Ejemplo n.º 1
0
/** Clean an OsiCut
\return 1 if min violation is too small
\return 2 if small coefficient can not be removed
\return 3 if dynamic is too big
\return 4 if too many non zero element*/
int
Validator::cleanCut(OsiRowCut & aCut, const double * solCut, const OsiSolverInterface &si, const CglParam& par,
                    const double * origColLower, const double * origColUpper) const
{
    /** Compute fill-in in si */
    int numcols = si.getNumCols();

    const double * colLower = (origColLower) ? origColLower : si.getColLower();
    const double * colUpper = (origColUpper) ? origColUpper : si.getColUpper();

    int maxNnz = static_cast<int> (maxFillIn_ * static_cast<double> (numcols));

    double rhs = aCut.lb();
    assert (aCut.ub()> 1e50);

    CoinPackedVector *vec = const_cast<CoinPackedVector *>(&aCut.row());
    int * indices = vec->getIndices();
    double * elems = vec->getElements();
    int n = vec->getNumElements();

    /** First compute violation if it is too small exit */
    double violation = aCut.violated(solCut);
    if (violation < minViolation_)
        return 1;

    /** Now relax get dynamic and remove tiny elements */
    int offset = 0;
    rhs -= 1e-8;
    double smallest = 1e100;
    double biggest = 0;
    for (int i = 0 ; i < n ; i++)
    {
        double val = fabs(elems[i]);
        if (val <= par.getEPS())   //try to remove coef
        {
            if (val>0 && val<1e-20)
            {
                offset++;
                continue;
                throw;
            }
            if (val==0)
            {
                offset++;
                continue;
            }

            int & iCol = indices[i];
            if (elems[i]>0. && colUpper[iCol] < 10000.)
            {
                offset++;
                rhs -= elems[i] * colUpper[iCol];
                elems[i]=0;
            }
            else if (elems[i]<0. && colLower[iCol] > -10000.)
            {
                offset++;
                rhs -= elems[i] * colLower[iCol];
                elems[i]=0.;
            }
            else
            {
#ifdef DEBUG
                std::cout<<"Small coefficient : "<<elems[i]<<" bounds : ["<<colLower[iCol]<<", "<<colUpper[iCol]<<std::endl;
#endif
                numRejected_[SmallCoefficient]++;
                return SmallCoefficient;
            }
        }

        else   //Not a small coefficient keep it
        {
            smallest = std::min(val,smallest);
            biggest = std::max (val,biggest);
            if (biggest > maxRatio_ * smallest)
            {
#ifdef DEBUG
                std::cout<<"Whaooo "<<biggest/smallest<<std::endl;
#endif
                numRejected_[BigDynamic]++;
                return BigDynamic;
            }
            if (offset)   //if offset is zero current values are ok otherwise translate
            {
                int i2 = i - offset;
                indices[i2] = indices[i];
                elems[i2] = elems[i];
            }
        }
    }
    if ((n - offset) > maxNnz)
    {
        numRejected_[DenseCut] ++;
        return DenseCut;
    }
    if (offset == n)
    {
        numRejected_[EmptyCut]++;
        return EmptyCut;
    }

    if (offset)
        vec->truncate(n - offset);

    indices = vec->getIndices();
    elems = vec->getElements();
    n = vec->getNumElements();

    aCut.setLb(rhs);
    violation = aCut.violated(solCut);
    if (violation < minViolation_)
    {
        numRejected_[SmallViolation]++;
        return SmallViolation;
    }

    return NoneAccepted;
}
Ejemplo n.º 2
0
/**Clean cut 2, different algorithm. First check the dynamic of the cut if < maxRatio scale to a biggest coef of 1
   otherwise scale it so that biggest coeff is 1 and try removing tinys ( < 1/maxRatio) either succeed or fail */
int
Validator::cleanCut2(OsiRowCut & aCut, const double * solCut, const OsiSolverInterface &si, const CglParam &/* par */,
                     const double * origColLower, const double * origColUpper) const
{
    /** Compute fill-in in si */
    int numcols = si.getNumCols();
    // int numrows = si.getNumRows();
    const double * colLower = (origColLower) ? origColLower : si.getColLower();
    const double * colUpper = (origColUpper) ? origColUpper : si.getColUpper();

    int maxNnz = static_cast<int> ( maxFillIn_ * static_cast<double> (numcols));

    double rhs = aCut.lb();
    assert (aCut.ub()> 1e50);

    CoinPackedVector *vec = const_cast<CoinPackedVector *>(&aCut.row());
    //  vec->sortIncrIndex();

    int * indices = vec->getIndices();
    double * elems = vec->getElements();
    int n = vec->getNumElements();
    if (n==0)
    {
        numRejected_[EmptyCut]++;
        return EmptyCut;
    }
    /** First compute violation if it is too small exit */
    double violation = aCut.violated(solCut);
    if (violation < minViolation_)
        return 1;

    /** Now relax get dynamic and remove tiny elements */
    int offset = 0;
    rhs -= 1e-10;
    double smallest = fabs(rhs);
    double biggest = smallest;
    double veryTiny = 1e-20;
    for (int i = 0 ; i < n ; i++)
    {
        double val = fabs(elems[i]);
        if (val > veryTiny)   //tiny should be very very small
        {
            smallest = std::min(val,smallest);
            biggest = std::max (val,biggest);
        }
    }

    if (biggest > 1e9)
    {
#ifdef DEBUG
        std::cout<<"Whaooo "<<biggest/smallest<<std::endl;
#endif
        numRejected_[BigDynamic]++;
        return BigDynamic;
    }

    //rescale the cut so that biggest is 1e1.
    double toBeBiggest = rhsScale_;
    rhs *= (toBeBiggest / biggest);
    toBeBiggest /= biggest;
    for (int i = 0 ; i < n ; i++)
    {
        elems[i] *= toBeBiggest;
    }


    if (biggest > maxRatio_ * smallest)   //we have to remove some small coefficients
    {
        double myTiny = biggest * toBeBiggest / maxRatio_;
        veryTiny *= toBeBiggest ;
        for (int i = 0 ; i < n ; i++)
        {
            double val = fabs(elems[i]);
            if (val < myTiny)
            {
                if (val< veryTiny)
                {
                    offset++;
                    continue;
                }
                int & iCol = indices[i];
                if (elems[i]>0. && colUpper[iCol] < 1000.)
                {
                    offset++;
                    rhs -= elems[i] * colUpper[iCol];
                    elems[i]=0;
                }
                else if (elems[i]<0. && colLower[iCol] > -1000.)
                {
                    offset++;
                    rhs -= elems[i] * colLower[iCol];
                    elems[i]=0.;
                }
                else
                {
                    numRejected_[SmallCoefficient]++;
                    return SmallCoefficient;
                }
            }
            else   //Not a small coefficient keep it
            {
                if (offset)   //if offset is zero current values are ok
                {
                    int i2 = i - offset;
                    indices[i2] = indices[i];
                    elems[i2] = elems[i];
                }
            }
        }
    }
    if ((n - offset) > maxNnz)
    {
        numRejected_[DenseCut] ++;
        return DenseCut;
    }


    if (offset)
        vec->truncate(n - offset);

    if (vec->getNumElements() == 0 )
    {
        numRejected_[EmptyCut]++;
        return EmptyCut;
    }

    /** recheck violation */
    aCut.setLb(rhs);
    violation = aCut.violated(solCut);
    if (violation < minViolation_)
    {
        numRejected_[SmallViolation]++;
        return SmallViolation;
    }
    assert(fabs(rhs)<1e09);

    return NoneAccepted;
}