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Implement subcluster cuts

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This commit is contained in:
Alinson S. Xavier
2015-03-25 15:22:26 -04:00
parent 84db3006cd
commit 4ce5ae9f33
3 changed files with 279 additions and 39 deletions
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8
src/branch_and_cut.c
View File

@@ -23,6 +23,7 @@ int BNC_init(struct BNC *bnc)
bnc->problem_data = 0;
bnc->problem_init_lp = 0;
bnc->problem_add_cutting_planes = 0;
bnc->problem_solution_found = 0;
bnc->best_x = 0;
bnc->best_obj_val = 0;
@@ -92,7 +93,7 @@ static int BNC_solve_node(struct BNC *bnc, int depth)
goto CLEANUP;
}
double objval;
double objval = 0;
rval = LP_get_obj_val(lp, &objval);
abort_if(rval, "LP_get_obj_val failed\n");
@@ -100,8 +101,6 @@ static int BNC_solve_node(struct BNC *bnc, int depth)
if (objval > *best_val + LP_EPSILON)
{
log_debug("Branch pruned by bound (%.2lf > %.2lf).\n", objval,
*best_val);
rval = 0;
@@ -118,6 +117,7 @@ static int BNC_solve_node(struct BNC *bnc, int depth)
if (bnc->problem_add_cutting_planes)
{
// log_info("Adding problem cutting planes...\n");
rval = bnc->problem_add_cutting_planes(lp, bnc->problem_data);
abort_if(rval, "problem_add_cutting_planes failed");
}
@@ -200,6 +200,8 @@ static int BNC_branch_node(struct BNC *bnc, double *x, int depth)
static int BNC_is_integral(double *x, int num_cols)
{
// return 1;
for (int i = 0; i < num_cols; i++)
if (x[i] > LP_EPSILON && x[i] < 1.0 - LP_EPSILON)
return 0;

2
src/flow.c
View File

@@ -69,7 +69,7 @@ int flow_find_max_flow(
for (int i = 0; i < digraph->node_count; i++)
digraph->nodes[i].mark = 0;
log_verbose("Input graph:\n");
// log_verbose()("Input graph:\n");
// graph_dump(digraph);
log_verbose("Solving flow problem:\n");

308
src/gtsp.c
View File

@@ -166,6 +166,60 @@ int GTSP_init_lp(struct LP *lp, struct GTSP *data)
return rval;
}
int GTSP_add_subcluster_cut(
struct LP *lp,
struct Graph *graph,
struct Edge *e,
struct Edge **cut_edges,
int cut_edges_count)
{
int rval = 0;
char sense = 'G';
double rhs = 0.0;
int newnz = cut_edges_count + 1;
int rmatbeg = 0;
int *rmatind = 0;
double *rmatval = 0;
rmatind = (int *) malloc(newnz * sizeof(int));
abort_if(!rmatind, "could not allocate rmatind");
rmatval = (double *) malloc(newnz * sizeof(double));
abort_if(!rmatval, "could not allocate rmatval");
for (int i = 0; i < cut_edges_count; i++)
{
rmatind[i] = cut_edges[i]->index + graph->node_count;
rmatval[i] = 1.0;
}
rmatind[cut_edges_count] = graph->node_count + e->index;
rmatval[cut_edges_count] = -1.0;
log_debug("Generated cut:\n");
for (int i = 0; i < newnz; i++)
log_debug("%8.2f x%d\n", rmatval[i], rmatind[i]);
log_debug(" %c %.2lf\n", sense, rhs);
if (OPTIMAL_X)
{
double sum = 0;
for (int i = 0; i < newnz; i++)
sum += rmatval[i] * OPTIMAL_X[rmatind[i]];
abort_if(sum <= rhs - LP_EPSILON, "cannot add invalid cut");
}
rval = LP_add_rows(lp, 1, newnz, &rhs, &sense, &rmatbeg, rmatind, rmatval);
abort_if(rval, "LP_add_rows failed");
CLEANUP:
if (rmatval) free(rmatval);
if (rmatind) free(rmatind);
return rval;
}
int GTSP_add_subtour_elimination_cut(
struct LP *lp,
struct Graph *graph,
@@ -359,8 +413,9 @@ int GTSP_find_exact_subtour_elimination_cuts(
struct Graph digraph;
graph_init(&digraph);
int digraph_edge_count = 4 * graph->edge_count + 2 * graph->node_count;
int digraph_node_count = node_count + data->cluster_count;
int digraph_edge_count = 4 * graph->edge_count + 2 * graph->node_count +
