 1];
|
|
1781
|
+
|
|
1782
|
+
capacityThreshold_[row] = -feastol();
|
|
1783
|
+
for (HighsInt i = start; i < end; ++i) {
|
|
1784
|
+
HighsInt col = mipsolver->mipdata_->ARindex_[i];
|
|
1785
|
+
|
|
1786
|
+
if (col_upper_[col] == col_lower_[col]) continue;
|
|
1787
|
+
|
|
1788
|
+
double threshold = std::fabs(mipsolver->mipdata_->ARvalue_[i]) *
|
|
1789
|
+
boundRange(col_upper_[col], col_lower_[col], feastol(),
|
|
1790
|
+
variableType(col));
|
|
1791
|
+
|
|
1792
|
+
capacityThreshold_[row] =
|
|
1793
|
+
std::max({capacityThreshold_[row], threshold, feastol()});
|
|
1794
|
+
}
|
|
1795
|
+
}
|
|
1796
|
+
|
|
1797
|
+
void HighsDomain::updateRedundantRows(HighsInt row) {
|
|
1798
|
+
if (!isRedundantRow(row)) {
|
|
1799
|
+
// row that was found to be redundant should not be non-redundant
|
|
1800
|
+
assert(redundantRows_.find(row) == nullptr);
|
|
1801
|
+
return;
|
|
1802
|
+
}
|
|
1803
|
+
// row is redundant
|
|
1804
|
+
redundantRows_.insert(row);
|
|
1805
|
+
}
|
|
1806
|
+
|
|
1807
|
+
double HighsDomain::getRedundantRowValue(HighsInt row) const {
|
|
1808
|
+
if (mipsolver->rowLower(row) != -kHighsInf) {
|
|
1809
|
+
assert(mipsolver->rowUpper(row) == kHighsInf);
|
|
1810
|
+
return static_cast<double>(activitymin_[row] - mipsolver->rowLower(row));
|
|
1811
|
+
} else {
|
|
1812
|
+
assert(mipsolver->rowUpper(row) != kHighsInf);
|
|
1813
|
+
return static_cast<double>(activitymax_[row] - mipsolver->rowUpper(row));
|
|
1814
|
+
}
|
|
1815
|
+
}
|
|
1816
|
+
|
|
1817
|
+
bool HighsDomain::isRedundantRow(HighsInt row) const {
|
|
1818
|
+
return (getMinActivity(row) >= mipsolver->rowLower(row) - feastol() &&
|
|
1819
|
+
getMaxActivity(row) <= mipsolver->rowUpper(row) + feastol());
|
|
1820
|
+
}
|
|
1821
|
+
|
|
1822
|
+
void HighsDomain::markPropagateCut(Reason reason) {
|
|
1823
|
+
switch (reason.type) {
|
|
1824
|
+
case Reason::kUnknown:
|
|
1825
|
+
case Reason::kCliqueTable:
|
|
1826
|
+
case Reason::kBranching:
|
|
1827
|
+
case Reason::kModelRowLower:
|
|
1828
|
+
case Reason::kModelRowUpper:
|
|
1829
|
+
case Reason::kConflictingBounds:
|
|
1830
|
+
case Reason::kObjective:
|
|
1831
|
+
break;
|
|
1832
|
+
default:
|
|
1833
|
+
assert(reason.type >= 0 &&
|
|
1834
|
+
reason.type < HighsInt(cutpoolpropagation.size() +
|
|
1835
|
+
conflictPoolPropagation.size()));
|
|
1836
|
+
if (reason.type < (HighsInt)cutpoolpropagation.size())
|
|
1837
|
+
cutpoolpropagation[reason.type].markPropagateCut(reason.index);
|
|
1838
|
+
else
|
|
1839
|
+
conflictPoolPropagation[reason.type - cutpoolpropagation.size()]
|
|
1840
|
+
.markPropagateConflict(reason.index);
|
|
1841
|
+
}
|
|
1842
|
+
}
|
|
1843
|
+
|
|
1844
|
+
void HighsDomain::markPropagate(HighsInt row) {
|
|
1845
|
+
if (!propagateflags_[row]) {
|
|
1846
|
+
bool proplower = mipsolver->rowLower(row) != -kHighsInf &&
|
|
1847
|
+
(activitymininf_[row] != 0 ||
|
|
1848
|
+
activitymin_[row] < mipsolver->rowLower(row) -
|
|
1849
|
+
mipsolver->mipdata_->feastol) &&
|
|
1850
|
+
(activitymaxinf_[row] == 1 ||
|
|
1851
|
+
(double(activitymax_[row]) - mipsolver->rowLower(row)) <=
|
|
1852
|
+
capacityThreshold_[row]);
|
|
1853
|
+
bool propupper = mipsolver->rowUpper(row) != kHighsInf &&
|
|
1854
|
+
(activitymaxinf_[row] != 0 ||
|
|
1855
|
+
activitymax_[row] > mipsolver->rowUpper(row) +
|
|
1856
|
+
mipsolver->mipdata_->feastol) &&
|
|
1857
|
+
(activitymininf_[row] == 1 ||
|
|
1858
|
+
(mipsolver->rowUpper(row) - double(activitymin_[row])) <=
|
|
1859
|
+
capacityThreshold_[row]);
|
|
1860
|
+
|
|
1861
|
+
if (proplower || propupper) {
|
|
1862
|
+
propagateinds_.push_back(row);
|
|
1863
|
+
propagateflags_[row] = 1;
|
|
1864
|
+
}
|
|
1865
|
+
}
|
|
1866
|
+
}
|
|
1867
|
+
|
|
1868
|
+
void HighsDomain::computeRowActivities() {
|
|
1869
|
+
activitymin_.resize(mipsolver->numRow());
|
|
1870
|
+
activitymininf_.resize(mipsolver->numRow());
|
|
1871
|
+
activitymax_.resize(mipsolver->numRow());
|
|
1872
|
+
activitymaxinf_.resize(mipsolver->numRow());
|
|
1873
|
+
capacityThreshold_.resize(mipsolver->numRow());
|
|
1874
|
+
propagateflags_.resize(mipsolver->numRow());
|
|
1875
|
+
propagateinds_.reserve(mipsolver->numRow());
|
|
1876
|
+
|
|
1877
|
+
for (HighsInt i = 0; i != mipsolver->numRow(); ++i) {
|
|
1878
|
+
HighsInt start = mipsolver->mipdata_->ARstart_[i];
|
|
1879
|
+
HighsInt end = mipsolver->mipdata_->ARstart_[i + 1];
|
|
1880
|
+
|
|
1881
|
+
computeMinActivity(start, end, mipsolver->mipdata_->ARindex_.data(),
|
|
1882
|
+
mipsolver->mipdata_->ARvalue_.data(), activitymininf_[i],
|
|
1883
|
+
activitymin_[i]);
|
|
1884
|
+
computeMaxActivity(start, end, mipsolver->mipdata_->ARindex_.data(),
|
|
1885
|
+
mipsolver->mipdata_->ARvalue_.data(), activitymaxinf_[i],
|
|
1886
|
+
activitymax_[i]);
|
|
1887
|
+
|
|
1888
|
+
recomputeCapacityThreshold(i);
|
|
1889
|
+
|
|
1890
|
+
if ((activitymininf_[i] <= 1 && mipsolver->rowUpper(i) != kHighsInf) ||
|
|
1891
|
+
(activitymaxinf_[i] <= 1 && mipsolver->rowLower(i) != -kHighsInf)) {
|
|
1892
|
+
markPropagate(i);
|
|
1893
|
+
// propagateflags_[i] = 1;
|
|
1894
|
+
// propagateinds_.push_back(i);
|
|
1895
|
+
}
|
|
1896
|
+
}
|
|
1897
|
+
}
|
|
1898
|
+
|
|
1899
|
+
double HighsDomain::doChangeBound(const HighsDomainChange& boundchg) {
|
|
1900
|
+
double oldbound;
|
|
1901
|
+
|
|
1902
|
+
if (boundchg.boundtype == HighsBoundType::kLower) {
|
|
1903
|
+
oldbound = col_lower_[boundchg.column];
|
|
1904
|
+
col_lower_[boundchg.column] = boundchg.boundval;
|
|
1905
|
+
if (oldbound != boundchg.boundval) {
|
|
1906
|
+
if (!infeasible_)
|
|
1907
|
+
updateActivityLbChange(boundchg.column, oldbound, boundchg.boundval);
|
|
1908
|
+
|
|
1909
|
+
if (!isChangedCol(boundchg.column)) {
|
|
1910
|
+
changedcolsflags_[boundchg.column] = 1;
|
|
1911
|
+
changedcols_.push_back(boundchg.column);
|
|
1912
|
+
}
|
|
1913
|
+
}
|
|
1914
|
+
} else {
|
|
1915
|
+
oldbound = col_upper_[boundchg.column];
|
|
1916
|
+
col_upper_[boundchg.column] = boundchg.boundval;
|
|
1917
|
+
if (oldbound != boundchg.boundval) {
|
|
1918
|
+
if (!infeasible_)
|
|
1919
|
+
updateActivityUbChange(boundchg.column, oldbound, boundchg.boundval);
|
|
1920
|
+
|
|
1921
|
+
if (!isChangedCol(boundchg.column)) {
|
|
1922
|
+
changedcolsflags_[boundchg.column] = 1;
|
|
1923
|
+
changedcols_.push_back(boundchg.column);
|
|
1924
|
+
}
|
|
1925
|
+
}
|
|
1926
|
+
}
|
|
1927
|
+
|
|
1928
|
+
return oldbound;
|
|
1929
|
+
}
|
|
1930
|
+
|
|
1931
|
+
void HighsDomain::changeBound(HighsDomainChange boundchg, Reason reason) {
|
|
1932
|
+
assert(boundchg.column >= 0);
|
|
1933
|
+
assert(boundchg.column < (HighsInt)col_upper_.size());
|
|
1934
|
+
// assert(infeasible_ == 0);
|
|
1935
|
+
// if (reason.type == Reason::kObjective) {
|
|
1936
|
+
// if (!mipsolver->submip)
|
|
1937
|
+
// printf("objective propagator changed %s bound of column %d to %g\n",
|
|
1938
|
+
// boundchg.boundtype == HighsBoundType::kLower ? "lower" :
|
|
1939
|
+
// "upper", boundchg.column, boundchg.boundval);
|
|
1940
|
+
// }
|
|
1941
|
+
|
|
1942
|
+
HighsInt prevPos;
|
|
1943
|
+
if (boundchg.boundtype == HighsBoundType::kLower) {
|
|
1944
|
+
if (boundchg.boundval <= col_lower_[boundchg.column]) {
|
|
1945
|
+
if (reason.type != Reason::kBranching) return;
|
|
1946
|
+
boundchg.boundval = col_lower_[boundchg.column];
|
|
1947
|
+
}
|
|
1948
|
+
if (boundchg.boundval > col_upper_[boundchg.column]) {
|
|
1949
|
+
if (boundchg.boundval - col_upper_[boundchg.column] >
|
|
1950
|
+
mipsolver->mipdata_->feastol) {
|
|
1951
|
+
mipsolver->mipdata_->debugSolution.nodePruned(*this);
|
|
1952
|
+
if (!infeasible_) {
|
|
1953
|
+
infeasible_pos = domchgstack_.size();
|
|
1954
|
+
infeasible_ = true;
|
|
1955
|
+
infeasible_reason = Reason::conflictingBounds(domchgstack_.size());
|
|
1956
|
+
}
|
|
1957
|
+
} else {
|
|
1958
|
+
boundchg.boundval = col_upper_[boundchg.column];
|
|
1959
|
+
if (boundchg.boundval == col_lower_[boundchg.column]) return;
|
|
1960
|
+
}
|
|
1961
|
+
}
|
|
1962
|
+
|
|
1963
|
+
prevPos = colLowerPos_[boundchg.column];
|
|
1964
|
+
colLowerPos_[boundchg.column] = domchgstack_.size();
|
|
1965
|
+
} else {
|
|
1966
|
+
if (boundchg.boundval >= col_upper_[boundchg.column]) {
|
|
1967
|
+
if (reason.type != Reason::kBranching) return;
|
|
1968
|
+
boundchg.boundval = col_upper_[boundchg.column];
|
|
1969
|
+
}
|
|
1970
|
+
if (boundchg.boundval < col_lower_[boundchg.column]) {
|
|
1971
|
+
if (col_lower_[boundchg.column] - boundchg.boundval >
|
|
1972
|
+
mipsolver->mipdata_->feastol) {
|
|
1973
|
+
mipsolver->mipdata_->debugSolution.nodePruned(*this);
|
|
1974
|
+
if (!infeasible_) {
|
|
1975
|
+
infeasible_pos = domchgstack_.size();
|
|
1976
|
+
infeasible_ = true;
|
|
1977
|
+
infeasible_reason = Reason::conflictingBounds(domchgstack_.size());
|
|
1978
|
+
}
|
|
1979
|
+
} else {
|
|
1980
|
+
boundchg.boundval = col_lower_[boundchg.column];
|
|
1981
|
+
if (boundchg.boundval == col_upper_[boundchg.column]) return;
|
|
1982
|
+
}
|
|
1983
|
+
}
|
|
1984
|
+
|
|
1985
|
+
prevPos = colUpperPos_[boundchg.column];
|
|
1986
|
+
colUpperPos_[boundchg.column] = domchgstack_.size();
|
|
1987
|
+
}
|
|
1988
|
+
|
|
1989
|
+
mipsolver->mipdata_->debugSolution.boundChangeAdded(
|
|
1990
|
+
*this, boundchg, reason.type == Reason::kBranching);
|
|
1991
|
+
|
|
1992
|
+
if (reason.type == Reason::kBranching)
|
|
1993
|
+
branchPos_.push_back(domchgstack_.size());
|
|
1994
|
+
|
|
1995
|
+
assert(prevPos < (HighsInt)domchgstack_.size());
|
|
1996
|
+
|
|
1997
|
+
bool binary = isBinary(boundchg.column);
|
|
1998
|
+
|
|
1999
|
+
double oldbound = doChangeBound(boundchg);
|
|
2000
|
+
|
|
2001
|
+
prevboundval_.emplace_back(oldbound, prevPos);
|
|
2002
|
+
domchgstack_.push_back(boundchg);
|
|
2003
|
+
domchgreason_.push_back(reason);
|
|
2004
|
+
|
|
2005
|
+
if (binary && !infeasible_ && isFixed(boundchg.column)) {
|
|
2006
|
+
mipsolver->mipdata_->cliquetable.addImplications(
|
|
2007
|
+
*this, boundchg.column, col_lower_[boundchg.column] > 0.5);
|
|
2008
|
+
if (!infeasible_) {
|
|
2009
|
+
mipsolver->mipdata_->implications.applyImplications(
|
|
2010
|
+
*this, boundchg.column, col_lower_[boundchg.column] > 0.5);
|
|
2011
|
+
}
|
|
2012
|
+
}
|
|
2013
|
+
}
|
|
2014
|
+
|
|
2015
|
+
bool HighsDomain::checkChangeBound(HighsBoundType boundtype, HighsInt col,
|
|
2016
|
+
HighsCDouble boundval, Reason reason) {
|
|
2017
|
+
if (std::abs(static_cast<double>(boundval * kHighsTiny)) > feastol())
|
|
2018
|
+
return false;
|
|
2019
|
+
bool accept;
|
|
2020
|
+
double bound = boundtype == HighsBoundType::kLower
|
|
2021
|
+
? adjustedLb(col, boundval, accept)
|
|
2022
|
+
: adjustedUb(col, boundval, accept);
|
|
2023
|
+
if (!accept) return false;
|
|
2024
|
+
changeBound(boundtype, col, bound, reason);
|
|
2025
|
+
return true;
|
|
2026
|
+
}
|
|
2027
|
+
|
|
2028
|
+
void HighsDomain::setDomainChangeStack(
|
|
2029
|
+
const std::vector<HighsDomainChange>& domchgstack) {
|
|
2030
|
+
infeasible_ = false;
|
|
2031
|
+
mipsolver->mipdata_->debugSolution.resetDomain(*this);
|
|
2032
|
+
|
|
2033
|
+
if (!domchgstack_.empty()) {
|
|
2034
|
+
for (const HighsDomainChange& domchg : domchgstack_) {
|
|
2035
|
+
if (domchg.boundtype == HighsBoundType::kLower)
|
|
2036
|
+
colLowerPos_[domchg.column] = -1;
|
|
2037
|
+
else
|
|
2038
|
+
colUpperPos_[domchg.column] = -1;
|
|
2039
|
+
}
|
|
2040
|
+
}
|
|
2041
|
+
|
|
2042
|
+
prevboundval_.clear();
|
|
2043
|
+
domchgstack_.clear();
|
|
2044
|
+
domchgreason_.clear();
|
|
2045
|
+
branchPos_.clear();
|
|
2046
|
+
HighsInt stacksize = domchgstack.size();
|
|
2047
|
+
for (HighsInt k = 0; k != stacksize; ++k) {
|
|
2048
|
+
if (domchgstack[k].boundtype == HighsBoundType::kLower &&
|
|
2049
|
+
domchgstack[k].boundval <= col_lower_[domchgstack[k].column])
|
|
2050
|
+
continue;
|
|
2051
|
+
if (domchgstack[k].boundtype == HighsBoundType::kUpper &&
|
|
2052
|
+
domchgstack[k].boundval >= col_upper_[domchgstack[k].column])
|
|
2053
|
+
continue;
|
|
2054
|
+
|
|
2055
|
+
changeBound(domchgstack[k], Reason::unspecified());
|
|
2056
|
+
|
|
2057
|
+
if (infeasible_) break;
|
|
2058
|
+
}
|
|
2059
|
+
}
|
|
2060
|
+
|
|
2061
|
+
void HighsDomain::setDomainChangeStack(
|
|
2062
|
+
const std::vector<HighsDomainChange>& domchgstack,
|
|
2063
|
+
const std::vector<HighsInt>& branchingPositions) {
|
|
2064
|
+
infeasible_ = false;
|
|
2065
|
+
mipsolver->mipdata_->debugSolution.resetDomain(*this);
|
|
2066
|
+
|
|
2067
|
+
if (!domchgstack_.empty()) {
|
|
2068
|
+
for (const HighsDomainChange& domchg : domchgstack_) {
|
|
2069
|
+
if (domchg.boundtype == HighsBoundType::kLower)
|
|
2070
|
+
colLowerPos_[domchg.column] = -1;
|
|
2071
|
+
else
|
|
2072
|
+
colUpperPos_[domchg.column] = -1;
|
|
2073
|
+
}
|
|
2074
|
+
}
|
|
2075
|
+
|
|
2076
|
+
prevboundval_.clear();
|
|
2077
|
+
domchgstack_.clear();
|
|
2078
|
+
domchgreason_.clear();
|
|
2079
|
+
branchPos_.clear();
|
|
2080
|
+
HighsInt stacksize = domchgstack.size();
|
|
2081
|
+
HighsInt k = 0;
|
|
2082
|
+
for (HighsInt branchPos : branchingPositions) {
|
|
2083
|
+
for (; k < branchPos; ++k) {
|
|
2084
|
+
if (domchgstack[k].boundtype == HighsBoundType::kLower &&
|
|
2085
|
+
domchgstack[k].boundval <= col_lower_[domchgstack[k].column])
|
|
2086
|
+
continue;
|
|
2087
|
+
if (domchgstack[k].boundtype == HighsBoundType::kUpper &&
|
|
2088
|
+
domchgstack[k].boundval >= col_upper_[domchgstack[k].column])
|
|
2089
|
+
continue;
|
|
2090
|
+
|
|
2091
|
+
changeBound(domchgstack[k], Reason::unspecified());
|
|
2092
|
+
if (!infeasible_) propagate();
|
|
2093
|
+
if (infeasible_) return;
|
|
2094
|
+
}
|
|
2095
|
+
|
|
2096
|
+
if (k == stacksize) return;
|
|
2097
|
+
|
|
2098
|
+
// For redundant branching bound changes we need to be more careful due to
|
|
2099
|
+
// symmetry handling. If these bound changes are redundant simply because
|
|
2100
|
+
// the corresponding subtree was enumerated and hence the global bound
|
|
2101
|
+
// updated, then we still need to keep their status as branching variables
|
|
2102
|
+
// for computing correct stabilizers. They can, however, be safely dropped
|
|
2103
|
+
// if they are either strictly redundant in the global domain, or if there
|
|
2104
|
+
// is already a local bound change that makes the branching change
|
|
2105
|
+
// redundant.
