/** 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;
}
/**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;
}