// --------------------------------------------------------------------- //
//THINK: this is specific to PC and DC??
void DecompVarPool::reExpand(const DecompConstraintSet& modelCore,
const double tolZero)
{
//THIS IS WRONG...
//in masterSI, we have
//A'', convexity, cuts
//in modelCore.M we have A'', cuts
//the sparseCol that you come out with the end here has things in the wrong
//order: //A'', cuts, convexity
double* denseCol = new double[modelCore.getNumRows() + 1];
vector<DecompWaitingCol>::iterator vi;
for (vi = begin(); vi != end(); vi++) {
// ---
// --- get dense column = A''s, append convexity constraint on end
// ---
modelCore.M->times((*vi).getVarPtr()->m_s, denseCol);
denseCol[modelCore.getNumRows()] = 1.0;
// ---
// --- create a sparse column from the dense column
// ---
CoinPackedVector* sparseCol
= UtilPackedVectorFromDense(modelCore.getNumRows() + 1,
denseCol, tolZero);
(*vi).deleteCol();
(*vi).setCol(sparseCol);
}
setColsAreValid(true);
UTIL_DELARR(denseCol);
}
//===========================================================================//
DecompConstraintSet * ATM_DecompApp::createModelCoreCount(){
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelCoreCount()", m_appParam.LogLevel, 2);
int a, nRows;
const int nAtms = m_instance.getNAtms();
const int nAtmsSteps = getNAtmsSteps();
const int nCols = numCoreCols();
if(m_appParam.UseTightModel)
nRows = 3*nAtms + nAtmsSteps;
else
nRows = 2*nAtms + 3*nAtmsSteps;
int rowCnt = 0;
//---
//--- A'' (core):
//--- for a in A:
//--- sum{d in D} v[a,d] <= K[a]
//---
DecompConstraintSet * model = new DecompConstraintSet();
CoinAssertHint(model, "Error: Out of Memory");
//---
//--- create new matrix
//---
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
model->reserve(nRows, nCols);
//---
//--- create model constraints
//---
for(a = 0; a < nAtms; a++){
rowCnt += createConCount (model, a);
rowCnt += createConZtoX (model, a);//OPT
rowCnt += createConPickOne(model, a);//OPT
}
//THINK - add conZtoX to core and remove from relax?
printf("nRows = %d, rowCnt = %d\n", nRows, rowCnt);
assert(rowCnt == nRows);
//---
//--- create model variables/columns
//---
createModelColumns(model);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelCoreCount()", m_appParam.LogLevel, 2);
return model;
}
//===========================================================================//
DecompConstraintSet * ATM_DecompApp::createModelCore2(){
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelCore2()", m_appParam.LogLevel, 2);
int a;
const int nAtms = m_instance.getNAtms();
const int nCols = numCoreCols();
const int nRows = (2*nAtms);
int rowCnt = 0;
//---
//--- A'' (core):
//--- for a in A:
//--- sum{t in T} x1[a,t] <= 1
//--- sum{d in D} v[a,d] <= K[a]
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//---
DecompConstraintSet * model = new DecompConstraintSet();
CoinAssertHint(model, "Error: Out of Memory");
//---
//--- create new matrix
//---
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
model->reserve(nRows, nCols);
//---
//--- create model constraints
//---
for(a = 0; a < nAtms; a++){
rowCnt += createConPickOne(model, a);
rowCnt += createConCount (model, a);
}
printf("nRows = %d, rowCnt = %d\n", nRows, rowCnt);
assert(rowCnt == nRows);
//---
//--- create model variables/columns
//---
createModelColumns(model);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelCore2()", m_appParam.LogLevel, 2);
return model;
}
//===========================================================================//
DecompConstraintSet * ATM_DecompApp::createModelRelaxCount(){
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelRelaxCount()", m_appParam.LogLevel, 2);
int a, d, t, nRows, pairIndex, nRowsMax;
