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- /* glpnpp04.c */
- /***********************************************************************
- * This code is part of GLPK (GNU Linear Programming Kit).
- *
- * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
- * 2009, 2010 Andrew Makhorin, Department for Applied Informatics,
- * Moscow Aviation Institute, Moscow, Russia. All rights reserved.
- * E-mail: <mao@gnu.org>.
- *
- * GLPK is free software: you can redistribute it and/or modify it
- * under the terms of the GNU General Public License as published by
- * the Free Software Foundation, either version 3 of the License, or
- * (at your option) any later version.
- *
- * GLPK is distributed in the hope that it will be useful, but WITHOUT
- * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
- * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
- * License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with GLPK. If not, see <http://www.gnu.org/licenses/>.
- ***********************************************************************/
- #include "glpnpp.h"
- /***********************************************************************
- * NAME
- *
- * npp_binarize_prob - binarize MIP problem
- *
- * SYNOPSIS
- *
- * #include "glpnpp.h"
- * int npp_binarize_prob(NPP *npp);
- *
- * DESCRIPTION
- *
- * The routine npp_binarize_prob replaces in the original MIP problem
- * every integer variable:
- *
- * l[q] <= x[q] <= u[q], (1)
- *
- * where l[q] < u[q], by an equivalent sum of binary variables.
- *
- * RETURNS
- *
- * The routine returns the number of integer variables for which the
- * transformation failed, because u[q] - l[q] > d_max.
- *
- * PROBLEM TRANSFORMATION
- *
- * If variable x[q] has non-zero lower bound, it is first processed
- * with the routine npp_lbnd_col. Thus, we can assume that:
- *
- * 0 <= x[q] <= u[q]. (2)
- *
- * If u[q] = 1, variable x[q] is already binary, so further processing
- * is not needed. Let, therefore, that 2 <= u[q] <= d_max, and n be a
- * smallest integer such that u[q] <= 2^n - 1 (n >= 2, since u[q] >= 2).
- * Then variable x[q] can be replaced by the following sum:
- *
- * n-1
- * x[q] = sum 2^k x[k], (3)
- * k=0
- *
- * where x[k] are binary columns (variables). If u[q] < 2^n - 1, the
- * following additional inequality constraint must be also included in
- * the transformed problem:
- *
- * n-1
- * sum 2^k x[k] <= u[q]. (4)
- * k=0
- *
- * Note: Assuming that in the transformed problem x[q] becomes binary
- * variable x[0], this transformation causes new n-1 binary variables
- * to appear.
- *
- * Substituting x[q] from (3) to the objective row gives:
- *
- * z = sum c[j] x[j] + c[0] =
- * j
- *
- * = sum c[j] x[j] + c[q] x[q] + c[0] =
- * j!=q
- * n-1
- * = sum c[j] x[j] + c[q] sum 2^k x[k] + c[0] =
- * j!=q k=0
- * n-1
- * = sum c[j] x[j] + sum c[k] x[k] + c[0],
- * j!=q k=0
- *
- * where:
- *
- * c[k] = 2^k c[q], k = 0, ..., n-1. (5)
- *
- * And substituting x[q] from (3) to i-th constraint row i gives:
- *
- * L[i] <= sum a[i,j] x[j] <= U[i] ==>
- * j
- *
- * L[i] <= sum a[i,j] x[j] + a[i,q] x[q] <= U[i] ==>
- * j!=q
- * n-1
- * L[i] <= sum a[i,j] x[j] + a[i,q] sum 2^k x[k] <= U[i] ==>
- * j!=q k=0
- * n-1
- * L[i] <= sum a[i,j] x[j] + sum a[i,k] x[k] <= U[i],
- * j!=q k=0
- *
- * where:
- *
- * a[i,k] = 2^k a[i,q], k = 0, ..., n-1. (6)
- *
- * RECOVERING SOLUTION
- *
- * Value of variable x[q] is computed with formula (3). */
- struct binarize
- { int q;
- /* column reference number for x[q] = x[0] */
- int j;
- /* column reference number for x[1]; x[2] has reference number
- j+1, x[3] - j+2, etc. */
- int n;
- /* total number of binary variables, n >= 2 */
- };
- static int rcv_binarize_prob(NPP *npp, void *info);
- int npp_binarize_prob(NPP *npp)
- { /* binarize MIP problem */
- struct binarize *info;
- NPPROW *row;
- NPPCOL *col, *bin;
- NPPAIJ *aij;
- int u, n, k, temp, nfails, nvars, nbins, nrows;
- /* new variables will be added to the end of the column list, so
- we go from the end to beginning of the column list */
- nfails = nvars = nbins = nrows = 0;
- for (col = npp->c_tail; col != NULL; col = col->prev)
- { /* skip continuous variable */
- if (!col->is_int) continue;
- /* skip fixed variable */
- if (col->lb == col->ub) continue;
- /* skip binary variable */
- if (col->lb == 0.0 && col->ub == 1.0) continue;
- /* check if the transformation is applicable */
- if (col->lb < -1e6 || col->ub > +1e6 ||
- col->ub - col->lb > 4095.0)
- { /* unfortunately, not */
- nfails++;
- continue;
- }
- /* process integer non-binary variable x[q] */
- nvars++;
- /* make x[q] non-negative, if its lower bound is non-zero */
- if (col->lb != 0.0)
- npp_lbnd_col(npp, col);
- /* now 0 <= x[q] <= u[q] */
- xassert(col->lb == 0.0);
- u = (int)col->ub;
- xassert(col->ub == (double)u);
- /* if x[q] is binary, further processing is not needed */
- if (u == 1) continue;
- /* determine smallest n such that u <= 2^n - 1 (thus, n is the
- number of binary variables needed) */
- n = 2, temp = 4;
- while (u >= temp)
- n++, temp += temp;
- nbins += n;
- /* create transformation stack entry */
- info = npp_push_tse(npp,
- rcv_binarize_prob, sizeof(struct binarize));
- info->q = col->j;
- info->j = 0; /* will be set below */
- info->n = n;
- /* if u < 2^n - 1, we need one additional row for (4) */
- if (u < temp - 1)
- { row = npp_add_row(npp), nrows++;
- row->lb = -DBL_MAX, row->ub = u;
- }
- else
- row = NULL;
- /* in the transformed problem variable x[q] becomes binary
- variable x[0], so its objective and constraint coefficients
- are not changed */
- col->ub = 1.0;
