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try and improve idiot and sprint
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@jjhforrest
jjhforrest committed Nov 1, 2024
1 parent adc06ad commit 06a432e
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Showing 5 changed files with 177 additions and 39 deletions.
2 changes: 1 addition & 1 deletion src/ClpMessage.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -72,7 +72,7 @@ static Clp_message clp_us_english[] = {
{ CLP_MATRIX_CHANGE, 31, 2, "Matrix can not be converted into %s" },
{ CLP_TIMING, 32, 1, "%s objective %.10g - %d iterations time %.2f2%?, Presolve %.2f%?, Idiot %.2f%?" },
{ CLP_INTERVAL_TIMING, 33, 2, "%s took %.2f seconds (total %.2f)" },
{ CLP_SPRINT, 34, 1, "Pass %d took %d iterations, objective %g, dual infeasibilities %g( %d)" },
{ CLP_SPRINT, 34, 1, "Pass %d took %d iterations, objective %g, dual infeasibilities %g( %d) - sum artificials %g - %d columns" },
{ CLP_BARRIER_ITERATION, 35, 1, "%d Primal %g Dual %g Complementarity %g - %d fixed, rank %d" },
{ CLP_BARRIER_OBJECTIVE_GAP, 36, 3, "Feasible - objective gap %g" },
{ CLP_BARRIER_GONE_INFEASIBLE, 37, 2, "Infeasible" },
Expand Down
4 changes: 2 additions & 2 deletions src/ClpSimplexPrimal.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -2925,8 +2925,8 @@ void ClpSimplexPrimal::perturb(int type)
maximumFraction *= 0.1;
}
if (savePerturbation == 51) {
perturbation = std::min(0.1, perturbation);
maximumFraction *= 0.1;
perturbation = std::min(0.001, perturbation);
maximumFraction *= 0.001;
}
if (number != numberRows_)
type = 1;
Expand Down
62 changes: 32 additions & 30 deletions src/ClpSolve.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -542,10 +542,12 @@ void instrument_print()
}
}
#endif
#if ABC_PARALLEL == 2
//#if ABC_PARALLEL == 2
#if CLP_HAS_ABC > 2
#ifndef FAKE_CILK
int number_cilk_workers = 0;
#include <cilk/cilk_api.h>
#include <cilk/cilk.h>
#endif
#endif
#ifdef ABC_INHERIT
Expand Down Expand Up @@ -659,8 +661,8 @@ ClpSimplex::dealWithAbc(int solveType, int startUp,
#ifndef FAKE_CILK
char temp[3];
sprintf(temp, "%d", numberCpu);
__cilkrts_set_param("nworkers", temp);
printf("setting cilk workers to %d\n", numberCpu);
//__cilkrts_set_param("nworkers", temp);
printf("setting cilk workers to %d XX use env CILK_NWORKERS\n", numberCpu);
number_cilk_workers = numberCpu;

#endif
Expand Down Expand Up @@ -2410,7 +2412,8 @@ int ClpSimplex::initialSolve(ClpSolve &options)
}
#endif
#ifndef LACI_TRY
if (options.getSpecialOption(1) != 2 || options.getExtraInfo(1) < 1000000) {
if (model2->status()&&
(options.getSpecialOption(1) != 2 || options.getExtraInfo(1) < 1000000)) {
if (dynamic_cast< ClpPackedMatrix * >(matrix_)) {
// See if original wanted vector
ClpPackedMatrix *clpMatrixO = dynamic_cast< ClpPackedMatrix * >(matrix_);
Expand Down Expand Up @@ -2795,7 +2798,7 @@ int ClpSimplex::initialSolve(ClpSolve &options)
int totalIterations = 0;
double lastSumArtificials = COIN_DBL_MAX;
int originalMaxSprintPass = maxSprintPass;
maxSprintPass = 20; // so we do that many if infeasible
maxSprintPass = std::max(0,maxSprintPass); // so we do that many if infeasible
for (iPass = 0; iPass < maxSprintPass; iPass++) {
//printf("Bug until submodel new version\n");
//CoinSort_2(sort,sort+numberSort,weight);
Expand Down Expand Up @@ -2832,6 +2835,9 @@ int ClpSimplex::initialSolve(ClpSolve &options)
}
#endif
small.setDblParam(ClpObjOffset, originalOffset - offset);
int smallMore = small.moreSpecialOptions();
smallMore &= ~1048576; // make sure can't stop early
small.setMoreSpecialOptions(smallMore);
