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2 Commits

Author SHA1 Message Date
7b7432b944 Add more CPLEX paths 2017-08-08 09:00:58 -04:00
78decb06c7 Lifting: Reduce number of sets to 1 2017-08-07 10:00:33 -04:00
9 changed files with 225 additions and 550 deletions

View File

@@ -365,6 +365,10 @@ static int create_tight_rays_lp(int nrows,
rval = LP_relax(lp); rval = LP_relax(lp);
abort_if(rval, "LP_relax failed"); abort_if(rval, "LP_relax failed");
//rval = LP_write(lp, "tight-rays.lp");
//abort_if(rval, "LP_write failed");
CLEANUP: CLEANUP:
if(rmatind) free(rmatind); if(rmatind) free(rmatind);
if(rmatval) free(rmatval); if(rmatval) free(rmatval);
@@ -598,7 +602,7 @@ static int find_interior_point_enum(const int nrows,
} }
} }
if(best_value < 0.999) *found = 1; if(!DOUBLE_geq(best_value, 1)) *found = 1;
CLEANUP: CLEANUP:
if(beta2) free(beta2); if(beta2) free(beta2);
@@ -661,7 +665,7 @@ static int find_interior_point_cplex(const int nrows,
log_debug(" obj = %.8lf\n", objval); log_debug(" obj = %.8lf\n", objval);
if(objval > 0.999) if(DOUBLE_geq(objval, 1.0))
{ {
log_debug(" set is lattice-free\n"); log_debug(" set is lattice-free\n");
*found = 0; *found = 0;
@@ -1316,7 +1320,9 @@ int INFINITY_ND_generate_lfree(const struct MultiRowModel *model,
&epsilon_x, tx); &epsilon_x, tx);
abort_if(rval, "bound failed"); abort_if(rval, "bound failed");
abort_if(isinf(epsilon_x), "epsilon_x is infinite"); if(isinf(epsilon_x)) break;
// epsilon_x = (floor(epsilon_x * 128) / 128);
log_debug(" epsilon_x = %.8lf\n", epsilon_x); log_debug(" epsilon_x = %.8lf\n", epsilon_x);
if(DOUBLE_eq(epsilon_x, epsilon)) if(DOUBLE_eq(epsilon_x, epsilon))
@@ -1341,7 +1347,7 @@ int INFINITY_ND_generate_lfree(const struct MultiRowModel *model,
{ {
if(t[i]) if(t[i])
{ {
beta[i] = min(beta[i] * 0.999, epsilon); beta[i] = min(beta[i], epsilon);
} }
else if(!skip_ahull) else if(!skip_ahull)
{ {
@@ -1358,6 +1364,7 @@ int INFINITY_ND_generate_lfree(const struct MultiRowModel *model,
continue; continue;
} }
// alpha = (floor(alpha * 128) / 128);
beta[i] = min(beta[i], alpha); beta[i] = min(beta[i], alpha);
} }