2 * data->cluster_count;
int digraph_node_count = node_count + data->cluster_count + 1;
digraph_edges = (int *) malloc(2 * digraph_edge_count * sizeof(int));
flow = (double *) malloc(digraph_edge_count * sizeof(double));
@@ -410,11 +465,24 @@ int GTSP_find_exact_subtour_elimination_cuts(
digraph_edges[ke++] = n->index;
digraph_edges[ke++] = node_count + cl;
capacities[kc++] = 1e100;
capacities[kc++] = 1e10;
digraph_edges[ke++] = node_count + cl;
digraph_edges[ke++] = n->index;
capacities[kc++] = 1e100;
capacities[kc++] = 1e10;
}
// Create an extra node and connect it to each cluster node through
// some edge with zero capacity
for (int i = 0; i < data->cluster_count; i++)
{
digraph_edges[ke++] = node_count + i;
digraph_edges[ke++] = node_count + data->cluster_count;
capacities[kc++] = 0;
digraph_edges[ke++] = node_count + data->cluster_count;
digraph_edges[ke++] = node_count + i;
capacities[kc++] = 0;
}
assert(ke == 2 * digraph_edge_count);
@@ -478,19 +546,23 @@ int GTSP_find_exact_subtour_elimination_cuts(
abort_if(rval, "get_cut_edges_from_marks failed");
log_verbose("Adding cut for i=%d j=%d, cut edges:\n", i, j);
int c = 0;
for (int k = 0; k < cut_edges_count / 2; k++)
{
cut_edges[k] = &graph->edges[cut_edges[k * 2]->index / 4];
log_verbose(" %d %d\n", cut_edges[k * 2]->from->index,
cut_edges[k * 2]->to->index);
int idx = cut_edges[k * 2]->index / 4;
if (idx > graph->edge_count) continue;
cut_edges[c++] = &graph->edges[idx];
log_verbose(" %d %d\n", cut_edges[c - 1]->from->index,
cut_edges[c - 1]->to->index);
}
rval = GTSP_add_subtour_elimination_cut(lp, graph, from, to,
cut_edges, cut_edges_count / 2);
cut_edges, c);
abort_if(rval, "GTSP_add_subtour_elimination_cut failed");
(*added_cuts_count)++;
goto CLEANUP;
if (*added_cuts_count > 10) goto CLEANUP;
}
}
@@ -505,6 +577,16 @@ int GTSP_find_exact_subtour_elimination_cuts(
struct Node *from = &digraph.nodes[i];
struct Node *to = &digraph.nodes[node_count + j];
// for (int k = 0; k < graph->node_count; k++)
// {
// struct Node *n = &graph->nodes[k];
// if (clusters[n->index] != clusters[i]) continue;
//
// int offset = 4 * graph->edge_count + 2 * k;
// capacities[offset] = 0;
// capacities[offset + 1] = 0;
// }
log_verbose("Calculating max flow from node %d to cluster %to\n", i,
j);
double flow_value;
@@ -524,19 +606,30 @@ int GTSP_find_exact_subtour_elimination_cuts(
abort_if(rval, "get_cut_edges_from_marks failed");
log_verbose("Adding cut for i=%d j=%d, cut edges:\n", i, j);
int c = 0;
for (int k = 0; k < cut_edges_count / 2; k++)
{
cut_edges[k] = &graph->edges[cut_edges[k * 2]->index / 4];
log_verbose(" %d %d\n", cut_edges[k * 2]->from->index,
cut_edges[k * 2]->to->index);
int idx = cut_edges[k * 2]->index / 4;
if (idx > graph->edge_count) continue;
cut_edges[c++] = &graph->edges[idx];
log_verbose(" %d %d\n", cut_edges[c - 1]->from->index,
cut_edges[c - 1]->to->index);
}
rval = GTSP_add_subtour_elimination_cut_2(lp, graph, from, to,
cut_edges, cut_edges_count / 2);
cut_edges, c);
abort_if(rval, "GTSP_add_subtour_elimination_cut failed");
for (int k = 0; k < graph->node_count; k++)
{
int offset = 4 * graph->edge_count + 2 * k;
capacities[offset] = 1e10;
capacities[offset + 1] = 1e10;
}
(*added_cuts_count)++;
goto CLEANUP;
if (*added_cuts_count > 10) goto CLEANUP;
}
}
@@ -567,19 +660,162 @@ int GTSP_find_exact_subtour_elimination_cuts(
abort_if(rval, "get_cut_edges_from_marks failed");
log_verbose("Adding cut for i=%d j=%d, cut edges:\n", i, j);
