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/*----------------------------------------------------------------------------- |
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| Copyright (c) 2013-2017, Nucleic Development Team. |
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| Distributed under the terms of the Modified BSD License. |
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| The full license is in the file LICENSE, distributed with this software. |
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|----------------------------------------------------------------------------*/ |
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#pragma once |
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#include <algorithm> |
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#include <limits> |
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#include <memory> |
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#include <vector> |
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#include "constraint.h" |
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#include "errors.h" |
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#include "expression.h" |
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#include "maptype.h" |
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#include "row.h" |
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#include "symbol.h" |
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#include "term.h" |
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#include "util.h" |
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#include "variable.h" |
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namespace kiwi |
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{ |
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namespace impl |
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{ |
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class SolverImpl |
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{ |
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friend class DebugHelper; |
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17178
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struct Tag |
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{ |
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Symbol marker; |
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Symbol other; |
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}; |
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struct EditInfo |
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{ |
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Tag tag; |
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Constraint constraint; |
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double constant; |
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}; |
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using VarMap = MapType<Variable, Symbol>; |
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using RowMap = MapType<Symbol, Row*>; |
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using CnMap = MapType<Constraint, Tag>; |
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using EditMap = MapType<Variable, EditInfo>; |
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struct DualOptimizeGuard |
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{ |
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619
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DualOptimizeGuard( SolverImpl& impl ) : m_impl( impl ) {} |
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~DualOptimizeGuard() { m_impl.dualOptimize(); } |
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SolverImpl& m_impl; |
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}; |
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public: |
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SolverImpl() : m_objective( new Row() ), m_id_tick( 1 ) {} |
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SolverImpl( const SolverImpl& ) = delete; |
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SolverImpl( SolverImpl&& ) = delete; |
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~SolverImpl() { clearRows(); } |
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/* Add a constraint to the solver. |
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Throws |
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------ |
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DuplicateConstraint |
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The given constraint has already been added to the solver. |
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UnsatisfiableConstraint |
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The given constraint is required and cannot be satisfied. |
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*/ |
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void addConstraint( const Constraint& constraint ) |
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{ |
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if( m_cns.find( constraint ) != m_cns.end() ) |
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throw DuplicateConstraint( constraint ); |
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// Creating a row causes symbols to be reserved for the variables |
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// in the constraint. If this method exits with an exception, |
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// then its possible those variables will linger in the var map. |
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// Since its likely that those variables will be used in other |
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// constraints and since exceptional conditions are uncommon, |
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// i'm not too worried about aggressive cleanup of the var map. |
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Tag tag; |
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6432
