parent
484c847612
commit
0ee68e01bc
@ -1,21 +1,19 @@
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set(COMMON_SOURCES
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src/infinity-2d.c
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src/greedy-nd.c
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src/greedy-bsearch.c
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src/infinity.c
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include/infinity/infinity-2d.h
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include/infinity/greedy-nd.h
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include/infinity/greedy-bsearch.h
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include/infinity/infinity.h)
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src/infinity-2d.c
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src/infinity-nd.c
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src/infinity.c
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include/infinity/infinity-2d.h
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include/infinity/infinity-nd.h
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include/infinity/infinity.h)
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set(TEST_SOURCES
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tests/infinity-2d-test.cpp
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tests/greedy-nd-test.cpp
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tests/infinity-test.cpp)
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tests/infinity-2d-test.cpp
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tests/infinity-nd-test.cpp
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tests/infinity-test.cpp)
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add_library(infinity_static ${COMMON_SOURCES})
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set_target_properties(infinity_static PROPERTIES OUTPUT_NAME infinity)
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target_include_directories (infinity_static PUBLIC ${CMAKE_CURRENT_SOURCE_DIR})
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target_include_directories(infinity_static PUBLIC ${CMAKE_CURRENT_SOURCE_DIR})
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add_executable(infinity-test.run ${COMMON_SOURCES} ${TEST_SOURCES})
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target_link_libraries(infinity-test.run gtest_main multirow_static lifting_static)
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@ -1,74 +0,0 @@
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/* Copyright (c) 2015 Alinson Xavier
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*
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* This program is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef MULTIROW_GREEDY_ND_H
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#define MULTIROW_GREEDY_ND_H
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int GREEDY_create_psi_lp(const struct ConvLFreeSet *lfree, struct LP *lp);
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int GREEDY_ND_psi(const int nrows,
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const double *q,
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const double q_scale,
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struct LP *lp,
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double *value);
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int GREEDY_ND_pi(const int nrows,
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const double *q,
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const double q_scale,
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struct LP *lp,
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double *value);
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int INFINITY_ND_generate_lfree(const struct MultiRowModel *model,
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struct ConvLFreeSet *lfree);
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int GREEDY_ND_cone_bound(int nrows,
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int nrays,
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const double *f,
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const double *rays,
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const int *rx,
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const double *x,
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const double *beta,
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double *epsilon);
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int GREEDY_ND_find_violated_cone(int nrows,
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int nrays,
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const double *f,
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const double *rays,
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const double *x,
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const double *beta,
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double epsilon,
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int *rx,
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double *sbar,
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int *violated_found);
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int GREEDY_ND_find_tight_rays(int nrows,
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int nrays,
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const double *f,
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const double *rays,
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const double *x,
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const double *beta,
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double epsilon,
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int *tx);
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int GREEDY_ND_scale_to_ahull(int nrows,
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int nrays,
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const double *rays,
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const int *rx,
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const double *beta,
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double epsilon,
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const double *d,
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double *alpha);
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#endif //MULTIROW_GREEDY_ND_H
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@ -1,246 +0,0 @@
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/* Copyright (c) 2015 Alinson Xavier
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*
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* This program is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <math.h>
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#include <stdlib.h>
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#include <multirow/cg.h>
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#include <multirow/double.h>
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#include <multirow/geometry.h>
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#include <multirow/lp.h>
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#include <multirow/util.h>
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#include <infinity/greedy-bsearch.h>
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int create_sfree_mip(int nrows,
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int nrays,
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const double *f,
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const double *rays,
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const double *bounds,
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double e,
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struct LP *lp)
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{
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int rval = 0;
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double rhs;
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char sense;
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int rmatbeg = 0;
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int* rmatind = 0;
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double *rmatval = 0;
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rmatind = (int *) malloc((nrows + nrays) * sizeof(int));
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rmatval = (double *) malloc((nrows + nrays) * sizeof(double));
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abort_if(!rmatind, "could not allocate rmatind");
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abort_if(!rmatval, "could not allocate rmatval");
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rval = LP_create(lp, "greedy");
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abort_if(rval, "LP_create failed");
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// create x (basic) variables
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for (int i = 0; i < nrows; i++)
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{
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rval = LP_new_col(lp, 0, -MILP_INFINITY, MILP_INFINITY, 'I');
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abort_if(rval, "LP_new_col failed");
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}
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// create s (non-basic) variables
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for (int i = 0; i < nrays; i++)
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{
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rval = LP_new_col(lp, 1.0, 0, MILP_INFINITY, 'C');
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abort_if(rval, "LP_new_col failed");
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}
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// add constraint \sum_{i=1}^m s_i \leq 1
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sense = 'L';
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rhs = 1.0;
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for (int i = 0; i < nrays; i++)
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{
