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lp_presolve.c
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/* -------------------------------------------------------------------------
Presolve routines for lp_solve v5.0+
-------------------------------------------------------------------------
Author: Kjell Eikland
Contact: kjell.eikland@broadpark.no
License terms: LGPL.
Requires: lp_lib.h, lp_presolve, lp_crash.h, lp_scale.h, lp_report.h
Release notes:
v1.0.0 1 January 2003 Initial crude version used with lp_solve v4.
v5.0.0 1 January 2004 Significantly expanded and repackaged
presolve routines for lp_solve v5 release.
v5.0.1 1 April 2004 Added reference to new crash module
v5.1.0 20 August 2004 Reworked infeasibility detection.
Added encapsulation of presolve undo logic.
v5.1.1 10 September 2004 Added variable bound tightening based on
full-constraint information, as well as
variable fixing by duality.
v5.2.0 1 January 2005 Fixes to bound fixing handling.
Added fast batch compression after presolve.
Restructured calls by adding presolve wrapper.
Major optimization of identification logic
along with bug fixes.
Enabled storage of eliminated matrix data.
Added function to report on constraint classes.
v5.5.0 1 June 2005 Added implied slack presolve, restructured
looping logic to be more modular, and made
active row/column selection logic faster.
v5.5.1 18 June 2005 Finished sparsity-enhancing logic and added
initial version of column aggregation code.
------------------------------------------------------------------------- */
#include <string.h>
#include "commonlib.h"
#include "lp_lib.h"
#include "lp_presolve.h"
#include "lp_crash.h"
#include "lp_scale.h"
#include "lp_report.h"
#ifdef FORTIFY
# include "lp_fortify.h"
#endif
#define presolve_setstatus(one, two) presolve_setstatusex(one, two, __LINE__, __FILE__)
STATIC int presolve_setstatusex(presolverec *psdata, int status, int lineno, char *filename)
{
if((status == INFEASIBLE) || (status == UNBOUNDED)) {
report(psdata->lp,
#ifdef Paranoia
NORMAL,
#else
DETAILED,
#endif
"presolve_setstatus: Status set to '%s' on code line %d, file '%s'\n",
(status == INFEASIBLE ? "INFEASIBLE" : "UNBOUNDED"), lineno, (filename == NULL ? "Unknown" : filename));
}
return( status );
}
STATIC MYBOOL presolve_statuscheck(presolverec *psdata, int *status)
{
if(*status == RUNNING) {
lprec *lp = psdata->lp;
if(!mat_validate(lp->matA))
*status = MATRIXERROR;
else if(userabort(lp, -1))
*status = lp->spx_status;
}
return( (MYBOOL) (*status == RUNNING) );
}
STATIC MYBOOL presolve_createUndo(lprec *lp)
{
if(lp->presolve_undo != NULL)
presolve_freeUndo(lp);
lp->presolve_undo = (presolveundorec *) calloc(1, sizeof(presolveundorec));
lp->presolve_undo->lp = lp;
if(lp->presolve_undo == NULL)
return( FALSE );
return( TRUE );
}
STATIC MYBOOL inc_presolve_space(lprec *lp, int delta, MYBOOL isrows)
{
int i, ii,
oldrowcolalloc, rowcolsum, oldrowalloc, oldcolalloc;
presolveundorec *psundo = lp->presolve_undo;
if(psundo == NULL) {
presolve_createUndo(lp);
psundo = lp->presolve_undo;
}
/* Set constants */
oldrowalloc = lp->rows_alloc-delta;
oldcolalloc = lp->columns_alloc-delta;
oldrowcolalloc = lp->sum_alloc-delta;
rowcolsum = lp->sum_alloc + 1;
/* Reallocate lp memory */