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@@ -108,7 +108,6 @@ static int create_cut_from_lfree(const struct Tableau *tableau,
struct Row *cut) struct Row *cut)
{ {
int rval = 0; int rval = 0;
double *ray = 0;
struct LP lp; struct LP lp;
int nvars = map->nvars; int nvars = map->nvars;
@@ -123,41 +122,40 @@ static int create_cut_from_lfree(const struct Tableau *tableau,
rval = INFINITY_create_psi_lp(lfree, &lp); rval = INFINITY_create_psi_lp(lfree, &lp);
abort_if(rval, "create_psi_lp failed"); abort_if(rval, "create_psi_lp failed");
ray = (double*) malloc(nrows * sizeof(double));
abort_if(!ray, "could not allocate ray");
cut->nz = nvars; cut->nz = nvars;
for(int i = 0; i < nvars; i++) for(int i = 0; i < nvars; i++)
{ {
double value, norm = 0; double value;
double *original_ray = LFREE_get_ray(rays, map->variable_to_ray[i]); const double *q = LFREE_get_ray(rays, map->variable_to_ray[i]);
char type = tableau->column_types[map->indices[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) if(ENABLE_LIFTING && type == MILP_INTEGER)
{ {
rval = INFINITY_pi(nrows, ray, map->ray_scale[i], &lp, &value); rval = INFINITY_pi(nrows, q, map->ray_scale[i], &lp, &value);
abort_if(rval, "INFINITY_pi failed"); abort_if(rval, "INFINITY_pi failed");
} }
else else
{ {
rval = INFINITY_psi(nrows, ray, map->ray_scale[i], &lp, &value); rval = INFINITY_psi(nrows, q, map->ray_scale[i], &lp, &value);
abort_if(rval, "INFINITY_psi failed"); abort_if(rval, "INFINITY_psi failed");
} }
value *= 1.001;
value = fmax(value, 0.001);
log_verbose(" psi[%4d] = %20.12lf %d\n", map->indices[i], value); log_verbose(" psi[%4d] = %20.12lf %d\n", map->indices[i], value);
if_debug_level
{
time_printf(" q=[");
for(int j = 0; j < nrows; j++)
printf("%25.20lf ", q[j] * map->ray_scale[i]);
printf("] value=%25.20lf\n", value);
}
value = fmax(value, 1 / 1024.0);
// value *= 1.001;
// value = DOUBLE_max(value, 0.001);
cut->indices[i] = map->indices[i]; cut->indices[i] = map->indices[i];
cut->pi[i] = -value; cut->pi[i] = -value;
} }
@@ -165,7 +163,6 @@ static int create_cut_from_lfree(const struct Tableau *tableau,
cut->pi_zero = -1.0; cut->pi_zero = -1.0;
CLEANUP: CLEANUP:
if(ray) free(ray);
LP_free(&lp); LP_free(&lp);
return rval; return rval;
} }
@@ -189,7 +186,12 @@ static int filter_model(const struct MultiRowModel *original_model,
struct RayList *filtered_rays = &filtered_model->rays; struct RayList *filtered_rays = &filtered_model->rays;
const struct RayList *original_rays = &original_model->rays; const struct RayList *original_rays = &original_model->rays;
memcpy(f, original_model->f, nrows * sizeof(double)); memcpy(f, original_model->f, 2 * sizeof(double));
for(int i = 0; i < nrows; i++)
{
f[i] = (ceil(f[i] * 128) / 128);
if(f[i] <= 0.01) f[i] = 0;
}
r = (double*) malloc(nrows * sizeof(double)); r = (double*) malloc(nrows * sizeof(double));
abort_if(!r, "could not allocate r"); abort_if(!r, "could not allocate r");
@@ -266,18 +268,11 @@ static int append_extra_rays(struct MultiRowModel *model)
for(int i = 0; i < nrows; i++) for(int i = 0; i < nrows; i++)
{ {
int found, index;
double scale;
for(int j = 0; j < nrows; j++) r[j] = (i == j ? e : 0); for(int j = 0; j < nrows; j++) r[j] = (i == j ? e : 0);
rval = CG_find_ray(&model->rays, r, &found, &scale, &index); LFREE_push_ray(&model->rays, r);
abort_if(rval, "CG_find_ray failed");
if(!found) LFREE_push_ray(&model->rays, r);
for(int j = 0; j < nrows; j++) r[j] = (i == j ? -e : 0); for(int j = 0; j < nrows; j++) r[j] = (i == j ? -e : 0);
rval = CG_find_ray(&model->rays, r, &found, &scale, &index); LFREE_push_ray(&model->rays, r);
abort_if(rval, "CG_find_ray failed");
if(!found) LFREE_push_ray(&model->rays, r);
} }
if(nrows == 2) if(nrows == 2)
@@ -414,9 +409,6 @@ int INFINITY_generate_cut(const struct Tableau *tableau, struct Row *cut)
rval = CG_init_map(&original_map, max_nrays, tableau->nrows); rval = CG_init_map(&original_map, max_nrays, tableau->nrows);
abort_if(rval, "CG_init_map failed"); abort_if(rval, "CG_init_map failed");
rval = LFREE_init_conv(&lfree, tableau->nrows, max_nrays);
abort_if(rval, "LFREE_init_conv failed");
rval = extract_models(tableau, &original_model, &filtered_model, rval = extract_models(tableau, &original_model, &filtered_model,
&original_map); &original_map);
abort_if(rval, "extract_models failed"); abort_if(rval, "extract_models failed");
@@ -427,17 +419,40 @@ int INFINITY_generate_cut(const struct Tableau *tableau, struct Row *cut)
goto CLEANUP; goto CLEANUP;
} }
rval = LFREE_init_conv(&lfree, tableau->nrows, max_nrays);
abort_if(rval, "LFREE_init_conv failed");
// if(tableau->nrows == 2)
// rval = INFINITY_2D_generate_lfree(&filtered_model, &lfree);
// else
// rval = INFINITY_ND_generate_lfree(&filtered_model, &lfree);
//
// if(rval)
// {
// rval = ERR_NO_CUT;
// goto CLEANUP;
// }
//
// for(int i = 0; i < filtered_model.rays.nrays; i++)
// {
// double *r = LFREE_get_ray(&filtered_model.rays, i);
// for(int j = 0; j < tableau->nrows; j++)
// r[j] *= lfree.beta[j];
// }
rval = append_extra_rays(&filtered_model); rval = append_extra_rays(&filtered_model);
abort_if(rval, "append_extra_rays failed"); abort_if(rval, "append_extra_rays failed");
if_debug_level // if(tableau->nrows == 2)
{ // rval = INFINITY_2D_generate_lfree(&filtered_model, &lfree);
rval = CG_print_model(&filtered_model); // else
abort_if(rval, "CG_print_model failed"); rval = INFINITY_ND_generate_lfree(&filtered_model, &lfree);
}
rval = INFINITY_ND_generate_lfree(&filtered_model, &lfree); if(rval)
abort_if(rval, "INFINITY_ND_generate_lfree failed"); {
rval = ERR_NO_CUT;
goto CLEANUP;
}
if(SHOULD_DUMP_CUTS) if(SHOULD_DUMP_CUTS)
{ {

