dyret_enum dy_factor (flags *calcflgs)
/*
This routine orchestrates the LU factorisation of the basis. The glpk
routines do the grunt work. This routine provides the intelligence.
If inv_decomp aborts the attempt to factor due to numerical instability, we
tighten the pivot selection parameters one notch and try again, giving up
only when no further increase is possible. The sequence of values for the
pivot selection parameters are defined in a table at the top of this file.
If inv_decomp aborts the attempt to factor because the basis is singular,
we correct the basis with adjust_basis and take another run at factoring.
In the event that the basis is successfully patched, we have serious work
to do. See the comments with adjust_therest for further information. If
the user has for some reason disabled basis patching, we return
dyrSINGULAR.
inv_decomp (actually, luf_decomp) is self-expanding --- if more space is
needed to hold the factorization, the expansion is handled internally.
dylp uses ladEXPAND to force basis expansion after a pivot fails due to lack
of space. In glpk, inv_update will set instructions in the basis structure
and luf_decomp will handle the expansion, so ladEXPAND is redundant. No
action need be taken in this routine. It's also not possible to tell if the
basis has been expanded, so ladEXPAND is not set on output.
Parameters:
calcflgs: (i) ladPRIMALS indicates the primal variables should be
recalculated after factoring the basis.
ladDUALS indicates the dual variables should be
recalculated after factoring the basis.
ladEXPAND indicates that the basis should be expanded prior
to refactoring.
(o) flags are set to indicate if the corresponding variables
have been recalculated.
Returns: dyrOK if the basis is factored without incident
dyrPATCHED if the basis was singular and has been repaired
dyrSINGULAR if the basis was singular and has not been repaired
dyrNUMERIC if factoring failed for the strictest pivoting regimen
dyrFATAL for other fatal errors
NOTE: glpinv/glpluf will crash and burn if they encounter what they consider
to be a fatal error, rather than returning a fatal error code. This
needs to be addressed at some point. In particular, failure to expand
the basis, failure to load the basis from the constraint system, and
various parameter errors fall into this category.
*/
{ int retval,patchcnt ;
bool try_again,patched ;
dyret_enum retcode ;
patch_struct *patches ;
const char *rtnnme = "dy_factor" ;
#ifdef DYLP_PARANOIA
if (dy_sys == NULL)
{ errmsg(2,rtnnme,"dy_sys") ;
return (dyrFATAL) ; }
if (dy_basis == NULL)
{ errmsg(2,rtnnme,"basis") ;
return (dyrFATAL) ; }
#endif
# ifdef DYLP_STATISTICS
if (dy_stats != NULL)
{ int pivcnt ;
pivcnt = dy_lp->tot.pivs-dy_stats->factor.prevpiv ;
dy_stats->factor.avgpivs = dy_stats->factor.avgpivs*dy_stats->factor.cnt ;
dy_stats->factor.avgpivs += pivcnt ;
dy_stats->factor.cnt++ ;
dy_stats->factor.avgpivs /= dy_stats->factor.cnt ;
if (pivcnt > dy_stats->factor.maxpivs) dy_stats->factor.maxpivs = pivcnt ;
dy_stats->factor.prevpiv = dy_lp->tot.pivs ; }
# endif
retcode = dyrINV ;
patchcnt = 0 ;
patches = NULL ;
/*
Call luf_adjustsize to set the actual size of the basis. If the allocated
capacity is too small, it will be expanded.
*/
luf_adjustsize() ;
/*
Open a loop for factorisation attempts. We'll persist in the face of
numerical stability problems as long as there's room to tighten the pivot
selection.
At present, glpinv/glpluf will crash and burn if they encounter fatal
problems. The basis load is implicit --- the routine factor_loadcol is
called from luf_decomp to load up the coefficients.
*/
try_again = TRUE ;
patched = FALSE ;
while (try_again)
{ retval = inv_decomp(luf_basis,dy_sys,factor_loadcol) ;
# ifndef DYLP_NDEBUG
if ((retval == 0 && dy_opts->print.basis >= 4) ||
(retval > 0 && dy_opts->print.basis >= 2))
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n (%s)%d: factored with %s, basis stability %g.",
dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters,
dy_prtpivparms(-1),luf_basis->min_vrratio) ; }
# endif
/*
Deal with the result. A return code of 0 means there were no difficulties;
1 says the basis was singular and had to be patched before the
factorisation could be completed. Either is success, and we're done.
*/
switch (retval)
{ case 0:
{ try_again = FALSE ;
retcode = dyrOK ;
break ; }
/*
Alas, the failures.
If the problem is a singular basis (retval = 1), fix up the basis structures
as indicated in the luf_basis structure and try again to factor the basis,
unless the user has forbidden it.