if(isrows)
allocREAL(lp, &psundo->fixed_rhs, lp->rows_alloc+1, AUTOMATIC);
else
allocREAL(lp, &psundo->fixed_obj, lp->columns_alloc+1, AUTOMATIC);
allocINT(lp, &psundo->var_to_orig, rowcolsum, AUTOMATIC);
allocINT(lp, &psundo->orig_to_var, rowcolsum, AUTOMATIC);
/* Fill in default values, where appropriate */
if(isrows)
ii = oldrowalloc+1;
else
ii = oldcolalloc+1;
for(i = oldrowcolalloc+1; i < rowcolsum; i++, ii++) {
psundo->var_to_orig[i] = 0;
psundo->orig_to_var[i] = 0;
if(isrows)
psundo->fixed_rhs[ii] = 0;
else
psundo->fixed_obj[ii] = 0;
}
return(TRUE);
}
STATIC MYBOOL presolve_setOrig(lprec *lp, int orig_rows, int orig_cols)
{
presolveundorec *psundo = lp->presolve_undo;
if(psundo == NULL)
return( FALSE );
psundo->orig_rows = orig_rows;
psundo->orig_columns = orig_cols;
psundo->orig_sum = orig_rows + orig_cols;
if(lp->wasPresolved)
presolve_fillUndo(lp, orig_rows, orig_cols, FALSE);
return( TRUE );
}
STATIC MYBOOL presolve_fillUndo(lprec *lp, int orig_rows, int orig_cols, MYBOOL setOrig)
{
int i;
presolveundorec *psundo = lp->presolve_undo;
for(i = 0; i <= orig_rows; i++) {
psundo->var_to_orig[i] = i;
psundo->orig_to_var[i] = i;
psundo->fixed_rhs[i] = 0;
}
for(i = 1; i <= orig_cols; i++) {
psundo->var_to_orig[orig_rows + i] = i;
psundo->orig_to_var[orig_rows + i] = i;
psundo->fixed_obj[i] = 0;
}
if(setOrig)
presolve_setOrig(lp, orig_rows, orig_cols);
return( TRUE );
}
STATIC MYBOOL presolve_rebuildUndo(lprec *lp, MYBOOL isprimal)
{
int ik, ie, ix, j, k, *colnrDep;
REAL hold, *value, *solution, *slacks;
presolveundorec *psdata = lp->presolve_undo;
MATrec *mat = NULL;
/* Point to and initialize undo structure at first call */
if(isprimal) {
if(psdata->primalundo != NULL)
mat = psdata->primalundo->tracker;
solution = lp->full_solution + lp->presolve_undo->orig_rows;
slacks = lp->full_solution;
}
else {
if(psdata->dualundo != NULL)
mat = psdata->dualundo->tracker;
solution = lp->full_duals;
slacks = lp->full_duals + lp->presolve_undo->orig_rows;
}
if(mat == NULL)
return( FALSE );
/* Loop backward over the undo chain */
for(j = mat->col_tag[0]; j > 0; j--) {
ix = mat->col_tag[j];
ik = mat->col_end[j-1];
ie = mat->col_end[j];
colnrDep = &COL_MAT_ROWNR(ik);
value = &COL_MAT_VALUE(ik);
hold = 0;
k = 0;
for(; ik < ie; ik++, colnrDep += matRowColStep, value += matValueStep) {
/* Constant term */
if(*colnrDep == 0)
hold += *value;
/* Special case with dependence on a slack variable */
else if(isprimal && (*colnrDep > lp->presolve_undo->orig_columns)) {
k = (*colnrDep) - lp->presolve_undo->orig_columns;
hold -= (*value) * slacks[k];
slacks[k] = 0;
}
else if(!isprimal && (*colnrDep > lp->presolve_undo->orig_rows)) {
k = (*colnrDep) - lp->presolve_undo->orig_rows;
hold -= (*value) * slacks[k];
slacks[k] = 0;
}
/* Dependence on other user variable */
else
hold -= (*value) * solution[*colnrDep];
*value = 0;
}
if(fabs(hold) > lp->epsvalue)
solution[ix] = hold;
}
return( TRUE );
}
STATIC MYBOOL presolve_freeUndo(lprec *lp)
{
presolveundorec *psundo = lp->presolve_undo;
if(psundo == NULL)
return( FALSE );
FREE(psundo->orig_to_var);
FREE(psundo->var_to_orig);
FREE(psundo->fixed_rhs);
FREE(psundo->fixed_obj);
if(psundo->deletedA != NULL)
freeUndoLadder(&(psundo->deletedA));
if(psundo->primalundo != NULL)
