infinity: Scale up rays with very small norm

infinity/library/src/infinity.c

@@ -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;
+        double value, norm = 0;
-        const double *q = LFREE_get_ray(rays, map->variable_to_ray[i]);
+        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;
 }

infinity/library/tests/infinity-test.cpp

@@ -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();
 }