- /* include x[0] into constraint (4) */
- if (row != NULL)
- npp_add_aij(npp, row, col, 1.0);
- /* add other binary variables x[1], ..., x[n-1] */
- for (k = 1, temp = 2; k < n; k++, temp += temp)
- { /* add new binary variable x[k] */
- bin = npp_add_col(npp);
- bin->is_int = 1;
- bin->lb = 0.0, bin->ub = 1.0;
- bin->coef = (double)temp * col->coef;
- /* store column reference number for x[1] */
- if (info->j == 0)
- info->j = bin->j;
- else
- xassert(info->j + (k-1) == bin->j);
- /* duplicate constraint coefficients for x[k]; this also
- automatically includes x[k] into constraint (4) */
- for (aij = col->ptr; aij != NULL; aij = aij->c_next)
- npp_add_aij(npp, aij->row, bin, (double)temp * aij->val);
- }
- }
- if (nvars > 0)
- xprintf("%d integer variable(s) were replaced by %d binary one"
- "s\n", nvars, nbins);
- if (nrows > 0)
- xprintf("%d row(s) were added due to binarization\n", nrows);
- if (nfails > 0)
- xprintf("Binarization failed for %d integer variable(s)\n",
- nfails);
- return nfails;
- }
- static int rcv_binarize_prob(NPP *npp, void *_info)
- { /* recovery binarized variable */
- struct binarize *info = _info;
- int k, temp;
- double sum;
- /* compute value of x[q]; see formula (3) */
- sum = npp->c_value[info->q];
- for (k = 1, temp = 2; k < info->n; k++, temp += temp)
- sum += (double)temp * npp->c_value[info->j + (k-1)];
- npp->c_value[info->q] = sum;
- return 0;
- }
- /**********************************************************************/
- struct elem
- { /* linear form element a[j] x[j] */
- double aj;
- /* non-zero coefficient value */
- NPPCOL *xj;
- /* pointer to variable (column) */
- struct elem *next;
- /* pointer to another term */
- };
- static struct elem *copy_form(NPP *npp, NPPROW *row, double s)
- { /* copy linear form */
- NPPAIJ *aij;
- struct elem *ptr, *e;
- ptr = NULL;
- for (aij = row->ptr; aij != NULL; aij = aij->r_next)
- { e = dmp_get_atom(npp->pool, sizeof(struct elem));
- e->aj = s * aij->val;
- e->xj = aij->col;
- e->next = ptr;
- ptr = e;
- }
- return ptr;
- }
- static void drop_form(NPP *npp, struct elem *ptr)
- { /* drop linear form */
- struct elem *e;
- while (ptr != NULL)
- { e = ptr;
- ptr = e->next;
- dmp_free_atom(npp->pool, e, sizeof(struct elem));
- }
- return;
- }
- /***********************************************************************
- * NAME
- *
- * npp_is_packing - test if constraint is packing inequality
- *
- * SYNOPSIS
- *
- * #include "glpnpp.h"
- * int npp_is_packing(NPP *npp, NPPROW *row);
- *
- * RETURNS
- *
- * If the specified row (constraint) is packing inequality (see below),
- * the routine npp_is_packing returns non-zero. Otherwise, it returns
- * zero.
- *
- * PACKING INEQUALITIES
- *
- * In canonical format the packing inequality is the following:
- *
- * sum x[j] <= 1, (1)
- * j in J
- *
- * where all variables x[j] are binary. This inequality expresses the
- * condition that in any integer feasible solution at most one variable
- * from set J can take non-zero (unity) value while other variables
- * must be equal to zero. W.l.o.g. it is assumed that |J| >= 2, because
- * if J is empty or |J| = 1, the inequality (1) is redundant.
- *
- * In general case the packing inequality may include original variables
- * x[j] as well as their complements x~[j]:
- *
- * sum x[j] + sum x~[j] <= 1, (2)
- * j in Jp j in Jn
- *
- * where Jp and Jn are not intersected. Therefore, using substitution
- * x~[j] = 1 - x[j] gives the packing inequality in generalized format:
- *
- * sum x[j] - sum x[j] <= 1 - |Jn|. (3)
- * j in Jp j in Jn */
- int npp_is_packing(NPP *npp, NPPROW *row)
- { /* test if constraint is packing inequality */
- NPPCOL *col;
- NPPAIJ *aij;
- int b;
- xassert(npp == npp);
- if (!(row->lb == -DBL_MAX && row->ub != +DBL_MAX))
- return 0;
- b = 1;
- for (aij = row->ptr; aij != NULL; aij = aij->r_next)
- { col = aij->col;
- if (!(col->is_int && col->lb == 0.0 && col->ub == 1.0))
- return 0;
- if (aij->val == +1.0)
- ;
- else if (aij->val == -1.0)
- b--;
- else
- return 0;
- }
- if (row->ub != (double)b) return 0;
- return 1;
- }
- /***********************************************************************
- * NAME
- *
- * npp_hidden_packing - identify hidden packing inequality
- *
- * SYNOPSIS
- *
- * #include "glpnpp.h"
- * int npp_hidden_packing(NPP *npp, NPPROW *row);
- *
- * DESCRIPTION
- *
- * The routine npp_hidden_packing processes specified inequality
- * constraint, which includes only binary variables, and the number of
- * the variables is not less than two. If the original inequality is
- * equivalent to a packing inequality, the routine replaces it by this
- * equivalent inequality. If the original constraint is double-sided
- * inequality, it is replaced by a pair of single-sided inequalities,
- * if necessary.
- *
- * RETURNS
- *
- * If the original inequality constraint was replaced by equivalent
- * packing inequality, the routine npp_hidden_packing returns non-zero.
- * Otherwise, it returns zero.
- *
- * PROBLEM TRANSFORMATION
- *
- * Consider an inequality constraint:
- *
- * sum a[j] x[j] <= b, (1)
- * j in J
- *
- * where all variables x[j] are binary, and |J| >= 2. (In case of '>='
- * inequality it can be transformed to '<=' format by multiplying both
- * its sides by -1.)
- *
- * Let Jp = {j: a[j] > 0}, Jn = {j: a[j] < 0}. Performing substitution
- * x[j] = 1 - x~[j] for all j in Jn, we have:
- *
- * sum a[j] x[j] <= b ==>
- * j in J
- *
- * sum a[j] x[j] + sum a[j] x[j] <= b ==>
- * j in Jp j in Jn
- *
- * sum a[j] x[j] + sum a[j] (1 - x~[j]) <= b ==>
- * j in Jp j in Jn
- *
- * sum a[j] x[j] - sum a[j] x~[j] <= b - sum a[j].