freeUndoLadder(&(psundo->primalundo));
if(psundo->dualundo != NULL)
freeUndoLadder(&(psundo->dualundo));
FREE(lp->presolve_undo);
return( TRUE );
}
STATIC void presolve_storeDualUndo(presolverec *psdata, int rownr, int colnr)
{
lprec *lp = psdata->lp;
MYBOOL firstdone = FALSE;
int ix, iix, item;
REAL Aij = get_mat(lp, rownr, colnr);
MATrec *mat = lp->matA;
if(presolve_collength(psdata, colnr) == 0)
return;
/* Add undo information for the dual of the deleted constraint */
item = 0;
for(ix = presolve_nextrow(psdata, colnr, &item); ix >= 0;
ix = presolve_nextrow(psdata, colnr, &item)) {
iix = COL_MAT_ROWNR(ix);
if(iix == rownr)
continue;
if(!firstdone)
firstdone = addUndoPresolve(lp, FALSE, rownr, get_mat(lp, 0, colnr)/Aij,
get_mat_byindex(lp, ix, FALSE, TRUE)/Aij, iix);
else
appendUndoPresolve(lp, FALSE, get_mat_byindex(lp, ix, FALSE, TRUE)/Aij, iix);
}
}
/* ----------------------------------------------------------------------------- */
/* Presolve debugging routines */
/* ----------------------------------------------------------------------------- */
STATIC MYBOOL presolve_SOScheck(presolverec *psdata)
{
MYBOOL status = TRUE;
lprec *lp = psdata->lp;
int *list, i, j, n, k, nk, colnr, nSOS = SOS_count(lp), nerr = 0;
SOSrec *SOS;
if(nSOS == 0)
return( status );
/* For each SOS and each member check validity */
for(i = 1; i<= nSOS; i++) {
SOS = lp->SOS->sos_list[i-1];
list = SOS->members;
n = list[0];
for(j = 1; j<= n; j++) {
colnr = list[j];
/* Check valid range */
if((colnr < 1) || (colnr > lp->columns)) {
nerr++;
report(lp, IMPORTANT, "presolve_SOScheck: A - Column index %d is outside of valid range\n",
colnr);
}
/* Check for deletion */
if(!isActiveLink(psdata->cols->varmap, colnr)) {
nerr++;
report(lp, IMPORTANT, "presolve_SOScheck: B - Column index %d has been marked for deletion\n",
colnr);
}
/* Check if sorted member array is Ok */
if(SOS_member_index(lp->SOS, i, colnr) != j) {
nerr++;
report(lp, IMPORTANT, "presolve_SOScheck: C - Column index %d not found in fast search array\n",
colnr);
}
/* Check for variable membership in this SOS record of the sparse storage */
k = lp->SOS->memberpos[colnr-1];
nk = lp->SOS->memberpos[colnr];
while((k < nk) && (lp->SOS->membership[k] != i))
k++;
if(k >= nk) {
nerr++;
report(lp, IMPORTANT, "presolve_SOScheck: D - Column index %d was not found in sparse array\n",
colnr);
}
}
}
/* Check that all members in the sparse array can be validated as SOS members */
for(colnr = 1; colnr <= lp->columns; colnr++) {
k = lp->SOS->memberpos[colnr-1];
nk = lp->SOS->memberpos[colnr];
for(; k < nk; k++) {
if(!SOS_is_member(lp->SOS, lp->SOS->membership[k], colnr)) {
nerr++;
report(lp, IMPORTANT, "presolve_SOScheck: E - Sparse array did not indicate column index %d as member of SOS %d\n",
colnr, lp->SOS->membership[k]);
}
}
}
status = (MYBOOL) (nerr == 0);
if(!status)
report(lp, IMPORTANT, "presolve_SOScheck: There were %d errors\n",
nerr);
return( status );
}
/* ----------------------------------------------------------------------------- */
/* Presolve routines for tightening the model */
/* ----------------------------------------------------------------------------- */
INLINE REAL presolve_roundrhs(lprec *lp, REAL value, MYBOOL isGE)
{
#ifdef DoPresolveRounding
