isoron/multirow
Archived
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

infinity: Implement cone_bound_find_lambda

Browse Source
This commit is contained in:
Alinson S. Xavier
2017-08-13 13:25:13 -04:00
parent 58bc588c19
commit 208bc051bb
6 changed files with 163 additions and 37 deletions
Download Patch File Download Diff File Expand all files Collapse all files

36
infinity/library/src/infinity-nd.c
View File

@@ -22,6 +22,7 @@
#include <multirow/util.h>
#include <infinity/infinity-nd.h>
#include <multirow/linalg.h>
static long lp_count = 0;
static double lp_time = 0;
@@ -41,6 +42,41 @@ static double sfree_mip_time = 0;
static long scale_ahull_lp_count = 0;
static double scale_ahull_lp_time = 0;
static int cone_bound_find_lambda(const struct RayList *rays,
const double *f,
const double *x,
double *lambda)
{
int rval = 0;
double *A = 0;
double *b = 0;
int dim = rays->dim;
int nrays = rays->nrays;
A = (double*) malloc(nrays * dim * sizeof(double));
b = (double*) malloc(dim * sizeof(double));
abort_if(!A, "could not allocate A");
abort_if(!b, "could not allocate b");
for (int i = 0; i < dim; i++)
{
b[i] = x[i] - f[i];
for (int j = 0; j < nrays; j++)
A[i * nrays + j] = rays->values[j * dim + i];
}
rval = LINALG_solve(nrays, dim, A, b, lambda);
abort_if(rval, "LINALG_solve failed");
for (int i = 0; i < dim; i++)
abort_iff(lambda[0] < 0, "lambda[i] is negative (%lf)", i, lambda[i]);
CLEANUP:
if(A) free(A);
if(b) free(b);
return rval;
}
static int create_sfree_mip(int nrows,
int nrays,
const double *f,