double rhs, coefA, coefC;
pair<int,int> adP;
vector<int>::const_iterator vi;
const int nSteps = m_appParam.NumSteps;
const int nAtms = m_instance.getNAtms();
const int nDates = m_instance.getNDates();
const int nPairs = m_instance.getNPairs();
const int nAtmsSteps = getNAtmsSteps();
const vector<int> & pairsAD = m_instance.getPairsAD();
const double * a_ad = m_instance.get_a_ad(); //dense storage
const double * b_ad = m_instance.get_b_ad(); //dense storage
const double * c_ad = m_instance.get_c_ad(); //dense storage
const double * d_ad = m_instance.get_d_ad(); //dense storage
const double * e_ad = m_instance.get_e_ad(); //dense storage
const double * w_ad = m_instance.get_w_ad(); //dense storage
const double * B_d = m_instance.get_B_d();
const int nCols = numCoreCols();
if(m_appParam.UseTightModel)
nRowsMax = nDates + 2*nAtms + nAtmsSteps + 2*nPairs;
else
nRowsMax = nDates + nAtms + 3*nAtmsSteps + 2*nPairs;
//TODO:
// try the nested idea - so master has ConZtoX and we price without that
// but we solve with gap the harder oracle with those constraints
//---
//--- A' (relax):
//--- for d in D:
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d] <---- makes it hard
//OPT
//--- for a in A:
//--- sum{t in T} x1[a,t] <= 1
//OPT
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//--- for a in A, d in D:
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//--- f-[a,d] <= w[a,d] * v[a,d]
//---
DecompConstraintSet * model = new DecompConstraintSet();
CoinAssertHint(model, "Error: Out of Memory");
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
model->reserve(nRowsMax, nCols);
//---
//--- create nDates empty rowBudget packed vectors
//---
vector<CoinPackedVector> rowBudget;
for(d = 0; d < nDates; d++){
CoinPackedVector row;
rowBudget.push_back(row);
}
nRows = 0;
pairIndex = 0;
for(vi = pairsAD.begin(); vi != pairsAD.end(); vi++){
adP = m_instance.getIndexADInv(*vi);
a = adP.first;
d = adP.second;
//---
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//---
rowBudget[d].insert(getColOffset_fp() + pairIndex, 1.0);
rowBudget[d].insert(getColOffset_fm() + pairIndex, -1.0);
//---
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//---
CoinPackedVector row;
string rowName = "demand_def(a_"
+ m_instance.getAtmName(a) + ",d_"
+ m_instance.getDateName(d) + ")";
row.insert(colIndex_fp(pairIndex), 1.0);
row.insert(colIndex_fm(pairIndex), -1.0);
coefA = -a_ad[*vi] / nSteps;
coefC = -c_ad[*vi] / nSteps;
if(m_appParam.UseTightModel){
for(t = 0; t <= nSteps; t++){
row.insert(colIndex_x1(a,t), t * coefA);
row.insert(colIndex_z (a,t), t * coefC);
}
}
else{
for(t = 0; t < nSteps; t++){
row.insert(colIndex_x1(a,t), (t+1) * coefA);
row.insert(colIndex_z (a,t), (t+1) * coefC);
}
}
row.insert(colIndex_x2(a), -b_ad[*vi]);
row.insert(colIndex_x3(a), -d_ad[*vi]);
rhs = e_ad[*vi];
model->appendRow(row, rhs, rhs, rowName);
nRows++;
//---
//--- f-[a,d] <= w[a,d] * v[a,d]
//---
CoinPackedVector rowLink;
string rowNameLink = "linkv(a_"
+ m_instance.getAtmName(a) + ",d_"
+ m_instance.getDateName(d) + ")";
rowLink.insert(colIndex_fm(pairIndex), 1.0);
rowLink.insert(colIndex_v (pairIndex), -w_ad[*vi]);
model->appendRow(rowLink, -DecompInf, 0.0, rowNameLink);
nRows++;
pairIndex++;
}
for(d = 0; d < nDates; d++){
string rowNameBudget = "budget(d_" + m_instance.getDateName(d) + ")";
model->appendRow(rowBudget[d], -DecompInf, B_d[d], rowNameBudget);
nRows++;
}
//---
//--- for a in A:
//--- sum{t in T} x1[a,t] <= 1
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//---
//THINK: if you use this, shouldn't we postprocess z=x1*x2?
// putting those constaints in master are unneccessary...
// in fact, why not just do that in block version too...