REAL eps = PRESOLVE_EPSVALUE*1000,
/* REAL eps = PRESOLVE_EPSVALUE*pow(10.0,MAX(0,log10(1+fabs(value)))), */
testout = my_precision(value, eps);
#if 1
if(my_chsign(isGE, value-testout) < 0)
value = testout;
#elif 0
if(my_chsign(isGE, value-testout) < 0)
value = testout;
else if(value != testout)
value += my_chsign(isGE, (value-testout)/2);
/* value = testout + my_chsign(isGE, (value-testout)/2); */
#else
if(testout != value)
value += my_chsign(isGE, eps*1000); /* BASE OPTION */
#endif
#endif
return( value );
}
INLINE REAL presolve_roundval(lprec *lp, REAL value)
{
#ifdef DoPresolveRounding
/* value = my_precision(value, PRESOLVE_EPSVALUE*MAX(1,log10(1+fabs(value)))); */
value = my_precision(value, PRESOLVE_EPSVALUE); /* BASE OPTION */
#endif
return( value );
}
INLINE MYBOOL presolve_mustupdate(lprec *lp, int colnr)
{
#if 0
return( my_infinite(lp, get_lowbo(lp, colnr)) ||
my_infinite(lp, get_upbo(lp, colnr)) );
#else
return( my_infinite(lp, lp->orig_lowbo[lp->rows+colnr]) ||
my_infinite(lp, lp->orig_upbo[lp->rows+colnr]) );
#endif
}
INLINE REAL presolve_sumplumin(lprec *lp, int item, psrec *ps, MYBOOL doUpper)
{
REAL *plu = (doUpper ? ps->pluupper : ps->plulower),
*neg = (doUpper ? ps->negupper : ps->neglower);
if(fabs(plu[item]) >= lp->infinite)
return( plu[item] );
else if(fabs(neg[item]) >= lp->infinite)
return( neg[item] );
else
return( plu[item]+neg[item] );
}
INLINE void presolve_range(lprec *lp, int rownr, psrec *ps, REAL *loValue, REAL *hiValue)
{
*loValue = presolve_sumplumin(lp, rownr, ps, FALSE);
*hiValue = presolve_sumplumin(lp, rownr, ps, TRUE);
}
STATIC void presolve_rangeorig(lprec *lp, int rownr, psrec *ps, REAL *loValue, REAL *hiValue, REAL delta)
{
delta = my_chsign(is_chsign(lp, rownr), lp->presolve_undo->fixed_rhs[rownr] + delta);
*loValue = presolve_sumplumin(lp, rownr, ps, FALSE) + delta;
*hiValue = presolve_sumplumin(lp, rownr, ps, TRUE) + delta;
}
STATIC MYBOOL presolve_rowfeasible(presolverec *psdata, int rownr, MYBOOL userowmap)
{
lprec *lp = psdata->lp;
MYBOOL status = TRUE;
int contype, origrownr = rownr;
REAL LHS, RHS, value;
/* Optionally loop across all active rows in the provided map (debugging) */
if(userowmap)
rownr = firstActiveLink(psdata->rows->varmap);
/* Now do once for ingoing rownr or loop across rowmap */
while((status == TRUE) && (rownr != 0)) {
/* Check the lower bound */
value = presolve_sumplumin(lp, rownr, psdata->rows, TRUE);
LHS = get_rh_lower(lp, rownr);
if(value < LHS-lp->epssolution) {
contype = get_constr_type(lp, rownr);
report(lp, NORMAL, "presolve_rowfeasible: Lower bound infeasibility in %s row %s (%g << %g)\n",
get_str_constr_type(lp, contype), get_row_name(lp, rownr), value, LHS);
if(rownr != origrownr)
report(lp, NORMAL, " ... Input row base used for testing was %s\n",
get_row_name(lp, origrownr));
status = FALSE;
}
/* Check the upper bound */
value = presolve_sumplumin(lp, rownr, psdata->rows, FALSE);
RHS = get_rh_upper(lp, rownr);
if(value > RHS+lp->epssolution) {
contype = get_constr_type(lp, rownr);
report(lp, NORMAL, "presolve_rowfeasible: Upper bound infeasibility in %s row %s (%g >> %g)\n",
get_str_constr_type(lp, contype), get_row_name(lp, rownr), value, RHS);
status = FALSE;
}
if(userowmap)
rownr = nextActiveLink(psdata->rows->varmap, rownr);
