dyret_enum dy_hotstart (lpprob_struct *orig_lp)
/*
This routine is responsible for handling a hot start. The assumption is
that all data structures are in place, and that the user is allowed to change
the bounds on variables and any of the rhs and objective coefficients. See
the comments at the head of the file.
Changes to the rhs and bounds are handled first. We reinstall the rhs
array, then scan the variables, updating bounds and status and making the
rhs corrections required for inactive variables. If the bounds or rhs
change, we need new primals. After we calculate new primals, we'll need to
scan the basic variables and make sure their final status is correct.
If the objective or bounds change, we need to recalculate the contribution
to the objective from inactive variables. If the objective changes, we need
new duals. (It's also true that if the objective changes, we need new
reduced costs, but that's handled in commonstart.)
The most likely situation is that we haven't pivoted since refactoring as
part of the preoptimality sequence, so we shouldn't need to refactor here.
Instead, we leave it to dy_duenna to pick this up with the next pivot, as
well as any possible accuracy check.
Once all the changes have been incorporated, calculate primals and duals to
determine primal and dual feasibility, and select the appropriate simplex
phase in dy_lp->simplex.next.
Parameters:
orig_lp: The original lp problem structure
Returns: dyrOK if the setup completes without error, dyrINV or dyrFATAL
otherwise.
*/
{ int oxkndx,xkndx,oaindx,aindx ;
double *ogvlb,*dyvlb,*ogvub,*dyvub,*ogobj,*dyobj,*dyrhs,*ogrhs ;
double lbj,ubj ;
consys_struct *orig_sys ;
flags *ogstatus,calcflgs,statk ;
dyret_enum retval ;
lpret_enum lpret ;
dyphase_enum phase ;
const char *rtnnme = "dy_hotstart" ;
/* dy_scaling.c */
extern void dy_refreshlclsystem(flags what) ;
/* dy_force.c */
extern dyphase_enum dy_forceFull(consys_struct *orig_sys) ;
/*
It could happen that there are no changes, in which case there's no point
in going through the motions.
*/
if (flgoff(orig_lp->ctlopts,
lpctlLBNDCHG|lpctlUBNDCHG|lpctlOBJCHG|lpctlRHSCHG))
{
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 1)
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n no data structure changes at hot start.") ;
# endif
hot_updateMiscState(lpINV) ;
return (dyrOK) ; }
/*
But it's far more likely there are changes, and we need to get on with them.
*/
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 1)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n updating data structures at hot start ...") ;
if (dy_opts->print.crash >= 2)
{ dyio_outfmt(dy_logchn,dy_gtxecho,"\n scanning changes to") ;
if (flgon(orig_lp->ctlopts,lpctlRHSCHG))
dyio_outfmt(dy_logchn,dy_gtxecho," rhs") ;
if (flgon(orig_lp->ctlopts,lpctlLBNDCHG))
dyio_outfmt(dy_logchn,dy_gtxecho," vlb") ;
if (flgon(orig_lp->ctlopts,lpctlUBNDCHG))
dyio_outfmt(dy_logchn,dy_gtxecho," vub") ;
if (flgon(orig_lp->ctlopts,lpctlOBJCHG))
dyio_outfmt(dy_logchn,dy_gtxecho," obj") ;
dyio_outfmt(dy_logchn,dy_gtxecho," ...") ; } }
# endif
/*
Transfer any changes from the client's system to the scaled local copy, if
it exists. Then set up convenient handles for the various vectors.
*/
dy_refreshlclsystem(orig_lp->ctlopts) ;
orig_sys = orig_lp->consys ;
dyrhs = dy_sys->rhs ;
ogrhs = orig_sys->rhs ;
ogvlb = orig_sys->vlb ;
dyvlb = dy_sys->vlb ;
ogvub = orig_sys->vub ;
dyvub = dy_sys->vub ;
ogobj = orig_sys->obj ;
dyobj = dy_sys->obj ;
ogstatus = orig_lp->status ;
/*
If any of the rhs or bounds have been changed, we need to reinstall the rhs
and bounds. Begin by scanning the orig_sys rhs array, updating the dy_sys
entries for the active constraints. If a range constraint comes by, we also
need to set the upper bound of the associated logical.
*/
if (flgon(orig_lp->ctlopts,lpctlLBNDCHG|lpctlUBNDCHG|lpctlRHSCHG))
{
for (aindx = 1 ; aindx <= dy_sys->concnt ; aindx++)
{ oaindx = dy_actcons[aindx] ;
if (oaindx > 0)
{ dyrhs[aindx] = ogrhs[oaindx] ;
if (dy_sys->ctyp[aindx] == contypRNG)
{ dy_sys->rhslow[aindx] = orig_sys->rhslow[oaindx] ;
dyvub[aindx] = dyrhs[aindx]-dy_sys->rhslow[aindx] ; } } } }
/*
We need to scan the columns no matter what changed. Objective coefficient
changes are just copied into the active system as needed. The real action
is updating bounds and dealing with the side effects of bounded variables.
* Recalculate the contribution to inactzcorr for each inactive variable.
* Update dy_sys->vlb, dy_sys->vub, and dy_sys->obj for each active
variable.
* Update dy_status for each active variable.
* Update dy_x for each nonbasic active variable.
* Update loadable/unloadable accounting.
*/
dy_lp->inactzcorr = 0 ;
lpret = lpINV ;
dy_lp->sys.vars.loadable = 0 ;
dy_lp->sys.vars.unloadable = 0 ;
for (oxkndx = 1 ; oxkndx <= orig_sys->varcnt ; oxkndx++)
{ xkndx = dy_origvars[oxkndx] ;
lbj = ogvlb[oxkndx] ;
ubj = ogvub[oxkndx] ;
if (ogvlb[oxkndx] > ogvub[oxkndx])
{ lpret = lpINFEAS ;
# ifndef DYLP_NDEBUG
if (dy_opts->print.setup >= 1)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\tTrivial infeasibility for %s (%d), lb = %g > ub = %g.",
consys_nme(orig_sys,'v',oxkndx,0,0),oxkndx,
ogvlb[oxkndx],ogvub[oxkndx]) ; }
# endif
}
/*
Inactive variables: update the status in dy_origvars and calculate the
contribution to inactzcorr. If we've reloaded rhs and rhslow, correct
them to account for the value of the variable.
Active variables: touch up bounds for fixed variables, update vlb, vub,
and obj arrays for dy_sys, update dy_status, and update dy_x for nonbasic
variables.
*/
if (xkndx < 0)
{ if (process_inactive(orig_lp,oxkndx) == FALSE) return (dyrFATAL) ;
statk = (flags) -dy_origvars[oxkndx] ;
if (flgon(statk,vstatNOLOAD))
{ dy_lp->sys.vars.unloadable++ ; }
else
{ dy_lp->sys.vars.loadable++ ; } }
else
{ process_active(orig_lp,oxkndx) ; } }
/*
Now, what do we need? Calculate primal values first. If we calculate new
primal variables, we need to reset the status of the basic variables, which
means we need to do a quick scan of the logicals to reset their status.