If the problem is numerical instability (retval = 2) try to make the pivot
selection more stringent, and keep trying until we can try no more, at
which point we'll return numeric instability to the caller.
What's left is fatal confusion; pass the buck back to the caller.
*/
case 1:
{ if (dy_opts->patch == FALSE)
{ errmsg(308,rtnnme,dy_sys->nme,dy_prtlpphase(dy_lp->phase,TRUE),
dy_lp->tot.iters,dy_prtdyret(dyrSINGULAR)) ;
clrflg(*calcflgs,ladPRIMALS|ladDUALS) ;
return (dyrSINGULAR) ; }
# ifndef DYLP_NDEBUG
if (dy_opts->print.basis >= 2)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n (%s)%d: attempting to patch singular basis.",
dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters) ; }
# endif
adjust_basis(&patchcnt,&patches) ;
patched = TRUE ;
break ; }
case 2:
{ retcode = dyrNUMERIC ;
# ifndef DYLP_NDEBUG
if (dy_opts->print.basis >= 2)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n (%s)%d: factor failed at %s, numerical instability,",
dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters,
dy_prtpivparms(-1)) ;
dyio_outfmt(dy_logchn,dy_gtxecho," max = %g, gro = %g.",
luf_basis->luf->big_v,luf_basis->luf->max_gro) ; }
# endif
if (dy_setpivparms(+1,0) == FALSE)
{ errmsg(307,rtnnme,dy_sys->nme,dy_prtlpphase(dy_lp->phase,TRUE),
dy_lp->tot.iters,dy_prtpivparms(-1)) ;
return (retcode) ; }
# ifndef DYLP_NDEBUG
if (dy_opts->print.basis >= 2)
{ dyio_outfmt(dy_logchn,dy_gtxecho,"\n\ttrying again with %s.",
dy_prtpivparms(-1)) ; }
# endif
break ; }
default:
{ errmsg(7,rtnnme,__LINE__,"inv_decomp return code",retval) ;
return (dyrFATAL) ; } }
}
/*
If we reach here, we managed to factor the basis. Reset the count of
pivots since the last refactor. If the basis was patched, we have some
serious cleanup to do, so call adjust_therest to deal with the details.
Otherwise, turn to the requests to calculate values for the primal and/or
dual variables.
*/
dy_lp->basis.etas = 0 ;
if (patched == TRUE)
{ retcode = adjust_therest(patchcnt,patches) ;
FREE(patches) ;
if (retcode == dyrFATAL)
{ errmsg(306,rtnnme,dy_sys->nme,dy_prtlpphase(dy_lp->phase,TRUE),
dy_lp->tot.iters) ;
return (dyrFATAL) ; }
# ifndef DYLP_NDEBUG
if (dy_opts->print.basis >= 1)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\t[%s]: compensated for basis correction.",
dy_sys->nme) ; }
# endif
if (!(dy_lp->phase == dyINIT))
{ setflg(*calcflgs,ladPRIMALS|ladDUALS) ;
if (retcode == dyrLOSTDFEAS) setflg(*calcflgs,ladDUALFEAS) ; }
retcode = dyrPATCHED ; }
else
{ if (flgon(*calcflgs,ladPRIMALS))
{ if (dy_calcprimals() == FALSE)
{ clrflg(*calcflgs,ladPRIMALS) ;
return (dyrFATAL) ; } }
if (flgon(*calcflgs,ladDUALS)) dy_calcduals() ; }
return (retcode) ; }
bool dy_clrpivrej (int *entries)
/*
This routine removes variables from rejected pivot list. As far as the rest
of dylp is concerned, all that needs to be done is to clear the NOPIVOT
qualifier from the variable's status entry.
Internally, there are really two modes: clear specified entries, and clear
the entire list. If the client supplies an array of indices in the entries
parameter, selective removal is performed, otherwise the entire list is
cleared.
Parameters:
entries: an array with indices of entries to be removed
entries[0] is expected to contain the number of entries
Returns: TRUE if the clearing operation is successful, FALSE otherwise.
*/
{ int n,j,ndx,last,endx,elast ;
flags statj ;
const char *rtnnme = "dy_clrpivrej" ;
# ifdef DYLP_PARANOIA
flags chkflgs ;
/*
For dual simplex, only out-of-bound basic variables are considered for
pivoting, but subsequent dual pivots could change that to pretty much
any basic status. For primal simplex, any nonbasic status is ok, including
the exotic ones.