else
rownr = 0;
}
return( status );
}
STATIC MYBOOL presolve_debugmap(presolverec *psdata, char *caption)
{
lprec *lp = psdata->lp;
MATrec *mat = lp->matA;
int colnr, ix, ie, nx, jx, je, *cols, *rows, n;
int nz = mat->col_end[lp->columns] - 1;
MYBOOL status = FALSE;
for(colnr = 1; colnr <= lp->columns; colnr++) {
rows = psdata->cols->next[colnr];
if(!isActiveLink(psdata->cols->varmap, colnr)) {
if(rows != NULL) {
report(lp, SEVERE, "presolve_debugmap: Inactive column %d is non-empty\n",
colnr);
goto Done;
}
else
continue;
}
if(rows == NULL)
report(lp, SEVERE, "presolve_debugmap: Active column %d is empty\n",
colnr);
je = *rows;
rows++;
for(jx = 1; jx <= je; jx++, rows++) {
if((*rows < 0) || (*rows > nz)) {
report(lp, SEVERE, "presolve_debugmap: NZ index %d for column %d out of range (index %d<=%d)\n",
*rows, colnr, jx, je);
goto Done;
}
cols = psdata->rows->next[COL_MAT_ROWNR(*rows)];
ie = cols[0];
n = 0;
for(ix = 1; ix <= ie; ix++) {
nx = cols[ix];
if((nx < 0) || (nx > nz)) {
report(lp, SEVERE, "presolve_debugmap: NZ index %d for column %d to row %d out of range\n",
nx, colnr, jx);
goto Done;
}
}
}
}
status = TRUE;
Done:
if(!status && (caption != NULL))
report(lp, SEVERE, "...caller was '%s'\n", caption);
return( status );
}
STATIC MYBOOL presolve_validate(presolverec *psdata, MYBOOL forceupdate)
{
int i, ie, j, je, k, rownr, *items;
REAL upbound, lobound, value;
lprec *lp = psdata->lp;
MATrec *mat = lp->matA;
MYBOOL status = mat->row_end_valid && !forceupdate;
if(status)
return( status );
else if(!mat->row_end_valid)
status = mat_validate(mat);
else
status = forceupdate;
if(status) {
/* First update rows... */
for(i = 1; i <= lp->rows; i++) {
psdata->rows->plucount[i] = 0;
psdata->rows->negcount[i] = 0;
psdata->rows->pluneg[i] = 0;
if(!isActiveLink(psdata->rows->varmap, i)) {
FREE(psdata->rows->next[i]);
}
else {
/* Create next column pointers by row */
k = mat_rowlength(mat, i);
allocINT(lp, &(psdata->rows->next[i]), k+1, AUTOMATIC);
items = psdata->rows->next[i];
je = mat->row_end[i];
k = 0;
for(j = mat->row_end[i-1]; j < je; j++)
if(isActiveLink(psdata->cols->varmap, ROW_MAT_COLNR(j))) {
k++;
items[k] = j;
}
items[0] = k;
}
}
/* ...then update columns */
for(j = 1; j <= lp->columns; j++) {
psdata->cols->plucount[j] = 0;
psdata->cols->negcount[j] = 0;
psdata->cols->pluneg[j] = 0;
if(!isActiveLink(psdata->cols->varmap, j)) {
FREE(psdata->cols->next[j]);
}
else {
upbound = get_upbo(lp, j);
lobound = get_lowbo(lp, j);
if(is_semicont(lp, j) && (upbound > lobound)) {
if(lobound > 0)
lobound = 0;
else if(upbound < 0)
upbound = 0;
}
/* Create next row pointers by column */
k = mat_collength(mat, j);
allocINT(lp, &(psdata->cols->next[j]), k+1, AUTOMATIC);
items = psdata->cols->next[j];
ie = mat->col_end[j];
k = 0;
for(i = mat->col_end[j-1]; i < ie; i++) {
rownr = COL_MAT_ROWNR(i);
if(isActiveLink(psdata->rows->varmap, rownr)) {
k++;
items[k] = i;
/* Cumulate counts */
value = COL_MAT_VALUE(i);
if(my_chsign(is_chsign(lp, rownr), value) > 0) {
psdata->rows->plucount[rownr]++;
psdata->cols->plucount[j]++;
}
else {
psdata->rows->negcount[rownr]++;
psdata->cols->negcount[j]++;
}
if((lobound < 0) && (upbound >= 0)) {
psdata->rows->pluneg[rownr]++;
psdata->cols->pluneg[j]++;