Arguably this is not necessary if only the objective changed, but overall
it's a good investment of our time.
*/
if (dy_calcprimals() == FALSE)
{ errmsg(316,rtnnme,dy_sys->nme) ;
return (dyrFATAL) ; }
for (xkndx = 1 ; xkndx <= dy_sys->concnt ; xkndx++)
{ if (dy_var2basis[xkndx] != 0)
{ if (dyvub[xkndx] == dyvlb[xkndx])
dy_status[xkndx] = vstatBFX ;
else
dy_status[xkndx] = vstatB ; } }
dy_setfinalstatus() ;
/*
Is the phase I objective installed? If so, remove it. This hurts a bit,
particularly if we ultimately end up targetting primal phase I as the
starting simplex, but it's the only way to test for a dual feasible start.
And if we have dual feasibility, it's a big win.
*/
if (dy_lp->p1obj.installed == TRUE)
{ if (dy_swapobjs(dyPRIMAL2) == FALSE)
{ errmsg(318,rtnnme,dy_sys->nme,dy_prtlpphase(dy_lp->phase,TRUE),
dy_lp->tot.iters,"remove") ;
return (dyrFATAL) ; } }
/*
Calculate duals and reduced costs and see if we're primal or dual feasible.
Calculate the objective just for kicks.
*/
dy_calcduals() ;
if (dy_calccbar() == FALSE)
{ errmsg(384,rtnnme,dy_sys->nme,
dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters) ;
return (dyrFATAL) ; }
dy_lp->z = dy_calcobj() ;
calcflgs = ladPRIMFEAS|ladPFQUIET|ladDUALFEAS|ladDFQUIET ;
retval = dy_accchk(&calcflgs) ;
if (retval != dyrOK)
{ errmsg(304,rtnnme,dy_sys->nme,
dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters) ;
return (retval) ; }
if (flgoff(calcflgs,ladPRIMFEAS))
{ dy_lp->simplex.next = dyPRIMAL2 ; }
else
if (flgoff(calcflgs,ladDUALFEAS))
{ dy_lp->simplex.next = dyDUAL ; }
else
{ dy_lp->simplex.next = dyPRIMAL1 ; }
/*
Reset a few control variables and counts in dy_lp.
*/
hot_updateMiscState(lpret) ;
/*
And that should do it. Let's make a paranoid check or two, then we're
off and running.
*/
# ifdef DYLP_PARANOIA
if (dy_chkdysys(orig_sys) == FALSE) return (dyrFATAL) ;
# endif
/*
Now, is the client forcing the full system on top of the hot start? If so,
do it here. We're up and running at this point, so dy_forceFull can do its
thing.
Normally, dy_forceFull is called when we've failed at primal simplex with a
partial system, then tried and failed to force dual feasibility. Make it
look like this while we're working. Reset phase to dyINIT and dy_lp->lpret
to dyrINV when we're done so that dylp() sees the codes it expects.
This is an exceptional activity, so I'm not going out of my way to do this
in the most efficient manner. There really isn't a legitimate reason for
this --- it's most likely careless coding on the part of the client, but we
can cope without too much trouble.
TODO (100817) I might want to rethink this, because I'm going to take the
attitude that the OsiSimplex interface will force the full system from
enableFactorization and enableSimplexInterface.
*/
if (dy_opts->fullsys == TRUE &&
(dy_lp->sys.cons.loadable > 0 || dy_lp->sys.vars.loadable > 0))
{
# ifndef DYLP_NDEBUG
if (dy_opts->print.force >= 1)
{ dyio_outfmt(dy_logchn,dy_gtxecho,"\n Forcing full system.") ; }
# endif
dy_lp->lpret = lpFORCEDUAL ;
dy_lp->phase = dyFORCEFULL ;
phase = dy_forceFull(orig_sys) ;
if (phase == dyINV)
{ retval = dyrFATAL ; }
else
{ dy_lp->lpret = lpINV ;
dy_lp->phase = dyINIT ;
retval = dyrOK ; } }
else
{ retval = dyrOK ; }
return (retval) ; }
static dyret_enum adjust_therest (int patchcnt, patch_struct *patches)
/*
We're here because we've successfully patched a singular basis. The patches
array contains entries of the form <basis pos'n, x<j>, x<i>>, where x<j>
has just been kicked out of the basis and replaced by x<i>. The basis and
var2basis vectors are already corrected (we needed them to complete the
factorization). Now we need to adjust other dylp data structures to
reflect the unexpected change. The amount of additional work to be done
depends on the phase of the simplex algorithm.
dyINIT: We're done. We've just factored the initial basis and none of the
other data structures have been initialised. We didn't really
need this call, but the code is cleaner this way.
If we're farther along, we might be in the middle of simplex (dyPRIMAL1,
dyPRIMAL2, or dyDUAL), or we might be manipulating the constraint system.
If we're running simplex, the first actions are cleanup: clear the pivot
reject list and back out any antidegeneracy activity.
Next, set the status of the newly nonbasic variables, consistent with their
previous status. The general rule is to perturb the solution as little as
possible. If we're in a primal or dual simplex phase, try to make decisions
that are compatible with primal or dual feasibility. Two specific points:
* Superbasic (SB) variables are only created in dyPRIMAL2.
* Nonbasic free (NBFR) variables imply loss of dual feasibility.
Once we have nonbasic status set, we can calculate new primals, duals, and
reduced costs and fine-tune the status of the newly basic variables. If
we've arrived here from one of the constraint system manipulation phases,
there will almost certainly be duplication of effort once we return. But
hey, how often does a basis patch happen, anyway?
If we're in a simplex phase, there's still some work to do to make the
patch as transparent as possible.
For dual simplex, we'll check the status of the nonbasic variables and
try to maintain dual feasibility. This may not be possible. If we do
maintain dual feasibility, reset the DSE norms.
For primal simplex, we need to reset the PSE norms.
Parameters:
patchcnt: the number of basis changes
patches: array of basis changes
Returns: dyrOK if the repair proceeds without error, dyrLOSTDFEAS if
feasibility is lost in dual phase II, and dyrFATAL if anything
else goes wrong.