112
infinity/library/tests/infinity-nd-test.cpp
View File

@@ -27,6 +27,7 @@ extern "C" {
#include "../src/infinity-nd.c"
}
const double E = 1e-6;
TEST(InfinityNDTest, find_violated_cone_test)
{
@@ -164,11 +165,11 @@ TEST(InfinityNDTest, cone_bound_test_1)
rval = cone_bound(2, 6, f, rays, rx1, x, beta, &epsilon);
abort_if(rval, "cone_bound failed");
EXPECT_NEAR(0.5, epsilon, 1e-6);
EXPECT_NEAR(0.5, epsilon, E);
rval = cone_bound(2, 6, f, rays, rx2, x, beta, &epsilon);
abort_if(rval, "cone_bound failed");
EXPECT_NEAR(1.0, epsilon, 1e-6);
EXPECT_NEAR(1.0, epsilon, E);
CLEANUP:
if(rval) FAIL();
@@ -197,7 +198,7 @@ TEST(InfinityNDTest, cone_bound_test_2)
rval = cone_bound(2, 2, f, rays, rx, x1, beta1, &epsilon);
abort_if(rval, "cone_bound failed");
EXPECT_NEAR(1.0, epsilon, 1e-6);
EXPECT_NEAR(1.0, epsilon, E);
rval = cone_bound(2, 2, f, rays, rx, x1, beta2, &epsilon);
abort_if(rval, "cone_bound failed");
@@ -205,7 +206,7 @@ TEST(InfinityNDTest, cone_bound_test_2)
rval = cone_bound(2, 2, f, rays, rx, x2, beta2, &epsilon);
abort_if(rval, "cone_bound failed");
EXPECT_NEAR(1.0, epsilon, 1e-6);
EXPECT_NEAR(1.0, epsilon, E);
rval = cone_bound(2, 2, f, rays, rx, x2, beta3, &epsilon);
abort_if(rval, "cone_bound failed");
@@ -239,7 +240,7 @@ TEST(InfinityNDTest, bound_test_1)
rval = bound(2, 6, f, rays, x, beta1, &epsilon, tx);
abort_if(rval, "bound failed");
EXPECT_NEAR(epsilon, 0.5, 1e-6);
EXPECT_NEAR(epsilon, 0.5, E);
EXPECT_TRUE(tx[0]);
EXPECT_FALSE(tx[1]);
EXPECT_FALSE(tx[2]);
@@ -249,7 +250,7 @@ TEST(InfinityNDTest, bound_test_1)
rval = bound(2, 6, f, rays, x, beta2, &epsilon, tx);
abort_if(rval, "bound failed");
EXPECT_NEAR(epsilon, 1.0, 1e-6);
EXPECT_NEAR(epsilon, 1.0, E);
EXPECT_TRUE(tx[0]);
EXPECT_FALSE(tx[1]);
EXPECT_FALSE(tx[2]);
@@ -308,11 +309,11 @@ TEST(InfinityNDTest, psi_test)
rval = INFINITY_psi(2, q1, 1.0, &lp, &value);
abort_if(rval, "GREDDY_ND_psi failed");
EXPECT_NEAR(value, 2.0, 1e-6);
EXPECT_NEAR(value, 2.0, E);
rval = INFINITY_psi(2, q2, 2.0, &lp, &value);
abort_if(rval, "GREDDY_ND_psi failed");
EXPECT_NEAR(value, 8.0, 1e-6);
EXPECT_NEAR(value, 8.0, E);
CLEANUP:
LP_free(&lp);
@@ -360,11 +361,11 @@ TEST(InfinityNDTest, psi_test_2)
rval = INFINITY_psi(3, q1, 1.0, &lp, &value);
abort_if(rval, "GREDDY_ND_psi failed");
EXPECT_NEAR(value, 1.0, 1e-6);
EXPECT_NEAR(value, 1.0, E);
rval = INFINITY_psi(3, q2, 1.0, &lp, &value);
abort_if(rval, "GREDDY_ND_psi failed");
EXPECT_NEAR(value, 2.0, 1e-6);
EXPECT_NEAR(value, 2.0, E);
CLEANUP:
if(rval) FAIL();
@@ -411,7 +412,7 @@ TEST(InfinityNDTest, psi_test_3)
rval = INFINITY_psi(lfree.nrows, q, 1.0, &lp, &value);
abort_if(rval, "GREDDY_ND_psi failed");
EXPECT_NEAR(value, 1.0, 1e-6);
EXPECT_NEAR(value, 1.0, E);
CLEANUP:
if(rval) FAIL();
@@ -445,12 +446,12 @@ TEST(DISABLED_InfinityNDTest, generate_cut_test_1)
rval = INFINITY_ND_generate_lfree(&model, &lfree);
abort_if(rval, "INFINITY_ND_generate_lfree failed");
EXPECT_NEAR(lfree.beta[0], 0.5, 1e-6);
EXPECT_NEAR(lfree.beta[1], 0.5, 1e-6);
EXPECT_NEAR(lfree.beta[2], 0.5, 1e-6);
EXPECT_NEAR(lfree.beta[3], 0.5, 1e-6);
EXPECT_NEAR(lfree.beta[4], 1.0, 1e-6);
EXPECT_NEAR(lfree.beta[5], 1.0, 1e-6);
EXPECT_NEAR(lfree.beta[0], 0.5, E);
EXPECT_NEAR(lfree.beta[1], 0.5, E);
EXPECT_NEAR(lfree.beta[2], 0.5, E);
EXPECT_NEAR(lfree.beta[3], 0.5, E);
EXPECT_NEAR(lfree.beta[4], 1.0, E);
EXPECT_NEAR(lfree.beta[5], 1.0, E);
CLEANUP:
if(rval) FAIL();
@@ -485,12 +486,12 @@ TEST(InfinityNDTest, generate_cut_test_2)
rval = INFINITY_ND_generate_lfree(&model, &lfree);
abort_if(rval, "INFINITY_ND_generate_lfree failed");
EXPECT_NEAR(lfree.beta[0], 0.75, 1e-6);
EXPECT_NEAR(lfree.beta[1], 2.25, 1e-6);
EXPECT_NEAR(lfree.beta[2], 0.75, 1e-6);
EXPECT_NEAR(lfree.beta[3], 2.25, 1e-6);
EXPECT_NEAR(lfree.beta[4], 0.75, 1e-6);
EXPECT_NEAR(lfree.beta[5], 2.25, 1e-6);
EXPECT_NEAR(lfree.beta[0], 0.75, E);
EXPECT_NEAR(lfree.beta[1], 2.25, E);
EXPECT_NEAR(lfree.beta[2], 0.75, E);
EXPECT_NEAR(lfree.beta[3], 2.25, E);
EXPECT_NEAR(lfree.beta[4], 0.75, E);
EXPECT_NEAR(lfree.beta[5], 2.25, E);
CLEANUP:
CG_free_model(&model);
@@ -534,3 +535,68 @@ TEST(InfinityNDTest, scale_to_ahull_test)
CLEANUP:
if(rval) FAIL();
}
TEST(InfinityNDTest, cone_bound_find_lambda_test)
{
int rval = 0;
double f[] = { 1/2.0, 1/3.0 };
double x[] = { 3.0, 3.0 };
double ray_values[] = {
1.0, 2.0,
3.0, 2.0,
};
struct RayList rays = {.values = ray_values, .nrays = 2, .dim = 2};
double lambda[2];
rval = cone_bound_find_lambda(&rays, f, x, lambda);
abort_if(rval, "cone_bound_find_lambda failed");
EXPECT_NEAR(lambda[0], 3/4.0, E);
EXPECT_NEAR(lambda[1], 7/12.0, E);
CLEANUP:
if(rval) FAIL();
}
TEST(InfinityNDTest, cone_bound_find_lambda_test_2)
{
int rval = 0;
double f[] = { 1/2.0, 1/3.0, 5/6.0 };
double x[] = { 3.0, 3.0, 6.0 };
double ray_values[] = {
1.0, 2.0, 3.0,
3.0, 2.0, 5.0,
};
struct RayList rays = {.values = ray_values, .nrays = 2, .dim = 3};
double lambda[2];
rval = cone_bound_find_lambda(&rays, f, x, lambda);
abort_if(rval, "cone_bound_find_lambda failed");
EXPECT_NEAR(lambda[0], 3/4.0, E);
EXPECT_NEAR(lambda[1], 7/12.0, E);
CLEANUP:
if(rval) FAIL();
}
TEST(InfinityNDTest, cone_bound_find_lambda_test_3)
{
int rval = 0;
double f[] = { 1/2.0, 1/2.0 };
double x[] = { 3.0, 3.0 };
double ray_values[] = {
0.0, -1.0,
-1.0, 0.0,
};
struct RayList rays = {.values = ray_values, .nrays = 2, .dim = 2};
double lambda[2];
rval = cone_bound_find_lambda(&rays, f, x, lambda);
EXPECT_NE(rval, 0);
}