}
}
}
items[0] = k;
}
}
#ifdef Paranoia
presolve_debugmap(psdata, "presolve_validate");
#endif
}
return( status );
}
STATIC MYBOOL presolve_rowtallies(presolverec *psdata, int rownr, int *plu, int *neg, int *pluneg)
{
REAL value;
lprec *lp = psdata->lp;
MATrec *mat = lp->matA;
int ix, jx, ib = 0;
MYBOOL chsign = is_chsign(lp, rownr);
/* Initialize */
*plu = 0;
*neg = 0;
*pluneg = 0;
/* Loop over still active row members */
for(ix = presolve_nextcol(psdata, rownr, &ib); ix >= 0; ix = presolve_nextcol(psdata, rownr, &ib)) {
/* Get matrix column and value */
jx = ROW_MAT_COLNR(ix);
value = ROW_MAT_VALUE(ix);
/* Cumulate counts */
if(my_chsign(chsign, value) > 0)
(*plu)++;
else
(*neg)++;
if((get_lowbo(lp, jx) < 0) && (get_upbo(lp, jx) >= 0))
(*pluneg)++;
}
return( TRUE );
}
STATIC MYBOOL presolve_debugrowtallies(presolverec *psdata)
{
lprec *lp = psdata->lp;
int i, plu, neg, pluneg, nerr = 0;
for(i = 1; i <= lp->rows; i++)
if(isActiveLink(psdata->rows->varmap, i) &&
presolve_rowtallies(psdata, i, &plu, &neg, &pluneg)) {
if((psdata->rows->plucount[i] != plu) ||
(psdata->rows->negcount[i] != neg) ||
(psdata->rows->pluneg[i] != pluneg)) {
nerr++;
report(lp, SEVERE, "presolve_debugrowtallies: Detected inconsistent count for row %d\n", i);
}
}
return( (MYBOOL) (nerr == 0) );
}
STATIC int presolve_debugcheck(lprec *lp, LLrec *rowmap, LLrec *colmap)
{
int i, j, errc = 0;
/* Validate constraint bounds */
for(i = 1; i < lp->rows; i++) {
if((rowmap != NULL) && !isActiveLink(rowmap, i))
continue;
/* Check if we have a negative range */
if(lp->orig_upbo[i] < 0) {
errc++;
report(lp, SEVERE, "presolve_debugcheck: Detected negative range %g for row %d\n",
lp->orig_upbo[i], i);
}
}
/* Validate variables */
for(j = 1; j < lp->columns; j++) {
if((colmap != NULL) && !isActiveLink(colmap, j))
continue;
i = lp->rows+j;
/* Check if we have infeasible bounds */
if(lp->orig_lowbo[i] > lp->orig_upbo[i]) {
errc++;
report(lp, SEVERE, "presolve_debugcheck: Detected UB < LB for column %d\n",
j);
}
}
/* Return total number of errors */
return( errc );
}
STATIC MYBOOL presolve_candeletevar(presolverec *psdata, int colnr)
{
lprec *lp = psdata->lp;
int usecount = SOS_memberships(lp->SOS, colnr);
return( (MYBOOL) ((lp->SOS == NULL) || (usecount == 0) ||
(/*is_presolve(lp, PRESOLVE_SOS) &&*/
(((lp->SOS->sos1_count == lp->SOS->sos_count)) ||
(usecount == SOS_is_member_of_type(lp->SOS, colnr, SOS1))))) );
}
STATIC int presolve_rowlengthex(presolverec *psdata, int rownr)
{
int j1 = psdata->rows->plucount[rownr] + psdata->rows->negcount[rownr];
#ifdef Paranoia
int j2 = presolve_rowlength(psdata, rownr);
if(j1 != j2) {
report(psdata->lp, SEVERE, "presolve_rowlengthex: Expected row length %d, but found %d in row %s\n",
j2, j1, get_row_name(psdata->lp, rownr));
j1 = -j1;
}
#endif
return( j1 );
}
STATIC int presolve_rowlengthdebug(presolverec *psdata)
{
int rownr, n = 0;
for(rownr = firstActiveLink(psdata->rows->varmap); rownr != 0;
rownr = nextActiveLink(psdata->rows->varmap, rownr))
n += presolve_rowlengthex(psdata, rownr);
return( n );
}
INLINE int presolve_nextrecord(psrec *ps, int recnr, int *previtem)
{
int *nzlist = ps->next[recnr], nzcount = nzlist[0], status = -1;
/* Check if we simply wish the last active column */