model2->clpMatrix()->times(1.0, fullSolution, sumFixed);

double *lower = small.rowLower();
Expand Down Expand Up @@ -2862,6 +2868,7 @@ int ClpSimplex::initialSolve(ClpSolve &options)
if (dynamic_cast< ClpPackedMatrix * >(matrix) && clpMatrixO->wantsSpecialColumnCopy()) {
ClpPackedMatrix *clpMatrix = dynamic_cast< ClpPackedMatrix * >(matrix);
clpMatrix->makeSpecialColumnCopy();
small.setMaximumIterations(std::max(small.numberRows(),1000));
small.primal(1);
clpMatrix->releaseSpecialColumnCopy();
} else {
Expand Down Expand Up @@ -2954,19 +2961,17 @@ int ClpSimplex::initialSolve(ClpSolve &options)
}
int smallIterations = small.numberIterations();
totalIterations += smallIterations;
if (2 * smallIterations < std::min(numberRows, 1000) && iPass) {
if ((2 * smallIterations < std::min(numberRows, 1000)||small.status()==3) && iPass) {
int oldNumber = smallNumberColumns;
if (smallIterations < 100)
smallNumberColumns *= 1.2;
else
smallNumberColumns *= 1.1;
smallNumberColumns = std::min(smallNumberColumns, numberColumns);
if (smallIterations < 200 && smallNumberColumns > 2 * saveSmallNumber) {
if (smallIterations < 200) {
// try kicking it
emergencyMode = true;
smallNumberColumns = numberColumns;
smallNumberColumns *= 1.5;
}
// smallNumberColumns = std::min(smallNumberColumns, 3*saveSmallNumber);
char line[100];
sprintf(line, "sample size increased from %d to %d",
oldNumber, smallNumberColumns);
Expand Down Expand Up @@ -3020,15 +3025,13 @@ int ClpSimplex::initialSolve(ClpSolve &options)
}
handler_->message(CLP_SPRINT, messages_)
<< iPass + 1 << small.numberIterations() << small.objectiveValue() << sumNegative
<< numberNegative
<< numberNegative << sumArtificials << small.numberColumns()
<< CoinMessageEol;
if (sumArtificials < 1.0e-8 && originalMaxSprintPass >= 0) {
maxSprintPass = iPass + originalMaxSprintPass;
originalMaxSprintPass = -1;
}
if (iPass > 20)
sumArtificials = 0.0;
if ((small.objectiveValue() * optimizationDirection_ > lastObjective[1] - 1.0e-7 && iPass > 15 && sumArtificials < 1.0e-8 && maxSprintPass < 200) || (!small.numberIterations() && iPass) || iPass == maxSprintPass - 1 || small.status() == 3) {
if ((small.objectiveValue() * optimizationDirection_ > lastObjective[1] - 1.0e-7 && iPass > 15 && sumArtificials < 1.0e-8 && maxSprintPass < 200) || (!small.numberIterations() && iPass) || iPass == maxSprintPass - 1) {

break; // finished
} else {
Expand All @@ -3045,22 +3048,21 @@ int ClpSimplex::initialSolve(ClpSolve &options)
int saveN = numberSort;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
double dj = djs[iColumn] * optimizationDirection_;
double value = fullSolution[iColumn];
if (model2->getColumnStatus(iColumn) != ClpSimplex::basic) {
if (dj < -dualTolerance_ && value < columnUpper[iColumn])
/*dj = dj*/;
else if (dj > dualTolerance_ && value > columnLower[iColumn])
dj = -dj;
else if (columnUpper[iColumn] > columnLower[iColumn])
dj = fabs(dj);
else
dj = 1.0e50;
if (dj < tolerance) {
weight[numberSort] = dj;
sort[numberSort++] = iColumn;
}
}
}
ClpSimplex::Status colStatus = model2->getColumnStatus(iColumn);
if (colStatus == ClpSimplex::isFree || colStatus == ClpSimplex::superBasic) {
dj = - fabs(dj);
} else if (colStatus == ClpSimplex::atLowerBound) {
dj = dj;
} else if (colStatus == ClpSimplex::atUpperBound) {
dj = -dj;
} else {
continue;
}
if (dj < tolerance) {
weight[numberSort] = dj;
sort[numberSort++] = iColumn;
}
}
// sort
CoinSort_2(weight + saveN, weight + numberSort, sort + saveN);
//if (numberSort < smallNumberColumns)
Expand Down
136 changes: 132 additions & 4 deletions src/Idiot.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -336,6 +336,18 @@ static int countCostedSlacks(OsiSolverInterface *model)