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@@ -370,53 +370,6 @@ CLEANUP:
if(rval) FAIL(); if(rval) FAIL();
} }
TEST(InfinityNDTest, psi_test_3)
{
int rval = 0;
double f[] = { 0.671875, 0.671875 };
double rays[] = {
-0.007812500000, 0.000000000000,
-0.039062500000, 0.046875000000,
0.000000000000, 0.046875000000,
0.046875000000, 0.000000000000,
0.000000000000, -0.039062500000
};
double beta[] = {
66.909090909091,
29.440000000000,
14.000000000000,
14.000000000000,
29.440000000000,
};
double q[] = { 0 - f[0], 1 - f[1]};
struct ConvLFreeSet lfree;
lfree.f = f;
lfree.beta = beta;
lfree.rays.nrays = 5;
lfree.rays.values = rays;
lfree.nrows = lfree.rays.dim = 2;
double value;
struct LP lp;
rval = LP_open(&lp);
abort_if(rval, "LP_open failed");
rval = INFINITY_create_psi_lp(&lfree, &lp);
abort_if(rval, "INFINITY_create_psi_lp failed");
rval = INFINITY_psi(lfree.nrows, q, 1.0, &lp, &value);
abort_if(rval, "GREDDY_ND_psi failed");
EXPECT_NEAR(value, 1.0, 1e-6);
CLEANUP:
if(rval) FAIL();
}
TEST(InfinityNDTest, generate_cut_test_1) TEST(InfinityNDTest, generate_cut_test_1)
{ {
int rval = 0; int rval = 0;