|
|
2106
|
+
if (domchgstack[k].boundtype == HighsBoundType::kLower) {
|
|
2107
|
+
if (domchgstack[k].boundval <= col_lower_[domchgstack[k].column]) {
|
|
2108
|
+
if (domchgstack[k].boundval < col_lower_[domchgstack[k].column])
|
|
2109
|
+
continue;
|
|
2110
|
+
if (colLowerPos_[domchgstack[k].column] != -1) continue;
|
|
2111
|
+
}
|
|
2112
|
+
} else {
|
|
2113
|
+
if (domchgstack[k].boundval >= col_upper_[domchgstack[k].column]) {
|
|
2114
|
+
if (domchgstack[k].boundval > col_upper_[domchgstack[k].column])
|
|
2115
|
+
continue;
|
|
2116
|
+
if (colUpperPos_[domchgstack[k].column] != -1) continue;
|
|
2117
|
+
}
|
|
2118
|
+
}
|
|
2119
|
+
|
|
2120
|
+
changeBound(domchgstack[k], Reason::branching());
|
|
2121
|
+
if (!infeasible_) propagate();
|
|
2122
|
+
if (infeasible_) return;
|
|
2123
|
+
}
|
|
2124
|
+
|
|
2125
|
+
for (; k < stacksize; ++k) {
|
|
2126
|
+
if (domchgstack[k].boundtype == HighsBoundType::kLower &&
|
|
2127
|
+
domchgstack[k].boundval <= col_lower_[domchgstack[k].column])
|
|
2128
|
+
continue;
|
|
2129
|
+
if (domchgstack[k].boundtype == HighsBoundType::kUpper &&
|
|
2130
|
+
domchgstack[k].boundval >= col_upper_[domchgstack[k].column])
|
|
2131
|
+
continue;
|
|
2132
|
+
|
|
2133
|
+
mipsolver->mipdata_->debugSolution.boundChangeAdded(*this, domchgstack[k],
|
|
2134
|
+
true);
|
|
2135
|
+
|
|
2136
|
+
changeBound(domchgstack[k], Reason::unspecified());
|
|
2137
|
+
if (!infeasible_) propagate();
|
|
2138
|
+
if (infeasible_) break;
|
|
2139
|
+
}
|
|
2140
|
+
}
|
|
2141
|
+
|
|
2142
|
+
void HighsDomain::backtrackToGlobal() {
|
|
2143
|
+
HighsInt k = HighsInt(domchgstack_.size()) - 1;
|
|
2144
|
+
bool old_infeasible = infeasible_;
|
|
2145
|
+
Reason old_reason = infeasible_reason;
|
|
2146
|
+
|
|
2147
|
+
if (infeasible_ && infeasible_pos == HighsInt(domchgstack_.size())) {
|
|
2148
|
+
assert(old_infeasible);
|
|
2149
|
+
assert(k == HighsInt(domchgstack_.size()) - 1);
|
|
2150
|
+
infeasible_ = false;
|
|
2151
|
+
infeasible_reason = Reason::unspecified();
|
|
2152
|
+
}
|
|
2153
|
+
|
|
2154
|
+
while (k >= 0) {
|
|
2155
|
+
double prevbound = prevboundval_[k].first;
|
|
2156
|
+
HighsInt prevpos = prevboundval_[k].second;
|
|
2157
|
+
assert(prevpos < k);
|
|
2158
|
+
|
|
2159
|
+
mipsolver->mipdata_->debugSolution.boundChangeRemoved(*this,
|
|
2160
|
+
domchgstack_[k]);
|
|
2161
|
+
|
|
2162
|
+
if (domchgstack_[k].boundtype == HighsBoundType::kLower) {
|
|
2163
|
+
assert(colLowerPos_[domchgstack_[k].column] == k);
|
|
2164
|
+
colLowerPos_[domchgstack_[k].column] = prevpos;
|
|
2165
|
+
} else {
|
|
2166
|
+
assert(colUpperPos_[domchgstack_[k].column] == k);
|
|
2167
|
+
colUpperPos_[domchgstack_[k].column] = prevpos;
|
|
2168
|
+
}
|
|
2169
|
+
|
|
2170
|
+
if (prevbound != domchgstack_[k].boundval) {
|
|
2171
|
+
// change back to global bound
|
|
2172
|
+
doChangeBound(
|
|
2173
|
+
{prevbound, domchgstack_[k].column, domchgstack_[k].boundtype});
|
|
2174
|
+
}
|
|
2175
|
+
|
|
2176
|
+
if (infeasible_ && infeasible_pos == k) {
|
|
2177
|
+
assert(old_infeasible);
|
|
2178
|
+
assert(k == HighsInt(domchgstack_.size()) - 1);
|
|
2179
|
+
infeasible_ = false;
|
|
2180
|
+
infeasible_reason = Reason::unspecified();
|
|
2181
|
+
}
|
|
2182
|
+
|
|
2183
|
+
--k;
|
|
2184
|
+
}
|
|
2185
|
+
|
|
2186
|
+
if (old_infeasible) {
|
|
2187
|
+
markPropagateCut(old_reason);
|
|
2188
|
+
infeasible_reason = Reason::unspecified();
|
|
2189
|
+
infeasible_ = false;
|
|
2190
|
+
}
|
|
2191
|
+
|
|
2192
|
+
HighsInt numreason = domchgreason_.size();
|
|
2193
|
+
for (HighsInt i = k + 1; i < numreason; ++i)
|
|
2194
|
+
markPropagateCut(domchgreason_[i]);
|
|
2195
|
+
|
|
2196
|
+
domchgstack_.clear();
|
|
2197
|
+
prevboundval_.clear();
|
|
2198
|
+
domchgreason_.clear();
|
|
2199
|
+
branchPos_.clear();
|
|
2200
|
+
}
|
|
2201
|
+
|
|
2202
|
+
HighsDomainChange HighsDomain::backtrack() {
|
|
2203
|
+
HighsInt k = HighsInt(domchgstack_.size()) - 1;
|
|
2204
|
+
bool old_infeasible = infeasible_;
|
|
2205
|
+
Reason old_reason = infeasible_reason;
|
|
2206
|
+
|
|
2207
|
+
if (infeasible_ && infeasible_pos == HighsInt(domchgstack_.size())) {
|
|
2208
|
+
assert(old_infeasible);
|
|
2209
|
+
assert(k == HighsInt(domchgstack_.size()) - 1);
|
|
2210
|
+
infeasible_ = false;
|
|
2211
|
+
infeasible_reason = Reason::unspecified();
|
|
2212
|
+
}
|
|
2213
|
+
while (k >= 0) {
|
|
2214
|
+
double prevbound = prevboundval_[k].first;
|
|
2215
|
+
HighsInt prevpos = prevboundval_[k].second;
|
|
2216
|
+
assert(prevpos < k);
|
|
2217
|
+
|
|
2218
|
+
mipsolver->mipdata_->debugSolution.boundChangeRemoved(*this,
|
|
2219
|
+
domchgstack_[k]);
|
|
2220
|
+
|
|
2221
|
+
if (domchgstack_[k].boundtype == HighsBoundType::kLower) {
|
|
2222
|
+
assert(colLowerPos_[domchgstack_[k].column] == k);
|
|
2223
|
+
colLowerPos_[domchgstack_[k].column] = prevpos;
|
|
2224
|
+
} else {
|
|
2225
|
+
assert(colUpperPos_[domchgstack_[k].column] == k);
|
|
2226
|
+
colUpperPos_[domchgstack_[k].column] = prevpos;
|
|
2227
|
+
}
|
|
2228
|
+
|
|
2229
|
+
// change back to global bound
|
|
2230
|
+
doChangeBound(
|
|
2231
|
+
{prevbound, domchgstack_[k].column, domchgstack_[k].boundtype});
|
|
2232
|
+
|
|
2233
|
+
if (infeasible_ && infeasible_pos == k) {
|
|
2234
|
+
assert(old_infeasible);
|
|
2235
|
+
assert(k == HighsInt(domchgstack_.size()) - 1);
|
|
2236
|
+
infeasible_ = false;
|
|
2237
|
+
infeasible_reason = Reason::unspecified();
|
|
2238
|
+
}
|
|
2239
|
+
|
|
2240
|
+
if (domchgreason_[k].type == Reason::kBranching) {
|
|
2241
|
+
branchPos_.pop_back();
|
|
2242
|
+
break;
|
|
2243
|
+
}
|
|
2244
|
+
|
|
2245
|
+
--k;
|
|
2246
|
+
}
|
|
2247
|
+
|
|
2248
|
+
if (old_infeasible) {
|
|
2249
|
+
markPropagateCut(old_reason);
|
|
2250
|
+
infeasible_reason = Reason::unspecified();
|
|
2251
|
+
infeasible_ = false;
|
|
2252
|
+
}
|
|
2253
|
+
|
|
2254
|
+
HighsInt numreason = domchgreason_.size();
|
|
2255
|
+
for (HighsInt i = k + 1; i < numreason; ++i)
|
|
2256
|
+
markPropagateCut(domchgreason_[i]);
|
|
2257
|
+
|
|
2258
|
+
if (k < 0) {
|
|
2259
|
+
domchgstack_.clear();
|
|
2260
|
+
prevboundval_.clear();
|
|
2261
|
+
domchgreason_.clear();
|
|
2262
|
+
branchPos_.clear();
|
|
2263
|
+
return HighsDomainChange({0.0, -1, HighsBoundType::kLower});
|
|
2264
|
+
}
|
|
2265
|
+
|
|
2266
|
+
HighsDomainChange backtrackboundchg = domchgstack_[k];
|
|
2267
|
+
domchgstack_.erase(domchgstack_.begin() + k, domchgstack_.end());
|
|
2268
|
+
domchgreason_.resize(k);
|
|
2269
|
+
prevboundval_.resize(k);
|
|
2270
|
+
|
|
2271
|
+
return backtrackboundchg;
|
|
2272
|
+
}
|
|
2273
|
+
|
|
2274
|
+
bool HighsDomain::propagate() {
|
|
2275
|
+
std::vector<HighsInt> propagateinds;
|
|
2276
|
+
|
|
2277
|
+
auto havePropagationRows = [&]() {
|
|
2278
|
+
if (!propagateinds_.empty()) return true;
|
|
2279
|
+
|
|
2280
|
+
if (objProp_.isActive() && objProp_.shouldBePropagated()) return true;
|
|
2281
|
+
|
|
2282
|
+
for (const auto& cutpoolprop : cutpoolpropagation) {
|
|
2283
|
+
if (!cutpoolprop.propagatecutinds_.empty()) return true;
|
|
2284
|
+
}
|
|
2285
|
+
|
|
2286
|
+
for (const auto& conflictprop : conflictPoolPropagation) {
|
|
2287
|
+
if (!conflictprop.propagateConflictInds_.empty()) return true;
|
|
2288
|
+
}
|
|
2289
|
+
|
|
2290
|
+
return false;
|
|
2291
|
+
};
|
|
2292
|
+
|
|
2293
|
+
if (!havePropagationRows()) return false;
|
|
2294
|
+
|
|
2295
|
+
size_t changedboundsize = 2 * mipsolver->mipdata_->ARvalue_.size();
|
|
2296
|
+
|
|
2297
|
+
for (const auto& cutpoolprop : cutpoolpropagation)
|
|
2298
|
+
changedboundsize = std::max(
|
|
2299
|
+
changedboundsize, cutpoolprop.cutpool->getMatrix().nonzeroCapacity());
|
|
2300
|
+
|
|
2301
|
+
std::unique_ptr<HighsDomainChange[]> changedbounds(
|
|
2302
|
+
new HighsDomainChange[changedboundsize]);
|
|
2303
|
+
|
|
2304
|
+
while (havePropagationRows()) {
|
|
2305
|
+
if (objProp_.isActive()) objProp_.propagate();
|
|
2306
|
+
|
|
2307
|
+
const HighsInt numConflictPools = conflictPoolPropagation.size();
|
|
2308
|
+
for (HighsInt conflictPool = 0; conflictPool < numConflictPools;
|
|
2309
|
+
++conflictPool) {
|
|
2310
|
+
auto& conflictprop = conflictPoolPropagation[conflictPool];
|
|
2311
|
+
while (!conflictprop.propagateConflictInds_.empty()) {
|
|
2312
|
+
propagateinds.swap(conflictprop.propagateConflictInds_);
|
|
2313
|
+
|
|
2314
|
+
for (HighsInt conflict : propagateinds)
|
|
2315
|
+
conflictprop.propagateConflict(conflict);
|
|
2316
|
+
|
|
2317
|
+
propagateinds.clear();
|
|
2318
|
+
}
|
|
2319
|
+
}
|
|
2320
|
+
|
|
2321
|
+
if (!propagateinds_.empty()) {
|
|
2322
|
+
propagateinds.swap(propagateinds_);
|
|
2323
|
+
|
|
2324
|
+
HighsInt numproprows = propagateinds.size();
|
|
2325
|
+
for (HighsInt i = 0; i != numproprows; ++i) {
|
|
2326
|
+
HighsInt row = propagateinds[i];
|
|
2327
|
+
propagateflags_[row] = 0;
|
|
2328
|
+
}
|
|
2329
|
+
|
|
2330
|
+
if (!infeasible_) {
|
|
2331
|
+
propRowNumChangedBounds_.assign(
|
|
2332
|
+
numproprows, std::make_pair(HighsInt{0}, HighsInt{0}));
|
|
2333
|
+
|
|
2334
|
+
auto propagateIndex = [&](HighsInt k) {
|
|
2335
|
+
// for (HighsInt k = 0; k != numproprows; ++k) {
|
|
2336
|
+
HighsInt i = propagateinds[k];
|
|
2337
|
+
HighsInt start = mipsolver->mipdata_->ARstart_[i];
|
|
2338
|
+
HighsInt end = mipsolver->mipdata_->ARstart_[i + 1];
|
|
2339
|
+
HighsInt Rlen = end - start;
|
|
2340
|
+
const HighsInt* Rindex = mipsolver->mipdata_->ARindex_.data() + start;
|
|
2341
|
+
const double* Rvalue = mipsolver->mipdata_->ARvalue_.data() + start;
|
|
2342
|
+
bool recomputeCapThreshold = false;
|
|
2343
|
+
|
|
2344
|
+
if (mipsolver->rowUpper(i) != kHighsInf &&
|
|
2345
|
+
(activitymaxinf_[i] != 0 ||
|
|
2346
|
+
activitymax_[i] >
|
|
2347
|
+
mipsolver->rowUpper(i) + mipsolver->mipdata_->feastol)) {
|
|
2348
|
+
// computeMinActivity(start, end, mipsolver->ARstart_.data(),
|
|
2349
|
+
// mipsolver->ARvalue_.data(), activitymininf_[i],
|
|
2350
|
+
// activitymin_[i]);
|
|
2351
|
+
activitymin_[i].renormalize();
|
|
2352
|
+
propRowNumChangedBounds_[k].first = propagateRowUpper(
|
|
2353
|
+
Rindex, Rvalue, Rlen, mipsolver->rowUpper(i), activitymin_[i],
|
|
2354
|
+
activitymininf_[i], &changedbounds[2 * start]);
|
|
2355
|
+
|
|
2356
|
+
recomputeCapThreshold = true;
|
|
2357
|
+
}
|
|
2358
|
+
|
|
2359
|
+
if (mipsolver->rowLower(i) != -kHighsInf &&
|
|
2360
|
+
(activitymininf_[i] != 0 ||
|
|
2361
|
+
activitymin_[i] <
|
|
2362
|
+
mipsolver->rowLower(i) - mipsolver->mipdata_->feastol)) {
|
|
2363
|
+
// computeMaxActivity(start, end, mipsolver->ARstart_.data(),
|
|
2364
|
+
// mipsolver->ARvalue_.data(), activitymaxinf_[i],
|
|
2365
|
+
// activitymax_[i]);