- * j in Jp j in Jn j in Jn
- *
- * Thus, meaning the transformation above, we can assume that in
- * inequality (1) all coefficients a[j] are positive. Moreover, we can
- * assume that a[j] <= b. In fact, let a[j] > b; then the following
- * three cases are possible:
- *
- * 1) b < 0. In this case inequality (1) is infeasible, so the problem
- * has no feasible solution (see the routine npp_analyze_row);
- *
- * 2) b = 0. In this case inequality (1) is a forcing inequality on its
- * upper bound (see the routine npp_forcing row), from which it
- * follows that all variables x[j] should be fixed at zero;
- *
- * 3) b > 0. In this case inequality (1) defines an implied zero upper
- * bound for variable x[j] (see the routine npp_implied_bounds), from
- * which it follows that x[j] should be fixed at zero.
- *
- * It is assumed that all three cases listed above have been recognized
- * by the routine npp_process_prob, which performs basic MIP processing
- * prior to a call the routine npp_hidden_packing. So, if one of these
- * cases occurs, we should just skip processing such constraint.
- *
- * Thus, let 0 < a[j] <= b. Then it is obvious that constraint (1) is
- * equivalent to packing inquality only if:
- *
- * a[j] + a[k] > b + eps (2)
- *
- * for all j, k in J, j != k, where eps is an absolute tolerance for
- * row (linear form) value. Checking the condition (2) for all j and k,
- * j != k, requires time O(|J|^2). However, this time can be reduced to
- * O(|J|), if use minimal a[j] and a[k], in which case it is sufficient
- * to check the condition (2) only once.
- *
- * Once the original inequality (1) is replaced by equivalent packing
- * inequality, we need to perform back substitution x~[j] = 1 - x[j] for
- * all j in Jn (see above).
- *
- * RECOVERING SOLUTION
- *
- * None needed. */
- static int hidden_packing(NPP *npp, struct elem *ptr, double *_b)
- { /* process inequality constraint: sum a[j] x[j] <= b;
- 0 - specified row is NOT hidden packing inequality;
- 1 - specified row is packing inequality;
- 2 - specified row is hidden packing inequality. */
- struct elem *e, *ej, *ek;
- int neg;
- double b = *_b, eps;
- xassert(npp == npp);
- /* a[j] must be non-zero, x[j] must be binary, for all j in J */
- for (e = ptr; e != NULL; e = e->next)
- { xassert(e->aj != 0.0);
- xassert(e->xj->is_int);
- xassert(e->xj->lb == 0.0 && e->xj->ub == 1.0);
- }
- /* check if the specified inequality constraint already has the
- form of packing inequality */
- neg = 0; /* neg is |Jn| */
- for (e = ptr; e != NULL; e = e->next)
- { if (e->aj == +1.0)
- ;
- else if (e->aj == -1.0)
- neg++;
- else
- break;
- }
- if (e == NULL)
- { /* all coefficients a[j] are +1 or -1; check rhs b */
- if (b == (double)(1 - neg))
- { /* it is packing inequality; no processing is needed */
- return 1;
- }
- }
- /* substitute x[j] = 1 - x~[j] for all j in Jn to make all a[j]
- positive; the result is a~[j] = |a[j]| and new rhs b */
- for (e = ptr; e != NULL; e = e->next)
- if (e->aj < 0) b -= e->aj;
- /* now a[j] > 0 for all j in J (actually |a[j]| are used) */
- /* if a[j] > b, skip processing--this case must not appear */
- for (e = ptr; e != NULL; e = e->next)
- if (fabs(e->aj) > b) return 0;
- /* now 0 < a[j] <= b for all j in J */
- /* find two minimal coefficients a[j] and a[k], j != k */
- ej = NULL;
- for (e = ptr; e != NULL; e = e->next)
- if (ej == NULL || fabs(ej->aj) > fabs(e->aj)) ej = e;
- xassert(ej != NULL);
- ek = NULL;
- for (e = ptr; e != NULL; e = e->next)
- if (e != ej)
- if (ek == NULL || fabs(ek->aj) > fabs(e->aj)) ek = e;
- xassert(ek != NULL);
- /* the specified constraint is equivalent to packing inequality
- iff a[j] + a[k] > b + eps */
- eps = 1e-3 + 1e-6 * fabs(b);
- if (fabs(ej->aj) + fabs(ek->aj) <= b + eps) return 0;
- /* perform back substitution x~[j] = 1 - x[j] and construct the
- final equivalent packing inequality in generalized format */
- b = 1.0;
- for (e = ptr; e != NULL; e = e->next)
- { if (e->aj > 0.0)
- e->aj = +1.0;
- else /* e->aj < 0.0 */
- e->aj = -1.0, b -= 1.0;
- }
- *_b = b;
- return 2;
- }
- int npp_hidden_packing(NPP *npp, NPPROW *row)
- { /* identify hidden packing inequality */
- NPPROW *copy;
- NPPAIJ *aij;
- struct elem *ptr, *e;
- int kase, ret, count = 0;
- double b;
- /* the row must be inequality constraint */
- xassert(row->lb < row->ub);
- for (kase = 0; kase <= 1; kase++)
- { if (kase == 0)
- { /* process row upper bound */
- if (row->ub == +DBL_MAX) continue;
- ptr = copy_form(npp, row, +1.0);
- b = + row->ub;
- }
- else
- { /* process row lower bound */
- if (row->lb == -DBL_MAX) continue;
- ptr = copy_form(npp, row, -1.0);
- b = - row->lb;
- }
- /* now the inequality has the form "sum a[j] x[j] <= b" */
- ret = hidden_packing(npp, ptr, &b);
- xassert(0 <= ret && ret <= 2);
- if (kase == 1 && ret == 1 || ret == 2)
- { /* the original inequality has been identified as hidden
- packing inequality */
- count++;
- #ifdef GLP_DEBUG
- xprintf("Original constraint:\n");
- for (aij = row->ptr; aij != NULL; aij = aij->r_next)
- xprintf(" %+g x%d", aij->val, aij->col->j);
- if (row->lb != -DBL_MAX) xprintf(", >= %g", row->lb);
- if (row->ub != +DBL_MAX) xprintf(", <= %g", row->ub);
- xprintf("\n");
- xprintf("Equivalent packing inequality:\n");
- for (e = ptr; e != NULL; e = e->next)
- xprintf(" %sx%d", e->aj > 0.0 ? "+" : "-", e->xj->j);
- xprintf(", <= %g\n", b);
- #endif
- if (row->lb == -DBL_MAX || row->ub == +DBL_MAX)
- { /* the original row is single-sided inequality; no copy
- is needed */
- copy = NULL;
- }
- else