File diff suppressed because one or more lines are too long

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@@ -116,6 +116,4 @@ int CG_total_nz(const struct Tableau *tableau);
double CG_replace_x(const struct Row *row, const double *x); double CG_replace_x(const struct Row *row, const double *x);
int CG_print_model(const struct MultiRowModel *model);
#endif //MULTIROW_CG_H #endif //MULTIROW_CG_H

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@@ -40,6 +40,7 @@ struct RayList
int dim; int dim;
}; };
struct ConvLFreeSet struct ConvLFreeSet
{ {
double *f; double *f;
@@ -81,6 +82,4 @@ int LFREE_init_conv(struct ConvLFreeSet *lfree, int dim, int max_nrays);
void LFREE_free_conv(struct ConvLFreeSet *lfree); void LFREE_free_conv(struct ConvLFreeSet *lfree);
int LFREE_print_set(const struct ConvLFreeSet *lfree);
#endif //LFREE_2D_H #endif //LFREE_2D_H

View File

@@ -41,7 +41,7 @@
/* /*
* Maximum number of sets that should be considered * Maximum number of sets that should be considered
*/ */
#define MAX_N_SETS 1000 #define MAX_N_SETS 1
/* /*
* Number of rays that should be generated per set. * Number of rays that should be generated per set.

View File

@@ -945,10 +945,7 @@ int CG_add_multirow_cuts(struct CG *cg,
LP_free_row(&cut); LP_free_row(&cut);
goto NEXT_COMBINATION; goto NEXT_COMBINATION;
} }
else if(rval) { else abort_iff(rval, "generate failed (cut %d)", count);
dump_tableau(&tableau, count);
abort_iff(1, "generate failed (cut %d)", count);
}
if_verbose_level dump_cut(&cut, count); if_verbose_level dump_cut(&cut, count);
@@ -1118,32 +1115,4 @@ int CG_total_nz(const struct Tableau *tableau)
return total_nz; return total_nz;
} }
int CG_print_model(const struct MultiRowModel *model)
{
int rval = 0;
int nrows = model->nrows;
time_printf(" f = [");
for (int i = 0; i < nrows; i++)
printf("%20.12lf ", model->f[i]);
printf("]\n");
for (int i = 0; i < model->rays.nrays; i++)
{
double *ray = LFREE_get_ray(&model->rays, i);
double norm = 0;
time_printf("ray[%3d] = [", i);
for (int j = 0; j < nrows; j++)
{
printf("%20.12lf ", ray[j]);
norm += fabs(ray[j]);
}
printf("] norm=%20.12lf \n", norm);
}
CLEANUP:
return rval;
}
#endif // TEST_SOURCE #endif // TEST_SOURCE

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@@ -559,41 +559,6 @@ CLEANUP:
return rval; return rval;
} }
int LFREE_print_set(const struct ConvLFreeSet *set)
{
int rval = 0;
log_debug("f=%12.6lf %12.6lf\n", set->f[0], set->f[1]);
for (int i = 0; i < set->rays.nrays; i++)
{
double *ray = LFREE_get_ray(&set->rays, i);
log_debug("ray[%-3d] = ", i);
for (int j = 0; j < set->nrows; j++)
printf("%20.12lf ", ray[j]);
printf("\n");
}
for (int i = 0; i < set->rays.nrays; i++)
{
double beta = set->beta[i];
log_debug("beta[%-3d] = %20.12lf\n", i, beta);
}
for (int i = 0; i < set->rays.nrays; i++)
{
double *ray = LFREE_get_ray(&set->rays, i);
double beta = set->beta[i];
log_debug("vertex[%-3d] = ", i);
for (int j = 0; j < set->nrows; j++)
printf("%20.12lf ", ray[j] * beta + set->f[j]);
printf("\n");
}
CLEANUP:
return rval;
}
void LFREE_free_conv(struct ConvLFreeSet *lfree) void LFREE_free_conv(struct ConvLFreeSet *lfree)
{ {
if(!lfree) return; if(!lfree) return;