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attempt to prevent cycles (a numerical stability issue) #57

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May 27, 2018
Merged

attempt to prevent cycles (a numerical stability issue) #57

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16 changes: 14 additions & 2 deletions src/engine/Tableau.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -976,7 +976,8 @@ void Tableau::dumpAssignment()
for ( unsigned i = 0; i < _n; ++i )
{
bool basic = _basicVariables.exists( i );
printf( "\tx%u --> %.5lf [%s]. ", i, getValue( i ), basic ? "B" : "NB" );
printf( "\tx%u (index: %u) --> %.5lf [%s]. ", i, _variableToIndex[i],
getValue( i ), basic ? "B" : "NB" );
if ( _lowerBounds[i] != FloatUtils::negativeInfinity() )
printf( "Range: [ %.5lf, ", _lowerBounds[i] );
else
Expand Down Expand Up @@ -1688,6 +1689,17 @@ void Tableau::updateAssignmentForPivot()

_basicAssignmentStatus = ITableau::BASIC_ASSIGNMENT_UPDATED;

// If the change ratio is 0, just maintain the current assignment
if ( FloatUtils::isZero( _changeRatio ) )
{
double basicAssignment = _basicAssignment[_leavingVariable];
double nonBasicAssignment = _nonBasicAssignment[_enteringVariable];

_basicAssignment[_leavingVariable] = nonBasicAssignment;
_nonBasicAssignment[_enteringVariable] = basicAssignment;
return;
}

if ( performingFakePivot() )
{
// A non-basic is hopping from one bound to the other.
Expand Down Expand Up @@ -1759,7 +1771,7 @@ void Tableau::updateAssignmentForPivot()
continue;

if ( FloatUtils::isZero( _changeColumn[i] ) )
continue;
continue;

_basicAssignment[i] -= _changeColumn[i] * nonBasicDelta;
notifyVariableValue( _basicIndexToVariable[i], _basicAssignment[i] );
Expand Down
3 changes: 2 additions & 1 deletion src/engine/tests/Test_Tableau.h
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Expand Up @@ -1023,7 +1023,8 @@ class TableauTestSuite : public CxxTest::TestSuite
tableau->setEnteringVariableIndex( 3u );
tableau->computeChangeColumn();

tableau->setLeavingVariableIndex( 3u );
tableau->pickLeavingVariable();

TS_ASSERT_EQUALS( tableau->getEnteringVariable(), 3u );
TS_ASSERT_EQUALS( tableau->getLeavingVariable(), 3u );

Expand Down