//for(a = 0; a < nAtms; a++){
//nRows += createConZtoX(model, a);
//nRows += createConPickOne(model, a);
//}
assert(nRows <= nRowsMax);
//---
//--- create model columns
//---
createModelColumns(model);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelRelaxCount()", m_appParam.LogLevel, 2);
return model;
}
//===========================================================================//
DecompConstraintSet * ATM_DecompApp::createModelRelax2(const int d){
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelRelax2()", m_appParam.LogLevel, 2);
int a, t, nRows, pairIndex, nRowsMax;
double rhs, coefA, coefC;
pair<int,int> adP;
vector<int>::const_iterator vi;
const int nSteps = m_appParam.NumSteps;
const int nAtms = m_instance.getNAtms();
const vector<int> & pairsAD = m_instance.getPairsAD();
const double * a_ad = m_instance.get_a_ad(); //dense storage
const double * b_ad = m_instance.get_b_ad(); //dense storage
const double * c_ad = m_instance.get_c_ad(); //dense storage
const double * d_ad = m_instance.get_d_ad(); //dense storage
const double * e_ad = m_instance.get_e_ad(); //dense storage
const double * w_ad = m_instance.get_w_ad(); //dense storage
const double * B_d = m_instance.get_B_d();
const int nCols = numCoreCols();
if(m_appParam.UseTightModel)
nRowsMax = 3*nAtms + 1 + getNAtmsSteps();
else
nRowsMax = 2*nAtms + 1 + (3*getNAtmsSteps());
//---
//--- A'[d] for d in D (independent blocks)
//--- for a in A
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//--- f-[a,d] <= w[a,d] * v[a,d]
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//--- for a in A, t in T:
//--- z[a,t] <= x1[a,t],
//--- z[a,t] <= x2[a],
//--- z[a,t] >= x1[a,t] + x2[a] - 1.
//---
DecompConstraintSet * model = new DecompConstraintSet();
CoinAssertHint(model, "Error: Out of Memory");
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
model->reserve(nRowsMax, nCols);
CoinPackedVector rowBudget;
nRows = 0;
pairIndex = 0;
for(vi = pairsAD.begin(); vi != pairsAD.end(); vi++){
adP = m_instance.getIndexADInv(*vi);
if(d != adP.second){
pairIndex++;
continue;
}
a = adP.first;
//---
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//---
rowBudget.insert(getColOffset_fp() + pairIndex, 1.0);
rowBudget.insert(getColOffset_fm() + pairIndex, -1.0);
//---
//--- f+[a,d] - f-[a,d] =
//--- a[a,d] sum{t in T} (t/n) x1[a,t] +
//--- b[a,d] x2[a] +
//--- c[a,d] sum{t in T} (t/n) z[a,t] +
//--- d[a,d] x3[a] +
//--- e[a,d]
//---
CoinPackedVector row;
string rowName = "demand_def(a_"
+ m_instance.getAtmName(a) + ",d_"
+ m_instance.getDateName(d) + ")";
row.insert(colIndex_fp(pairIndex), 1.0);
row.insert(colIndex_fm(pairIndex), -1.0);
coefA = -a_ad[*vi] / nSteps;
coefC = -c_ad[*vi] / nSteps;
if(m_appParam.UseTightModel){
for(t = 0; t <= nSteps; t++){
row.insert(colIndex_x1(a,t), t * coefA);
row.insert(colIndex_z (a,t), t * coefC);
}
}
else{
for(t = 0; t < nSteps; t++){
row.insert(colIndex_x1(a,t), (t+1) * coefA);
row.insert(colIndex_z (a,t), (t+1) * coefC);
}
}
row.insert(colIndex_x2(a), -b_ad[*vi]);
row.insert(colIndex_x3(a), -d_ad[*vi]);
rhs = e_ad[*vi];
model->appendRow(row, rhs, rhs, rowName);
nRows++;
//---
//--- f-[a,d] <= w[a,d] * v[a,d]
//---
CoinPackedVector rowLink;
string rowNameLink = "linkv(a_"
+ m_instance.getAtmName(a) + ",d_"
+ m_instance.getDateName(d) + ")";
rowLink.insert(colIndex_fm(pairIndex), 1.0);
rowLink.insert(colIndex_v (pairIndex), -w_ad[*vi]);
model->appendRow(rowLink, -DecompInf, 0.0, rowNameLink);
nRows++;
pairIndex++;
}