|
|
2366
|
+
activitymax_[i].renormalize();
|
|
2367
|
+
propRowNumChangedBounds_[k].second = propagateRowLower(
|
|
2368
|
+
Rindex, Rvalue, Rlen, mipsolver->rowLower(i), activitymax_[i],
|
|
2369
|
+
activitymaxinf_[i],
|
|
2370
|
+
&changedbounds[2 * start + propRowNumChangedBounds_[k].first]);
|
|
2371
|
+
|
|
2372
|
+
recomputeCapThreshold = true;
|
|
2373
|
+
}
|
|
2374
|
+
|
|
2375
|
+
if (recomputeCapThreshold) recomputeCapacityThreshold(i);
|
|
2376
|
+
};
|
|
2377
|
+
|
|
2378
|
+
// printf("numproprows (model): %" HIGHSINT_FORMAT "\n", numproprows);
|
|
2379
|
+
|
|
2380
|
+
for (HighsInt k = 0; k != numproprows; ++k) propagateIndex(k);
|
|
2381
|
+
|
|
2382
|
+
for (HighsInt k = 0; k != numproprows; ++k) {
|
|
2383
|
+
HighsInt i = propagateinds[k];
|
|
2384
|
+
|
|
2385
|
+
if (propRowNumChangedBounds_[k].first != 0) {
|
|
2386
|
+
HighsInt start = 2 * mipsolver->mipdata_->ARstart_[i];
|
|
2387
|
+
HighsInt end = start + propRowNumChangedBounds_[k].first;
|
|
2388
|
+
for (HighsInt j = start; j != end && !infeasible_; ++j)
|
|
2389
|
+
changeBound(changedbounds[j], Reason::modelRowUpper(i));
|
|
2390
|
+
|
|
2391
|
+
if (infeasible_) break;
|
|
2392
|
+
}
|
|
2393
|
+
if (propRowNumChangedBounds_[k].second != 0) {
|
|
2394
|
+
HighsInt start = 2 * mipsolver->mipdata_->ARstart_[i] +
|
|
2395
|
+
propRowNumChangedBounds_[k].first;
|
|
2396
|
+
HighsInt end = start + propRowNumChangedBounds_[k].second;
|
|
2397
|
+
for (HighsInt j = start; j != end && !infeasible_; ++j)
|
|
2398
|
+
changeBound(changedbounds[j], Reason::modelRowLower(i));
|
|
2399
|
+
|
|
2400
|
+
if (infeasible_) break;
|
|
2401
|
+
}
|
|
2402
|
+
}
|
|
2403
|
+
}
|
|
2404
|
+
|
|
2405
|
+
propagateinds.clear();
|
|
2406
|
+
}
|
|
2407
|
+
|
|
2408
|
+
const HighsInt numpools = cutpoolpropagation.size();
|
|
2409
|
+
for (HighsInt cutpool = 0; cutpool != numpools; ++cutpool) {
|
|
2410
|
+
auto& cutpoolprop = cutpoolpropagation[cutpool];
|
|
2411
|
+
if (!cutpoolprop.propagatecutinds_.empty()) {
|
|
2412
|
+
propagateinds.swap(cutpoolprop.propagatecutinds_);
|
|
2413
|
+
|
|
2414
|
+
HighsInt numproprows = propagateinds.size();
|
|
2415
|
+
for (HighsInt i = 0; i != numproprows; ++i) {
|
|
2416
|
+
HighsInt cut = propagateinds[i];
|
|
2417
|
+
cutpoolprop.propagatecutflags_[cut] &= 2;
|
|
2418
|
+
}
|
|
2419
|
+
|
|
2420
|
+
if (!infeasible_) {
|
|
2421
|
+
propRowNumChangedBounds_.assign(
|
|
2422
|
+
numproprows, std::make_pair(HighsInt{0}, HighsInt{0}));
|
|
2423
|
+
|
|
2424
|
+
auto propagateIndex = [&](HighsInt k) {
|
|
2425
|
+
HighsInt i = propagateinds[k];
|
|
2426
|
+
// first check if cut is marked as deleted
|
|
2427
|
+
if (cutpoolprop.propagatecutflags_[i] & 2) return;
|
|
2428
|
+
|
|
2429
|
+
HighsInt Rlen;
|
|
2430
|
+
const HighsInt* Rindex;
|
|
2431
|
+
const double* Rvalue;
|
|
2432
|
+
cutpoolprop.cutpool->getCut(i, Rlen, Rindex, Rvalue);
|
|
2433
|
+
cutpoolprop.activitycuts_[i].renormalize();
|
|
2434
|
+
|
|
2435
|
+
propRowNumChangedBounds_[k].first = propagateRowUpper(
|
|
2436
|
+
Rindex, Rvalue, Rlen, cutpoolprop.cutpool->getRhs()[i],
|
|
2437
|
+
cutpoolprop.activitycuts_[i], cutpoolprop.activitycutsinf_[i],
|
|
2438
|
+
&changedbounds[cutpoolprop.cutpool->getMatrix().getRowStart(
|
|
2439
|
+
i)]);
|
|
2440
|
+
|
|
2441
|
+
cutpoolprop.recomputeCapacityThreshold(i);
|
|
2442
|
+
};
|
|
2443
|
+
|
|
2444
|
+
// printf("numproprows (cuts): %" HIGHSINT_FORMAT "\n", numproprows);
|
|
2445
|
+
|
|
2446
|
+
for (HighsInt k = 0; k != numproprows; ++k) propagateIndex(k);
|
|
2447
|
+
|
|
2448
|
+
for (HighsInt k = 0; k != numproprows; ++k) {
|
|
2449
|
+
HighsInt i = propagateinds[k];
|
|
2450
|
+
if (propRowNumChangedBounds_[k].first != 0) {
|
|
2451
|
+
cutpoolprop.cutpool->resetAge(i);
|
|
2452
|
+
HighsInt start = cutpoolprop.cutpool->getMatrix().getRowStart(i);
|
|
2453
|
+
HighsInt end = start + propRowNumChangedBounds_[k].first;
|
|
2454
|
+
for (HighsInt j = start; j != end && !infeasible_; ++j)
|
|
2455
|
+
changeBound(changedbounds[j], Reason::cut(cutpool, i));
|
|
2456
|
+
}
|
|
2457
|
+
|
|
2458
|
+
if (infeasible_) break;
|
|
2459
|
+
}
|
|
2460
|
+
}
|
|
2461
|
+
|
|
2462
|
+
propagateinds.clear();
|
|
2463
|
+
}
|
|
2464
|
+
}
|
|
2465
|
+
}
|
|
2466
|
+
|
|
2467
|
+
return true;
|
|
2468
|
+
}
|
|
2469
|
+
|
|
2470
|
+
double HighsDomain::getColLowerPos(HighsInt col, HighsInt stackpos,
|
|
2471
|
+
HighsInt& pos) const {
|
|
2472
|
+
double lb = col_lower_[col];
|
|
2473
|
+
pos = colLowerPos_[col];
|
|
2474
|
+
while (pos > stackpos || (pos != -1 && prevboundval_[pos].first == lb)) {
|
|
2475
|
+
lb = prevboundval_[pos].first;
|
|
2476
|
+
pos = prevboundval_[pos].second;
|
|
2477
|
+
}
|
|
2478
|
+
return lb;
|
|
2479
|
+
}
|
|
2480
|
+
|
|
2481
|
+
double HighsDomain::getColUpperPos(HighsInt col, HighsInt stackpos,
|
|
2482
|
+
HighsInt& pos) const {
|
|
2483
|
+
double ub = col_upper_[col];
|
|
2484
|
+
pos = colUpperPos_[col];
|
|
2485
|
+
while (pos > stackpos || (pos != -1 && prevboundval_[pos].first == ub)) {
|
|
2486
|
+
ub = prevboundval_[pos].first;
|
|
2487
|
+
pos = prevboundval_[pos].second;
|
|
2488
|
+
}
|
|
2489
|
+
return ub;
|
|
2490
|
+
}
|
|
2491
|
+
|
|
2492
|
+
void HighsDomain::conflictAnalysis(HighsConflictPool& conflictPool) {
|
|
2493
|
+
if (&mipsolver->mipdata_->domain == this) return;
|
|
2494
|
+
if (mipsolver->mipdata_->domain.infeasible() || !infeasible_) return;
|
|
2495
|
+
|
|
2496
|
+
mipsolver->mipdata_->domain.propagate();
|
|
2497
|
+
if (mipsolver->mipdata_->domain.infeasible()) return;
|
|
2498
|
+
|
|
2499
|
+
ConflictSet conflictSet(*this);
|
|
2500
|
+
|
|
2501
|
+
conflictSet.conflictAnalysis(conflictPool);
|
|
2502
|
+
}
|
|
2503
|
+
|
|
2504
|
+
void HighsDomain::conflictAnalysis(const HighsInt* proofinds,
|
|
2505
|
+
const double* proofvals, HighsInt prooflen,
|
|
2506
|
+
double proofrhs,
|
|
2507
|
+
HighsConflictPool& conflictPool) {
|
|
2508
|
+
if (&mipsolver->mipdata_->domain == this) return;
|
|
2509
|
+
|
|
2510
|
+
if (mipsolver->mipdata_->domain.infeasible()) return;
|
|
2511
|
+
|
|
2512
|
+
mipsolver->mipdata_->domain.propagate();
|
|
2513
|
+
if (mipsolver->mipdata_->domain.infeasible()) return;
|
|
2514
|
+
|
|
2515
|
+
ConflictSet conflictSet(*this);
|
|
2516
|
+
conflictSet.conflictAnalysis(proofinds, proofvals, prooflen, proofrhs,
|
|
2517
|
+
conflictPool);
|
|
2518
|
+
}
|
|
2519
|
+
|
|
2520
|
+
void HighsDomain::conflictAnalyzeReconvergence(
|
|
2521
|
+
const HighsDomainChange& domchg, const HighsInt* proofinds,
|
|
2522
|
+
const double* proofvals, HighsInt prooflen, double proofrhs,
|
|
2523
|
+
HighsConflictPool& conflictPool) {
|
|
2524
|
+
if (&mipsolver->mipdata_->domain == this) return;
|
|
2525
|
+
|
|
2526
|
+
if (mipsolver->mipdata_->domain.infeasible()) return;
|
|
2527
|
+
|
|
2528
|
+
mipsolver->mipdata_->domain.propagate();
|
|
2529
|
+
if (mipsolver->mipdata_->domain.infeasible()) return;
|
|
2530
|
+
|
|
2531
|
+
ConflictSet conflictSet(*this);
|
|
2532
|
+
|
|
2533
|
+
HighsInt ninfmin;
|
|
2534
|
+
HighsCDouble activitymin;
|
|
2535
|
+
mipsolver->mipdata_->domain.computeMinActivity(
|
|
2536
|
+
0, prooflen, proofinds, proofvals, ninfmin, activitymin);
|
|
2537
|
+
if (ninfmin != 0) return;
|
|
2538
|
+
|
|
2539
|
+
if (!conflictSet.explainBoundChangeLeq(
|
|
2540
|
+
conflictSet.reconvergenceFrontier,
|
|
2541
|
+
ConflictSet::LocalDomChg{HighsInt(domchgstack_.size()), domchg},
|
|
2542
|
+
proofinds, proofvals, prooflen, proofrhs, double(activitymin)))
|
|
2543
|
+
return;
|
|
2544
|
+
|
|
2545
|
+
if (10 * conflictSet.resolvedDomainChanges.size() >
|
|
2546
|
+
1000 + 3 * mipsolver->mipdata_->integral_cols.size())
|
|
2547
|
+
return;
|
|
2548
|
+
|
|
2549
|
+
conflictSet.reconvergenceFrontier.insert(
|
|
2550
|
+
conflictSet.resolvedDomainChanges.begin(),
|
|
2551
|
+
conflictSet.resolvedDomainChanges.end());
|
|
2552
|
+
|
|
2553
|
+
HighsInt depth = branchPos_.size();
|
|
2554
|
+
|
|
2555
|
+
while (depth > 0) {
|
|
2556
|
+
HighsInt branchPos = branchPos_[depth - 1];
|
|
2557
|
+
if (domchgstack_[branchPos].boundval != prevboundval_[branchPos].first)
|
|
2558
|
+
break;
|
|
2559
|
+
|
|
2560
|
+
--depth;
|
|
2561
|
+
}
|
|
2562
|
+
|
|
2563
|
+
conflictSet.resolveDepth(conflictSet.reconvergenceFrontier, depth, 0);
|
|
2564
|
+
conflictPool.addReconvergenceCut(*this, conflictSet.reconvergenceFrontier,
|
|
2565
|
+
domchg);
|
|
2566
|
+
}
|
|
2567
|
+
|
|
2568
|
+
void HighsDomain::tightenCoefficients(HighsInt* inds, double* vals,
|
|
2569
|
+
HighsInt len, double& rhs) const {
|
|
2570
|
+
HighsCDouble maxactivity = 0;
|
|
2571
|
+
|
|
2572
|
+
for (HighsInt i = 0; i != len; ++i) {
|
|
2573
|
+
if (vals[i] > 0) {
|
|
2574
|
+
if (col_upper_[inds[i]] == kHighsInf) return;
|
|
2575
|
+
|
|
2576
|
+
maxactivity += col_upper_[inds[i]] * vals[i];
|
|
2577
|
+
} else {
|
|
2578
|
+
if (col_lower_[inds[i]] == -kHighsInf) return;
|
|
2579
|
+
|
|
2580
|
+
maxactivity += col_lower_[inds[i]] * vals[i];
|
|
2581
|
+
}
|
|
2582
|
+
}
|
|
2583
|
+
|
|
2584
|
+
HighsCDouble maxabscoef = maxactivity - rhs;
|
|
2585
|
+
if (maxabscoef > mipsolver->mipdata_->feastol) {
|
|
2586
|
+
HighsCDouble upper = rhs;
|
|
2587
|
+
HighsInt tightened = 0;
|
|
2588
|
+
for (HighsInt i = 0; i != len; ++i) {
|
|
2589
|
+
if (mipsolver->isColContinuous(inds[i])) continue;
|
|
2590
|
+
if (vals[i] > maxabscoef) {
|
|
2591
|
+
HighsCDouble delta = vals[i] - maxabscoef;
|
|
2592
|
+
upper -= delta * col_upper_[inds[i]];
|
|
2593
|
+
vals[i] = double(maxabscoef);
|
|
2594
|
+
++tightened;
|
|
2595
|
+
} else if (vals[i] < -maxabscoef) {
|
|
2596
|
+
HighsCDouble delta = -vals[i] - maxabscoef;
|
|
2597
|
+
upper += delta * col_lower_[inds[i]];
|
|
2598
|
+
vals[i] = -double(maxabscoef);
|
|
2599
|
+
++tightened;
|
|
2600
|
+
}
|
|
2601
|
+
}
|
|
2602
|
+
|
|
2603
|
+
if (tightened != 0) {
|
|
2604
|
+
// printf("tightened %" HIGHSINT_FORMAT " coefficients, rhs changed from
|
|
2605
|
+
// %g to %g\n",
|
|
2606
|
+
// tightened, rhs, double(upper));
|
|
2607
|
+
rhs = double(upper);
|
|
2608
|
+
}
|
|
2609
|
+
}
|
|
2610
|
+
}
|
|
2611
|
+
|
|
2612
|
+
double HighsDomain::getMinCutActivity(const HighsCutPool& cutpool,
|
|
2613
|
+
HighsInt cut) const {
|
|
2614
|
+
for (auto& cutpoolprop : cutpoolpropagation) {
|
|
2615
|
+
if (cutpoolprop.cutpool == &cutpool) {
|
|
2616
|
+
// assert((cutpoolprop.propagatecutflags_[cut] & 2) == 0);
|
|
2617
|
+
|
|
2618
|
+
return cut < (HighsInt)cutpoolprop.propagatecutflags_.size() &&
|
|
2619
|
+
(cutpoolprop.propagatecutflags_[cut] & 2) == 0 &&
|
|
2620
|
+
cutpoolprop.activitycutsinf_[cut] == 0
|
|
2621
|
+
? double(cutpoolprop.activitycuts_[cut])