*/
{ int i,j,pndx ;
pkvec_struct *aj ;
flags statj ;
dyret_enum retval ;
dyphase_enum phase ;
double valj,cbarj,*vub,*vlb,*obj ;
const char *rtnnme = "adjust_therest" ;
# ifndef DYLP_NDEBUG
flags stati ;
double vali ;
# endif
# ifdef DYLP_PARANOIA
if (dy_sys == NULL)
{ errmsg(2,rtnnme,"dy_sys") ;
return (dyrFATAL) ; }
if (dy_basis == NULL)
{ errmsg(2,rtnnme,"basis") ;
return (dyrFATAL) ; }
if (dy_var2basis == NULL)
{ errmsg(2,rtnnme,"var2basis") ;
return (dyrFATAL) ; }
if (patches == NULL)
{ errmsg(2,rtnnme,"patch") ;
return (dyrFATAL) ; }
# endif
phase = dy_lp->phase ;
# ifdef DYLP_PARANOIA
if (!(phase == dyINIT || phase == dyADDVAR || phase == dyADDCON ||
phase == dyPRIMAL1 || phase == dyPRIMAL2 || phase == dyDUAL ||
phase == dyFORCEPRIMAL || phase == dyFORCEDUAL))
{ errmsg(1,rtnnme,__LINE__) ;
return (dyrFATAL) ; }
if (!(phase == dyINIT))
{ if (dy_status == NULL)
{ errmsg(2,rtnnme,"status") ;
return (dyrFATAL) ; }
if (dy_x == NULL)
{ errmsg(2,rtnnme,"x") ;
return (dyrFATAL) ; }
if (dy_xbasic == NULL)
{ errmsg(2,rtnnme,"x<B>") ;
return (dyrFATAL) ; } }
#endif
if (phase == dyINIT) return (dyrOK) ;
vlb = dy_sys->vlb ;
vub = dy_sys->vub ;
obj = dy_sys->obj ;
aj = NULL ;
retval = dyrOK ;
/*
If we're in one of the simplex phases, back out any antidegeneracy activity
and clear the pivot rejection list. It's easiest to clear the pivot reject
list ahead of the status modifications so that we don't have to worry about
the NOPIVOT qualifier when checking status values.
*/
if (phase == dyPRIMAL1 || phase == dyPRIMAL2 || phase == dyDUAL)
{ if (dy_clrpivrej(NULL) != TRUE) return (dyrFATAL) ;
if (dy_lp->degen > 0)
{ if (phase == dyDUAL)
{ (void) dy_dualdegenout(0) ; }
else
{ (void) dy_degenout(0) ; } } }
/*
Now correct the status for newly nonbasic variables. We need to correct
dy_x if the status change forces a change in value. If we end up with a
NBFR variable, we've lost dual feasibility.
While we're walking the patches, set the status for x<i> (the newly basic
variable) to vstatB. No need to be more precise at this point.
*/
for (pndx = 0 ; pndx < patchcnt ; pndx++)
{ i = patches[pndx].in ;
# ifndef DYLP_NDEBUG
stati = dy_status[i] ;
vali = dy_x[i] ;
# endif
dy_status[i] = vstatB ;
j = patches[pndx].out ;
statj = dy_status[j] ;
valj = dy_x[j] ;
switch (statj)
{ case vstatBLLB:
{ dy_status[j] = vstatNBLB ;
dy_x[j] = vlb[j] ;
break ; }
case vstatBLB:
{ dy_status[j] = vstatNBLB ;
break ; }
case vstatB:
{ if (phase == dyPRIMAL2)
dy_status[j] = vstatSB ;
else
if (valj-vlb[j] < vub[j]-valj)
{ dy_status[j] = vstatNBLB ;
dy_x[j] = vlb[j] ; }
else
{ dy_status[j] = vstatNBUB ;
dy_x[j] = vub[j] ; }
break ; }
case vstatBUB:
{ dy_status[j] = vstatNBUB ;
break ; }
case vstatBUUB:
{ dy_status[j] = vstatNBUB ;
dy_x[j] = vub[j] ;
break ; }
case vstatBFX:
{ dy_status[j] = vstatNBFX ;
break ; }
case vstatBFR:
{ dy_status[j] = vstatNBFR ;
if (phase == dyDUAL)
{
# ifndef DYLP_NDEBUG
if (dy_opts->print.dual >= 1)
{ dywarn(346,rtnnme,
dy_sys->nme,dy_prtlpphase(phase,TRUE),dy_lp->tot.iters+1,
dy_prtvstat(statj),consys_nme(dy_sys,'v',j,FALSE,NULL),j) ; }
# endif
retval = dyrLOSTDFEAS ; }
break ; }
default:
{ errmsg(380,rtnnme,dy_sys->nme,consys_nme(dy_sys,'v',j,FALSE,NULL),j,
dy_prtvstat(statj),"basic") ;
return (dyrFATAL) ; } }
# ifndef DYLP_NDEBUG
if (dy_opts->print.basis >= 3)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\t%s (%d) had status %s, value %g, ",
consys_nme(dy_sys,'v',i,FALSE,NULL),i,
dy_prtvstat(stati),vali) ;
dyio_outfmt(dy_logchn,dy_gtxecho,"now status %s.",
dy_prtvstat(dy_status[i])) ;
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\t%s (%d) had status %s, value %g, ",
consys_nme(dy_sys,'v',j,FALSE,NULL),j,
dy_prtvstat(statj),valj) ;
dyio_outfmt(dy_logchn,dy_gtxecho,"now status %s, value %g.",
dy_prtvstat(dy_status[j]),dy_x[j]) ; }
# endif
}
# ifdef DYLP_PARANOIA
/*
If paranoid checks are in place, we need agreement between dy_status, dy_x,
and dy_xbasic, lest dy_calccbar fail. Call dy_calcprimals and
dy_setbasicstatus to get the basic status right. This is restricted to
paranoid mode because the proper place to do this is after making
corrections to nonbasic status for dual feasibility.
*/
if (dy_calcprimals() == FALSE) return (dyrFATAL) ;
dy_setbasicstatus() ;
# endif
/*
Calculate the duals and reduced costs.
*/
dy_calcduals() ;
if (dy_calccbar() == FALSE)
{ errmsg(384,rtnnme,
dy_sys->nme,dy_prtlpphase(phase,TRUE),dy_lp->tot.iters) ;
return (dyrFATAL) ; }
/*
If we're in phase dyDUAL, it's worth a scan to check dual feasibility and
make adjustments to maintain it, if possible. (retval = dyrLOSTDFEAS says
we introduced a NBFR variable, in which case we have no hope).
Open a loop to scan the nonbasic variables. NBFX variables are always dual
feasible, NBFR variables are never dual feasible. We're minimising, so
dual feasibility (primal optimality) is cbarj < 0 && x<j> at upper bound,
or cbarj > 0 && x<j> at lower bound. It's important that the zero
tolerance for cbar<j> here be the same as the one used in dy_dualin when it
checks for loss of dual feasibility.