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std::unique_ptr<Row> rowptr( createRow( constraint, tag ) ); |
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Symbol subject( chooseSubject( *rowptr, tag ) ); |
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// If chooseSubject could not find a valid entering symbol, one |
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// last option is available if the entire row is composed of |
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// dummy variables. If the constant of the row is zero, then |
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// this represents redundant constraints and the new dummy |
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// marker can enter the basis. If the constant is non-zero, |
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// then it represents an unsatisfiable constraint. |
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if( subject.type() == Symbol::Invalid && allDummies( *rowptr ) ) |
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{ |
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if( !nearZero( rowptr->constant() ) ) |
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throw UnsatisfiableConstraint( constraint ); |
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else |
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subject = tag.marker; |
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} |
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// If an entering symbol still isn't found, then the row must |
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// be added using an artificial variable. If that fails, then |
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// the row represents an unsatisfiable constraint. |
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if( subject.type() == Symbol::Invalid ) |
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{ |
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if( !addWithArtificialVariable( *rowptr ) ) |
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throw UnsatisfiableConstraint( constraint ); |
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} |
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else |
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{ |
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2801
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rowptr->solveFor( subject ); |
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substitute( subject, *rowptr ); |
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m_rows[ subject ] = rowptr.release(); |
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} |
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m_cns[ constraint ] = tag; |
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// Optimizing after each constraint is added performs less |
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// aggregate work due to a smaller average system size. It |
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// also ensures the solver remains in a consistent state. |
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3216
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optimize( *m_objective ); |
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} |
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/* Remove a constraint from the solver. |
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Throws |
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------ |
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UnknownConstraint |
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The given constraint has not been added to the solver. |
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*/ |
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void removeConstraint( const Constraint& constraint ) |
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{ |
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auto cn_it = m_cns.find( constraint ); |
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if( cn_it == m_cns.end() ) |
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throw UnknownConstraint( constraint ); |
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Tag tag( cn_it->second ); |
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m_cns.erase( cn_it ); |
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// Remove the error effects from the objective function |
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// *before* pivoting, or substitutions into the objective |
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// will lead to incorrect solver results. |
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removeConstraintEffects( constraint, tag ); |
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// If the marker is basic, simply drop the row. Otherwise, |
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// pivot the marker into the basis and then drop the row. |
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auto row_it = m_rows.find( tag.marker ); |
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if( row_it != m_rows.end() ) |
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{ |
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std::unique_ptr<Row> rowptr( row_it->second ); |
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m_rows.erase( row_it ); |
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} |
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else |
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{ |
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row_it = getMarkerLeavingRow( tag.marker ); |
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if( row_it == m_rows.end() ) |
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throw InternalSolverError( "failed to find leaving row" ); |
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Symbol leaving( row_it->first ); |
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std::unique_ptr<Row> rowptr( row_it->second ); |
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m_rows.erase( row_it ); |