void Idiot::crash(int numberPass, CoinMessageHandler *handler,
const CoinMessages *messages, bool doCrossover)
{
// use last digit
if (numberPass%10) {
lightWeight_=0;
int option = numberPass%10;
numberPass -= option;
if ((option&1)!=0)
strategy_ |= 1048576; // extra bit at end
if ((option&2)!=0)
strategy_ |= 4194304; // limited presolve
else if ((option&4)!=0)
strategy_ |= 2097152; // no presolve
}
// lightweight options
int numberColumns = model_->getNumCols();
const double *objective = model_->getObjCoefficients();
Expand Down Expand Up @@ -974,6 +986,12 @@ void Idiot::solve2(CoinMessageHandler *handler, const CoinMessages *messages)
numberAway = n;
keepinfeas = result.infeas;
lastWeighted = result.weighted;
if (iteration == majorIterations_&&(strategy_&1048576)!=0) {
// do a few more
mu = std::min(mu,1.0e-11);
majorIterations_+=10;
strategy_ &= ~1048576; // switch off
}
//iterationTotal += result.iteration;
if (iteration == 1) {
if ((strategy_ & 1024) != 0 && mu < 1.0e-10)
Expand Down Expand Up @@ -1305,6 +1323,8 @@ void Idiot::crossOver(int mode)
return;
}
double fixTolerance = IDIOT_FIX_TOLERANCE;
bool wantVector = false;
bool justValuesPass = false;
#ifdef COIN_DEVELOP
double startTime = CoinCpuTime();
#endif
Expand Down Expand Up @@ -1356,6 +1376,9 @@ void Idiot::crossOver(int mode)
double *saveRowUpper = NULL;
double *saveRowLower = NULL;
bool allowInfeasible = ((strategy_ & 8192) != 0) || (majorIterations_ > 1000000);
ClpSimplex * saveModelX = NULL;
if ((strategy_&(2097152|4194304))!=0)
saveModelX = new ClpSimplex (*model_);
if (addAll < 3) {
saveUpper = new double[ncols];
saveLower = new double[ncols];
Expand Down Expand Up @@ -1447,6 +1470,7 @@ void Idiot::crossOver(int mode)
// model_->setPerturbation(56);
#endif
model_->createStatus();
if(!saveModelX) {
/* addAll
0 - chosen,all used, all
1 - chosen, all
Expand Down Expand Up @@ -1726,7 +1750,7 @@ void Idiot::crossOver(int mode)
} else {
maxmin = 1.0;
}
bool justValuesPass = majorIterations_ > 1000000;
justValuesPass = majorIterations_ > 1000000;
if (slackStart >= 0) {
for (i = 0; i < nrows; i++) {
model_->setRowStatus(i, ClpSimplex::superBasic);
Expand Down Expand Up @@ -1814,7 +1838,6 @@ void Idiot::crossOver(int mode)
}
/*printf("%d in basis\n",ninbas);*/
}
bool wantVector = false;
if (dynamic_cast< ClpPackedMatrix * >(model_->clpMatrix())) {
// See if original wanted vector
ClpPackedMatrix *clpMatrixO = dynamic_cast< ClpPackedMatrix * >(model_->clpMatrix());
Expand All @@ -1825,6 +1848,85 @@ void Idiot::crossOver(int mode)
if ((strategy_ & 65536) != 0)
justValuesPass = true;
//double * saveBounds=NULL;
} else {
addAll = 3;
memcpy(model_->columnLower(),saveModelX->columnLower(),ncols*sizeof(double));
memcpy(model_->columnUpper(),saveModelX->columnUpper(),ncols*sizeof(double));
memcpy(model_->rowLower(),saveModelX->rowLower(),nrows*sizeof(double));
memcpy(model_->rowUpper(),saveModelX->rowUpper(),nrows*sizeof(double));
delete saveModelX;
if (strategy_&4194304) {
int nAway = 0;
double *away = new double[ncols+nrows];
int *choose = new int[ncols+nrows];
for (int i=0;i<ncols;i++) {
if (colsol[i] < lower[i] + fixTolerance) {
colsol[i] = lower[i];
model_->setColumnStatus(i,ClpSimplex::atLowerBound);
} else if (colsol[i] > upper[i] - fixTolerance) {
colsol[i] = upper[i];
model_->setColumnStatus(i,ClpSimplex::atUpperBound);
} else if (lower[i]<-1.0e50 && upper[i]>1.0e50) {
model_->setColumnStatus(i,ClpSimplex::isFree);
away[i] = -1.0e50;
choose[nAway++] = i;
} else {
away[i] = -std::min(upper[i]-colsol[i],colsol[i]-lower[i]);