*/
if (phase == dyDUAL && retval != dyrLOSTDFEAS)
{ for (j = 1 ; j <= dy_sys->varcnt ; j++)
{ statj = dy_status[j] ;
if (flgon(statj,vstatBASIC|vstatNBFX)) continue ;
if (flgon(statj,vstatNBFR))
{ retval = dyrLOSTDFEAS ;
# ifndef DYLP_NDEBUG
cbarj = dy_cbar[j] ;
if (dy_opts->print.dual >= 1)
{ dywarn(347,rtnnme,
dy_sys->nme,dy_prtlpphase(phase,TRUE),dy_lp->tot.iters+1,
consys_nme(dy_sys,'v',j,FALSE,NULL),j,
dy_prtvstat(statj),j,cbarj,dy_tols->dfeas) ; }
# endif
break ; }
cbarj = dy_cbar[j] ;
if (cbarj < -dy_tols->dfeas && flgoff(statj,vstatNBUB))
{ if (vub[j] >= dy_tols->inf)
{
# ifndef DYLP_NDEBUG
if (dy_opts->print.dual >= 1)
{ dywarn(347,rtnnme,
dy_sys->nme,dy_prtlpphase(phase,TRUE),dy_lp->tot.iters+1,
consys_nme(dy_sys,'v',j,FALSE,NULL),j,
dy_prtvstat(statj),j,cbarj,dy_tols->dfeas) ; }
# endif
retval = dyrLOSTDFEAS ;
break ; }
else
{ dy_status[j] = vstatNBUB ;
dy_x[j] = vub[j] ; } }
else
if (cbarj > dy_tols->dfeas && flgoff(statj,vstatNBLB))
{ if (vlb[j] >= dy_tols->inf)
{
# ifndef DYLP_NDEBUG
if (dy_opts->print.dual >= 1)
{ dywarn(347,rtnnme,
dy_sys->nme,dy_prtlpphase(phase,TRUE),dy_lp->tot.iters+1,
consys_nme(dy_sys,'v',j,FALSE,NULL),j,
dy_prtvstat(statj),j,cbarj,dy_tols->dfeas) ; }
# endif
retval = dyrLOSTDFEAS ;
break ; }
else
{ dy_status[j] = vstatNBLB ;
dy_x[j] = vlb[j] ; } }
# ifndef DYLP_NDEBUG
if (dy_opts->print.basis >= 3 && dy_status[j] != statj)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\tchanged status of %s (%d) from %s to",
consys_nme(dy_sys,'v',j,FALSE,NULL),j,dy_prtvstat(statj)) ;
dyio_outfmt(dy_logchn,dy_gtxecho,
" %s to maintain dual feasibility; cbar = %g.",
dy_prtvstat(dy_status[j]),cbarj) ; }
# endif
} }
/*
The dual variables and reduced costs have been recalculated, and we have
the final status for all nonbasic variables. Recalculate the primal
variables and set the status of the basic variables.
*/
if (dy_calcprimals() == FALSE) return (dyrFATAL) ;
dy_setbasicstatus() ;
/*
If we're running primal simplex, reset the PSE reference frame. If we're
running dual simplex and haven't lost dual feasibility, recalculate the
basis inverse row norms.
*/
if (phase == dyPRIMAL1 || phase == dyPRIMAL2)
{ dy_pseinit() ; }
else
if (phase == dyDUAL && retval != dyrLOSTDFEAS)
{ dy_dseinit() ; }
return (retval) ; }
dyret_enum dy_warmstart (lpprob_struct *orig_lp)
/*
This routine is responsible for recreating the active constraint system,
basis, and status specified by the user in orig_lp. It will handle even the
pathological case of 0 active constraints and 0 active variables. If the
user has supplied an active variable vector, only those variables will be
activated. Clearly, the supplied basis, status, and active variable vector
should be consistent, or bad things will happen.
If we're operating in fullsys mode, we need to check here for additions to
the constraint system.
<< In the very near future, this routine should also be upgraded to cope
with the possibility that constraints specified in the warm start basis
have disappeared. >>
Parameters:
orig_lp: The original lp problem structure
Returns: dyrOK if the setup completes without error, any of a number of
error codes otherwise (dyrFATAL, dyrINV, or a code from dy_factor)
*/
{ int vndx,dyvndx,bpos,cndx,dycndx,dycsze,dyvsze,nbfxcnt ;
double *vlb,*vub,vlbj,vubj,obj ;
consys_struct *orig_sys ;
flags *orig_status,vstat,calcflgs ;
dyret_enum retval ;
basisel_struct *orig_basis ;
bool *orig_actvars,rngseen,noactvarspec ;
pkvec_struct *pkcol ;
char nmebuf[50] ;
flags parts = CONSYS_OBJ|CONSYS_VUB|CONSYS_VLB|CONSYS_RHS|CONSYS_RHSLOW|
CONSYS_VTYP|CONSYS_CTYP,
opts = CONSYS_LVARS|CONSYS_WRNATT ;
const char *rtnnme = "dy_warmstart" ;
extern void dy_setfinalstatus(void) ; /* dy_hotstart.c */
# if defined(DYLP_PARANOIA) || !defined(DYLP_NDEBUG)
double xi ;
# endif
retval = dyrINV ;
nbfxcnt = -1 ;
/*
Do a little unpacking.
*/
orig_sys = orig_lp->consys ;
orig_status = orig_lp->status ;
orig_basis = orig_lp->basis->el ;
if (flgon(orig_lp->ctlopts,lpctlACTVARSIN) && dy_opts->fullsys == FALSE)
{ orig_actvars = orig_lp->actvars ;
noactvarspec = FALSE ; }
else
{ orig_actvars = NULL ;
noactvarspec = TRUE ; }
/*
Initialise the statistics on loadable/unloadable variables and constraints.
*/
dy_lp->sys.forcedfull = FALSE ;
dy_lp->sys.vars.loadable = orig_sys->varcnt ;
dy_lp->sys.vars.unloadable = 0 ;
dy_lp->sys.cons.loadable = orig_sys->concnt ;
dy_lp->sys.cons.unloadable = 0 ;
/*
Create the dy_sys constraint system to match the user's basis and active
variables (if specified). We'll create the system with logicals enabled.
For variables, if there is an active variable vector, skim it for a count.
Otherwise, skim the status array and count the number of nonbasic fixed
variables (which will never become active).
For constraints, we need to consider the possibility that the user has
added cuts and is trusting dylp to deal with it. If we're operating in the
usual dynamic mode, this will be picked up automatically, and we can size
the constraint system to the active constraints of the basis. But if we're
operating in fullsys mode, we need to add them here. In this case, the
number of constraints is the current size of the constraint system.
Take this opportunity to clean the bounds arrays, making sure that bounds
within the feasibility tolerance of one another are set to be exactly
equal. (This simplifies handling fixed variables.) For nonbasic variables,
force the status to NBFX and cancel activation if actvars is present. Basic
variables which need BFX are picked up later, after the basis is
established.