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rowptr->solveFor( leaving, tag.marker ); |
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substitute( tag.marker, *rowptr ); |
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} |
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// Optimizing after each constraint is removed ensures that the |
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// solver remains consistent. It makes the solver api easier to |
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// use at a small tradeoff for speed. |
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optimize( *m_objective ); |
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} |
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/* Test whether a constraint has been added to the solver. |
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*/ |
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bool hasConstraint( const Constraint& constraint ) const |
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{ |
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return m_cns.find( constraint ) != m_cns.end(); |
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} |
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191
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/* Add an edit variable to the solver. |
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193
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This method should be called before the `suggestValue` method is |
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used to supply a suggested value for the given edit variable. |
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Throws |
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------ |
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DuplicateEditVariable |
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The given edit variable has already been added to the solver. |
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BadRequiredStrength |
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The given strength is >= required. |
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*/ |
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719
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void addEditVariable( const Variable& variable, double strength ) |
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{ |
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719
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if( m_edits.find( variable ) != m_edits.end() ) |
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208
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0
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0
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throw DuplicateEditVariable( variable ); |
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719
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strength = strength::clip( strength ); |
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719
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if( strength == strength::required ) |
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0
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throw BadRequiredStrength(); |
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1438
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Constraint cn( Expression( variable ), OP_EQ, strength ); |
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719
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addConstraint( cn ); |
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1438
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EditInfo info; |
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719
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info.tag = m_cns[ cn ]; |
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719
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info.constraint = cn; |
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719
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info.constant = 0.0; |
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719
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m_edits[ variable ] = info; |
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719
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} |
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221
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/* Remove an edit variable from the solver. |
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223
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Throws |
224
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|
------ |
225
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UnknownEditVariable |
226
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The given edit variable has not been added to the solver. |
227
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228
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*/ |
229
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0
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|
void removeEditVariable( const Variable& variable ) |
230
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{ |
231
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0
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0
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auto it = m_edits.find( variable ); |
232
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0
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0
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|
|
if( it == m_edits.end() ) |
233
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0
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0
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|
|
throw UnknownEditVariable( variable ); |
234
|
0
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0
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|
removeConstraint( it->second.constraint ); |
235
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0
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0