|
|
2622
|
+
: -kHighsInf;
|
|
2623
|
+
}
|
|
2624
|
+
}
|
|
2625
|
+
|
|
2626
|
+
return -kHighsInf;
|
|
2627
|
+
}
|
|
2628
|
+
|
|
2629
|
+
bool HighsDomain::isFixing(const HighsDomainChange& domchg) const {
|
|
2630
|
+
double otherbound = domchg.boundtype == HighsBoundType::kUpper
|
|
2631
|
+
? col_lower_[domchg.column]
|
|
2632
|
+
: col_upper_[domchg.column];
|
|
2633
|
+
return std::fabs(domchg.boundval - otherbound) <=
|
|
2634
|
+
mipsolver->mipdata_->epsilon;
|
|
2635
|
+
}
|
|
2636
|
+
|
|
2637
|
+
HighsDomainChange HighsDomain::flip(const HighsDomainChange& domchg) const {
|
|
2638
|
+
if (domchg.boundtype == HighsBoundType::kLower) {
|
|
2639
|
+
HighsDomainChange flipped{domchg.boundval - mipsolver->mipdata_->feastol,
|
|
2640
|
+
domchg.column, HighsBoundType::kUpper};
|
|
2641
|
+
if (mipsolver->isColIntegral(domchg.column))
|
|
2642
|
+
flipped.boundval = std::floor(flipped.boundval);
|
|
2643
|
+
return flipped;
|
|
2644
|
+
} else {
|
|
2645
|
+
HighsDomainChange flipped{domchg.boundval + mipsolver->mipdata_->feastol,
|
|
2646
|
+
domchg.column, HighsBoundType::kLower};
|
|
2647
|
+
if (mipsolver->isColIntegral(domchg.column))
|
|
2648
|
+
flipped.boundval = std::ceil(flipped.boundval);
|
|
2649
|
+
return flipped;
|
|
2650
|
+
}
|
|
2651
|
+
}
|
|
2652
|
+
|
|
2653
|
+
double HighsDomain::feastol() const { return mipsolver->mipdata_->feastol; }
|
|
2654
|
+
|
|
2655
|
+
HighsDomain::ConflictSet::ConflictSet(HighsDomain& localdom_)
|
|
2656
|
+
: localdom(localdom_),
|
|
2657
|
+
globaldom(localdom.mipsolver->mipdata_->domain),
|
|
2658
|
+
reasonSideFrontier(),
|
|
2659
|
+
reconvergenceFrontier(),
|
|
2660
|
+
resolveQueue(),
|
|
2661
|
+
resolvedDomainChanges() {}
|
|
2662
|
+
|
|
2663
|
+
static inline double computePrio(double val, double bound, double globalbound,
|
|
2664
|
+
int64_t numnodes) {
|
|
2665
|
+
return std::fabs(val * (bound - globalbound) *
|
|
2666
|
+
static_cast<double>(1 + numnodes));
|
|
2667
|
+
}
|
|
2668
|
+
|
|
2669
|
+
bool HighsDomain::ConflictSet::explainBoundChangeGeq(
|
|
2670
|
+
const std::set<LocalDomChg>& currentFrontier, const LocalDomChg& domchg,
|
|
2671
|
+
const HighsInt* inds, const double* vals, HighsInt len, double rhs,
|
|
2672
|
+
double maxAct) {
|
|
2673
|
+
if (maxAct == kHighsInf) return false;
|
|
2674
|
+
|
|
2675
|
+
// get the coefficient value of the column for which we want to explain
|
|
2676
|
+
// the bound change
|
|
2677
|
+
double domchgVal = 0;
|
|
2678
|
+
|
|
2679
|
+
resolveBuffer.reserve(len);
|
|
2680
|
+
resolveBuffer.clear();
|
|
2681
|
+
const auto& nodequeue = localdom.mipsolver->mipdata_->nodequeue;
|
|
2682
|
+
HighsCDouble M = maxAct;
|
|
2683
|
+
for (HighsInt i = 0; i < len; ++i) {
|
|
2684
|
+
HighsInt col = inds[i];
|
|
2685
|
+
|
|
2686
|
+
if (col == domchg.domchg.column) {
|
|
2687
|
+
domchgVal = vals[i];
|
|
2688
|
+
continue;
|
|
2689
|
+
}
|
|
2690
|
+
|
|
2691
|
+
ResolveCandidate cand;
|
|
2692
|
+
cand.valuePos = i;
|
|
2693
|
+
|
|
2694
|
+
if (vals[i] > 0) {
|
|
2695
|
+
double ub = localdom.getColUpperPos(col, domchg.pos, cand.boundPos);
|
|
2696
|
+
if (globaldom.col_upper_[col] <= ub || cand.boundPos == -1) continue;
|
|
2697
|
+
auto it =
|
|
2698
|
+
currentFrontier.find(LocalDomChg{cand.boundPos, HighsDomainChange()});
|
|
2699
|
+
if (it != currentFrontier.end()) {
|
|
2700
|
+
cand.baseBound = it->domchg.boundval;
|
|
2701
|
+
if (cand.baseBound != globaldom.col_upper_[col])
|
|
2702
|
+
M += vals[i] * (cand.baseBound - globaldom.col_upper_[col]);
|
|
2703
|
+
if (cand.baseBound <= ub) continue;
|
|
2704
|
+
} else
|
|
2705
|
+
cand.baseBound = globaldom.col_upper_[col];
|
|
2706
|
+
|
|
2707
|
+
cand.delta = vals[i] * (ub - cand.baseBound);
|
|
2708
|
+
cand.prio = computePrio(vals[i], ub, globaldom.col_upper_[col],
|
|
2709
|
+
nodequeue.numNodesDown(col));
|
|
2710
|
+
} else {
|
|
2711
|
+
double lb = localdom.getColLowerPos(col, domchg.pos, cand.boundPos);
|
|
2712
|
+
if (globaldom.col_lower_[col] >= lb || cand.boundPos == -1) continue;
|
|
2713
|
+
auto it =
|
|
2714
|
+
currentFrontier.find(LocalDomChg{cand.boundPos, HighsDomainChange()});
|
|
2715
|
+
|
|
2716
|
+
if (it != currentFrontier.end()) {
|
|
2717
|
+
cand.baseBound = it->domchg.boundval;
|
|
2718
|
+
if (cand.baseBound != globaldom.col_lower_[col])
|
|
2719
|
+
M += vals[i] * (cand.baseBound - globaldom.col_lower_[col]);
|
|
2720
|
+
if (cand.baseBound >= lb) continue;
|
|
2721
|
+
} else
|
|
2722
|
+
cand.baseBound = globaldom.col_lower_[col];
|
|
2723
|
+
|
|
2724
|
+
cand.delta = vals[i] * (lb - cand.baseBound);
|
|
2725
|
+
cand.prio = computePrio(vals[i], lb, globaldom.col_lower_[col],
|
|
2726
|
+
nodequeue.numNodesUp(col));
|
|
2727
|
+
}
|
|
2728
|
+
|
|
2729
|
+
resolveBuffer.push_back(cand);
|
|
2730
|
+
}
|
|
2731
|
+
|
|
2732
|
+
if (domchgVal == 0) return false;
|
|
2733
|
+
|
|
2734
|
+
pdqsort(resolveBuffer.begin(), resolveBuffer.end());
|
|
2735
|
+
|
|
2736
|
+
// to explain the bound change we start from the bound constraint,
|
|
2737
|
+
// multiply it by the columns coefficient in the constraint. Then the
|
|
2738
|
+
// bound constraint is a0 * x0 >= b0 and the constraint
|
|
2739
|
+
// a0 * x0 + \sum ai * xi >= b. Let the max activity of \sum ai xi be M,
|
|
2740
|
+
// then the constraint yields the bound a0 * x0 >= b - M. If M is
|
|
2741
|
+
// sufficiently small the bound constraint is implied. Therefore we
|
|
2742
|
+
// decrease M by updating it with the stronger local bounds until
|
|
2743
|
+
// M <= b - b0 holds.
|
|
2744
|
+
double b0 = domchg.domchg.boundval;
|
|
2745
|
+
if (!localdom.mipsolver->isColContinuous(domchg.domchg.column)) {
|
|
2746
|
+
// in case of an integral variable the bound was rounded and can be
|
|
2747
|
+
// relaxed by 1-feastol. We use 1 - 10 * feastol for numerical safety.
|
|
2748
|
+
if (domchg.domchg.boundtype == HighsBoundType::kLower)
|
|
2749
|
+
b0 -= (1.0 - 10 * localdom.mipsolver->mipdata_->feastol);
|
|
2750
|
+
else
|
|
2751
|
+
b0 += (1.0 - 10 * localdom.mipsolver->mipdata_->feastol);
|
|
2752
|
+
} else {
|
|
2753
|
+
// for a continuous variable we relax the bound by epsilon to
|
|
2754
|
+
// accommodate for tiny rounding errors
|
|
2755
|
+
if (domchg.domchg.boundtype == HighsBoundType::kLower)
|
|
2756
|
+
b0 -= localdom.mipsolver->mipdata_->epsilon;
|
|
2757
|
+
else
|
|
2758
|
+
b0 += localdom.mipsolver->mipdata_->epsilon;
|
|
2759
|
+
}
|
|
2760
|
+
|
|
2761
|
+
// now multiply the bound constraint with the coefficient value in the
|
|
2762
|
+
// constraint to obtain b0
|
|
2763
|
+
b0 *= domchgVal;
|
|
2764
|
+
|
|
2765
|
+
// compute the lower bound of M that is necessary
|
|
2766
|
+
double Mupper = rhs - b0;
|
|
2767
|
+
|
|
2768
|
+
// M is the current residual activity initially
|
|
2769
|
+
if (domchgVal < 0)
|
|
2770
|
+
M -= domchgVal * globaldom.col_lower_[domchg.domchg.column];
|
|
2771
|
+
else
|
|
2772
|
+
M -= domchgVal * globaldom.col_upper_[domchg.domchg.column];
|
|
2773
|
+
|
|
2774
|
+
return resolveLinearGeq(M, Mupper, vals);
|
|
2775
|
+
}
|
|
2776
|
+
|
|
2777
|
+
bool HighsDomain::ConflictSet::explainBoundChangeLeq(
|
|
2778
|
+
const std::set<LocalDomChg>& currentFrontier, const LocalDomChg& domchg,
|
|
2779
|
+
const HighsInt* inds, const double* vals, HighsInt len, double rhs,
|
|
2780
|
+
double minAct) {
|
|
2781
|
+
if (minAct == -kHighsInf) return false;
|
|
2782
|
+
// get the coefficient value of the column for which we want to explain
|
|
2783
|
+
// the bound change
|
|
2784
|
+
double domchgVal = 0;
|
|
2785
|
+
|
|
2786
|
+
resolveBuffer.reserve(len);
|
|
2787
|
+
resolveBuffer.clear();
|
|
2788
|
+
const auto& nodequeue = localdom.mipsolver->mipdata_->nodequeue;
|
|
2789
|
+
HighsCDouble M = minAct;
|
|
2790
|
+
for (HighsInt i = 0; i < len; ++i) {
|
|
2791
|
+
HighsInt col = inds[i];
|
|
2792
|
+
|
|
2793
|
+
if (col == domchg.domchg.column) {
|
|
2794
|
+
domchgVal = vals[i];
|
|
2795
|
+
continue;
|
|
2796
|
+
}
|
|
2797
|
+
|
|
2798
|
+
ResolveCandidate cand;
|
|
2799
|
+
cand.valuePos = i;
|
|
2800
|
+
|
|
2801
|
+
if (vals[i] > 0) {
|
|
2802
|
+
double lb = localdom.getColLowerPos(col, domchg.pos, cand.boundPos);
|
|
2803
|
+
if (globaldom.col_lower_[col] >= lb || cand.boundPos == -1) continue;
|
|
2804
|
+
auto it =
|
|
2805
|
+
currentFrontier.find(LocalDomChg{cand.boundPos, HighsDomainChange()});
|
|
2806
|
+
|
|
2807
|
+
if (it != currentFrontier.end()) {
|
|
2808
|
+
cand.baseBound = it->domchg.boundval;
|
|
2809
|
+
if (cand.baseBound != globaldom.col_lower_[col])
|
|
2810
|
+
M += vals[i] * (cand.baseBound - globaldom.col_lower_[col]);
|
|
2811
|
+
if (cand.baseBound >= lb) continue;
|
|
2812
|
+
} else
|
|
2813
|
+
cand.baseBound = globaldom.col_lower_[col];
|
|
2814
|
+
|
|
2815
|
+
cand.delta = vals[i] * (lb - cand.baseBound);
|
|
2816
|
+
cand.prio = computePrio(vals[i], lb, globaldom.col_lower_[col],
|
|
2817
|
+
nodequeue.numNodesUp(col));
|
|
2818
|
+
} else {
|
|
2819
|
+
double ub = localdom.getColUpperPos(col, domchg.pos, cand.boundPos);
|
|
2820
|
+
if (globaldom.col_upper_[col] <= ub || cand.boundPos == -1) continue;
|
|
2821
|
+
auto it =
|
|
2822
|
+
currentFrontier.find(LocalDomChg{cand.boundPos, HighsDomainChange()});
|
|
2823
|
+
if (it != currentFrontier.end()) {
|
|
2824
|
+
cand.baseBound = it->domchg.boundval;
|
|
2825
|
+
if (cand.baseBound != globaldom.col_upper_[col])
|
|
2826
|
+
M += vals[i] * (cand.baseBound - globaldom.col_upper_[col]);
|
|
2827
|
+
if (cand.baseBound <= ub) continue;
|
|
2828
|
+
} else
|
|
2829
|
+
cand.baseBound = globaldom.col_upper_[col];
|
|
2830
|
+
|
|
2831
|
+
cand.delta = vals[i] * (ub - cand.baseBound);
|
|
2832
|
+
cand.prio = computePrio(vals[i], ub, globaldom.col_upper_[col],
|
|
2833
|
+
nodequeue.numNodesDown(col));
|
|
2834
|
+
}
|
|
2835
|
+
|
|
2836
|
+
resolveBuffer.push_back(cand);
|
|
2837
|
+
}
|
|
2838
|
+
|
|
2839
|
+
if (domchgVal == 0) return false;
|
|
2840
|
+
|
|
2841
|
+
pdqsort(resolveBuffer.begin(), resolveBuffer.end());
|
|
2842
|
+
|
|
2843
|
+
assert(domchgVal != 0);
|
|
2844
|
+
|
|
2845
|
+
// to explain the bound change we start from the bound constraint,
|
|
2846
|
+
// multiply it by the columns coefficient in the constraint. Then the
|
|
2847
|
+
// bound constraint is a0 * x0 <= b0 and the constraint
|
|
2848
|
+
// a0 * x0 + \sum ai * xi <= b. Let the min activity of \sum ai xi be M,
|
|
2849
|
+
// then the constraint yields the bound a0 * x0 <= b - M. If M is
|
|
2850
|
+
// sufficiently large the bound constraint is implied. Therefore we
|
|
2851
|
+
// increase M by updating it with the stronger local bounds until
|
|
2852
|
+
// M >= b - b0 holds.