int c = 0;
for (int k = 0; k < cut_edges_count / 2; k++)
{
cut_edges[k] = &graph->edges[cut_edges[k * 2]->index / 4];
log_verbose(" %d %d\n", cut_edges[k * 2]->from->index,
cut_edges[k * 2]->to->index);
int idx = cut_edges[k * 2]->index / 4;
if (idx > graph->edge_count) continue;
cut_edges[c++] = &graph->edges[idx];
log_verbose(" %d %d\n", cut_edges[c - 1]->from->index,
cut_edges[c - 1]->to->index);
}
rval = GTSP_add_subtour_elimination_cut_3(lp, graph, from, to,
cut_edges, cut_edges_count / 2);
abort_if(rval, "GTSP_add_subtour_elimination_cut failed");
cut_edges, c);
abort_if(rval, "GTSP_add_subtour_elimination_cut3 failed");
(*added_cuts_count)++;
goto CLEANUP;
if (*added_cuts_count > 10) goto CLEANUP;
}
}
// subcluster
struct Node *root = &digraph.nodes[digraph_node_count - 1];
for (int e_index = 0; e_index < graph->edge_count; e_index++)
{
struct Edge *e = &graph->edges[e_index];
double x_e = x[node_count + e_index];
if (x_e < LP_EPSILON) continue;
struct Node *from = &digraph.nodes[e->from->index];
struct Node *to = &digraph.nodes[e->to->index];
if (x[from->index] > 1 - LP_EPSILON && x[to->index] > 1 - LP_EPSILON)
continue;
capacities[4 * e_index] = capacities[4 * e_index + 2] = 0;
int cluster_from_index = data->clusters[from->index];
int cluster_to_index = data->clusters[to->index];
for (int k = 0; k < data->cluster_count; k++)
{
if (cluster_from_index == k) continue;
if (cluster_to_index == k) continue;
int offset = 4 * graph->edge_count + 2 * node_count + 2 * k;
capacities[offset] = 1e10;
capacities[offset + 1] = 1e10;
}
for (int k = 0; k < graph->node_count; k++)
{
struct Node *n = &graph->nodes[k];
if (clusters[n->index] != cluster_from_index &&
clusters[n->index] != cluster_to_index)
continue;
int offset = 4 * graph->edge_count + 2 * k;
capacities[offset] = 0;
capacities[offset + 1] = 0;
}
// First direction
log_debug("Calculating max flow from (%d,%d) to root\n", from->index,
to->index);
double flow_value;
rval = flow_find_max_flow(&digraph, capacities, from, root, flow,
&flow_value);
abort_if(rval, "flow_find_max_flow failed");
log_debug(" %.2lf\n", flow_value);
if (flow_value + LP_EPSILON < x_e)
{
log_debug("violation: %.2lf > %.2lf\n", flow_value, x_e);
int cut_edges_count;
rval = get_cut_edges_from_marks(&digraph, &cut_edges_count,
cut_edges);
abort_if(rval, "get_cut_edges_from_marks failed");
log_debug("Adding cut for i=%d j=root, cut edges:\n", from->index);
int c = 0;
for (int k = 0; k < cut_edges_count / 2; k++)
{
int idx = cut_edges[k * 2]->index / 4;
if (idx == e_index) continue;
if (idx >= graph->edge_count) continue;
cut_edges[c++] = &graph->edges[idx];
log_debug(" %d %d\n", cut_edges[c - 1]->from->index,
cut_edges[c - 1]->to->index);
}
rval = GTSP_add_subcluster_cut(lp, graph, e, cut_edges, c);
abort_if(rval, "GTSP_add_subcluster_cut failed");
(*added_cuts_count)++;
if (*added_cuts_count > 10) goto CLEANUP;
} else
{
// Reverse direction
log_debug("Trying reverse edge:\n", to->index, from->index);
rval = flow_find_max_flow(&digraph, capacities, to, root, flow,
&flow_value);
abort_if(rval, "flow_find_max_flow failed");
log_debug(" %.2lf\n", flow_value);
if (flow_value + LP_EPSILON < x_e)
{
log_debug("violation: %.2lf > %.2lf\n", flow_value, x_e);
int cut_edges_count;
rval = get_cut_edges_from_marks(&digraph, &cut_edges_count,
cut_edges);
abort_if(rval, "get_cut_edges_from_marks failed");
log_debug("Adding cut for i=%d j=root, cut edges:\n",
from->index);
int c = 0;