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|
|
m_edits.erase( it ); |
236
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0
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|
} |
237
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238
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/* Test whether an edit variable has been added to the solver. |
239
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240
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*/ |
241
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0
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bool hasEditVariable( const Variable& variable ) const |
242
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{ |
243
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0
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0
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return m_edits.find( variable ) != m_edits.end(); |
244
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} |
245
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246
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/* Suggest a value for the given edit variable. |
247
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248
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This method should be used after an edit variable as been added to |
249
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the solver in order to suggest the value for that variable. |
250
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251
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Throws |
252
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------ |
253
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UnknownEditVariable |
254
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The given edit variable has not been added to the solver. |
255
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256
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*/ |
257
|
619
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|
void suggestValue( const Variable& variable, double value ) |
258
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{ |
259
|
619
|
50
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auto it = m_edits.find( variable ); |
260
|
619
|
50
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|
if( it == m_edits.end() ) |
261
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0
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0
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|
throw UnknownEditVariable( variable ); |
262
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263
|
1238
|
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|
DualOptimizeGuard guard( *this ); |
264
|
619
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EditInfo& info = it->second; |
265
|
619
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double delta = value - info.constant; |
266
|
619
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info.constant = value; |
267
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268
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// Check first if the positive error variable is basic. |
269
|
619
|
50
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|
|
auto row_it = m_rows.find( info.tag.marker ); |
270
|
619
|
100
|
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|
|
if( row_it != m_rows.end() ) |
271
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{ |
272
|
3
|
100
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|
|
if( row_it->second->add( -delta ) < 0.0 ) |
273
|
2
|
50
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|
m_infeasible_rows.push_back( row_it->first ); |
274
|
3
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|
|
return; |
275
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|
} |
276
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277
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|
// Check next if the negative error variable is basic. |
278
|
616
|
50
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|
|
row_it = m_rows.find( info.tag.other ); |
279
|
616
|
50
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|
|
if( row_it != m_rows.end() ) |
280
|
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|
{ |
281
|
0
|
0
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|
|
if( row_it->second->add( delta ) < 0.0 ) |
282
|
0
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0
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|
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|
|
m_infeasible_rows.push_back( row_it->first ); |
283
|
0
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|
|
|
return; |
284
|
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|
|
|
|
|
} |
285
|
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|
286
|
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|
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|
|
// Otherwise update each row where the error variables exist. |
287
|
277841
|
100
|
|
|
|
|
for (const auto & rowPair : m_rows) |
|
|
100
|
|
|
|
|
|
288
|
|
|
|
|
|
|
{ |
289
|
277222
|
50
|
|
|
|
|
double coeff = rowPair.second->coefficientFor( info.tag.marker ); |
290
|
279051
|
100
|
|
|
|
|
if( coeff != 0.0 && |
|
|
100
|
|
|
|
|
|
291
|
279051
|
100
|
|
|
|
|
rowPair.second->add( delta * coeff ) < 0.0 && |
|
|
50
|
|
|
|
|
|
292
|
3
|
|
|
|
|
|
rowPair.first.type() != Symbol::External ) |
293
|
3
|
50
|
|
|
|
|
m_infeasible_rows.push_back( rowPair.first ); |
294
|
|
|
|
|
|
|
} |
295
|
|
|
|
|
|
|
} |
296
|
|
|
|
|
|
|
|
297
|
|
|
|
|
|
|
/* Update the values of the external solver variables. |
298
|
|
|
|
|
|
|
|
299
|
|
|
|
|
|
|
*/ |
300
|
8
|
|
|
|
|
|
void updateVariables() |
301
|
|
|
|
|
|
|
{ |
302
|
8
|
|
|
|
|
|
auto row_end = m_rows.end(); |
303
|
|
|
|
|
|
|
|
304
|
3718
|
100
|
|
|
|
|
for (auto &varPair : m_vars) |
305
|
|
|
|
|
|
|
{ |
306
|
3710
|
|
|
|
|
|
Variable& var = varPair.first; |
307
|
3710
|
50
|
|
|
|
|
auto row_it = m_rows.find( varPair.second ); |
308
|
3710
|
50
|
|
|
|
|
if( row_it == row_end ) |
309
|
0
|
0
|
|
|
|
|
var.setValue( 0.0 ); |
310
|
|
|
|
|
|
|