*/
if (dy_lp->phase == dyDUAL)
{ chkflgs = vstatBASIC ; }
else
{ chkflgs = vstatNONBASIC|vstatEXOTIC ; }
# endif
/*
Are we clearing the entire list? If so, also restore the default pivot
tolerance. If we're being selective about clearing, leave the tolerance
unchanged and assume the client will take care of it. If there are no
entries in pivrejlst, that's all we need to do.
*/
if (entries == NULL)
{ dy_tols->pivot = pivrej_ctl.savedtol ;
pivrej_ctl.iter_reduced = -1 ; }
if (pivrej_ctl.cnt == 0) return (TRUE) ;
# ifndef DYLP_NDEBUG
if (dy_opts->print.pivreject >= 1)
{ dyio_outfmt(dy_logchn,dy_gtxecho,"\n %s pivot reject list ... ",
(entries == NULL)?"clearing":"winnowing") ; }
# endif
n = dy_sys->varcnt ;
last = pivrej_ctl.cnt-1 ;
/*
If the client hasn't supplied entries, we're clearing the entire list.
*/
if (entries == NULL)
{
for (ndx = 0 ; ndx <= last ; ndx++)
{ j = pivrejlst[ndx].ndx ;
statj = dy_status[j] ;
# ifdef DYLP_PARANOIA
if (j < 1 || j > n)
{ errmsg(102,rtnnme,dy_sys->nme,"rejected variable",j,1,n) ;
return (FALSE) ; }
if (flgoff(statj,vstatNOPIVOT) || flgoff(statj,chkflgs))
{ errmsg(329,rtnnme,
dy_sys->nme,dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters,
consys_nme(dy_sys,'v',j,FALSE,NULL),j,ndx,dy_prtvstat(statj),
(dy_lp->phase == dyDUAL)?"basic":"nonbasic") ;
return (FALSE) ; }
# endif
# ifndef DYLP_NDEBUG
if (dy_opts->print.pivreject >= 2)
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\trestoring %s (%d) as eligible for pivoting.",
consys_nme(dy_sys,'v',j,TRUE,NULL),j) ;
# endif
clrflg(dy_status[j],vstatNOPIVOT) ; }
last = -1 ;
pivrej_ctl.mad = 0 ;
pivrej_ctl.sing = 0 ; }
/*
The more complicated case: Remove the set of entries specified by the
client. The sort is necessary so that we can compress in place, moving the
last entry to replace the deleted entry.
*/
else
{ elast = entries[0] ;
if (elast > 1)
{ qsort(&entries[1],elast,sizeof(int),int_nonincreasing) ; }
for (endx = 1 ; endx <= elast ; endx++)
{ ndx = entries[endx] ;
# ifdef DYLP_PARANOIA
if (ndx < 0 || ndx >= pivrej_ctl.cnt)
{ errmsg(102,rtnnme,dy_sys->nme,"pivrej list index",ndx,
0,pivrej_ctl.cnt-1) ;
return (FALSE) ; }
# endif
j = pivrejlst[ndx].ndx ;
statj = dy_status[j] ;
# ifdef DYLP_PARANOIA
if (j < 1 || j > n)
{ errmsg(102,rtnnme,dy_sys->nme,"rejected variable",j,1,n) ;
return (FALSE) ; }
if (flgoff(statj,vstatNOPIVOT) || flgoff(statj,chkflgs))
{ errmsg(329,rtnnme,
dy_sys->nme,dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters,
consys_nme(dy_sys,'v',j,FALSE,NULL),j,ndx,dy_prtvstat(statj),
(dy_lp->phase == dyDUAL)?"basic":"nonbasic") ;
return (FALSE) ; }
# endif
clrflg(dy_status[j],vstatNOPIVOT) ;
# ifndef DYLP_NDEBUG
if (dy_opts->print.pivreject >= 2)
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\trestoring %s (%d) as eligible for pivoting.",
consys_nme(dy_sys,'v',j,TRUE,NULL),j) ;
# endif
if (ndx < last)
{ pivrejlst[ndx] = pivrejlst[last] ;
switch (pivrejlst[ndx].why)
{ case dyrSINGULAR:
{ pivrej_ctl.sing-- ;
break ; }
case dyrMADPIV:
{ pivrej_ctl.mad-- ;
break ; }
default:
{ errmsg(1,rtnnme,__LINE__) ;
return (FALSE) ; } } }
last-- ; } }
last++ ;
# ifndef DYLP_NDEBUG
if (dy_opts->print.pivreject >= 1)
{ if (dy_opts->print.pivreject >= 2)
{ dyio_outfmt(dy_logchn,dy_gtxecho,"\n ") ; }
dyio_outfmt(dy_logchn,dy_gtxecho,"restored %d variables.",
pivrej_ctl.cnt-last) ; }
# endif
pivrej_ctl.cnt = last ;
return (TRUE) ; }
