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Diffstat (limited to 'test/monniaux/glpk-4.65/src/intopt/gmigen.c')
| -rw-r--r-- | test/monniaux/glpk-4.65/src/intopt/gmigen.c | 142 |
1 files changed, 142 insertions, 0 deletions
diff --git a/test/monniaux/glpk-4.65/src/intopt/gmigen.c b/test/monniaux/glpk-4.65/src/intopt/gmigen.c new file mode 100644 index 00000000..627682cb --- /dev/null +++ b/test/monniaux/glpk-4.65/src/intopt/gmigen.c @@ -0,0 +1,142 @@ +/* gmigen.c (Gomory's mixed integer cuts generator) */ + +/*********************************************************************** +* This code is part of GLPK (GNU Linear Programming Kit). +* +* Copyright (C) 2002-2018 Andrew Makhorin, Department for Applied +* Informatics, Moscow Aviation Institute, Moscow, Russia. All rights +* reserved. E-mail: <mao@gnu.org>. +* +* GLPK is free software: you can redistribute it and/or modify it +* under the terms of the GNU General Public License as published by +* the Free Software Foundation, either version 3 of the License, or +* (at your option) any later version. +* +* GLPK is distributed in the hope that it will be useful, but WITHOUT +* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY +* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public +* License for more details. +* +* You should have received a copy of the GNU General Public License +* along with GLPK. If not, see <http://www.gnu.org/licenses/>. +***********************************************************************/ + +#include "env.h" +#include "prob.h" + +/*********************************************************************** +* NAME +* +* glp_gmi_gen - generate Gomory's mixed integer cuts +* +* SYNOPSIS +* +* int glp_gmi_gen(glp_prob *P, glp_prob *pool, int max_cuts); +* +* DESCRIPTION +* +* This routine attempts to generate Gomory's mixed integer cuts for +* integer variables, whose primal values in current basic solution are +* integer infeasible (fractional). +* +* On entry to the routine the basic solution contained in the problem +* object P should be optimal, and the basis factorization should be +* valid. +* +* The cutting plane inequalities generated by the routine are added to +* the specified cut pool. +* +* The parameter max_cuts specifies the maximal number of cuts to be +* generated. Note that the number of cuts cannot exceed the number of +* basic variables, which is the number of rows in the problem object. +* +* RETURNS +* +* The routine returns the number of cuts that have been generated and +* added to the cut pool. */ + +#define f(x) ((x) - floor(x)) +/* compute fractional part of x */ + +struct var { int j; double f; }; + +static int CDECL fcmp(const void *p1, const void *p2) +{ const struct var *v1 = p1, *v2 = p2; + if (v1->f > v2->f) return -1; + if (v1->f < v2->f) return +1; + return 0; +} + +int glp_gmi_gen(glp_prob *P, glp_prob *pool, int max_cuts) +{ int m = P->m; + int n = P->n; + GLPCOL *col; + struct var *var; + int i, j, k, t, len, nv, nnn, *ind; + double frac, *val, *phi; + /* sanity checks */ + if (!(P->m == 0 || P->valid)) + xerror("glp_gmi_gen: basis factorization does not exist\n"); + if (!(P->pbs_stat == GLP_FEAS && P->dbs_stat == GLP_FEAS)) + xerror("glp_gmi_gen: optimal basic solution required\n"); + if (pool->n != n) + xerror("glp_gmi_gen: cut pool has wrong number of columns\n"); + /* allocate working arrays */ + var = xcalloc(1+n, sizeof(struct var)); + ind = xcalloc(1+n, sizeof(int)); + val = xcalloc(1+n, sizeof(double)); + phi = xcalloc(1+m+n, sizeof(double)); + /* build the list of integer structural variables, which are + * basic and have integer infeasible (fractional) primal values + * in optimal solution to specified LP */ + nv = 0; + for (j = 1; j <= n; j++) + { col = P->col[j]; + if (col->kind != GLP_IV) + continue; + if (col->type == GLP_FX) + continue; + if (col->stat != GLP_BS) + continue; + frac = f(col->prim); + if (!(0.05 <= frac && frac <= 0.95)) + continue; + /* add variable to the list */ + nv++, var[nv].j = j, var[nv].f = frac; + } + /* sort the list by descending fractionality */ + qsort(&var[1], nv, sizeof(struct var), fcmp); + /* try to generate cuts by one for each variable in the list, but + * not more than max_cuts cuts */ + nnn = 0; + for (t = 1; t <= nv; t++) + { len = glp_gmi_cut(P, var[t].j, ind, val, phi); + if (len < 1) + goto skip; + /* if the cut inequality seems to be badly scaled, reject it + * to avoid numerical difficulties */ + for (k = 1; k <= len; k++) + { if (fabs(val[k]) < 1e-03) + goto skip; + if (fabs(val[k]) > 1e+03) + goto skip; + } + /* add the cut to the cut pool for further consideration */ + i = glp_add_rows(pool, 1); + glp_set_row_bnds(pool, i, GLP_LO, val[0], 0); + glp_set_mat_row(pool, i, len, ind, val); + /* one cut has been generated */ + nnn++; + if (nnn == max_cuts) + break; +skip: ; + } + /* free working arrays */ + xfree(var); + xfree(ind); + xfree(val); + xfree(phi); + return nnn; +} + +/* eof */ |