for (int k = 0; k < cut_edges_count / 2; k++)
{
int idx = cut_edges[k * 2]->index / 4;
if (idx == e_index) continue;
if (idx >= graph->edge_count) continue;
cut_edges[c++] = &graph->edges[idx];
log_debug(" %d %d\n", cut_edges[c - 1]->from->index,
cut_edges[c - 1]->to->index);
}
rval = GTSP_add_subcluster_cut(lp, graph, e, cut_edges, c);
abort_if(rval, "GTSP_add_subcluster_cut failed");
(*added_cuts_count)++;
if (*added_cuts_count > 10) goto CLEANUP;
}
}
capacities[4 * e_index] = x_e;
capacities[4 * e_index + 2] = x_e;
for (int k = 0; k < graph->node_count; k++)
{
int offset = 4 * graph->edge_count + 2 * k;
capacities[offset] = 1e10;
capacities[offset + 1] = 1e10;
}
for (int k = 0; k < data->cluster_count; k++)
{
int offset = 4 * graph->edge_count + 2 * graph->node_count;
capacities[offset + 2 * k] = 0;
capacities[offset + 2 * k + 1] = 0;
}
}
@@ -606,11 +842,19 @@ int GTSP_add_cutting_planes(struct LP *lp, struct GTSP *data)
{
int added_cuts_count = 0;
log_debug("Finding subtour cuts...\n");
rval = GTSP_find_exact_subtour_elimination_cuts(lp, data,
&added_cuts_count);
abort_if(rval, "GTSP_find_exact_subtour_elimination_cuts failed");
log_verbose("Reoptimizing...\n");
if (added_cuts_count > 0)
{
log_debug("Found %d subtour elimination cuts using exact "
"separation\n", added_cuts_count);
} else break;
log_debug("Reoptimizing...\n");
int is_infeasible;
rval = LP_optimize(lp, &is_infeasible);
abort_if(rval, "LP_optimize failed");
@@ -624,9 +868,9 @@ int GTSP_add_cutting_planes(struct LP *lp, struct GTSP *data)
rval = LP_get_x(lp, x);
abort_if(rval, "LP_get_x failed");
log_verbose("Current solution:\n");
log_debug("Current solution:\n");
for (int i = 0; i < data->graph->node_count; i++)
if (x[i] > LP_EPSILON) log_verbose(" node %d = %.2f\n", i, x[i]);
if (x[i] > LP_EPSILON) log_debug(" node %d = %.2f\n", i, x[i]);
for (int i = 0; i < data->graph->edge_count; i++)
{
@@ -634,18 +878,12 @@ int GTSP_add_cutting_planes(struct LP *lp, struct GTSP *data)
int idx = e->index + data->graph->node_count;
if (x[idx] > LP_EPSILON)
{
log_verbose(" edge (%d, %d) = %.2f\n", e->from->index,
log_debug(" edge (%d, %d) = %.2f\n", e->from->index,
e->to->index, x[idx]);
}
}
log_debug(" obj val = %f\n", objval);
if (added_cuts_count > 0)
{
log_debug("Found %d subtour elimination cuts using exact "
"separation\n", added_cuts_count);
} else break;
}
CLEANUP:
@@ -689,7 +927,7 @@ int GTSP_write_solution(struct GTSP *data, char *filename, double *x)
int positive_edge_count = 0;
for (int i = 0; i < edge_count; i++)
if (x[i + node_count] > 0.5)
if (x[i + node_count] > LP_EPSILON)
positive_edge_count++;
fprintf(file, "%d %d\n", node_count, edge_count);
@@ -697,8 +935,9 @@ int GTSP_write_solution(struct GTSP *data, char *filename, double *x)
fprintf(file, "%d\n", positive_edge_count);
for (int i = 0; i < edge_count; i++)
if (x[i + node_count] > 0.5)
fprintf(file, "%d %d\n", edges[i].from->index, edges[i].to->index);
if (x[i + node_count] > LP_EPSILON)
fprintf(file, "%d %d %.4lf\n", edges[i].from->index,
edges[i].to->index, x[i + node_count]);
CLEANUP:
if (file) fclose(file);
@@ -826,7 +1065,7 @@ static int GTSP_parse_args(int argc, char **argv)
break;
case 's':
SEED = atoi(optarg);
SEED = (unsigned) atoi(optarg);
break;
case ':':
@@ -933,7 +1172,6 @@ int GTSP_main(int argc, char **argv)
log_info("Branch-and-bound nodes: %d\n", BNC_NODE_COUNT);
log_info("Max-flow computations: %d\n", FLOW_MAX_FLOW_COUNT);
CLEANUP:
GTSP_free(&data);
BNC_free(&bnc);