string rowNameBudget = "budget(d_" + m_instance.getDateName(d) + ")";
model->appendRow(rowBudget, -DecompInf, B_d[d], rowNameBudget);
nRows++;
for(a = 0; a < nAtms; a++)
nRows += createConZtoX(model, a);
assert(nRows <= nRowsMax);
//---
//--- create model columns
//---
createModelColumns(model, -1, d);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelRelax2()", m_appParam.LogLevel, 2);
return model;
}
//===========================================================================//
DecompConstraintSet * ATM_DecompApp::createModelCore1(bool includeCount){
UtilPrintFuncBegin(m_osLog, m_classTag,
"createModelCore1()", m_appParam.LogLevel, 2);
int a, d, pairIndex;
pair<int,int> adP;
vector<int>::const_iterator vi;
const int nAtms = m_instance.getNAtms();
const int nDates = m_instance.getNDates();
const vector<int> & pairsAD = m_instance.getPairsAD();
const double * B_d = m_instance.get_B_d();
const int nCols = numCoreCols();
int nRows = nDates;
if(includeCount)
nRows += nAtms;
DecompConstraintSet * model = new DecompConstraintSet();
CoinAssertHint(model, "Error: Out of Memory");
model->M = new CoinPackedMatrix(false, 0.0, 0.0);
CoinAssertHint(model->M, "Error: Out of Memory");
model->M->setDimensions(0, nCols);
model->reserve(nRows, nCols);
//---
//--- for d in D:
//--- sum{a in A} (f+[a,d] - f-[a,d]) <= B[d]
//---
CoinPackedVector * rowsD = new CoinPackedVector[nDates];
pairIndex = 0;
for(vi = pairsAD.begin(); vi != pairsAD.end(); vi++){
adP = m_instance.getIndexADInv(*vi);
a = adP.first;
d = adP.second;
rowsD[d].insert(getColOffset_fp() + pairIndex, 1.0);
rowsD[d].insert(getColOffset_fm() + pairIndex, -1.0);
pairIndex++;
}
for(d = 0; d < nDates; d++){
string rowName = "budget(d_"
+ m_instance.getDateName(d) + ")";
model->appendRow(rowsD[d], -DecompInf, B_d[d], rowName);
}
UTIL_DELARR(rowsD);
if(includeCount){
//--- for a in A:
//--- sum{d in D} v[a,d] <= K[a]
//---
for(a = 0; a < nAtms; a++){
createConCount(model, a);
}
}
//---
//--- create model columns
//---
createModelColumns(model);
UtilPrintFuncEnd(m_osLog, m_classTag,
"createModelCore1()", m_appParam.LogLevel, 2);
return model;
}
//===========================================================================//
void DecompAlgoRC::phaseDone()
{
//take the current set of variables and solve DW master to get primal
//TODO: right now, creating from scratch each time -- really need
// to append and warm start - esp if doing alot of branching
//delete m_masterSI;
//m_masterSI = NULL;
//m_masterSI = new OsiLpSolverInterface();
//CoinAssertHint(m_masterSI, "Error: Out of Memory");
//m_masterSI->messageHandler()->setLogLevel(m_param.LogLpLevel);
DecompConstraintSet* modelCore = m_modelCore.getModel();
#if 0
//---
//--- Initialize the solver interface for the master problem.
//--- PC: min c(s lam)
//--- A''s lam >= b'',
//--- sum{s} lam_s = 1 ,
//--- lam_s >= 0 , s in F'[0]
//--- modelCore contains [A'', b''], from the original model in
//--- terms of x. In this function we create the DW-LP in terms of
//--- lambda, [[A''s, 1], [b'', 1]] and load that into the OSI
//--- interface m_masterSI.
//---
//--- NOTE: if 0 is feasible to subproblem, we can relax convexity to <= 1
//---
UtilPrintFuncBegin(m_osLog, m_classTag,
"phaseDone()", m_param.LogDebugLevel, 2);
CoinAssert(m_vars.size() > 0);
int nColsCore = modelCore->getNumCols();
int nRowsCore = modelCore->getNumRows();
modelCore->nBaseRowsOrig = modelCore->nBaseRows;
modelCore->nBaseRows = nRowsCore;
//THINK? should initVars be in pool and do addVarsFromPool here?