|
|
2853
|
+
double b0 = domchg.domchg.boundval;
|
|
2854
|
+
if (!localdom.mipsolver->isColContinuous(domchg.domchg.column)) {
|
|
2855
|
+
// in case of an integral variable the bound was rounded and can be
|
|
2856
|
+
// relaxed by 1-feastol. We use 1 - 10 * feastol for numerical safety
|
|
2857
|
+
if (domchg.domchg.boundtype == HighsBoundType::kLower)
|
|
2858
|
+
b0 -= (1.0 - 10 * localdom.mipsolver->mipdata_->feastol);
|
|
2859
|
+
else
|
|
2860
|
+
b0 += (1.0 - 10 * localdom.mipsolver->mipdata_->feastol);
|
|
2861
|
+
} else {
|
|
2862
|
+
// for a continuous variable we relax the bound by epsilon to
|
|
2863
|
+
// accommodate for tiny rounding errors
|
|
2864
|
+
if (domchg.domchg.boundtype == HighsBoundType::kLower)
|
|
2865
|
+
b0 -= localdom.mipsolver->mipdata_->epsilon;
|
|
2866
|
+
else
|
|
2867
|
+
b0 += localdom.mipsolver->mipdata_->epsilon;
|
|
2868
|
+
}
|
|
2869
|
+
|
|
2870
|
+
// now multiply the bound constraint with the coefficient value in the
|
|
2871
|
+
// constraint to obtain b0
|
|
2872
|
+
b0 *= domchgVal;
|
|
2873
|
+
|
|
2874
|
+
// compute the lower bound of M that is necessary
|
|
2875
|
+
double Mlower = rhs - b0;
|
|
2876
|
+
|
|
2877
|
+
// M is the global residual activity initially
|
|
2878
|
+
if (domchgVal < 0)
|
|
2879
|
+
M -= domchgVal * globaldom.col_upper_[domchg.domchg.column];
|
|
2880
|
+
else
|
|
2881
|
+
M -= domchgVal * globaldom.col_lower_[domchg.domchg.column];
|
|
2882
|
+
|
|
2883
|
+
return resolveLinearLeq(M, Mlower, vals);
|
|
2884
|
+
}
|
|
2885
|
+
|
|
2886
|
+
bool HighsDomain::ConflictSet::resolveLinearGeq(HighsCDouble M, double Mupper,
|
|
2887
|
+
const double* vals) {
|
|
2888
|
+
resolvedDomainChanges.clear();
|
|
2889
|
+
double covered = double(M - Mupper);
|
|
2890
|
+
if (covered > 0) {
|
|
2891
|
+
for (const auto& reasonDomchg : resolveBuffer) {
|
|
2892
|
+
LocalDomChg locdomchg;
|
|
2893
|
+
locdomchg.pos = reasonDomchg.boundPos;
|
|
2894
|
+
locdomchg.domchg = localdom.domchgstack_[reasonDomchg.boundPos];
|
|
2895
|
+
M += reasonDomchg.delta;
|
|
2896
|
+
resolvedDomainChanges.push_back(locdomchg);
|
|
2897
|
+
assert(resolvedDomainChanges.back().pos >= 0);
|
|
2898
|
+
assert(resolvedDomainChanges.back().pos <
|
|
2899
|
+
(HighsInt)localdom.domchgstack_.size());
|
|
2900
|
+
covered = double(M - Mupper);
|
|
2901
|
+
if (covered <= 0) break;
|
|
2902
|
+
}
|
|
2903
|
+
|
|
2904
|
+
if (covered > 0) return false;
|
|
2905
|
+
|
|
2906
|
+
if (covered < -localdom.feastol()) {
|
|
2907
|
+
// there is room for relaxing bounds / dropping unneeded bound changes
|
|
2908
|
+
// from the explanation
|
|
2909
|
+
// HighsInt numRelaxed = 0;
|
|
2910
|
+
// HighsInt numDropped = 0;
|
|
2911
|
+
for (HighsInt k = resolvedDomainChanges.size() - 1; k >= 0; --k) {
|
|
2912
|
+
ResolveCandidate& reasonDomchg = resolveBuffer[k];
|
|
2913
|
+
LocalDomChg& locdomchg = resolvedDomainChanges[k];
|
|
2914
|
+
HighsInt i = reasonDomchg.valuePos;
|
|
2915
|
+
HighsInt col = locdomchg.domchg.column;
|
|
2916
|
+
if (locdomchg.domchg.boundtype == HighsBoundType::kLower) {
|
|
2917
|
+
double lb = locdomchg.domchg.boundval;
|
|
2918
|
+
double glb = reasonDomchg.baseBound;
|
|
2919
|
+
double relaxLb =
|
|
2920
|
+
double(((Mupper - (M - reasonDomchg.delta)) / vals[i]) + glb);
|
|
2921
|
+
if (!localdom.mipsolver->isColContinuous(col))
|
|
2922
|
+
relaxLb = std::ceil(relaxLb);
|
|
2923
|
+
|
|
2924
|
+
if (relaxLb - lb >= -localdom.feastol()) continue;
|
|
2925
|
+
|
|
2926
|
+
locdomchg.domchg.boundval = relaxLb;
|
|
2927
|
+
|
|
2928
|
+
if (relaxLb - glb <= localdom.mipsolver->mipdata_->epsilon) {
|
|
2929
|
+
// domain change can be fully removed from conflict
|
|
2930
|
+
HighsInt last = resolvedDomainChanges.size() - 1;
|
|
2931
|
+
std::swap(resolvedDomainChanges[last], resolvedDomainChanges[k]);
|
|
2932
|
+
resolvedDomainChanges.resize(last);
|
|
2933
|
+
|
|
2934
|
+
M -= reasonDomchg.delta;
|
|
2935
|
+
// ++numDropped;
|
|
2936
|
+
} else {
|
|
2937
|
+
while (relaxLb <= localdom.prevboundval_[locdomchg.pos].first)
|
|
2938
|
+
locdomchg.pos = localdom.prevboundval_[locdomchg.pos].second;
|
|
2939
|
+
|
|
2940
|
+
// bound can be relaxed
|
|
2941
|
+
M += vals[i] * (relaxLb - lb);
|
|
2942
|
+
// ++numRelaxed;
|
|
2943
|
+
}
|
|
2944
|
+
|
|
2945
|
+
covered = double(M - Mupper);
|
|
2946
|
+
if (covered >= -localdom.feastol()) break;
|
|
2947
|
+
} else {
|
|
2948
|
+
double ub = locdomchg.domchg.boundval;
|
|
2949
|
+
double gub = reasonDomchg.baseBound;
|
|
2950
|
+
double relaxUb =
|
|
2951
|
+
double(((Mupper - (M - reasonDomchg.delta)) / vals[i]) + gub);
|
|
2952
|
+
if (!localdom.mipsolver->isColContinuous(col))
|
|
2953
|
+
relaxUb = std::floor(relaxUb);
|
|
2954
|
+
|
|
2955
|
+
if (relaxUb - ub <= localdom.feastol()) continue;
|
|
2956
|
+
|
|
2957
|
+
locdomchg.domchg.boundval = relaxUb;
|
|
2958
|
+
|
|
2959
|
+
if (relaxUb - gub >= -localdom.mipsolver->mipdata_->epsilon) {
|
|
2960
|
+
// domain change can be fully removed from conflict
|
|
2961
|
+
HighsInt last = resolvedDomainChanges.size() - 1;
|
|
2962
|
+
std::swap(resolvedDomainChanges[last], resolvedDomainChanges[k]);
|
|
2963
|
+
resolvedDomainChanges.resize(last);
|
|
2964
|
+
|
|
2965
|
+
M -= reasonDomchg.delta;
|
|
2966
|
+
// ++numDropped;
|
|
2967
|
+
} else {
|
|
2968
|
+
// bound can be relaxed
|
|
2969
|
+
while (relaxUb >= localdom.prevboundval_[locdomchg.pos].first)
|
|
2970
|
+
locdomchg.pos = localdom.prevboundval_[locdomchg.pos].second;
|
|
2971
|
+
|
|
2972
|
+
M += vals[i] * (relaxUb - ub);
|
|
2973
|
+
// ++numRelaxed;
|
|
2974
|
+
}
|
|
2975
|
+
|
|
2976
|
+
covered = double(M - Mupper);
|
|
2977
|
+
if (covered >= -localdom.feastol()) break;
|
|
2978
|
+
}
|
|
2979
|
+
}
|
|
2980
|
+
|
|
2981
|
+
// if (numRelaxed + numDropped)
|
|
2982
|
+
// printf("relaxed %d and dropped %d of %d resolved domain changes\n",
|
|
2983
|
+
// (int)numRelaxed, (int)numDropped,
|
|
2984
|
+
// (int)resolvedDomainChanges.size());
|
|
2985
|
+
|
|
2986
|
+
assert(covered <= localdom.mipsolver->mipdata_->feastol);
|
|
2987
|
+
}
|
|
2988
|
+
}
|
|
2989
|
+
|
|
2990
|
+
return true;
|
|
2991
|
+
}
|
|
2992
|
+
|
|
2993
|
+
bool HighsDomain::ConflictSet::resolveLinearLeq(HighsCDouble M, double Mlower,
|
|
2994
|
+
const double* vals) {
|
|
2995
|
+
resolvedDomainChanges.clear();
|
|
2996
|
+
double covered = double(M - Mlower);
|
|
2997
|
+
if (covered < 0) {
|
|
2998
|
+
for (const auto& reasonDomchg : resolveBuffer) {
|
|
2999
|
+
LocalDomChg locdomchg;
|
|
3000
|
+
locdomchg.pos = reasonDomchg.boundPos;
|
|
3001
|
+
locdomchg.domchg = localdom.domchgstack_[reasonDomchg.boundPos];
|
|
3002
|
+
M += reasonDomchg.delta;
|
|
3003
|
+
resolvedDomainChanges.push_back(locdomchg);
|
|
3004
|
+
assert(resolvedDomainChanges.back().pos >= 0);
|
|
3005
|
+
assert(resolvedDomainChanges.back().pos <
|
|
3006
|
+
(HighsInt)localdom.domchgstack_.size());
|
|
3007
|
+
covered = double(M - Mlower);
|
|
3008
|
+
if (covered >= 0) break;
|
|
3009
|
+
}
|
|
3010
|
+
|
|
3011
|
+
if (covered < 0) {
|
|
3012
|
+
// printf("local bounds reach only value of %.12g, need at least
|
|
3013
|
+
// %.12g\n",
|
|
3014
|
+
// M, Mlower);
|
|
3015
|
+
return false;
|
|
3016
|
+
}
|
|
3017
|
+
|
|
3018
|
+
if (covered > localdom.feastol()) {
|
|
3019
|
+
// there is room for relaxing bounds / dropping unneeded bound changes
|
|
3020
|
+
// from the explanation
|
|
3021
|
+
// HighsInt numRelaxed = 0;
|
|
3022
|
+
// HighsInt numDropped = 0;
|
|
3023
|
+
for (HighsInt k = resolvedDomainChanges.size() - 1; k >= 0; --k) {
|
|
3024
|
+
ResolveCandidate& reasonDomchg = resolveBuffer[k];
|
|
3025
|
+
LocalDomChg& locdomchg = resolvedDomainChanges[k];
|
|
3026
|
+
HighsInt i = reasonDomchg.valuePos;
|
|
3027
|
+
HighsInt col = locdomchg.domchg.column;
|
|
3028
|
+
if (locdomchg.domchg.boundtype == HighsBoundType::kLower) {
|
|
3029
|
+
double lb = locdomchg.domchg.boundval;
|
|
3030
|
+
double glb = reasonDomchg.baseBound;
|
|
3031
|
+
double relaxLb =
|
|
3032
|
+
double(((Mlower - (M - reasonDomchg.delta)) / vals[i]) + glb);
|
|
3033
|
+
if (!localdom.mipsolver->isColContinuous(col))
|
|
3034
|
+
relaxLb = std::ceil(relaxLb);
|
|
3035
|
+
|
|
3036
|
+
if (relaxLb - lb >= -localdom.feastol()) continue;
|
|
3037
|
+
|
|
3038
|
+
locdomchg.domchg.boundval = relaxLb;
|
|
3039
|
+
|
|
3040
|
+
if (relaxLb - glb <= localdom.mipsolver->mipdata_->epsilon) {
|
|
3041
|
+
// domain change can be fully removed from conflict
|
|
3042
|
+
HighsInt last = resolvedDomainChanges.size() - 1;
|
|
3043
|
+
std::swap(resolvedDomainChanges[last], resolvedDomainChanges[k]);
|
|
3044
|
+
resolvedDomainChanges.resize(last);
|
|
3045
|
+
|
|
3046
|
+
M -= reasonDomchg.delta;
|
|
3047
|
+
// ++numDropped;
|
|
3048
|
+
} else {
|
|
3049
|
+
// bound can be relaxed
|
|
3050
|
+
while (relaxLb <= localdom.prevboundval_[locdomchg.pos].first)
|
|
3051
|
+
locdomchg.pos = localdom.prevboundval_[locdomchg.pos].second;
|
|
3052
|
+
|
|
3053
|
+
M += vals[i] * (relaxLb - lb);
|
|
3054
|
+
// ++numRelaxed;
|
|
3055
|
+
}
|
|
3056
|
+
|
|
3057
|
+
covered = double(M - Mlower);
|
|
3058
|
+
if (covered <= localdom.feastol()) break;
|
|
3059
|
+
} else {
|
|
3060
|
+
double ub = locdomchg.domchg.boundval;
|
|
3061
|
+
double gub = reasonDomchg.baseBound;
|
|
3062
|
+
double relaxUb =
|
|
3063
|
+
double(((Mlower - (M - reasonDomchg.delta)) / vals[i]) + gub);
|
|
3064
|
+
if (!localdom.mipsolver->isColContinuous(col))
|
|
3065
|
+
relaxUb = std::floor(relaxUb);
|
|
3066
|
+
|
|
3067
|
+
if (relaxUb - ub <= localdom.feastol()) continue;
|
|
3068
|
+
|
|
3069
|
+
locdomchg.domchg.boundval = relaxUb;
|
|
3070
|
+
|
|
3071
|
+
if (relaxUb - gub >= -localdom.mipsolver->mipdata_->epsilon) {
|
|
3072
|
+
// domain change can be fully removed from conflict
|
|
3073
|
+
HighsInt last = resolvedDomainChanges.size() - 1;
|
|
3074
|
+
std::swap(resolvedDomainChanges[last], resolvedDomainChanges[k]);
|
|
3075
|
+
resolvedDomainChanges.resize(last);
|
|
3076
|
+
|
|
3077
|
+
M -= reasonDomchg.delta;
|
|
3078
|
+
// ++numDropped;
|
|
3079
|
+
} else {
|
|
3080
|
+
// bound can be relaxed
|
|
3081
|
+
while (relaxUb >= localdom.prevboundval_[locdomchg.pos].first)
|
|
3082
|
+
locdomchg.pos = localdom.prevboundval_[locdomchg.pos].second;
|
|
3083
|
+
|
|
3084
|
+
M += vals[i] * (relaxUb - ub);
|
|
3085
|
+
// ++numRelaxed;
|
|
3086
|
+
}
|
|
3087
|
+
|
|
3088
|
+
covered = double(M - Mlower);
|
|
3089
|
+
if (covered <= localdom.feastol()) break;
|
|
3090
|
+
}
|
|
3091
|
+
}
|
|
3092
|
+
|
|
3093
|
+
// if (numRelaxed + numDropped)
|
|
3094
|
+
// printf("relaxed %d and dropped %d of %d resolved domain changes\n",
|
|
3095
|
+
// (int)numRelaxed, (int)numDropped,
|
|
3096
|
+
// (int)resolvedDomainChanges.size());
|
|
3097
|
+
|
|
3098
|
+
assert(covered >= -localdom.mipsolver->mipdata_->feastol);
|
|
3099
|
+
}
|
|
3100
|
+
}
|
|
3101
|
+
return true;
|
|
3102
|
+
}
|
|
3103
|
+
|
|
3104
|
+
bool HighsDomain::ConflictSet::explainInfeasibility() {
|
|
3105
|
+
switch (localdom.infeasible_reason.type) {
|
|
3106
|
+
case Reason::kUnknown:
|
|
3107
|
+
case Reason::kBranching:
|
|
3108
|
+
return false;
|
|
3109
|
+
case Reason::kConflictingBounds: {
|
|
3110
|
+
resolvedDomainChanges.clear();
|
|
3111
|
+
HighsInt conflictingBoundPos = localdom.infeasible_reason.index;
|
|
3112
|
+
HighsInt col = localdom.domchgstack_[conflictingBoundPos].column;
|
|
3113
|
+
|
|
3114
|
+
resolvedDomainChanges.push_back(LocalDomChg{
|
|
3115
|
+
conflictingBoundPos, localdom.domchgstack_[conflictingBoundPos]});
|
|
3116
|
+
|
|
3117
|
+
HighsInt otherBoundPos;
|
|
3118
|
+
if (localdom.domchgstack_[conflictingBoundPos].boundtype ==
|
|
3119
|
+
HighsBoundType::kLower) {
|
|
3120
|
+
double ub =
|
|
3121
|
+
localdom.getColUpperPos(col, conflictingBoundPos, otherBoundPos);
|
|
3122
|
+
assert(localdom.domchgstack_[conflictingBoundPos].boundval - ub >
|
|
3123
|
+
+localdom.mipsolver->mipdata_->feastol);
|
|
3124
|
+
} else {
|
|
3125
|
+
double lb =
|
|
3126
|
+
localdom.getColLowerPos(col, conflictingBoundPos, otherBoundPos);
|
|
3127
|
+
assert(localdom.domchgstack_[conflictingBoundPos].boundval - lb <
|
|
3128
|
+
-localdom.mipsolver->mipdata_->feastol);
|
|
3129
|
+
}
|
|
3130
|
+
if (otherBoundPos != -1)
|
|
3131
|
+
resolvedDomainChanges.push_back(
|
|
3132
|
+
LocalDomChg{otherBoundPos, localdom.domchgstack_[otherBoundPos]});
|
|
3133
|
+
return true;
|
|
3134
|
+
}
|
|
3135
|
+
case Reason::kCliqueTable:
|
|
3136
|
+
assert(false);
|
|
3137
|
+
return false;
|
|
3138
|
+
case Reason::kModelRowLower: {
|
|
3139
|
+
HighsInt rowIndex = localdom.infeasible_reason.index;
|
|
3140
|
+
|
|
3141
|
+
// retrieve the matrix values of the cut
|
|
3142
|
+
HighsInt len;
|
|
3143
|
+
const HighsInt* inds;
|
|
3144
|
+
const double* vals;
|
|
3145
|
+
localdom.mipsolver->mipdata_->getRow(rowIndex, len, inds, vals);
|
|
3146
|
+
|
|
3147
|
+
double maxAct = globaldom.getMaxActivity(rowIndex);
|
|
3148
|
+
|
|
3149
|
+
return explainInfeasibilityGeq(
|
|
3150
|
+
inds, vals, len, localdom.mipsolver->rowLower(rowIndex), maxAct);
|
|
3151
|
+
}
|
|
3152
|
+
case Reason::kModelRowUpper: {
|
|
3153
|
+
HighsInt rowIndex = localdom.infeasible_reason.index;
|
|
3154
|
+
|
|
3155
|
+
// retrieve the matrix values of the cut
|
|
3156
|
+
HighsInt len;
|
|
3157
|
+
const HighsInt* inds;
|
|
3158
|
+
const double* vals;
|
|
3159
|
+
localdom.mipsolver->mipdata_->getRow(rowIndex, len, inds, vals);
|
|
3160
|
+
|
|
3161
|
+
double minAct = globaldom.getMinActivity(rowIndex);
|
|
3162
|
+
|
|
3163
|
+
return explainInfeasibilityLeq(
|
|
3164
|
+
inds, vals, len, localdom.mipsolver->rowUpper(rowIndex), minAct);
|
|
3165
|
+
}
|
|
3166
|
+
case Reason::kObjective: {
|
|
3167
|
+
HighsInt len;
|
|
3168
|
+
const HighsInt* inds;
|
|
3169
|
+
const double* vals;
|
|
3170
|
+
double rhs;
|
|
3171
|
+
|
|
3172
|
+
localdom.objProp_.getPropagationConstraint(localdom.infeasible_pos, vals,
|
|
3173
|
+
inds, len, rhs);
|
|
3174
|
+
|
|
3175
|
+
HighsInt ninfmin;
|
|
3176
|
+
HighsCDouble minAct;
|
|
3177
|
+
globaldom.computeMinActivity(0, len, inds, vals, ninfmin, minAct);
|
|
3178
|
+
// This case should only happen when a globally unbounded column is
|
|
3179
|
+
// bounded in the local domain, e.g., by a branching choice in some
|
|
3180
|
+
// heuristic.
|
|
3181
|
+
if (ninfmin > 0) return false;
|
|
3182
|
+
|
|
3183
|
+
return explainInfeasibilityLeq(inds, vals, len, rhs, double(minAct));
|
|
3184
|
+
}
|
|
3185
|
+
default:
|
|
3186
|
+
assert(localdom.infeasible_reason.type >= 0);
|
|
3187
|
+
assert(localdom.infeasible_reason.type <
|
|
3188
|
+
HighsInt(localdom.cutpoolpropagation.size() +
|
|
3189
|
+
localdom.conflictPoolPropagation.size()));
|
|
3190
|
+
|
|
3191
|
+
if (localdom.infeasible_reason.type <
|
|
3192
|
+
(HighsInt)localdom.cutpoolpropagation.size()) {
|
|
3193
|
+
HighsInt cutpoolIndex = localdom.infeasible_reason.type;
|
|
3194
|
+
HighsInt cutIndex = localdom.infeasible_reason.index;
|
|
3195
|
+
|
|
3196
|
+
// retrieve the matrix values of the cut
|
|
3197
|
+
HighsInt len;
|
|
3198
|
+
const HighsInt* inds;
|
|
3199
|
+
const double* vals;
|
|
3200
|
+
localdom.cutpoolpropagation[cutpoolIndex].cutpool->getCut(cutIndex, len,
|
|
3201
|
+
inds, vals);
|
|
3202
|
+
|
|
3203
|
+
double minAct = globaldom.getMinCutActivity(
|
|
3204
|
+
*localdom.cutpoolpropagation[cutpoolIndex].cutpool, cutIndex);
|
|
3205
|
+
|
|
3206
|
+
return explainInfeasibilityLeq(inds, vals, len,
|
|
3207
|
+
localdom.cutpoolpropagation[cutpoolIndex]
|
|
3208
|
+
.cutpool->getRhs()[cutIndex],
|
|
3209
|
+
minAct);
|
|
3210
|
+
} else {
|
|
3211
|
+
HighsInt conflictPoolIndex = localdom.infeasible_reason.type -
|
|
3212
|
+
localdom.cutpoolpropagation.size();
|
|
3213
|
+
HighsInt conflictIndex = localdom.infeasible_reason.index;
|
|
3214
|
+
|
|
3215
|
+
if (localdom.conflictPoolPropagation[conflictPoolIndex]
|
|
3216
|
+
.conflictFlag_[conflictIndex] &
|
|
3217
|
+
8)
|
|
3218
|
+
return false;
|
|
3219
|
+
|
|
3220
|
+
// retrieve the conflict entries
|
|
3221
|
+
auto conflictRange =
|
|
3222
|
+
localdom.conflictPoolPropagation[conflictPoolIndex]
|
|
3223
|
+
.conflictpool_->getConflictRanges()[conflictIndex];
|
|
3224
|
+
const HighsDomainChange* conflict =
|
|
3225
|
+
localdom.conflictPoolPropagation[conflictPoolIndex]
|
|
3226
|
+
.conflictpool_->getConflictEntryVector()
|
|
3227
|
+
.data() +
|
|
3228
|
+
conflictRange.first;
|
|
3229
|
+
HighsInt len = conflictRange.second - conflictRange.first;
|
|
3230
|
+
|
|
3231
|
+
return explainInfeasibilityConflict(conflict, len);
|
|
3232
|
+
}
|
|
3233
|
+
}
|
|
3234
|
+
}
|
|
3235
|
+
|
|
3236
|
+
bool HighsDomain::ConflictSet::explainInfeasibilityConflict(
|
|
3237
|
+
const HighsDomainChange* conflict, HighsInt len) {
|
|
3238
|
+
resolvedDomainChanges.clear();
|
|
3239
|
+
for (HighsInt i = 0; i < len; ++i) {
|
|
3240
|
+
if (globaldom.isActive(conflict[i])) continue;
|
|
3241
|
+
|
|
3242
|
+
HighsInt pos;
|
|
3243
|
+
if (conflict[i].boundtype == HighsBoundType::kLower) {
|
|
3244
|
+
double lb = localdom.getColLowerPos(conflict[i].column,
|
|
3245
|
+
localdom.infeasible_pos, pos);
|
|
3246
|
+
if (pos == -1 || lb < conflict[i].boundval) return false;
|
|
3247
|
+
|
|
3248
|
+
while (localdom.prevboundval_[pos].first >= conflict[i].boundval) {
|
|
3249
|
+
pos = localdom.prevboundval_[pos].second;
|
|
3250
|
+
// since we checked that the bound value is not active globally and is
|
|
3251
|
+
// active for the local domain at pos
|
|
3252
|
+
// pos should never become -1
|
|
3253
|
+
assert(pos != -1);
|
|
3254
|
+
}
|
|
3255
|
+
} else {
|
|
3256
|
+
double ub = localdom.getColUpperPos(conflict[i].column,
|
|
3257
|
+
localdom.infeasible_pos, pos);
|
|
3258
|
+
if (pos == -1 || ub > conflict[i].boundval) return false;
|
|
3259
|
+
|
|
3260
|
+
while (localdom.prevboundval_[pos].first <= conflict[i].boundval) {
|
|
3261
|
+
pos = localdom.prevboundval_[pos].second;
|
|
3262
|
+
// since we checked that the bound value is not active globally and is
|
|
3263
|
+
// active for the local domain at pos
|
|
3264
|
+
// pos should never become -1
|
|
3265
|
+
assert(pos != -1);
|
|
3266
|
+
}
|
|
3267
|
+
}
|
|
3268
|
+
|
|
3269
|
+
resolvedDomainChanges.push_back(LocalDomChg{pos, conflict[i]});
|
|
3270
|
+
}
|
|
3271
|
+
|
|
3272
|
+
return true;
|
|
3273
|
+
}
|
|
3274
|
+
|
|
3275
|
+
bool HighsDomain::ConflictSet::explainInfeasibilityGeq(const HighsInt* inds,
|
|
3276
|
+
const double* vals,
|
|
3277
|
+
HighsInt len, double rhs,
|
|
3278
|
+
double maxAct) {
|
|
3279
|
+
if (maxAct == kHighsInf) return false;
|
|
3280
|
+
|
|
3281
|
+
HighsInt infeasible_pos = kHighsIInf;
|
|
3282
|
+
if (localdom.infeasible_) infeasible_pos = localdom.infeasible_pos;
|
|
3283
|
+
|
|
3284
|
+
resolveBuffer.reserve(len);
|
|
3285
|
+
resolveBuffer.clear();
|
|
3286
|
+
const auto& nodequeue = localdom.mipsolver->mipdata_->nodequeue;
|
|
3287
|
+
for (HighsInt i = 0; i < len; ++i) {
|
|
3288
|
+
HighsInt col = inds[i];
|
|
3289
|
+
|
|
3290
|
+
ResolveCandidate cand;
|
|
3291
|
+
cand.valuePos = i;
|
|
3292
|
+
|
|
3293
|
+
if (vals[i] > 0) {
|
|
3294
|
+
double ub = localdom.getColUpperPos(col, infeasible_pos, cand.boundPos);
|
|
3295
|
+
cand.baseBound = globaldom.col_upper_[col];
|
|
3296
|
+
if (cand.baseBound <= ub || cand.boundPos == -1) continue;
|
|
3297
|
+
cand.delta = vals[i] * (ub - cand.baseBound);
|
|
3298
|
+
cand.prio = computePrio(vals[i], ub, globaldom.col_upper_[col],
|
|
3299
|
+
nodequeue.numNodesDown(col));
|
|
3300
|
+
} else {
|
|
3301
|
+
double lb = localdom.getColLowerPos(col, infeasible_pos, cand.boundPos);
|
|
3302
|
+
cand.baseBound = globaldom.col_lower_[col];
|
|
3303
|
+
if (cand.baseBound >= lb || cand.boundPos == -1) continue;
|
|
3304
|
+
cand.delta = vals[i] * (lb - cand.baseBound);
|
|
3305
|
+
cand.prio = computePrio(vals[i], lb, globaldom.col_lower_[col],
|
|
3306
|
+
nodequeue.numNodesUp(col));
|
|
3307
|
+
}
|
|
3308
|
+
|
|
3309
|
+
resolveBuffer.push_back(cand);
|
|
3310
|
+
}
|
|
3311
|
+
|
|
3312
|
+
pdqsort(resolveBuffer.begin(), resolveBuffer.end());
|
|
3313
|
+
|
|
3314
|
+
// compute the lower bound of M that is necessary
|
|
3315
|
+
double Mupper = rhs - std::max(10.0, std::fabs(rhs)) *
|
|
3316
|
+
localdom.mipsolver->mipdata_->feastol;
|
|
3317
|
+
|
|
3318
|
+
assert(reasonSideFrontier.empty());
|
|
3319
|
+
return resolveLinearGeq(maxAct, Mupper, vals);
|
|
3320
|
+
}
|
|
3321
|
+
|
|
3322
|
+
bool HighsDomain::ConflictSet::explainInfeasibilityLeq(const HighsInt* inds,
|
|
3323
|
+
const double* vals,
|
|
3324
|
+
HighsInt len, double rhs,
|
|
3325
|
+
double minAct) {
|
|
3326
|
+
if (minAct == -kHighsInf) return false;
|
|
3327
|
+
|
|
3328
|
+
HighsInt infeasible_pos = kHighsIInf;
|
|
3329
|
+
if (localdom.infeasible_) infeasible_pos = localdom.infeasible_pos;
|
|
3330
|
+
|
|
3331
|
+
resolveBuffer.reserve(len);
|
|
3332
|
+
resolveBuffer.clear();
|
|
3333
|
+
const auto& nodequeue = localdom.mipsolver->mipdata_->nodequeue;
|
|
3334
|
+
for (HighsInt i = 0; i < len; ++i) {
|
|
3335
|
+
HighsInt col = inds[i];
|
|
3336
|
+
|
|
3337
|
+
ResolveCandidate cand;
|
|
3338
|
+
cand.valuePos = i;
|
|
3339
|
+
|
|
3340
|
+
if (vals[i] > 0) {
|
|
3341
|
+
double lb = localdom.getColLowerPos(col, infeasible_pos, cand.boundPos);
|
|
3342
|
+
cand.baseBound = globaldom.col_lower_[col];
|
|
3343
|
+
if (cand.baseBound >= lb || cand.boundPos == -1) continue;
|
|
3344
|
+
cand.delta = vals[i] * (lb - cand.baseBound);
|
|
3345
|
+
cand.prio = computePrio(vals[i], lb, globaldom.col_lower_[col],
|
|
3346
|
+
nodequeue.numNodesUp(col));
|
|
3347
|
+
} else {
|
|
3348
|
+
double ub = localdom.getColUpperPos(col, infeasible_pos, cand.boundPos);
|
|
3349
|
+
cand.baseBound = globaldom.col_upper_[col];
|
|
3350
|
+
if (cand.baseBound <= ub || cand.boundPos == -1) continue;
|
|
3351
|
+
cand.delta = vals[i] * (ub - cand.baseBound);
|
|
3352
|
+
cand.prio = computePrio(vals[i], ub, globaldom.col_upper_[col],
|
|
3353
|
+
nodequeue.numNodesDown(col));
|
|
3354
|
+
}
|
|
3355
|
+
|
|
3356
|
+
resolveBuffer.push_back(cand);
|
|
3357
|
+
}
|
|
3358
|
+
|
|
3359
|
+
pdqsort(resolveBuffer.begin(), resolveBuffer.end());
|
|
3360
|
+
|
|
3361
|
+