model_->setColumnStatus(i, ClpSimplex::superBasic);
choose[nAway++] = i;
}
}
for (int i=0;i<nrows;i++) {
if (rowsol[i] < lower[i] + fixTolerance) {
rowsol[i] = lower[i];
model_->setRowStatus(i,ClpSimplex::atLowerBound);
} else if (rowsol[i] > upper[i] - fixTolerance) {
rowsol[i] = upper[i];
model_->setRowStatus(i,ClpSimplex::atUpperBound);
} else if (lower[i]<-1.0e50 && upper[i]>1.0e50) {
model_->setRowStatus(i,ClpSimplex::isFree);
away[i] = -1.0e50;
choose[nAway++] = i+ncols;
} else {
away[i] = -std::min(upper[i]-rowsol[i],rowsol[i]-lower[i]);
model_->setRowStatus(i, ClpSimplex::superBasic);
choose[nAway++] = i+ncols;
}
}
CoinSort_2(away, away + nAway, choose);
//nAway = std::min(nAway,(3*nrows/4));
nAway = std::min(nAway,nrows);
for (int i=0;i<nAway;i++)
model_->setColumnStatus(choose[i],ClpSimplex::basic);
delete [] away;
delete [] choose;
} else {
for (int i=0;i<ncols;i++) {
if (colsol[i] < lower[i] + fixTolerance) {
colsol[i] = lower[i];
model_->setColumnStatus(i,ClpSimplex::atLowerBound);
} else if (colsol[i] > upper[i] - fixTolerance) {
colsol[i] = upper[i];
model_->setColumnStatus(i,ClpSimplex::atUpperBound);
} else if (lower[i]<-1.0e50 && upper[i]>1.0e50) {
model_->setColumnStatus(i,ClpSimplex::isFree);
} else {
model_->setColumnStatus(i, ClpSimplex::superBasic);
}
}
for (int i=0;i<nrows;i++) {
model_->setRowStatus(i,ClpSimplex::basic);
}
}
bool justValuesPass = false;
bool wantVector =true;
matrix = model_->clpMatrix();
ClpPackedMatrix *clpMatrix = dynamic_cast< ClpPackedMatrix * >(matrix);
assert(clpMatrix);
clpMatrix->makeSpecialColumnCopy();
model_->primal(1);
clpMatrix->releaseSpecialColumnCopy();
}
if (addAll < 3) {
ClpPresolve pinfo;
if (presolve) {
Expand Down Expand Up @@ -1965,6 +2067,16 @@ void Idiot::crossOver(int mode)
saveModel = model_;
pinfo.setPresolveActions(pinfo.presolveActions() | 16384);
model_ = pinfo.presolvedModel(*model_, 1.0e-8, false, 5);
if ((strategy_&4194304)!=0) {
if (!model_||model_->numberRows()>0.8*saveModel->numberRows()) {
// do not presolve
presolve=0;
delete model_;
model_=saveModel;
delete [] saveBounds;
saveBounds = NULL;
}
}
if (saveBounds) {
memcpy(saveModel->columnLower(), saveBounds, ncols * sizeof(double));
memcpy(saveModel->columnUpper(), saveBounds + ncols, ncols * sizeof(double));
Expand Down Expand Up @@ -2049,11 +2161,13 @@ void Idiot::crossOver(int mode)
delete[] which;
}
}
if ((strategy_&(2097152|4194304))==0) {
// Maybe presolve did nothing!
if (pinfo.nullPresolve()) {
delete model_;
model_ = NULL;
}
}
if (model_) {
// See if we want to go all way
int oldSize = 2 * saveModel->numberRows() + saveModel->numberColumns();
Expand Down Expand Up @@ -2160,6 +2274,14 @@ void Idiot::crossOver(int mode)
if (presolve) {
saveModel = model_;
model_ = pinfo.presolvedModel(*model_, 1.0e-8, false, 5);
if ((strategy_&(2097152|4194304))!=0) {
if (!model_||(strategy_&2097152)==0||model_->numberRows()>0.8*saveModel->numberRows()) {
// do not presolve
presolve=0;
delete model_;
model_=saveModel;
}
}
} else {
presolve = 0;
}
Expand Down Expand Up @@ -2212,6 +2334,14 @@ void Idiot::crossOver(int mode)
if (presolve) {
saveModel = model_;
model_ = pinfo.presolvedModel(*model_, 1.0e-8, false, 5);
if ((strategy_&(2097152|4194304))!=0) {
if (!model_||(strategy_&2097152)==0||model_->numberRows()>0.8*saveModel->numberRows()) {
// do not presolve
presolve=0;
delete model_;
model_=saveModel;
}
}
} else {
presolve = 0;
}
Expand Down Expand Up @@ -2417,5 +2547,3 @@ Idiot::~Idiot()
delete[] whenUsed_;
}

/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
*/
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