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infinity: Scale up rays with very small norm

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master
Alinson S. Xavier 8 years ago
parent a89473d67d
commit 5d64d24ad6
2 changed files with 55 additions and 5 deletions
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24
infinity/library/src/infinity.c
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@ -108,6 +108,7 @@ static int create_cut_from_lfree(const struct Tableau *tableau,
struct Row *cut)
{
int rval = 0;
double *ray = 0;
struct LP lp;
int nvars = map->nvars;
@ -122,22 +123,34 @@ static int create_cut_from_lfree(const struct Tableau *tableau,
rval = INFINITY_create_psi_lp(lfree, &lp);
abort_if(rval, "create_psi_lp failed");
ray = (double*) malloc(nrows * sizeof(double));
abort_if(!ray, "could not allocate ray");
cut->nz = nvars;
for(int i = 0; i < nvars; i++)
{
double value;
const double *q = LFREE_get_ray(rays, map->variable_to_ray[i]);
double value, norm = 0;
double *original_ray = LFREE_get_ray(rays, map->variable_to_ray[i]);
char type = tableau->column_types[map->indices[i]];
for (int j = 0; j < nrows; j++)
{
ray[j] = original_ray[j];
norm += fabs(ray[j]);
}
if (norm < 0.001)
for (int j = 0; j < nrows; j++)
ray[j] *= 0.001 / norm;
if(ENABLE_LIFTING && type == MILP_INTEGER)
{
rval = INFINITY_pi(nrows, q, map->ray_scale[i], &lp, &value);
rval = INFINITY_pi(nrows, ray, map->ray_scale[i], &lp, &value);
abort_if(rval, "INFINITY_pi failed");
}
else
{
rval = INFINITY_psi(nrows, q, map->ray_scale[i], &lp, &value);
rval = INFINITY_psi(nrows, ray, map->ray_scale[i], &lp, &value);
abort_if(rval, "INFINITY_psi failed");
}
@ -147,7 +160,7 @@ static int create_cut_from_lfree(const struct Tableau *tableau,
{
time_printf(" q=[");
for(int j = 0; j < nrows; j++)
printf("%25.20lf ", q[j] * map->ray_scale[i]);
printf("%25.20lf ", ray[j] * map->ray_scale[i]);
printf("] value=%25.20lf\n", value);
}
@ -163,6 +176,7 @@ static int create_cut_from_lfree(const struct Tableau *tableau,
cut->pi_zero = -1.0;
CLEANUP:
if(ray) free(ray);
LP_free(&lp);
return rval;
}

36
infinity/library/tests/infinity-test.cpp
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@ -375,6 +375,42 @@ TEST(InfinityTest, generate_cut_test_3)
for(int i = 0; i < tableau.nrows; i++)
log_debug("s[%d] = %20.12lf\n", i, s[i]);
CLEANUP:
if (rval) FAIL();
}
TEST(InfinityTest, generate_cut_test_4)
{
int rval = 0;
// Extracted from instance bell5.pre.mps (MIPLIB 3)
double pi0[] = { 0.5000000000, 1.0000000000, 0.0007440476, 0.0007440476, -0.0007440476, -0.0007440476, };
double pi1[] = { 1.0000000000, -0.0250000000, 0.0000372024, 0.0000372024, -0.0500000000, -0.0000372024, -0.0000372024, };
int indices0[] = { 22, 36, 64, 77, 129, 156, };
int indices1[] = { 8, 22, 64, 77, 115, 129, 156, };
struct Row row0 = {.nz = 6, .head = 36, .pi_zero = 0.7440476190, .pi = pi0, .indices = indices0 };
struct Row row1 = {.nz = 7, .head = 8, .pi_zero = 0.0372023810, .pi = pi1, .indices = indices1 };
struct Row* rows[] = {&row0, &row1, };
char column_types[] = {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, };
struct Tableau tableau = {.ncols = 169, .nrows = 2, .rows = rows, .column_types = column_types };
double x[169] = {1.0000000000, 1.0000000000, 1.0000000000, 1.0000000000, 1.0000000000, 0.0000000000, 1.0000000000, 0.0000000000, 0.0000000000, 1.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 1.0000000000, 1.0000000000, 0.0000000000, 11.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 2.0000000000, 38.0000000000, 2.0000000000, 498.0000000000, 125.0000000000, 10.0000000000, 17.0000000000, 41.0000000000, 0.0000000000, 19.0000000000, 0.0000000000, 8318.0000000000, 7494.0000000000, 60.0000000000, 10.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 18.0000000000, 8.0000000000, 16.0000000000, 334.0000000000, 24.0000000000, 792.0000000000, 792.0000000000, 336.0000000000, 336.0000000000, 0.0000000000, 40.0000000000, 166.0000000000, 3000.0000000000, 1632.0000000000, 1392.0000000000, 984.0000000000, 456.0000000000, 456.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 48.0000000000, 900.0000000000, 40.0000000000, 11950.0000000000, 240.0000000000, 408.0000000000, 984.0000000000, 0.0000000000, 456.0000000000, 0.0000000000, -0.0000000000, -0.0000000000, -0.0000000000, -0.0000000000, 1.0000000000, 0.0000000000, 1.0000000000, 1.0000000000, 0.0000000000, 1.0000000000, 1.0000000000, 20.0000000000, 20.0000000000, 20.0000000000, 19.0000000000, 19.0000000000, 0.0000000000, 9.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 20.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 238.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 12.0000000000, 8.0000000000, 2.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0000000000, 0.0053700000, 0.6917620000, 6.9221320000, 0.0000000000, 0.9966800000, 11.9862220000, 0.7510000000, 0.8495500000, 3.3519300000, 266583.5900000000, };
double lhs, s[2];
struct Row cut;
LP_init_row(&cut, CG_total_nz(&tableau));
rval = INFINITY_generate_cut(&tableau, &cut);
abort_if(rval, "INFINITY_generate_cut failed");
rval = get_lattice_point(&tableau, x, s);
abort_if(rval, "get_lattice_point failed");
for(int i = 0; i < tableau.nrows; i++)
log_debug("s[%d] = %20.12lf\n", i, s[i]);
lhs = CG_replace_x(&cut, x);
EXPECT_LE(lhs, cut.pi_zero);
CLEANUP:
if (rval) FAIL();
}