- { /* the original row is double-sided inequality; we need
- to create its copy for other bound before replacing it
- with the equivalent inequality */
- copy = npp_add_row(npp);
- if (kase == 0)
- { /* the copy is for lower bound */
- copy->lb = row->lb, copy->ub = +DBL_MAX;
- }
- else
- { /* the copy is for upper bound */
- copy->lb = -DBL_MAX, copy->ub = row->ub;
- }
- /* copy original row coefficients */
- for (aij = row->ptr; aij != NULL; aij = aij->r_next)
- npp_add_aij(npp, copy, aij->col, aij->val);
- }
- /* replace the original inequality by equivalent one */
- npp_erase_row(npp, row);
- row->lb = -DBL_MAX, row->ub = b;
- for (e = ptr; e != NULL; e = e->next)
- npp_add_aij(npp, row, e->xj, e->aj);
- /* continue processing lower bound for the copy */
- if (copy != NULL) row = copy;
- }
- drop_form(npp, ptr);
- }
- return count;
- }
- /***********************************************************************
- * NAME
- *
- * npp_implied_packing - identify implied packing inequality
- *
- * SYNOPSIS
- *
- * #include "glpnpp.h"
- * int npp_implied_packing(NPP *npp, NPPROW *row, int which,
- * NPPCOL *var[], char set[]);
- *
- * DESCRIPTION
- *
- * The routine npp_implied_packing processes specified row (constraint)
- * of general format:
- *
- * L <= sum a[j] x[j] <= U. (1)
- * j
- *
- * If which = 0, only lower bound L, which must exist, is considered,
- * while upper bound U is ignored. Similarly, if which = 1, only upper
- * bound U, which must exist, is considered, while lower bound L is
- * ignored. Thus, if the specified row is a double-sided inequality or
- * equality constraint, this routine should be called twice for both
- * lower and upper bounds.
- *
- * The routine npp_implied_packing attempts to find a non-trivial (i.e.
- * having not less than two binary variables) packing inequality:
- *
- * sum x[j] - sum x[j] <= 1 - |Jn|, (2)
- * j in Jp j in Jn
- *
- * which is relaxation of the constraint (1) in the sense that any
- * solution satisfying to that constraint also satisfies to the packing
- * inequality (2). If such relaxation exists, the routine stores
- * pointers to descriptors of corresponding binary variables and their
- * flags, resp., to locations var[1], var[2], ..., var[len] and set[1],
- * set[2], ..., set[len], where set[j] = 0 means that j in Jp and
- * set[j] = 1 means that j in Jn.
- *
- * RETURNS
- *
- * The routine npp_implied_packing returns len, which is the total
- * number of binary variables in the packing inequality found, len >= 2.
- * However, if the relaxation does not exist, the routine returns zero.
- *
- * ALGORITHM
- *
- * If which = 0, the constraint coefficients (1) are multiplied by -1
- * and b is assigned -L; if which = 1, the constraint coefficients (1)
- * are not changed and b is assigned +U. In both cases the specified
- * constraint gets the following format:
- *
- * sum a[j] x[j] <= b. (3)
- * j
- *
- * (Note that (3) is a relaxation of (1), because one of bounds L or U
- * is ignored.)
- *
- * Let J be set of binary variables, Kp be set of non-binary (integer
- * or continuous) variables with a[j] > 0, and Kn be set of non-binary
- * variables with a[j] < 0. Then the inequality (3) can be written as
- * follows:
- *
- * sum a[j] x[j] <= b - sum a[j] x[j] - sum a[j] x[j]. (4)
- * j in J j in Kp j in Kn
- *
- * To get rid of non-binary variables we can replace the inequality (4)
- * by the following relaxed inequality:
- *
- * sum a[j] x[j] <= b~, (5)
- * j in J
- *
- * where:
- *
- * b~ = sup(b - sum a[j] x[j] - sum a[j] x[j]) =
- * j in Kp j in Kn
- *
- * = b - inf sum a[j] x[j] - inf sum a[j] x[j] = (6)
- * j in Kp j in Kn
- *
- * = b - sum a[j] l[j] - sum a[j] u[j].
- * j in Kp j in Kn
- *
- * Note that if lower bound l[j] (if j in Kp) or upper bound u[j]
- * (if j in Kn) of some non-binary variable x[j] does not exist, then
- * formally b = +oo, in which case further analysis is not performed.
- *
- * Let Bp = {j in J: a[j] > 0}, Bn = {j in J: a[j] < 0}. To make all
- * the inequality coefficients in (5) positive, we replace all x[j] in
- * Bn by their complementaries, substituting x[j] = 1 - x~[j] for all
- * j in Bn, that gives:
- *
- * sum a[j] x[j] - sum a[j] x~[j] <= b~ - sum a[j]. (7)
- * j in Bp j in Bn j in Bn
- *
- * This inequality is a relaxation of the original constraint (1), and
- * it is a binary knapsack inequality. Writing it in the standard format
- * we have:
- *
- * sum alfa[j] z[j] <= beta, (8)
- * j in J
- *
- * where:
- * ( + a[j], if j in Bp,
- * alfa[j] = < (9)
- * ( - a[j], if j in Bn,
- *
- * ( x[j], if j in Bp,
- * z[j] = < (10)
- * ( 1 - x[j], if j in Bn,
- *
- * beta = b~ - sum a[j]. (11)
- * j in Bn
- *
- * In the inequality (8) all coefficients are positive, therefore, the
- * packing relaxation to be found for this inequality is the following:
- *
- * sum z[j] <= 1. (12)
- * j in P
- *
- * It is obvious that set P within J, which we would like to find, must
- * satisfy to the following condition:
- *
- * alfa[j] + alfa[k] > beta + eps for all j, k in P, j != k, (13)
- *
- * where eps is an absolute tolerance for value of the linear form.
- * Thus, it is natural to take P = {j: alpha[j] > (beta + eps) / 2}.
- * Moreover, if in the equality (8) there exist coefficients alfa[k],
- * for which alfa[k] <= (beta + eps) / 2, but which, nevertheless,
- * satisfies to the condition (13) for all j in P, *one* corresponding
- * variable z[k] (having, for example, maximal coefficient alfa[k]) can
- * be included in set P, that allows increasing the number of binary
- * variables in (12) by one.