// compute the lower bound of M that is necessary
|
|
3362
|
+
double Mlower = rhs + std::max(10.0, std::fabs(rhs)) *
|
|
3363
|
+
localdom.mipsolver->mipdata_->feastol;
|
|
3364
|
+
|
|
3365
|
+
return resolveLinearLeq(minAct, Mlower, vals);
|
|
3366
|
+
}
|
|
3367
|
+
|
|
3368
|
+
bool HighsDomain::ConflictSet::explainBoundChange(
|
|
3369
|
+
const std::set<LocalDomChg>& currentFrontier, LocalDomChg domchg) {
|
|
3370
|
+
switch (localdom.domchgreason_[domchg.pos].type) {
|
|
3371
|
+
case Reason::kUnknown:
|
|
3372
|
+
case Reason::kBranching:
|
|
3373
|
+
case Reason::kConflictingBounds:
|
|
3374
|
+
return false;
|
|
3375
|
+
case Reason::kCliqueTable: {
|
|
3376
|
+
HighsInt col = localdom.domchgreason_[domchg.pos].index >> 1;
|
|
3377
|
+
HighsInt val = localdom.domchgreason_[domchg.pos].index & 1;
|
|
3378
|
+
resolvedDomainChanges.clear();
|
|
3379
|
+
HighsInt boundPos;
|
|
3380
|
+
if (val) {
|
|
3381
|
+
assert(localdom.colLowerPos_[col] >= 0);
|
|
3382
|
+
assert(localdom.colLowerPos_[col] <
|
|
3383
|
+
(HighsInt)localdom.domchgstack_.size());
|
|
3384
|
+
|
|
3385
|
+
localdom.getColLowerPos(col, domchg.pos, boundPos);
|
|
3386
|
+
} else {
|
|
3387
|
+
assert(localdom.colUpperPos_[col] >= 0);
|
|
3388
|
+
assert(localdom.colUpperPos_[col] <
|
|
3389
|
+
(HighsInt)localdom.domchgstack_.size());
|
|
3390
|
+
|
|
3391
|
+
localdom.getColUpperPos(col, domchg.pos, boundPos);
|
|
3392
|
+
}
|
|
3393
|
+
|
|
3394
|
+
if (boundPos != -1)
|
|
3395
|
+
resolvedDomainChanges.push_back(
|
|
3396
|
+
LocalDomChg{boundPos, localdom.domchgstack_[boundPos]});
|
|
3397
|
+
|
|
3398
|
+
return true;
|
|
3399
|
+
}
|
|
3400
|
+
case Reason::kModelRowLower: {
|
|
3401
|
+
HighsInt rowIndex = localdom.domchgreason_[domchg.pos].index;
|
|
3402
|
+
|
|
3403
|
+
// retrieve the matrix values of the cut
|
|
3404
|
+
HighsInt len;
|
|
3405
|
+
const HighsInt* inds;
|
|
3406
|
+
const double* vals;
|
|
3407
|
+
localdom.mipsolver->mipdata_->getRow(rowIndex, len, inds, vals);
|
|
3408
|
+
|
|
3409
|
+
double maxAct = globaldom.getMaxActivity(rowIndex);
|
|
3410
|
+
|
|
3411
|
+
return explainBoundChangeGeq(currentFrontier, domchg, inds, vals, len,
|
|
3412
|
+
localdom.mipsolver->rowLower(rowIndex),
|
|
3413
|
+
maxAct);
|
|
3414
|
+
}
|
|
3415
|
+
case Reason::kModelRowUpper: {
|
|
3416
|
+
HighsInt rowIndex = localdom.domchgreason_[domchg.pos].index;
|
|
3417
|
+
|
|
3418
|
+
// retrieve the matrix values of the cut
|
|
3419
|
+
HighsInt len;
|
|
3420
|
+
const HighsInt* inds;
|
|
3421
|
+
const double* vals;
|
|
3422
|
+
localdom.mipsolver->mipdata_->getRow(rowIndex, len, inds, vals);
|
|
3423
|
+
|
|
3424
|
+
double minAct = globaldom.getMinActivity(rowIndex);
|
|
3425
|
+
|
|
3426
|
+
return explainBoundChangeLeq(currentFrontier, domchg, inds, vals, len,
|
|
3427
|
+
localdom.mipsolver->rowUpper(rowIndex),
|
|
3428
|
+
minAct);
|
|
3429
|
+
}
|
|
3430
|
+
case Reason::kObjective: {
|
|
3431
|
+
HighsInt len;
|
|
3432
|
+
const HighsInt* inds;
|
|
3433
|
+
const double* vals;
|
|
3434
|
+
double rhs;
|
|
3435
|
+
|
|
3436
|
+
localdom.objProp_.getPropagationConstraint(domchg.pos, vals, inds, len,
|
|
3437
|
+
rhs, domchg.domchg.column);
|
|
3438
|
+
|
|
3439
|
+
HighsInt ninfmin;
|
|
3440
|
+
HighsCDouble minAct;
|
|
3441
|
+
globaldom.computeMinActivity(0, len, inds, vals, ninfmin, minAct);
|
|
3442
|
+
assert(ninfmin <= 1);
|
|
3443
|
+
// todo: treat case with a single infinite contribution that propagated a
|
|
3444
|
+
// bound
|
|
3445
|
+
if (ninfmin == 1) return false;
|
|
3446
|
+
|
|
3447
|
+
return explainBoundChangeLeq(currentFrontier, domchg, inds, vals, len,
|
|
3448
|
+
rhs, double(minAct));
|
|
3449
|
+
}
|
|
3450
|
+
default:
|
|
3451
|
+
assert(localdom.domchgreason_[domchg.pos].type >= 0);
|
|
3452
|
+
assert(localdom.domchgreason_[domchg.pos].type <
|
|
3453
|
+
(HighsInt)(localdom.cutpoolpropagation.size() +
|
|
3454
|
+
localdom.conflictPoolPropagation.size()));
|
|
3455
|
+
if (localdom.domchgreason_[domchg.pos].type <
|
|
3456
|
+
(HighsInt)localdom.cutpoolpropagation.size()) {
|
|
3457
|
+
HighsInt cutpoolIndex = localdom.domchgreason_[domchg.pos].type;
|
|
3458
|
+
HighsInt cutIndex = localdom.domchgreason_[domchg.pos].index;
|
|
3459
|
+
|
|
3460
|
+
// retrieve the matrix values of the cut
|
|
3461
|
+
HighsInt len;
|
|
3462
|
+
const HighsInt* inds;
|
|
3463
|
+
const double* vals;
|
|
3464
|
+
localdom.cutpoolpropagation[cutpoolIndex].cutpool->getCut(cutIndex, len,
|
|
3465
|
+
inds, vals);
|
|
3466
|
+
double minAct = globaldom.getMinCutActivity(
|
|
3467
|
+
*localdom.cutpoolpropagation[cutpoolIndex].cutpool, cutIndex);
|
|
3468
|
+
|
|
3469
|
+
return explainBoundChangeLeq(currentFrontier, domchg, inds, vals, len,
|
|
3470
|
+
localdom.cutpoolpropagation[cutpoolIndex]
|
|
3471
|
+
.cutpool->getRhs()[cutIndex],
|
|
3472
|
+
minAct);
|
|
3473
|
+
} else {
|
|
3474
|
+
HighsInt conflictPoolIndex = localdom.domchgreason_[domchg.pos].type -
|
|
3475
|
+
localdom.cutpoolpropagation.size();
|
|
3476
|
+
HighsInt conflictIndex = localdom.domchgreason_[domchg.pos].index;
|
|
3477
|
+
|
|
3478
|
+
if (localdom.conflictPoolPropagation[conflictPoolIndex]
|
|
3479
|
+
.conflictFlag_[conflictIndex] &
|
|
3480
|
+
8)
|
|
3481
|
+
break;
|
|
3482
|
+
|
|
3483
|
+
// retrieve the conflict entries
|
|
3484
|
+
auto conflictRange =
|
|
3485
|
+
localdom.conflictPoolPropagation[conflictPoolIndex]
|
|
3486
|
+
.conflictpool_->getConflictRanges()[conflictIndex];
|
|
3487
|
+
const HighsDomainChange* conflict =
|
|
3488
|
+
localdom.conflictPoolPropagation[conflictPoolIndex]
|
|
3489
|
+
.conflictpool_->getConflictEntryVector()
|
|
3490
|
+
.data() +
|
|
3491
|
+
conflictRange.first;
|
|
3492
|
+
HighsInt len = conflictRange.second - conflictRange.first;
|
|
3493
|
+
|
|
3494
|
+
return explainBoundChangeConflict(domchg, conflict, len);
|
|
3495
|
+
}
|
|
3496
|
+
}
|
|
3497
|
+
|
|
3498
|
+
return false;
|
|
3499
|
+
}
|
|
3500
|
+
|
|
3501
|
+
bool HighsDomain::ConflictSet::explainBoundChangeConflict(
|
|
3502
|
+
const LocalDomChg& locdomchg, const HighsDomainChange* conflict,
|
|
3503
|
+
HighsInt len) {
|
|
3504
|
+
resolvedDomainChanges.clear();
|
|
3505
|
+
auto domchg = localdom.flip(locdomchg.domchg);
|
|
3506
|
+
bool foundDomchg = false;
|
|
3507
|
+
for (HighsInt i = 0; i < len; ++i) {
|
|
3508
|
+
if (!foundDomchg && conflict[i].column == domchg.column &&
|
|
3509
|
+
conflict[i].boundtype == domchg.boundtype) {
|
|
3510
|
+
if (conflict[i].boundtype == HighsBoundType::kLower) {
|
|
3511
|
+
if (conflict[i].boundval <= domchg.boundval) {
|
|
3512
|
+
foundDomchg = true;
|
|
3513
|
+
continue;
|
|
3514
|
+
}
|
|
3515
|
+
} else {
|
|
3516
|
+
if (conflict[i].boundval >= domchg.boundval) {
|
|
3517
|
+
foundDomchg = true;
|
|
3518
|
+
continue;
|
|
3519
|
+
}
|
|
3520
|
+
}
|
|
3521
|
+
}
|
|
3522
|
+
if (globaldom.isActive(conflict[i])) continue;
|
|
3523
|
+
|
|
3524
|
+
HighsInt pos;
|
|
3525
|
+
if (conflict[i].boundtype == HighsBoundType::kLower) {
|
|
3526
|
+
double lb =
|
|
3527
|
+
localdom.getColLowerPos(conflict[i].column, locdomchg.pos - 1, pos);
|
|
3528
|
+
|
|
3529
|
+
if (pos == -1 || lb < conflict[i].boundval) return false;
|
|
3530
|
+
|
|
3531
|
+
while (localdom.prevboundval_[pos].first >= conflict[i].boundval) {
|
|
3532
|
+
pos = localdom.prevboundval_[pos].second;
|
|
3533
|
+
// since we checked that the bound value is not active globally and is
|
|
3534
|
+
// active for the local domain at pos
|
|
3535
|
+
// pos should never become -1
|
|
3536
|
+
assert(pos != -1);
|
|
3537
|
+
}
|
|
3538
|
+
} else {
|
|
3539
|
+
double ub =
|
|
3540
|
+
localdom.getColUpperPos(conflict[i].column, locdomchg.pos - 1, pos);
|
|
3541
|
+
|
|
3542
|
+
if (pos == -1 || ub > conflict[i].boundval) return false;
|
|
3543
|
+
|
|
3544
|
+
while (localdom.prevboundval_[pos].first <= conflict[i].boundval) {
|
|
3545
|
+
pos = localdom.prevboundval_[pos].second;
|
|
3546
|
+
// since we checked that the bound value is not active globally and is
|
|
3547
|
+
// active for the local domain at pos
|
|
3548
|
+
// pos should never become -1
|
|
3549
|
+
assert(pos != -1);
|
|
3550
|
+
}
|
|
3551
|
+
}
|
|
3552
|
+
|
|
3553
|
+
resolvedDomainChanges.push_back(
|
|
3554
|
+
LocalDomChg{pos, localdom.domchgstack_[pos]});
|
|
3555
|
+
}
|
|
3556
|
+
|
|
3557
|
+
return foundDomchg;
|
|
3558
|
+
}
|
|
3559
|
+
|
|
3560
|
+
void HighsDomain::ConflictSet::pushQueue(
|
|
3561
|
+
std::set<LocalDomChg>::iterator domchg) {
|
|
3562
|
+
resolveQueue.emplace_back(domchg);
|
|
3563
|
+
std::push_heap(
|
|
3564
|
+
resolveQueue.begin(), resolveQueue.end(),
|
|
3565
|
+
[](const std::set<LocalDomChg>::iterator& a,
|
|
3566
|
+
const std::set<LocalDomChg>::iterator& b) { return a->pos < b->pos; });
|
|
3567
|
+
}
|
|
3568
|
+
|
|
3569
|
+
std::set<HighsDomain::ConflictSet::LocalDomChg>::iterator
|
|
3570
|
+
HighsDomain::ConflictSet::popQueue() {
|
|
3571
|
+
assert(!resolveQueue.empty());
|
|
3572
|
+
std::pop_heap(
|
|
3573
|
+
resolveQueue.begin(), resolveQueue.end(),
|
|
3574
|
+
[](const std::set<LocalDomChg>::iterator& a,
|
|
3575
|
+
const std::set<LocalDomChg>::iterator& b) { return a->pos < b->pos; });
|
|
3576
|
+
std::set<LocalDomChg>::iterator elem = resolveQueue.back();
|
|
3577
|
+
resolveQueue.pop_back();
|
|
3578
|
+
return elem;
|
|
3579
|
+
}
|
|
3580
|
+
|
|
3581
|
+
void HighsDomain::ConflictSet::clearQueue() { resolveQueue.clear(); }
|
|
3582
|
+
|
|
3583
|
+
HighsInt HighsDomain::ConflictSet::queueSize() const {
|
|
3584
|
+
return resolveQueue.size();
|
|
3585
|
+
}
|
|
3586
|
+
|
|
3587
|
+
bool HighsDomain::ConflictSet::resolvable(HighsInt domChgPos) const {
|
|
3588
|
+
assert(domChgPos >= 0);
|
|
3589
|
+
assert(domChgPos < (HighsInt)localdom.domchgreason_.size());
|
|
3590
|
+
// printf("domchgPos: %d\n", domChgPos);
|
|
3591
|
+
// printf("stacksize: %ld\n", localdom.domchgreason_.size());
|
|
3592
|
+
switch (localdom.domchgreason_[domChgPos].type) {
|
|
3593
|
+
case Reason::kBranching:
|
|
3594
|
+
case Reason::kUnknown:
|
|
3595
|
+
return false;
|
|
3596
|
+
default:
|
|
3597
|
+
return true;
|
|
3598
|
+
}
|
|
3599
|
+
}
|
|
3600
|
+
|
|
3601
|
+
HighsInt HighsDomain::ConflictSet::resolveDepth(std::set<LocalDomChg>& frontier,
|
|
3602
|
+
HighsInt depthLevel,
|
|
3603
|
+
HighsInt stopSize,
|
|
3604
|
+
HighsInt minResolve,
|
|
3605
|
+
bool increaseConflictScore) {
|
|
3606
|
+
clearQueue();
|
|
3607
|
+
LocalDomChg startPos =
|
|
3608
|
+
LocalDomChg{depthLevel == 0 ? 0 : localdom.branchPos_[depthLevel - 1] + 1,
|
|
3609
|
+
HighsDomainChange()};
|
|
3610
|
+
while (depthLevel < (HighsInt)localdom.branchPos_.size()) {
|
|
3611
|
+
HighsInt branchPos = localdom.branchPos_[depthLevel];
|
|
3612
|
+
if (localdom.domchgstack_[branchPos].boundval !=
|
|
3613
|
+
localdom.prevboundval_[branchPos].first)
|
|
3614
|
+
break;
|
|
3615
|
+
// printf("skipping redundant depth\n");
|
|
3616
|
+
++depthLevel;
|
|
3617
|
+
}
|
|
3618
|
+
|
|
3619
|
+
auto iterEnd =
|
|
3620
|
+
depthLevel == (HighsInt)localdom.branchPos_.size()
|
|
3621
|
+
? frontier.end()
|
|
3622
|
+
: frontier.upper_bound(LocalDomChg{localdom.branchPos_[depthLevel],