else |
311
|
3710
|
50
|
|
|
|
|
var.setValue( row_it->second->constant() ); |
312
|
|
|
|
|
|
|
} |
313
|
8
|
|
|
|
|
|
} |
314
|
|
|
|
|
|
|
|
315
|
|
|
|
|
|
|
/* Reset the solver to the empty starting condition. |
316
|
|
|
|
|
|
|
|
317
|
|
|
|
|
|
|
This method resets the internal solver state to the empty starting |
318
|
|
|
|
|
|
|
condition, as if no constraints or edit variables have been added. |
319
|
|
|
|
|
|
|
This can be faster than deleting the solver and creating a new one |
320
|
|
|
|
|
|
|
when the entire system must change, since it can avoid unecessary |
321
|
|
|
|
|
|
|
heap (de)allocations. |
322
|
|
|
|
|
|
|
|
323
|
|
|
|
|
|
|
*/ |
324
|
0
|
|
|
|
|
|
void reset() |
325
|
|
|
|
|
|
|
{ |
326
|
0
|
|
|
|
|
|
clearRows(); |
327
|
0
|
|
|
|
|
|
m_cns.clear(); |
328
|
0
|
|
|
|
|
|
m_vars.clear(); |
329
|
0
|
|
|
|
|
|
m_edits.clear(); |
330
|
0
|
|
|
|
|
|
m_infeasible_rows.clear(); |
331
|
0
|
0
|
|
|
|
|
m_objective.reset( new Row() ); |
332
|
0
|
|
|
|
|
|
m_artificial.reset(); |
333
|
0
|
|
|
|
|
|
m_id_tick = 1; |
334
|
0
|
|
|
|
|
|
} |
335
|
|
|
|
|
|
|
|
336
|
|
|
|
|
|
|
SolverImpl& operator=( const SolverImpl& ) = delete; |
337
|
|
|
|
|
|
|
|
338
|
|
|
|
|
|
|
SolverImpl& operator=( SolverImpl&& ) = delete; |
339
|
|
|
|
|
|
|
|
340
|
|
|
|
|
|
|
private: |
341
|
|
|
|
|
|
|
|
342
|
|
|
|
|
|
|
struct RowDeleter |
343
|
|
|
|
|
|
|
{ |
344
|
|
|
|
|
|
|
template<typename T> |
345
|
6432
|
50
|
|
|
|
|
void operator()( T& pair ) { delete pair.second; } |
346
|
|
|
|
|
|
|
}; |
347
|
|
|
|
|
|
|
|
348
|
5
|
|
|
|
|
|
void clearRows() |
349
|
|
|
|
|
|
|
{ |
350
|
5
|
50
|
|
|
|
|
std::for_each( m_rows.begin(), m_rows.end(), RowDeleter() ); |
351
|
5
|
|
|
|
|
|
m_rows.clear(); |
352
|
5
|
|
|
|
|
|
} |
353
|
|
|
|
|
|
|
|
354
|
|
|
|
|
|
|
/* Get the symbol for the given variable. |
355
|
|
|
|
|
|
|
|
356
|
|
|
|
|
|
|
If a symbol does not exist for the variable, one will be created. |
357
|
|
|
|
|
|
|
|
358
|
|
|
|
|
|
|
*/ |
359
|
6121
|
|
|
|
|
|
Symbol getVarSymbol( const Variable& variable ) |
360
|
|
|
|
|
|
|
{ |
361
|
6121
|
50
|
|
|
|
|
auto it = m_vars.find( variable ); |
362
|
6121
|
100
|
|
|
|
|
if( it != m_vars.end() ) |
363
|
3638
|
|
|
|
|
|
return it->second; |
364
|
2483
|
|
|
|
|
|
Symbol symbol( Symbol::External, m_id_tick++ ); |
365
|
2483
|
50
|
|
|
|
|
m_vars[ variable ] = symbol; |
366
|
6121
|
|
|
|
|
|
return symbol; |
367
|
|
|
|
|
|
|
} |
368
|
|
|
|
|
|
|
|
369
|
|
|
|
|
|
|
/* Create a new Row object for the given constraint. |
370
|
|
|
|
|
|
|
|
371
|
|
|
|
|
|
|
The terms in the constraint will be converted to cells in the row. |
372
|
|
|
|
|
|
|
Any term in the constraint with a coefficient of zero is ignored. |
373
|
|
|
|
|
|
|
This method uses the `getVarSymbol` method to get the symbol for |
374
|
|
|
|
|
|
|
the variables added to the row. If the symbol for a given cell |
375
|
|
|
|
|
|
|
variable is basic, the cell variable will be substituted with the |
376
|
|
|
|
|
|
|
basic row. |
377
|
|
|
|
|
|
|
|
378
|
|
|
|
|
|
|
The necessary slack and error variables will be added to the row. |
379
|
|
|
|
|
|
|
If the constant for the row is negative, the sign for the row |
380
|
|
|
|
|
|
|
will be inverted so the constant becomes positive. |
381
|
|
|
|
|
|
|
|
382
|
|
|
|
|
|
|
The tag will be updated with the marker and error symbols to use |
383
|
|
|
|
|
|
|
for tracking the movement of the constraint in the tableau. |
384
|
|
|
|
|
|
|
|
385
|
|
|
|
|
|
|
*/ |
386
|
3216
|
|
|
|
|
|
std::unique_ptr<Row> createRow( const Constraint& constraint, Tag& tag ) |
387
|
|
|
|
|
|
|
{ |
388
|
3216
|
|
|
|
|
|
const Expression& expr( constraint.expression() ); |
389
|
3216
|
50
|
|
|
|
|
std::unique_ptr<Row> row( new Row( expr.constant() ) ); |
|
|
50
|
|
|
|
|
|
390
|
|
|
|
|
|
|
|
391
|
|
|
|
|
|
|
// Substitute the current basic variables into the row. |
392
|
9337
|
100
|
|
|
|
|
for (const auto &term : expr.terms()) |
393
|
|
|
|
|
|
|
{ |
394
|
6121
|
50
|
|
|
|
|
if( !nearZero( term.coefficient() ) ) |
395
|
|
|
|
|
|
|
{ |
396
|
6121
|
50
|
|
|
|
|
Symbol symbol( getVarSymbol( term.variable() ) ); |
397
|
6121
|
50
|
|
|
|
|
auto row_it = m_rows.find( symbol ); |
398
|
6121
|
100
|
|
|
|
|
if( row_it != m_rows.end() ) |
399
|
2639
|
50
|
|
|
|
|
row->insert( *row_it->second, term.coefficient() ); |
400
|
|
|
|
|
|
|
else |
401
|
6121
|
50
|
|
|
|
|
row->insert( symbol, term.coefficient() ); |
402
|
|
|
|
|
|
|
} |
403
|
|
|
|
|
|
|
} |
404
|
|
|
|
|
|
|
|
405
|
|
|
|
|
|
|
// Add the necessary slack, error, and dummy variables. |
406
|
3216
|
50
|
|
|
|
|
switch( constraint.op() ) |
407
|
|
|
|
|
|
|
{ |
408
|
|
|
|
|
|
|
case OP_LE: |
409
|
|
|
|
|
|
|
case OP_GE: |
410
|
|
|
|
|
|
|
{ |
411
|
759
|
50
|
|
|
|
|
double coeff = constraint.op() == OP_LE ? 1.0 : -1.0; |
|
|
100
|
|
|
|
|
|
412
|
759
|
|
|
|
|
|
Symbol slack( Symbol::Slack, m_id_tick++ ); |
413
|
759
|
|
|
|
|
|
tag.marker = slack; |
414
|
759
|
50
|
|
|
|
|
row->insert( slack, coeff ); |
415
|
759
|
50
|
|
|
|
|
if( constraint.strength() < strength::required ) |
|
|
50
|
|
|
|
|
|
416
|
|
|
|
|
|
|
{ |
417
|
0
|
|
|
|
|
|
Symbol error( Symbol::Error, m_id_tick++ ); |
418
|
0
|
|
|
|
|
|
tag.other = error; |
419
|
0
|
0
|
|
|
|
|
row->insert( error, -coeff ); |
420
|
0
|
0
|
|
|
|
|
m_objective->insert( error, constraint.strength() ); |
|
|
0
|
|
|
|
|
|
421
|
|
|
|
|
|
|
} |
422
|
759
|
|
|
|
|
|
break; |
423
|
|
|
|
|
|
|
} |
424
|
|
|
|
|
|
|
case OP_EQ: |
425
|
|
|
|
|
|
|
{ |
426
|
2457
|
50
|
|
|
|
|
if( constraint.strength() < strength::required ) |
|
|
100
|
|
|
|
|
|
427
|
|
|
|
|
|
|
{ |
428
|
720
|
|
|
|
|
|
Symbol errplus( Symbol::Error, m_id_tick++ ); |
429
|
720
|
|
|
|
|
|
Symbol errminus( Symbol::Error, m_id_tick++ ); |
430
|
720
|
|
|
|
|
|
tag.marker = errplus; |
431
|
720
|
|
|
|
|
|
tag.other = errminus; |
432
|
720
|
50
|
|
|
|
|
row->insert( errplus, -1.0 ); // v = eplus - eminus |
433
|
720
|
50
|
|
|
|
|
row->insert( errminus, 1.0 ); // v - eplus + eminus = 0 |
434
|
720
|
50
|
|
|
|
|
m_objective->insert( errplus, constraint.strength() ); |
|
|
50
|
|
|
|
|
|
435
|
720
|
50
|
|
|
|
|