*/
vub = orig_sys->vub ;
vlb = orig_sys->vlb ;
dyio_outfxd(nmebuf,-((int) (sizeof(nmebuf)-1)),
'l',"%s[actv]",orig_sys->nme) ;
if (noactvarspec == FALSE)
{ dyvsze = 0 ;
for (vndx = 1 ; vndx <= orig_sys->varcnt ; vndx++)
{ vlbj = vlb[vndx] ;
vubj = vub[vndx] ;
if (atbnd(vlbj,vubj))
{ if (vlbj != vubj)
{
# ifndef DYLP_NDEBUG
if (dy_opts->print.setup >= 3)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\tForcing equal bound %g for %s (%d)",
(vlbj+vubj)/2,consys_nme(orig_sys,'v',vndx,0,0),vndx) ;
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\t original lb = %g, ub = %g, diff = %g, tol = %g",
vlbj,vubj,vubj-vlbj,dy_tols->pfeas) ; }
# endif
vlb[vndx] = (vlbj+vubj)/2 ;
vub[vndx] = vlb[vndx] ; }
if (((int) orig_status[vndx]) > 0)
{ orig_status[vndx] = vstatNBFX ;
orig_actvars[vndx] = FALSE ; } }
if (vlb[vndx] > vub[vndx])
{ dy_lp->lpret = lpINFEAS ;
# ifndef DYLP_NDEBUG
if (dy_opts->print.setup >= 1)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\tTrivial infeasibility for %s (%d), lb = %g > ub = %g.",
consys_nme(orig_sys,'v',vndx,0,0),vndx,vlb[vndx],vub[vndx]) ; }
# endif
}
if (orig_actvars[vndx] == TRUE) dyvsze++ ; } }
else
{ nbfxcnt = 0 ;
for (vndx = 1 ; vndx <= orig_sys->varcnt ; vndx++)
{ vlbj = vlb[vndx] ;
vubj = vub[vndx] ;
if (atbnd(vlbj,vubj))
{ if (vlbj != vubj)
{
# ifndef DYLP_NDEBUG
if (dy_opts->print.setup >= 3)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\tForcing equal bound %g for %s (g)",
(vlbj+vubj)/2,consys_nme(orig_sys,'v',vndx,0,0),vndx) ;
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\t original lb = %g, ub = %g, diff = %g, tol = %g",
vlbj,vubj,vubj-vlbj,dy_tols->pfeas) ; }
# endif
vlb[vndx] = (vlbj+vubj)/2 ;
vub[vndx] = vlb[vndx] ; }
if (((int) orig_status[vndx]) > 0)
{ orig_status[vndx] = vstatNBFX ; } }
if (vlb[vndx] > vub[vndx])
{ dy_lp->lpret = lpINFEAS ; }
if ((((int) orig_status[vndx]) > 0) &&
flgon(orig_status[vndx],vstatNBFX))
{ nbfxcnt++ ; } }
dyvsze = orig_sys->varcnt-nbfxcnt ; }
if (dy_opts->fullsys == TRUE)
dycsze = orig_sys->concnt ;
else
dycsze = orig_lp->basis->len ;
dyvsze += dycsze ;
# ifndef DYLP_NDEBUG
if (dy_opts->print.setup >= 1)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n creating constraint system %s (%d x %d+%d)",
nmebuf,dycsze,dyvsze-dycsze,dycsze) ;
if (dy_opts->print.setup >= 3)
{ if (flgoff(orig_lp->ctlopts,lpctlACTVARSIN))
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n %d nonbasic fixed variables excluded.",
nbfxcnt) ; } }
# endif
dy_sys = consys_create(nmebuf,parts,opts,dycsze,dyvsze,dy_tols->inf) ;
if (dy_sys == NULL)
{ errmsg(152,rtnnme,nmebuf) ;
return (dyrFATAL) ; }
/*
Hang a set of translation vectors onto each system: origcons and origvars
on orig_sys, and actcons and actvars on dy_sys.
*/
if (consys_attach(dy_sys,CONSYS_ROW,
sizeof(int),(void **) &dy_actvars) == FALSE)
{ errmsg(100,rtnnme,dy_sys->nme,"active -> original variable map") ;
return (dyrFATAL) ; }
if (consys_attach(dy_sys,CONSYS_COL,
sizeof(int),(void **) &dy_actcons) == FALSE)
{ errmsg(100,rtnnme,dy_sys->nme,"active -> original constraint map") ;
return (dyrFATAL) ; }
if (consys_attach(orig_sys,CONSYS_ROW,
sizeof(int),(void **) &dy_origvars) == FALSE)
{ errmsg(100,rtnnme,orig_sys->nme,"original -> active variable map") ;
return (dyrFATAL) ; }
if (consys_attach(orig_sys,CONSYS_COL,
sizeof(int),(void **) &dy_origcons) == FALSE)
{ errmsg(100,rtnnme,orig_sys->nme,"original -> active constraint map") ;
return (dyrFATAL) ; }
/*
dy_origvars is cleared to 0 as it's attached, indicating that the original
variables have no predefined status. We need to correct this.
If the caller's supplied an active variable vector, we can use it to
activate variables prior to adding constraints. (But in any case don't
activate nonbasic fixed variables.) It's illegal to declare a formerly
basic variable to be inactive by the simple expedient of setting
actvars[vndx] = FALSE, hence the paranoid check.
Otherwise, we'll need to depend on dy_loadcon to activate the variables
referenced in the active constraints. We'll still fill in origvars, with
two purposes:
* We can avoid activating nonbasic fixed variables.
* We can use dy_origvars == 0 as a paranoid check from here on out.
Inactive variables are required to be nonbasic, so in this case the proper
status for formerly basic variables is SB.
*/
if (noactvarspec == FALSE)
{
# ifndef DYLP_NDEBUG
if (dy_opts->print.setup >= 1)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n processing active variable list ...") ; }
# endif
pkcol = pkvec_new(0) ;
for (vndx = 1 ; vndx <= orig_sys->varcnt ; vndx++)
{ if (((int) orig_status[vndx]) > 0)
vstat = orig_status[vndx] ;
else
vstat = vstatB ;
if (orig_actvars[vndx] == TRUE && flgoff(vstat,vstatNBFX))
{ if (consys_getcol_pk(orig_sys,vndx,&pkcol) == FALSE)
{ errmsg(122,rtnnme,orig_sys->nme,"variable",
consys_nme(orig_sys,'v',vndx,TRUE,NULL),vndx) ;
retval = dyrFATAL ;
break ; }
if (consys_addcol_pk(dy_sys,vartypCON,pkcol,
orig_sys->obj[vndx],vlb[vndx],vub[vndx]) == FALSE)
{ errmsg(156,rtnnme,"variable",dy_sys->nme,pkcol->nme) ;
retval = dyrFATAL ;
break ; }
dyvndx = pkcol->ndx ;
dy_origvars[vndx] = dyvndx ;
dy_actvars[dyvndx] = vndx ;
# ifndef DYLP_NDEBUG
if (dy_opts->print.setup >= 3)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\tactivating %s variable %s (%d) to index %d.",
consys_prtvartyp(orig_sys->vtyp[vndx]),
consys_nme(orig_sys,'v',vndx,FALSE,NULL),vndx,dyvndx) ; }
# endif
}
else
{
# ifdef DYLP_PARANOIA
if (flgon(vstat,vstatBASIC))
{ errmsg(380,rtnnme,orig_sys->nme,
consys_nme(orig_sys,'v',vndx,FALSE,NULL),vndx,
dy_prtvstat(vstat),"non-basic") ;
retval = dyrFATAL ;
break ; }
# endif
dy_origvars[vndx] = -((int) vstat) ; } }
pkvec_free(pkcol) ;
if (retval != dyrINV) return (retval) ; }
else
{ for (vndx = 1 ; vndx <= orig_sys->varcnt ; vndx++)
{ if (((int) orig_status[vndx]) > 0)
vstat = orig_status[vndx] ;
else
vstat = vstatSB ;
MARK_INACTIVE_VAR(vndx,-((int) vstat)) ; } }
/*
Walk the basis and install the constraints in order. When we're finished
with this, the active system will be up and about. In the case where
there's no active variable specification, some of the status information
written into dy_origvars may have been overwritten; only variables with
vstatNBFX are guaranteed to remain inactive.