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rmatind[i] = i + nrows;
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rmatval[i] = 1.0;
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}
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rval = LP_add_rows(lp, 1, nrays, &rhs, &sense, &rmatbeg, rmatind, rmatval);
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abort_if(rval, "LP_add_rows failed");
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// add constraints x_i - \sum_{j=1}^m min{e,e_j} s_j R_ji = f_i
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for (int i = 0; i < nrows; i++)
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{
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int k = 0;
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sense = 'E';
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rhs = f[i];
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rmatind[k] = i;
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rmatval[k] = 1.0;
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k++;
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for (int j = 0; j < nrays; j++)
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{
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rmatind[k] = j + nrows;
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rmatval[k] = -rays[nrows * j + i] * fmin(e, bounds[j]);
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k++;
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}
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rval = LP_add_rows(lp, 1, nrays + 1, &rhs, &sense, &rmatbeg, rmatind,
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rmatval);
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abort_if(rval, "LP_add_rows failed");
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}
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CLEANUP:
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if (rmatind) free(rmatind);
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if (rmatval) free(rmatval);
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return rval;
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}
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int GREEDY_BSEARCH_compute_bounds(int nrows,
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int nrays,
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const double *f,
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const double *rays,
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double *bounds)
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{
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int rval = 0;
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struct LP lp;
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double e_upper = 2 * GREEDY_BIG_E;
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double e_lower = 0.0;
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int cplex_count = 0;
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double cplex_time = 0;
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int iteration_count = 0;
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double *x = 0;
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x = (double *) malloc((nrays + nrows) * sizeof(double));
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abort_if(!x, "could not allocate x");
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for (int i = 0; i < nrays; i++)
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bounds[i] = GREEDY_BIG_E;
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for (int it = 0;; it++)
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{
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abort_if(it > 2*nrays, "stuck in an infinite loop");
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log_verbose("Starting iteration %d...\n", it);
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iteration_count++;
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int solution_found = 0;
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int inner_count = 0;
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while (fabs(e_upper - e_lower) > GREEDY_MAX_GAP)
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{
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inner_count++;
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double e = (e_upper + e_lower) / 2;
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log_verbose(" e=%.12lf\n", e);
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rval = LP_open(&lp);
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abort_if(rval, "LP_open failed");
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rval = create_sfree_mip(nrows, nrays, f, rays, bounds, e, &lp);
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abort_if(rval, "create_sfree_mip failed");
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if_verbose_level
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{
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rval = LP_write(&lp, "greedy.lp");
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abort_if(rval, "LP_write failed");
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}
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int infeasible;
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cplex_count++;
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double initial_time = get_user_time();
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log_verbose(" Optimizing...\n");
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rval = LP_optimize(&lp, &infeasible);
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if (rval)
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{
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// Workaround for CPLEX bug. If CPLEX tell us that this problem
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// is unbounded, we disable presolve and try again.
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LP_free(&lp);
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LP_open(&lp);
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rval = create_sfree_mip(nrows, nrays, f, rays, bounds, e, &lp);
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abort_if(rval, "create_sfree_mip failed");
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LP_disable_presolve(&lp);
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rval = LP_optimize(&lp, &infeasible);
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abort_if(rval, "LP_optimize failed");
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}
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cplex_time += get_user_time() - initial_time;
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if (infeasible)
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{
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e_lower = e;
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log_verbose(" infeasible\n");
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if (e > GREEDY_BIG_E-1)
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{
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LP_free(&lp);
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goto OUT;
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}
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}
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else
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{
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log_verbose(" feasible\n");
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e_upper = e;
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solution_found = 1;
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rval = LP_get_x(&lp, x);
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abort_if(rval, "LP_get_x failed");
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}
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LP_free(&lp);
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}
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if (solution_found)
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{
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for (int j = 0; j < nrays; j++)
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{
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if (!DOUBLE_geq(x[nrows + j], 0.001)) continue;
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bounds[j] = fmin(bounds[j] * 0.99, e_lower * 0.99);
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}
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}
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log_verbose(" %d iterations %12.8lf gap\n", inner_count, e_upper -
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e_lower);
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e_lower = e_upper;
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e_upper = 2 * GREEDY_BIG_E;
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}
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OUT:
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log_debug(" %6d IPs (%.2lfms per call, %.2lfs total)\n", cplex_count,
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cplex_time * 1000.0 / cplex_count, cplex_time);
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for(int i = 0; i < nrays; i++)
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abort_if(DOUBLE_iszero(bounds[i]), "bounds should be positive");
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if_verbose_level
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{
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time_printf("Bounds:\n");
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for (int k = 0; k < nrays; k++)
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time_printf(" %12.8lf %12.8lf\n", k, bounds[k], 1 / bounds[k]);
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}
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CLEANUP:
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if (x) free(x);
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return rval;
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}
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File diff suppressed because it is too large
Load Diff
Reference in new issue