- *
- * Once the set P has been built, for the inequality (12) we need to
- * perform back substitution according to (10) in order to express it
- * through the original binary variables. As the result of such back
- * substitution the relaxed packing inequality get its final format (2),
- * where Jp = J intersect Bp, and Jn = J intersect Bn. */
- int npp_implied_packing(NPP *npp, NPPROW *row, int which,
- NPPCOL *var[], char set[])
- { struct elem *ptr, *e, *i, *k;
- int len = 0;
- double b, eps;
- /* build inequality (3) */
- if (which == 0)
- { ptr = copy_form(npp, row, -1.0);
- xassert(row->lb != -DBL_MAX);
- b = - row->lb;
- }
- else if (which == 1)
- { ptr = copy_form(npp, row, +1.0);
- xassert(row->ub != +DBL_MAX);
- b = + row->ub;
- }
- /* remove non-binary variables to build relaxed inequality (5);
- compute its right-hand side b~ with formula (6) */
- for (e = ptr; e != NULL; e = e->next)
- { if (!(e->xj->is_int && e->xj->lb == 0.0 && e->xj->ub == 1.0))
- { /* x[j] is non-binary variable */
- if (e->aj > 0.0)
- { if (e->xj->lb == -DBL_MAX) goto done;
- b -= e->aj * e->xj->lb;
- }
- else /* e->aj < 0.0 */
- { if (e->xj->ub == +DBL_MAX) goto done;
- b -= e->aj * e->xj->ub;
- }
- /* a[j] = 0 means that variable x[j] is removed */
- e->aj = 0.0;
- }
- }
- /* substitute x[j] = 1 - x~[j] to build knapsack inequality (8);
- compute its right-hand side beta with formula (11) */
- for (e = ptr; e != NULL; e = e->next)
- if (e->aj < 0.0) b -= e->aj;
- /* if beta is close to zero, the knapsack inequality is either
- infeasible or forcing inequality; this must never happen, so
- we skip further analysis */
- if (b < 1e-3) goto done;
- /* build set P as well as sets Jp and Jn, and determine x[k] as
- explained above in comments to the routine */
- eps = 1e-3 + 1e-6 * b;
- i = k = NULL;
- for (e = ptr; e != NULL; e = e->next)
- { /* note that alfa[j] = |a[j]| */
- if (fabs(e->aj) > 0.5 * (b + eps))
- { /* alfa[j] > (b + eps) / 2; include x[j] in set P, i.e. in
- set Jp or Jn */
- var[++len] = e->xj;
- set[len] = (char)(e->aj > 0.0 ? 0 : 1);
- /* alfa[i] = min alfa[j] over all j included in set P */
- if (i == NULL || fabs(i->aj) > fabs(e->aj)) i = e;
- }
- else if (fabs(e->aj) >= 1e-3)
- { /* alfa[k] = max alfa[j] over all j not included in set P;
- we skip coefficient a[j] if it is close to zero to avoid
- numerically unreliable results */
- if (k == NULL || fabs(k->aj) < fabs(e->aj)) k = e;
- }
- }
- /* if alfa[k] satisfies to condition (13) for all j in P, include
- x[k] in P */
- if (i != NULL && k != NULL && fabs(i->aj) + fabs(k->aj) > b + eps)
- { var[++len] = k->xj;
- set[len] = (char)(k->aj > 0.0 ? 0 : 1);
- }
- /* trivial packing inequality being redundant must never appear,
- so we just ignore it */
- if (len < 2) len = 0;
- done: drop_form(npp, ptr);
- return len;
- }
- /***********************************************************************
- * NAME
- *
- * npp_is_covering - test if constraint is covering inequality
- *
- * SYNOPSIS
- *
- * #include "glpnpp.h"
- * int npp_is_covering(NPP *npp, NPPROW *row);
- *
- * RETURNS
- *
- * If the specified row (constraint) is covering inequality (see below),
- * the routine npp_is_covering returns non-zero. Otherwise, it returns
- * zero.
- *
- * COVERING INEQUALITIES
- *
- * In canonical format the covering inequality is the following:
- *
- * sum x[j] >= 1, (1)
- * j in J
- *
- * where all variables x[j] are binary. This inequality expresses the
- * condition that in any integer feasible solution variables in set J
- * cannot be all equal to zero at the same time, i.e. at least one
- * variable must take non-zero (unity) value. W.l.o.g. it is assumed
- * that |J| >= 2, because if J is empty, the inequality (1) is
- * infeasible, and if |J| = 1, the inequality (1) is a forcing row.
- *
- * In general case the covering inequality may include original
- * variables x[j] as well as their complements x~[j]:
- *
- * sum x[j] + sum x~[j] >= 1, (2)
- * j in Jp j in Jn
- *
- * where Jp and Jn are not intersected. Therefore, using substitution
- * x~[j] = 1 - x[j] gives the packing inequality in generalized format:
- *
- * sum x[j] - sum x[j] >= 1 - |Jn|. (3)
- * j in Jp j in Jn
- *
- * (May note that the inequality (3) cuts off infeasible solutions,
- * where x[j] = 0 for all j in Jp and x[j] = 1 for all j in Jn.)
- *
- * NOTE: If |J| = 2, the inequality (3) is equivalent to packing
- * inequality (see the routine npp_is_packing). */
- int npp_is_covering(NPP *npp, NPPROW *row)
- { /* test if constraint is covering inequality */
- NPPCOL *col;
- NPPAIJ *aij;
- int b;
- xassert(npp == npp);
- if (!(row->lb != -DBL_MAX && row->ub == +DBL_MAX))
- return 0;
- b = 1;
- for (aij = row->ptr; aij != NULL; aij = aij->r_next)
- { col = aij->col;
- if (!(col->is_int && col->lb == 0.0 && col->ub == 1.0))
- return 0;
- if (aij->val == +1.0)
- ;
- else if (aij->val == -1.0)
- b--;
- else
- return 0;
- }
- if (row->lb != (double)b) return 0;
- return 1;
- }
- /***********************************************************************
- * NAME
- *
- * npp_hidden_covering - identify hidden covering inequality
- *
- * SYNOPSIS
- *
- * #include "glpnpp.h"
- * int npp_hidden_covering(NPP *npp, NPPROW *row);
- *
- * DESCRIPTION
- *
- * The routine npp_hidden_covering processes specified inequality
- * constraint, which includes only binary variables, and the number of
- * the variables is not less than three. If the original inequality is
- * equivalent to a covering inequality (see below), the routine
- * replaces it by the equivalent inequality. If the original constraint
- * is double-sided inequality, it is replaced by a pair of single-sided
- * inequalities, if necessary.
