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relax.c
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relax.c
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#include <stdlib.h>
#include <stdio.h>
#include <assert.h>
#include "cprop.h"
#include "lp.h"
#include "memory.h"
#include "containers.h"
int dive_and_propagate( LinearProgram *mip, CProp *cprop, int maxTries, CPCuts *gcuts );
int main( int argc, char **argv )
{
if (argc<2)
{
fprintf( stderr, "Enter instance name.\n" );
exit( 1 );
}
LinearProgram *mip = lp_create();
lp_read( mip, argv[1] );
lp_set_print_messages( mip, 0 );
// getting variables info
int n = lp_cols( mip );
char *integer;
ALLOCATE_VECTOR( integer, char, n );
double *lb, *ub, *coef;
int *idx;
ALLOCATE_VECTOR( idx, int, n );
ALLOCATE_VECTOR( lb, double, n );
ALLOCATE_VECTOR( ub, double, n );
ALLOCATE_VECTOR( coef, double, n );
for ( int i=0 ; (i<n) ; ++i )
integer[i] = lp_is_integer( mip, i );
for ( int i=0 ; (i<n) ; ++i )
lb[i] = lp_col_lb( mip, i );
for ( int i=0 ; (i<n) ; ++i )
ub[i] = lp_col_ub( mip, i );
StrV *names = strv_create( 256 );
for ( int i=0 ; (i<n) ; ++i )
{
char cname[256];
strv_push_back( names, lp_col_name( mip, i, cname ) );
}
CProp *cprop = cprop_create( n, integer, lb, ub, (const char**)strv_ptr( names ) );
// adding constraints
for ( int i=0 ; (i<lp_rows(mip)) ; ++i )
{
int nz = lp_row( mip, i, idx, coef );
char rname[256];
cprop_add_constraint( cprop, nz, idx, coef, lp_sense(mip,i), lp_rhs(mip,i), lp_row_name(mip, i, rname) );
if (!cprop_feasible(cprop))
goto END;
}
// *updating bounds
cprop_update_bound( cprop, 0, 1.0, 1.0 );
int status = cprop_update_bound( cprop, 1, 1.0, 1.0 );
printf("st %d\n", status);
cprop_save_impl_graph( cprop, "imppl.dot");
CPCuts *gcuts = cpc_create( MAX(lp_cols(mip), lp_rows(mip) ) );
int nNewCuts = 1, it = 1;
while (nNewCuts)
{
int status = lp_optimize_as_continuous( mip );
if ( status == LP_INFEASIBLE )
{
fprintf( stderr, "INFEASIBLE LP. Check correctness of cuts.\n" );
abort();
}
if ( status != LP_OPTIMAL )
{
fprintf( stderr, "Status not optimal obtained (%d).\n", status );
abort();
}
printf("> iteration %d obj: %g\n", it++, lp_obj_value(mip) );
nNewCuts= dive_and_propagate( mip, cprop, 3, gcuts );
}
END:
lp_free( &mip );
cprop_free( &cprop );
exit( 0 );
}
int dive_and_propagate( LinearProgram *mip, CProp *cprop, int maxTries, CPCuts *gcuts )
{
const double *x = lp_x(mip);
int nCuts = 0;
Vec_int *scols = vec_int_create_cap( lp_cols(mip) );
Vec_IntPair *spairs = vec_IntPair_create_cap( lp_cols(mip) );
for ( int i=0 ; (i<lp_cols(mip)) ; ++i )
vec_int_push_back( scols, i );
for ( int t=0 ; (t<maxTries) ; ++t )
{
cprop_clear( cprop );
vec_int_shuffle( scols, spairs );
for ( int i=0 ; (i<lp_cols(mip)) ; ++i )
{
int iv = vec_int_get( scols, i );
if (!lp_is_binary(mip, iv ))
continue;
/*
if ( x[iv]<=1e-7 || x[iv]>=0.99999 )
continue;*/
double r = floor( x[iv]+0.5 );
int status = cprop_update_bound( cprop, iv, r, r );
if (status==-1)
{
assert( cprop_feasible( cprop )==0 );
const CPCuts *ccCuts = cprop_cut_pool(cprop);
for ( int j=0 ; (j<cpc_n_cuts(ccCuts)); ++j )
{
double viol = 0;
int nz = cpc_nz(ccCuts, j);
const int *idx = cpc_idx( ccCuts, j );
const double *coef = cpc_coef( ccCuts, j );
double rhs = cpc_rhs( ccCuts, j );
for ( int l=0 ; (l<nz) ; ++l )
{
int ivc = idx[l];
viol += x[ivc] * coef[l];
}
viol -= rhs;
if (viol >= 0.001)
{
int new = cpc_add_cut( gcuts, cpc_nz(ccCuts,j), cpc_idx(ccCuts,j), cpc_coef(ccCuts,j), cpc_rhs(ccCuts,j) );
if (new)
{
++nCuts;
static int idcut = 0;
printf(" > cut %d viol %g : ", idcut, viol );
char cname[256];
for ( int k=0 ; (k<cpc_nz(ccCuts,j)) ; ++k )
printf("%+g %s ", cpc_coef(ccCuts,j)[k], lp_col_name(mip,cpc_idx(ccCuts,j)[k], cname) );
printf("<= %g\n", cpc_rhs(ccCuts,j) );
char rname[256];
sprintf( rname, "cpc%10d", ++idcut );
lp_add_row( mip, cpc_nz(ccCuts,j), cpc_idx(ccCuts,j), cpc_coef(ccCuts,j), rname, 'L', cpc_rhs(ccCuts,j) );
}
}
}
break;
}
}
}
vec_int_free( &scols );
vec_IntPair_free( &spairs );
return nCuts;
}