*/
rngseen = FALSE ;
for (bpos = 1 ; bpos <= orig_lp->basis->len ; bpos++)
{ cndx = orig_basis[bpos].cndx ;
# ifndef DYLP_NDEBUG
if (dy_opts->print.setup >= 2)
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n activating %s %s (%d) in pos'n %d",
consys_prtcontyp(orig_sys->ctyp[cndx]),
consys_nme(orig_sys,'c',cndx,FALSE,NULL),cndx,bpos) ;
# endif
# ifdef DYLP_STATISTICS
if (dy_stats != NULL) dy_stats->cons.init[cndx] = TRUE ;
# endif
if (dy_loadcon(orig_sys,cndx,noactvarspec,NULL) == FALSE)
{ errmsg(430,rtnnme,
dy_sys->nme,dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters,
"activate","constraint",
consys_nme(orig_sys,'c',cndx,TRUE,NULL),cndx) ;
return (dyrFATAL) ; }
if (orig_sys->ctyp[cndx] == contypRNG) rngseen = TRUE ; }
/*
If we're in fullsys mode, repeat constraint installation actions for any
cuts added after this basis was assembled.
*/
if (dy_opts->fullsys == TRUE)
{ for (cndx = orig_lp->basis->len+1 ; cndx <= orig_sys->concnt ; cndx++)
{
# ifndef DYLP_NDEBUG
if (dy_opts->print.setup >= 2)
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n activating %s %s (%d) in pos'n %d",
consys_prtcontyp(orig_sys->ctyp[cndx]),
consys_nme(orig_sys,'c',cndx,FALSE,NULL),cndx,cndx) ;
# endif
# ifdef DYLP_STATISTICS
if (dy_stats != NULL) dy_stats->cons.init[cndx] = TRUE ;
# endif
if (dy_loadcon(orig_sys,cndx,noactvarspec,NULL) == FALSE)
{ errmsg(430,rtnnme,
dy_sys->nme,dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters,
"activate","constraint",
consys_nme(orig_sys,'c',cndx,TRUE,NULL),cndx) ;
return (dyrFATAL) ; }
if (orig_sys->ctyp[cndx] == contypRNG) rngseen = TRUE ; } }
# ifdef DYLP_PARANOIA
/*
Paranoid checks and informational print statements.
*/
if (dy_chkdysys(orig_sys) == FALSE) return (dyrINV) ;
# endif
# ifndef DYLP_NDEBUG
if (dy_opts->print.setup >= 1)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n system %s has %d constraints, %d+%d variables",
dy_sys->nme,dy_sys->concnt,dy_sys->archvcnt,dy_sys->logvcnt) ;
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n %d constraints, %d variables remain inactive in system %s.",
orig_sys->concnt-dy_sys->concnt,orig_sys->archvcnt-dy_sys->archvcnt,
orig_sys->nme) ;
if (dy_opts->print.setup >= 4)
{ nbfxcnt = 0 ;
for (vndx = 1 ; vndx <= orig_sys->varcnt ; vndx++)
{ if (INACTIVE_VAR(vndx))
{ vstat = (flags) (-dy_origvars[vndx]) ;
switch (getflg(vstat,vstatSTATUS))
{ case vstatNBUB:
{ xi = orig_sys->vub[vndx] ;
break ; }
case vstatNBLB:
case vstatNBFX:
{ xi = orig_sys->vlb[vndx] ;
break ; }
case vstatNBFR:
{ xi = 0 ;
break ; }
default:
{ errmsg(433,rtnnme,dy_sys->nme,
dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters,
"inactive",consys_nme(orig_sys,'v',vndx,TRUE,NULL),
vndx,dy_prtvstat(vstat)) ;
return (dyrINV) ; } }
if (xi != 0)
{ if (nbfxcnt == 0)
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\tinactive variables with nonzero values:") ;
nbfxcnt++ ;
dyio_outfmt(dy_logchn,dy_gtxecho,"\n\t%s (%d) = %g, status %s",
consys_nme(orig_sys,'v',vndx,FALSE,NULL),vndx,xi,
dy_prtvstat(vstat)) ; } } }
if (nbfxcnt == 0)
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\tall inactive variables are zero.") ; } }
# endif
/*
Time to assemble the basis. Attach the basis and inverse basis vectors to
the constraint system. consys_attach will initialise them to 0.
*/
if (consys_attach(dy_sys,CONSYS_COL,
sizeof(int),(void **) &dy_basis) == FALSE)
{ errmsg(100,rtnnme,dy_sys->nme,"basis vector") ;
return (dyrFATAL) ; }
if (consys_attach(dy_sys,CONSYS_ROW,
sizeof(int),(void **) &dy_var2basis) == FALSE)
{ errmsg(100,rtnnme,dy_sys->nme,"inverse basis vector") ;
return (dyrFATAL) ; }
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 1)
{ if (dy_opts->print.setup == 0)
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n %s: regenerating the basis ...",rtnnme) ;
else
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n regenerating the basis.",rtnnme) ; }
# endif
/*
Load the basis. For variables, we need to translate architecturals using
dy_origvars, and watch out for logicals (vndx = negative of associated
constraint index). After all the paranoia, we finally update dy_basis and
dy_var2basis.
Because we loaded the constraints in the order they were listed in the
basis, we should have that dycndx = bpos, hence dy_actcons[bpos] = cndx.
If we're installing a basic variable, it should be active already. For
architectural variables, the check is made in dy_origvars. For a logical,
the associated constraint should be active, hence a non-zero entry in
dy_origcons. For architecturals, we also check if there are any non-zero
coefficients remaining in the column (who knows what the user has done to
the constraint system). This rates a message if the print level is high
enough, but the basis pacakge is capable of patching the basis. (Indeed,
it's hard to do it correctly here.)