- *
- * RETURNS
- *
- * If the original inequality constraint was replaced by equivalent
- * covering inequality, the routine npp_hidden_covering returns
- * non-zero. Otherwise, it returns zero.
- *
- * PROBLEM TRANSFORMATION
- *
- * Consider an inequality constraint:
- *
- * sum a[j] x[j] >= b, (1)
- * j in J
- *
- * where all variables x[j] are binary, and |J| >= 3. (In case of '<='
- * inequality it can be transformed to '>=' format by multiplying both
- * its sides by -1.)
- *
- * Let Jp = {j: a[j] > 0}, Jn = {j: a[j] < 0}. Performing substitution
- * x[j] = 1 - x~[j] for all j in Jn, we have:
- *
- * sum a[j] x[j] >= b ==>
- * j in J
- *
- * sum a[j] x[j] + sum a[j] x[j] >= b ==>
- * j in Jp j in Jn
- *
- * sum a[j] x[j] + sum a[j] (1 - x~[j]) >= b ==>
- * j in Jp j in Jn
- *
- * sum m a[j] x[j] - sum a[j] x~[j] >= b - sum a[j].
- * j in Jp j in Jn j in Jn
- *
- * Thus, meaning the transformation above, we can assume that in
- * inequality (1) all coefficients a[j] are positive. Moreover, we can
- * assume that b > 0, because otherwise the inequality (1) would be
- * redundant (see the routine npp_analyze_row). It is then obvious that
- * constraint (1) is equivalent to covering inequality only if:
- *
- * a[j] >= b, (2)
- *
- * for all j in J.
- *
- * Once the original inequality (1) is replaced by equivalent covering
- * inequality, we need to perform back substitution x~[j] = 1 - x[j] for
- * all j in Jn (see above).
- *
- * RECOVERING SOLUTION
- *
- * None needed. */
- static int hidden_covering(NPP *npp, struct elem *ptr, double *_b)
- { /* process inequality constraint: sum a[j] x[j] >= b;
- 0 - specified row is NOT hidden covering inequality;
- 1 - specified row is covering inequality;
- 2 - specified row is hidden covering inequality. */
- struct elem *e;
- int neg;
- double b = *_b, eps;
- xassert(npp == npp);
- /* a[j] must be non-zero, x[j] must be binary, for all j in J */
- for (e = ptr; e != NULL; e = e->next)
- { xassert(e->aj != 0.0);
- xassert(e->xj->is_int);
- xassert(e->xj->lb == 0.0 && e->xj->ub == 1.0);
- }
- /* check if the specified inequality constraint already has the
- form of covering inequality */
- neg = 0; /* neg is |Jn| */
- for (e = ptr; e != NULL; e = e->next)
- { if (e->aj == +1.0)
- ;
- else if (e->aj == -1.0)
- neg++;
- else
- break;
- }
- if (e == NULL)
- { /* all coefficients a[j] are +1 or -1; check rhs b */
- if (b == (double)(1 - neg))
- { /* it is covering inequality; no processing is needed */
- return 1;
- }
- }
- /* substitute x[j] = 1 - x~[j] for all j in Jn to make all a[j]
- positive; the result is a~[j] = |a[j]| and new rhs b */
- for (e = ptr; e != NULL; e = e->next)
- if (e->aj < 0) b -= e->aj;
- /* now a[j] > 0 for all j in J (actually |a[j]| are used) */
- /* if b <= 0, skip processing--this case must not appear */
- if (b < 1e-3) return 0;
- /* now a[j] > 0 for all j in J, and b > 0 */
- /* the specified constraint is equivalent to covering inequality
- iff a[j] >= b for all j in J */
- eps = 1e-9 + 1e-12 * fabs(b);
- for (e = ptr; e != NULL; e = e->next)
- if (fabs(e->aj) < b - eps) return 0;
- /* perform back substitution x~[j] = 1 - x[j] and construct the
- final equivalent covering inequality in generalized format */
- b = 1.0;
- for (e = ptr; e != NULL; e = e->next)
- { if (e->aj > 0.0)
- e->aj = +1.0;
- else /* e->aj < 0.0 */
- e->aj = -1.0, b -= 1.0;
- }
- *_b = b;
- return 2;
- }
- int npp_hidden_covering(NPP *npp, NPPROW *row)
- { /* identify hidden covering inequality */
- NPPROW *copy;
- NPPAIJ *aij;
- struct elem *ptr, *e;
- int kase, ret, count = 0;
- double b;
- /* the row must be inequality constraint */
- xassert(row->lb < row->ub);
- for (kase = 0; kase <= 1; kase++)
- { if (kase == 0)
- { /* process row lower bound */
- if (row->lb == -DBL_MAX) continue;
- ptr = copy_form(npp, row, +1.0);
- b = + row->lb;
- }
- else
- { /* process row upper bound */
- if (row->ub == +DBL_MAX) continue;
- ptr = copy_form(npp, row, -1.0);
- b = - row->ub;
- }
- /* now the inequality has the form "sum a[j] x[j] >= b" */
- ret = hidden_covering(npp, ptr, &b);
- xassert(0 <= ret && ret <= 2);
- if (kase == 1 && ret == 1 || ret == 2)
- { /* the original inequality has been identified as hidden
- covering inequality */
- count++;
- #ifdef GLP_DEBUG
- xprintf("Original constraint:\n");
- for (aij = row->ptr; aij != NULL; aij = aij->r_next)
- xprintf(" %+g x%d", aij->val, aij->col->j);
- if (row->lb != -DBL_MAX) xprintf(", >= %g", row->lb);
- if (row->ub != +DBL_MAX) xprintf(", <= %g", row->ub);
- xprintf("\n");
- xprintf("Equivalent covering inequality:\n");
- for (e = ptr; e != NULL; e = e->next)
- xprintf(" %sx%d", e->aj > 0.0 ? "+" : "-", e->xj->j);
- xprintf(", >= %g\n", b);
- #endif
- if (row->lb == -DBL_MAX || row->ub == +DBL_MAX)
- { /* the original row is single-sided inequality; no copy
- is needed */
- copy = NULL;
- }
- else
- { /* the original row is double-sided inequality; we need
- to create its copy for other bound before replacing it
- with the equivalent inequality */
- copy = npp_add_row(npp);
- if (kase == 0)
- { /* the copy is for upper bound */
- copy->lb = -DBL_MAX, copy->ub = row->ub;
- }
- else
- { /* the copy is for lower bound */
- copy->lb = row->lb, copy->ub = +DBL_MAX;
- }
- /* copy original row coefficients */
- for (aij = row->ptr; aij != NULL; aij = aij->r_next)
- npp_add_aij(npp, copy, aij->col, aij->val);
- }
- /* replace the original inequality by equivalent one */
- npp_erase_row(npp, row);
- row->lb = b, row->ub = +DBL_MAX;
- for (e = ptr; e != NULL; e = e->next)
- npp_add_aij(npp, row, e->xj, e->aj);
- /* continue processing upper bound for the copy */
- if (copy != NULL) row = copy;
- }
- drop_form(npp, ptr);
- }
- return count;
- }
- /***********************************************************************
- * NAME
- *
- * npp_is_partitioning - test if constraint is partitioning equality
- *
- * SYNOPSIS
- *
- * #include "glpnpp.h"
- * int npp_is_partitioning(NPP *npp, NPPROW *row);
- *
- * RETURNS
- *
- * If the specified row (constraint) is partitioning equality (see
- * below), the routine npp_is_partitioning returns non-zero. Otherwise,
- * it returns zero.
