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address Nikolaj's comments in Gomory cut
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Signed-off-by: Lev Nachmanson <levnach@hotmail.com>
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@levnach
levnach committed Jan 12, 2024
1 parent 2d24436 commit 999e67d
Showing 1 changed file with 32 additions and 30 deletions.
62 changes: 32 additions & 30 deletions src/math/lp/gomory.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -23,7 +23,8 @@
#include "math/lp/lp_utils.h"

namespace lp {


enum class row_polarity { UNDEF, MIN, MAX, MIXED};
struct create_cut {
lar_term & m_t; // the term to return in the cut
mpq & m_k; // the right side of the cut
Expand All @@ -36,7 +37,7 @@ struct create_cut {
mpq m_fj;
mpq m_one_minus_fj;
mpq m_abs_max, m_big_number;
int m_polarity;
row_polarity m_polarity;
bool m_found_big;
u_dependency* m_dep;

Expand Down Expand Up @@ -85,10 +86,10 @@ struct create_cut {
m_found_big = true;
}

void set_polarity(int p) {
if (m_polarity == 2) return;
if (m_polarity == 0) m_polarity = p;
else if (m_polarity != p) m_polarity = 2;
void set_polarity(row_polarity p) {
if (m_polarity == row_polarity::MIXED) return;
if (m_polarity == row_polarity::UNDEF) m_polarity = p;
else if (m_polarity != p) m_polarity = row_polarity::MIXED;
}

void real_case_in_gomory_cut(const mpq & a, unsigned j) {
Expand All @@ -98,12 +99,12 @@ struct create_cut {
if (a.is_pos()) {
// the delta is a (x - f) is positive it has to grow and fight m_one_minus_f
new_a = a / m_one_minus_f;
set_polarity(1);
set_polarity(row_polarity::MAX);
}
else {
// the delta is negative and it works again m_f
new_a = - a / m_f;
set_polarity(-1);
set_polarity(row_polarity::MIN);
}
m_k.addmul(new_a, lower_bound(j).x); // is it a faster operation than
// k += lower_bound(j).x * new_a;
Expand All @@ -114,12 +115,12 @@ struct create_cut {
if (a.is_pos()) {
// the delta is works again m_f
new_a = - a / m_f;
set_polarity(-1);
set_polarity(row_polarity::MIN);
}
else {
// the delta is positive works again m_one_minus_f
new_a = a / m_one_minus_f;
set_polarity(1);
set_polarity(row_polarity::MAX);
}
m_k.addmul(new_a, upper_bound(j).x); // k += upper_bound(j).x * new_a;
push_explanation(column_upper_bound_constraint(j));
Expand Down Expand Up @@ -246,7 +247,12 @@ struct create_cut {

lia_move cut() {
TRACE("gomory_cut", dump(tout););
m_polarity = 0; // 0: means undefined, +-1, the polar case, 2: the mixed case
// If m_polarity is MAX, then
// the row constraints the base variable to be at the maximum,
// MIN - at the minimum,
// MIXED : the row does not constraint the base variable to be at an extremum
// UNDEF is the initial state
m_polarity = row_polarity::UNDEF;
// gomory cut will be m_t >= m_k and the current solution has a property m_t < m_k
m_k = 1;
m_t.clear();
Expand Down Expand Up @@ -284,15 +290,15 @@ struct create_cut {
}
if (p.coeff().is_pos()) {
if (at_lower(j))
set_polarity(1);
set_polarity(row_polarity::MAX);
else
set_polarity(-1);
set_polarity(row_polarity::MIN);
}
else {
if (at_lower(j))
set_polarity(-1);
set_polarity(row_polarity::MIN);
else
set_polarity(1);
set_polarity(row_polarity::MAX);
}
}

Expand Down Expand Up @@ -398,7 +404,7 @@ struct create_cut {


lia_move gomory::get_gomory_cuts(unsigned num_cuts) {
struct cut_result {u_dependency *dep; lar_term t; mpq k; int polarity; lpvar j;};
struct cut_result {lar_term t; mpq k; u_dependency *dep;};
vector<cut_result> big_cuts;
unsigned_vector columns_for_cuts = gomory_select_int_infeasible_vars(num_cuts);
bool has_small_cut = false;
Expand All @@ -407,12 +413,10 @@ struct create_cut {
auto is_small_cut = [&](lar_term const& t) {
return all_of(t, [&](auto ci) { return ci.coeff().is_small(); });
};
auto add_cut = [&](cut_result const& cr) {
lp::lpvar term_index = lra.add_term(cr.t.coeffs_as_vector(), UINT_MAX);
auto add_cut = [&](const lar_term& t, const mpq& k, u_dependency * dep) {
lp::lpvar term_index = lra.add_term(t.coeffs_as_vector(), UINT_MAX);
term_index = lra.map_term_index_to_column_index(term_index);
lra.update_column_type_and_bound(term_index,
lp::lconstraint_kind::GE,
cr.k, cr.dep);
lra.update_column_type_and_bound(term_index, lp::lconstraint_kind::GE, k, dep);
};
auto _check_feasible = [&](void) {
lra.find_feasible_solution();
Expand All @@ -436,33 +440,31 @@ struct create_cut {
continue;
}

if (cc.m_polarity == 1)
if (cc.m_polarity == row_polarity::MAX)
lra.update_column_type_and_bound(j, lp::lconstraint_kind::LE, floor(lra.get_column_value(j).x), cc.m_dep);
else if (cc.m_polarity == -1)
else if (cc.m_polarity == row_polarity::MIN)
lra.update_column_type_and_bound(j, lp::lconstraint_kind::GE, ceil(lra.get_column_value(j).x), cc.m_dep);

cut_result cr = {cc.m_dep, lia.m_t, lia.m_k, cc.m_polarity, j};

if (!is_small_cut(lia.m_t)) {
big_cuts.push_back(cr);
big_cuts.push_back({cc.m_t, cc.m_k, cc.m_dep});
continue;
}
has_small_cut = true;
add_cut(cr);
add_cut(cc.m_t, cc.m_k, cc.m_dep);
if (lia.settings().get_cancel_flag())
return lia_move::undef;
}

if (big_cuts.size()) {
lra.push();
for (auto const& cut : big_cuts)
add_cut(cut);
add_cut(cut.t, cut.k, cut.dep);
bool feas = _check_feasible();
lra.pop(1);

if (!feas)
for (auto const& cut : big_cuts)
add_cut(cut);

add_cut(cut.t, cut.k, cut.dep);
}

if (!_check_feasible())
Expand Down

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