*/
# ifdef DYLP_PARANOIA
pkcol = pkvec_new(0) ;
retval = dyrOK ;
# endif
for (bpos = 1 ; bpos <= orig_lp->basis->len ; bpos++)
{ cndx = orig_basis[bpos].cndx ;
dycndx = dy_origcons[cndx] ;
vndx = orig_basis[bpos].vndx ;
if (vndx < 0)
{ dyvndx = dy_origcons[-vndx] ; }
else
{ dyvndx = dy_origvars[vndx] ; }
# ifdef DYLP_PARANOIA
if (dycndx <= 0)
{ errmsg(369,rtnnme,orig_sys->nme,"constraint",
consys_nme(orig_sys,'c',cndx,FALSE,NULL),cndx,
"cons",cndx,dycndx) ;
retval = dyrINV ;
break ; }
if (dy_actcons[bpos] != cndx)
{ errmsg(370,rtnnme,dy_sys->nme,
consys_nme(orig_sys,'c',cndx,FALSE,NULL),cndx,bpos,
consys_nme(orig_sys,'c',dy_actcons[bpos],FALSE,NULL),
dy_actcons[bpos]) ;
if (dycndx != bpos) { errmsg(1,rtnnme,__LINE__) ; }
retval = dyrINV ;
break ; }
if (vndx < 0)
{ if (dyvndx <= 0)
{ errmsg(369,rtnnme,orig_sys->nme,"constraint",
consys_nme(orig_sys,'c',-vndx,FALSE,NULL),-vndx,
"cons",-vndx,dyvndx) ;
retval = dyrINV ;
break ; } }
else
{ if (dyvndx <= 0)
{ errmsg(369,rtnnme,orig_sys->nme,"variable",
consys_nme(orig_sys,'v',vndx,FALSE,NULL),vndx,
"vars",vndx,dyvndx) ;
retval = dyrINV ;
break ; }
if (consys_getcol_pk(dy_sys,dyvndx,&pkcol) == FALSE)
{ errmsg(122,rtnnme,orig_sys->nme,"variable",
consys_nme(orig_sys,'v',vndx,TRUE,NULL),vndx) ;
retval = dyrFATAL ;
break ; }
if (pkcol->cnt == 0 && dy_opts->print.crash >= 4)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n %s (%d) has no non-zeros in active constraints.",
consys_nme(dy_sys,'v',dyvndx,TRUE,NULL),dyvndx) ; } }
# endif
dy_basis[dycndx] = dyvndx ;
dy_var2basis[dyvndx] = dycndx ; }
/*
If we're in fullsys mode, make the logical basic for any remaining
constraints.
*/
if (dy_opts->fullsys == TRUE)
{ for ( ; bpos <= dy_sys->concnt ; bpos++)
{ dy_basis[bpos] = bpos ;
dy_var2basis[bpos] = bpos ; } }
# ifdef DYLP_PARANOIA
pkvec_free(pkcol) ;
if (retval != dyrOK) return (retval) ;
# endif
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 4)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\t Pos'n Variable Constraint") ;
for (bpos = 1 ; bpos <= orig_lp->basis->len ; bpos++)
{ vndx = dy_basis[bpos] ;
dyio_outfmt(dy_logchn,dy_gtxecho,"\n\t %3d (%3d) %-15s",bpos,vndx,
consys_nme(dy_sys,'v',vndx,FALSE,NULL)) ;
dyio_outfmt(dy_logchn,dy_gtxecho,"%-15s",
consys_nme(dy_sys,'c',bpos,FALSE,NULL)) ; } }
# endif
/*
Factor the basis. We don't want any of the primal or dual variables
calculated just yet. If this fails we're in deep trouble. Don't do this
if we're dealing with a constraint system with no constraints!
*/
if (dy_sys->concnt > 0)
{
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 2)
dyio_outfmt(dy_logchn,dy_gtxecho,"\n factoring ...") ;
# endif
calcflgs = 0 ;
retval = dy_factor(&calcflgs) ;
switch (retval)
{ case dyrOK:
case dyrPATCHED:
{ break ; }
default:
{ errmsg(309,rtnnme,dy_sys->nme) ;
return (retval) ; } } }
/*
Attach and clear the vectors which will hold the status, values of primal and
dual variables, and reduced costs.
*/
if (consys_attach(dy_sys,CONSYS_ROW,
sizeof(flags),(void **) &dy_status) == FALSE)
{ errmsg(100,rtnnme,dy_sys->nme,"status vector") ;
return (dyrFATAL) ; }
if (consys_attach(dy_sys,CONSYS_COL,
sizeof(double),(void **) &dy_xbasic) == FALSE)
{ errmsg(100,rtnnme,dy_sys->nme,"basic variable vector") ;
return (dyrFATAL) ; }
if (consys_attach(dy_sys,CONSYS_ROW,
sizeof(double),(void **) &dy_x) == FALSE)
{ errmsg(100,rtnnme,dy_sys->nme,"primal variable vector") ;
return (dyrFATAL) ; }
if (consys_attach(dy_sys,CONSYS_COL,
sizeof(double),(void **) &dy_y) == FALSE)
{ errmsg(100,rtnnme,dy_sys->nme,"dual variable vector") ;
return (dyrFATAL) ; }
if (consys_attach(dy_sys,CONSYS_ROW,
sizeof(double),(void **) &dy_cbar) == FALSE)
{ errmsg(100,rtnnme,dy_sys->nme,"reduced cost vector") ;
return (dyrFATAL) ; }
/*
Calculate dual variables and reduced costs. Might as well make a try for a
dual feasible start, eh?
*/
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 2)
dyio_outfmt(dy_logchn,dy_gtxecho,"\n calculating dual values ...") ;
# endif
dy_calcduals() ;
if (dy_calccbar() == FALSE)
{ errmsg(384,rtnnme,dy_sys->nme,
dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters) ;
return (dyrFATAL) ; }
/*
Initialise dy_status for logicals, using dy_var2basis and dy_cbar as guides.
We have to consider the type of constraint so that we can give artificials
NBFX status (thus avoiding the issue of whether NBLB or NBUB gives dual
feasibility), and so that we can check the sign of the associated reduced
cost to determine the proper bound for the logical associated with a range
constraint.
*/
vlb = dy_sys->vlb ;
vub = dy_sys->vub ;
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 2)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n establishing initial status and reference frame ...") ;
dyio_outfmt(dy_logchn,dy_gtxecho,"\n logicals ...") ; }
# endif
for (dyvndx = 1 ; dyvndx <= dy_sys->concnt ; dyvndx++)
{ if (dy_var2basis[dyvndx] != 0)
{ if (vub[dyvndx] == vlb[dyvndx])
dy_status[dyvndx] = vstatBFX ;
else
dy_status[dyvndx] = vstatB ; }
else
{ switch (dy_sys->ctyp[dyvndx])
{ case contypLE:
case contypGE:
{ dy_status[dyvndx] = vstatNBLB ;
dy_x[dyvndx] = 0 ;
break ; }
case contypEQ:
{ dy_status[dyvndx] = vstatNBFX ;
dy_x[dyvndx] = 0 ;
break ; }
case contypRNG:
{ if (vub[dyvndx] == vlb[dyvndx])
{ dy_status[dyvndx] = vstatNBFX ;
dy_x[dyvndx] = vub[dyvndx] ; }
else
if (dy_cbar[dyvndx] < 0)
{ dy_status[dyvndx] = vstatNBUB ;
dy_x[dyvndx] = vub[dyvndx] ; }
else
{ dy_status[dyvndx] = vstatNBLB ;
dy_x[dyvndx] = vlb[dyvndx] ; }
break ; }
default:
{ errmsg(1,rtnnme,__LINE__) ;
return (dyrFATAL) ; } } }
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 4)
{ dyio_outfmt(dy_logchn,dy_gtxecho,"\n\t %s (%d) %s",
consys_nme(dy_sys,'v',dyvndx,FALSE,NULL),dyvndx,
dy_prtvstat(dy_status[dyvndx])) ;
if (flgon(dy_status[dyvndx],vstatNONBASIC|vstatNBFR))
dyio_outfmt(dy_logchn,dy_gtxecho," with value %g.",dy_x[dyvndx]) ;
else
dyio_outchr(dy_logchn,dy_gtxecho,'.') ; }
# endif
}
/*
Scan dy_origvars, with two purposes in mind:
* For active architectural variables, initialise dy_status from
orig_status, using the actual status for nonbasic variables, and
vstatB, vstatBFX, or vstatBFR for basic variables. (We'll tune this
once we have the values of the basic variables.) Initialise dy_x to the
proper value for nonbasic variables. We shouldn't see NBFX here, as
those variables should have been left inactive.