- *
- * PARTITIONING EQUALITIES
- *
- * In canonical format the partitioning equality is the following:
- *
- * sum x[j] = 1, (1)
- * j in J
- *
- * where all variables x[j] are binary. This equality expresses the
- * condition that in any integer feasible solution exactly one variable
- * in set J must take non-zero (unity) value while other variables must
- * be equal to zero. W.l.o.g. it is assumed that |J| >= 2, because if
- * J is empty, the inequality (1) is infeasible, and if |J| = 1, the
- * inequality (1) is a fixing row.
- *
- * In general case the partitioning equality may include original
- * variables x[j] as well as their complements x~[j]:
- *
- * sum x[j] + sum x~[j] = 1, (2)
- * j in Jp j in Jn
- *
- * where Jp and Jn are not intersected. Therefore, using substitution
- * x~[j] = 1 - x[j] leads to the partitioning equality in generalized
- * format:
- *
- * sum x[j] - sum x[j] = 1 - |Jn|. (3)
- * j in Jp j in Jn */
- int npp_is_partitioning(NPP *npp, NPPROW *row)
- { /* test if constraint is partitioning equality */
- NPPCOL *col;
- NPPAIJ *aij;
- int b;
- xassert(npp == npp);
- if (row->lb != row->ub) return 0;
- b = 1;
- for (aij = row->ptr; aij != NULL; aij = aij->r_next)
- { col = aij->col;
- if (!(col->is_int && col->lb == 0.0 && col->ub == 1.0))
- return 0;
- if (aij->val == +1.0)
- ;
- else if (aij->val == -1.0)
- b--;
- else
- return 0;
- }
- if (row->lb != (double)b) return 0;
- return 1;
- }
- /***********************************************************************
- * NAME
- *
- * npp_reduce_ineq_coef - reduce inequality constraint coefficients
- *
- * SYNOPSIS
- *
- * #include "glpnpp.h"
- * int npp_reduce_ineq_coef(NPP *npp, NPPROW *row);
- *
- * DESCRIPTION
- *
- * The routine npp_reduce_ineq_coef processes specified inequality
- * constraint attempting to replace it by an equivalent constraint,
- * where magnitude of coefficients at binary variables is smaller than
- * in the original constraint. If the inequality is double-sided, it is
- * replaced by a pair of single-sided inequalities, if necessary.
- *
- * RETURNS
- *
- * The routine npp_reduce_ineq_coef returns the number of coefficients
- * reduced.
- *
- * BACKGROUND
- *
- * Consider an inequality constraint:
- *
- * sum a[j] x[j] >= b. (1)
- * j in J
- *
- * (In case of '<=' inequality it can be transformed to '>=' format by
- * multiplying both its sides by -1.) Let x[k] be a binary variable;
- * other variables can be integer as well as continuous. We can write
- * constraint (1) as follows:
- *
- * a[k] x[k] + t[k] >= b, (2)
- *
- * where:
- *
- * t[k] = sum a[j] x[j]. (3)
- * j in J\{k}
- *
- * Since x[k] is binary, constraint (2) is equivalent to disjunction of
- * the following two constraints:
- *
- * x[k] = 0, t[k] >= b (4)
- *
- * OR
- *
- * x[k] = 1, t[k] >= b - a[k]. (5)
- *
- * Let also that for the partial sum t[k] be known some its implied
- * lower bound inf t[k].
- *
- * Case a[k] > 0. Let inf t[k] < b, since otherwise both constraints
- * (4) and (5) and therefore constraint (2) are redundant.
- * If inf t[k] > b - a[k], only constraint (5) is redundant, in which
- * case it can be replaced with the following redundant and therefore
- * equivalent constraint:
- *
- * t[k] >= b - a'[k] = inf t[k], (6)
- *
- * where:
- *
- * a'[k] = b - inf t[k]. (7)
- *
- * Thus, the original constraint (2) is equivalent to the following
- * constraint with coefficient at variable x[k] changed:
- *
- * a'[k] x[k] + t[k] >= b. (8)
- *
- * From inf t[k] < b it follows that a'[k] > 0, i.e. the coefficient
- * at x[k] keeps its sign. And from inf t[k] > b - a[k] it follows that
- * a'[k] < a[k], i.e. the coefficient reduces in magnitude.
- *
- * Case a[k] < 0. Let inf t[k] < b - a[k], since otherwise both
- * constraints (4) and (5) and therefore constraint (2) are redundant.
- * If inf t[k] > b, only constraint (4) is redundant, in which case it
- * can be replaced with the following redundant and therefore equivalent
- * constraint:
- *
- * t[k] >= b' = inf t[k]. (9)
- *
- * Rewriting constraint (5) as follows:
- *
- * t[k] >= b - a[k] = b' - a'[k], (10)
- *
- * where:
- *
- * a'[k] = a[k] + b' - b = a[k] + inf t[k] - b, (11)
- *
- * we can see that disjunction of constraint (9) and (10) is equivalent
- * to disjunction of constraint (4) and (5), from which it follows that
- * the original constraint (2) is equivalent to the following constraint
- * with both coefficient at variable x[k] and right-hand side changed:
- *
- * a'[k] x[k] + t[k] >= b'. (12)
- *
- * From inf t[k] < b - a[k] it follows that a'[k] < 0, i.e. the
- * coefficient at x[k] keeps its sign. And from inf t[k] > b it follows
- * that a'[k] > a[k], i.e. the coefficient reduces in magnitude.