m_objective->insert( errminus, constraint.strength() ); |
|
|
50
|
|
|
|
|
|
436
|
|
|
|
|
|
|
} |
437
|
|
|
|
|
|
|
else |
438
|
|
|
|
|
|
|
{ |
439
|
1737
|
|
|
|
|
|
Symbol dummy( Symbol::Dummy, m_id_tick++ ); |
440
|
1737
|
|
|
|
|
|
tag.marker = dummy; |
441
|
1737
|
50
|
|
|
|
|
row->insert( dummy ); |
442
|
|
|
|
|
|
|
} |
443
|
2457
|
|
|
|
|
|
break; |
444
|
|
|
|
|
|
|
} |
445
|
|
|
|
|
|
|
} |
446
|
|
|
|
|
|
|
|
447
|
|
|
|
|
|
|
// Ensure the row as a positive constant. |
448
|
3216
|
100
|
|
|
|
|
if( row->constant() < 0.0 ) |
449
|
578
|
50
|
|
|
|
|
row->reverseSign(); |
450
|
|
|
|
|
|
|
|
451
|
3216
|
|
|
|
|
|
return row; |
452
|
|
|
|
|
|
|
} |
453
|
|
|
|
|
|
|
|
454
|
|
|
|
|
|
|
/* Choose the subject for solving for the row. |
455
|
|
|
|
|
|
|
|
456
|
|
|
|
|
|
|
This method will choose the best subject for using as the solve |
457
|
|
|
|
|
|
|
target for the row. An invalid symbol will be returned if there |
458
|
|
|
|
|
|
|
is no valid target. |
459
|
|
|
|
|
|
|
|
460
|
|
|
|
|
|
|
The symbols are chosen according to the following precedence: |
461
|
|
|
|
|
|
|
|
462
|
|
|
|
|
|
|
1) The first symbol representing an external variable. |
463
|
|
|
|
|
|
|
2) A negative slack or error tag variable. |
464
|
|
|
|
|
|
|
|
465
|
|
|
|
|
|
|
If a subject cannot be found, an invalid symbol will be returned. |
466
|
|
|
|
|
|
|
|
467
|
|
|
|
|
|
|
*/ |
468
|
3216
|
|
|
|
|
|
Symbol chooseSubject( const Row& row, const Tag& tag ) const |
469
|
|
|
|
|
|
|
{ |
470
|
25153
|
100
|
|
|
|
|
for (const auto &cellPair : row.cells()) |
471
|
|
|
|
|
|
|
{ |
472
|
24420
|
100
|
|
|
|
|
if( cellPair.first.type() == Symbol::External ) |
473
|
2483
|
|
|
|
|
|
return cellPair.first; |
474
|
|
|
|
|
|
|
} |
475
|
733
|
100
|
|
|
|
|
if( tag.marker.type() == Symbol::Slack || tag.marker.type() == Symbol::Error ) |
|
|
100
|
|
|
|
|
|
|
|
100
|
|
|
|
|
|
476
|
|
|
|
|
|
|
{ |
477
|
508
|
100
|
|
|
|
|
if( row.coefficientFor( tag.marker ) < 0.0 ) |
478
|
316
|
|
|
|
|
|
return tag.marker; |
479
|
|
|
|
|
|
|
} |
480
|
417
|
50
|
|
|
|
|
if( tag.other.type() == Symbol::Slack || tag.other.type() == Symbol::Error ) |
|
|
100
|
|
|
|
|
|
|
|
100
|
|
|
|
|
|
481
|
|
|
|
|
|
|
{ |
482
|
2
|
50
|
|
|
|
|
if( row.coefficientFor( tag.other ) < 0.0 ) |
483
|
2
|
|
|
|
|
|
return tag.other; |
484
|
|
|
|
|
|
|
} |
485
|
415
|
|
|
|
|
|
return Symbol(); |
486
|
|
|
|
|
|
|
} |
487
|
|
|
|
|
|
|
|
488
|
|
|
|
|
|
|
/* Add the row to the tableau using an artificial variable. |
489
|
|
|
|
|
|
|
|
490
|
|
|
|
|
|
|
This will return false if the constraint cannot be satisfied. |
491
|
|
|
|
|
|
|
|
492
|
|
|
|
|
|
|
*/ |
493
|
415
|
|
|
|
|
|
bool addWithArtificialVariable( const Row& row ) |
494
|
|
|
|
|
|
|
{ |
495
|
|
|
|
|
|
|
// Create and add the artificial variable to the tableau |
496
|
415
|
|
|
|
|
|
Symbol art( Symbol::Slack, m_id_tick++ ); |
497
|
415
|
50
|
|
|
|
|
m_rows[ art ] = new Row( row ); |
|
|
50
|
|
|
|
|
|
|
|
50
|
|
|
|
|
|
498
|
415
|
50
|
|
|
|
|
m_artificial.reset( new Row( row ) ); |
|
|
50
|
|
|
|
|
|
499
|
|
|
|
|
|
|
|
500
|
|
|
|
|
|
|
// Optimize the artificial objective. This is successful |
501
|
|
|
|
|
|
|
// only if the artificial objective is optimized to zero. |
502
|
415
|
50
|
|
|
|
|
optimize( *m_artificial ); |
503
|
415
|
|
|
|
|
|
bool success = nearZero( m_artificial->constant() ); |
504
|
415
|
|
|
|
|
|
m_artificial.reset(); |
505
|
|
|
|
|
|
|
|
506
|
|
|
|
|
|
|
// If the artificial variable is not basic, pivot the row so that |
507
|
|
|
|
|
|
|
// it becomes basic. If the row is constant, exit early. |
508
|
415
|
50
|
|
|
|
|
auto it = m_rows.find( art ); |
509
|
415
|
50
|
|
|
|
|
if( it != m_rows.end() ) |
510
|
|
|
|
|
|
|
{ |
511
|
0
|
|
|
|
|
|
std::unique_ptr<Row> rowptr( it->second ); |
512
|
0
|
0
|
|
|
|
|
m_rows.erase( it ); |
513
|
0
|
0
|
|
|
|
|
if( rowptr->cells().empty() ) |
514
|
0
|
|
|
|
|
|
return success; |
515
|
0
|
0
|
|
|
|
|
Symbol entering( anyPivotableSymbol( *rowptr ) ); |
516
|
0
|
0
|
|
|
|
|
if( entering.type() == Symbol::Invalid ) |
517
|
0
|
|
|
|
|
|
return false; // unsatisfiable (will this ever happen?) |
518
|
0
|
0
|
|
|
|
|
rowptr->solveFor( art, entering ); |
519
|
0
|
0
|
|
|
|
|
substitute( entering, *rowptr ); |
520
|
0
|
0
|
|
|
|
|
m_rows[ entering ] = rowptr.release(); |
|
|
0
|
|
|
|
|
|
521
|
|
|
|
|
|
|
} |
522
|
|
|
|
|
|
|
|
523
|
|
|
|
|
|
|
// Remove the artificial variable from the tableau. |
524
|
172254
|
100
|
|
|
|
|
for (auto &rowPair : m_rows) |
525
|
171839
|
50
|
|
|
|
|
rowPair.second->remove(art); |
526
|
|
|
|
|
|
|
|
527
|
415
|
50
|
|
|
|
|
m_objective->remove( art ); |
528
|
415
|
|
|
|
|
|
return success; |
529
|
|
|
|
|
|
|
} |
530
|
|
|
|
|
|
|
|
531
|
|
|
|
|
|
|
/* Substitute the parametric symbol with the given row. |
532
|
|
|
|
|
|
|
|
533
|
|
|
|
|
|
|
This method will substitute all instances of the parametric symbol |
534
|
|
|
|
|
|
|
in the tableau and the objective function with the given row. |
535
|
|
|
|
|
|
|
|
536
|
|
|
|
|
|
|
*/ |
537
|
10753
|
|
|
|
|
|
void substitute( const Symbol& symbol, const Row& row ) |
538
|
|
|
|
|
|
|
{ |
539
|
3075174
|
100
|
|
|
|
|
for( auto& rowPair : m_rows ) |
540
|
|
|
|
|
|
|
{ |
541
|
3064421
|
50
|
|
|
|
|
rowPair.second->substitute( symbol, row ); |
542
|
3894969
|
100
|
|
|
|
|
if( rowPair.first.type() != Symbol::External && |
543
|
830548
|
|
|
|
|
|
rowPair.second->constant() < 0.0 ) |
544
|
2
|
50
|
|
|
|
|
m_infeasible_rows.push_back( rowPair.first ); |
545
|
|
|
|
|
|
|
} |
546
|
10753
|
|
|
|
|
|
m_objective->substitute( symbol, row ); |
547
|
10753
|
100
|
|
|
|
|
if( m_artificial.get() ) |
548
|
2937
|
|
|
|
|
|
m_artificial->substitute( symbol, row ); |
549
|
10753
|
|
|
|
|
|
} |
550
|
|
|
|
|
|
|
|
551
|
|
|
|
|
|
|
/* Optimize the system for the given objective function. |
552
|
|
|
|
|
|
|
|
553
|
|
|
|
|
|
|
This method performs iterations of Phase 2 of the simplex method |
554
|
|
|
|
|
|
|
until the objective function reaches a minimum. |
555
|
|
|
|
|
|
|
|
556
|
|
|
|
|
|
|
Throws |
557
|
|
|
|
|
|
|
------ |
558
|
|
|
|
|
|
|
InternalSolverError |
559
|
|
|
|
|
|
|
