Merge pull request #7 from ZIB-IOL/matchinglmo

Matching LMO

Project.toml

@@ -9,6 +9,7 @@ Graphs = "86223c79-3864-5bf0-83f7-82e725a168b6"
 GraphsFlows = "06909019-6f44-4949-96fc-b9d9aaa02889"
 GraphsMatching = "c3af3a8c-b79e-4b01-bf44-c718d7e0e0d6"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [compat]
@@ -20,7 +21,8 @@ MathOptInterface = "1"
 julia = "1"
 
 [extras]
+HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test"]
+test = ["Test", "HiGHS"]

src/CombinatorialLinearOracles.jl

@@ -5,10 +5,7 @@ using Graphs
 using SparseArrays
 using GraphsMatching
 
-include("MatchingLinearOracle.jl")
-include("SpanningTreeLinearOracle.jl")
-
-
-
+include("matchings.jl")
+include("spanning_tree.jl")
 
 end

src/matchings.jl

@@ -0,0 +1,88 @@
+
+"""
+MatchingLMO{G}(g::Graphs)
+
+Return a vector v corresponding to edges(g), where if v[i] = 1, 
+the edge i is in the maximum weight matching, and if v[i] = 0, the edge i is not in the matching.
+"""
+struct MatchingLMO{G} <: FrankWolfe.LinearMinimizationOracle
+    graph::G
+end
+
+function FrankWolfe.compute_extreme_point(
+    lmo::MatchingLMO,
+    direction::M;
+    v=nothing,
+    kwargs...,
+) where {M}
+    N = length(direction)
+    v = spzeros(N)
+    iter = collect(edges(lmo.graph))
+    g = SimpleGraphFromIterator(iter)
+    l = nv(g)
+    add_vertices!(g, l)
+    w = Dict{typeof(iter[1]),typeof(direction[1])}()
+    for i in 1:N
+        add_edge!(g, src(iter[i]) + l, dst(iter[i]) + l)
+        w[iter[i]] = -direction[i]
+        w[Edge(src(iter[i]) + l, dst(iter[i]) + l)] = -direction[i]
+    end
+
+    for i in 1:l
+        add_edge!(g, i, i + l)
+        w[Edge(i, i + l)] = 0
+    end
+
+    match = GraphsMatching.minimum_weight_perfect_matching(g, w)
+
+    K = length(match.mate)
+    for i in 1:K
+        for j in 1:N
+            if (match.mate[i] == src(iter[j]) && dst(iter[j]) == i)
+                v[j] = 1
+            end
+        end
+    end
+    return v
+end
+
+
+"""
+PerfectMatchingLMO{G}(g::Graphs)
+
+Return a vector v corresponding to edges(g), where if v[i] = 1, 
+the edge i is in the matching, and if v[i] = 0, the edge i is not in the matching.
+If there is not possible perfect matching, all elements of v are set to 0.  
+"""
+struct PerfectMatchingLMO{G} <: FrankWolfe.LinearMinimizationOracle
+    graph::G
+end
+
+function FrankWolfe.compute_extreme_point(
+    lmo::PerfectMatchingLMO,
+    direction::M;
+    v=nothing,
+    kwargs...,
+) where {M}
+    N = length(direction)
+    v = spzeros(N)
+    if (nv(lmo.graph) % 2 != 0)
+        return v
+    end
+    iter = collect(Graphs.edges(lmo.graph))
+    w = Dict{typeof(iter[1]),typeof(direction[1])}()
+    for i in 1:N
+        w[iter[i]] = direction[i]
+    end
+
+    match = GraphsMatching.minimum_weight_perfect_matching(lmo.graph, w)
+    K = length(match.mate)
+    for i in 1:K
+        for j in 1:N
+            if (match.mate[i] == src(iter[j]) && dst(iter[j]) == i)
+                v[j] = 1
+            end
+        end
+    end
+    return v
+end

src/SpanningTreeLinearOracle.jl → src/spanning_tree.jl

@@ -9,7 +9,12 @@ struct SpanningTreeLMO{G} <: FrankWolfe.LinearMinimizationOracle
     graph::G
 end
 
-function compute_extreme_point(lmo::SpanningTreeLMO, direction::M; v=nothing, kwargs...) where {M}
+function FrankWolfe.compute_extreme_point(
+    lmo::SpanningTreeLMO,
+    direction::M;
+    v=nothing,
+    kwargs...,
+) where {M}
     N = length(direction)
     iter = collect(Graphs.edges(lmo.graph))
     distmx = spzeros(N, N)

test/runtests.jl

@@ -1,17 +1,22 @@
-using .CombinatorialLinearOracles
+using CombinatorialLinearOracles
 using Test
 using Random
+using SparseArrays
+
 using Graphs
+using GraphsMatching
+using HiGHS
+import FrankWolfe
 
-@testset "Matching LMO" begin
+@testset "Perfect Matching LMO" begin
     N = Int(1e3)
     Random.seed!(4321)
     g = Graphs.complete_graph(N)
     iter = collect(Graphs.edges(g))
     M = length(iter)
     direction = randn(M)
-    lmo = CombinatorialLinearOracles.MatchingLMO(g)
-    v = CombinatorialLinearOracles.compute_extreme_point(lmo, direction)
+    lmo = CombinatorialLinearOracles.PerfectMatchingLMO(g)
+    v = FrankWolfe.compute_extreme_point(lmo, direction)
     tab = zeros(M)
     is_matching = true
     for i in 1:M
@@ -24,9 +29,36 @@ using Graphs
             tab[dst(iter[i])] = 1
         end
     end
-    @test is_matching == true
+    @test is_matching
 end
 
+@testset "Matching LMO" begin
+    N = 200
+    Random.seed!(9754)
+    g = Graphs.complete_graph(N)
+    iter = collect(Graphs.edges(g))
+    M = length(iter)
+    direction = randn(M)
+    lmo = CombinatorialLinearOracles.MatchingLMO(g)
+    v = FrankWolfe.compute_extreme_point(lmo, direction)
+    adj_mat = spzeros(M, M)
+    for i in 1:M
+        adj_mat[src(iter[i]), dst(iter[i])] = direction[i]
+    end
+    match_result = GraphsMatching.maximum_weight_matching(g, HiGHS.Optimizer, adj_mat)
+    v_sol = spzeros(M)
+    K = length(match_result.mate)
+    for i in 1:K
+        for j in 1:M
+            if (match_result.mate[i] == src(iter[j]) && dst(iter[j]) == i)
+                v_sol[j] = 1
+            end
+        end
+    end
+    @test v_sol == v
+end
+
+
 @testset "SpanningTreeLMO" begin
     N = 500
     Random.seed!(1645)
@@ -35,12 +67,12 @@ end
     M = length(iter)
     direction = randn(M)
     lmo = CombinatorialLinearOracles.SpanningTreeLMO(g)
-    v = CombinatorialLinearOracles.compute_extreme_point(lmo, direction)
-    tree = Array{Edge}(undef, (0,))
+    v = FrankWolfe.compute_extreme_point(lmo, direction)
+    tree = eltype(iter)[]
     for i in 1:M
         if (v[i] == 1)
             push!(tree, iter[i])
         end
     end
-    @test Graphs.is_tree(SimpleGraphFromIterator(tree)) == true
+    @test Graphs.is_tree(SimpleGraphFromIterator(tree))
 end