- *
- * PROBLEM TRANSFORMATION
- *
- * In the routine npp_reduce_ineq_coef the following implied lower
- * bound of the partial sum (3) is used:
- *
- * inf t[k] = sum a[j] l[j] + sum a[j] u[j], (13)
- * j in Jp\{k} k in Jn\{k}
- *
- * where Jp = {j : a[j] > 0}, Jn = {j : a[j] < 0}, l[j] and u[j] are
- * lower and upper bounds, resp., of variable x[j].
- *
- * In order to compute inf t[k] more efficiently, the following formula,
- * which is equivalent to (13), is actually used:
- *
- * ( h - a[k] l[k] = h, if a[k] > 0,
- * inf t[k] = < (14)
- * ( h - a[k] u[k] = h - a[k], if a[k] < 0,
- *
- * where:
- *
- * h = sum a[j] l[j] + sum a[j] u[j] (15)
- * j in Jp j in Jn
- *
- * is the implied lower bound of row (1).
- *
- * Reduction of positive coefficient (a[k] > 0) does not change value
- * of h, since l[k] = 0. In case of reduction of negative coefficient
- * (a[k] < 0) from (11) it follows that:
- *
- * delta a[k] = a'[k] - a[k] = inf t[k] - b (> 0), (16)
- *
- * so new value of h (accounting that u[k] = 1) can be computed as
- * follows:
- *
- * h := h + delta a[k] = h + (inf t[k] - b). (17)
- *
- * RECOVERING SOLUTION
- *
- * None needed. */
- static int reduce_ineq_coef(NPP *npp, struct elem *ptr, double *_b)
- { /* process inequality constraint: sum a[j] x[j] >= b */
- /* returns: the number of coefficients reduced */
- struct elem *e;
- int count = 0;
- double h, inf_t, new_a, b = *_b;
- xassert(npp == npp);
- /* compute h; see (15) */
- h = 0.0;
- for (e = ptr; e != NULL; e = e->next)
- { if (e->aj > 0.0)
- { if (e->xj->lb == -DBL_MAX) goto done;
- h += e->aj * e->xj->lb;
- }
- else /* e->aj < 0.0 */
- { if (e->xj->ub == +DBL_MAX) goto done;
- h += e->aj * e->xj->ub;
- }
- }
- /* perform reduction of coefficients at binary variables */
- for (e = ptr; e != NULL; e = e->next)
- { /* skip non-binary variable */
- if (!(e->xj->is_int && e->xj->lb == 0.0 && e->xj->ub == 1.0))
- continue;
- if (e->aj > 0.0)
- { /* compute inf t[k]; see (14) */
- inf_t = h;
- if (b - e->aj < inf_t && inf_t < b)
- { /* compute reduced coefficient a'[k]; see (7) */
- new_a = b - inf_t;
- if (new_a >= +1e-3 &&
- e->aj - new_a >= 0.01 * (1.0 + e->aj))
- { /* accept a'[k] */
- #ifdef GLP_DEBUG
- xprintf("+");
- #endif
- e->aj = new_a;
- count++;
- }
- }
- }
- else /* e->aj < 0.0 */
- { /* compute inf t[k]; see (14) */
- inf_t = h - e->aj;
- if (b < inf_t && inf_t < b - e->aj)
- { /* compute reduced coefficient a'[k]; see (11) */
- new_a = e->aj + (inf_t - b);
- if (new_a <= -1e-3 &&
- new_a - e->aj >= 0.01 * (1.0 - e->aj))
- { /* accept a'[k] */
- #ifdef GLP_DEBUG
- xprintf("-");
- #endif
- e->aj = new_a;
- /* update h; see (17) */
- h += (inf_t - b);
- /* compute b'; see (9) */
- b = inf_t;
- count++;
- }
- }
- }
- }
- *_b = b;
- done: return count;
- }
- int npp_reduce_ineq_coef(NPP *npp, NPPROW *row)
- { /* reduce inequality constraint coefficients */
- NPPROW *copy;
- NPPAIJ *aij;
- struct elem *ptr, *e;
- int kase, count[2];
- double b;
- /* the row must be inequality constraint */
- xassert(row->lb < row->ub);
- count[0] = count[1] = 0;
- for (kase = 0; kase <= 1; kase++)
- { if (kase == 0)
- { /* process row lower bound */
- if (row->lb == -DBL_MAX) continue;
- #ifdef GLP_DEBUG
- xprintf("L");
- #endif
- ptr = copy_form(npp, row, +1.0);
- b = + row->lb;
- }
- else
- { /* process row upper bound */
- if (row->ub == +DBL_MAX) continue;
- #ifdef GLP_DEBUG
- xprintf("U");
- #endif
- ptr = copy_form(npp, row, -1.0);
- b = - row->ub;
- }
- /* now the inequality has the form "sum a[j] x[j] >= b" */
- count[kase] = reduce_ineq_coef(npp, ptr, &b);
- if (count[kase] > 0)
- { /* the original inequality has been replaced by equivalent
- one with coefficients reduced */
- if (row->lb == -DBL_MAX || row->ub == +DBL_MAX)
- { /* the original row is single-sided inequality; no copy
- is needed */
- copy = NULL;
- }
- else
- { /* the original row is double-sided inequality; we need
- to create its copy for other bound before replacing it
- with the equivalent inequality */
- #ifdef GLP_DEBUG
- xprintf("*");
- #endif
- copy = npp_add_row(npp);
- if (kase == 0)
- { /* the copy is for upper bound */
- copy->lb = -DBL_MAX, copy->ub = row->ub;
- }
- else
- { /* the copy is for lower bound */
- copy->lb = row->lb, copy->ub = +DBL_MAX;
- }
- /* copy original row coefficients */
- for (aij = row->ptr; aij != NULL; aij = aij->r_next)
- npp_add_aij(npp, copy, aij->col, aij->val);
- }
- /* replace the original inequality by equivalent one */
- npp_erase_row(npp, row);
- row->lb = b, row->ub = +DBL_MAX;
- for (e = ptr; e != NULL; e = e->next)
- npp_add_aij(npp, row, e->xj, e->aj);
- /* continue processing upper bound for the copy */
- if (copy != NULL) row = copy;
- }
- drop_form(npp, ptr);
- }
- return count[0] + count[1];
- }
- /* eof */
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