The value of the objective function is unbounded. |
560
|
|
|
|
|
|
|
|
561
|
|
|
|
|
|
|
*/ |
562
|
3631
|
|
|
|
|
|
void optimize( const Row& objective ) |
563
|
|
|
|
|
|
|
{ |
564
|
7946
|
|
|
|
|
|
while( true ) |
565
|
|
|
|
|
|
|
{ |
566
|
11577
|
50
|
|
|
|
|
Symbol entering( getEnteringSymbol( objective ) ); |
567
|
11577
|
100
|
|
|
|
|
if( entering.type() == Symbol::Invalid ) |
568
|
3631
|
|
|
|
|
|
return; |
569
|
7946
|
50
|
|
|
|
|
auto it = getLeavingRow( entering ); |
570
|
7946
|
50
|
|
|
|
|
if( it == m_rows.end() ) |
571
|
0
|
0
|
|
|
|
|
throw InternalSolverError( "The objective is unbounded." ); |
572
|
|
|
|
|
|
|
// pivot the entering symbol into the basis |
573
|
7946
|
|
|
|
|
|
Symbol leaving( it->first ); |
574
|
7946
|
|
|
|
|
|
Row* row = it->second; |
575
|
7946
|
50
|
|
|
|
|
m_rows.erase( it ); |
576
|
7946
|
50
|
|
|
|
|
row->solveFor( leaving, entering ); |
577
|
7946
|
50
|
|
|
|
|
substitute( entering, *row ); |
578
|
7946
|
50
|
|
|
|
|
m_rows[ entering ] = row; |
579
|
|
|
|
|
|
|
} |
580
|
|
|
|
|
|
|
} |
581
|
|
|
|
|
|
|
|
582
|
|
|
|
|
|
|
/* Optimize the system using the dual of the simplex method. |
583
|
|
|
|
|
|
|
|
584
|
|
|
|
|
|
|
The current state of the system should be such that the objective |
585
|
|
|
|
|
|
|
function is optimal, but not feasible. This method will perform |
586
|
|
|
|
|
|
|
an iteration of the dual simplex method to make the solution both |
587
|
|
|
|
|
|
|
optimal and feasible. |
588
|
|
|
|
|
|
|
|
589
|
|
|
|
|
|
|
Throws |
590
|
|
|
|
|
|
|
------ |
591
|
|
|
|
|
|
|
InternalSolverError |
592
|
|
|
|
|
|
|
The system cannot be dual optimized. |
593
|
|
|
|
|
|
|
|
594
|
|
|
|
|
|
|
*/ |
595
|
619
|
|
|
|
|
|
void dualOptimize() |
596
|
|
|
|
|
|
|
{ |
597
|
626
|
100
|
|
|
|
|
while( !m_infeasible_rows.empty() ) |
598
|
|
|
|
|
|
|
{ |
599
|
|
|
|
|
|
|
|
600
|
7
|
|
|
|
|
|
Symbol leaving( m_infeasible_rows.back() ); |
601
|
7
|
|
|
|
|
|
m_infeasible_rows.pop_back(); |
602
|
7
|
50
|
|
|
|
|
auto it = m_rows.find( leaving ); |
603
|
13
|
50
|
|
|
|
|
if( it != m_rows.end() && !nearZero( it->second->constant() ) && |
|
|
50
|
|
|
|
|
|
|
|
100
|
|
|
|
|
|
604
|
6
|
|
|
|
|
|
it->second->constant() < 0.0 ) |
605
|
|
|
|
|
|
|
{ |
606
|
6
|
50
|
|
|
|
|
Symbol entering( getDualEnteringSymbol( *it->second ) ); |
607
|
6
|
50
|
|
|
|
|
if( entering.type() == Symbol::Invalid ) |
608
|
0
|
0
|
|
|
|
|
throw InternalSolverError( "Dual optimize failed." ); |
609
|
|
|
|
|
|
|
// pivot the entering symbol into the basis |
610
|
6
|
|
|
|
|
|
Row* row = it->second; |
611
|
6
|
50
|
|
|
|
|
m_rows.erase( it ); |
612
|
6
|
50
|
|
|
|
|
row->solveFor( leaving, entering ); |
613
|
6
|
50
|
|
|
|
|
substitute( entering, *row ); |
614
|
6
|
50
|
|
|
|
|
m_rows[ entering ] = row; |
615
|
|
|
|
|
|
|
} |
616
|
|
|
|
|
|
|
} |
617
|
619
|
|
|
|
|
|
} |
618
|
|
|
|
|
|
|
|
619
|
|
|
|
|
|
|
/* Compute the entering variable for a pivot operation. |
620
|
|
|
|
|
|
|
|
621
|
|
|
|
|
|
|
This method will return first symbol in the objective function which |
622
|
|
|
|
|
|
|
is non-dummy and has a coefficient less than zero. If no symbol meets |
623
|
|
|
|
|
|
|
the criteria, it means the objective function is at a minimum, and an |
624
|
|
|
|
|
|
|
invalid symbol is returned. |
625
|
|
|
|
|
|
|
|
626
|
|
|
|
|
|
|
*/ |
627
|
11577
|
|
|
|
|
|
Symbol getEnteringSymbol( const Row& objective ) const |
628
|
|
|
|
|
|
|
{ |
629
|
1606101
|
100
|
|
|
|
|
for (const auto &cellPair : objective.cells()) |
630
|
|
|
|
|
|
|
{ |
631
|
1602470
|
100
|
|
|
|
|
if( cellPair.first.type() != Symbol::Dummy && cellPair.second < 0.0 ) |
|
|
100
|
|
|
|
|
|
|
|
100
|
|
|
|
|
|
632
|
7946
|
|
|
|
|
|
return cellPair.first; |
633
|
|
|
|
|
|
|
} |
634
|
3631
|
|
|
|
|
|
return Symbol(); |
635
|
|
|
|
|
|
|
} |
636
|
|
|
|
|
|
|
|
637
|
|
|
|
|
|
|
/* Compute the entering symbol for the dual optimize operation. |
638
|
|
|
|
|
|
|
|
639
|
|
|
|
|
|
|
This method will return the symbol in the row which has a positive |
640
|
|
|
|
|
|
|
coefficient and yields the minimum ratio for its respective symbol |
641
|
|
|
|
|
|
|
in the objective function. The provided row *must* be infeasible. |
642
|
|
|
|
|
|
|
If no symbol is found which meats the criteria, an invalid symbol |
643
|
|
|
|
|
|
|
is returned. |
644
|
|
|
|
|
|
|
|
645
|
|
|
|
|
|
|
*/ |
646
|
6
|
|
|
|
|
|
Symbol getDualEnteringSymbol( const Row& row ) const |
647
|
|
|
|
|
|
|
{ |
648
|
6
|
|
|
|
|
|
Symbol entering; |
649
|
6
|
|
|
|
|
|
double ratio = std::numeric_limits<double>::max(); |
650
|
2687
|
100
|
|
|
|
|
for (const auto &cellPair : row.cells()) |
651
|
|
|
|
|
|
|
{ |
652
|
2681
|
100
|
|
|
|
|
if( cellPair.second > 0.0 && cellPair.first.type() != Symbol::Dummy ) |
|
|
100
|
|
|
|
|
|
|
|
100
|
|
|
|
|
|
653
|
|
|
|
|
|
|
{ |
654
|
589
|
50
|
|
|
|
|
double coeff = m_objective->coefficientFor( cellPair.first ); |
655
|
589
|
|
|
|
|
|
double r = coeff / cellPair.second; |
656
|
589
|
100
|
|
|
|
|
if( r < ratio ) |
657
|
|
|
|
|
|
|
{ |
658
|
6
|
|
|
|
|
|
ratio = r; |
659
|
589
|
|
|
|
|
|
entering = cellPair.first; |
660
|
|
|
|
|
|
|
} |
661
|
|
|
|
|
|
|
} |
662
|
|
|
|
|
|
|
} |
663
|
6
|
|
|
|
|
|
return entering; |
664
|
|
|
|
|
|
|
} |
665
|
|
|
|
|
|
|
|
666
|
|
|
|
|
|
|
/* Get the first Slack or Error symbol in the row. |
667
|
|
|
|
|
|
|
|
668
|
|
|
|
|
|
|
If no such symbol is present, and Invalid symbol will be returned. |
669
|
|
|
|
|
|
|
|
670
|
|
|
|
|
|
|
*/ |
671
|
0
|
|
|
|
|
|
Symbol anyPivotableSymbol( const Row& row ) const |
672
|
|
|
|
|
|
|
{ |
673
|
0
|
0
|
|
|
|
|
for (const auto &cellPair : row.cells()) |
674
|
|
|
|
|
|
|
{ |
675
|
0
|
|
|
|
|
|
const Symbol& sym( cellPair.first ); |
676
|
0
|
0
|
|
|
|
|
if( sym.type() == Symbol::Slack || sym.type() == Symbol::Error ) |
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
|
|
677
|
0
|
|
|
|
|
|
return sym; |
678
|
|
|
|
|
|
|
} |
679
|
0
|
|
|
|
|
|
return Symbol(); |
680
|
|
|
|
|
|
|
} |
681
|
|
|
|
|
|
|
|
682
|
|
|
|
|
|
|
/* Compute the row which holds the exit symbol for a pivot. |
683
|
|
|
|
|
|
|
|
684
|
|
|
|
|
|
|
This method will return an iterator to the row in the row map |