CoinPackedMatrix* M = new CoinPackedMatrix(true, 0, 0);
M->setDimensions(nRowsCore + 1, 0);
const int n_cols = static_cast<int>(m_vars.size());
double* colLB = new double[n_cols];
double* colUB = new double[n_cols];
double* obj = new double[n_cols];
double* denseCol = new double[nRowsCore + 1];
CoinAssertHint(colLB && colUB && obj && denseCol, "Error: Out of Memory");
int col_index = 0;
DecompVarList::iterator li;
for (li = m_vars.begin(); li != m_vars.end(); li++) {
UTIL_DEBUG(m_param.LogDebugLevel, 5,
(*li)->print(m_osLog, m_app);
);
//---
//--- get dense column = A''s, append convexity constraint on end
//---
modelCore->M->times((*li)->m_s, denseCol);
denseCol[nRowsCore] = 1.0;
//---
//--- create a sparse column from the dense column
//---
// THINK: do i need a DecompCol?
// THINK: does this allocate memory for coinpackedvec twice?
CoinPackedVector* sparseCol
= UtilPackedVectorFromDense(nRowsCore + 1,
denseCol, m_param.TolZero);
UTIL_DEBUG(m_param.LogDebugLevel, 5,
(*m_osLog) << "\nSparse Col: \n";
UtilPrintPackedVector(*sparseCol, m_osLog);
);
//===========================================================================//
bool DecompAlgoModel::isPointFeasible(const double* x,
const bool isXSparse,
const int logLevel,
const double feasVarTol,
const double feasConTol)
{
DecompConstraintSet* model = getModel();
if (!model) {
return true;
}
const CoinPackedMatrix* M = model->getMatrix();
if (!M) {
return true;
}
const vector<string>& colNames = model->getColNames();
const vector<string>& rowNames = model->getRowNames();
int c, r, i;
bool isFeas = true;
bool hasColNames = false;
bool hasRowNames = false;
double xj = 0.0;
double ax = 0.0;
double clb = 0.0;
double cub = 0.0;
double rlb = 0.0;
double rub = 0.0;
double actViol = 0.0;
double relViol = 0.0;
if (colNames.size()) {
hasColNames = true;
}
if (rowNames.size()) {
hasRowNames = true;
}
double feasVarTol10 = 10 * feasVarTol;
double feasConTol10 = 10 * feasConTol;
//---
//--- do we satisfy all (active) column bounds
//---
vector<int> ::const_iterator it;
map<int, int>::const_iterator mcit;
const vector<int>& activeColumns = model->getActiveColumns();
bool isSparse = model->isSparse();
const map<int, int>& origToSparse = model->getMapOrigToSparse();
const map<int, int>& sparseToOrig = model->getMapSparseToOrig();
for (it = activeColumns.begin(); it != activeColumns.end(); it++) {
if (isSparse) {
mcit = origToSparse.find(*it);
c = mcit->second;
xj = isXSparse ? x[c] : x[*it];
} else {
c = *it;
xj = x[c];
assert(!isXSparse);
}
clb = model->colLB[c];
cub = model->colUB[c];
UTIL_DEBUG(logLevel, 5,
int precision = 7;
if (!UtilIsZero(xj)) {
cout << "Point " << c;
if (hasColNames) {
cout << " -> " << colNames[c];
}
cout << " LB= " << UtilDblToStr(clb, precision)
<< " x= " << UtilDblToStr(xj, precision)
<< " UB= " << UtilDblToStr(cub, precision)
<< endl;
}
);
actViol = std::max<double>(clb - xj, xj - cub);
actViol = std::max<double>(actViol, 0.0);
if (UtilIsZero(xj, feasVarTol) ||
(xj < 0 && UtilIsZero(clb)) ||
(xj > 0 && UtilIsZero(cub))) {
relViol = actViol;
} else {
relViol = actViol / std::fabs(xj);
}
if (relViol > feasVarTol) {
//Notify, but don't mark in feasible unless 10x worse.
UTIL_DEBUG(logLevel, 4,
int precision = 7;
cout << "Point violates column " << c;
if (hasColNames)
cout << " -> " << colNames[c];
cout << " LB= " << UtilDblToStr(clb, precision)
<< " x= " << UtilDblToStr(xj, precision)
<< " UB= " << UtilDblToStr(cub, precision)
<< " RelViol= " << UtilDblToStr(relViol, precision)
<< endl;
);