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Don't access free variables in the original problem on the folded problem #477

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Merged
rapids-bot merged 2 commits into from
Oct 10, 2025
Merged

Don't access free variables in the original problem on the folded problem #477

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a8f8af4
Fix a bug accessing free variables in the original problem on the fol…
chris-maes Oct 9, 2025
e5725b8
Merge branch 'branch-25.10' into free_var_folding_fix
chris-maes Oct 9, 2025
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10 changes: 6 additions & 4 deletions cpp/src/dual_simplex/folding.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -1536,10 +1536,12 @@ void folding(lp_problem_t<i_t, f_t>& problem,
problem.lower = std::vector<f_t>(reduced_cols, 0.0);
problem.upper = std::vector<f_t>(reduced_cols, inf);

presolve_info.folding_info.c_tilde = c_tilde;
presolve_info.folding_info.A_tilde = A_tilde;
presolve_info.folding_info.is_folded = true;
presolve_info.folding_info.num_upper_bounds = nz_ub;
presolve_info.folding_info.c_tilde = c_tilde;
presolve_info.folding_info.A_tilde = A_tilde;
presolve_info.folding_info.is_folded = true;
presolve_info.folding_info.num_upper_bounds = nz_ub;
presolve_info.folding_info.previous_free_variable_pairs = presolve_info.free_variable_pairs;
presolve_info.free_variable_pairs.clear();

settings.log.printf("Folding: time %.2f seconds\n", toc(start_time));

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16 changes: 10 additions & 6 deletions cpp/src/dual_simplex/presolve.cpp
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Expand Up @@ -1419,9 +1419,10 @@ void uncrush_solution(const presolve_info_t<i_t, f_t>& presolve_info,
std::vector<f_t>& uncrushed_y,
std::vector<f_t>& uncrushed_z)
{
std::vector<f_t> input_x = crushed_x;
std::vector<f_t> input_y = crushed_y;
std::vector<f_t> input_z = crushed_z;
std::vector<f_t> input_x = crushed_x;
std::vector<f_t> input_y = crushed_y;
std::vector<f_t> input_z = crushed_z;
std::vector<i_t> free_variable_pairs = presolve_info.free_variable_pairs;
if (presolve_info.folding_info.is_folded) {
// We solved a foled problem in the form
// minimize c_prime^T x_prime
Expand Down Expand Up @@ -1474,15 +1475,18 @@ void uncrush_solution(const presolve_info_t<i_t, f_t>& presolve_info,
input_y.resize(previous_rows - presolve_info.folding_info.num_upper_bounds);
input_z = ztilde;
input_z.resize(previous_cols - presolve_info.folding_info.num_upper_bounds);

// If the original problem had free variables we need to reinstate them
free_variable_pairs = presolve_info.folding_info.previous_free_variable_pairs;
}

const i_t num_free_variables = presolve_info.free_variable_pairs.size() / 2;
const i_t num_free_variables = free_variable_pairs.size() / 2;
if (num_free_variables > 0) {
settings.log.printf("Post-solve: Handling free variables %d\n", num_free_variables);
// We added free variables so we need to map the crushed solution back to the original variables
for (i_t k = 0; k < 2 * num_free_variables; k += 2) {
const i_t u = presolve_info.free_variable_pairs[k];
const i_t v = presolve_info.free_variable_pairs[k + 1];
const i_t u = free_variable_pairs[k];
const i_t v = free_variable_pairs[k + 1];
input_x[u] -= input_x[v];
}
input_z.resize(input_z.size() - num_free_variables);
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2 changes: 2 additions & 0 deletions cpp/src/dual_simplex/presolve.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -60,6 +60,7 @@ struct folding_info_t {
c_tilde(0),
A_tilde(0, 0, 0),
num_upper_bounds(0),
previous_free_variable_pairs({}),
is_folded(false)
{
}
Expand All @@ -69,6 +70,7 @@ struct folding_info_t {
std::vector<f_t> c_tilde;
csc_matrix_t<i_t, f_t> A_tilde;
i_t num_upper_bounds;
std::vector<i_t> previous_free_variable_pairs;
bool is_folded;
};

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