|
|
3623
|
+
HighsDomainChange()});
|
|
3624
|
+
bool empty = true;
|
|
3625
|
+
for (auto it = frontier.lower_bound(startPos); it != iterEnd; ++it) {
|
|
3626
|
+
assert(it != frontier.end());
|
|
3627
|
+
empty = false;
|
|
3628
|
+
if (resolvable(it->pos)) pushQueue(it);
|
|
3629
|
+
}
|
|
3630
|
+
|
|
3631
|
+
if (empty) return -1;
|
|
3632
|
+
|
|
3633
|
+
HighsInt numResolved = 0;
|
|
3634
|
+
|
|
3635
|
+
while (queueSize() > stopSize ||
|
|
3636
|
+
(queueSize() > 0 && numResolved < minResolve)) {
|
|
3637
|
+
std::set<LocalDomChg>::iterator pos = popQueue();
|
|
3638
|
+
if (!explainBoundChange(frontier, *pos)) continue;
|
|
3639
|
+
|
|
3640
|
+
++numResolved;
|
|
3641
|
+
frontier.erase(pos);
|
|
3642
|
+
for (const LocalDomChg& i : resolvedDomainChanges) {
|
|
3643
|
+
auto insertResult = frontier.insert(i);
|
|
3644
|
+
if (insertResult.second) {
|
|
3645
|
+
if (increaseConflictScore) {
|
|
3646
|
+
if (localdom.domchgstack_[i.pos].boundtype == HighsBoundType::kLower)
|
|
3647
|
+
localdom.mipsolver->mipdata_->pseudocost.increaseConflictScoreUp(
|
|
3648
|
+
localdom.domchgstack_[i.pos].column);
|
|
3649
|
+
else
|
|
3650
|
+
localdom.mipsolver->mipdata_->pseudocost.increaseConflictScoreDown(
|
|
3651
|
+
localdom.domchgstack_[i.pos].column);
|
|
3652
|
+
}
|
|
3653
|
+
if (i.pos >= startPos.pos && resolvable(i.pos))
|
|
3654
|
+
pushQueue(insertResult.first);
|
|
3655
|
+
} else {
|
|
3656
|
+
if (i.domchg.boundtype == HighsBoundType::kLower) {
|
|
3657
|
+
// if (insertResult.first->domchg.boundval != i.domchg.boundval)
|
|
3658
|
+
// printf(
|
|
3659
|
+
// "got different relaxed lower bounds: current=%g, new=%g, "
|
|
3660
|
+
// "stack=%g\n",
|
|
3661
|
+
// insertResult.first->domchg.boundval, i.domchg.boundval,
|
|
3662
|
+
// localdom.domchgstack_[i.pos].boundval);
|
|
3663
|
+
//
|
|
3664
|
+
insertResult.first->domchg.boundval =
|
|
3665
|
+
std::max(insertResult.first->domchg.boundval, i.domchg.boundval);
|
|
3666
|
+
} else {
|
|
3667
|
+
// if (insertResult.first->domchg.boundval != i.domchg.boundval)
|
|
3668
|
+
// printf(
|
|
3669
|
+
// "got different relaxed upper bounds: current=%g, new=%g, "
|
|
3670
|
+
// "stack=%g\n",
|
|
3671
|
+
// insertResult.first->domchg.boundval, i.domchg.boundval,
|
|
3672
|
+
// localdom.domchgstack_[i.pos].boundval);
|
|
3673
|
+
insertResult.first->domchg.boundval =
|
|
3674
|
+
std::min(insertResult.first->domchg.boundval, i.domchg.boundval);
|
|
3675
|
+
}
|
|
3676
|
+
}
|
|
3677
|
+
}
|
|
3678
|
+
}
|
|
3679
|
+
|
|
3680
|
+
return numResolved;
|
|
3681
|
+
}
|
|
3682
|
+
|
|
3683
|
+
HighsInt HighsDomain::ConflictSet::computeCuts(
|
|
3684
|
+
HighsInt depthLevel, HighsConflictPool& conflictPool) {
|
|
3685
|
+
HighsInt numResolved = resolveDepth(
|
|
3686
|
+
reasonSideFrontier, depthLevel, 1,
|
|
3687
|
+
depthLevel == (HighsInt)localdom.branchPos_.size() ? 1 : 0, true);
|
|
3688
|
+
if (numResolved == -1) return -1;
|
|
3689
|
+
HighsInt numConflicts = 0;
|
|
3690
|
+
if (numResolved > 0) {
|
|
3691
|
+
// add conflict cut
|
|
3692
|
+
localdom.mipsolver->mipdata_->debugSolution.checkConflictReasonFrontier(
|
|
3693
|
+
reasonSideFrontier, localdom.domchgstack_);
|
|
3694
|
+
|
|
3695
|
+
conflictPool.addConflictCut(localdom, reasonSideFrontier);
|
|
3696
|
+
++numConflicts;
|
|
3697
|
+
}
|
|
3698
|
+
|
|
3699
|
+
// if the queue size is 1 then we have a resolvable UIP that is not the
|
|
3700
|
+
// branch vertex
|
|
3701
|
+
if (queueSize() == 1) {
|
|
3702
|
+
LocalDomChg uip = *popQueue();
|
|
3703
|
+
clearQueue();
|
|
3704
|
+
|
|
3705
|
+
// compute the UIP reconvergence cut
|
|
3706
|
+
reconvergenceFrontier.clear();
|
|
3707
|
+
reconvergenceFrontier.insert(uip);
|
|
3708
|
+
HighsInt numResolved = resolveDepth(reconvergenceFrontier, depthLevel, 0);
|
|
3709
|
+
|
|
3710
|
+
if (numResolved > 0 && reconvergenceFrontier.count(uip) == 0) {
|
|
3711
|
+
localdom.mipsolver->mipdata_->debugSolution
|
|
3712
|
+
.checkConflictReconvergenceFrontier(reconvergenceFrontier, uip,
|
|
3713
|
+
localdom.domchgstack_);
|
|
3714
|
+
conflictPool.addReconvergenceCut(localdom, reconvergenceFrontier,
|
|
3715
|
+
uip.domchg);
|
|
3716
|
+
++numConflicts;
|
|
3717
|
+
}
|
|
3718
|
+
}
|
|
3719
|
+
|
|
3720
|
+
return numConflicts;
|
|
3721
|
+
}
|
|
3722
|
+
|
|
3723
|
+
void HighsDomain::ConflictSet::conflictAnalysis(
|
|
3724
|
+
HighsConflictPool& conflictPool) {
|
|
3725
|
+
resolvedDomainChanges.reserve(localdom.domchgstack_.size());
|
|
3726
|
+
|
|
3727
|
+
if (!explainInfeasibility()) return;
|
|
3728
|
+
|
|
3729
|
+
localdom.mipsolver->mipdata_->pseudocost.increaseConflictWeight();
|
|
3730
|
+
for (const LocalDomChg& locdomchg : resolvedDomainChanges) {
|
|
3731
|
+
if (locdomchg.domchg.boundtype == HighsBoundType::kLower)
|
|
3732
|
+
localdom.mipsolver->mipdata_->pseudocost.increaseConflictScoreUp(
|
|
3733
|
+
locdomchg.domchg.column);
|
|
3734
|
+
else
|
|
3735
|
+
localdom.mipsolver->mipdata_->pseudocost.increaseConflictScoreDown(
|
|
3736
|
+
locdomchg.domchg.column);
|
|
3737
|
+
}
|
|
3738
|
+
|
|
3739
|
+
if (10 * resolvedDomainChanges.size() >
|
|
3740
|
+
1000 + 3 * localdom.mipsolver->mipdata_->integral_cols.size())
|
|
3741
|
+
return;
|
|
3742
|
+
|
|
3743
|
+
reasonSideFrontier.insert(resolvedDomainChanges.begin(),
|
|
3744
|
+
resolvedDomainChanges.end());
|
|
3745
|
+
|
|
3746
|
+
localdom.mipsolver->mipdata_->debugSolution.checkConflictReasonFrontier(
|
|
3747
|
+
reasonSideFrontier, localdom.domchgstack_);
|
|
3748
|
+
|
|
3749
|
+
HighsInt numConflicts = 0;
|
|
3750
|
+
HighsInt lastDepth = localdom.branchPos_.size();
|
|
3751
|
+
// printf("start conflict analysis\n");
|
|
3752
|
+
HighsInt currDepth;
|
|
3753
|
+
for (currDepth = lastDepth; currDepth >= 0; --currDepth) {
|
|
3754
|
+
if (currDepth > 0) {
|
|
3755
|
+
// skip redundant branching changes which are just added for symmetry
|
|
3756
|
+
// handling
|
|
3757
|
+
HighsInt branchpos = localdom.branchPos_[currDepth - 1];
|
|
3758
|
+
if (localdom.domchgstack_[branchpos].boundval ==
|
|
3759
|
+
localdom.prevboundval_[branchpos].first) {
|
|
3760
|
+
--lastDepth;
|
|
3761
|
+
continue;
|
|
3762
|
+
}
|
|
3763
|
+
}
|
|
3764
|
+
HighsInt numNewConflicts = computeCuts(currDepth, conflictPool);
|
|
3765
|
+
// if the depth level was empty, do not consider it
|
|
3766
|
+
if (numNewConflicts == -1) {
|
|
3767
|
+
--lastDepth;
|
|
3768
|
+
continue;
|
|
3769
|
+
}
|
|
3770
|
+
|
|
3771
|
+
numConflicts += numNewConflicts;
|
|
3772
|
+
// if no conflict was found in the first non-empty depth level we stop here
|
|
3773
|
+
if (numConflicts == 0) break;
|
|
3774
|
+
// if no conflict was found in this depth level and all conflicts of the
|
|
3775
|
+
// first 5 non-empty depth levels are generated we stop here
|
|
3776
|
+
if (lastDepth - currDepth >= 4 && numNewConflicts == 0) break;
|
|
3777
|
+
}
|
|
3778
|
+
|
|
3779
|
+
// if we stopped in the highest non-empty depth it means no conflicts where
|
|
3780
|
+
// added yet. We want to at least add the current conflict frontier as it
|
|
3781
|
+
// means the bound change leading to infeasibility was the last branching
|
|
3782
|
+
// itself and hence should have been propagated in the previous depth but was
|
|
3783
|
+
// not, e.g. because the threshold for an integral variable was not reached.
|
|
3784
|
+
if (currDepth == lastDepth)
|
|
3785
|
+
conflictPool.addConflictCut(localdom, reasonSideFrontier);
|
|
3786
|
+
}
|
|
3787
|
+
|
|
3788
|
+
void HighsDomain::ConflictSet::conflictAnalysis(
|
|
3789
|
+
const HighsInt* proofinds, const double* proofvals, HighsInt prooflen,
|
|
3790
|
+
double proofrhs, HighsConflictPool& conflictPool) {
|
|
3791
|
+
resolvedDomainChanges.reserve(localdom.domchgstack_.size());
|
|
3792
|
+
|
|
3793
|
+
HighsInt ninfmin;
|
|
3794
|
+
HighsCDouble activitymin;
|
|
3795
|
+
globaldom.computeMinActivity(0, prooflen, proofinds, proofvals, ninfmin,
|
|
3796
|
+
activitymin);
|
|
3797
|
+
if (ninfmin != 0) return;
|
|
3798
|
+
|
|
3799
|
+
if (!explainInfeasibilityLeq(proofinds, proofvals, prooflen, proofrhs,
|
|
3800
|
+
double(activitymin)))
|
|
3801
|
+
return;
|
|
3802
|
+
|
|
3803
|
+
localdom.mipsolver->mipdata_->pseudocost.increaseConflictWeight();
|
|
3804
|
+
for (const LocalDomChg& locdomchg : resolvedDomainChanges) {
|
|
3805
|
+
if (locdomchg.domchg.boundtype == HighsBoundType::kLower)
|
|
3806
|
+
localdom.mipsolver->mipdata_->pseudocost.increaseConflictScoreUp(
|
|
3807
|
+
locdomchg.domchg.column);
|
|
3808
|
+
else
|
|
3809
|
+
localdom.mipsolver->mipdata_->pseudocost.increaseConflictScoreDown(
|
|
3810
|
+
locdomchg.domchg.column);
|
|
3811
|
+
}
|
|
3812
|
+
|
|
3813
|
+
if (10 * resolvedDomainChanges.size() >
|
|
3814
|
+
1000 + 3 * localdom.mipsolver->mipdata_->integral_cols.size())
|
|
3815
|
+
return;
|
|
3816
|
+
|
|
3817
|
+
reasonSideFrontier.insert(resolvedDomainChanges.begin(),
|
|
3818
|
+
resolvedDomainChanges.end());
|
|
3819
|
+
|
|
3820
|
+
assert(resolvedDomainChanges.size() == reasonSideFrontier.size());
|
|
3821
|
+
|
|
3822
|
+
localdom.mipsolver->mipdata_->debugSolution.checkConflictReasonFrontier(
|
|
3823
|
+
reasonSideFrontier, localdom.domchgstack_);
|
|
3824
|
+
|
|
3825
|
+
HighsInt numConflicts = 0;
|
|
3826
|
+
HighsInt lastDepth = localdom.branchPos_.size();
|
|
3827
|
+
HighsInt currDepth;
|
|
3828
|
+
for (currDepth = lastDepth; currDepth >= 0; --currDepth) {
|
|
3829
|
+
if (currDepth > 0) {
|
|
3830
|
+
// skip redundant branching changes which are just added for symmetry
|
|
3831
|
+
// handling
|
|
3832
|
+
HighsInt branchpos = localdom.branchPos_[currDepth - 1];
|
|
3833
|
+
if (localdom.domchgstack_[branchpos].boundval ==
|
|
3834
|
+
localdom.prevboundval_[branchpos].first) {
|
|
3835
|
+
--lastDepth;
|
|
3836
|
+
continue;
|
|
3837
|
+
}
|
|
3838
|
+
}
|
|
3839
|
+
HighsInt numNewConflicts = computeCuts(currDepth, conflictPool);
|
|
3840
|
+
// if the depth level was empty, do not consider it
|
|
3841
|
+
if (numNewConflicts == -1) {
|
|
3842
|
+
--lastDepth;
|
|
3843
|
+
continue;
|
|
3844
|
+
}
|
|
3845
|
+
|
|
3846
|
+
numConflicts += numNewConflicts;
|
|
3847
|
+
// if no conflict was found in the first non-empty depth level we stop here
|
|
3848
|
+
if (numConflicts == 0) break;
|
|
3849
|
+
// if no conflict was found in this depth level and all conflicts of the
|
|
3850
|
+
// first 5 non-empty depth levels are generated we stop here
|
|
3851
|
+
if (lastDepth - currDepth >= 4 && numNewConflicts == 0) break;
|
|
3852
|
+
}
|
|
3853
|
+
|
|
3854
|
+
// if we stopped in the highest non-empty depth it means no conflicts where
|
|
3855
|
+
// added yet. We want to at least add the current conflict frontier as it
|
|
3856
|
+
// means the bound change leading to infeasibility was the last branching
|
|
3857
|
+
// itself and hence should have been propagated in the previous depth but was
|
|
3858
|
+
// not, e.g. because the threshold for an integral variable was not reached.
|
|
3859
|
+
if (currDepth == lastDepth)
|
|
3860
|
+
conflictPool.addConflictCut(localdom, reasonSideFrontier);
|
|
3861
|
+
}
|