685
|
|
|
|
|
|
|
which holds the exit symbol. If no appropriate exit symbol is |
686
|
|
|
|
|
|
|
found, the end() iterator will be returned. This indicates that |
687
|
|
|
|
|
|
|
the objective function is unbounded. |
688
|
|
|
|
|
|
|
|
689
|
|
|
|
|
|
|
*/ |
690
|
7946
|
|
|
|
|
|
RowMap::iterator getLeavingRow( const Symbol& entering ) |
691
|
|
|
|
|
|
|
{ |
692
|
7946
|
|
|
|
|
|
double ratio = std::numeric_limits<double>::max(); |
693
|
7946
|
|
|
|
|
|
auto end = m_rows.end(); |
694
|
7946
|
|
|
|
|
|
auto found = m_rows.end(); |
695
|
1789089
|
100
|
|
|
|
|
for( auto it = m_rows.begin(); it != end; ++it ) |
696
|
|
|
|
|
|
|
{ |
697
|
1781143
|
100
|
|
|
|
|
if( it->first.type() != Symbol::External ) |
698
|
|
|
|
|
|
|
{ |
699
|
674527
|
50
|
|
|
|
|
double temp = it->second->coefficientFor( entering ); |
700
|
674527
|
100
|
|
|
|
|
if( temp < 0.0 ) |
701
|
|
|
|
|
|
|
{ |
702
|
183815
|
|
|
|
|
|
double temp_ratio = -it->second->constant() / temp; |
703
|
183815
|
100
|
|
|
|
|
if( temp_ratio < ratio ) |
704
|
|
|
|
|
|
|
{ |
705
|
131700
|
|
|
|
|
|
ratio = temp_ratio; |
706
|
674527
|
|
|
|
|
|
found = it; |
707
|
|
|
|
|
|
|
} |
708
|
|
|
|
|
|
|
} |
709
|
|
|
|
|
|
|
} |
710
|
|
|
|
|
|
|
} |
711
|
7946
|
|
|
|
|
|
return found; |
712
|
|
|
|
|
|
|
} |
713
|
|
|
|
|
|
|
|
714
|
|
|
|
|
|
|
/* Compute the leaving row for a marker variable. |
715
|
|
|
|
|
|
|
|
716
|
|
|
|
|
|
|
This method will return an iterator to the row in the row map |
717
|
|
|
|
|
|
|
which holds the given marker variable. The row will be chosen |
718
|
|
|
|
|
|
|
according to the following precedence: |
719
|
|
|
|
|
|
|
|
720
|
|
|
|
|
|
|
1) The row with a restricted basic varible and a negative coefficient |
721
|
|
|
|
|
|
|
for the marker with the smallest ratio of -constant / coefficient. |
722
|
|
|
|
|
|
|
|
723
|
|
|
|
|
|
|
2) The row with a restricted basic variable and the smallest ratio |
724
|
|
|
|
|
|
|
of constant / coefficient. |
725
|
|
|
|
|
|
|
|
726
|
|
|
|
|
|
|
3) The last unrestricted row which contains the marker. |
727
|
|
|
|
|
|
|
|
728
|
|
|
|
|
|
|
If the marker does not exist in any row, the row map end() iterator |
729
|
|
|
|
|
|
|
will be returned. This indicates an internal solver error since |
730
|
|
|
|
|
|
|
the marker *should* exist somewhere in the tableau. |
731
|
|
|
|
|
|
|
|
732
|
|
|
|
|
|
|
*/ |
733
|
0
|
|
|
|
|
|
RowMap::iterator getMarkerLeavingRow( const Symbol& marker ) |
734
|
|
|
|
|
|
|
{ |
735
|
0
|
|
|
|
|
|
const double dmax = std::numeric_limits<double>::max(); |
736
|
0
|
|
|
|
|
|
double r1 = dmax; |
737
|
0
|
|
|
|
|
|
double r2 = dmax; |
738
|
0
|
|
|
|
|
|
auto end = m_rows.end(); |
739
|
0
|
|
|
|
|
|
auto first = end; |
740
|
0
|
|
|
|
|
|
auto second = end; |
741
|
0
|
|
|
|
|
|
auto third = end; |
742
|
0
|
0
|
|
|
|
|
for( auto it = m_rows.begin(); it != end; ++it ) |
743
|
|
|
|
|
|
|
{ |
744
|
0
|
0
|
|
|
|
|
double c = it->second->coefficientFor( marker ); |
745
|
0
|
0
|
|
|
|
|
if( c == 0.0 ) |
746
|
0
|
|
|
|
|
|
continue; |
747
|
0
|
0
|
|
|
|
|
if( it->first.type() == Symbol::External ) |
748
|
|
|
|
|
|
|
{ |
749
|
0
|
|
|
|
|
|
third = it; |
750
|
|
|
|
|
|
|
} |
751
|
0
|
0
|
|
|
|
|
else if( c < 0.0 ) |
752
|
|
|
|
|
|
|
{ |
753
|
0
|
|
|
|
|
|
double r = -it->second->constant() / c; |
754
|
0
|
0
|
|
|
|
|
if( r < r1 ) |
755
|
|
|
|
|
|
|
{ |
756
|
0
|
|
|
|
|
|
r1 = r; |
757
|
0
|
|
|
|
|
|
first = it; |
758
|
|
|
|
|
|
|
} |
759
|
|
|
|
|
|
|
} |
760
|
|
|
|
|
|
|
else |
761
|
|
|
|
|
|
|
{ |
762
|
0
|
|
|
|
|
|
double r = it->second->constant() / c; |
763
|
0
|
0
|
|
|
|
|
if( r < r2 ) |
764
|
|
|
|
|
|
|
{ |
765
|
0
|
|
|
|
|
|
r2 = r; |
766
|
0
|
|
|
|
|
|
second = it; |
767
|
|
|
|
|
|
|
} |
768
|
|
|
|
|
|
|
} |
769
|
|
|
|
|
|
|
} |
770
|
0
|
0
|
|
|
|
|
if( first != end ) |
771
|
0
|
|
|
|
|
|
return first; |
772
|
0
|
0
|
|
|
|
|
if( second != end ) |
773
|
0
|
|
|
|
|
|
return second; |
774
|
0
|
|
|
|
|
|
return third; |
775
|
|
|
|
|
|
|
} |
776
|
|
|
|
|
|
|
|
777
|
|
|
|
|
|
|
/* Remove the effects of a constraint on the objective function. |
778
|
|
|
|
|
|
|
|
779
|
|
|
|
|
|
|
*/ |
780
|
0
|
|
|
|
|
|
void removeConstraintEffects( const Constraint& cn, const Tag& tag ) |
781
|
|
|
|
|
|
|
{ |
782
|
0
|
0
|
|
|
|
|
if( tag.marker.type() == Symbol::Error ) |
783
|
0
|
|
|
|
|
|
removeMarkerEffects( tag.marker, cn.strength() ); |
784
|
0
|
0
|
|
|
|
|
if( tag.other.type() == Symbol::Error ) |
785
|
0
|
|
|
|
|
|
removeMarkerEffects( tag.other, cn.strength() ); |
786
|
0
|
|
|
|
|
|
} |
787
|
|
|
|
|
|
|
|
788
|
|
|
|
|
|
|
/* Remove the effects of an error marker on the objective function. |
789
|
|
|
|
|
|
|
|
790
|
|
|
|
|
|
|
*/ |
791
|
0
|
|
|
|
|
|
void removeMarkerEffects( const Symbol& marker, double strength ) |
792
|
|
|
|
|
|
|
{ |
793
|
0
|
0
|
|
|
|
|
auto row_it = m_rows.find( marker ); |
794
|
0
|
0
|
|
|
|
|
if( row_it != m_rows.end() ) |
795
|
0
|
0
|
|
|
|
|
m_objective->insert( *row_it->second, -strength ); |
796
|
|
|
|
|
|
|
else |
797
|
0
|
0
|
|
|
|
|
m_objective->insert( marker, -strength ); |
798
|
0
|
|
|
|
|
|
} |
799
|
|
|
|
|
|
|
|
800
|
|
|
|
|
|
|
/* Test whether a row is composed of all dummy variables. |
801
|
|
|
|
|
|
|
|
802
|
|
|
|
|
|
|
*/ |
803
|
415
|
|
|
|
|
|
bool allDummies( const Row& row ) const |
804
|
|
|
|
|
|
|
{ |
805
|
478
|
50
|
|
|
|
|
for (const auto &rowPair : row.cells()) |
806
|
|
|
|
|
|
|
{ |
807
|
478
|
100
|
|
|
|
|
if( rowPair.first.type() != Symbol::Dummy ) |
808
|
415
|
|
|
|
|
|
return false; |
809
|
|
|
|
|
|
|
} |
810
|
0
|
|
|
|
|
|
return true; |
811
|
|
|
|
|
|
|
} |
812
|
|
|
|
|
|
|
|
813
|
|
|
|
|
|
|
CnMap m_cns; |
814
|
|
|
|
|
|
|
RowMap m_rows; |
815
|
|
|
|
|
|
|
VarMap m_vars; |
816
|
|
|
|
|
|
|
EditMap m_edits; |
817
|
|
|
|
|
|
|
std::vector<Symbol> m_infeasible_rows; |
818
|
|
|
|
|
|
|
std::unique_ptr<Row> m_objective; |
819
|
|
|
|
|
|
|
std::unique_ptr<Row> m_artificial; |
820
|
|
|
|
|
|
|
Symbol::Id m_id_tick; |
821
|
|
|
|
|
|
|
}; |
822
|
|
|
|
|
|
|
|
823
|
|
|
|
|
|
|
} // namespace impl |
824
|
|
|
|
|
|
|
|
825
|
|
|
|
|
|
|
} // namespace kiwi |