if(previtem == NULL) {
if(nzlist != NULL)
status = nzlist[*nzlist];
return( status );
}
/* Step to next */
#ifdef Paranoia
else if((*previtem < 0) || (*previtem > nzcount))
return( status );
#endif
(*previtem)++;
/* Set the return values */
if(*previtem > nzcount)
(*previtem) = 0;
else
status = nzlist[*previtem];
return( status );
}
INLINE int presolve_nextcol(presolverec *psdata, int rownr, int *previtem)
/* Find the first active (non-eliminated) nonzero column in rownr after prevcol */
{
return( presolve_nextrecord(psdata->rows, rownr, previtem) );
}
INLINE int presolve_lastcol(presolverec *psdata, int rownr)
{
return( presolve_nextrecord(psdata->rows, rownr, NULL) );
}
INLINE int presolve_nextrow(presolverec *psdata, int colnr, int *previtem)
/* Find the first active (non-eliminated) nonzero row in colnr after prevrow */
{
return( presolve_nextrecord(psdata->cols, colnr, previtem) );
}
INLINE int presolve_lastrow(presolverec *psdata, int colnr)
{
return( presolve_nextrecord(psdata->cols, colnr, NULL) );
}
INLINE void presolve_adjustrhs(presolverec *psdata, int rownr, REAL fixdelta, REAL epsvalue)
{
lprec *lp = psdata->lp;
lp->orig_rhs[rownr] -= fixdelta;
if(epsvalue > 0)
#if 1
my_roundzero(lp->orig_rhs[rownr], epsvalue);
#else
lp->orig_rhs[rownr] = presolve_roundrhs(lp, lp->orig_rhs[rownr], FALSE);
#endif
lp->presolve_undo->fixed_rhs[rownr] += fixdelta;
}
STATIC int presolve_shrink(presolverec *psdata, int *nConRemove, int *nVarRemove)
{
SOSgroup *SOS = psdata->lp->SOS;
int status = RUNNING, countR = 0, countC = 0,
i, ix, n, *list;
REAL fixValue;
/* Remove empty rows */
list = psdata->rows->empty;
if(list != NULL) {
n = list[0];
for(i = 1; i <= n; i++)
if(isActiveLink(psdata->rows->varmap, list[i])) {
presolve_rowremove(psdata, list[i], FALSE);
countR++;
}
if(nConRemove != NULL)
(*nConRemove) += countR;
list[0] = 0;
}
/* Fix and remove empty columns (unless they are in a SOS) */
list = psdata->cols->empty;
if(list != NULL) {
n = list[0];
for(i = 1; i <= n; i++) {
ix = list[i];
if(isActiveLink(psdata->cols->varmap, ix)) {
if(presolve_colfixdual(psdata, ix, &fixValue, &status)) {
if(!presolve_colfix(psdata, ix, fixValue, TRUE, nVarRemove)) {
status = presolve_setstatus(psdata, INFEASIBLE);
break;
}
presolve_colremove(psdata, ix, FALSE);
countC++;
}
else if(SOS_is_member(SOS, 0, ix))
report(psdata->lp, DETAILED, "presolve_shrink: Empty column %d is member of a SOS\n", ix);
}
}
list[0] = 0;
}
return( status );
}
STATIC void presolve_rowremove(presolverec *psdata, int rownr, MYBOOL allowcoldelete)
{
lprec *lp = psdata->lp;
MATrec *mat = lp->matA;
int ix, ie, nx, jx, je, *cols, *rows, n, colnr;
#ifdef Paranoia
if((rownr < 1) || (rownr > lp->rows))
report(lp, SEVERE, "presolve_rowremove: Row %d out of range\n", rownr);
#endif
/* Remove this row for each column that is active in the row */
cols = psdata->rows->next[rownr];
ie = *cols;
cols++;
for(ix = 1; ix <= ie; ix++, cols++) {
n = 0;
colnr = ROW_MAT_COLNR(*cols);
rows = psdata->cols->next[colnr];
je = rows[0];
/* See if we can narrow the search window */
jx = je / 2;
if((jx > 5) && (rownr >= COL_MAT_ROWNR(rows[jx])))
n = jx-1;
else
jx = 1;
/* Do the compression loop */
for(; jx <= je; jx++) {
nx = rows[jx];
if(COL_MAT_ROWNR(nx) != rownr) {
n++;