* For inactive architectural variables, accumulate the objective function
correction. Nonbasic free variables are assumed to have value 0.
*/
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 2)
dyio_outfmt(dy_logchn,dy_gtxecho,"\n architecturals ...") ;
# endif
dy_lp->inactzcorr = 0 ;
for (vndx = 1 ; vndx <= orig_sys->varcnt ; vndx++)
{ dyvndx = dy_origvars[vndx] ;
if (dyvndx < 0)
{ obj = orig_sys->obj[vndx] ;
switch ((flags) (-dyvndx))
{ case vstatNBFX:
case vstatNBLB:
{ dy_lp->inactzcorr += obj*orig_sys->vlb[vndx] ;
break ; }
case vstatNBUB:
{ dy_lp->inactzcorr += obj*orig_sys->vub[vndx] ;
break ; }
# ifdef DYLP_PARANOIA
case vstatNBFR:
{ break ; }
default:
{ errmsg(1,rtnnme,__LINE__) ;
return (dyrINV) ; }
# endif
} }
else
{ if (((int) orig_status[vndx]) < 0)
{ if (vlb[dyvndx] == vub[dyvndx])
dy_status[dyvndx] = vstatBFX ;
else
if (vlb[dyvndx] <= -dy_tols->inf && vub[dyvndx] >= dy_tols->inf)
dy_status[dyvndx] = vstatBFR ;
else
dy_status[dyvndx] = vstatB ; }
else
{ dy_status[dyvndx] = orig_status[vndx] ;
switch (dy_status[dyvndx])
{ case vstatNBLB:
{ dy_x[dyvndx] = vlb[dyvndx] ;
break ; }
case vstatNBUB:
{ dy_x[dyvndx] = vub[dyvndx] ;
break ; }
case vstatNBFR:
{ dy_x[dyvndx] = 0 ;
break ; }
# ifdef DYLP_PARANOIA
default:
{ errmsg(1,rtnnme,__LINE__) ;
return (dyrINV) ; }
# endif
} }
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 4)
{ dyio_outfmt(dy_logchn,dy_gtxecho,"\n\t %s (%d) %s",
consys_nme(dy_sys,'v',dyvndx,FALSE,NULL),dyvndx,
dy_prtvstat(dy_status[dyvndx])) ;
if (flgon(dy_status[dyvndx],vstatNONBASIC|vstatNBFR))
dyio_outfmt(dy_logchn,dy_gtxecho," with value %g.",dy_x[dyvndx]) ;
else
dyio_outchr(dy_logchn,dy_gtxecho,'.') ; }
# endif
} }
/*
Did we patch the basis? If so, we need to scan the status array and correct
the entries for the architectural variables that were booted out during the
patch.
*/
if (retval == dyrPATCHED) correct_for_patch() ;
/*
Ok, status is set. Now it's time to calculate initial values for the primal
variables and objective. Arguably we don't need the true objective for
phase I, but it's cheap to calculate. Once we have the primal variables,
adjust the status for any that are pinned against a bound or out of bounds,
and see how it looks, in terms of primal infeasibility.
*/
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 2)
dyio_outfmt(dy_logchn,dy_gtxecho,"\n calculating primal values ...") ;
# endif
if (dy_calcprimals() == FALSE)
{ errmsg(316,rtnnme,dy_sys->nme) ;
return (dyrFATAL) ; }
dy_lp->z = dy_calcobj() ;
dy_setfinalstatus() ;
/*
Make the check for primal and/or dual feasibility, and set the initial
simplex phase accordingly.
*/
calcflgs = ladPRIMFEAS|ladPFQUIET|ladDUALFEAS|ladDFQUIET ;
retval = dy_accchk(&calcflgs) ;
if (retval != dyrOK)
{ errmsg(304,rtnnme,dy_sys->nme,
dy_prtlpphase(dy_lp->phase,TRUE),dy_lp->tot.iters) ;
return (retval) ; }
if (flgoff(calcflgs,ladPRIMFEAS))
{ dy_lp->simplex.next = dyPRIMAL2 ; }
else
if (flgoff(calcflgs,ladDUALFEAS))
{ dy_lp->simplex.next = dyDUAL ; }
else
{ dy_lp->simplex.next = dyPRIMAL1 ; }
# ifndef DYLP_NDEBUG
if (dy_opts->print.crash >= 2)
{ dyio_outfmt(dy_logchn,dy_gtxecho,"\n phase %s, initial objective %g",
dy_prtlpphase(dy_lp->simplex.next,FALSE),dy_lp->z) ;
if (dy_lp->infeascnt != 0)
dyio_outfmt(dy_logchn,dy_gtxecho,", %d infeasible vars, infeas = %g",
dy_lp->infeascnt,dy_lp->infeas) ;
dyio_outchr(dy_logchn,dy_gtxecho,'.') ; }
if (dy_opts->print.crash >= 3)
{ dyio_outfmt(dy_logchn,dy_gtxecho,
"\n\nPos'n\tConstraint\tDual\t\tPrimal\n") ;
for (bpos = 1 ; bpos <= dy_sys->concnt; bpos++)
{ cndx = dy_actcons[bpos] ;
dyvndx = dy_basis[bpos] ;
if (dyvndx <= dy_sys->concnt)
vndx = orig_sys->varcnt+dyvndx ;
else
vndx = dy_actvars[dyvndx] ;
dyio_outfmt(dy_logchn,dy_gtxecho,
"\n%5d\t(%4d) %-8s\t%12.4g\t(%4d) %-8s %12.4g",
bpos,cndx,
consys_nme(dy_sys,'c',bpos,FALSE,NULL),dy_y[bpos],vndx,
consys_nme(dy_sys,'v',dyvndx,FALSE,NULL),dy_x[dyvndx]) ; } }
# endif
return (dyrOK) ; }
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) ; }