rows[n] = nx;
}
}
rows[0] = n;
/* Make sure we delete columns that have become empty */
#if 1
if((n == 0) && allowcoldelete) {
int *list = psdata->cols->empty;
n = ++list[0];
list[n] = colnr;
}
#endif
}
FREE(psdata->rows->next[rownr]);
removeLink(psdata->rows->varmap, rownr);
switch(get_constr_type(lp, rownr)) {
case LE: removeLink(psdata->LTmap, rownr);
break;
case EQ: removeLink(psdata->EQmap, rownr);
break;
}
if(isActiveLink(psdata->INTmap, rownr))
removeLink(psdata->INTmap, rownr);
}
STATIC int presolve_colremove(presolverec *psdata, int colnr, MYBOOL allowrowdelete)
{
lprec *lp = psdata->lp;
#ifdef Paranoia
if((colnr < 1) || (colnr > lp->columns))
report(lp, SEVERE, "presolve_colremove: Column %d out of range\n", colnr);
if(!isActiveLink(psdata->cols->varmap, colnr) || !presolve_candeletevar(psdata, colnr))
colnr = -1;
else
#endif
{
MATrec *mat = lp->matA;
int ix, ie, nx, jx, je, *cols, *rows, n, rownr;
/* Remove this column for each row that is active in the column */
rows = psdata->cols->next[colnr];
je = *rows;
rows++;
for(jx = 1; jx <= je; jx++, rows++) {
n = 0;
rownr = COL_MAT_ROWNR(*rows);
cols = psdata->rows->next[rownr];
ie = cols[0];
/* See if we can narrow the search window */
ix = ie / 2;
if((ix > 5) && (colnr >= ROW_MAT_COLNR(cols[ix])))
n = ix-1;
else
ix = 1;
/* Do the compression loop */
for(; ix <= ie; ix++) {
nx = cols[ix];
if(ROW_MAT_COLNR(nx) != colnr) {
n++;
cols[n] = nx;
}
}
cols[0] = n;
/* Make sure we delete rows that become empty */
#if 1
if((n == 0) && allowrowdelete) {
int *list = psdata->rows->empty;
n = ++list[0];
list[n] = rownr;
}
#endif
}
FREE(psdata->cols->next[colnr]);
/* Update other counts */
if(SOS_is_member(lp->SOS, 0, colnr)) {
if(lp->sos_priority != NULL) {
lp->sos_vars--;
if(is_int(lp, colnr))
lp->sos_ints--;
}
SOS_member_delete(lp->SOS, 0, colnr);
clean_SOSgroup(lp->SOS, TRUE);
if(SOS_count(lp) == 0)
free_SOSgroup(&(lp->SOS));
}
/* Finally remove the column from the active column list */
colnr = removeLink(psdata->cols->varmap, colnr);
}
return( colnr );
}
STATIC int presolve_redundantSOS(presolverec *psdata, int *nb, int *nSum)
{
lprec *lp = psdata->lp;
int i, ii, k, kk, j, nrows = lp->rows, *fixed = NULL,
iBoundTighten = 0, status = RUNNING;
SOSrec *SOS;
/* Is there anything to do? */
i = ii = SOS_count(lp);
if(ii == 0)
return( status );
/* Allocate working member list */
if(!allocINT(lp, &fixed, lp->columns+1, FALSE) )
return( lp->spx_status );
/* Check if we have SOS'es that are already satisfied or fixable/satisfiable */
while(i > 0) {
SOS = lp->SOS->sos_list[i-1];
kk = SOS->members[0];
fixed[0] = 0;
for(k = 1; k <= kk; k++) {
j = SOS->members[k];
if((get_lowbo(lp, j) > 0) && !is_semicont(lp, j)) {
fixed[++fixed[0]] = k;
/* Abort if we have identified SOS infeasibility */
if(fixed[0] > SOS->type) {
status = presolve_setstatus(psdata, INFEASIBLE);
goto Done;
}
}
}
/* If there were an exact number of non-zero SOS members, check their sequentiality */
if(fixed[0] == SOS->type) {
/* Check sequentiality of members with non-zero lower bounds */
for(k = 2; k <= fixed[0]; k++) {
if(fixed[k] != fixed[k-1]+1) {
status = presolve_setstatus(psdata, INFEASIBLE);
goto Done;
}
}
/* Fix other member variables to zero, if necessary */
for(k = kk; k > 0; k--) {